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Learning dynamic Boltzmann machines with spike-timing dependent plasticity
cs.NE cs.AI cs.LG stat.ML
We propose a particularly structured Boltzmann machine, which we refer to as a dynamic Boltzmann machine (DyBM), as a stochastic model of a multi-dimensional time-series. The DyBM can have infinitely many layers of units but allows exact and efficient inference and learning when its parameters have a proposed structure. This proposed structure is motivated by postulates and observations, from biological neural networks, that the synaptic weight is strengthened or weakened, depending on the timing of spikes (i.e., spike-timing dependent plasticity or STDP). We show that the learning rule of updating the parameters of the DyBM in the direction of maximizing the likelihood of given time-series can be interpreted as STDP with long term potentiation and long term depression. The learning rule has a guarantee of convergence and can be performed in a distributed matter (i.e., local in space) with limited memory (i.e., local in time).
Takayuki Osogami and Makoto Otsuka
null
1509.08634
null
null
Variational Information Maximisation for Intrinsically Motivated Reinforcement Learning
stat.ML cs.AI cs.LG
The mutual information is a core statistical quantity that has applications in all areas of machine learning, whether this is in training of density models over multiple data modalities, in maximising the efficiency of noisy transmission channels, or when learning behaviour policies for exploration by artificial agents. Most learning algorithms that involve optimisation of the mutual information rely on the Blahut-Arimoto algorithm --- an enumerative algorithm with exponential complexity that is not suitable for modern machine learning applications. This paper provides a new approach for scalable optimisation of the mutual information by merging techniques from variational inference and deep learning. We develop our approach by focusing on the problem of intrinsically-motivated learning, where the mutual information forms the definition of a well-known internal drive known as empowerment. Using a variational lower bound on the mutual information, combined with convolutional networks for handling visual input streams, we develop a stochastic optimisation algorithm that allows for scalable information maximisation and empowerment-based reasoning directly from pixels to actions.
Shakir Mohamed and Danilo Jimenez Rezende
null
1509.08731
null
null
Compression of Deep Neural Networks on the Fly
cs.LG cs.CV cs.NE
Thanks to their state-of-the-art performance, deep neural networks are increasingly used for object recognition. To achieve these results, they use millions of parameters to be trained. However, when targeting embedded applications the size of these models becomes problematic. As a consequence, their usage on smartphones or other resource limited devices is prohibited. In this paper we introduce a novel compression method for deep neural networks that is performed during the learning phase. It consists in adding an extra regularization term to the cost function of fully-connected layers. We combine this method with Product Quantization (PQ) of the trained weights for higher savings in storage consumption. We evaluate our method on two data sets (MNIST and CIFAR10), on which we achieve significantly larger compression rates than state-of-the-art methods.
Guillaume Souli\'e, Vincent Gripon, Ma\"elys Robert
null
1509.08745
null
null
How to Formulate and Solve Statistical Recognition and Learning Problems
cs.LG
We formulate problems of statistical recognition and learning in a common framework of complex hypothesis testing. Based on arguments from multi-criteria optimization, we identify strategies that are improper for solving these problems and derive a common form of the remaining strategies. We show that some widely used approaches to recognition and learning are improper in this sense. We then propose a generalized formulation of the recognition and learning problem which embraces the whole range of sizes of the learning sample, including the zero size. Learning becomes a special case of recognition without learning. We define the concept of closest to optimal strategy, being a solution to the formulated problem, and describe a technique for finding such a strategy. On several illustrative cases, the strategy is shown to be superior to the widely used learning methods based on maximal likelihood estimation.
Michail Schlesinger and Evgeniy Vodolazskiy
null
1509.08830
null
null
Foundations of Coupled Nonlinear Dimensionality Reduction
stat.ML cs.LG
In this paper we introduce and analyze the learning scenario of \emph{coupled nonlinear dimensionality reduction}, which combines two major steps of machine learning pipeline: projection onto a manifold and subsequent supervised learning. First, we present new generalization bounds for this scenario and, second, we introduce an algorithm that follows from these bounds. The generalization error bound is based on a careful analysis of the empirical Rademacher complexity of the relevant hypothesis set. In particular, we show an upper bound on the Rademacher complexity that is in $\widetilde O(\sqrt{\Lambda_{(r)}/m})$, where $m$ is the sample size and $\Lambda_{(r)}$ the upper bound on the Ky-Fan $r$-norm of the associated kernel matrix. We give both upper and lower bound guarantees in terms of that Ky-Fan $r$-norm, which strongly justifies the definition of our hypothesis set. To the best of our knowledge, these are the first learning guarantees for the problem of coupled dimensionality reduction. Our analysis and learning guarantees further apply to several special cases, such as that of using a fixed kernel with supervised dimensionality reduction or that of unsupervised learning of a kernel for dimensionality reduction followed by a supervised learning algorithm. Based on theoretical analysis, we suggest a structural risk minimization algorithm consisting of the coupled fitting of a low dimensional manifold and a separation function on that manifold.
Mehryar Mohri, Afshin Rostamizadeh, Dmitry Storcheus
null
1509.08880
null
null
A Semi-Supervised Method for Predicting Cancer Survival Using Incomplete Clinical Data
cs.LG
Prediction of survival for cancer patients is an open area of research. However, many of these studies focus on datasets with a large number of patients. We present a novel method that is specifically designed to address the challenge of data scarcity, which is often the case for cancer datasets. Our method is able to use unlabeled data to improve classification by adopting a semi-supervised training approach to learn an ensemble classifier. The results of applying our method to three cancer datasets show the promise of semi-supervised learning for prediction of cancer survival.
Hamid Reza Hassanzadeh and John H. Phan and May D. Wang
null
1509.08888
null
null
Generalizing Pooling Functions in Convolutional Neural Networks: Mixed, Gated, and Tree
stat.ML cs.LG cs.NE
We seek to improve deep neural networks by generalizing the pooling operations that play a central role in current architectures. We pursue a careful exploration of approaches to allow pooling to learn and to adapt to complex and variable patterns. The two primary directions lie in (1) learning a pooling function via (two strategies of) combining of max and average pooling, and (2) learning a pooling function in the form of a tree-structured fusion of pooling filters that are themselves learned. In our experiments every generalized pooling operation we explore improves performance when used in place of average or max pooling. We experimentally demonstrate that the proposed pooling operations provide a boost in invariance properties relative to conventional pooling and set the state of the art on several widely adopted benchmark datasets; they are also easy to implement, and can be applied within various deep neural network architectures. These benefits come with only a light increase in computational overhead during training and a very modest increase in the number of model parameters.
Chen-Yu Lee, Patrick W. Gallagher, Zhuowen Tu
null
1509.08985
null
null
Learning without Recall: A Case for Log-Linear Learning
cs.SI cs.LG cs.SY math.OC stat.ML
We analyze a model of learning and belief formation in networks in which agents follow Bayes rule yet they do not recall their history of past observations and cannot reason about how other agents' beliefs are formed. They do so by making rational inferences about their observations which include a sequence of independent and identically distributed private signals as well as the beliefs of their neighboring agents at each time. Fully rational agents would successively apply Bayes rule to the entire history of observations. This leads to forebodingly complex inferences due to lack of knowledge about the global network structure that causes those observations. To address these complexities, we consider a Learning without Recall model, which in addition to providing a tractable framework for analyzing the behavior of rational agents in social networks, can also provide a behavioral foundation for the variety of non-Bayesian update rules in the literature. We present the implications of various choices for time-varying priors of such agents and how this choice affects learning and its rate.
