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The Linearization of Belief Propagation on Pairwise Markov Networks
cs.AI cs.LG cs.SI
Belief Propagation (BP) is a widely used approximation for exact probabilistic inference in graphical models, such as Markov Random Fields (MRFs). In graphs with cycles, however, no exact convergence guarantees for BP are known, in general. For the case when all edges in the MRF carry the same symmetric, doubly stochastic potential, recent works have proposed to approximate BP by linearizing the update equations around default values, which was shown to work well for the problem of node classification. The present paper generalizes all prior work and derives an approach that approximates loopy BP on any pairwise MRF with the problem of solving a linear equation system. This approach combines exact convergence guarantees and a fast matrix implementation with the ability to model heterogenous networks. Experiments on synthetic graphs with planted edge potentials show that the linearization has comparable labeling accuracy as BP for graphs with weak potentials, while speeding-up inference by orders of magnitude.
Wolfgang Gatterbauer
null
1502.04956
null
null
A New Sampling Technique for Tensors
stat.ML cs.DS cs.IT cs.LG math.IT
In this paper we propose new techniques to sample arbitrary third-order tensors, with an objective of speeding up tensor algorithms that have recently gained popularity in machine learning. Our main contribution is a new way to select, in a biased random way, only $O(n^{1.5}/\epsilon^2)$ of the possible $n^3$ elements while still achieving each of the three goals: \\ {\em (a) tensor sparsification}: for a tensor that has to be formed from arbitrary samples, compute very few elements to get a good spectral approximation, and for arbitrary orthogonal tensors {\em (b) tensor completion:} recover an exactly low-rank tensor from a small number of samples via alternating least squares, or {\em (c) tensor factorization:} approximating factors of a low-rank tensor corrupted by noise. \\ Our sampling can be used along with existing tensor-based algorithms to speed them up, removing the computational bottleneck in these methods.
Srinadh Bhojanapalli, Sujay Sanghavi
null
1502.05023
null
null
On Sex, Evolution, and the Multiplicative Weights Update Algorithm
cs.LG cs.GT
We consider a recent innovative theory by Chastain et al. on the role of sex in evolution [PNAS'14]. In short, the theory suggests that the evolutionary process of gene recombination implements the celebrated multiplicative weights updates algorithm (MWUA). They prove that the population dynamics induced by sexual reproduction can be precisely modeled by genes that use MWUA as their learning strategy in a particular coordination game. The result holds in the environments of \emph{weak selection}, under the assumption that the population frequencies remain a product distribution. We revisit the theory, eliminating both the requirement of weak selection and any assumption on the distribution of the population. Removing the assumption of product distributions is crucial, since as we show, this assumption is inconsistent with the population dynamics. We show that the marginal allele distributions induced by the population dynamics precisely match the marginals induced by a multiplicative weights update algorithm in this general setting, thereby affirming and substantially generalizing these earlier results. We further revise the implications for convergence and utility or fitness guarantees in coordination games. In contrast to the claim of Chastain et al.[PNAS'14], we conclude that the sexual evolutionary dynamics does not entail any property of the population distribution, beyond those already implied by convergence.
Reshef Meir and David Parkes
null
1502.05056
null
null
Real time clustering of time series using triangular potentials
cs.LG
Motivated by the problem of computing investment portfolio weightings we investigate various methods of clustering as alternatives to traditional mean-variance approaches. Such methods can have significant benefits from a practical point of view since they remove the need to invert a sample covariance matrix, which can suffer from estimation error and will almost certainly be non-stationary. The general idea is to find groups of assets which share similar return characteristics over time and treat each group as a single composite asset. We then apply inverse volatility weightings to these new composite assets. In the course of our investigation we devise a method of clustering based on triangular potentials and we present associated theoretical results as well as various examples based on synthetic data.
Aldo Pacchiano, Oliver Williams
null
1502.05090
null
null
CSAL: Self-adaptive Labeling based Clustering Integrating Supervised Learning on Unlabeled Data
cs.LG
Supervised classification approaches can predict labels for unknown data because of the supervised training process. The success of classification is heavily dependent on the labeled training data. Differently, clustering is effective in revealing the aggregation property of unlabeled data, but the performance of most clustering methods is limited by the absence of labeled data. In real applications, however, it is time-consuming and sometimes impossible to obtain labeled data. The combination of clustering and classification is a promising and active approach which can largely improve the performance. In this paper, we propose an innovative and effective clustering framework based on self-adaptive labeling (CSAL) which integrates clustering and classification on unlabeled data. Clustering is first employed to partition data and a certain proportion of clustered data are selected by our proposed labeling approach for training classifiers. In order to refine the trained classifiers, an iterative process of Expectation-Maximization algorithm is devised into the proposed clustering framework CSAL. Experiments are conducted on publicly data sets to test different combinations of clustering algorithms and classification models as well as various training data labeling methods. The experimental results show that our approach along with the self-adaptive method outperforms other methods.
Fangfang Li, Guandong Xu, Longbing Cao
null
1502.05111
null
null
Temporal Embedding in Convolutional Neural Networks for Robust Learning of Abstract Snippets
cs.LG cs.NE
The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn repeatedly-occurring-yet-hidden structural elements in periodical time-series, called abstract snippets, for predicting future changes. Our model uses convolutional neural networks and embeds a time-series with its potential neighbors in the temporal domain for aligning it to the dominant patterns in the dataset. The model is robust to distortions and misalignments in the temporal domain and demonstrates strong prediction power for periodical time-series. We conduct extensive experiments and discover that the proposed model shows significant and consistent advantages over existing methods on a variety of data modalities ranging from human mobility to household power consumption records. Empirical results indicate that the model is robust to various factors such as number of samples, variance of data, numerical ranges of data etc. The experiments also verify that the intuition behind the model can be generalized to multiple data types and applications and promises significant improvement in prediction performances across the datasets studied.
Jiajun Liu, Kun Zhao, Brano Kusy, Ji-rong Wen, Raja Jurdak
10.1109/TKDE.2016.2598171
1502.05113
null
null
Supervised cross-modal factor analysis for multiple modal data classification
cs.LG
In this paper we study the problem of learning from multiple modal data for purpose of document classification. In this problem, each document is composed two different modals of data, i.e., an image and a text. Cross-modal factor analysis (CFA) has been proposed to project the two different modals of data to a shared data space, so that the classification of a image or a text can be performed directly in this space. A disadvantage of CFA is that it has ignored the supervision information. In this paper, we improve CFA by incorporating the supervision information to represent and classify both image and text modals of documents. We project both image and text data to a shared data space by factor analysis, and then train a class label predictor in the shared space to use the class label information. The factor analysis parameter and the predictor parameter are learned jointly by solving one single objective function. With this objective function, we minimize the distance between the projections of image and text of the same document, and the classification error of the projection measured by hinge loss function. The objective function is optimized by an alternate optimization strategy in an iterative algorithm. Experiments in two different multiple modal document data sets show the advantage of the proposed algorithm over other CFA methods.
Jingbin Wang, Yihua Zhou, Kanghong Duan, Jim Jing-Yan Wang, Halima Bensmail
null
1502.05134
null
null
Dengue disease prediction using weka data mining tool
cs.CY cs.LG
Dengue is a life threatening disease prevalent in several developed as well as developing countries like India.In this paper we discuss various algorithm approaches of data mining that have been utilized for dengue disease prediction. Data mining is a well known technique used by health organizations for classification of diseases such as dengue, diabetes and cancer in bioinformatics research. In the proposed approach we have used WEKA with 10 cross validation to evaluate data and compare results. Weka has an extensive collection of different machine learning and data mining algorithms. In this paper we have firstly classified the dengue data set and then compared the different data mining techniques in weka through Explorer, knowledge flow and Experimenter interfaces. Furthermore in order to validate our approach we have used a dengue dataset with 108 instances but weka used 99 rows and 18 attributes to determine the prediction of disease and their accuracy using classifications of different algorithms to find out the best performance. The main objective of this paper is to classify data and assist the users in extracting useful information from data and easily identify a suitable algorithm for accurate predictive model from it. From the findings of this paper it can be concluded that Na\"ive Bayes and J48 are the best performance algorithms for classified accuracy because they achieved maximum accuracy= 100% with 99 correctly classified instances, maximum ROC = 1, had least mean absolute error and it took minimum time for building this model through Explorer and Knowledge flow results
Kashish Ara Shakil, Shadma Anis and Mansaf Alam
null
1502.05167
null
null
F0 Modeling In Hmm-Based Speech Synthesis System Using Deep Belief Network
cs.LG cs.NE
In recent years multilayer perceptrons (MLPs) with many hid- den layers Deep Neural Network (DNN) has performed sur- prisingly well in many speech tasks, i.e. speech recognition, speaker verification, speech synthesis etc. Although in the context of F0 modeling these techniques has not been ex- ploited properly. In this paper, Deep Belief Network (DBN), a class of DNN family has been employed and applied to model the F0 contour of synthesized speech which was generated by HMM-based speech synthesis system. The experiment was done on Bengali language. Several DBN-DNN architectures ranging from four to seven hidden layers and up to 200 hid- den units per hidden layer was presented and evaluated. The results were compared against clustering tree techniques pop- ularly found in statistical parametric speech synthesis. We show that from textual inputs DBN-DNN learns a high level structure which in turn improves F0 contour in terms of ob- jective and subjective tests.
Sankar Mukherjee, Shyamal Kumar Das Mandal
null
1502.05213
null
null
On learning k-parities with and without noise
cs.DS cs.DM cs.LG
We first consider the problem of learning $k$-parities in the on-line mistake-bound model: given a hidden vector $x \in \{0,1\}^n$ with $|x|=k$ and a sequence of "questions" $a_1, a_2, ...\in \{0,1\}^n$, where the algorithm must reply to each question with $< a_i, x> \pmod 2$, what is the best tradeoff between the number of mistakes made by the algorithm and its time complexity? We improve the previous best result of Buhrman et al. by an $\exp(k)$ factor in the time complexity. Second, we consider the problem of learning $k$-parities in the presence of classification noise of rate $\eta \in (0,1/2)$. A polynomial time algorithm for this problem (when $\eta > 0$ and $k = \omega(1)$) is a longstanding challenge in learning theory. Grigorescu et al. showed an algorithm running in time ${n \choose k/2}^{1 + 4\eta^2 +o(1)}$. Note that this algorithm inherently requires time ${n \choose k/2}$ even when the noise rate $\eta$ is polynomially small. We observe that for sufficiently small noise rate, it is possible to break the $n \choose k/2$ barrier. In particular, if for some function $f(n) = \omega(1)$ and $\alpha \in [1/2, 1)$, $k = n/f(n)$ and $\eta = o(f(n)^{- \alpha}/\log n)$, then there is an algorithm for the problem with running time $poly(n)\cdot {n \choose k}^{1-\alpha} \cdot e^{-k/4.01}$.
Arnab Bhattacharyya, Ameet Gadekar, Ninad Rajgopal
null
1502.05375
null
null
On the Effects of Low-Quality Training Data on Information Extraction from Clinical Reports
cs.LG cs.CL cs.IR
In the last five years there has been a flurry of work on information extraction from clinical documents, i.e., on algorithms capable of extracting, from the informal and unstructured texts that are generated during everyday clinical practice, mentions of concepts relevant to such practice. Most of this literature is about methods based on supervised learning, i.e., methods for training an information extraction system from manually annotated examples. While a lot of work has been devoted to devising learning methods that generate more and more accurate information extractors, no work has been devoted to investigating the effect of the quality of training data on the learning process. Low quality in training data often derives from the fact that the person who has annotated the data is different from the one against whose judgment the automatically annotated data must be evaluated. In this paper we test the impact of such data quality issues on the accuracy of information extraction systems as applied to the clinical domain. We do this by comparing the accuracy deriving from training data annotated by the authoritative coder (i.e., the one who has also annotated the test data, and by whose judgment we must abide), with the accuracy deriving from training data annotated by a different coder. The results indicate that, although the disagreement between the two coders (as measured on the training set) is substantial, the difference is (surprisingly enough) not always statistically significant.
