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Effective Data Mining Technique for Classification Cancers via Mutations in Gene using Neural Network
cs.LG
The prediction plays the important role in detecting efficient protection and therapy of cancer. The prediction of mutations in gene needs a diagnostic and classification, which is based on the whole database (big dataset), to reach sufficient accuracy results. Since the tumor suppressor P53 is approximately about fifty percentage of all human tumors because mutations that occur in the TP53 gene into the cells. So, this paper is applied on tumor p53, where the problem is there are several primitive databases (excel database) contain datasets of TP53 gene with its tumor protein p53, these databases are rich datasets that cover all mutations and cause diseases (cancers). But these Data Bases cannot reach to predict and diagnosis cancers, i.e. the big datasets have not efficient Data Mining method, which can predict, diagnosis the mutation, and classify the cancer of patient. The goal of this paper to reach a Data Mining technique, that employs neural network, which bases on the big datasets. Also, offers friendly predictions, flexible, and effective classified cancers, in order to overcome the previous techniques drawbacks. This proposed technique is done by using two approaches, first, bioinformatics techniques by using BLAST, CLUSTALW, etc, in order to know if there are malignant mutations or not. The second, data mining by using neural network; it is selected (12) out of (53) TP53 gene database fields. To clarify, one of these 12 fields (gene location field) did not exists in TP53 gene database; therefore, it is added to the database of TP53 gene in training and testing back propagation algorithm, in order to classify specifically the types of cancers. Feed Forward Back Propagation supports this Data Mining method with data training rate (1) and Mean Square Error (MSE) (0.00000000000001). This effective technique allows in a quick, accurate and easy way to classify the type of cancer.
Ayad Ghany Ismaeel, Dina Yousif Mikhail
10.14569/IJACSA.2016.070710
1608.02888
null
null
Syntactically Informed Text Compression with Recurrent Neural Networks
cs.LG cs.CL cs.IT math.IT
We present a self-contained system for constructing natural language models for use in text compression. Our system improves upon previous neural network based models by utilizing recent advances in syntactic parsing -- Google's SyntaxNet -- to augment character-level recurrent neural networks. RNNs have proven exceptional in modeling sequence data such as text, as their architecture allows for modeling of long-term contextual information.
David Cox
null
1608.02893
null
null
Neuroevolution-Based Inverse Reinforcement Learning
cs.NE cs.AI cs.LG
The problem of Learning from Demonstration is targeted at learning to perform tasks based on observed examples. One approach to Learning from Demonstration is Inverse Reinforcement Learning, in which actions are observed to infer rewards. This work combines a feature based state evaluation approach to Inverse Reinforcement Learning with neuroevolution, a paradigm for modifying neural networks based on their performance on a given task. Neural networks are used to learn from a demonstrated expert policy and are evolved to generate a policy similar to the demonstration. The algorithm is discussed and evaluated against competitive feature-based Inverse Reinforcement Learning approaches. At the cost of execution time, neural networks allow for non-linear combinations of features in state evaluations. These valuations may correspond to state value or state reward. This results in better correspondence to observed examples as opposed to using linear combinations. This work also extends existing work on Bayesian Non-Parametric Feature Construction for Inverse Reinforcement Learning by using non-linear combinations of intermediate data to improve performance. The algorithm is observed to be specifically suitable for a linearly solvable non-deterministic Markov Decision Processes in which multiple rewards are sparsely scattered in state space. A conclusive performance hierarchy between evaluated algorithms is presented.
Karan K. Budhraja and Tim Oates
null
1608.02971
null
null
Towards cross-lingual distributed representations without parallel text trained with adversarial autoencoders
cs.CL cs.LG cs.NE
Current approaches to learning vector representations of text that are compatible between different languages usually require some amount of parallel text, aligned at word, sentence or at least document level. We hypothesize however, that different natural languages share enough semantic structure that it should be possible, in principle, to learn compatible vector representations just by analyzing the monolingual distribution of words. In order to evaluate this hypothesis, we propose a scheme to map word vectors trained on a source language to vectors semantically compatible with word vectors trained on a target language using an adversarial autoencoder. We present preliminary qualitative results and discuss possible future developments of this technique, such as applications to cross-lingual sentence representations.
Antonio Valerio Miceli Barone
null
1608.02996
null
null
Mining Fashion Outfit Composition Using An End-to-End Deep Learning Approach on Set Data
cs.MM cs.LG
Composing fashion outfits involves deep understanding of fashion standards while incorporating creativity for choosing multiple fashion items (e.g., Jewelry, Bag, Pants, Dress). In fashion websites, popular or high-quality fashion outfits are usually designed by fashion experts and followed by large audiences. In this paper, we propose a machine learning system to compose fashion outfits automatically. The core of the proposed automatic composition system is to score fashion outfit candidates based on the appearances and meta-data. We propose to leverage outfit popularity on fashion oriented websites to supervise the scoring component. The scoring component is a multi-modal multi-instance deep learning system that evaluates instance aesthetics and set compatibility simultaneously. In order to train and evaluate the proposed composition system, we have collected a large scale fashion outfit dataset with 195K outfits and 368K fashion items from Polyvore. Although the fashion outfit scoring and composition is rather challenging, we have achieved an AUC of 85% for the scoring component, and an accuracy of 77% for a constrained composition task.
Yuncheng Li, LiangLiang Cao, Jiang Zhu, Jiebo Luo
10.1109/TMM.2017.2690144
1608.03016
null
null
Stochastic Rank-1 Bandits
cs.LG stat.ML
We propose stochastic rank-$1$ bandits, a class of online learning problems where at each step a learning agent chooses a pair of row and column arms, and receives the product of their values as a reward. The main challenge of the problem is that the individual values of the row and column are unobserved. We assume that these values are stochastic and drawn independently. We propose a computationally-efficient algorithm for solving our problem, which we call Rank1Elim. We derive a $O((K + L) (1 / \Delta) \log n)$ upper bound on its $n$-step regret, where $K$ is the number of rows, $L$ is the number of columns, and $\Delta$ is the minimum of the row and column gaps; under the assumption that the mean row and column rewards are bounded away from zero. To the best of our knowledge, we present the first bandit algorithm that finds the maximum entry of a rank-$1$ matrix whose regret is linear in $K + L$, $1 / \Delta$, and $\log n$. We also derive a nearly matching lower bound. Finally, we evaluate Rank1Elim empirically on multiple problems. We observe that it leverages the structure of our problems and can learn near-optimal solutions even if our modeling assumptions are mildly violated.
Sumeet Katariya, Branislav Kveton, Csaba Szepesvari, Claire Vernade, and Zheng Wen
null
1608.03023
null
null
Estimation from Indirect Supervision with Linear Moments
stat.ML cs.LG
In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In this paper, we bypass both obstacles for a class of what we call linear indirectly-supervised problems. Our approach is simple: we solve a linear system to estimate sufficient statistics of the model, which we then use to estimate parameters via convex optimization. We analyze the statistical properties of our approach and show empirically that it is effective in two settings: learning with local privacy constraints and learning from low-cost count-based annotations.
Aditi Raghunathan, Roy Frostig, John Duchi, Percy Liang
null
1608.031
null
null
Combination of LMS Adaptive Filters with Coefficients Feedback
math.OC cs.IT cs.LG math.IT
Parallel combinations of adaptive filters have been effectively used to improve the performance of adaptive algorithms and address well-known trade-offs, such as convergence rate vs. steady-state error. Nevertheless, typical combinations suffer from a convergence stagnation issue due to the fact that the component filters run independently. Solutions to this issue usually involve conditional transfers of coefficients between filters, which although effective, are hard to generalize to combinations with more filters or when there is no clearly faster adaptive filter. In this work, a more natural solution is proposed by cyclically feeding back the combined coefficient vector to all component filters. Besides coping with convergence stagnation, this new topology improves tracking and supervisor stability, and bridges an important conceptual gap between combinations of adaptive filters and variable step size schemes. We analyze the steady-state, tracking, and transient performance of this topology for LMS component filters and supervisors with generic activation functions. Numerical examples are used to illustrate how coefficients feedback can improve the performance of parallel combinations at a small computational overhead.
Luiz F. O. Chamon and Cassio G. Lopes
null
1608.03248
null
null
Deep vs. shallow networks : An approximation theory perspective
cs.LG math.FA
The paper briefy reviews several recent results on hierarchical architectures for learning from examples, that may formally explain the conditions under which Deep Convolutional Neural Networks perform much better in function approximation problems than shallow, one-hidden layer architectures. The paper announces new results for a non-smooth activation function - the ReLU function - used in present-day neural networks, as well as for the Gaussian networks. We propose a new definition of relative dimension to encapsulate different notions of sparsity of a function class that can possibly be exploited by deep networks but not by shallow ones to drastically reduce the complexity required for approximation and learning.
Hrushikesh Mhaskar and Tomaso Poggio
null
1608.03287
null
null
Temporal Learning and Sequence Modeling for a Job Recommender System
cs.LG stat.ML
We present our solution to the job recommendation task for RecSys Challenge 2016. The main contribution of our work is to combine temporal learning with sequence modeling to capture complex user-item activity patterns to improve job recommendations. First, we propose a time-based ranking model applied to historical observations and a hybrid matrix factorization over time re-weighted interactions. Second, we exploit sequence properties in user-items activities and develop a RNN-based recommendation model. Our solution achieved 5$^{th}$ place in the challenge among more than 100 participants. Notably, the strong performance of our RNN approach shows a promising new direction in employing sequence modeling for recommendation systems.
Kuan Liu, Xing Shi, Anoop Kumar, Linhong Zhu, Prem Natarajan
10.1145/2987538.2987540
1608.03333
null
null
Distributed learning with regularized least squares
cs.LG stat.ML
We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least squares regularization scheme to each data subset to produce an output function, and then takes an average of the individual output functions as a final global estimator or predictor. We show with error bounds in expectation in both the $L^2$-metric and RKHS-metric that the global output function of this distributed learning is a good approximation to the algorithm processing the whole data in one single machine. Our error bounds are sharp and stated in a general setting without any eigenfunction assumption. The analysis is achieved by a novel second order decomposition of operator differences in our integral operator approach. Even for the classical least squares regularization scheme in the RKHS associated with a general kernel, we give the best learning rate in the literature.
Shao-Bo Lin, Xin Guo, Ding-Xuan Zhou
null
1608.03339
null
null
Multi-source Hierarchical Prediction Consolidation
cs.DB cs.LG
In big data applications such as healthcare data mining, due to privacy concerns, it is necessary to collect predictions from multiple information sources for the same instance, with raw features being discarded or withheld when aggregating multiple predictions. Besides, crowd-sourced labels need to be aggregated to estimate the ground truth of the data. Because of the imperfect predictive models or human crowdsourcing workers, noisy and conflicting information is ubiquitous and inevitable. Although state-of-the-art aggregation methods have been proposed to handle label spaces with flat structures, as the label space is becoming more and more complicated, aggregation under a label hierarchical structure becomes necessary but has been largely ignored. These label hierarchies can be quite informative as they are usually created by domain experts to make sense of highly complex label correlations for many real-world cases like protein functionality interactions or disease relationships. We propose a novel multi-source hierarchical prediction consolidation method to effectively exploits the complicated hierarchical label structures to resolve the noisy and conflicting information that inherently originates from multiple imperfect sources. We formulate the problem as an optimization problem with a closed-form solution. The proposed method captures the smoothness overall information sources as well as penalizing any consolidation result that violates the constraints derived from the label hierarchy. The hierarchical instance similarity, as well as the consolidation result, are inferred in a totally unsupervised, iterative fashion. Experimental results on both synthetic and real-world datasets show the effectiveness of the proposed method over existing alternatives.
Chenwei Zhang, Sihong Xie, Yaliang Li, Jing Gao, Wei Fan, Philip S. Yu
null
1608.03344
null
null
Semi-Supervised Prediction of Gene Regulatory Networks Using Machine Learning Algorithms
cs.LG q-bio.QM stat.ML
Use of computational methods to predict gene regulatory networks (GRNs) from gene expression data is a challenging task. Many studies have been conducted using unsupervised methods to fulfill the task; however, such methods usually yield low prediction accuracies due to the lack of training data. In this article, we propose semi-supervised methods for GRN prediction by utilizing two machine learning algorithms, namely support vector machines (SVM) and random forests (RF). The semi-supervised methods make use of unlabeled data for training. We investigate inductive and transductive learning approaches, both of which adopt an iterative procedure to obtain reliable negative training data from the unlabeled data. We then apply our semi-supervised methods to gene expression data of Escherichia coli and Saccharomyces cerevisiae, and evaluate the performance of our methods using the expression data. Our analysis indicated that the transductive learning approach outperformed the inductive learning approach for both organisms. However, there was no conclusive difference identified in the performance of SVM and RF. Experimental results also showed that the proposed semi-supervised methods performed better than existing supervised methods for both organisms.