Mohammad Amin Rahimian and Ali Jadbabaie
null
1509.08990
null
null
Maximum Likelihood Learning With Arbitrary Treewidth via Fast-Mixing Parameter Sets
cs.LG stat.ML
Inference is typically intractable in high-treewidth undirected graphical models, making maximum likelihood learning a challenge. One way to overcome this is to restrict parameters to a tractable set, most typically the set of tree-structured parameters. This paper explores an alternative notion of a tractable set, namely a set of "fast-mixing parameters" where Markov chain Monte Carlo (MCMC) inference can be guaranteed to quickly converge to the stationary distribution. While it is common in practice to approximate the likelihood gradient using samples obtained from MCMC, such procedures lack theoretical guarantees. This paper proves that for any exponential family with bounded sufficient statistics, (not just graphical models) when parameters are constrained to a fast-mixing set, gradient descent with gradients approximated by sampling will approximate the maximum likelihood solution inside the set with high-probability. When unregularized, to find a solution epsilon-accurate in log-likelihood requires a total amount of effort cubic in 1/epsilon, disregarding logarithmic factors. When ridge-regularized, strong convexity allows a solution epsilon-accurate in parameter distance with effort quadratic in 1/epsilon. Both of these provide of a fully-polynomial time randomized approximation scheme.
Justin Domke
null
1509.08992
null
null
Convergence of Stochastic Gradient Descent for PCA
cs.LG math.OC stat.ML
We consider the problem of principal component analysis (PCA) in a streaming stochastic setting, where our goal is to find a direction of approximate maximal variance, based on a stream of i.i.d. data points in $\reals^d$. A simple and computationally cheap algorithm for this is stochastic gradient descent (SGD), which incrementally updates its estimate based on each new data point. However, due to the non-convex nature of the problem, analyzing its performance has been a challenge. In particular, existing guarantees rely on a non-trivial eigengap assumption on the covariance matrix, which is intuitively unnecessary. In this paper, we provide (to the best of our knowledge) the first eigengap-free convergence guarantees for SGD in the context of PCA. This also partially resolves an open problem posed in \cite{hardt2014noisy}. Moreover, under an eigengap assumption, we show that the same techniques lead to new SGD convergence guarantees with better dependence on the eigengap.
Ohad Shamir
null
1509.09002
null
null
Regret Lower Bound and Optimal Algorithm in Finite Stochastic Partial Monitoring
stat.ML cs.LG
Partial monitoring is a general model for sequential learning with limited feedback formalized as a game between two players. In this game, the learner chooses an action and at the same time the opponent chooses an outcome, then the learner suffers a loss and receives a feedback signal. The goal of the learner is to minimize the total loss. In this paper, we study partial monitoring with finite actions and stochastic outcomes. We derive a logarithmic distribution-dependent regret lower bound that defines the hardness of the problem. Inspired by the DMED algorithm (Honda and Takemura, 2010) for the multi-armed bandit problem, we propose PM-DMED, an algorithm that minimizes the distribution-dependent regret. PM-DMED significantly outperforms state-of-the-art algorithms in numerical experiments. To show the optimality of PM-DMED with respect to the regret bound, we slightly modify the algorithm by introducing a hinge function (PM-DMED-Hinge). Then, we derive an asymptotically optimal regret upper bound of PM-DMED-Hinge that matches the lower bound.
Junpei Komiyama, Junya Honda, Hiroshi Nakagawa
null
1509.09011
null
null
Distributed Weighted Parameter Averaging for SVM Training on Big Data
cs.LG
Two popular approaches for distributed training of SVMs on big data are parameter averaging and ADMM. Parameter averaging is efficient but suffers from loss of accuracy with increase in number of partitions, while ADMM in the feature space is accurate but suffers from slow convergence. In this paper, we report a hybrid approach called weighted parameter averaging (WPA), which optimizes the regularized hinge loss with respect to weights on parameters. The problem is shown to be same as solving SVM in a projected space. We also demonstrate an $O(\frac{1}{N})$ stability bound on final hypothesis given by WPA, using novel proof techniques. Experimental results on a variety of toy and real world datasets show that our approach is significantly more accurate than parameter averaging for high number of partitions. It is also seen the proposed method enjoys much faster convergence compared to ADMM in features space.
Ayan Das and Sourangshu Bhattacharya
null
1509.09030
null
null
Learning From Missing Data Using Selection Bias in Movie Recommendation
stat.ML cs.IR cs.LG cs.SI
Recommending items to users is a challenging task due to the large amount of missing information. In many cases, the data solely consist of ratings or tags voluntarily contributed by each user on a very limited subset of the available items, so that most of the data of potential interest is actually missing. Current approaches to recommendation usually assume that the unobserved data is missing at random. In this contribution, we provide statistical evidence that existing movie recommendation datasets reveal a significant positive association between the rating of items and the propensity to select these items. We propose a computationally efficient variational approach that makes it possible to exploit this selection bias so as to improve the estimation of ratings from small populations of users. Results obtained with this approach applied to neighborhood-based collaborative filtering illustrate its potential for improving the reliability of the recommendation.
Claire Vernade (LTCI), Olivier Capp\'e (LTCI)
null
1509.09130
null
null
Deep Haar Scattering Networks
cs.LG
An orthogonal Haar scattering transform is a deep network, computed with a hierarchy of additions, subtractions and absolute values, over pairs of coefficients. It provides a simple mathematical model for unsupervised deep network learning. It implements non-linear contractions, which are optimized for classification, with an unsupervised pair matching algorithm, of polynomial complexity. A structured Haar scattering over graph data computes permutation invariant representations of groups of connected points in the graph. If the graph connectivity is unknown, unsupervised Haar pair learning can provide a consistent estimation of connected dyadic groups of points. Classification results are given on image data bases, defined on regular grids or graphs, with a connectivity which may be known or unknown.
Xiuyuan Cheng, Xu Chen, Stephane Mallat
null
1509.09187
null
null
On the Complexity of Robust PCA and $\ell_1$-norm Low-Rank Matrix Approximation
cs.LG cs.CC math.NA math.OC
The low-rank matrix approximation problem with respect to the component-wise $\ell_1$-norm ($\ell_1$-LRA), which is closely related to robust principal component analysis (PCA), has become a very popular tool in data mining and machine learning. Robust PCA aims at recovering a low-rank matrix that was perturbed with sparse noise, with applications for example in foreground-background video separation. Although $\ell_1$-LRA is strongly believed to be NP-hard, there is, to the best of our knowledge, no formal proof of this fact. In this paper, we prove that $\ell_1$-LRA is NP-hard, already in the rank-one case, using a reduction from MAX CUT. Our derivations draw interesting connections between $\ell_1$-LRA and several other well-known problems, namely, robust PCA, $\ell_0$-LRA, binary matrix factorization, a particular densest bipartite subgraph problem, the computation of the cut norm of $\{-1,+1\}$ matrices, and the discrete basis problem, which we all prove to be NP-hard.
Nicolas Gillis, Stephen A. Vavasis
10.1287/moor.2017.0895
1509.09236
null
null
Convolutional Networks on Graphs for Learning Molecular Fingerprints
cs.LG cs.NE stat.ML
We introduce a convolutional neural network that operates directly on graphs. These networks allow end-to-end learning of prediction pipelines whose inputs are graphs of arbitrary size and shape. The architecture we present generalizes standard molecular feature extraction methods based on circular fingerprints. We show that these data-driven features are more interpretable, and have better predictive performance on a variety of tasks.
David Duvenaud, Dougal Maclaurin, Jorge Aguilera-Iparraguirre, Rafael G\'omez-Bombarelli, Timothy Hirzel, Al\'an Aspuru-Guzik, Ryan P. Adams
null
1509.09292
null
null
Fast Algorithms for Convolutional Neural Networks
cs.NE cs.LG
Deep convolutional neural networks take GPU days of compute time to train on large data sets. Pedestrian detection for self driving cars requires very low latency. Image recognition for mobile phones is constrained by limited processing resources. The success of convolutional neural networks in these situations is limited by how fast we can compute them. Conventional FFT based convolution is fast for large filters, but state of the art convolutional neural networks use small, 3x3 filters. We introduce a new class of fast algorithms for convolutional neural networks using Winograd's minimal filtering algorithms. The algorithms compute minimal complexity convolution over small tiles, which makes them fast with small filters and small batch sizes. We benchmark a GPU implementation of our algorithm with the VGG network and show state of the art throughput at batch sizes from 1 to 64.