Diego Marcheggiani and Fabrizio Sebastiani
10.1145/3106235
1502.05472
null
null
Trust Region Policy Optimization
cs.LG
We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy Optimization (TRPO). This algorithm is similar to natural policy gradient methods and is effective for optimizing large nonlinear policies such as neural networks. Our experiments demonstrate its robust performance on a wide variety of tasks: learning simulated robotic swimming, hopping, and walking gaits; and playing Atari games using images of the screen as input. Despite its approximations that deviate from the theory, TRPO tends to give monotonic improvement, with little tuning of hyperparameters.
John Schulman, Sergey Levine, Philipp Moritz, Michael I. Jordan, Pieter Abbeel
null
1502.05477
null
null
Optimizing Text Quantifiers for Multivariate Loss Functions
cs.LG cs.IR
We address the problem of \emph{quantification}, a supervised learning task whose goal is, given a class, to estimate the relative frequency (or \emph{prevalence}) of the class in a dataset of unlabelled items. Quantification has several applications in data and text mining, such as estimating the prevalence of positive reviews in a set of reviews of a given product, or estimating the prevalence of a given support issue in a dataset of transcripts of phone calls to tech support. So far, quantification has been addressed by learning a general-purpose classifier, counting the unlabelled items which have been assigned the class, and tuning the obtained counts according to some heuristics. In this paper we depart from the tradition of using general-purpose classifiers, and use instead a supervised learning model for \emph{structured prediction}, capable of generating classifiers directly optimized for the (multivariate and non-linear) function used for evaluating quantification accuracy. The experiments that we have run on 5500 binary high-dimensional datasets (averaging more than 14,000 documents each) show that this method is more accurate, more stable, and more efficient than existing, state-of-the-art quantification methods.
Andrea Esuli and Fabrizio Sebastiani
10.1145/2700406
1502.05491
null
null
NeuroSVM: A Graphical User Interface for Identification of Liver Patients
cs.LG cs.HC
Diagnosis of liver infection at preliminary stage is important for better treatment. In todays scenario devices like sensors are used for detection of infections. Accurate classification techniques are required for automatic identification of disease samples. In this context, this study utilizes data mining approaches for classification of liver patients from healthy individuals. Four algorithms (Naive Bayes, Bagging, Random forest and SVM) were implemented for classification using R platform. Further to improve the accuracy of classification a hybrid NeuroSVM model was developed using SVM and feed-forward artificial neural network (ANN). The hybrid model was tested for its performance using statistical parameters like root mean square error (RMSE) and mean absolute percentage error (MAPE). The model resulted in a prediction accuracy of 98.83%. The results suggested that development of hybrid model improved the accuracy of prediction. To serve the medicinal community for prediction of liver disease among patients, a graphical user interface (GUI) has been developed using R. The GUI is deployed as a package in local repository of R platform for users to perform prediction.
Kalyan Nagaraj and Amulyashree Sridhar
null
1502.05534
null
null
Just Sort It! A Simple and Effective Approach to Active Preference Learning
stat.ML cs.LG
We address the problem of learning a ranking by using adaptively chosen pairwise comparisons. Our goal is to recover the ranking accurately but to sample the comparisons sparingly. If all comparison outcomes are consistent with the ranking, the optimal solution is to use an efficient sorting algorithm, such as Quicksort. But how do sorting algorithms behave if some comparison outcomes are inconsistent with the ranking? We give favorable guarantees for Quicksort for the popular Bradley-Terry model, under natural assumptions on the parameters. Furthermore, we empirically demonstrate that sorting algorithms lead to a very simple and effective active learning strategy: repeatedly sort the items. This strategy performs as well as state-of-the-art methods (and much better than random sampling) at a minuscule fraction of the computational cost.
Lucas Maystre, Matthias Grossglauser
null
1502.05556
null
null
Adaptive system optimization using random directions stochastic approximation
math.OC cs.LG
We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as discrete-valued perturbations into both our algorithms. The former are chosen to be independent and identically distributed (i.i.d.) symmetric, uniformly distributed random variables (r.v.), while the latter are i.i.d., asymmetric, Bernoulli r.v.s. Our Newton algorithm, with a novel Hessian estimation scheme, requires N-dimensional perturbations and three loss measurements per iteration, whereas the simultaneous perturbation Newton search algorithm of [1] requires 2N-dimensional perturbations and four loss measurements per iteration. We prove the unbiasedness of both gradient and Hessian estimates and asymptotic (strong) convergence for both first-order and second-order schemes. We also provide asymptotic normality results, which in particular establish that the asymmetric Bernoulli variant of Newton RDSA method is better than 2SPSA of [1]. Numerical experiments are used to validate the theoretical results.
Prashanth L.A., Shalabh Bhatnagar, Michael Fu and Steve Marcus
null
1502.05577
null
null
NP-Hardness and Inapproximability of Sparse PCA
cs.LG cs.CC cs.DS math.CO stat.ML
We give a reduction from {\sc clique} to establish that sparse PCA is NP-hard. The reduction has a gap which we use to exclude an FPTAS for sparse PCA (unless P=NP). Under weaker complexity assumptions, we also exclude polynomial constant-factor approximation algorithms.
Malik Magdon-Ismail
null
1502.05675
null
null
Approval Voting and Incentives in Crowdsourcing
cs.GT cs.AI cs.LG cs.MA
The growing need for labeled training data has made crowdsourcing an important part of machine learning. The quality of crowdsourced labels is, however, adversely affected by three factors: (1) the workers are not experts; (2) the incentives of the workers are not aligned with those of the requesters; and (3) the interface does not allow workers to convey their knowledge accurately, by forcing them to make a single choice among a set of options. In this paper, we address these issues by introducing approval voting to utilize the expertise of workers who have partial knowledge of the true answer, and coupling it with a ("strictly proper") incentive-compatible compensation mechanism. We show rigorous theoretical guarantees of optimality of our mechanism together with a simple axiomatic characterization. We also conduct preliminary empirical studies on Amazon Mechanical Turk which validate our approach.
Nihar B. Shah, Dengyong Zhou, Yuval Peres
null
1502.05696
null
null
Scale-Free Algorithms for Online Linear Optimization
cs.LG math.OC
We design algorithms for online linear optimization that have optimal regret and at the same time do not need to know any upper or lower bounds on the norm of the loss vectors. We achieve adaptiveness to norms of loss vectors by scale invariance, i.e., our algorithms make exactly the same decisions if the sequence of loss vectors is multiplied by any positive constant. Our algorithms work for any decision set, bounded or unbounded. For unbounded decisions sets, these are the first truly adaptive algorithms for online linear optimization.
Francesco Orabona and David Pal
null
1502.05744
null
null
Pairwise Constraint Propagation: A Survey
cs.CV cs.LG stat.ML
As one of the most important types of (weaker) supervised information in machine learning and pattern recognition, pairwise constraint, which specifies whether a pair of data points occur together, has recently received significant attention, especially the problem of pairwise constraint propagation. At least two reasons account for this trend: the first is that compared to the data label, pairwise constraints are more general and easily to collect, and the second is that since the available pairwise constraints are usually limited, the constraint propagation problem is thus important. This paper provides an up-to-date critical survey of pairwise constraint propagation research. There are two underlying motivations for us to write this survey paper: the first is to provide an up-to-date review of the existing literature, and the second is to offer some insights into the studies of pairwise constraint propagation. To provide a comprehensive survey, we not only categorize existing propagation techniques but also present detailed descriptions of representative methods within each category.
Zhenyong Fu and Zhiwu Lu
null
1502.05752
null
null
Automatic differentiation in machine learning: a survey
cs.SC cs.LG stat.ML
Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more general than backpropagation for efficiently and accurately evaluating derivatives of numeric functions expressed as computer programs. AD is a small but established field with applications in areas including computational fluid dynamics, atmospheric sciences, and engineering design optimization. Until very recently, the fields of machine learning and AD have largely been unaware of each other and, in some cases, have independently discovered each other's results. Despite its relevance, general-purpose AD has been missing from the machine learning toolbox, a situation slowly changing with its ongoing adoption under the names "dynamic computational graphs" and "differentiable programming". We survey the intersection of AD and machine learning, cover applications where AD has direct relevance, and address the main implementation techniques. By precisely defining the main differentiation techniques and their interrelationships, we aim to bring clarity to the usage of the terms "autodiff", "automatic differentiation", and "symbolic differentiation" as these are encountered more and more in machine learning settings.
Atilim Gunes Baydin, Barak A. Pearlmutter, Alexey Andreyevich Radul, Jeffrey Mark Siskind
null
1502.05767
null
null
Low-Cost Learning via Active Data Procurement
cs.GT cs.AI cs.LG stat.ML
We design mechanisms for online procurement of data held by strategic agents for machine learning tasks. The challenge is to use past data to actively price future data and give learning guarantees even when an agent's cost for revealing her data may depend arbitrarily on the data itself. We achieve this goal by showing how to convert a large class of no-regret algorithms into online posted-price and learning mechanisms. Our results in a sense parallel classic sample complexity guarantees, but with the key resource being money rather than quantity of data: With a budget constraint $B$, we give robust risk (predictive error) bounds on the order of $1/\sqrt{B}$. Because we use an active approach, we can often guarantee to do significantly better by leveraging correlations between costs and data. Our algorithms and analysis go through a model of no-regret learning with $T$ arriving pairs (cost, data) and a budget constraint of $B$. Our regret bounds for this model are on the order of $T/\sqrt{B}$ and we give lower bounds on the same order.
Jacob Abernethy, Yiling Chen, Chien-Ju Ho, Bo Waggoner
10.1145/2764468.2764519
1502.05774
null
null
Spike Event Based Learning in Neural Networks
cs.NE cs.LG
A scheme is derived for learning connectivity in spiking neural networks. The scheme learns instantaneous firing rates that are conditional on the activity in other parts of the network. The scheme is independent of the choice of neuron dynamics or activation function, and network architecture. It involves two simple, online, local learning rules that are applied only in response to occurrences of spike events. This scheme provides a direct method for transferring ideas between the fields of deep learning and computational neuroscience. This learning scheme is demonstrated using a layered feedforward spiking neural network trained self-supervised on a prediction and classification task for moving MNIST images collected using a Dynamic Vision Sensor.
James A. Henderson, TingTing A. Gibson, Janet Wiles
null
1502.05777
null
null
A provably convergent alternating minimization method for mean field inference
cs.LG math.OC
Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution parameters are computed using an alternate coordinate minimization. However, the convergence properties of this algorithm remain unclear. In this paper, we show how, by adding an appropriate penalization term, we can guarantee convergence to a critical point, while keeping a closed form update at each step. A convergence rate estimate can also be derived based on recent results in non-convex optimization.
Pierre Baqu\'e, Jean-Hubert Hours, Fran\c{c}ois Fleuret, Pascal Fua
null
1502.05832
null
null
On predictability of rare events leveraging social media: a machine learning perspective
cs.SI cs.LG physics.data-an physics.soc-ph
Information extracted from social media streams has been leveraged to forecast the outcome of a large number of real-world events, from political elections to stock market fluctuations. An increasing amount of studies demonstrates how the analysis of social media conversations provides cheap access to the wisdom of the crowd. However, extents and contexts in which such forecasting power can be effectively leveraged are still unverified at least in a systematic way. It is also unclear how social-media-based predictions compare to those based on alternative information sources. To address these issues, here we develop a machine learning framework that leverages social media streams to automatically identify and predict the outcomes of soccer matches. We focus in particular on matches in which at least one of the possible outcomes is deemed as highly unlikely by professional bookmakers. We argue that sport events offer a systematic approach for testing the predictive power of social media, and allow to compare such power against the rigorous baselines set by external sources. Despite such strict baselines, our framework yields above 8% marginal profit when used to inform simple betting strategies. The system is based on real-time sentiment analysis and exploits data collected immediately before the games, allowing for informed bets. We discuss the rationale behind our approach, describe the learning framework, its prediction performance and the return it provides as compared to a set of betting strategies. To test our framework we use both historical Twitter data from the 2014 FIFA World Cup games, and real-time Twitter data collected by monitoring the conversations about all soccer matches of four major European tournaments (FA Premier League, Serie A, La Liga, and Bundesliga), and the 2014 UEFA Champions League, during the period between Oct. 25th 2014 and Nov. 26th 2014.