Nihir Patel and Jason T. L. Wang
null
1608.0353
null
null
Sequence Graph Transform (SGT): A Feature Embedding Function for Sequence Data Mining
stat.ML cs.LG
Sequence feature embedding is a challenging task due to the unstructuredness of sequence, i.e., arbitrary strings of arbitrary length. Existing methods are efficient in extracting short-term dependencies but typically suffer from computation issues for the long-term. Sequence Graph Transform (SGT), a feature embedding function, that can extract a varying amount of short- to long-term dependencies without increasing the computation is proposed. SGT's properties are analytically proved for interpretation under normal and uniform distribution assumptions. SGT features yield significantly superior results in sequence clustering and classification with higher accuracy and lower computation as compared to the existing methods, including the state-of-the-art sequence/string Kernels and LSTM.
Chitta Ranjan, Samaneh Ebrahimi and Kamran Paynabar
null
1608.03533
null
null
On Context-Dependent Clustering of Bandits
cs.LG cs.AI cs.IR stat.ML
We investigate a novel cluster-of-bandit algorithm CAB for collaborative recommendation tasks that implements the underlying feedback sharing mechanism by estimating the neighborhood of users in a context-dependent manner. CAB makes sharp departures from the state of the art by incorporating collaborative effects into inference as well as learning processes in a manner that seamlessly interleaving explore-exploit tradeoffs and collaborative steps. We prove regret bounds under various assumptions on the data, which exhibit a crisp dependence on the expected number of clusters over the users, a natural measure of the statistical difficulty of the learning task. Experiments on production and real-world datasets show that CAB offers significantly increased prediction performance against a representative pool of state-of-the-art methods.
Claudio Gentile, Shuai Li, Purushottam Kar, Alexandros Karatzoglou, Evans Etrue, Giovanni Zappella
null
1608.03544
null
null
Warm Starting Bayesian Optimization
stat.ML cs.LG stat.AP
We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a stochastic simulator that fails to provide derivative information, for which Bayesian optimization methods are well-suited. Solving sequences of related optimization problems arises when making several business decisions using one optimization model and input data collected over different time periods or markets. While many gradient-based methods can be warm started by initiating optimization at the solution to the previous problem, this warm start approach does not apply to Bayesian optimization methods, which carry a full metamodel of the objective function from iteration to iteration. Our approach builds a joint statistical model of the entire collection of related objective functions, and uses a value of information calculation to recommend points to evaluate.
Matthias Poloczek, Jialei Wang, and Peter I. Frazier
null
1608.03585
null
null
Faster Training of Very Deep Networks Via p-Norm Gates
stat.ML cs.LG cs.NE
A major contributing factor to the recent advances in deep neural networks is structural units that let sensory information and gradients to propagate easily. Gating is one such structure that acts as a flow control. Gates are employed in many recent state-of-the-art recurrent models such as LSTM and GRU, and feedforward models such as Residual Nets and Highway Networks. This enables learning in very deep networks with hundred layers and helps achieve record-breaking results in vision (e.g., ImageNet with Residual Nets) and NLP (e.g., machine translation with GRU). However, there is limited work in analysing the role of gating in the learning process. In this paper, we propose a flexible $p$-norm gating scheme, which allows user-controllable flow and as a consequence, improve the learning speed. This scheme subsumes other existing gating schemes, including those in GRU, Highway Networks and Residual Nets as special cases. Experiments on large sequence and vector datasets demonstrate that the proposed gating scheme helps improve the learning speed significantly without extra overhead.
Trang Pham, Truyen Tran, Dinh Phung, Svetha Venkatesh
null
1608.03639
null
null
Chi-squared Amplification: Identifying Hidden Hubs
cs.LG cs.DS stat.ML
We consider the following general hidden hubs model: an $n \times n$ random matrix $A$ with a subset $S$ of $k$ special rows (hubs): entries in rows outside $S$ are generated from the probability distribution $p_0 \sim N(0,\sigma_0^2)$; for each row in $S$, some $k$ of its entries are generated from $p_1 \sim N(0,\sigma_1^2)$, $\sigma_1>\sigma_0$, and the rest of the entries from $p_0$. The problem is to identify the high-degree hubs efficiently. This model includes and significantly generalizes the planted Gaussian Submatrix Model, where the special entries are all in a $k \times k$ submatrix. There are two well-known barriers: if $k\geq c\sqrt{n\ln n}$, just the row sums are sufficient to find $S$ in the general model. For the submatrix problem, this can be improved by a $\sqrt{\ln n}$ factor to $k \ge c\sqrt{n}$ by spectral methods or combinatorial methods. In the variant with $p_0=\pm 1$ (with probability $1/2$ each) and $p_1\equiv 1$, neither barrier has been broken. We give a polynomial-time algorithm to identify all the hidden hubs with high probability for $k \ge n^{0.5-\delta}$ for some $\delta >0$, when $\sigma_1^2>2\sigma_0^2$. The algorithm extends to the setting where planted entries might have different variances each at least as large as $\sigma_1^2$. We also show a nearly matching lower bound: for $\sigma_1^2 \le 2\sigma_0^2$, there is no polynomial-time Statistical Query algorithm for distinguishing between a matrix whose entries are all from $N(0,\sigma_0^2)$ and a matrix with $k=n^{0.5-\delta}$ hidden hubs for any $\delta >0$. The lower bound as well as the algorithm are related to whether the chi-squared distance of the two distributions diverges. At the critical value $\sigma_1^2=2\sigma_0^2$, we show that the general hidden hubs problem can be solved for $k\geq c\sqrt n(\ln n)^{1/4}$, improving on the naive row sum-based method.
Ravi Kannan and Santosh Vempala
null
1608.03643
null
null
Deep Motif Dashboard: Visualizing and Understanding Genomic Sequences Using Deep Neural Networks
cs.LG cs.CV cs.NE
Deep neural network (DNN) models have recently obtained state-of-the-art prediction accuracy for the transcription factor binding (TFBS) site classification task. However, it remains unclear how these approaches identify meaningful DNA sequence signals and give insights as to why TFs bind to certain locations. In this paper, we propose a toolkit called the Deep Motif Dashboard (DeMo Dashboard) which provides a suite of visualization strategies to extract motifs, or sequence patterns from deep neural network models for TFBS classification. We demonstrate how to visualize and understand three important DNN models: convolutional, recurrent, and convolutional-recurrent networks. Our first visualization method is finding a test sequence's saliency map which uses first-order derivatives to describe the importance of each nucleotide in making the final prediction. Second, considering recurrent models make predictions in a temporal manner (from one end of a TFBS sequence to the other), we introduce temporal output scores, indicating the prediction score of a model over time for a sequential input. Lastly, a class-specific visualization strategy finds the optimal input sequence for a given TFBS positive class via stochastic gradient optimization. Our experimental results indicate that a convolutional-recurrent architecture performs the best among the three architectures. The visualization techniques indicate that CNN-RNN makes predictions by modeling both motifs as well as dependencies among them.
Jack Lanchantin, Ritambhara Singh, Beilun Wang, and Yanjun Qi
null
1608.03644
null
null
Learning with Value-Ramp
cs.LG
We study a learning principle based on the intuition of forming ramps. The agent tries to follow an increasing sequence of values until the agent meets a peak of reward. The resulting Value-Ramp algorithm is natural, easy to configure, and has a robust implementation with natural numbers.
Tom J. Ameloot and Jan Van den Bussche
null
1608.03647
null
null
Learning Structured Sparsity in Deep Neural Networks
cs.NE cs.LG stat.ML
High demand for computation resources severely hinders deployment of large-scale Deep Neural Networks (DNN) in resource constrained devices. In this work, we propose a Structured Sparsity Learning (SSL) method to regularize the structures (i.e., filters, channels, filter shapes, and layer depth) of DNNs. SSL can: (1) learn a compact structure from a bigger DNN to reduce computation cost; (2) obtain a hardware-friendly structured sparsity of DNN to efficiently accelerate the DNNs evaluation. Experimental results show that SSL achieves on average 5.1x and 3.1x speedups of convolutional layer computation of AlexNet against CPU and GPU, respectively, with off-the-shelf libraries. These speedups are about twice speedups of non-structured sparsity; (3) regularize the DNN structure to improve classification accuracy. The results show that for CIFAR-10, regularization on layer depth can reduce 20 layers of a Deep Residual Network (ResNet) to 18 layers while improve the accuracy from 91.25% to 92.60%, which is still slightly higher than that of original ResNet with 32 layers. For AlexNet, structure regularization by SSL also reduces the error by around ~1%. Open source code is in https://github.com/wenwei202/caffe/tree/scnn
Wei Wen, Chunpeng Wu, Yandan Wang, Yiran Chen, Hai Li
null
1608.03665
null
null
Density Matching Reward Learning
cs.RO cs.LG
In this paper, we focus on the problem of inferring the underlying reward function of an expert given demonstrations, which is often referred to as inverse reinforcement learning (IRL). In particular, we propose a model-free density-based IRL algorithm, named density matching reward learning (DMRL), which does not require model dynamics. The performance of DMRL is analyzed theoretically and the sample complexity is derived. Furthermore, the proposed DMRL is extended to handle nonlinear IRL problems by assuming that the reward function is in the reproducing kernel Hilbert space (RKHS) and kernel DMRL (KDMRL) is proposed. The parameters for KDMRL can be computed analytically, which greatly reduces the computation time. The performance of KDMRL is extensively evaluated in two sets of experiments: grid world and track driving experiments. In grid world experiments, the proposed KDMRL method is compared with both model-based and model-free IRL methods and shows superior performance on a nonlinear reward setting and competitive performance on a linear reward setting in terms of expected value differences. Then we move on to more realistic experiments of learning different driving styles for autonomous navigation in complex and dynamic tracks using KDMRL and receding horizon control.
Sungjoon Choi, Kyungjae Lee, Andy Park, Songhwai Oh
null
1608.03694
null
null
Unsupervised feature learning from finite data by message passing: discontinuous versus continuous phase transition
cond-mat.dis-nn cond-mat.stat-mech cs.LG q-bio.NC
Unsupervised neural network learning extracts hidden features from unlabeled training data. This is used as a pretraining step for further supervised learning in deep networks. Hence, understanding unsupervised learning is of fundamental importance. Here, we study the unsupervised learning from a finite number of data, based on the restricted Boltzmann machine learning. Our study inspires an efficient message passing algorithm to infer the hidden feature, and estimate the entropy of candidate features consistent with the data. Our analysis reveals that the learning requires only a few data if the feature is salient and extensively many if the feature is weak. Moreover, the entropy of candidate features monotonically decreases with data size and becomes negative (i.e., entropy crisis) before the message passing becomes unstable, suggesting a discontinuous phase transition. In terms of convergence time of the message passing algorithm, the unsupervised learning exhibits an easy-hard-easy phenomenon as the training data size increases. All these properties are reproduced in an approximate Hopfield model, with an exception that the entropy crisis is absent, and only continuous phase transition is observed. This key difference is also confirmed in a handwritten digits dataset. This study deepens our understanding of unsupervised learning from a finite number of data, and may provide insights into its role in training deep networks.
Haiping Huang and Taro Toyoizumi
10.1103/PhysRevE.94.062310
1608.03714
null
null
Applying Deep Learning to Basketball Trajectories
cs.NE cs.CV cs.LG
One of the emerging trends for sports analytics is the growing use of player and ball tracking data. A parallel development is deep learning predictive approaches that use vast quantities of data with less reliance on feature engineering. This paper applies recurrent neural networks in the form of sequence modeling to predict whether a three-point shot is successful. The models are capable of learning the trajectory of a basketball without any knowledge of physics. For comparison, a baseline static machine learning model with a full set of features, such as angle and velocity, in addition to the positional data is also tested. Using a dataset of over 20,000 three pointers from NBA SportVu data, the models based simply on sequential positional data outperform a static feature rich machine learning model in predicting whether a three-point shot is successful. This suggests deep learning models may offer an improvement to traditional feature based machine learning methods for tracking data.