Andrew Lavin and Scott Gray
null
1509.09308
null
null
Fast Discrete Distribution Clustering Using Wasserstein Barycenter with Sparse Support
stat.CO cs.LG stat.ML
In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation for a set of discrete distributions subject to the Kantorovich-Wasserstein metric. D2-clustering has a severe scalability issue, the bottleneck being the computation of a centroid distribution, called Wasserstein barycenter, that minimizes its sum of squared distances to the cluster members. In this paper, we develop a modified Bregman ADMM approach for computing the approximate discrete Wasserstein barycenter of large clusters. In the case when the support points of the barycenters are unknown and have low cardinality, our method achieves high accuracy empirically at a much reduced computational cost. The strengths and weaknesses of our method and its alternatives are examined through experiments, and we recommend scenarios for their respective usage. Moreover, we develop both serial and parallelized versions of the algorithm. By experimenting with large-scale data, we demonstrate the computational efficiency of the new methods and investigate their convergence properties and numerical stability. The clustering results obtained on several datasets in different domains are highly competitive in comparison with some widely used methods in the corresponding areas.
Jianbo Ye, Panruo Wu, James Z. Wang and Jia Li
null
1510.00012
null
null
Clamping Improves TRW and Mean Field Approximations
cs.LG cs.AI stat.ML
We examine the effect of clamping variables for approximate inference in undirected graphical models with pairwise relationships and discrete variables. For any number of variable labels, we demonstrate that clamping and summing approximate sub-partition functions can lead only to a decrease in the partition function estimate for TRW, and an increase for the naive mean field method, in each case guaranteeing an improvement in the approximation and bound. We next focus on binary variables, add the Bethe approximation to consideration and examine ways to choose good variables to clamp, introducing new methods. We show the importance of identifying highly frustrated cycles, and of checking the singleton entropy of a variable. We explore the value of our methods by empirical analysis and draw lessons to guide practitioners.
Adrian Weller and Justin Domke
null
1510.00087
null
null
Supporting Regularized Logistic Regression Privately and Efficiently
cs.LG cs.CR q-bio.GN
As one of the most popular statistical and machine learning models, logistic regression with regularization has found wide adoption in biomedicine, social sciences, information technology, and so on. These domains often involve data of human subjects that are contingent upon strict privacy regulations. Increasing concerns over data privacy make it more and more difficult to coordinate and conduct large-scale collaborative studies, which typically rely on cross-institution data sharing and joint analysis. Our work here focuses on safeguarding regularized logistic regression, a widely-used machine learning model in various disciplines while at the same time has not been investigated from a data security and privacy perspective. We consider a common use scenario of multi-institution collaborative studies, such as in the form of research consortia or networks as widely seen in genetics, epidemiology, social sciences, etc. To make our privacy-enhancing solution practical, we demonstrate a non-conventional and computationally efficient method leveraging distributing computing and strong cryptography to provide comprehensive protection over individual-level and summary data. Extensive empirical evaluation on several studies validated the privacy guarantees, efficiency and scalability of our proposal. We also discuss the practical implications of our solution for large-scale studies and applications from various disciplines, including genetic and biomedical studies, smart grid, network analysis, etc.
Wenfa Li, Hongzhe Liu, Peng Yang, Wei Xie
10.1371/journal.pone.0156479
1510.00095
null
null
Disk storage management for LHCb based on Data Popularity estimator
cs.DC cs.LG physics.data-an
This paper presents an algorithm providing recommendations for optimizing the LHCb data storage. The LHCb data storage system is a hybrid system. All datasets are kept as archives on magnetic tapes. The most popular datasets are kept on disks. The algorithm takes the dataset usage history and metadata (size, type, configuration etc.) to generate a recommendation report. This article presents how we use machine learning algorithms to predict future data popularity. Using these predictions it is possible to estimate which datasets should be removed from disk. We use regression algorithms and time series analysis to find the optimal number of replicas for datasets that are kept on disk. Based on the data popularity and the number of replicas optimization, the algorithm minimizes a loss function to find the optimal data distribution. The loss function represents all requirements for data distribution in the data storage system. We demonstrate how our algorithm helps to save disk space and to reduce waiting times for jobs using this data.
Mikhail Hushchyn, Philippe Charpentier, Andrey Ustyuzhanin
10.1088/1742-6596/664/4/042026
1510.00132
null
null
A Generative Model of Words and Relationships from Multiple Sources
cs.CL cs.LG stat.ML
Neural language models are a powerful tool to embed words into semantic vector spaces. However, learning such models generally relies on the availability of abundant and diverse training examples. In highly specialised domains this requirement may not be met due to difficulties in obtaining a large corpus, or the limited range of expression in average use. Such domains may encode prior knowledge about entities in a knowledge base or ontology. We propose a generative model which integrates evidence from diverse data sources, enabling the sharing of semantic information. We achieve this by generalising the concept of co-occurrence from distributional semantics to include other relationships between entities or words, which we model as affine transformations on the embedding space. We demonstrate the effectiveness of this approach by outperforming recent models on a link prediction task and demonstrating its ability to profit from partially or fully unobserved data training labels. We further demonstrate the usefulness of learning from different data sources with overlapping vocabularies.
Stephanie L. Hyland, Theofanis Karaletsos, Gunnar R\"atsch
null
1510.00259
null
null
Optimal Binary Classifier Aggregation for General Losses
cs.LG stat.ML
We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions for a very general class of loss functions including all convex and many non-convex losses, extending a recent analysis of the problem for misclassification error. The result is a family of semi-supervised ensemble aggregation algorithms which are as efficient as linear learning by convex optimization, but are minimax optimal without any relaxations. Their decision rules take a form familiar in decision theory -- applying sigmoid functions to a notion of ensemble margin -- without the assumptions typically made in margin-based learning.
Akshay Balsubramani, Yoav Freund
null
1510.00452
null
null
Multi-armed Bandits with Application to 5G Small Cells
cs.LG cs.DC cs.NI
Due to the pervasive demand for mobile services, next generation wireless networks are expected to be able to deliver high date rates while wireless resources become more and more scarce. This requires the next generation wireless networks to move towards new networking paradigms that are able to efficiently support resource-demanding applications such as personalized mobile services. Examples of such paradigms foreseen for the emerging fifth generation (5G) cellular networks include very densely deployed small cells and device-to-device communications. For 5G networks, it will be imperative to search for spectrum and energy-efficient solutions to the resource allocation problems that i) are amenable to distributed implementation, ii) are capable of dealing with uncertainty and lack of information, and iii) can cope with users' selfishness. The core objective of this article is to investigate and to establish the potential of multi-armed bandit (MAB) framework to address this challenge. In particular, we provide a brief tutorial on bandit problems, including different variations and solution approaches. Furthermore, we discuss recent applications as well as future research directions. In addition, we provide a detailed example of using an MAB model for energy-efficient small cell planning in 5G networks.
Setareh Maghsudi and Ekram Hossain
10.1109/MWC.2016.7498076
1510.00627
null
null
Distributed Multitask Learning
stat.ML cs.LG
We consider the problem of distributed multi-task learning, where each machine learns a separate, but related, task. Specifically, each machine learns a linear predictor in high-dimensional space,where all tasks share the same small support. We present a communication-efficient estimator based on the debiased lasso and show that it is comparable with the optimal centralized method.