Lei Le, Emilio Ferrara, Alessandro Flammini
10.1145/2817946.2817949
1502.05886
null
null
Contextual Semibandits via Supervised Learning Oracles
cs.LG stat.ML
We study an online decision making problem where on each round a learner chooses a list of items based on some side information, receives a scalar feedback value for each individual item, and a reward that is linearly related to this feedback. These problems, known as contextual semibandits, arise in crowdsourcing, recommendation, and many other domains. This paper reduces contextual semibandits to supervised learning, allowing us to leverage powerful supervised learning methods in this partial-feedback setting. Our first reduction applies when the mapping from feedback to reward is known and leads to a computationally efficient algorithm with near-optimal regret. We show that this algorithm outperforms state-of-the-art approaches on real-world learning-to-rank datasets, demonstrating the advantage of oracle-based algorithms. Our second reduction applies to the previously unstudied setting when the linear mapping from feedback to reward is unknown. Our regret guarantees are superior to prior techniques that ignore the feedback.
Akshay Krishnamurthy, Alekh Agarwal, Miroslav Dudik
null
1502.05890
null
null
A Data Mining framework to model Consumer Indebtedness with Psychological Factors
cs.LG cs.CE
Modelling Consumer Indebtedness has proven to be a problem of complex nature. In this work we utilise Data Mining techniques and methods to explore the multifaceted aspect of Consumer Indebtedness by examining the contribution of Psychological Factors, like Impulsivity to the analysis of Consumer Debt. Our results confirm the beneficial impact of Psychological Factors in modelling Consumer Indebtedness and suggest a new approach in analysing Consumer Debt, that would take into consideration more Psychological characteristics of consumers and adopt techniques and practices from Data Mining.
Alexandros Ladas, Eamonn Ferguson, Uwe Aickelin and Jon Garibaldi
null
1502.05911
null
null
Feature-Budgeted Random Forest
stat.ML cs.LG
We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to minimize prediction error for a user-specified {\it average} feature acquisition budget. While random forests yield strong generalization performance, they do not explicitly account for feature costs and furthermore require low correlation among trees, which amplifies costs. Our random forest grows trees with low acquisition cost and high strength based on greedy minimax cost-weighted-impurity splits. Theoretically, we establish near-optimal acquisition cost guarantees for our algorithm. Empirically, on a number of benchmark datasets we demonstrate superior accuracy-cost curves against state-of-the-art prediction-time algorithms.
Feng Nan, Joseph Wang, Venkatesh Saligrama
null
1502.05925
null
null
Achieving All with No Parameters: Adaptive NormalHedge
cs.LG
We study the classic online learning problem of predicting with expert advice, and propose a truly parameter-free and adaptive algorithm that achieves several objectives simultaneously without using any prior information. The main component of this work is an improved version of the NormalHedge.DT algorithm (Luo and Schapire, 2014), called AdaNormalHedge. On one hand, this new algorithm ensures small regret when the competitor has small loss and almost constant regret when the losses are stochastic. On the other hand, the algorithm is able to compete with any convex combination of the experts simultaneously, with a regret in terms of the relative entropy of the prior and the competitor. This resolves an open problem proposed by Chaudhuri et al. (2009) and Chernov and Vovk (2010). Moreover, we extend the results to the sleeping expert setting and provide two applications to illustrate the power of AdaNormalHedge: 1) competing with time-varying unknown competitors and 2) predicting almost as well as the best pruning tree. Our results on these applications significantly improve previous work from different aspects, and a special case of the first application resolves another open problem proposed by Warmuth and Koolen (2014) on whether one can simultaneously achieve optimal shifting regret for both adversarial and stochastic losses.
Haipeng Luo and Robert E. Schapire
null
1502.05934
null
null
Refining Adverse Drug Reactions using Association Rule Mining for Electronic Healthcare Data
cs.DB cs.CE cs.LG
Side effects of prescribed medications are a common occurrence. Electronic healthcare databases present the opportunity to identify new side effects efficiently but currently the methods are limited due to confounding (i.e. when an association between two variables is identified due to them both being associated to a third variable). In this paper we propose a proof of concept method that learns common associations and uses this knowledge to automatically refine side effect signals (i.e. exposure-outcome associations) by removing instances of the exposure-outcome associations that are caused by confounding. This leaves the signal instances that are most likely to correspond to true side effect occurrences. We then calculate a novel measure termed the confounding-adjusted risk value, a more accurate absolute risk value of a patient experiencing the outcome within 60 days of the exposure. Tentative results suggest that the method works. For the four signals (i.e. exposure-outcome associations) investigated we are able to correctly filter the majority of exposure-outcome instances that were unlikely to correspond to true side effects. The method is likely to improve when tuning the association rule mining parameters for specific health outcomes. This paper shows that it may be possible to filter signals at a patient level based on association rules learned from considering patients' medical histories. However, additional work is required to develop a way to automate the tuning of the method's parameters.
Jenna M. Reps, Uwe Aickelin, Jiangang Ma, Yanchun Zhang
10.1109/ICDMW.2014.53
1502.05943
null
null
Deep Learning for Multi-label Classification
cs.LG cs.AI
In multi-label classification, the main focus has been to develop ways of learning the underlying dependencies between labels, and to take advantage of this at classification time. Developing better feature-space representations has been predominantly employed to reduce complexity, e.g., by eliminating non-helpful feature attributes from the input space prior to (or during) training. This is an important task, since many multi-label methods typically create many different copies or views of the same input data as they transform it, and considerable memory can be saved by taking advantage of redundancy. In this paper, we show that a proper development of the feature space can make labels less interdependent and easier to model and predict at inference time. For this task we use a deep learning approach with restricted Boltzmann machines. We present a deep network that, in an empirical evaluation, outperforms a number of competitive methods from the literature
Jesse Read, Fernando Perez-Cruz
null
1502.05988
null
null
MILJS : Brand New JavaScript Libraries for Matrix Calculation and Machine Learning
stat.ML cs.LG cs.MS
MILJS is a collection of state-of-the-art, platform-independent, scalable, fast JavaScript libraries for matrix calculation and machine learning. Our core library offering a matrix calculation is called Sushi, which exhibits far better performance than any other leading machine learning libraries written in JavaScript. Especially, our matrix multiplication is 177 times faster than the fastest JavaScript benchmark. Based on Sushi, a machine learning library called Tempura is provided, which supports various algorithms widely used in machine learning research. We also provide Soba as a visualization library. The implementations of our libraries are clearly written, properly documented and thus can are easy to get started with, as long as there is a web browser. These libraries are available from http://mil-tokyo.github.io/ under the MIT license.
Ken Miura, Tetsuaki Mano, Atsushi Kanehira, Yuichiro Tsuchiya and Tatsuya Harada
null
1502.06064
null
null
Regularization and Kernelization of the Maximin Correlation Approach
cs.CV cs.LG
Robust classification becomes challenging when each class consists of multiple subclasses. Examples include multi-font optical character recognition and automated protein function prediction. In correlation-based nearest-neighbor classification, the maximin correlation approach (MCA) provides the worst-case optimal solution by minimizing the maximum misclassification risk through an iterative procedure. Despite the optimality, the original MCA has drawbacks that have limited its wide applicability in practice. That is, the MCA tends to be sensitive to outliers, cannot effectively handle nonlinearities in datasets, and suffers from having high computational complexity. To address these limitations, we propose an improved solution, named regularized maximin correlation approach (R-MCA). We first reformulate MCA as a quadratically constrained linear programming (QCLP) problem, incorporate regularization by introducing slack variables in the primal problem of the QCLP, and derive the corresponding Lagrangian dual. The dual formulation enables us to apply the kernel trick to R-MCA so that it can better handle nonlinearities. Our experimental results demonstrate that the regularization and kernelization make the proposed R-MCA more robust and accurate for various classification tasks than the original MCA. Furthermore, when the data size or dimensionality grows, R-MCA runs substantially faster by solving either the primal or dual (whichever has a smaller variable dimension) of the QCLP.
Taehoon Lee, Taesup Moon, Seung Jean Kim, Sungroh Yoon
10.1109/ACCESS.2016.2551727
1502.06105
null
null
Universal Memory Architectures for Autonomous Machines
cs.AI cs.LG cs.RO math.MG
We propose a self-organizing memory architecture for perceptual experience, capable of supporting autonomous learning and goal-directed problem solving in the absence of any prior information about the agent's environment. The architecture is simple enough to ensure (1) a quadratic bound (in the number of available sensors) on space requirements, and (2) a quadratic bound on the time-complexity of the update-execute cycle. At the same time, it is sufficiently complex to provide the agent with an internal representation which is (3) minimal among all representations of its class which account for every sensory equivalence class subject to the agent's belief state; (4) capable, in principle, of recovering the homotopy type of the system's state space; (5) learnable with arbitrary precision through a random application of the available actions. The provable properties of an effectively trained memory structure exploit a duality between weak poc sets -- a symbolic (discrete) representation of subset nesting relations -- and non-positively curved cubical complexes, whose rich convexity theory underlies the planning cycle of the proposed architecture.
Dan P. Guralnik and Daniel E. Koditschek
null
1502.06132
null
null
Learning with Square Loss: Localization through Offset Rademacher Complexity
stat.ML cs.LG math.ST stat.TH
We consider regression with square loss and general classes of functions without the boundedness assumption. We introduce a notion of offset Rademacher complexity that provides a transparent way to study localization both in expectation and in high probability. For any (possibly non-convex) class, the excess loss of a two-step estimator is shown to be upper bounded by this offset complexity through a novel geometric inequality. In the convex case, the estimator reduces to an empirical risk minimizer. The method recovers the results of \citep{RakSriTsy15} for the bounded case while also providing guarantees without the boundedness assumption.
Tengyuan Liang, Alexander Rakhlin, Karthik Sridharan
null
1502.06134
null
null
Detection of Planted Solutions for Flat Satisfiability Problems
math.ST cs.CC cs.LG stat.TH
We study the detection problem of finding planted solutions in random instances of flat satisfiability problems, a generalization of boolean satisfiability formulas. We describe the properties of random instances of flat satisfiability, as well of the optimal rates of detection of the associated hypothesis testing problem. We also study the performance of an algorithmically efficient testing procedure. We introduce a modification of our model, the light planting of solutions, and show that it is as hard as the problem of learning parity with noise. This hints strongly at the difficulty of detecting planted flat satisfiability for a wide class of tests.
Quentin Berthet and Jordan S. Ellenberg
null
1502.06144
null
null
Using NLP to measure democracy
cs.CL cs.IR cs.LG stat.ML
This paper uses natural language processing to create the first machine-coded democracy index, which I call Automated Democracy Scores (ADS). The ADS are based on 42 million news articles from 6,043 different sources and cover all independent countries in the 1993-2012 period. Unlike the democracy indices we have today the ADS are replicable and have standard errors small enough to actually distinguish between cases. The ADS are produced with supervised learning. Three approaches are tried: a) a combination of Latent Semantic Analysis and tree-based regression methods; b) a combination of Latent Dirichlet Allocation and tree-based regression methods; and c) the Wordscores algorithm. The Wordscores algorithm outperforms the alternatives, so it is the one on which the ADS are based. There is a web application where anyone can change the training set and see how the results change: democracy-scores.org
Thiago Marzag\~ao
null
1502.06161
null
null
SDCA without Duality
cs.LG
Stochastic Dual Coordinate Ascent is a popular method for solving regularized loss minimization for the case of convex losses. In this paper we show how a variant of SDCA can be applied for non-convex losses. We prove linear convergence rate even if individual loss functions are non-convex as long as the expected loss is convex.