Rajiv Shah and Rob Romijnders
null
1608.03793
null
null
Content-based image retrieval tutorial
stat.ML cs.IR cs.LG
This paper functions as a tutorial for individuals interested to enter the field of information retrieval but wouldn't know where to begin from. It describes two fundamental yet efficient image retrieval techniques, the first being k - nearest neighbors (knn) and the second support vector machines(svm). The goal is to provide the reader with both the theoretical and practical aspects in order to acquire a better understanding. Along with this tutorial we have also developed the equivalent software1 using the MATLAB environment in order to illustrate the techniques, so that the reader can have a hands-on experience.
Joani Mitro
null
1608.03811
null
null
Distributed Optimization for Client-Server Architecture with Negative Gradient Weights
cs.DC cs.LG math.OC
Availability of both massive datasets and computing resources have made machine learning and predictive analytics extremely pervasive. In this work we present a synchronous algorithm and architecture for distributed optimization motivated by privacy requirements posed by applications in machine learning. We present an algorithm for the recently proposed multi-parameter-server architecture. We consider a group of parameter servers that learn a model based on randomized gradients received from clients. Clients are computational entities with private datasets (inducing a private objective function), that evaluate and upload randomized gradients to the parameter servers. The parameter servers perform model updates based on received gradients and share the model parameters with other servers. We prove that the proposed algorithm can optimize the overall objective function for a very general architecture involving $C$ clients connected to $S$ parameter servers in an arbitrary time varying topology and the parameter servers forming a connected network.
Shripad Gade and Nitin H. Vaidya
null
1608.03866
null
null
Rapid Classification of Crisis-Related Data on Social Networks using Convolutional Neural Networks
cs.CL cs.LG cs.SI
The role of social media, in particular microblogging platforms such as Twitter, as a conduit for actionable and tactical information during disasters is increasingly acknowledged. However, time-critical analysis of big crisis data on social media streams brings challenges to machine learning techniques, especially the ones that use supervised learning. The Scarcity of labeled data, particularly in the early hours of a crisis, delays the machine learning process. The current state-of-the-art classification methods require a significant amount of labeled data specific to a particular event for training plus a lot of feature engineering to achieve best results. In this work, we introduce neural network based classification methods for binary and multi-class tweet classification task. We show that neural network based models do not require any feature engineering and perform better than state-of-the-art methods. In the early hours of a disaster when no labeled data is available, our proposed method makes the best use of the out-of-event data and achieves good results.
Dat Tien Nguyen, Kamela Ali Al Mannai, Shafiq Joty, Hassan Sajjad, Muhammad Imran, Prasenjit Mitra
null
1608.03902
null
null
Improved Dynamic Regret for Non-degenerate Functions
cs.LG
Recently, there has been a growing research interest in the analysis of dynamic regret, which measures the performance of an online learner against a sequence of local minimizers. By exploiting the strong convexity, previous studies have shown that the dynamic regret can be upper bounded by the path-length of the comparator sequence. In this paper, we illustrate that the dynamic regret can be further improved by allowing the learner to query the gradient of the function multiple times, and meanwhile the strong convexity can be weakened to other non-degenerate conditions. Specifically, we introduce the squared path-length, which could be much smaller than the path-length, as a new regularity of the comparator sequence. When multiple gradients are accessible to the learner, we first demonstrate that the dynamic regret of strongly convex functions can be upper bounded by the minimum of the path-length and the squared path-length. We then extend our theoretical guarantee to functions that are semi-strongly convex or self-concordant. To the best of our knowledge, this is the first time that semi-strong convexity and self-concordance are utilized to tighten the dynamic regret.
Lijun Zhang, Tianbao Yang, Jinfeng Yi, Rong Jin, Zhi-Hua Zhou
null
1608.03933
null
null
Recurrent Fully Convolutional Neural Networks for Multi-slice MRI Cardiac Segmentation
stat.ML cs.CV cs.LG
In cardiac magnetic resonance imaging, fully-automatic segmentation of the heart enables precise structural and functional measurements to be taken, e.g. from short-axis MR images of the left-ventricle. In this work we propose a recurrent fully-convolutional network (RFCN) that learns image representations from the full stack of 2D slices and has the ability to leverage inter-slice spatial dependences through internal memory units. RFCN combines anatomical detection and segmentation into a single architecture that is trained end-to-end thus significantly reducing computational time, simplifying the segmentation pipeline, and potentially enabling real-time applications. We report on an investigation of RFCN using two datasets, including the publicly available MICCAI 2009 Challenge dataset. Comparisons have been carried out between fully convolutional networks and deep restricted Boltzmann machines, including a recurrent version that leverages inter-slice spatial correlation. Our studies suggest that RFCN produces state-of-the-art results and can substantially improve the delineation of contours near the apex of the heart.
Rudra P K Poudel and Pablo Lamata and Giovanni Montana
null
1608.03974
null
null
SGDR: Stochastic Gradient Descent with Warm Restarts
cs.LG cs.NE math.OC
Restart techniques are common in gradient-free optimization to deal with multimodal functions. Partial warm restarts are also gaining popularity in gradient-based optimization to improve the rate of convergence in accelerated gradient schemes to deal with ill-conditioned functions. In this paper, we propose a simple warm restart technique for stochastic gradient descent to improve its anytime performance when training deep neural networks. We empirically study its performance on the CIFAR-10 and CIFAR-100 datasets, where we demonstrate new state-of-the-art results at 3.14% and 16.21%, respectively. We also demonstrate its advantages on a dataset of EEG recordings and on a downsampled version of the ImageNet dataset. Our source code is available at https://github.com/loshchil/SGDR
Ilya Loshchilov and Frank Hutter
null
1608.03983
null
null
An approach to dealing with missing values in heterogeneous data using k-nearest neighbors
cs.LG cs.IR stat.ML
Techniques such as clusterization, neural networks and decision making usually rely on algorithms that are not well suited to deal with missing values. However, real world data frequently contains such cases. The simplest solution is to either substitute them by a best guess value or completely disregard the missing values. Unfortunately, both approaches can lead to biased results. In this paper, we propose a technique for dealing with missing values in heterogeneous data using imputation based on the k-nearest neighbors algorithm. It can handle real (which we refer to as crisp henceforward), interval and fuzzy data. The effectiveness of the algorithm is tested on several datasets and the numerical results are promising.
Davi E. N. Frossard, Igor O. Nunes, Renato A. Krohling
null
1608.04037
null
null
Stacked Approximated Regression Machine: A Simple Deep Learning Approach
cs.LG cs.CV
With the agreement of my coauthors, I Zhangyang Wang would like to withdraw the manuscript "Stacked Approximated Regression Machine: A Simple Deep Learning Approach". Some experimental procedures were not included in the manuscript, which makes a part of important claims not meaningful. In the relevant research, I was solely responsible for carrying out the experiments; the other coauthors joined in the discussions leading to the main algorithm. Please see the updated text for more details.
Zhangyang Wang, Shiyu Chang, Qing Ling, Shuai Huang, Xia Hu, Honghui Shi, Thomas S. Huang
null
1608.04062
null
null
Bayesian Model Selection Methods for Mutual and Symmetric $k$-Nearest Neighbor Classification
cs.LG stat.ML
The $k$-nearest neighbor classification method ($k$-NNC) is one of the simplest nonparametric classification methods. The mutual $k$-NN classification method (M$k$NNC) is a variant of $k$-NNC based on mutual neighborship. We propose another variant of $k$-NNC, the symmetric $k$-NN classification method (S$k$NNC) based on both mutual neighborship and one-sided neighborship. The performance of M$k$NNC and S$k$NNC depends on the parameter $k$ as the one of $k$-NNC does. We propose the ways how M$k$NN and S$k$NN classification can be performed based on Bayesian mutual and symmetric $k$-NN regression methods with the selection schemes for the parameter $k$. Bayesian mutual and symmetric $k$-NN regression methods are based on Gaussian process models, and it turns out that they can do M$k$NN and S$k$NN classification with new encodings of target values (class labels). The simulation results show that the proposed methods are better than or comparable to $k$-NNC, M$k$NNC and S$k$NNC with the parameter $k$ selected by the leave-one-out cross validation method not only for an artificial data set but also for real world data sets.
Hyun-Chul Kim
null
1608.04063
null
null
Generative Knowledge Transfer for Neural Language Models
cs.LG
In this paper, we propose a generative knowledge transfer technique that trains an RNN based language model (student network) using text and output probabilities generated from a previously trained RNN (teacher network). The text generation can be conducted by either the teacher or the student network. We can also improve the performance by taking the ensemble of soft labels obtained from multiple teacher networks. This method can be used for privacy conscious language model adaptation because no user data is directly used for training. Especially, when the soft labels of multiple devices are aggregated via a trusted third party, we can expect very strong privacy protection.
Sungho Shin, Kyuyeon Hwang, and Wonyong Sung
null
1608.04077
null
null
Dynamic Hand Gesture Recognition for Wearable Devices with Low Complexity Recurrent Neural Networks
cs.CV cs.LG
Gesture recognition is a very essential technology for many wearable devices. While previous algorithms are mostly based on statistical methods including the hidden Markov model, we develop two dynamic hand gesture recognition techniques using low complexity recurrent neural network (RNN) algorithms. One is based on video signal and employs a combined structure of a convolutional neural network (CNN) and an RNN. The other uses accelerometer data and only requires an RNN. Fixed-point optimization that quantizes most of the weights into two bits is conducted to optimize the amount of memory size for weight storage and reduce the power consumption in hardware and software based implementations.
Sungho Shin and Wonyong Sung
null
1608.0408
null
null
Power Data Classification: A Hybrid of a Novel Local Time Warping and LSTM
cs.NE cs.LG
In this paper, for the purpose of data centre energy consumption monitoring and analysis, we propose to detect the running programs in a server by classifying the observed power consumption series. Time series classification problem has been extensively studied with various distance measurements developed; also recently the deep learning based sequence models have been proved to be promising. In this paper, we propose a novel distance measurement and build a time series classification algorithm hybridizing nearest neighbour and long short term memory (LSTM) neural network. More specifically, first we propose a new distance measurement termed as Local Time Warping (LTW), which utilizes a user-specified set for local warping, and is designed to be non-commutative and non-dynamic programming. Second we hybridize the 1NN-LTW and LSTM together. In particular, we combine the prediction probability vector of 1NN-LTW and LSTM to determine the label of the test cases. Finally, using the power consumption data from a real data center, we show that the proposed LTW can improve the classification accuracy of DTW from about 84% to 90%. Our experimental results prove that the proposed LTW is competitive on our data set compared with existed DTW variants and its non-commutative feature is indeed beneficial. We also test a linear version of LTW and it can significantly outperform existed linear runtime lower bound methods like LB_Keogh. Furthermore, with the hybrid algorithm, for the power series classification task we achieve an accuracy up to about 93%. Our research can inspire more studies on time series distance measurement and the hybrid of the deep learning models with other traditional models.
Yuanlong Li, Han Hu, Yonggang Wen, Jun Zhang
null
1608.04171
null
null
Using Machine Learning to Decide When to Precondition Cylindrical Algebraic Decomposition With Groebner Bases
cs.SC cs.LG
Cylindrical Algebraic Decomposition (CAD) is a key tool in computational algebraic geometry, particularly for quantifier elimination over real-closed fields. However, it can be expensive, with worst case complexity doubly exponential in the size of the input. Hence it is important to formulate the problem in the best manner for the CAD algorithm. One possibility is to precondition the input polynomials using Groebner Basis (GB) theory. Previous experiments have shown that while this can often be very beneficial to the CAD algorithm, for some problems it can significantly worsen the CAD performance. In the present paper we investigate whether machine learning, specifically a support vector machine (SVM), may be used to identify those CAD problems which benefit from GB preconditioning. We run experiments with over 1000 problems (many times larger than previous studies) and find that the machine learned choice does better than the human-made heuristic.
Zongyan Huang, Matthew England, James H. Davenport and Lawrence C. Paulson
10.1109/SYNASC.2016.020
1608.04219
null
null
Generative and Discriminative Voxel Modeling with Convolutional Neural Networks
cs.CV cs.HC cs.LG stat.ML
When working with three-dimensional data, choice of representation is key. We explore voxel-based models, and present evidence for the viability of voxellated representations in applications including shape modeling and object classification. Our key contributions are methods for training voxel-based variational autoencoders, a user interface for exploring the latent space learned by the autoencoder, and a deep convolutional neural network architecture for object classification. We address challenges unique to voxel-based representations, and empirically evaluate our models on the ModelNet benchmark, where we demonstrate a 51.5% relative improvement in the state of the art for object classification.