Jialei Wang, Mladen Kolar, Nathan Srebro
null
1510.00633
null
null
Rapidly Mixing Gibbs Sampling for a Class of Factor Graphs Using Hierarchy Width
cs.LG
Gibbs sampling on factor graphs is a widely used inference technique, which often produces good empirical results. Theoretical guarantees for its performance are weak: even for tree structured graphs, the mixing time of Gibbs may be exponential in the number of variables. To help understand the behavior of Gibbs sampling, we introduce a new (hyper)graph property, called hierarchy width. We show that under suitable conditions on the weights, bounded hierarchy width ensures polynomial mixing time. Our study of hierarchy width is in part motivated by a class of factor graph templates, hierarchical templates, which have bounded hierarchy width---regardless of the data used to instantiate them. We demonstrate a rich application from natural language processing in which Gibbs sampling provably mixes rapidly and achieves accuracy that exceeds human volunteers.
Christopher De Sa, Ce Zhang, Kunle Olukotun, Christopher R\'e
null
1510.00756
null
null
A Survey of Online Experiment Design with the Stochastic Multi-Armed Bandit
stat.ML cs.LG
Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a resource for a certain class of online experiments. We first explore the traditional stochastic model of a multi-armed bandit, then explore a taxonomic scheme of complications to that model, for each complication relating it to a specific requirement or consideration of the experiment design context. Finally, at the end of the paper, we present a table of known upper-bounds of regret for all studied algorithms providing both perspectives for future theoretical work and a decision-making tool for practitioners looking for theoretical guarantees.
Giuseppe Burtini, Jason Loeppky, Ramon Lawrence
null
1510.00757
null
null
Machine Learning for Machine Data from a CATI Network
cs.LG
This is a machine learning application paper involving big data. We present high-accuracy prediction methods of rare events in semi-structured machine log files, which are produced at high velocity and high volume by NORC's computer-assisted telephone interviewing (CATI) network for conducting surveys. We judiciously apply natural language processing (NLP) techniques and data-mining strategies to train effective learning and prediction models for classifying uncommon error messages in the log---without access to source code, updated documentation or dictionaries. In particular, our simple but effective approach of features preallocation for learning from imbalanced data coupled with naive Bayes classifiers can be conceivably generalized to supervised or semi-supervised learning and prediction methods for other critical events such as cyberattack detection.
Sou-Cheng T. Choi
null
1510.00772
null
null
Distributed Parameter Map-Reduce
cs.DC cs.LG stat.ML
This paper describes how to convert a machine learning problem into a series of map-reduce tasks. We study logistic regression algorithm. In logistic regression algorithm, it is assumed that samples are independent and each sample is assigned a probability. Parameters are obtained by maxmizing the product of all sample probabilities. Rapid expansion of training samples brings challenges to machine learning method. Training samples are so many that they can be only stored in distributed file system and driven by map-reduce style programs. The main step of logistic regression is inference. According to map-reduce spirit, each sample makes inference through a separate map procedure. But the premise of inference is that the map procedure holds parameters for all features in the sample. In this paper, we propose Distributed Parameter Map-Reduce, in which not only samples, but also parameters are distributed in nodes of distributed filesystem. Through a series of map-reduce tasks, we assign each sample parameters for its features, make inference for the sample and update paramters of the model. The above processes are excuted looply until convergence. We test the proposed algorithm in actual hadoop production environment. Experiments show that the acceleration of the algorithm is in linear relationship with the number of cluster nodes.
Qi Li
null
1510.00817
null
null
Approximate Fisher Kernels of non-iid Image Models for Image Categorization
cs.CV cs.LG
The bag-of-words (BoW) model treats images as sets of local descriptors and represents them by visual word histograms. The Fisher vector (FV) representation extends BoW, by considering the first and second order statistics of local descriptors. In both representations local descriptors are assumed to be identically and independently distributed (iid), which is a poor assumption from a modeling perspective. It has been experimentally observed that the performance of BoW and FV representations can be improved by employing discounting transformations such as power normalization. In this paper, we introduce non-iid models by treating the model parameters as latent variables which are integrated out, rendering all local regions dependent. Using the Fisher kernel principle we encode an image by the gradient of the data log-likelihood w.r.t. the model hyper-parameters. Our models naturally generate discounting effects in the representations; suggesting that such transformations have proven successful because they closely correspond to the representations obtained for non-iid models. To enable tractable computation, we rely on variational free-energy bounds to learn the hyper-parameters and to compute approximate Fisher kernels. Our experimental evaluation results validate that our models lead to performance improvements comparable to using power normalization, as employed in state-of-the-art feature aggregation methods.
Ramazan Gokberk Cinbis, Jakob Verbeek, Cordelia Schmid
10.1109/TPAMI.2015.2484342
1510.00857
null
null
Client Profiling for an Anti-Money Laundering System
cs.LG cs.AI stat.ML
We present a data mining approach for profiling bank clients in order to support the process of detection of anti-money laundering operations. We first present the overall system architecture, and then focus on the relevant component for this paper. We detail the experiments performed on real world data from a financial institution, which allowed us to group clients in clusters and then generate a set of classification rules. We discuss the relevance of the founded client profiles and of the generated classification rules. According to the defined overall agent-based architecture, these rules will be incorporated in the knowledge base of the intelligent agents responsible for the signaling of suspicious transactions.
Claudio Alexandre and Jo\~ao Balsa
null
1510.00878
null
null
Quadratic Optimization with Orthogonality Constraints: Explicit Lojasiewicz Exponent and Linear Convergence of Line-Search Methods
math.OC cs.LG cs.NA math.NA
A fundamental class of matrix optimization problems that arise in many areas of science and engineering is that of quadratic optimization with orthogonality constraints. Such problems can be solved using line-search methods on the Stiefel manifold, which are known to converge globally under mild conditions. To determine the convergence rate of these methods, we give an explicit estimate of the exponent in a Lojasiewicz inequality for the (non-convex) set of critical points of the aforementioned class of problems. By combining such an estimate with known arguments, we are able to establish the linear convergence of a large class of line-search methods. A key step in our proof is to establish a local error bound for the set of critical points, which may be of independent interest.
Huikang Liu and Weijie Wu and Anthony Man-Cho So
null
1510.01025
null
null
Relaxed Multiple-Instance SVM with Application to Object Discovery
cs.CV cs.LG
Multiple-instance learning (MIL) has served as an important tool for a wide range of vision applications, for instance, image classification, object detection, and visual tracking. In this paper, we propose a novel method to solve the classical MIL problem, named relaxed multiple-instance SVM (RMI-SVM). We treat the positiveness of instance as a continuous variable, use Noisy-OR model to enforce the MIL constraints, and jointly optimize the bag label and instance label in a unified framework. The optimization problem can be efficiently solved using stochastic gradient decent. The extensive experiments demonstrate that RMI-SVM consistently achieves superior performance on various benchmarks for MIL. Moreover, we simply applied RMI-SVM to a challenging vision task, common object discovery. The state-of-the-art results of object discovery on Pascal VOC datasets further confirm the advantages of the proposed method.
Xinggang Wang, Zhuotun Zhu, Cong Yao, Xiang Bai
null
1510.01027
null
null
Boosting in the presence of outliers: adaptive classification with non-convex loss functions
stat.ML cs.AI cs.LG math.ST stat.ME stat.TH
This paper examines the role and efficiency of the non-convex loss functions for binary classification problems. In particular, we investigate how to design a simple and effective boosting algorithm that is robust to the outliers in the data. The analysis of the role of a particular non-convex loss for prediction accuracy varies depending on the diminishing tail properties of the gradient of the loss -- the ability of the loss to efficiently adapt to the outlying data, the local convex properties of the loss and the proportion of the contaminated data. In order to use these properties efficiently, we propose a new family of non-convex losses named $\gamma$-robust losses. Moreover, we present a new boosting framework, {\it Arch Boost}, designed for augmenting the existing work such that its corresponding classification algorithm is significantly more adaptable to the unknown data contamination. Along with the Arch Boosting framework, the non-convex losses lead to the new class of boosting algorithms, named adaptive, robust, boosting (ARB). Furthermore, we present theoretical examples that demonstrate the robustness properties of the proposed algorithms. In particular, we develop a new breakdown point analysis and a new influence function analysis that demonstrate gains in robustness. Moreover, we present new theoretical results, based only on local curvatures, which may be used to establish statistical and optimization properties of the proposed Arch boosting algorithms with highly non-convex loss functions. Extensive numerical calculations are used to illustrate these theoretical properties and reveal advantages over the existing boosting methods when data exhibits a number of outliers.