Shai Shalev-Shwartz
null
1502.06177
null
null
Teaching and compressing for low VC-dimension
cs.LG
In this work we study the quantitative relation between VC-dimension and two other basic parameters related to learning and teaching. Namely, the quality of sample compression schemes and of teaching sets for classes of low VC-dimension. Let $C$ be a binary concept class of size $m$ and VC-dimension $d$. Prior to this work, the best known upper bounds for both parameters were $\log(m)$, while the best lower bounds are linear in $d$. We present significantly better upper bounds on both as follows. Set $k = O(d 2^d \log \log |C|)$. We show that there always exists a concept $c$ in $C$ with a teaching set (i.e. a list of $c$-labeled examples uniquely identifying $c$ in $C$) of size $k$. This problem was studied by Kuhlmann (1999). Our construction implies that the recursive teaching (RT) dimension of $C$ is at most $k$ as well. The RT-dimension was suggested by Zilles et al. and Doliwa et al. (2010). The same notion (under the name partial-ID width) was independently studied by Wigderson and Yehudayoff (2013). An upper bound on this parameter that depends only on $d$ is known just for the very simple case $d=1$, and is open even for $d=2$. We also make small progress towards this seemingly modest goal. We further construct sample compression schemes of size $k$ for $C$, with additional information of $k \log(k)$ bits. Roughly speaking, given any list of $C$-labelled examples of arbitrary length, we can retain only $k$ labeled examples in a way that allows to recover the labels of all others examples in the list, using additional $k\log (k)$ information bits. This problem was first suggested by Littlestone and Warmuth (1986).
Shay Moran, Amir Shpilka, Avi Wigderson, and Amir Yehudayoff
null
1502.06187
null
null
Two-stage Sampling, Prediction and Adaptive Regression via Correlation Screening (SPARCS)
stat.ML cs.LG
This paper proposes a general adaptive procedure for budget-limited predictor design in high dimensions called two-stage Sampling, Prediction and Adaptive Regression via Correlation Screening (SPARCS). SPARCS can be applied to high dimensional prediction problems in experimental science, medicine, finance, and engineering, as illustrated by the following. Suppose one wishes to run a sequence of experiments to learn a sparse multivariate predictor of a dependent variable $Y$ (disease prognosis for instance) based on a $p$ dimensional set of independent variables $\mathbf X=[X_1,\ldots, X_p]^T$ (assayed biomarkers). Assume that the cost of acquiring the full set of variables $\mathbf X$ increases linearly in its dimension. SPARCS breaks the data collection into two stages in order to achieve an optimal tradeoff between sampling cost and predictor performance. In the first stage we collect a few ($n$) expensive samples $\{y_i,\mathbf x_i\}_{i=1}^n$, at the full dimension $p\gg n$ of $\mathbf X$, winnowing the number of variables down to a smaller dimension $l < p$ using a type of cross-correlation or regression coefficient screening. In the second stage we collect a larger number $(t-n)$ of cheaper samples of the $l$ variables that passed the screening of the first stage. At the second stage, a low dimensional predictor is constructed by solving the standard regression problem using all $t$ samples of the selected variables. SPARCS is an adaptive online algorithm that implements false positive control on the selected variables, is well suited to small sample sizes, and is scalable to high dimensions. We establish asymptotic bounds for the Familywise Error Rate (FWER), specify high dimensional convergence rates for support recovery, and establish optimal sample allocation rules to the first and second stages.
Hamed Firouzi, Alfred Hero, Bala Rajaratnam
10.1109/TIT.2016.2621111
1502.06189
null
null
On Online Control of False Discovery Rate
stat.ME cs.LG math.ST stat.AP stat.TH
Multiple hypotheses testing is a core problem in statistical inference and arises in almost every scientific field. Given a sequence of null hypotheses $\mathcal{H}(n) = (H_1,..., H_n)$, Benjamini and Hochberg \cite{benjamini1995controlling} introduced the false discovery rate (FDR) criterion, which is the expected proportion of false positives among rejected null hypotheses, and proposed a testing procedure that controls FDR below a pre-assigned significance level. They also proposed a different criterion, called mFDR, which does not control a property of the realized set of tests; rather it controls the ratio of expected number of false discoveries to the expected number of discoveries. In this paper, we propose two procedures for multiple hypotheses testing that we will call "LOND" and "LORD". These procedures control FDR and mFDR in an \emph{online manner}. Concretely, we consider an ordered --possibly infinite-- sequence of null hypotheses $\mathcal{H} = (H_1,H_2,H_3,...)$ where, at each step $i$, the statistician must decide whether to reject hypothesis $H_i$ having access only to the previous decisions. To the best of our knowledge, our work is the first that controls FDR in this setting. This model was introduced by Foster and Stine \cite{alpha-investing} whose alpha-investing rule only controls mFDR in online manner. In order to compare different procedures, we develop lower bounds on the total discovery rate under the mixture model and prove that both LOND and LORD have nearly linear number of discoveries. We further propose adjustment to LOND to address arbitrary correlation among the $p$-values. Finally, we evaluate the performance of our procedures on both synthetic and real data comparing them with alpha-investing rule, Benjamin-Hochberg method and a Bonferroni procedure.
Adel Javanmard and Andrea Montanari
null
1502.06197
null
null
Nearly optimal classification for semimetrics
cs.LG cs.CC cs.DS
We initiate the rigorous study of classification in semimetric spaces, which are point sets with a distance function that is non-negative and symmetric, but need not satisfy the triangle inequality. For metric spaces, the doubling dimension essentially characterizes both the runtime and sample complexity of classification algorithms --- yet we show that this is not the case for semimetrics. Instead, we define the {\em density dimension} and discover that it plays a central role in the statistical and algorithmic feasibility of learning in semimetric spaces. We present nearly optimal sample compression algorithms and use these to obtain generalization guarantees, including fast rates. The latter hold for general sample compression schemes and may be of independent interest.
Lee-Ad Gottlieb and Aryeh Kontorovich
null
1502.06208
null
null
The fundamental nature of the log loss function
cs.LG stat.ME
The standard loss functions used in the literature on probabilistic prediction are the log loss function, the Brier loss function, and the spherical loss function; however, any computable proper loss function can be used for comparison of prediction algorithms. This note shows that the log loss function is most selective in that any prediction algorithm that is optimal for a given data sequence (in the sense of the algorithmic theory of randomness) under the log loss function will be optimal under any computable proper mixable loss function; on the other hand, there is a data sequence and a prediction algorithm that is optimal for that sequence under either of the two other standard loss functions but not under the log loss function.
Vladimir Vovk
null
1502.06254
null
null
Spaced seeds improve k-mer-based metagenomic classification
q-bio.GN cs.CE cs.LG
Metagenomics is a powerful approach to study genetic content of environmental samples that has been strongly promoted by NGS technologies. To cope with massive data involved in modern metagenomic projects, recent tools [4, 39] rely on the analysis of k-mers shared between the read to be classified and sampled reference genomes. Within this general framework, we show in this work that spaced seeds provide a significant improvement of classification accuracy as opposed to traditional contiguous k-mers. We support this thesis through a series a different computational experiments, including simulations of large-scale metagenomic projects. Scripts and programs used in this study, as well as supplementary material, are available from http://github.com/gregorykucherov/spaced-seeds-for-metagenomics.
Karel Brinda and Maciej Sykulski and Gregory Kucherov
10.1093/bioinformatics/btv419
1502.06256
null
null
Learning with Differential Privacy: Stability, Learnability and the Sufficiency and Necessity of ERM Principle
stat.ML cs.CR cs.LG
While machine learning has proven to be a powerful data-driven solution to many real-life problems, its use in sensitive domains has been limited due to privacy concerns. A popular approach known as **differential privacy** offers provable privacy guarantees, but it is often observed in practice that it could substantially hamper learning accuracy. In this paper we study the learnability (whether a problem can be learned by any algorithm) under Vapnik's general learning setting with differential privacy constraint, and reveal some intricate relationships between privacy, stability and learnability. In particular, we show that a problem is privately learnable **if an only if** there is a private algorithm that asymptotically minimizes the empirical risk (AERM). In contrast, for non-private learning AERM alone is not sufficient for learnability. This result suggests that when searching for private learning algorithms, we can restrict the search to algorithms that are AERM. In light of this, we propose a conceptual procedure that always finds a universally consistent algorithm whenever the problem is learnable under privacy constraint. We also propose a generic and practical algorithm and show that under very general conditions it privately learns a wide class of learning problems. Lastly, we extend some of the results to the more practical $(\epsilon,\delta)$-differential privacy and establish the existence of a phase-transition on the class of problems that are approximately privately learnable with respect to how small $\delta$ needs to be.
Yu-Xiang Wang, Jing Lei, Stephen E. Fienberg
null
1502.06309
null
null
First-order regret bounds for combinatorial semi-bandits
cs.LG stat.ML
We consider the problem of online combinatorial optimization under semi-bandit feedback, where a learner has to repeatedly pick actions from a combinatorial decision set in order to minimize the total losses associated with its decisions. After making each decision, the learner observes the losses associated with its action, but not other losses. For this problem, there are several learning algorithms that guarantee that the learner's expected regret grows as $\widetilde{O}(\sqrt{T})$ with the number of rounds $T$. In this paper, we propose an algorithm that improves this scaling to $\widetilde{O}(\sqrt{{L_T^*}})$, where $L_T^*$ is the total loss of the best action. Our algorithm is among the first to achieve such guarantees in a partial-feedback scheme, and the first one to do so in a combinatorial setting.
Gergely Neu
null
1502.06354
null
null
Contextual Dueling Bandits
cs.LG
We consider the problem of learning to choose actions using contextual information when provided with limited feedback in the form of relative pairwise comparisons. We study this problem in the dueling-bandits framework of Yue et al. (2009), which we extend to incorporate context. Roughly, the learner's goal is to find the best policy, or way of behaving, in some space of policies, although "best" is not always so clearly defined. Here, we propose a new and natural solution concept, rooted in game theory, called a von Neumann winner, a randomized policy that beats or ties every other policy. We show that this notion overcomes important limitations of existing solutions, particularly the Condorcet winner which has typically been used in the past, but which requires strong and often unrealistic assumptions. We then present three efficient algorithms for online learning in our setting, and for approximating a von Neumann winner from batch-like data. The first of these algorithms achieves particularly low regret, even when data is adversarial, although its time and space requirements are linear in the size of the policy space. The other two algorithms require time and space only logarithmic in the size of the policy space when provided access to an oracle for solving classification problems on the space.
Miroslav Dud\'ik and Katja Hofmann and Robert E. Schapire and Aleksandrs Slivkins and Masrour Zoghi
null
1502.06362
null
null
Bandit Convex Optimization: sqrt{T} Regret in One Dimension
cs.LG math.OC
We analyze the minimax regret of the adversarial bandit convex optimization problem. Focusing on the one-dimensional case, we prove that the minimax regret is $\widetilde\Theta(\sqrt{T})$ and partially resolve a decade-old open problem. Our analysis is non-constructive, as we do not present a concrete algorithm that attains this regret rate. Instead, we use minimax duality to reduce the problem to a Bayesian setting, where the convex loss functions are drawn from a worst-case distribution, and then we solve the Bayesian version of the problem with a variant of Thompson Sampling. Our analysis features a novel use of convexity, formalized as a "local-to-global" property of convex functions, that may be of independent interest.
S\'ebastien Bubeck, Ofer Dekel, Tomer Koren, Yuval Peres
null
1502.06398
null
null
ANN Model to Predict Stock Prices at Stock Exchange Markets
q-fin.ST cs.CE cs.LG cs.NE
Stock exchanges are considered major players in financial sectors of many countries. Most Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in trying to predict stock prices, so as to advise clients. However, these strategies do not usually guarantee good returns because they guide on trends and not the most likely price. It is therefore necessary to explore improved methods of prediction. The research proposes the use of Artificial Neural Network that is feedforward multi-layer perceptron with error backpropagation and develops a model of configuration 5:21:21:1 with 80% training data in 130,000 cycles. The research develops a prototype and tests it on 2008-2012 data from stock markets e.g. Nairobi Securities Exchange and New York Stock Exchange, where prediction results show MAPE of between 0.71% and 2.77%. Validation done with Encog and Neuroph realized comparable results. The model is thus capable of prediction on typical stock markets.