Andrew Brock, Theodore Lim, J.M. Ritchie, Nick Weston
null
1608.04236
null
null
The Bayesian Low-Rank Determinantal Point Process Mixture Model
stat.ML cs.LG
Determinantal point processes (DPPs) are an elegant model for encoding probabilities over subsets, such as shopping baskets, of a ground set, such as an item catalog. They are useful for a number of machine learning tasks, including product recommendation. DPPs are parametrized by a positive semi-definite kernel matrix. Recent work has shown that using a low-rank factorization of this kernel provides remarkable scalability improvements that open the door to training on large-scale datasets and computing online recommendations, both of which are infeasible with standard DPP models that use a full-rank kernel. In this paper we present a low-rank DPP mixture model that allows us to represent the latent structure present in observed subsets as a mixture of a number of component low-rank DPPs, where each component DPP is responsible for representing a portion of the observed data. The mixture model allows us to effectively address the capacity constraints of the low-rank DPP model. We present an efficient and scalable Markov Chain Monte Carlo (MCMC) learning algorithm for our model that uses Gibbs sampling and stochastic gradient Hamiltonian Monte Carlo (SGHMC). Using an evaluation on several real-world product recommendation datasets, we show that our low-rank DPP mixture model provides substantially better predictive performance than is possible with a single low-rank or full-rank DPP, and significantly better performance than several other competing recommendation methods in many cases.
Mike Gartrell, Ulrich Paquet, Noam Koenigstein
null
1608.04245
null
null
Correlated-PCA: Principal Components' Analysis when Data and Noise are Correlated
cs.LG cs.IT math.IT
Given a matrix of observed data, Principal Components Analysis (PCA) computes a small number of orthogonal directions that contain most of its variability. Provably accurate solutions for PCA have been in use for a long time. However, to the best of our knowledge, all existing theoretical guarantees for it assume that the data and the corrupting noise are mutually independent, or at least uncorrelated. This is valid in practice often, but not always. In this paper, we study the PCA problem in the setting where the data and noise can be correlated. Such noise is often also referred to as "data-dependent noise". We obtain a correctness result for the standard eigenvalue decomposition (EVD) based solution to PCA under simple assumptions on the data-noise correlation. We also develop and analyze a generalization of EVD, cluster-EVD, that improves upon EVD in certain regimes.
Namrata Vaswani, Han Guo
null
1608.0432
null
null
Consistency constraints for overlapping data clustering
cs.LG stat.ML
We examine overlapping clustering schemes with functorial constraints, in the spirit of Carlsson--Memoli. This avoids issues arising from the chaining required by partition-based methods. Our principal result shows that any clustering functor is naturally constrained to refine single-linkage clusters and be refined by maximal-linkage clusters. We work in the context of metric spaces with non-expansive maps, which is appropriate for modeling data processing which does not increase information content.
Jared Culbertson, Dan P. Guralnik, Jakob Hansen, Peter F. Stiller
null
1608.04331
null
null
Anomaly detection and classification for streaming data using PDEs
cs.LG cs.CV cs.DB
Nondominated sorting, also called Pareto Depth Analysis (PDA), is widely used in multi-objective optimization and has recently found important applications in multi-criteria anomaly detection. Recently, a partial differential equation (PDE) continuum limit was discovered for nondominated sorting leading to a very fast approximate sorting algorithm called PDE-based ranking. We propose in this paper a fast real-time streaming version of the PDA algorithm for anomaly detection that exploits the computational advantages of PDE continuum limits. Furthermore, we derive new PDE continuum limits for sorting points within their nondominated layers and show how the new PDEs can be used to classify anomalies based on which criterion was more significantly violated. We also prove statistical convergence rates for PDE-based ranking, and present the results of numerical experiments with both synthetic and real data.
Bilal Abbasi, Jeff Calder, Adam M. Oberman
10.1137/17M1121184
1608.04348
null
null
Deep Convolutional Neural Networks and Data Augmentation for Environmental Sound Classification
cs.SD cs.CV cs.LG cs.NE
The ability of deep convolutional neural networks (CNN) to learn discriminative spectro-temporal patterns makes them well suited to environmental sound classification. However, the relative scarcity of labeled data has impeded the exploitation of this family of high-capacity models. This study has two primary contributions: first, we propose a deep convolutional neural network architecture for environmental sound classification. Second, we propose the use of audio data augmentation for overcoming the problem of data scarcity and explore the influence of different augmentations on the performance of the proposed CNN architecture. Combined with data augmentation, the proposed model produces state-of-the-art results for environmental sound classification. We show that the improved performance stems from the combination of a deep, high-capacity model and an augmented training set: this combination outperforms both the proposed CNN without augmentation and a "shallow" dictionary learning model with augmentation. Finally, we examine the influence of each augmentation on the model's classification accuracy for each class, and observe that the accuracy for each class is influenced differently by each augmentation, suggesting that the performance of the model could be improved further by applying class-conditional data augmentation.
Justin Salamon and Juan Pablo Bello
10.1109/LSP.2017.2657381
1608.04363
null
null
Generalization of ERM in Stochastic Convex Optimization: The Dimension Strikes Back
cs.LG stat.ML
In stochastic convex optimization the goal is to minimize a convex function $F(x) \doteq {\mathbf E}_{{\mathbf f}\sim D}[{\mathbf f}(x)]$ over a convex set $\cal K \subset {\mathbb R}^d$ where $D$ is some unknown distribution and each $f(\cdot)$ in the support of $D$ is convex over $\cal K$. The optimization is commonly based on i.i.d.~samples $f^1,f^2,\ldots,f^n$ from $D$. A standard approach to such problems is empirical risk minimization (ERM) that optimizes $F_S(x) \doteq \frac{1}{n}\sum_{i\leq n} f^i(x)$. Here we consider the question of how many samples are necessary for ERM to succeed and the closely related question of uniform convergence of $F_S$ to $F$ over $\cal K$. We demonstrate that in the standard $\ell_p/\ell_q$ setting of Lipschitz-bounded functions over a $\cal K$ of bounded radius, ERM requires sample size that scales linearly with the dimension $d$. This nearly matches standard upper bounds and improves on $\Omega(\log d)$ dependence proved for $\ell_2/\ell_2$ setting by Shalev-Shwartz et al. (2009). In stark contrast, these problems can be solved using dimension-independent number of samples for $\ell_2/\ell_2$ setting and $\log d$ dependence for $\ell_1/\ell_\infty$ setting using other approaches. We further show that our lower bound applies even if the functions in the support of $D$ are smooth and efficiently computable and even if an $\ell_1$ regularization term is added. Finally, we demonstrate that for a more general class of bounded-range (but not Lipschitz-bounded) stochastic convex programs an infinite gap appears already in dimension 2.
Vitaly Feldman
null
1608.04414
null
null
Regularization for Unsupervised Deep Neural Nets
cs.LG cs.NE
Unsupervised neural networks, such as restricted Boltzmann machines (RBMs) and deep belief networks (DBNs), are powerful tools for feature selection and pattern recognition tasks. We demonstrate that overfitting occurs in such models just as in deep feedforward neural networks, and discuss possible regularization methods to reduce overfitting. We also propose a "partial" approach to improve the efficiency of Dropout/DropConnect in this scenario, and discuss the theoretical justification of these methods from model convergence and likelihood bounds. Finally, we compare the performance of these methods based on their likelihood and classification error rates for various pattern recognition data sets.
Baiyang Wang, Diego Klabjan
null
1608.04426
null
null
TerpreT: A Probabilistic Programming Language for Program Induction
cs.LG cs.AI cs.NE
We study machine learning formulations of inductive program synthesis; given input-output examples, we try to synthesize source code that maps inputs to corresponding outputs. Our aims are to develop new machine learning approaches based on neural networks and graphical models, and to understand the capabilities of machine learning techniques relative to traditional alternatives, such as those based on constraint solving from the programming languages community. Our key contribution is the proposal of TerpreT, a domain-specific language for expressing program synthesis problems. TerpreT is similar to a probabilistic programming language: a model is composed of a specification of a program representation (declarations of random variables) and an interpreter describing how programs map inputs to outputs (a model connecting unknowns to observations). The inference task is to observe a set of input-output examples and infer the underlying program. TerpreT has two main benefits. First, it enables rapid exploration of a range of domains, program representations, and interpreter models. Second, it separates the model specification from the inference algorithm, allowing like-to-like comparisons between different approaches to inference. From a single TerpreT specification we automatically perform inference using four different back-ends. These are based on gradient descent, linear program (LP) relaxations for graphical models, discrete satisfiability solving, and the Sketch program synthesis system. We illustrate the value of TerpreT by developing several interpreter models and performing an empirical comparison between alternative inference algorithms. Our key empirical finding is that constraint solvers dominate the gradient descent and LP-based formulations. We conclude with suggestions for the machine learning community to make progress on program synthesis.
Alexander L. Gaunt, Marc Brockschmidt, Rishabh Singh, Nate Kushman, Pushmeet Kohli, Jonathan Taylor, Daniel Tarlow
null
1608.04428
null
null
Unbiased Learning-to-Rank with Biased Feedback
cs.IR cs.LG
Implicit feedback (e.g., clicks, dwell times, etc.) is an abundant source of data in human-interactive systems. While implicit feedback has many advantages (e.g., it is inexpensive to collect, user centric, and timely), its inherent biases are a key obstacle to its effective use. For example, position bias in search rankings strongly influences how many clicks a result receives, so that directly using click data as a training signal in Learning-to-Rank (LTR) methods yields sub-optimal results. To overcome this bias problem, we present a counterfactual inference framework that provides the theoretical basis for unbiased LTR via Empirical Risk Minimization despite biased data. Using this framework, we derive a Propensity-Weighted Ranking SVM for discriminative learning from implicit feedback, where click models take the role of the propensity estimator. In contrast to most conventional approaches to de-bias the data using click models, this allows training of ranking functions even in settings where queries do not repeat. Beyond the theoretical support, we show empirically that the proposed learning method is highly effective in dealing with biases, that it is robust to noise and propensity model misspecification, and that it scales efficiently. We also demonstrate the real-world applicability of our approach on an operational search engine, where it substantially improves retrieval performance.
Thorsten Joachims, Adith Swaminathan, Tobias Schnabel
null
1608.04468
null
null
Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm
stat.ML cs.LG
We propose a general purpose variational inference algorithm that forms a natural counterpart of gradient descent for optimization. Our method iteratively transports a set of particles to match the target distribution, by applying a form of functional gradient descent that minimizes the KL divergence. Empirical studies are performed on various real world models and datasets, on which our method is competitive with existing state-of-the-art methods. The derivation of our method is based on a new theoretical result that connects the derivative of KL divergence under smooth transforms with Stein's identity and a recently proposed kernelized Stein discrepancy, which is of independent interest.
Qiang Liu and Dilin Wang
null
1608.04471
null
null
A Geometrical Approach to Topic Model Estimation
stat.ME cs.LG stat.ML
In the probabilistic topic models, the quantity of interest---a low-rank matrix consisting of topic vectors---is hidden in the text corpus matrix, masked by noise, and the Singular Value Decomposition (SVD) is a potentially useful tool for learning such a low-rank matrix. However, the connection between this low-rank matrix and the singular vectors of the text corpus matrix are usually complicated and hard to spell out, so how to use SVD for learning topic models faces challenges. In this paper, we overcome the challenge by revealing a surprising insight: there is a low-dimensional simplex structure which can be viewed as a bridge between the low-rank matrix of interest and the SVD of the text corpus matrix, and allows us to conveniently reconstruct the former using the latter. Such an insight motivates a new SVD approach to learning topic models, which we analyze with delicate random matrix theory and derive the rate of convergence. We support our methods and theory numerically, using both simulated data and real data.
Zheng Tracy Ke
null
1608.04478
null
null
Dynamic Network Surgery for Efficient DNNs
cs.NE cs.CV cs.LG
Deep learning has become a ubiquitous technology to improve machine intelligence. However, most of the existing deep models are structurally very complex, making them difficult to be deployed on the mobile platforms with limited computational power. In this paper, we propose a novel network compression method called dynamic network surgery, which can remarkably reduce the network complexity by making on-the-fly connection pruning. Unlike the previous methods which accomplish this task in a greedy way, we properly incorporate connection splicing into the whole process to avoid incorrect pruning and make it as a continual network maintenance. The effectiveness of our method is proved with experiments. Without any accuracy loss, our method can efficiently compress the number of parameters in LeNet-5 and AlexNet by a factor of $\bm{108}\times$ and $\bm{17.7}\times$ respectively, proving that it outperforms the recent pruning method by considerable margins. Code and some models are available at https://github.com/yiwenguo/Dynamic-Network-Surgery.