Alexander Hanbo Li and Jelena Bradic
10.1080/01621459.2016.1273116
1510.01064
null
null
On the Online Frank-Wolfe Algorithms for Convex and Non-convex Optimizations
stat.ML cs.LG
In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size rule, in contrast to the hybrid schemes commonly considered in the literature. Several new results are derived for convex and non-convex losses. With a strongly convex stochastic cost and when the optimal solution lies in the interior of the constraint set or the constraint set is a polytope, the regret bound and anytime optimality are shown to be ${\cal O}( \log^3 T / T )$ and ${\cal O}( \log^2 T / T)$, respectively, where $T$ is the number of rounds played. These results are based on an improved analysis on the stochastic Frank-Wolfe algorithms. Moreover, the online algorithms are shown to converge even when the loss is non-convex, i.e., the algorithms find a stationary point to the time-varying/stochastic loss at a rate of ${\cal O}(\sqrt{1/T})$. Numerical experiments on realistic data sets are presented to support our theoretical claims.
Jean Lafond, Hoi-To Wai, Eric Moulines
null
1510.01171
null
null
Cross-Device Tracking: Matching Devices and Cookies
cs.LG cs.CY
The number of computers, tablets and smartphones is increasing rapidly, which entails the ownership and use of multiple devices to perform online tasks. As people move across devices to complete these tasks, their identities becomes fragmented. Understanding the usage and transition between those devices is essential to develop efficient applications in a multi-device world. In this paper we present a solution to deal with the cross-device identification of users based on semi-supervised machine learning methods to identify which cookies belong to an individual using a device. The method proposed in this paper scored third in the ICDM 2015 Drawbridge Cross-Device Connections challenge proving its good performance.
Roberto D\'iaz-Morales
10.1109/ICDMW.2015.244
1510.01175
null
null
Bayesian Inference via Approximation of Log-likelihood for Priors in Exponential Family
cs.LG stat.ML
In this paper, a Bayesian inference technique based on Taylor series approximation of the logarithm of the likelihood function is presented. The proposed approximation is devised for the case, where the prior distribution belongs to the exponential family of distributions. The logarithm of the likelihood function is linearized with respect to the sufficient statistic of the prior distribution in exponential family such that the posterior obtains the same exponential family form as the prior. Similarities between the proposed method and the extended Kalman filter for nonlinear filtering are illustrated. Furthermore, an extended target measurement update for target models where the target extent is represented by a random matrix having an inverse Wishart distribution is derived. The approximate update covers the important case where the spread of measurement is due to the target extent as well as the measurement noise in the sensor.
Tohid Ardeshiri, Umut Orguner, and Fredrik Gustafsson
null
1510.01225
null
null
Learning in Unlabeled Networks - An Active Learning and Inference Approach
stat.ML cs.LG cs.SI
The task of determining labels of all network nodes based on the knowledge about network structure and labels of some training subset of nodes is called the within-network classification. It may happen that none of the labels of the nodes is known and additionally there is no information about number of classes to which nodes can be assigned. In such a case a subset of nodes has to be selected for initial label acquisition. The question that arises is: "labels of which nodes should be collected and used for learning in order to provide the best classification accuracy for the whole network?". Active learning and inference is a practical framework to study this problem. A set of methods for active learning and inference for within network classification is proposed and validated. The utility score calculation for each node based on network structure is the first step in the process. The scores enable to rank the nodes. Based on the ranking, a set of nodes, for which the labels are acquired, is selected (e.g. by taking top or bottom N from the ranking). The new measure-neighbour methods proposed in the paper suggest not obtaining labels of nodes from the ranking but rather acquiring labels of their neighbours. The paper examines 29 distinct formulations of utility score and selection methods reporting their impact on the results of two collective classification algorithms: Iterative Classification Algorithm and Loopy Belief Propagation. We advocate that the accuracy of presented methods depends on the structural properties of the examined network. We claim that measure-neighbour methods will work better than the regular methods for networks with higher clustering coefficient and worse than regular methods for networks with low clustering coefficient. According to our hypothesis, based on clustering coefficient we are able to recommend appropriate active learning and inference method.
Tomasz Kajdanowicz, Rados{\l}aw Michalski, Katarzyna Musia{\l}, Przemys{\l}aw Kazienko
null
1510.01270
null
null
Tight Variational Bounds via Random Projections and I-Projections
cs.LG
Information projections are the key building block of variational inference algorithms and are used to approximate a target probabilistic model by projecting it onto a family of tractable distributions. In general, there is no guarantee on the quality of the approximation obtained. To overcome this issue, we introduce a new class of random projections to reduce the dimensionality and hence the complexity of the original model. In the spirit of random projections, the projection preserves (with high probability) key properties of the target distribution. We show that information projections can be combined with random projections to obtain provable guarantees on the quality of the approximation obtained, regardless of the complexity of the original model. We demonstrate empirically that augmenting mean field with a random projection step dramatically improves partition function and marginal probability estimates, both on synthetic and real world data.
Lun-Kai Hsu, Tudor Achim, Stefano Ermon
null
1510.01308
null
null
Batch Normalized Recurrent Neural Networks
stat.ML cs.LG cs.NE
Recurrent Neural Networks (RNNs) are powerful models for sequential data that have the potential to learn long-term dependencies. However, they are computationally expensive to train and difficult to parallelize. Recent work has shown that normalizing intermediate representations of neural networks can significantly improve convergence rates in feedforward neural networks . In particular, batch normalization, which uses mini-batch statistics to standardize features, was shown to significantly reduce training time. In this paper, we show that applying batch normalization to the hidden-to-hidden transitions of our RNNs doesn't help the training procedure. We also show that when applied to the input-to-hidden transitions, batch normalization can lead to a faster convergence of the training criterion but doesn't seem to improve the generalization performance on both our language modelling and speech recognition tasks. All in all, applying batch normalization to RNNs turns out to be more challenging than applying it to feedforward networks, but certain variants of it can still be beneficial.
C\'esar Laurent, Gabriel Pereyra, Phil\'emon Brakel, Ying Zhang and Yoshua Bengio
null
1510.01378
null
null
Improved Estimation of Class Prior Probabilities through Unlabeled Data
stat.ML cs.LG
Work in the classification literature has shown that in computing a classification function, one need not know the class membership of all observations in the training set; the unlabeled observations still provide information on the marginal distribution of the feature set, and can thus contribute to increased classification accuracy for future observations. The present paper will show that this scheme can also be used for the estimation of class prior probabilities, which would be very useful in applications in which it is difficult or expensive to determine class membership. Both parametric and nonparametric estimators are developed. Asymptotic distributions of the estimators are derived, and it is proven that the use of the unlabeled observations does reduce asymptotic variance. This methodology is also extended to the estimation of subclass probabilities.
Norman Matloff
null
1510.01422
null
null
A Waveform Representation Framework for High-quality Statistical Parametric Speech Synthesis
cs.SD cs.LG
State-of-the-art statistical parametric speech synthesis (SPSS) generally uses a vocoder to represent speech signals and parameterize them into features for subsequent modeling. Magnitude spectrum has been a dominant feature over the years. Although perceptual studies have shown that phase spectrum is essential to the quality of synthesized speech, it is often ignored by using a minimum phase filter during synthesis and the speech quality suffers. To bypass this bottleneck in vocoded speech, this paper proposes a phase-embedded waveform representation framework and establishes a magnitude-phase joint modeling platform for high-quality SPSS. Our experiments on waveform reconstruction show that the performance is better than that of the widely-used STRAIGHT. Furthermore, the proposed modeling and synthesis platform outperforms a leading-edge, vocoded, deep bidirectional long short-term memory recurrent neural network (DBLSTM-RNN)-based baseline system in various objective evaluation metrics conducted.