B. W. Wanjawa and L. Muchemi
null
1502.06434
null
null
Rectified Factor Networks
cs.LG cs.CV cs.NE stat.ML
We propose rectified factor networks (RFNs) to efficiently construct very sparse, non-linear, high-dimensional representations of the input. RFN models identify rare and small events in the input, have a low interference between code units, have a small reconstruction error, and explain the data covariance structure. RFN learning is a generalized alternating minimization algorithm derived from the posterior regularization method which enforces non-negative and normalized posterior means. We proof convergence and correctness of the RFN learning algorithm. On benchmarks, RFNs are compared to other unsupervised methods like autoencoders, RBMs, factor analysis, ICA, and PCA. In contrast to previous sparse coding methods, RFNs yield sparser codes, capture the data's covariance structure more precisely, and have a significantly smaller reconstruction error. We test RFNs as pretraining technique for deep networks on different vision datasets, where RFNs were superior to RBMs and autoencoders. On gene expression data from two pharmaceutical drug discovery studies, RFNs detected small and rare gene modules that revealed highly relevant new biological insights which were so far missed by other unsupervised methods.
Djork-Arn\'e Clevert, Andreas Mayr, Thomas Unterthiner, Sepp Hochreiter
null
1502.06464
null
null
Scalable Variational Inference in Log-supermodular Models
cs.LG stat.ML
We consider the problem of approximate Bayesian inference in log-supermodular models. These models encompass regular pairwise MRFs with binary variables, but allow to capture high-order interactions, which are intractable for existing approximate inference techniques such as belief propagation, mean field, and variants. We show that a recently proposed variational approach to inference in log-supermodular models -L-FIELD- reduces to the widely-studied minimum norm problem for submodular minimization. This insight allows to leverage powerful existing tools, and hence to solve the variational problem orders of magnitude more efficiently than previously possible. We then provide another natural interpretation of L-FIELD, demonstrating that it exactly minimizes a specific type of R\'enyi divergence measure. This insight sheds light on the nature of the variational approximations produced by L-FIELD. Furthermore, we show how to perform parallel inference as message passing in a suitable factor graph at a linear convergence rate, without having to sum up over all the configurations of the factor. Finally, we apply our approach to a challenging image segmentation task. Our experiments confirm scalability of our approach, high quality of the marginals, and the benefit of incorporating higher-order potentials.
Josip Djolonga and Andreas Krause
null
1502.06531
null
null
Optimal Sparse Linear Auto-Encoders and Sparse PCA
cs.LG cs.AI cs.IT math.IT stat.CO stat.ML
Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the interpretability of the features. We study the problem of constructing optimal sparse linear auto-encoders. Two natural questions in such a setting are: i) Given a level of sparsity, what is the best approximation to PCA that can be achieved? ii) Are there low-order polynomial-time algorithms which can asymptotically achieve this optimal tradeoff between the sparsity and the approximation quality? In this work, we answer both questions by giving efficient low-order polynomial-time algorithms for constructing asymptotically \emph{optimal} linear auto-encoders (in particular, sparse features with near-PCA reconstruction error) and demonstrate the performance of our algorithms on real data.
Malik Magdon-Ismail, Christos Boutsidis
null
1502.06626
null
null
On The Identifiability of Mixture Models from Grouped Samples
stat.ML cs.LG math.ST stat.TH
Finite mixture models are statistical models which appear in many problems in statistics and machine learning. In such models it is assumed that data are drawn from random probability measures, called mixture components, which are themselves drawn from a probability measure P over probability measures. When estimating mixture models, it is common to make assumptions on the mixture components, such as parametric assumptions. In this paper, we make no assumption on the mixture components, and instead assume that observations from the mixture model are grouped, such that observations in the same group are known to be drawn from the same component. We show that any mixture of m probability measures can be uniquely identified provided there are 2m-1 observations per group. Moreover we show that, for any m, there exists a mixture of m probability measures that cannot be uniquely identified when groups have 2m-2 observations. Our results hold for any sample space with more than one element.
Robert A. Vandermeulen and Clayton D. Scott
null
1502.06644
null
null
Reified Context Models
cs.LG
A classic tension exists between exact inference in a simple model and approximate inference in a complex model. The latter offers expressivity and thus accuracy, but the former provides coverage of the space, an important property for confidence estimation and learning with indirect supervision. In this work, we introduce a new approach, reified context models, to reconcile this tension. Specifically, we let the amount of context (the arity of the factors in a graphical model) be chosen "at run-time" by reifying it---that is, letting this choice itself be a random variable inside the model. Empirically, we show that our approach obtains expressivity and coverage on three natural language tasks.
Jacob Steinhardt and Percy Liang
null
1502.06665
null
null
Learning Fast-Mixing Models for Structured Prediction
cs.LG
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we define a new model family using strong Doeblin Markov chains, whose mixing times can be precisely controlled by a parameter. We also develop an algorithm to learn such models, which involves maximizing the data likelihood under the induced stationary distribution of these chains. We show empirical improvements on two challenging inference tasks.
Jacob Steinhardt and Percy Liang
null
1502.06668
null
null
On the Equivalence between Kernel Quadrature Rules and Random Feature Expansions
cs.LG math.NA stat.ML
We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a theoretical analysis of the number of required samples for a given approximation error, leading to both upper and lower bounds that are based solely on the eigenvalues of the associated integral operator and match up to logarithmic terms. In particular, we show that the upper bound may be obtained from independent and identically distributed samples from a specific non-uniform distribution, while the lower bound if valid for any set of points. Applying our results to kernel-based quadrature, while our results are fairly general, we recover known upper and lower bounds for the special cases of Sobolev spaces. Moreover, our results extend to the more general problem of full function approximations (beyond simply computing an integral), with results in L2- and L$\infty$-norm that match known results for special cases. Applying our results to random features, we show an improvement of the number of random features needed to preserve the generalization guarantees for learning with Lipschitz-continuous losses.
Francis Bach (LIENS, SIERRA)
null
1502.06800
null
null
On the consistency theory of high dimensional variable screening
math.ST cs.LG stat.ML stat.TH
Variable screening is a fast dimension reduction technique for assisting high dimensional feature selection. As a preselection method, it selects a moderate size subset of candidate variables for further refining via feature selection to produce the final model. The performance of variable screening depends on both computational efficiency and the ability to dramatically reduce the number of variables without discarding the important ones. When the data dimension $p$ is substantially larger than the sample size $n$, variable screening becomes crucial as 1) Faster feature selection algorithms are needed; 2) Conditions guaranteeing selection consistency might fail to hold. This article studies a class of linear screening methods and establishes consistency theory for this special class. In particular, we prove the restricted diagonally dominant (RDD) condition is a necessary and sufficient condition for strong screening consistency. As concrete examples, we show two screening methods $SIS$ and $HOLP$ are both strong screening consistent (subject to additional constraints) with large probability if $n > O((\rho s + \sigma/\tau)^2\log p)$ under random designs. In addition, we relate the RDD condition to the irrepresentable condition, and highlight limitations of $SIS$.
Xiangyu Wang, Chenlei Leng, David B. Dunson
null
1502.06895
null
null
Deep Sentence Embedding Using Long Short-Term Memory Networks: Analysis and Application to Information Retrieval
cs.CL cs.IR cs.LG cs.NE
This paper develops a model that addresses sentence embedding, a hot topic in current natural language processing research, using recurrent neural networks with Long Short-Term Memory (LSTM) cells. Due to its ability to capture long term memory, the LSTM-RNN accumulates increasingly richer information as it goes through the sentence, and when it reaches the last word, the hidden layer of the network provides a semantic representation of the whole sentence. In this paper, the LSTM-RNN is trained in a weakly supervised manner on user click-through data logged by a commercial web search engine. Visualization and analysis are performed to understand how the embedding process works. The model is found to automatically attenuate the unimportant words and detects the salient keywords in the sentence. Furthermore, these detected keywords are found to automatically activate different cells of the LSTM-RNN, where words belonging to a similar topic activate the same cell. As a semantic representation of the sentence, the embedding vector can be used in many different applications. These automatic keyword detection and topic allocation abilities enabled by the LSTM-RNN allow the network to perform document retrieval, a difficult language processing task, where the similarity between the query and documents can be measured by the distance between their corresponding sentence embedding vectors computed by the LSTM-RNN. On a web search task, the LSTM-RNN embedding is shown to significantly outperform several existing state of the art methods. We emphasize that the proposed model generates sentence embedding vectors that are specially useful for web document retrieval tasks. A comparison with a well known general sentence embedding method, the Paragraph Vector, is performed. The results show that the proposed method in this paper significantly outperforms it for web document retrieval task.
Hamid Palangi, Li Deng, Yelong Shen, Jianfeng Gao, Xiaodong He, Jianshu Chen, Xinying Song, Rabab Ward
10.1109/TASLP.2016.2520371
1502.06922
null
null
Evaluation of Deep Convolutional Nets for Document Image Classification and Retrieval
cs.CV cs.IR cs.LG cs.NE
This paper presents a new state-of-the-art for document image classification and retrieval, using features learned by deep convolutional neural networks (CNNs). In object and scene analysis, deep neural nets are capable of learning a hierarchical chain of abstraction from pixel inputs to concise and descriptive representations. The current work explores this capacity in the realm of document analysis, and confirms that this representation strategy is superior to a variety of popular hand-crafted alternatives. Experiments also show that (i) features extracted from CNNs are robust to compression, (ii) CNNs trained on non-document images transfer well to document analysis tasks, and (iii) enforcing region-specific feature-learning is unnecessary given sufficient training data. This work also makes available a new labelled subset of the IIT-CDIP collection, containing 400,000 document images across 16 categories, useful for training new CNNs for document analysis.
Adam W. Harley, Alex Ufkes, and Konstantinos G. Derpanis
null
1502.07058
null
null
Strongly Adaptive Online Learning
cs.LG
Strongly adaptive algorithms are algorithms whose performance on every time interval is close to optimal. We present a reduction that can transform standard low-regret algorithms to strongly adaptive. As a consequence, we derive simple, yet efficient, strongly adaptive algorithms for a handful of problems.
Amit Daniely, Alon Gonen, Shai Shalev-Shwartz
null
1502.07073
null
null
The VC-Dimension of Similarity Hypotheses Spaces
cs.LG
Given a set $X$ and a function $h:X\longrightarrow\{0,1\}$ which labels each element of $X$ with either $0$ or $1$, we may define a function $h^{(s)}$ to measure the similarity of pairs of points in $X$ according to $h$. Specifically, for $h\in \{0,1\}^X$ we define $h^{(s)}\in \{0,1\}^{X\times X}$ by $h^{(s)}(w,x):= \mathbb{1}[h(w) = h(x)]$. This idea can be extended to a set of functions, or hypothesis space $\mathcal{H} \subseteq \{0,1\}^X$ by defining a similarity hypothesis space $\mathcal{H}^{(s)}:=\{h^{(s)}:h\in\mathcal{H}\}$. We show that ${{vc-dimension}}(\mathcal{H}^{(s)}) \in \Theta({{vc-dimension}}(\mathcal{H}))$.
Mark Herbster, Paul Rubenstein, James Townsend
null
1502.07143
null
null
Topic-adjusted visibility metric for scientific articles
stat.ML cs.LG
Measuring the impact of scientific articles is important for evaluating the research output of individual scientists, academic institutions and journals. While citations are raw data for constructing impact measures, there exist biases and potential issues if factors affecting citation patterns are not properly accounted for. In this work, we address the problem of field variation and introduce an article level metric useful for evaluating individual articles' visibility. This measure derives from joint probabilistic modeling of the content in the articles and the citations amongst them using latent Dirichlet allocation (LDA) and the mixed membership stochastic blockmodel (MMSB). Our proposed model provides a visibility metric for individual articles adjusted for field variation in citation rates, a structural understanding of citation behavior in different fields, and article recommendations which take into account article visibility and citation patterns. We develop an efficient algorithm for model fitting using variational methods. To scale up to large networks, we develop an online variant using stochastic gradient methods and case-control likelihood approximation. We apply our methods to the benchmark KDD Cup 2003 dataset with approximately 30,000 high energy physics papers.