Yiwen Guo, Anbang Yao, Yurong Chen
null
1608.04493
null
null
Fast Calculation of the Knowledge Gradient for Optimization of Deterministic Engineering Simulations
cs.CE cs.LG stat.ML
A novel efficient method for computing the Knowledge-Gradient policy for Continuous Parameters (KGCP) for deterministic optimization is derived. The differences with Expected Improvement (EI), a popular choice for Bayesian optimization of deterministic engineering simulations, are explored. Both policies and the Upper Confidence Bound (UCB) policy are compared on a number of benchmark functions including a problem from structural dynamics. It is empirically shown that KGCP has similar performance as the EI policy for many problems, but has better convergence properties for complex (multi-modal) optimization problems as it emphasizes more on exploration when the model is confident about the shape of optimal regions. In addition, the relationship between Maximum Likelihood Estimation (MLE) and slice sampling for estimation of the hyperparameters of the underlying models, and the complexity of the problem at hand, is studied.
Joachim van der Herten and Ivo Couckuyt and Dirk Deschrijver and Tom Dhaene
null
1608.0455
null
null
A novel transfer learning method based on common space mapping and weighted domain matching
cs.LG stat.ML
In this paper, we propose a novel learning framework for the problem of domain transfer learning. We map the data of two domains to one single common space, and learn a classifier in this common space. Then we adapt the common classifier to the two domains by adding two adaptive functions to it respectively. In the common space, the target domain data points are weighted and matched to the target domain in term of distributions. The weighting terms of source domain data points and the target domain classification responses are also regularized by the local reconstruction coefficients. The novel transfer learning framework is evaluated over some benchmark cross-domain data sets, and it outperforms the existing state-of-the-art transfer learning methods.
Ru-Ze Liang, Wei Xie, Weizhi Li, Hongqi Wang, Jim Jing-Yan Wang, Lisa Taylor
null
1608.04581
null
null
Conformalized density- and distance-based anomaly detection in time-series data
stat.AP cs.LG stat.ML
Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this paper we propose new conformalized density- and distance-based anomaly detection algorithms for a one-dimensional time-series data. The algorithms use a combination of a feature extraction method, an approach to assess a score whether a new observation differs significantly from a previously observed data, and a probabilistic interpretation of this score based on the conformal paradigm.
Evgeny Burnaev and Vladislav Ishimtsev
null
1608.04585
null
null
Training Echo State Networks with Regularization through Dimensionality Reduction
cs.NE cs.LG
In this paper we introduce a new framework to train an Echo State Network to predict real valued time-series. The method consists in projecting the output of the internal layer of the network on a space with lower dimensionality, before training the output layer to learn the target task. Notably, we enforce a regularization constraint that leads to better generalization capabilities. We evaluate the performances of our approach on several benchmark tests, using different techniques to train the readout of the network, achieving superior predictive performance when using the proposed framework. Finally, we provide an insight on the effectiveness of the implemented mechanics through a visualization of the trajectory in the phase space and relying on the methodologies of nonlinear time-series analysis. By applying our method on well known chaotic systems, we provide evidence that the lower dimensional embedding retains the dynamical properties of the underlying system better than the full-dimensional internal states of the network.
Sigurd L{\o}kse, Filippo Maria Bianchi and Robert Jenssen
10.1007/s12559-017-9450-z
1608.04622
null
null
Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-\L{}ojasiewicz Condition
cs.LG math.OC stat.CO stat.ML
In 1963, Polyak proposed a simple condition that is sufficient to show a global linear convergence rate for gradient descent. This condition is a special case of the \L{}ojasiewicz inequality proposed in the same year, and it does not require strong convexity (or even convexity). In this work, we show that this much-older Polyak-\L{}ojasiewicz (PL) inequality is actually weaker than the main conditions that have been explored to show linear convergence rates without strong convexity over the last 25 years. We also use the PL inequality to give new analyses of randomized and greedy coordinate descent methods, sign-based gradient descent methods, and stochastic gradient methods in the classic setting (with decreasing or constant step-sizes) as well as the variance-reduced setting. We further propose a generalization that applies to proximal-gradient methods for non-smooth optimization, leading to simple proofs of linear convergence of these methods. Along the way, we give simple convergence results for a wide variety of problems in machine learning: least squares, logistic regression, boosting, resilient backpropagation, L1-regularization, support vector machines, stochastic dual coordinate ascent, and stochastic variance-reduced gradient methods.
Hamed Karimi, Julie Nutini and Mark Schmidt
null
1608.04636
null
null
Enabling Factor Analysis on Thousand-Subject Neuroimaging Datasets
stat.ML cs.DC cs.LG
The scale of functional magnetic resonance image data is rapidly increasing as large multi-subject datasets are becoming widely available and high-resolution scanners are adopted. The inherent low-dimensionality of the information in this data has led neuroscientists to consider factor analysis methods to extract and analyze the underlying brain activity. In this work, we consider two recent multi-subject factor analysis methods: the Shared Response Model and Hierarchical Topographic Factor Analysis. We perform analytical, algorithmic, and code optimization to enable multi-node parallel implementations to scale. Single-node improvements result in 99x and 1812x speedups on these two methods, and enables the processing of larger datasets. Our distributed implementations show strong scaling of 3.3x and 5.5x respectively with 20 nodes on real datasets. We also demonstrate weak scaling on a synthetic dataset with 1024 subjects, on up to 1024 nodes and 32,768 cores.
Michael J. Anderson, Mihai Capot\u{a}, Javier S. Turek, Xia Zhu, Theodore L. Willke, Yida Wang, Po-Hsuan Chen, Jeremy R. Manning, Peter J. Ramadge, Kenneth A. Norman
10.1109/BigData.2016.7840719
1608.04647
null
null
Shape Constrained Tensor Decompositions using Sparse Representations in Over-Complete Libraries
stat.ML cs.LG stat.ME
We consider $N$-way data arrays and low-rank tensor factorizations where the time mode is coded as a sparse linear combination of temporal elements from an over-complete library. Our method, Shape Constrained Tensor Decomposition (SCTD) is based upon the CANDECOMP/PARAFAC (CP) decomposition which produces $r$-rank approximations of data tensors via outer products of vectors in each dimension of the data. By constraining the vector in the temporal dimension to known analytic forms which are selected from a large set of candidate functions, more readily interpretable decompositions are achieved and analytic time dependencies discovered. The SCTD method circumvents traditional {\em flattening} techniques where an $N$-way array is reshaped into a matrix in order to perform a singular value decomposition. A clear advantage of the SCTD algorithm is its ability to extract transient and intermittent phenomena which is often difficult for SVD-based methods. We motivate the SCTD method using several intuitively appealing results before applying it on a number of high-dimensional, real-world data sets in order to illustrate the efficiency of the algorithm in extracting interpretable spatio-temporal modes. With the rise of data-driven discovery methods, the decomposition proposed provides a viable technique for analyzing multitudes of data in a more comprehensible fashion.
Bethany Lusch, Eric C. Chi, J. Nathan Kutz
null
1608.04674
null
null
A Shallow High-Order Parametric Approach to Data Visualization and Compression
cs.AI cs.LG stat.ML
Explicit high-order feature interactions efficiently capture essential structural knowledge about the data of interest and have been used for constructing generative models. We present a supervised discriminative High-Order Parametric Embedding (HOPE) approach to data visualization and compression. Compared to deep embedding models with complicated deep architectures, HOPE generates more effective high-order feature mapping through an embarrassingly simple shallow model. Furthermore, two approaches to generating a small number of exemplars conveying high-order interactions to represent large-scale data sets are proposed. These exemplars in combination with the feature mapping learned by HOPE effectively capture essential data variations. Moreover, through HOPE, these exemplars are employed to increase the computational efficiency of kNN classification for fast information retrieval by thousands of times. For classification in two-dimensional embedding space on MNIST and USPS datasets, our shallow method HOPE with simple Sigmoid transformations significantly outperforms state-of-the-art supervised deep embedding models based on deep neural networks, and even achieved historically low test error rate of 0.65% in two-dimensional space on MNIST, which demonstrates the representational efficiency and power of supervised shallow models with high-order feature interactions.
Martin Renqiang Min, Hongyu Guo, Dongjin Song
null
1608.04689
null
null
A Data-Driven Approach to Estimating the Number of Clusters in Hierarchical Clustering
q-bio.QM cs.LG stat.ME
We propose two new methods for estimating the number of clusters in a hierarchical clustering framework in the hopes of creating a fully automated process with no human intervention. The methods are completely data-driven and require no input from the researcher, and as such are fully automated. They are quite easy to implement and not computationally intensive in the least. We analyze performance on several simulated data sets and the Biobase Gene Expression Set, comparing our methods to the established Gap statistic and Elbow methods and outperforming both in multi-cluster scenarios.
Antoine Zambelli
null
1608.047
null
null
Faster Sublinear Algorithms using Conditional Sampling
cs.DS cs.LG
A conditional sampling oracle for a probability distribution D returns samples from the conditional distribution of D restricted to a specified subset of the domain. A recent line of work (Chakraborty et al. 2013 and Cannone et al. 2014) has shown that having access to such a conditional sampling oracle requires only polylogarithmic or even constant number of samples to solve distribution testing problems like identity and uniformity. This significantly improves over the standard sampling model where polynomially many samples are necessary. Inspired by these results, we introduce a computational model based on conditional sampling to develop sublinear algorithms with exponentially faster runtimes compared to standard sublinear algorithms. We focus on geometric optimization problems over points in high dimensional Euclidean space. Access to these points is provided via a conditional sampling oracle that takes as input a succinct representation of a subset of the domain and outputs a uniformly random point in that subset. We study two well studied problems: k-means clustering and estimating the weight of the minimum spanning tree. In contrast to prior algorithms for the classic model, our algorithms have time, space and sample complexity that is polynomial in the dimension and polylogarithmic in the number of points. Finally, we comment on the applicability of the model and compare with existing ones like streaming, parallel and distributed computational models.
Themistoklis Gouleakis, Christos Tzamos and Manolis Zampetakis
null
1608.04759
null
null
Faster Principal Component Regression and Stable Matrix Chebyshev Approximation
stat.ML cs.DS cs.LG math.NA math.OC
We solve principal component regression (PCR), up to a multiplicative accuracy $1+\gamma$, by reducing the problem to $\tilde{O}(\gamma^{-1})$ black-box calls of ridge regression. Therefore, our algorithm does not require any explicit construction of the top principal components, and is suitable for large-scale PCR instances. In contrast, previous result requires $\tilde{O}(\gamma^{-2})$ such black-box calls. We obtain this result by developing a general stable recurrence formula for matrix Chebyshev polynomials, and a degree-optimal polynomial approximation to the matrix sign function. Our techniques may be of independent interests, especially when designing iterative methods.
Zeyuan Allen-Zhu and Yuanzhi Li
null
1608.04773
null
null
Application of multiview techniques to NHANES dataset
cs.LG stat.ML
Disease prediction or classification using health datasets involve using well-known predictors associated with the disease as features for the models. This study considers multiple data components of an individual's health, using the relationship between variables to generate features that may improve the performance of disease classification models. In order to capture information from different aspects of the data, this project uses a multiview learning approach, using Canonical Correlation Analysis (CCA), a technique that finds projections with maximum correlations between two data views. Data categories collected from the NHANES survey (1999-2014) are used as views to learn the multiview representations. The usefulness of the representations is demonstrated by applying them as features in a Diabetes classification task.
Aileme Omogbai
null
1608.04783
null
null
Modelling Student Behavior using Granular Large Scale Action Data from a MOOC
cs.CY cs.LG
Digital learning environments generate a precise record of the actions learners take as they interact with learning materials and complete exercises towards comprehension. With this high quantity of sequential data comes the potential to apply time series models to learn about underlying behavioral patterns and trends that characterize successful learning based on the granular record of student actions. There exist several methods for looking at longitudinal, sequential data like those recorded from learning environments. In the field of language modelling, traditional n-gram techniques and modern recurrent neural network (RNN) approaches have been applied to algorithmically find structure in language and predict the next word given the previous words in the sentence or paragraph as input. In this paper, we draw an analogy to this work by treating student sequences of resource views and interactions in a MOOC as the inputs and predicting students' next interaction as outputs. In this study, we train only on students who received a certificate of completion. In doing so, the model could potentially be used for recommendation of sequences eventually leading to success, as opposed to perpetuating unproductive behavior. Given that the MOOC used in our study had over 3,500 unique resources, predicting the exact resource that a student will interact with next might appear to be a difficult classification problem. We find that simply following the syllabus (built-in structure of the course) gives on average 23% accuracy in making this prediction, followed by the n-gram method with 70.4%, and RNN based methods with 72.2%. This research lays the ground work for recommendation in a MOOC and other digital learning environments where high volumes of sequential data exist.