Bo Fan, Siu Wa Lee, Xiaohai Tian, Lei Xie and Minghui Dong
null
1510.01443
null
null
Stochastic subGradient Methods with Linear Convergence for Polyhedral Convex Optimization
cs.LG math.OC
In this paper, we show that simple {Stochastic} subGradient Decent methods with multiple Restarting, named {\bf RSGD}, can achieve a \textit{linear convergence rate} for a class of non-smooth and non-strongly convex optimization problems where the epigraph of the objective function is a polyhedron, to which we refer as {\bf polyhedral convex optimization}. Its applications in machine learning include $\ell_1$ constrained or regularized piecewise linear loss minimization and submodular function minimization. To the best of our knowledge, this is the first result on the linear convergence rate of stochastic subgradient methods for non-smooth and non-strongly convex optimization problems.
Tianbao Yang, Qihang Lin
null
1510.01444
null
null
Local Rademacher Complexity Bounds based on Covering Numbers
cs.AI cs.LG stat.ML
This paper provides a general result on controlling local Rademacher complexities, which captures in an elegant form to relate the complexities with constraint on the expected norm to the corresponding ones with constraint on the empirical norm. This result is convenient to apply in real applications and could yield refined local Rademacher complexity bounds for function classes satisfying general entropy conditions. We demonstrate the power of our complexity bounds by applying them to derive effective generalization error bounds.
Yunwen Lei, Lixin Ding and Yingzhou Bi
null
1510.01463
null
null
Bayesian Markov Blanket Estimation
stat.ML cs.LG
This paper considers a Bayesian view for estimating a sub-network in a Markov random field. The sub-network corresponds to the Markov blanket of a set of query variables, where the set of potential neighbours here is big. We factorize the posterior such that the Markov blanket is conditionally independent of the network of the potential neighbours. By exploiting this blockwise decoupling, we derive analytic expressions for posterior conditionals. Subsequently, we develop an inference scheme which makes use of the factorization. As a result, estimation of a sub-network is possible without inferring an entire network. Since the resulting Gibbs sampler scales linearly with the number of variables, it can handle relatively large neighbourhoods. The proposed scheme results in faster convergence and superior mixing of the Markov chain than existing Bayesian network estimation techniques.
Dinu Kaufmann, Sonali Parbhoo, Aleksander Wieczorek, Sebastian Keller, David Adametz, Volker Roth
null
1510.01485
null
null
Quantifying Emergent Behavior of Autonomous Robots
cs.IT cs.LG cs.RO math.DS math.IT
Quantifying behaviors of robots which were generated autonomously from task-independent objective functions is an important prerequisite for objective comparisons of algorithms and movements of animals. The temporal sequence of such a behavior can be considered as a time series and hence complexity measures developed for time series are natural candidates for its quantification. The predictive information and the excess entropy are such complexity measures. They measure the amount of information the past contains about the future and thus quantify the nonrandom structure in the temporal sequence. However, when using these measures for systems with continuous states one has to deal with the fact that their values will depend on the resolution with which the systems states are observed. For deterministic systems both measures will diverge with increasing resolution. We therefore propose a new decomposition of the excess entropy in resolution dependent and resolution independent parts and discuss how they depend on the dimensionality of the dynamics, correlations and the noise level. For the practical estimation we propose to use estimates based on the correlation integral instead of the direct estimation of the mutual information using the algorithm by Kraskov et al. (2004) which is based on next neighbor statistics because the latter allows less control of the scale dependencies. Using our algorithm we are able to show how autonomous learning generates behavior of increasing complexity with increasing learning duration.
Georg Martius and Eckehard Olbrich
10.3390/e17107266
1510.01495
null
null
Population-Contrastive-Divergence: Does Consistency help with RBM training?
cs.LG cs.NE stat.ML
Estimating the log-likelihood gradient with respect to the parameters of a Restricted Boltzmann Machine (RBM) typically requires sampling using Markov Chain Monte Carlo (MCMC) techniques. To save computation time, the Markov chains are only run for a small number of steps, which leads to a biased estimate. This bias can cause RBM training algorithms such as Contrastive Divergence (CD) learning to deteriorate. We adopt the idea behind Population Monte Carlo (PMC) methods to devise a new RBM training algorithm termed Population-Contrastive-Divergence (pop-CD). Compared to CD, it leads to a consistent estimate and may have a significantly lower bias. Its computational overhead is negligible compared to CD. However, the variance of the gradient estimate increases. We experimentally show that pop-CD can significantly outperform CD. In many cases, we observed a smaller bias and achieved higher log-likelihood values. However, when the RBM distribution has many hidden neurons, the consistent estimate of pop-CD may still have a considerable bias and the variance of the gradient estimate requires a smaller learning rate. Thus, despite its superior theoretical properties, it is not advisable to use pop-CD in its current form on large problems.
Oswin Krause, Asja Fischer, Christian Igel
null
1510.01624
null
null
Large-scale subspace clustering using sketching and validation
cs.LG cs.CV stat.ML
The nowadays massive amounts of generated and communicated data present major challenges in their processing. While capable of successfully classifying nonlinearly separable objects in various settings, subspace clustering (SC) methods incur prohibitively high computational complexity when processing large-scale data. Inspired by the random sampling and consensus (RANSAC) approach to robust regression, the present paper introduces a randomized scheme for SC, termed sketching and validation (SkeVa-)SC, tailored for large-scale data. At the heart of SkeVa-SC lies a randomized scheme for approximating the underlying probability density function of the observed data by kernel smoothing arguments. Sparsity in data representations is also exploited to reduce the computational burden of SC, while achieving high clustering accuracy. Performance analysis as well as extensive numerical tests on synthetic and real data corroborate the potential of SkeVa-SC and its competitive performance relative to state-of-the-art scalable SC approaches. Keywords: Subspace clustering, big data, kernel smoothing, randomization, sketching, validation, sparsity.
Panagiotis A. Traganitis, Konstantinos Slavakis, Georgios B. Giannakis
null
1510.01628
null
null
Structured Transforms for Small-Footprint Deep Learning
stat.ML cs.CV cs.LG
We consider the task of building compact deep learning pipelines suitable for deployment on storage and power constrained mobile devices. We propose a unified framework to learn a broad family of structured parameter matrices that are characterized by the notion of low displacement rank. Our structured transforms admit fast function and gradient evaluation, and span a rich range of parameter sharing configurations whose statistical modeling capacity can be explicitly tuned along a continuum from structured to unstructured. Experimental results show that these transforms can significantly accelerate inference and forward/backward passes during training, and offer superior accuracy-compactness-speed tradeoffs in comparison to a number of existing techniques. In keyword spotting applications in mobile speech recognition, our methods are much more effective than standard linear low-rank bottleneck layers and nearly retain the performance of state of the art models, while providing more than 3.5-fold compression.
Vikas Sindhwani and Tara N. Sainath and Sanjiv Kumar
null
1510.01722
null
null
Efficient Per-Example Gradient Computations
stat.ML cs.LG
This technical report describes an efficient technique for computing the norm of the gradient of the loss function for a neural network with respect to its parameters. This gradient norm can be computed efficiently for every example.