Linda S. L. Tan, Aik Hui Chan and Tian Zheng
10.1214/15-AOAS887
1502.07190
null
null
Online Pairwise Learning Algorithms with Kernels
stat.ML cs.LG
Pairwise learning usually refers to a learning task which involves a loss function depending on pairs of examples, among which most notable ones include ranking, metric learning and AUC maximization. In this paper, we study an online algorithm for pairwise learning with a least-square loss function in an unconstrained setting of a reproducing kernel Hilbert space (RKHS), which we refer to as the Online Pairwise lEaRning Algorithm (OPERA). In contrast to existing works \cite{Kar,Wang} which require that the iterates are restricted to a bounded domain or the loss function is strongly-convex, OPERA is associated with a non-strongly convex objective function and learns the target function in an unconstrained RKHS. Specifically, we establish a general theorem which guarantees the almost surely convergence for the last iterate of OPERA without any assumptions on the underlying distribution. Explicit convergence rates are derived under the condition of polynomially decaying step sizes. We also establish an interesting property for a family of widely-used kernels in the setting of pairwise learning and illustrate the above convergence results using such kernels. Our methodology mainly depends on the characterization of RKHSs using its associated integral operators and probability inequalities for random variables with values in a Hilbert space.
Yiming Ying and Ding-Xuan Zhou
null
1502.07229
null
null
Online Learning with Feedback Graphs: Beyond Bandits
cs.LG
We study a general class of online learning problems where the feedback is specified by a graph. This class includes online prediction with expert advice and the multi-armed bandit problem, but also several learning problems where the online player does not necessarily observe his own loss. We analyze how the structure of the feedback graph controls the inherent difficulty of the induced $T$-round learning problem. Specifically, we show that any feedback graph belongs to one of three classes: strongly observable graphs, weakly observable graphs, and unobservable graphs. We prove that the first class induces learning problems with $\widetilde\Theta(\alpha^{1/2} T^{1/2})$ minimax regret, where $\alpha$ is the independence number of the underlying graph; the second class induces problems with $\widetilde\Theta(\delta^{1/3}T^{2/3})$ minimax regret, where $\delta$ is the domination number of a certain portion of the graph; and the third class induces problems with linear minimax regret. Our results subsume much of the previous work on learning with feedback graphs and reveal new connections to partial monitoring games. We also show how the regret is affected if the graphs are allowed to vary with time.
Noga Alon, Nicol\`o Cesa-Bianchi, Ofer Dekel, Tomer Koren
null
1502.07617
null
null
ROCKET: Robust Confidence Intervals via Kendall's Tau for Transelliptical Graphical Models
math.ST cs.LG stat.TH
Undirected graphical models are used extensively in the biological and social sciences to encode a pattern of conditional independences between variables, where the absence of an edge between two nodes $a$ and $b$ indicates that the corresponding two variables $X_a$ and $X_b$ are believed to be conditionally independent, after controlling for all other measured variables. In the Gaussian case, conditional independence corresponds to a zero entry in the precision matrix $\Omega$ (the inverse of the covariance matrix $\Sigma$). Real data often exhibits heavy tail dependence between variables, which cannot be captured by the commonly-used Gaussian or nonparanormal (Gaussian copula) graphical models. In this paper, we study the transelliptical model, an elliptical copula model that generalizes Gaussian and nonparanormal models to a broader family of distributions. We propose the ROCKET method, which constructs an estimator of $\Omega_{ab}$ that we prove to be asymptotically normal under mild assumptions. Empirically, ROCKET outperforms the nonparanormal and Gaussian models in terms of achieving accurate inference on simulated data. We also compare the three methods on real data (daily stock returns), and find that the ROCKET estimator is the only method whose behavior across subsamples agrees with the distribution predicted by the theory.
Rina Foygel Barber and Mladen Kolar
null
1502.07641
null
null
Privacy for Free: Posterior Sampling and Stochastic Gradient Monte Carlo
stat.ML cs.LG
We consider the problem of Bayesian learning on sensitive datasets and present two simple but somewhat surprising results that connect Bayesian learning to "differential privacy:, a cryptographic approach to protect individual-level privacy while permiting database-level utility. Specifically, we show that that under standard assumptions, getting one single sample from a posterior distribution is differentially private "for free". We will see that estimator is statistically consistent, near optimal and computationally tractable whenever the Bayesian model of interest is consistent, optimal and tractable. Similarly but separately, we show that a recent line of works that use stochastic gradient for Hybrid Monte Carlo (HMC) sampling also preserve differentially privacy with minor or no modifications of the algorithmic procedure at all, these observations lead to an "anytime" algorithm for Bayesian learning under privacy constraint. We demonstrate that it performs much better than the state-of-the-art differential private methods on synthetic and real datasets.
Yu-Xiang Wang, Stephen E. Fienberg, Alex Smola
null
1502.07645
null
null
A Chaining Algorithm for Online Nonparametric Regression
stat.ML cs.LG
We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). Our regret bound is expressed in terms of the metric entropy in the sup norm, which yields optimal guarantees when the metric and sequential entropies are of the same order of magnitude. In particular our algorithm is the first one that achieves optimal rates for online regression over H{\"o}lder balls. In addition we show for this example how to adapt our chaining algorithm to get a reasonable computational efficiency with similar regret guarantees (up to a log factor).
Pierre Gaillard (GREGHEC, EDF R\&D), S\'ebastien Gerchinovitz (IMT, UPS)
null
1502.07697
null
null
Efficient Geometric-based Computation of the String Subsequence Kernel
cs.LG cs.CG
Kernel methods are powerful tools in machine learning. They have to be computationally efficient. In this paper, we present a novel Geometric-based approach to compute efficiently the string subsequence kernel (SSK). Our main idea is that the SSK computation reduces to range query problem. We started by the construction of a match list $L(s,t)=\{(i,j):s_{i}=t_{j}\}$ where $s$ and $t$ are the strings to be compared; such match list contains only the required data that contribute to the result. To compute efficiently the SSK, we extended the layered range tree data structure to a layered range sum tree, a range-aggregation data structure. The whole process takes $ O(p|L|\log|L|)$ time and $O(|L|\log|L|)$ space, where $|L|$ is the size of the match list and $p$ is the length of the SSK. We present empiric evaluations of our approach against the dynamic and the sparse programming approaches both on synthetically generated data and on newswire article data. Such experiments show the efficiency of our approach for large alphabet size except for very short strings. Moreover, compared to the sparse dynamic approach, the proposed approach outperforms absolutely for long strings.
Slimane Bellaouar, Hadda Cherroun, and Djelloul Ziadi
null
1502.07776
null
null
Minimum message length estimation of mixtures of multivariate Gaussian and von Mises-Fisher distributions
cs.LG stat.ML
Mixture modelling involves explaining some observed evidence using a combination of probability distributions. The crux of the problem is the inference of an optimal number of mixture components and their corresponding parameters. This paper discusses unsupervised learning of mixture models using the Bayesian Minimum Message Length (MML) criterion. To demonstrate the effectiveness of search and inference of mixture parameters using the proposed approach, we select two key probability distributions, each handling fundamentally different types of data: the multivariate Gaussian distribution to address mixture modelling of data distributed in Euclidean space, and the multivariate von Mises-Fisher (vMF) distribution to address mixture modelling of directional data distributed on a unit hypersphere. The key contributions of this paper, in addition to the general search and inference methodology, include the derivation of MML expressions for encoding the data using multivariate Gaussian and von Mises-Fisher distributions, and the analytical derivation of the MML estimates of the parameters of the two distributions. Our approach is tested on simulated and real world data sets. For instance, we infer vMF mixtures that concisely explain experimentally determined three-dimensional protein conformations, providing an effective null model description of protein structures that is central to many inference problems in structural bioinformatics. The experimental results demonstrate that the performance of our proposed search and inference method along with the encoding schemes improve on the state of the art mixture modelling techniques.
Parthan Kasarapu and Lloyd Allison
null
1502.07813
null
null
Non-stochastic Best Arm Identification and Hyperparameter Optimization
cs.LG stat.ML
Motivated by the task of hyperparameter optimization, we introduce the non-stochastic best-arm identification problem. Within the multi-armed bandit literature, the cumulative regret objective enjoys algorithms and analyses for both the non-stochastic and stochastic settings while to the best of our knowledge, the best-arm identification framework has only been considered in the stochastic setting. We introduce the non-stochastic setting under this framework, identify a known algorithm that is well-suited for this setting, and analyze its behavior. Next, by leveraging the iterative nature of standard machine learning algorithms, we cast hyperparameter optimization as an instance of non-stochastic best-arm identification, and empirically evaluate our proposed algorithm on this task. Our empirical results show that, by allocating more resources to promising hyperparameter settings, we typically achieve comparable test accuracies an order of magnitude faster than baseline methods.
Kevin Jamieson, Ameet Talwalkar
null
1502.07943
null
null
Error-Correcting Factorization
cs.CV cs.LG
Error Correcting Output Codes (ECOC) is a successful technique in multi-class classification, which is a core problem in Pattern Recognition and Machine Learning. A major advantage of ECOC over other methods is that the multi- class problem is decoupled into a set of binary problems that are solved independently. However, literature defines a general error-correcting capability for ECOCs without analyzing how it distributes among classes, hindering a deeper analysis of pair-wise error-correction. To address these limitations this paper proposes an Error-Correcting Factorization (ECF) method, our contribution is three fold: (I) We propose a novel representation of the error-correction capability, called the design matrix, that enables us to build an ECOC on the basis of allocating correction to pairs of classes. (II) We derive the optimal code length of an ECOC using rank properties of the design matrix. (III) ECF is formulated as a discrete optimization problem, and a relaxed solution is found using an efficient constrained block coordinate descent approach. (IV) Enabled by the flexibility introduced with the design matrix we propose to allocate the error-correction on classes that are prone to confusion. Experimental results in several databases show that when allocating the error-correction to confusable classes ECF outperforms state-of-the-art approaches.
Miguel Angel Bautista, Oriol Pujol, Fernando de la Torre and Sergio Escalera
null
1502.07976
null
null
Second-order Quantile Methods for Experts and Combinatorial Games
cs.LG stat.ML
We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision tasks. We are not satisfied with just guaranteeing minimax regret rates, but we want our algorithms to perform significantly better on easy data. Two popular ways to formalize such adaptivity are second-order regret bounds and quantile bounds. The underlying notions of 'easy data', which may be paraphrased as "the learning problem has small variance" and "multiple decisions are useful", are synergetic. But even though there are sophisticated algorithms that exploit one of the two, no existing algorithm is able to adapt to both. In this paper we outline a new method for obtaining such adaptive algorithms, based on a potential function that aggregates a range of learning rates (which are essential tuning parameters). By choosing the right prior we construct efficient algorithms and show that they reap both benefits by proving the first bounds that are both second-order and incorporate quantiles.
Wouter M. Koolen and Tim van Erven
null
1502.08009
null
null
Describing Videos by Exploiting Temporal Structure
stat.ML cs.AI cs.CL cs.CV cs.LG
Recent progress in using recurrent neural networks (RNNs) for image description has motivated the exploration of their application for video description. However, while images are static, working with videos requires modeling their dynamic temporal structure and then properly integrating that information into a natural language description. In this context, we propose an approach that successfully takes into account both the local and global temporal structure of videos to produce descriptions. First, our approach incorporates a spatial temporal 3-D convolutional neural network (3-D CNN) representation of the short temporal dynamics. The 3-D CNN representation is trained on video action recognition tasks, so as to produce a representation that is tuned to human motion and behavior. Second we propose a temporal attention mechanism that allows to go beyond local temporal modeling and learns to automatically select the most relevant temporal segments given the text-generating RNN. Our approach exceeds the current state-of-art for both BLEU and METEOR metrics on the Youtube2Text dataset. We also present results on a new, larger and more challenging dataset of paired video and natural language descriptions.