Steven Tang, Joshua C. Peterson, Zachary A. Pardos
null
1608.04789
null
null
Scalable Learning of Non-Decomposable Objectives
stat.ML cs.LG
Modern retrieval systems are often driven by an underlying machine learning model. The goal of such systems is to identify and possibly rank the few most relevant items for a given query or context. Thus, such systems are typically evaluated using a ranking-based performance metric such as the area under the precision-recall curve, the $F_\beta$ score, precision at fixed recall, etc. Obviously, it is desirable to train such systems to optimize the metric of interest. In practice, due to the scalability limitations of existing approaches for optimizing such objectives, large-scale retrieval systems are instead trained to maximize classification accuracy, in the hope that performance as measured via the true objective will also be favorable. In this work we present a unified framework that, using straightforward building block bounds, allows for highly scalable optimization of a wide range of ranking-based objectives. We demonstrate the advantage of our approach on several real-life retrieval problems that are significantly larger than those considered in the literature, while achieving substantial improvement in performance over the accuracy-objective baseline.
Elad ET. Eban, Mariano Schain, Alan Mackey, Ariel Gordon, Rif A. Saurous, Gal Elidan
null
1608.04802
null
null
Outlier Detection on Mixed-Type Data: An Energy-based Approach
stat.ML cs.LG
Outlier detection amounts to finding data points that differ significantly from the norm. Classic outlier detection methods are largely designed for single data type such as continuous or discrete. However, real world data is increasingly heterogeneous, where a data point can have both discrete and continuous attributes. Handling mixed-type data in a disciplined way remains a great challenge. In this paper, we propose a new unsupervised outlier detection method for mixed-type data based on Mixed-variate Restricted Boltzmann Machine (Mv.RBM). The Mv.RBM is a principled probabilistic method that models data density. We propose to use \emph{free-energy} derived from Mv.RBM as outlier score to detect outliers as those data points lying in low density regions. The method is fast to learn and compute, is scalable to massive datasets. At the same time, the outlier score is identical to data negative log-density up-to an additive constant. We evaluate the proposed method on synthetic and real-world datasets and demonstrate that (a) a proper handling mixed-types is necessary in outlier detection, and (b) free-energy of Mv.RBM is a powerful and efficient outlier scoring method, which is highly competitive against state-of-the-arts.
Kien Do, Truyen Tran, Dinh Phung and Svetha Venkatesh
null
1608.0483
null
null
Dynamic Collaborative Filtering with Compound Poisson Factorization
cs.LG cs.AI stat.ML
Model-based collaborative filtering analyzes user-item interactions to infer latent factors that represent user preferences and item characteristics in order to predict future interactions. Most collaborative filtering algorithms assume that these latent factors are static, although it has been shown that user preferences and item perceptions drift over time. In this paper, we propose a conjugate and numerically stable dynamic matrix factorization (DCPF) based on compound Poisson matrix factorization that models the smoothly drifting latent factors using Gamma-Markov chains. We propose a numerically stable Gamma chain construction, and then present a stochastic variational inference approach to estimate the parameters of our model. We apply our model to time-stamped ratings data sets: Netflix, Yelp, and Last.fm, where DCPF achieves a higher predictive accuracy than state-of-the-art static and dynamic factorization models.
Ghassen Jerfel, Mehmet E. Basbug, Barbara E. Engelhardt
null
1608.04839
null
null
A Convolutional Autoencoder for Multi-Subject fMRI Data Aggregation
stat.ML cs.AI cs.CV cs.LG
Finding the most effective way to aggregate multi-subject fMRI data is a long-standing and challenging problem. It is of increasing interest in contemporary fMRI studies of human cognition due to the scarcity of data per subject and the variability of brain anatomy and functional response across subjects. Recent work on latent factor models shows promising results in this task but this approach does not preserve spatial locality in the brain. We examine two ways to combine the ideas of a factor model and a searchlight based analysis to aggregate multi-subject fMRI data while preserving spatial locality. We first do this directly by combining a recent factor method known as a shared response model with searchlight analysis. Then we design a multi-view convolutional autoencoder for the same task. Both approaches preserve spatial locality and have competitive or better performance compared with standard searchlight analysis and the shared response model applied across the whole brain. We also report a system design to handle the computational challenge of training the convolutional autoencoder.
Po-Hsuan Chen, Xia Zhu, Hejia Zhang, Javier S. Turek, Janice Chen, Theodore L. Willke, Uri Hasson, Peter J. Ramadge
null
1608.04846
null
null
Hard Clusters Maximize Mutual Information
cs.IT cs.IR cs.LG math.IT
In this paper, we investigate mutual information as a cost function for clustering, and show in which cases hard, i.e., deterministic, clusters are optimal. Using convexity properties of mutual information, we show that certain formulations of the information bottleneck problem are solved by hard clusters. Similarly, hard clusters are optimal for the information-theoretic co-clustering problem that deals with simultaneous clustering of two dependent data sets. If both data sets have to be clustered using the same cluster assignment, hard clusters are not optimal in general. We point at interesting and practically relevant special cases of this so-called pairwise clustering problem, for which we can either prove or have evidence that hard clusters are optimal. Our results thus show that one can relax the otherwise combinatorial hard clustering problem to a real-valued optimization problem with the same global optimum.
Bernhard C. Geiger, Rana Ali Amjad
null
1608.04872
null
null
Reinforcement Learning algorithms for regret minimization in structured Markov Decision Processes
cs.LG
A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation research and optimal control, the optimal policy of the underlying Markov Decision Process (MDP) is characterized by a known structure. The current state of the art algorithms do not utilize this known structure of the optimal policy while minimizing regret. In this work, we develop new RL algorithms that exploit the structure of the optimal policy to minimize regret. Numerical experiments on MDPs with structured optimal policies show that our algorithms have better performance, are easy to implement, have a smaller run-time and require less number of random number generations.
K J Prabuchandran, Tejas Bodas and Theja Tulabandhula
null
1608.04929
null
null
Mollifying Networks
cs.LG cs.NE
The optimization of deep neural networks can be more challenging than traditional convex optimization problems due to the highly non-convex nature of the loss function, e.g. it can involve pathological landscapes such as saddle-surfaces that can be difficult to escape for algorithms based on simple gradient descent. In this paper, we attack the problem of optimization of highly non-convex neural networks by starting with a smoothed -- or \textit{mollified} -- objective function that gradually has a more non-convex energy landscape during the training. Our proposition is inspired by the recent studies in continuation methods: similar to curriculum methods, we begin learning an easier (possibly convex) objective function and let it evolve during the training, until it eventually goes back to being the original, difficult to optimize, objective function. The complexity of the mollified networks is controlled by a single hyperparameter which is annealed during the training. We show improvements on various difficult optimization tasks and establish a relationship with recent works on continuation methods for neural networks and mollifiers.
Caglar Gulcehre, Marcin Moczulski, Francesco Visin, Yoshua Bengio
null
1608.0498
null
null
An image compression and encryption scheme based on deep learning
cs.CV cs.LG cs.MM
Stacked Auto-Encoder (SAE) is a kind of deep learning algorithm for unsupervised learning. Which has multi layers that project the vector representation of input data into a lower vector space. These projection vectors are dense representations of the input data. As a result, SAE can be used for image compression. Using chaotic logistic map, the compression ones can further be encrypted. In this study, an application of image compression and encryption is suggested using SAE and chaotic logistic map. Experiments show that this application is feasible and effective. It can be used for image transmission and image protection on internet simultaneously.
Fei Hu, Changjiu Pu, Haowei Gao, Mengzi Tang and Li Li
null
1608.05001
null
null
BBQ-Networks: Efficient Exploration in Deep Reinforcement Learning for Task-Oriented Dialogue Systems
cs.LG cs.NE stat.ML
We present a new algorithm that significantly improves the efficiency of exploration for deep Q-learning agents in dialogue systems. Our agents explore via Thompson sampling, drawing Monte Carlo samples from a Bayes-by-Backprop neural network. Our algorithm learns much faster than common exploration strategies such as $\epsilon$-greedy, Boltzmann, bootstrapping, and intrinsic-reward-based ones. Additionally, we show that spiking the replay buffer with experiences from just a few successful episodes can make Q-learning feasible when it might otherwise fail.
Zachary C. Lipton, Xiujun Li, Jianfeng Gao, Lihong Li, Faisal Ahmed, Li Deng
null
1608.05081
null
null
A Bayesian Network approach to County-Level Corn Yield Prediction using historical data and expert knowledge
cs.LG stat.AP stat.ML
Crop yield forecasting is the methodology of predicting crop yields prior to harvest. The availability of accurate yield prediction frameworks have enormous implications from multiple standpoints, including impact on the crop commodity futures markets, formulation of agricultural policy, as well as crop insurance rating. The focus of this work is to construct a corn yield predictor at the county scale. Corn yield (forecasting) depends on a complex, interconnected set of variables that include economic, agricultural, management and meteorological factors. Conventional forecasting is either knowledge-based computer programs (that simulate plant-weather-soil-management interactions) coupled with targeted surveys or statistical model based. The former is limited by the need for painstaking calibration, while the latter is limited to univariate analysis or similar simplifying assumptions that fail to capture the complex interdependencies affecting yield. In this paper, we propose a data-driven approach that is "gray box" i.e. that seamlessly utilizes expert knowledge in constructing a statistical network model for corn yield forecasting. Our multivariate gray box model is developed on Bayesian network analysis to build a Directed Acyclic Graph (DAG) between predictors and yield. Starting from a complete graph connecting various carefully chosen variables and yield, expert knowledge is used to prune or strengthen edges connecting variables. Subsequently the structure (connectivity and edge weights) of the DAG that maximizes the likelihood of observing the training data is identified via optimization. We curated an extensive set of historical data (1948-2012) for each of the 99 counties in Iowa as data to train the model.
Vikas Chawla, Hsiang Sing Naik, Adedotun Akintayo, Dermot Hayes, Patrick Schnable, Baskar Ganapathysubramanian, Soumik Sarkar
null
1608.05127
null
null
Conditional Sparse Linear Regression
cs.LG cs.DS stat.ML
Machine learning and statistics typically focus on building models that capture the vast majority of the data, possibly ignoring a small subset of data as "noise" or "outliers." By contrast, here we consider the problem of jointly identifying a significant (but perhaps small) segment of a population in which there is a highly sparse linear regression fit, together with the coefficients for the linear fit. We contend that such tasks are of interest both because the models themselves may be able to achieve better predictions in such special cases, but also because they may aid our understanding of the data. We give algorithms for such problems under the sup norm, when this unknown segment of the population is described by a k-DNF condition and the regression fit is s-sparse for constant k and s. For the variants of this problem when the regression fit is not so sparse or using expected error, we also give a preliminary algorithm and highlight the question as a challenge for future work.
Brendan Juba
null
1608.05152
null
null
A Bayesian Nonparametric Approach for Estimating Individualized Treatment-Response Curves
cs.LG stat.ML
We study the problem of estimating the continuous response over time to interventions using observational time series---a retrospective dataset where the policy by which the data are generated is unknown to the learner. We are motivated by applications where response varies by individuals and therefore, estimating responses at the individual-level is valuable for personalizing decision-making. We refer to this as the problem of estimating individualized treatment response (ITR) curves. In statistics, G-computation formula (Robins, 1986) has been commonly used for estimating treatment responses from observational data containing sequential treatment assignments. However, past studies have focused predominantly on obtaining point-in-time estimates at the population level. We leverage the G-computation formula and develop a novel Bayesian nonparametric (BNP) method that can flexibly model functional data and provide posterior inference over the treatment response curves at both the individual and population level. On a challenging dataset containing time series from patients admitted to a hospital, we estimate responses to treatments used in managing kidney function and show that the resulting fits are more accurate than alternative approaches. Accurate methods for obtaining ITRs from observational data can dramatically accelerate the pace at which personalized treatment plans become possible.
Yanbo Xu, Yanxun Xu and Suchi Saria
null
1608.05182
null
null
Active Learning for Approximation of Expensive Functions with Normal Distributed Output Uncertainty
cs.LG stat.ML
When approximating a black-box function, sampling with active learning focussing on regions with non-linear responses tends to improve accuracy. We present the FLOLA-Voronoi method introduced previously for deterministic responses, and theoretically derive the impact of output uncertainty. The algorithm automatically puts more emphasis on exploration to provide more information to the models.