Ian Goodfellow
null
1510.01799
null
null
Stochastic Optimization for Deep CCA via Nonlinear Orthogonal Iterations
cs.LG
Deep CCA is a recently proposed deep neural network extension to the traditional canonical correlation analysis (CCA), and has been successful for multi-view representation learning in several domains. However, stochastic optimization of the deep CCA objective is not straightforward, because it does not decouple over training examples. Previous optimizers for deep CCA are either batch-based algorithms or stochastic optimization using large minibatches, which can have high memory consumption. In this paper, we tackle the problem of stochastic optimization for deep CCA with small minibatches, based on an iterative solution to the CCA objective, and show that we can achieve as good performance as previous optimizers and thus alleviate the memory requirement.
Weiran Wang, Raman Arora, Karen Livescu, Nathan Srebro
null
1510.02054
null
null
Data-Efficient Learning of Feedback Policies from Image Pixels using Deep Dynamical Models
cs.AI cs.CV cs.LG stat.ML
Data-efficient reinforcement learning (RL) in continuous state-action spaces using very high-dimensional observations remains a key challenge in developing fully autonomous systems. We consider a particularly important instance of this challenge, the pixels-to-torques problem, where an RL agent learns a closed-loop control policy ("torques") from pixel information only. We introduce a data-efficient, model-based reinforcement learning algorithm that learns such a closed-loop policy directly from pixel information. The key ingredient is a deep dynamical model for learning a low-dimensional feature embedding of images jointly with a predictive model in this low-dimensional feature space. Joint learning is crucial for long-term predictions, which lie at the core of the adaptive nonlinear model predictive control strategy that we use for closed-loop control. Compared to state-of-the-art RL methods for continuous states and actions, our approach learns quickly, scales to high-dimensional state spaces, is lightweight and an important step toward fully autonomous end-to-end learning from pixels to torques.
John-Alexander M. Assael, Niklas Wahlstr\"om, Thomas B. Sch\"on, Marc Peter Deisenroth
null
1510.02173
null
null
Empirical Analysis of Sampling Based Estimators for Evaluating RBMs
cs.LG stat.ML
The Restricted Boltzmann Machines (RBM) can be used either as classifiers or as generative models. The quality of the generative RBM is measured through the average log-likelihood on test data. Due to the high computational complexity of evaluating the partition function, exact calculation of test log-likelihood is very difficult. In recent years some estimation methods are suggested for approximate computation of test log-likelihood. In this paper we present an empirical comparison of the main estimation methods, namely, the AIS algorithm for estimating the partition function, the CSL method for directly estimating the log-likelihood, and the RAISE algorithm that combines these two ideas. We use the MNIST data set to learn the RBM and then compare these methods for estimating the test log-likelihood.
Vidyadhar Upadhya, P.S. Sastry
null
1510.02255
null
null
Texture Modelling with Nested High-order Markov-Gibbs Random Fields
cs.CV cs.LG stat.ML
Currently, Markov-Gibbs random field (MGRF) image models which include high-order interactions are almost always built by modelling responses of a stack of local linear filters. Actual interaction structure is specified implicitly by the filter coefficients. In contrast, we learn an explicit high-order MGRF structure by considering the learning process in terms of general exponential family distributions nested over base models, so that potentials added later can build on previous ones. We relatively rapidly add new features by skipping over the costly optimisation of parameters. We introduce the use of local binary patterns as features in MGRF texture models, and generalise them by learning offsets to the surrounding pixels. These prove effective as high-order features, and are fast to compute. Several schemes for selecting high-order features by composition or search of a small subclass are compared. Additionally we present a simple modification of the maximum likelihood as a texture modelling-specific objective function which aims to improve generalisation by local windowing of statistics. The proposed method was experimentally evaluated by learning high-order MGRF models for a broad selection of complex textures and then performing texture synthesis, and succeeded on much of the continuum from stochastic through irregularly structured to near-regular textures. Learning interaction structure is very beneficial for textures with large-scale structure, although those with complex irregular structure still provide difficulties. The texture models were also quantitatively evaluated on two tasks and found to be competitive with other works: grading of synthesised textures by a panel of observers; and comparison against several recent MGRF models by evaluation on a constrained inpainting task.
Ralph Versteegen, Georgy Gimel'farb, Patricia Riddle
10.1016/j.cviu.2015.11.003
1510.02364
null
null
Mapping Unseen Words to Task-Trained Embedding Spaces
cs.CL cs.LG
We consider the supervised training setting in which we learn task-specific word embeddings. We assume that we start with initial embeddings learned from unlabelled data and update them to learn task-specific embeddings for words in the supervised training data. However, for new words in the test set, we must use either their initial embeddings or a single unknown embedding, which often leads to errors. We address this by learning a neural network to map from initial embeddings to the task-specific embedding space, via a multi-loss objective function. The technique is general, but here we demonstrate its use for improved dependency parsing (especially for sentences with out-of-vocabulary words), as well as for downstream improvements on sentiment analysis.
Pranava Swaroop Madhyastha, Mohit Bansal, Kevin Gimpel and Karen Livescu
null
1510.02387
null
null
Distilling Model Knowledge
stat.ML cs.LG
Top-performing machine learning systems, such as deep neural networks, large ensembles and complex probabilistic graphical models, can be expensive to store, slow to evaluate and hard to integrate into larger systems. Ideally, we would like to replace such cumbersome models with simpler models that perform equally well. In this thesis, we study knowledge distillation, the idea of extracting the knowledge contained in a complex model and injecting it into a more convenient model. We present a general framework for knowledge distillation, whereby a convenient model of our choosing learns how to mimic a complex model, by observing the latter's behaviour and being penalized whenever it fails to reproduce it. We develop our framework within the context of three distinct machine learning applications: (a) model compression, where we compress large discriminative models, such as ensembles of neural networks, into models of much smaller size; (b) compact predictive distributions for Bayesian inference, where we distil large bags of MCMC samples into compact predictive distributions in closed form; (c) intractable generative models, where we distil unnormalizable models such as RBMs into tractable models such as NADEs. We contribute to the state of the art with novel techniques and ideas. In model compression, we describe and implement derivative matching, which allows for better distillation when data is scarce. In compact predictive distributions, we introduce online distillation, which allows for significant savings in memory. Finally, in intractable generative models, we show how to use distilled models to robustly estimate intractable quantities of the original model, such as its intractable partition function.
George Papamakarios
null
1510.02437
null
null
Uniform Learning in a Deep Neural Network via "Oddball" Stochastic Gradient Descent
cs.LG
When training deep neural networks, it is typically assumed that the training examples are uniformly difficult to learn. Or, to restate, it is assumed that the training error will be uniformly distributed across the training examples. Based on these assumptions, each training example is used an equal number of times. However, this assumption may not be valid in many cases. "Oddball SGD" (novelty-driven stochastic gradient descent) was recently introduced to drive training probabilistically according to the error distribution - training frequency is proportional to training error magnitude. In this article, using a deep neural network to encode a video, we show that oddball SGD can be used to enforce uniform error across the training set.
Andrew J.R. Simpson
null
1510.02442
null
null
New Optimisation Methods for Machine Learning
cs.LG stat.ML
A thesis submitted for the degree of Doctor of Philosophy of The Australian National University. In this work we introduce several new optimisation methods for problems in machine learning. Our algorithms broadly fall into two categories: optimisation of finite sums and of graph structured objectives. The finite sum problem is simply the minimisation of objective functions that are naturally expressed as a summation over a large number of terms, where each term has a similar or identical weight. Such objectives most often appear in machine learning in the empirical risk minimisation framework in the non-online learning setting. The second category, that of graph structured objectives, consists of objectives that result from applying maximum likelihood to Markov random field models. Unlike the finite sum case, all the non-linearity is contained within a partition function term, which does not readily decompose into a summation. For the finite sum problem, we introduce the Finito and SAGA algorithms, as well as variants of each. For graph-structured problems, we take three complementary approaches. We look at learning the parameters for a fixed structure, learning the structure independently, and learning both simultaneously. Specifically, for the combined approach, we introduce a new method for encouraging graph structures with the "scale-free" property. For the structure learning problem, we establish SHORTCUT, a O(n^{2.5}) expected time approximate structure learning method for Gaussian graphical models. For problems where the structure is known but the parameters unknown, we introduce an approximate maximum likelihood learning algorithm that is capable of learning a useful subclass of Gaussian graphical models.