Li Yao, Atousa Torabi, Kyunghyun Cho, Nicolas Ballas, Christopher Pal, Hugo Larochelle, Aaron Courville
null
1502.08029
null
null
Author Name Disambiguation by Using Deep Neural Network
cs.DL cs.CL cs.LG
Author name ambiguity decreases the quality and reliability of information retrieved from digital libraries. Existing methods have tried to solve this problem by predefining a feature set based on expert's knowledge for a specific dataset. In this paper, we propose a new approach which uses deep neural network to learn features automatically from data. Additionally, we propose the general system architecture for author name disambiguation on any dataset. In this research, we evaluate the proposed method on a dataset containing Vietnamese author names. The results show that this method significantly outperforms other methods that use predefined feature set. The proposed method achieves 99.31% in terms of accuracy. Prediction error rate decreases from 1.83% to 0.69%, i.e., it decreases by 1.14%, or 62.3% relatively compared with other methods that use predefined feature set (Table 3).
Hung Nghiep Tran, Tin Huynh, Tien Do
10.1007/978-3-319-05476-6_13
1502.08030
null
null
Probabilistic Zero-shot Classification with Semantic Rankings
cs.LG cs.AI cs.CV
In this paper we propose a non-metric ranking-based representation of semantic similarity that allows natural aggregation of semantic information from multiple heterogeneous sources. We apply the ranking-based representation to zero-shot learning problems, and present deterministic and probabilistic zero-shot classifiers which can be built from pre-trained classifiers without retraining. We demonstrate their the advantages on two large real-world image datasets. In particular, we show that aggregating different sources of semantic information, including crowd-sourcing, leads to more accurate classification.
Jihun Hamm, Mikhail Belkin
null
1502.08039
null
null
Stochastic Dual Coordinate Ascent with Adaptive Probabilities
math.OC cs.LG stat.ML
This paper introduces AdaSDCA: an adaptive variant of stochastic dual coordinate ascent (SDCA) for solving the regularized empirical risk minimization problems. Our modification consists in allowing the method adaptively change the probability distribution over the dual variables throughout the iterative process. AdaSDCA achieves provably better complexity bound than SDCA with the best fixed probability distribution, known as importance sampling. However, it is of a theoretical character as it is expensive to implement. We also propose AdaSDCA+: a practical variant which in our experiments outperforms existing non-adaptive methods.
Dominik Csiba, Zheng Qu, Peter Richt\'arik
null
1502.08053
null
null
Influence Maximization with Bandits
cs.SI cs.LG stat.ML
We consider the problem of \emph{influence maximization}, the problem of maximizing the number of people that become aware of a product by finding the `best' set of `seed' users to expose the product to. Most prior work on this topic assumes that we know the probability of each user influencing each other user, or we have data that lets us estimate these influences. However, this information is typically not initially available or is difficult to obtain. To avoid this assumption, we adopt a combinatorial multi-armed bandit paradigm that estimates the influence probabilities as we sequentially try different seed sets. We establish bounds on the performance of this procedure under the existing edge-level feedback as well as a novel and more realistic node-level feedback. Beyond our theoretical results, we describe a practical implementation and experimentally demonstrate its efficiency and effectiveness on four real datasets.
Sharan Vaswani, Laks.V.S. Lakshmanan and Mark Schmidt
null
1503.00024
null
null
Norm-Based Capacity Control in Neural Networks
cs.LG cs.AI cs.NE stat.ML
We investigate the capacity, convexity and characterization of a general family of norm-constrained feed-forward networks.
Behnam Neyshabur, Ryota Tomioka, Nathan Srebro
null
1503.00036
null
null
Sequential Feature Explanations for Anomaly Detection
cs.AI cs.LG stat.ML
In many applications, an anomaly detection system presents the most anomalous data instance to a human analyst, who then must determine whether the instance is truly of interest (e.g. a threat in a security setting). Unfortunately, most anomaly detectors provide no explanation about why an instance was considered anomalous, leaving the analyst with no guidance about where to begin the investigation. To address this issue, we study the problems of computing and evaluating sequential feature explanations (SFEs) for anomaly detectors. An SFE of an anomaly is a sequence of features, which are presented to the analyst one at a time (in order) until the information contained in the highlighted features is enough for the analyst to make a confident judgement about the anomaly. Since analyst effort is related to the amount of information that they consider in an investigation, an explanation's quality is related to the number of features that must be revealed to attain confidence. One of our main contributions is to present a novel framework for large scale quantitative evaluations of SFEs, where the quality measure is based on analyst effort. To do this we construct anomaly detection benchmarks from real data sets along with artificial experts that can be simulated for evaluation. Our second contribution is to evaluate several novel explanation approaches within the framework and on traditional anomaly detection benchmarks, offering several insights into the approaches.
Md Amran Siddiqui, Alan Fern, Thomas G. Dietterich and Weng-Keen Wong
null
1503.00038
null
null
Improved Semantic Representations From Tree-Structured Long Short-Term Memory Networks
cs.CL cs.AI cs.LG
Because of their superior ability to preserve sequence information over time, Long Short-Term Memory (LSTM) networks, a type of recurrent neural network with a more complex computational unit, have obtained strong results on a variety of sequence modeling tasks. The only underlying LSTM structure that has been explored so far is a linear chain. However, natural language exhibits syntactic properties that would naturally combine words to phrases. We introduce the Tree-LSTM, a generalization of LSTMs to tree-structured network topologies. Tree-LSTMs outperform all existing systems and strong LSTM baselines on two tasks: predicting the semantic relatedness of two sentences (SemEval 2014, Task 1) and sentiment classification (Stanford Sentiment Treebank).
Kai Sheng Tai, Richard Socher, Christopher D. Manning
null
1503.00075
null
null
Analysis of Crowdsourced Sampling Strategies for HodgeRank with Sparse Random Graphs
stat.ML cs.LG
Crowdsourcing platforms are now extensively used for conducting subjective pairwise comparison studies. In this setting, a pairwise comparison dataset is typically gathered via random sampling, either \emph{with} or \emph{without} replacement. In this paper, we use tools from random graph theory to analyze these two random sampling methods for the HodgeRank estimator. Using the Fiedler value of the graph as a measurement for estimator stability (informativeness), we provide a new estimate of the Fiedler value for these two random graph models. In the asymptotic limit as the number of vertices tends to infinity, we prove the validity of the estimate. Based on our findings, for a small number of items to be compared, we recommend a two-stage sampling strategy where a greedy sampling method is used initially and random sampling \emph{without} replacement is used in the second stage. When a large number of items is to be compared, we recommend random sampling with replacement as this is computationally inexpensive and trivially parallelizable. Experiments on synthetic and real-world datasets support our analysis.
Braxton Osting and Jiechao Xiong and Qianqian Xu and Yuan Yao
10.1016/j.acha.2016.03.007
1503.00164
null
null
23-bit Metaknowledge Template Towards Big Data Knowledge Discovery and Management
cs.DB cs.AI cs.IR cs.LG
The global influence of Big Data is not only growing but seemingly endless. The trend is leaning towards knowledge that is attained easily and quickly from massive pools of Big Data. Today we are living in the technological world that Dr. Usama Fayyad and his distinguished research fellows discussed in the introductory explanations of Knowledge Discovery in Databases (KDD) predicted nearly two decades ago. Indeed, they were precise in their outlook on Big Data analytics. In fact, the continued improvement of the interoperability of machine learning, statistics, database building and querying fused to create this increasingly popular science- Data Mining and Knowledge Discovery. The next generation computational theories are geared towards helping to extract insightful knowledge from even larger volumes of data at higher rates of speed. As the trend increases in popularity, the need for a highly adaptive solution for knowledge discovery will be necessary. In this research paper, we are introducing the investigation and development of 23 bit-questions for a Metaknowledge template for Big Data Processing and clustering purposes. This research aims to demonstrate the construction of this methodology and proves the validity and the beneficial utilization that brings Knowledge Discovery from Big Data.
Nima Bari, Roman Vichr, Kamran Kowsari, Simon Y. Berkovich
10.1109/DSAA.2014.7058121
1503.00244
null
null
An Online Convex Optimization Approach to Blackwell's Approachability
cs.GT cs.LG
The notion of approachability in repeated games with vector payoffs was introduced by Blackwell in the 1950s, along with geometric conditions for approachability and corresponding strategies that rely on computing {\em steering directions} as projections from the current average payoff vector to the (convex) target set. Recently, Abernethy, Batlett and Hazan (2011) proposed a class of approachability algorithms that rely on the no-regret properties of Online Linear Programming for computing a suitable sequence of steering directions. This is first carried out for target sets that are convex cones, and then generalized to any convex set by embedding it in a higher-dimensional convex cone. In this paper we present a more direct formulation that relies on the support function of the set, along with suitable Online Convex Optimization algorithms, which leads to a general class of approachability algorithms. We further show that Blackwell's original algorithm and its convergence follow as a special case.
Nahum Shimkin
null
1503.00255
null
null
Contrastive Pessimistic Likelihood Estimation for Semi-Supervised Classification
stat.ML cs.LG stat.ME
Improvement guarantees for semi-supervised classifiers can currently only be given under restrictive conditions on the data. We propose a general way to perform semi-supervised parameter estimation for likelihood-based classifiers for which, on the full training set, the estimates are never worse than the supervised solution in terms of the log-likelihood. We argue, moreover, that we may expect these solutions to really improve upon the supervised classifier in particular cases. In a worked-out example for LDA, we take it one step further and essentially prove that its semi-supervised version is strictly better than its supervised counterpart. The two new concepts that form the core of our estimation principle are contrast and pessimism. The former refers to the fact that our objective function takes the supervised estimates into account, enabling the semi-supervised solution to explicitly control the potential improvements over this estimate. The latter refers to the fact that our estimates are conservative and therefore resilient to whatever form the true labeling of the unlabeled data takes on. Experiments demonstrate the improvements in terms of both the log-likelihood and the classification error rate on independent test sets.
Marco Loog
null
1503.00269
null
null
Sparse Approximation of a Kernel Mean
stat.ML cs.LG
Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately, kernel means are faced with scalability issues. A single point evaluation of the kernel density estimator, for example, requires a computation time linear in the training sample size. To address this challenge, we present a method to efficiently construct a sparse approximation of a kernel mean. We do so by first establishing an incoherence-based bound on the approximation error, and then noticing that, for the case of radial kernels, the bound can be minimized by solving the $k$-center problem. The outcome is a linear time construction of a sparse kernel mean, which also lends itself naturally to an automatic sparsity selection scheme. We show the computational gains of our method by looking at three problems involving kernel means: Euclidean embedding of distributions, class proportion estimation, and clustering using the mean-shift algorithm.
E. Cruz Cort\'es, C. Scott
null
1503.00323
null
null
JUMP-Means: Small-Variance Asymptotics for Markov Jump Processes
stat.ML cs.LG
Markov jump processes (MJPs) are used to model a wide range of phenomena from disease progression to RNA path folding. However, maximum likelihood estimation of parametric models leads to degenerate trajectories and inferential performance is poor in nonparametric models. We take a small-variance asymptotics (SVA) approach to overcome these limitations. We derive the small-variance asymptotics for parametric and nonparametric MJPs for both directly observed and hidden state models. In the parametric case we obtain a novel objective function which leads to non-degenerate trajectories. To derive the nonparametric version we introduce the gamma-gamma process, a novel extension to the gamma-exponential process. We propose algorithms for each of these formulations, which we call \emph{JUMP-means}. Our experiments demonstrate that JUMP-means is competitive with or outperforms widely used MJP inference approaches in terms of both speed and reconstruction accuracy.