Joachim van der Herten and Ivo Couckuyt and Dirk Deschrijver and Tom Dhaene
null
1608.05225
null
null
Parameter Learning for Log-supermodular Distributions
stat.ML cs.LG
We consider log-supermodular models on binary variables, which are probabilistic models with negative log-densities which are submodular. These models provide probabilistic interpretations of common combinatorial optimization tasks such as image segmentation. In this paper, we focus primarily on parameter estimation in the models from known upper-bounds on the intractable log-partition function. We show that the bound based on separable optimization on the base polytope of the submodular function is always inferior to a bound based on "perturb-and-MAP" ideas. Then, to learn parameters, given that our approximation of the log-partition function is an expectation (over our own randomization), we use a stochastic subgradient technique to maximize a lower-bound on the log-likelihood. This can also be extended to conditional maximum likelihood. We illustrate our new results in a set of experiments in binary image denoising, where we highlight the flexibility of a probabilistic model to learn with missing data.
Tatiana Shpakova and Francis Bach
null
1608.05258
null
null
A Tight Convex Upper Bound on the Likelihood of a Finite Mixture
cs.LG stat.ML
The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we ask: is it possible to assess how far we are from the global maximum of the likelihood? Since the likelihood of a finite mixture model can grow unboundedly by centering a Gaussian on a single datapoint and shrinking the covariance, we constrain the problem by assuming that the parameters of the individual models are members of a large discrete set (e.g. estimating a mixture of two Gaussians where the means and variances of both Gaussians are members of a set of a million possible means and variances). For this setting we show that a simple upper bound on the likelihood can be computed using convex optimization and we analyze conditions under which the bound is guaranteed to be tight. This bound can then be used to assess the quality of solutions found by EM (where the final result is projected on the discrete set) or any other mixture estimation algorithm. For any dataset our method allows us to find a finite mixture model together with a dataset-specific bound on how far the likelihood of this mixture is from the global optimum of the likelihood
Elad Mezuman and Yair Weiss
null
1608.05275
null
null
Caveats on Bayesian and hidden-Markov models (v2.8)
cs.LG
This paper describes a number of fundamental and practical problems in the application of hidden-Markov models and Bayes when applied to cursive-script recognition. Several problems, however, will have an effect in other application areas. The most fundamental problem is the propagation of error in the product of probabilities. This is a common and pervasive problem which deserves more attention. On the basis of Monte Carlo modeling, tables for the expected relative error are given. It seems that it is distributed according to a continuous Poisson distribution over log probabilities. A second essential problem is related to the appropriateness of the Markov assumption. Basic tests will reveal whether a problem requires modeling of the stochastics of seriality, at all. Examples are given of lexical encodings which cover 95-99% classification accuracy of a lexicon, with removed sequence information, for several European languages. Finally, a summary of results on a non- Bayes, non-Markov method in handwriting recognition are presented, with very acceptable results and minimal modeling or training requirements using nearest-mean classification.
Lambert Schomaker
null
1608.05277
null
null
Decoupled Neural Interfaces using Synthetic Gradients
cs.LG
Training directed neural networks typically requires forward-propagating data through a computation graph, followed by backpropagating error signal, to produce weight updates. All layers, or more generally, modules, of the network are therefore locked, in the sense that they must wait for the remainder of the network to execute forwards and propagate error backwards before they can be updated. In this work we break this constraint by decoupling modules by introducing a model of the future computation of the network graph. These models predict what the result of the modelled subgraph will produce using only local information. In particular we focus on modelling error gradients: by using the modelled synthetic gradient in place of true backpropagated error gradients we decouple subgraphs, and can update them independently and asynchronously i.e. we realise decoupled neural interfaces. We show results for feed-forward models, where every layer is trained asynchronously, recurrent neural networks (RNNs) where predicting one's future gradient extends the time over which the RNN can effectively model, and also a hierarchical RNN system with ticking at different timescales. Finally, we demonstrate that in addition to predicting gradients, the same framework can be used to predict inputs, resulting in models which are decoupled in both the forward and backwards pass -- amounting to independent networks which co-learn such that they can be composed into a single functioning corporation.
Max Jaderberg, Wojciech Marian Czarnecki, Simon Osindero, Oriol Vinyals, Alex Graves, David Silver, Koray Kavukcuoglu
null
1608.05343
null
null
Probabilistic Data Analysis with Probabilistic Programming
cs.AI cs.LG stat.ML
Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends directed graphical models and can be used to describe and compose a broad class of probabilistic data analysis techniques. Examples include hierarchical Bayesian models, multivariate kernel methods, discriminative machine learning, clustering algorithms, dimensionality reduction, and arbitrary probabilistic programs. We also demonstrate the integration of CGPMs into BayesDB, a probabilistic programming platform that can express data analysis tasks using a modeling language and a structured query language. The practical value is illustrated in two ways. First, CGPMs are used in an analysis that identifies satellite data records which probably violate Kepler's Third Law, by composing causal probabilistic programs with non-parametric Bayes in under 50 lines of probabilistic code. Second, for several representative data analysis tasks, we report on lines of code and accuracy measurements of various CGPMs, plus comparisons with standard baseline solutions from Python and MATLAB libraries.
Feras Saad, Vikash Mansinghka
null
1608.05347
null
null
Distributed Optimization of Convex Sum of Non-Convex Functions
cs.DC cs.LG math.OC
We present a distributed solution to optimizing a convex function composed of several non-convex functions. Each non-convex function is privately stored with an agent while the agents communicate with neighbors to form a network. We show that coupled consensus and projected gradient descent algorithm proposed in [1] can optimize convex sum of non-convex functions under an additional assumption on gradient Lipschitzness. We further discuss the applications of this analysis in improving privacy in distributed optimization.
Shripad Gade and Nitin H. Vaidya
null
1608.05401
null
null
Iterative Views Agreement: An Iterative Low-Rank based Structured Optimization Method to Multi-View Spectral Clustering
cs.LG stat.ML
Multi-view spectral clustering, which aims at yielding an agreement or consensus data objects grouping across multi-views with their graph laplacian matrices, is a fundamental clustering problem. Among the existing methods, Low-Rank Representation (LRR) based method is quite superior in terms of its effectiveness, intuitiveness and robustness to noise corruptions. However, it aggressively tries to learn a common low-dimensional subspace for multi-view data, while inattentively ignoring the local manifold structure in each view, which is critically important to the spectral clustering; worse still, the low-rank minimization is enforced to achieve the data correlation consensus among all views, failing to flexibly preserve the local manifold structure for each view. In this paper, 1) we propose a multi-graph laplacian regularized LRR with each graph laplacian corresponding to one view to characterize its local manifold structure. 2) Instead of directly enforcing the low-rank minimization among all views for correlation consensus, we separately impose low-rank constraint on each view, coupled with a mutual structural consensus constraint, where it is able to not only well preserve the local manifold structure but also serve as a constraint for that from other views, which iteratively makes the views more agreeable. Extensive experiments on real-world multi-view data sets demonstrate its superiority.
Yang Wang, Wenjie Zhang, Lin Wu, Xuemin Lin, Meng Fang, Shirui Pan
null
1608.0556
null
null
Unsupervised Feature Selection Based on the Morisita Estimator of Intrinsic Dimension
stat.ML cs.LG
This paper deals with a new filter algorithm for selecting the smallest subset of features carrying all the information content of a data set (i.e. for removing redundant features). It is an advanced version of the fractal dimension reduction technique, and it relies on the recently introduced Morisita estimator of Intrinsic Dimension (ID). Here, the ID is used to quantify dependencies between subsets of features, which allows the effective processing of highly non-linear data. The proposed algorithm is successfully tested on simulated and real world case studies. Different levels of sample size and noise are examined along with the variability of the results. In addition, a comprehensive procedure based on random forests shows that the data dimensionality is significantly reduced by the algorithm without loss of relevant information. And finally, comparisons with benchmark feature selection techniques demonstrate the promising performance of this new filter.
Jean Golay and Mikhail Kanevski
null
1608.05581
null
null
A Strongly Quasiconvex PAC-Bayesian Bound
cs.LG stat.ML
We propose a new PAC-Bayesian bound and a way of constructing a hypothesis space, so that the bound is convex in the posterior distribution and also convex in a trade-off parameter between empirical performance of the posterior distribution and its complexity. The complexity is measured by the Kullback-Leibler divergence to a prior. We derive an alternating procedure for minimizing the bound. We show that the bound can be rewritten as a one-dimensional function of the trade-off parameter and provide sufficient conditions under which the function has a single global minimum. When the conditions are satisfied the alternating minimization is guaranteed to converge to the global minimum of the bound. We provide experimental results demonstrating that rigorous minimization of the bound is competitive with cross-validation in tuning the trade-off between complexity and empirical performance. In all our experiments the trade-off turned to be quasiconvex even when the sufficient conditions were violated.
Niklas Thiemann and Christian Igel and Olivier Wintenberger and Yevgeny Seldin
null
1608.0561
null
null
Operator-Valued Bochner Theorem, Fourier Feature Maps for Operator-Valued Kernels, and Vector-Valued Learning
cs.LG
This paper presents a framework for computing random operator-valued feature maps for operator-valued positive definite kernels. This is a generalization of the random Fourier features for scalar-valued kernels to the operator-valued case. Our general setting is that of operator-valued kernels corresponding to RKHS of functions with values in a Hilbert space. We show that in general, for a given kernel, there are potentially infinitely many random feature maps, which can be bounded or unbounded. Most importantly, given a kernel, we present a general, closed form formula for computing a corresponding probability measure, which is required for the construction of the Fourier features, and which, unlike the scalar case, is not uniquely and automatically determined by the kernel. We also show that, under appropriate conditions, random bounded feature maps can always be computed. Furthermore, we show the uniform convergence, under the Hilbert-Schmidt norm, of the resulting approximate kernel to the exact kernel on any compact subset of Euclidean space. Our convergence requires differentiable kernels, an improvement over the twice-differentiability requirement in previous work in the scalar setting. We then show how operator-valued feature maps and their approximations can be employed in a general vector-valued learning framework. The mathematical formulation is illustrated by numerical examples on matrix-valued kernels.
Ha Quang Minh
null
1608.05639
null
null
RETAIN: An Interpretable Predictive Model for Healthcare using Reverse Time Attention Mechanism
cs.LG cs.AI cs.NE
Accuracy and interpretability are two dominant features of successful predictive models. Typically, a choice must be made in favor of complex black box models such as recurrent neural networks (RNN) for accuracy versus less accurate but more interpretable traditional models such as logistic regression. This tradeoff poses challenges in medicine where both accuracy and interpretability are important. We addressed this challenge by developing the REverse Time AttentIoN model (RETAIN) for application to Electronic Health Records (EHR) data. RETAIN achieves high accuracy while remaining clinically interpretable and is based on a two-level neural attention model that detects influential past visits and significant clinical variables within those visits (e.g. key diagnoses). RETAIN mimics physician practice by attending the EHR data in a reverse time order so that recent clinical visits are likely to receive higher attention. RETAIN was tested on a large health system EHR dataset with 14 million visits completed by 263K patients over an 8 year period and demonstrated predictive accuracy and computational scalability comparable to state-of-the-art methods such as RNN, and ease of interpretability comparable to traditional models.
Edward Choi, Mohammad Taha Bahadori, Joshua A. Kulas, Andy Schuetz, Walter F. Stewart, Jimeng Sun
null
1608.05745
null
null
Solving a Mixture of Many Random Linear Equations by Tensor Decomposition and Alternating Minimization
cs.LG cs.IT math.IT math.ST stat.ML stat.TH
We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels (which sample corresponds to which model) are not observed. We give a tractable algorithm for the mixed linear equation problem, and show that under some technical conditions, our algorithm is guaranteed to solve the problem exactly with sample complexity linear in the dimension, and polynomial in $k$, the number of components. Previous approaches have required either exponential dependence on $k$, or super-linear dependence on the dimension. The proposed algorithm is a combination of tensor decomposition and alternating minimization. Our analysis involves proving that the initialization provided by the tensor method allows alternating minimization, which is equivalent to EM in our setting, to converge to the global optimum at a linear rate.
Xinyang Yi, Constantine Caramanis, Sujay Sanghavi
null
1608.05749
null
null
Fast estimation of approximate matrix ranks using spectral densities
cs.NA cs.LG math.NA
In many machine learning and data related applications, it is required to have the knowledge of approximate ranks of large data matrices at hand. In this paper, we present two computationally inexpensive techniques to estimate the approximate ranks of such large matrices. These techniques exploit approximate spectral densities, popular in physics, which are probability density distributions that measure the likelihood of finding eigenvalues of the matrix at a given point on the real line. Integrating the spectral density over an interval gives the eigenvalue count of the matrix in that interval. Therefore the rank can be approximated by integrating the spectral density over a carefully selected interval. Two different approaches are discussed to estimate the approximate rank, one based on Chebyshev polynomials and the other based on the Lanczos algorithm. In order to obtain the appropriate interval, it is necessary to locate a gap between the eigenvalues that correspond to noise and the relevant eigenvalues that contribute to the matrix rank. A method for locating this gap and selecting the interval of integration is proposed based on the plot of the spectral density. Numerical experiments illustrate the performance of these techniques on matrices from typical applications.
Shashanka Ubaru, Yousef Saad, Abd-Krim Seghouane
10.1162/NECO_a_00951
1608.05754
null
null
Analysis of Bayesian Classification based Approaches for Android Malware Detection
cs.CR cs.LG
Mobile malware has been growing in scale and complexity spurred by the unabated uptake of smartphones worldwide. Android is fast becoming the most popular mobile platform resulting in sharp increase in malware targeting the platform. Additionally, Android malware is evolving rapidly to evade detection by traditional signature-based scanning. Despite current detection measures in place, timely discovery of new malware is still a critical issue. This calls for novel approaches to mitigate the growing threat of zero-day Android malware. Hence, in this paper we develop and analyze proactive Machine Learning approaches based on Bayesian classification aimed at uncovering unknown Android malware via static analysis. The study, which is based on a large malware sample set of majority of the existing families, demonstrates detection capabilities with high accuracy. Empirical results and comparative analysis are presented offering useful insight towards development of effective static-analytic Bayesian classification based solutions for detecting unknown Android malware.
Suleiman Y. Yerima, Sakir Sezer, Gavin McWilliams
10.1049/iet-ifs.2013.0095
1608.05812
null
null
Online Feature Selection with Group Structure Analysis
cs.CV cs.LG stat.ML
Online selection of dynamic features has attracted intensive interest in recent years. However, existing online feature selection methods evaluate features individually and ignore the underlying structure of feature stream. For instance, in image analysis, features are generated in groups which represent color, texture and other visual information. Simply breaking the group structure in feature selection may degrade performance. Motivated by this fact, we formulate the problem as an online group feature selection. The problem assumes that features are generated individually but there are group structure in the feature stream. To the best of our knowledge, this is the first time that the correlation among feature stream has been considered in the online feature selection process. To solve this problem, we develop a novel online group feature selection method named OGFS. Our proposed approach consists of two stages: online intra-group selection and online inter-group selection. In the intra-group selection, we design a criterion based on spectral analysis to select discriminative features in each group. In the inter-group selection, we utilize a linear regression model to select an optimal subset. This two-stage procedure continues until there are no more features arriving or some predefined stopping conditions are met. %Our method has been applied Finally, we apply our method to multiple tasks including image classification %, face verification and face verification. Extensive empirical studies performed on real-world and benchmark data sets demonstrate that our method outperforms other state-of-the-art online feature selection %method methods.
Jing Wang and Meng Wang and Peipei Li and Luoqi Liu and Zhongqiu Zhao and Xuegang Hu and Xindong Wu
10.1109/TKDE.2015.2441716
1608.05889
null
null
Probabilistic Knowledge Graph Construction: Compositional and Incremental Approaches
stat.ML cs.AI cs.LG
Knowledge graph construction consists of two tasks: extracting information from external resources (knowledge population) and inferring missing information through a statistical analysis on the extracted information (knowledge completion). In many cases, insufficient external resources in the knowledge population hinder the subsequent statistical inference. The gap between these two processes can be reduced by an incremental population approach. We propose a new probabilistic knowledge graph factorisation method that benefits from the path structure of existing knowledge (e.g. syllogism) and enables a common modelling approach to be used for both incremental population and knowledge completion tasks. More specifically, the probabilistic formulation allows us to develop an incremental population algorithm that trades off exploitation-exploration. Experiments on three benchmark datasets show that the balanced exploitation-exploration helps the incremental population, and the additional path structure helps to predict missing information in knowledge completion.
Dongwoo Kim, Lexing Xie, Cheng Soon Ong
10.1145/2983323.2983677
1608.05921
null
null
Distributed Representations for Biological Sequence Analysis
cs.LG q-bio.QM
Biological sequence comparison is a key step in inferring the relatedness of various organisms and the functional similarity of their components. Thanks to the Next Generation Sequencing efforts, an abundance of sequence data is now available to be processed for a range of bioinformatics applications. Embedding a biological sequence over a nucleotide or amino acid alphabet in a lower dimensional vector space makes the data more amenable for use by current machine learning tools, provided the quality of embedding is high and it captures the most meaningful information of the original sequences. Motivated by recent advances in the text document embedding literature, we present a new method, called seq2vec, to represent a complete biological sequence in an Euclidean space. The new representation has the potential to capture the contextual information of the original sequence necessary for sequence comparison tasks. We test our embeddings with protein sequence classification and retrieval tasks and demonstrate encouraging outcomes.
Dhananjay Kimothi, Akshay Soni, Pravesh Biyani, James M. Hogan
null
1608.05949
null
null
Inverting Variational Autoencoders for Improved Generative Accuracy
cs.LG stat.ML
Recent advances in semi-supervised learning with deep generative models have shown promise in generalizing from small labeled datasets ($\mathbf{x},\mathbf{y}$) to large unlabeled ones ($\mathbf{x}$). In the case where the codomain has known structure, a large unfeatured dataset ($\mathbf{y}$) is potentially available. We develop a parameter-efficient, deep semi-supervised generative model for the purpose of exploiting this untapped data source. Empirical results show improved performance in disentangling latent variable semantics as well as improved discriminative prediction on Martian spectroscopic and handwritten digit domains.
Ian Gemp, Ishan Durugkar, Mario Parente, M. Darby Dyar, Sridhar Mahadevan
null
1608.05983
null
null
A Non-convex One-Pass Framework for Generalized Factorization Machine and Rank-One Matrix Sensing
stat.ML cs.LG
We develop an efficient alternating framework for learning a generalized version of Factorization Machine (gFM) on steaming data with provable guarantees. When the instances are sampled from $d$ dimensional random Gaussian vectors and the target second order coefficient matrix in gFM is of rank $k$, our algorithm converges linearly, achieves $O(\epsilon)$ recovery error after retrieving $O(k^{3}d\log(1/\epsilon))$ training instances, consumes $O(kd)$ memory in one-pass of dataset and only requires matrix-vector product operations in each iteration. The key ingredient of our framework is a construction of an estimation sequence endowed with a so-called Conditionally Independent RIP condition (CI-RIP). As special cases of gFM, our framework can be applied to symmetric or asymmetric rank-one matrix sensing problems, such as inductive matrix completion and phase retrieval.
Ming Lin and Jieping Ye
null
1608.05995
null
null
Distributed Probabilistic Bisection Search using Social Learning
cs.SI cs.LG cs.MA
We present a novel distributed probabilistic bisection algorithm using social learning with application to target localization. Each agent in the network first constructs a query about the target based on its local information and obtains a noisy response. Agents then perform a Bayesian update of their beliefs followed by an averaging of the log beliefs over local neighborhoods. This two stage algorithm consisting of repeated querying and averaging runs until convergence. We derive bounds on the rate of convergence of the beliefs at the correct target location. Numerical simulations show that our method outperforms current state of the art methods.
Athanasios Tsiligkaridis and Theodoros Tsiligkaridis
null
1608.06007
null
null
Feedback-Controlled Sequential Lasso Screening
cs.LG cs.AI cs.CV stat.ML
One way to solve lasso problems when the dictionary does not fit into available memory is to first screen the dictionary to remove unneeded features. Prior research has shown that sequential screening methods offer the greatest promise in this endeavor. Most existing work on sequential screening targets the context of tuning parameter selection, where one screens and solves a sequence of $N$ lasso problems with a fixed grid of geometrically spaced regularization parameters. In contrast, we focus on the scenario where a target regularization parameter has already been chosen via cross-validated model selection, and we then need to solve many lasso instances using this fixed value. In this context, we propose and explore a feedback controlled sequential screening scheme. Feedback is used at each iteration to select the next problem to be solved. This allows the sequence of problems to be adapted to the instance presented and the number of intermediate problems to be automatically selected. We demonstrate our feedback scheme using several datasets including a dictionary of approximate size 100,000 by 300,000.
Yun Wang, Xu Chen and Peter J. Ramadge
null
1608.0601
null
null
The Symmetry of a Simple Optimization Problem in Lasso Screening
cs.LG cs.AI cs.CV stat.ML
Recently dictionary screening has been proposed as an effective way to improve the computational efficiency of solving the lasso problem, which is one of the most commonly used method for learning sparse representations. To address today's ever increasing large dataset, effective screening relies on a tight region bound on the solution to the dual lasso. Typical region bounds are in the form of an intersection of a sphere and multiple half spaces. One way to tighten the region bound is using more half spaces, which however, adds to the overhead of solving the high dimensional optimization problem in lasso screening. This paper reveals the interesting property that the optimization problem only depends on the projection of features onto the subspace spanned by the normals of the half spaces. This property converts an optimization problem in high dimension to much lower dimension, and thus sheds light on reducing the computation overhead of lasso screening based on tighter region bounds.
Yun Wang and Peter J. Ramadge
null
1608.06014
null
null
Surprisal-Driven Feedback in Recurrent Networks
cs.LG cs.NE
Recurrent neural nets are widely used for predicting temporal data. Their inherent deep feedforward structure allows learning complex sequential patterns. It is believed that top-down feedback might be an important missing ingredient which in theory could help disambiguate similar patterns depending on broader context. In this paper we introduce surprisal-driven recurrent networks, which take into account past error information when making new predictions. This is achieved by continuously monitoring the discrepancy between most recent predictions and the actual observations. Furthermore, we show that it outperforms other stochastic and fully deterministic approaches on enwik8 character level prediction task achieving 1.37 BPC on the test portion of the text.
Kamil M Rocki
null
1608.06027
null
null
Towards Instance Optimal Bounds for Best Arm Identification
cs.LG cs.DS stat.ML
In the classical best arm identification (Best-$1$-Arm) problem, we are given $n$ stochastic bandit arms, each associated with a reward distribution with an unknown mean. We would like to identify the arm with the largest mean with probability at least $1-\delta$, using as few samples as possible. Understanding the sample complexity of Best-$1$-Arm has attracted significant attention since the last decade. However, the exact sample complexity of the problem is still unknown. Recently, Chen and Li made the gap-entropy conjecture concerning the instance sample complexity of Best-$1$-Arm. Given an instance $I$, let $\mu_{[i]}$ be the $i$th largest mean and $\Delta_{[i]}=\mu_{[1]}-\mu_{[i]}$ be the corresponding gap. $H(I)=\sum_{i=2}^n\Delta_{[i]}^{-2}$ is the complexity of the instance. The gap-entropy conjecture states that $\Omega\left(H(I)\cdot\left(\ln\delta^{-1}+\mathsf{Ent}(I)\right)\right)$ is an instance lower bound, where $\mathsf{Ent}(I)$ is an entropy-like term determined by the gaps, and there is a $\delta$-correct algorithm for Best-$1$-Arm with sample complexity $O\left(H(I)\cdot\left(\ln\delta^{-1}+\mathsf{Ent}(I)\right)+\Delta_{[2]}^{-2}\ln\ln\Delta_{[2]}^{-1}\right)$. If the conjecture is true, we would have a complete understanding of the instance-wise sample complexity of Best-$1$-Arm. We make significant progress towards the resolution of the gap-entropy conjecture. For the upper bound, we provide a highly nontrivial algorithm which requires \[O\left(H(I)\cdot\left(\ln\delta^{-1} +\mathsf{Ent}(I)\right)+\Delta_{[2]}^{-2}\ln\ln\Delta_{[2]}^{-1}\mathrm{polylog}(n,\delta^{-1})\right)\] samples in expectation. For the lower bound, we show that for any Gaussian Best-$1$-Arm instance with gaps of the form $2^{-k}$, any $\delta$-correct monotone algorithm requires $\Omega\left(H(I)\cdot\left(\ln\delta^{-1} + \mathsf{Ent}(I)\right)\right)$ samples in expectation.
Lijie Chen, Jian Li, Mingda Qiao
null
1608.06031
null
null