Jonathan H. Huggins, Karthik Narasimhan, Ardavan Saeedi, Vikash K. Mansinghka
null
1503.00332
null
null
Learning Mixtures of Gaussians in High Dimensions
cs.LG
Efficiently learning mixture of Gaussians is a fundamental problem in statistics and learning theory. Given samples coming from a random one out of k Gaussian distributions in Rn, the learning problem asks to estimate the means and the covariance matrices of these Gaussians. This learning problem arises in many areas ranging from the natural sciences to the social sciences, and has also found many machine learning applications. Unfortunately, learning mixture of Gaussians is an information theoretically hard problem: in order to learn the parameters up to a reasonable accuracy, the number of samples required is exponential in the number of Gaussian components in the worst case. In this work, we show that provided we are in high enough dimensions, the class of Gaussian mixtures is learnable in its most general form under a smoothed analysis framework, where the parameters are randomly perturbed from an adversarial starting point. In particular, given samples from a mixture of Gaussians with randomly perturbed parameters, when n > {\Omega}(k^2), we give an algorithm that learns the parameters with polynomial running time and using polynomial number of samples. The central algorithmic ideas consist of new ways to decompose the moment tensor of the Gaussian mixture by exploiting its structural properties. The symmetries of this tensor are derived from the combinatorial structure of higher order moments of Gaussian distributions (sometimes referred to as Isserlis' theorem or Wick's theorem). We also develop new tools for bounding smallest singular values of structured random matrices, which could be useful in other smoothed analysis settings.
Rong Ge, Qingqing Huang, Sham M. Kakade
null
1503.00424
null
null
Utility-Theoretic Ranking for Semi-Automated Text Classification
cs.LG
\emph{Semi-Automated Text Classification} (SATC) may be defined as the task of ranking a set $\mathcal{D}$ of automatically labelled textual documents in such a way that, if a human annotator validates (i.e., inspects and corrects where appropriate) the documents in a top-ranked portion of $\mathcal{D}$ with the goal of increasing the overall labelling accuracy of $\mathcal{D}$, the expected increase is maximized. An obvious SATC strategy is to rank $\mathcal{D}$ so that the documents that the classifier has labelled with the lowest confidence are top-ranked. In this work we show that this strategy is suboptimal. We develop new utility-theoretic ranking methods based on the notion of \emph{validation gain}, defined as the improvement in classification effectiveness that would derive by validating a given automatically labelled document. We also propose a new effectiveness measure for SATC-oriented ranking methods, based on the expected reduction in classification error brought about by partially validating a list generated by a given ranking method. We report the results of experiments showing that, with respect to the baseline method above, and according to the proposed measure, our utility-theoretic ranking methods can achieve substantially higher expected reductions in classification error.
Giacomo Berardi, Andrea Esuli, Fabrizio Sebastiani
10.1145/2742548
1503.00491
null
null
Matrix Product State for Feature Extraction of Higher-Order Tensors
cs.CV cs.DS cs.LG
This paper introduces matrix product state (MPS) decomposition as a computational tool for extracting features of multidimensional data represented by higher-order tensors. Regardless of tensor order, MPS extracts its relevant features to the so-called core tensor of maximum order three which can be used for classification. Mainly based on a successive sequence of singular value decompositions (SVD), MPS is quite simple to implement without any recursive procedure needed for optimizing local tensors. Thus, it leads to substantial computational savings compared to other tensor feature extraction methods such as higher-order orthogonal iteration (HOOI) underlying the Tucker decomposition (TD). Benchmark results show that MPS can reduce significantly the feature space of data while achieving better classification performance compared to HOOI.
Johann A. Bengua, Ho N. Phien, Hoang D. Tuan and Minh N. Do
null
1503.00516
null
null
Recovering PCA from Hybrid-$(\ell_1,\ell_2)$ Sparse Sampling of Data Elements
cs.IT cs.LG math.IT stat.ML
This paper addresses how well we can recover a data matrix when only given a few of its elements. We present a randomized algorithm that element-wise sparsifies the data, retaining only a few its elements. Our new algorithm independently samples the data using sampling probabilities that depend on both the squares ($\ell_2$ sampling) and absolute values ($\ell_1$ sampling) of the entries. We prove that the hybrid algorithm recovers a near-PCA reconstruction of the data from a sublinear sample-size: hybrid-($\ell_1,\ell_2$) inherits the $\ell_2$-ability to sample the important elements as well as the regularization properties of $\ell_1$ sampling, and gives strictly better performance than either $\ell_1$ or $\ell_2$ on their own. We also give a one-pass version of our algorithm and show experiments to corroborate the theory.
Abhisek Kundu, Petros Drineas, Malik Magdon-Ismail
null
1503.00547
null
null
Personalising Mobile Advertising Based on Users Installed Apps
cs.CY cs.LG
Mobile advertising is a billion pound industry that is rapidly expanding. The success of an advert is measured based on how users interact with it. In this paper we investigate whether the application of unsupervised learning and association rule mining could be used to enable personalised targeting of mobile adverts with the aim of increasing the interaction rate. Over May and June 2014 we recorded advert interactions such as tapping the advert or watching the whole advert video along with the set of apps a user has installed at the time of the interaction. Based on the apps that the users have installed we applied k-means clustering to profile the users into one of ten classes. Due to the large number of apps considered we implemented dimension reduction to reduced the app feature space by mapping the apps to their iTunes category and clustered users based on the percentage of their apps that correspond to each iTunes app category. The clustering was externally validated by investigating differences between the way the ten profiles interact with the various adverts genres (lifestyle, finance and entertainment adverts). In addition association rule mining was performed to find whether the time of the day that the advert is served and the number of apps a user has installed makes certain profiles more likely to interact with the advert genres. The results showed there were clear differences in the way the profiles interact with the different advert genres and the results of this paper suggest that mobile advert targeting would improve the frequency that users interact with an advert.
Jenna Reps, Uwe Aickelin, Jonathan Garibaldi, Chris Damski
10.1109/ICDMW.2014.90
1503.00587
null
null
An $\mathcal{O}(n\log n)$ projection operator for weighted $\ell_1$-norm regularization with sum constraint
cs.LG
We provide a simple and efficient algorithm for the projection operator for weighted $\ell_1$-norm regularization subject to a sum constraint, together with an elementary proof. The implementation of the proposed algorithm can be downloaded from the author's homepage.
Weiran Wang
null
1503.00600
null
null
Unregularized Online Learning Algorithms with General Loss Functions
cs.LG stat.ML
In this paper, we consider unregularized online learning algorithms in a Reproducing Kernel Hilbert Spaces (RKHS). Firstly, we derive explicit convergence rates of the unregularized online learning algorithms for classification associated with a general gamma-activating loss (see Definition 1 in the paper). Our results extend and refine the results in Ying and Pontil (2008) for the least-square loss and the recent result in Bach and Moulines (2011) for the loss function with a Lipschitz-continuous gradient. Moreover, we establish a very general condition on the step sizes which guarantees the convergence of the last iterate of such algorithms. Secondly, we establish, for the first time, the convergence of the unregularized pairwise learning algorithm with a general loss function and derive explicit rates under the assumption of polynomially decaying step sizes. Concrete examples are used to illustrate our main results. The main techniques are tools from convex analysis, refined inequalities of Gaussian averages, and an induction approach.
Yiming Ying and Ding-Xuan Zhou
null
1503.00623
null
null
A review of mean-shift algorithms for clustering
cs.LG cs.CV stat.ML
A natural way to characterize the cluster structure of a dataset is by finding regions containing a high density of data. This can be done in a nonparametric way with a kernel density estimate, whose modes and hence clusters can be found using mean-shift algorithms. We describe the theory and practice behind clustering based on kernel density estimates and mean-shift algorithms. We discuss the blurring and non-blurring versions of mean-shift; theoretical results about mean-shift algorithms and Gaussian mixtures; relations with scale-space theory, spectral clustering and other algorithms; extensions to tracking, to manifold and graph data, and to manifold denoising; K-modes and Laplacian K-modes algorithms; acceleration strategies for large datasets; and applications to image segmentation, manifold denoising and multivalued regression.
Miguel \'A. Carreira-Perpi\~n\'an
null
1503.00687
null
null
Bayesian Optimization of Text Representations
cs.CL cs.LG stat.ML
When applying machine learning to problems in NLP, there are many choices to make about how to represent input texts. These choices can have a big effect on performance, but they are often uninteresting to researchers or practitioners who simply need a module that performs well. We propose an approach to optimizing over this space of choices, formulating the problem as global optimization. We apply a sequential model-based optimization technique and show that our method makes standard linear models competitive with more sophisticated, expensive state-of-the-art methods based on latent variable models or neural networks on various topic classification and sentiment analysis problems. Our approach is a first step towards black-box NLP systems that work with raw text and do not require manual tuning.
Dani Yogatama and Noah A. Smith
null
1503.00693
null
null
A Review of Relational Machine Learning for Knowledge Graphs
stat.ML cs.LG
Relational machine learning studies methods for the statistical analysis of relational, or graph-structured, data. In this paper, we provide a review of how such statistical models can be "trained" on large knowledge graphs, and then used to predict new facts about the world (which is equivalent to predicting new edges in the graph). In particular, we discuss two fundamentally different kinds of statistical relational models, both of which can scale to massive datasets. The first is based on latent feature models such as tensor factorization and multiway neural networks. The second is based on mining observable patterns in the graph. We also show how to combine these latent and observable models to get improved modeling power at decreased computational cost. Finally, we discuss how such statistical models of graphs can be combined with text-based information extraction methods for automatically constructing knowledge graphs from the Web. To this end, we also discuss Google's Knowledge Vault project as an example of such combination.
Maximilian Nickel, Kevin Murphy, Volker Tresp, Evgeniy Gabrilovich
10.1109/JPROC.2015.2483592
1503.00759
null
null
Simple, Efficient, and Neural Algorithms for Sparse Coding
cs.LG cs.DS cs.NE stat.ML
Sparse coding is a basic task in many fields including signal processing, neuroscience and machine learning where the goal is to learn a basis that enables a sparse representation of a given set of data, if one exists. Its standard formulation is as a non-convex optimization problem which is solved in practice by heuristics based on alternating minimization. Re- cent work has resulted in several algorithms for sparse coding with provable guarantees, but somewhat surprisingly these are outperformed by the simple alternating minimization heuristics. Here we give a general framework for understanding alternating minimization which we leverage to analyze existing heuristics and to design new ones also with provable guarantees. Some of these algorithms seem implementable on simple neural architectures, which was the original motivation of Olshausen and Field (1997a) in introducing sparse coding. We also give the first efficient algorithm for sparse coding that works almost up to the information theoretic limit for sparse recovery on incoherent dictionaries. All previous algorithms that approached or surpassed this limit run in time exponential in some natural parameter. Finally, our algorithms improve upon the sample complexity of existing approaches. We believe that our analysis framework will have applications in other settings where simple iterative algorithms are used.
Sanjeev Arora, Rong Ge, Tengyu Ma, Ankur Moitra
null
1503.00778
null
null
Robustly Leveraging Prior Knowledge in Text Classification
cs.CL cs.AI cs.IR cs.LG
Prior knowledge has been shown very useful to address many natural language processing tasks. Many approaches have been proposed to formalise a variety of knowledge, however, whether the proposed approach is robust or sensitive to the knowledge supplied to the model has rarely been discussed. In this paper, we propose three regularization terms on top of generalized expectation criteria, and conduct extensive experiments to justify the robustness of the proposed methods. Experimental results demonstrate that our proposed methods obtain remarkable improvements and are much more robust than baselines.
Biao Liu, Minlie Huang
null
1503.00841
null
null
Normalization based K means Clustering Algorithm
cs.LG cs.DB
K-means is an effective clustering technique used to separate similar data into groups based on initial centroids of clusters. In this paper, Normalization based K-means clustering algorithm(N-K means) is proposed. Proposed N-K means clustering algorithm applies normalization prior to clustering on the available data as well as the proposed approach calculates initial centroids based on weights. Experimental results prove the betterment of proposed N-K means clustering algorithm over existing K-means clustering algorithm in terms of complexity and overall performance.
Deepali Virmani, Shweta Taneja, Geetika Malhotra
null
1503.00900
null
null
Projection onto the capped simplex
cs.LG
We provide a simple and efficient algorithm for computing the Euclidean projection of a point onto the capped simplex---a simplex with an additional uniform bound on each coordinate---together with an elementary proof. Both the MATLAB and C++ implementations of the proposed algorithm can be downloaded at https://eng.ucmerced.edu/people/wwang5.
Weiran Wang, Canyi Lu
null
1503.01002
null
null