Aaron Defazio
null
1510.02533
null
null
Functional Frank-Wolfe Boosting for General Loss Functions
stat.ML cs.LG
Boosting is a generic learning method for classification and regression. Yet, as the number of base hypotheses becomes larger, boosting can lead to a deterioration of test performance. Overfitting is an important and ubiquitous phenomenon, especially in regression settings. To avoid overfitting, we consider using $l_1$ regularization. We propose a novel Frank-Wolfe type boosting algorithm (FWBoost) applied to general loss functions. By using exponential loss, the FWBoost algorithm can be rewritten as a variant of AdaBoost for binary classification. FWBoost algorithms have exactly the same form as existing boosting methods, in terms of making calls to a base learning algorithm with different weights update. This direct connection between boosting and Frank-Wolfe yields a new algorithm that is as practical as existing boosting methods but with new guarantees and rates of convergence. Experimental results show that the test performance of FWBoost is not degraded with larger rounds in boosting, which is consistent with the theoretical analysis.
Chu Wang and Yingfei Wang and Weinan E and Robert Schapire
null
1510.02558
null
null
Technical Report of Participation in Higgs Boson Machine Learning Challenge
cs.LG
This report entails the detailed description of the approach and methodologies taken as part of competing in the Higgs Boson Machine Learning Competition hosted by Kaggle Inc. and organized by CERN et al. It briefly describes the theoretical background of the problem and the motivation for taking part in the competition. Furthermore, the various machine learning models and algorithms analyzed and implemented during the 4 month period of participation are discussed and compared. Special attention is paid to the Deep Learning techniques and architectures implemented from scratch using Python and NumPy for this competition.
S. Raza Ahmad
null
1510.02674
null
null
Some Theory For Practical Classifier Validation
stat.ML cs.LG
We compare and contrast two approaches to validating a trained classifier while using all in-sample data for training. One is simultaneous validation over an organized set of hypotheses (SVOOSH), the well-known method that began with VC theory. The other is withhold and gap (WAG). WAG withholds a validation set, trains a holdout classifier on the remaining data, uses the validation data to validate that classifier, then adds the rate of disagreement between the holdout classifier and one trained using all in-sample data, which is an upper bound on the difference in error rates. We show that complex hypothesis classes and limited training data can make WAG a favorable alternative.
Eric Bax, Ya Le
null
1510.02676
null
null
Feedforward Sequential Memory Neural Networks without Recurrent Feedback
cs.NE cs.CL cs.LG
We introduce a new structure for memory neural networks, called feedforward sequential memory networks (FSMN), which can learn long-term dependency without using recurrent feedback. The proposed FSMN is a standard feedforward neural networks equipped with learnable sequential memory blocks in the hidden layers. In this work, we have applied FSMN to several language modeling (LM) tasks. Experimental results have shown that the memory blocks in FSMN can learn effective representations of long history. Experiments have shown that FSMN based language models can significantly outperform not only feedforward neural network (FNN) based LMs but also the popular recurrent neural network (RNN) LMs.
ShiLiang Zhang, Hui Jiang, Si Wei, LiRong Dai
null
1510.02693
null
null
Conditional Risk Minimization for Stochastic Processes
stat.ML cs.LG
We study the task of learning from non-i.i.d. data. In particular, we aim at learning predictors that minimize the conditional risk for a stochastic process, i.e. the expected loss of the predictor on the next point conditioned on the set of training samples observed so far. For non-i.i.d. data, the training set contains information about the upcoming samples, so learning with respect to the conditional distribution can be expected to yield better predictors than one obtains from the classical setting of minimizing the marginal risk. Our main contribution is a practical estimator for the conditional risk based on the theory of non-parametric time-series prediction, and a finite sample concentration bound that establishes uniform convergence of the estimator to the true conditional risk under certain regularity assumptions on the process.
Alexander Zimin, Christoph H. Lampert
null
1510.02706
null
null
Large-scale Artificial Neural Network: MapReduce-based Deep Learning
cs.DC cs.LG cs.NE
Faced with continuously increasing scale of data, original back-propagation neural network based machine learning algorithm presents two non-trivial challenges: huge amount of data makes it difficult to maintain both efficiency and accuracy; redundant data aggravates the system workload. This project is mainly focused on the solution to the issues above, combining deep learning algorithm with cloud computing platform to deal with large-scale data. A MapReduce-based handwriting character recognizer will be designed in this project to verify the efficiency improvement this mechanism will achieve on training and practical large-scale data. Careful discussion and experiment will be developed to illustrate how deep learning algorithm works to train handwritten digits data, how MapReduce is implemented on deep learning neural network, and why this combination accelerates computation. Besides performance, the scalability and robustness will be mentioned in this report as well. Our system comes with two demonstration software that visually illustrates our handwritten digit recognition/encoding application.
Kairan Sun, Xu Wei, Gengtao Jia, Risheng Wang, Ruizhi Li
null
1510.02709
null
null
Early Inference in Energy-Based Models Approximates Back-Propagation
cs.LG
We show that Langevin MCMC inference in an energy-based model with latent variables has the property that the early steps of inference, starting from a stationary point, correspond to propagating error gradients into internal layers, similarly to back-propagation. The error that is back-propagated is with respect to visible units that have received an outside driving force pushing them away from the stationary point. Back-propagated error gradients correspond to temporal derivatives of the activation of hidden units. This observation could be an element of a theory for explaining how brains perform credit assignment in deep hierarchies as efficiently as back-propagation does. In this theory, the continuous-valued latent variables correspond to averaged voltage potential (across time, spikes, and possibly neurons in the same minicolumn), and neural computation corresponds to approximate inference and error back-propagation at the same time.
Yoshua Bengio and Asja Fischer
null
1510.02777
null
null
On the Complexity of Inner Product Similarity Join
cs.DS cs.DB cs.LG
A number of tasks in classification, information retrieval, recommendation systems, and record linkage reduce to the core problem of inner product similarity join (IPS join): identifying pairs of vectors in a collection that have a sufficiently large inner product. IPS join is well understood when vectors are normalized and some approximation of inner products is allowed. However, the general case where vectors may have any length appears much more challenging. Recently, new upper bounds based on asymmetric locality-sensitive hashing (ALSH) and asymmetric embeddings have emerged, but little has been known on the lower bound side. In this paper we initiate a systematic study of inner product similarity join, showing new lower and upper bounds. Our main results are: * Approximation hardness of IPS join in subquadratic time, assuming the strong exponential time hypothesis. * New upper and lower bounds for (A)LSH-based algorithms. In particular, we show that asymmetry can be avoided by relaxing the LSH definition to only consider the collision probability of distinct elements. * A new indexing method for IPS based on linear sketches, implying that our hardness results are not far from being tight. Our technical contributions include new asymmetric embeddings that may be of independent interest. At the conceptual level we strive to provide greater clarity, for example by distinguishing among signed and unsigned variants of IPS join and shedding new light on the effect of asymmetry.
Thomas D. Ahle and Rasmus Pagh and Ilya Razenshteyn and Francesco Silvestri
10.1145/2902251.2902285
1510.02824
null
null
On the Definiteness of Earth Mover's Distance and Its Relation to Set Intersection
cs.LG stat.ML
Positive definite kernels are an important tool in machine learning that enable efficient solutions to otherwise difficult or intractable problems by implicitly linearizing the problem geometry. In this paper we develop a set-theoretic interpretation of the Earth Mover's Distance (EMD) and propose Earth Mover's Intersection (EMI), a positive definite analog to EMD for sets of different sizes. We provide conditions under which EMD or certain approximations to EMD are negative definite. We also present a positive-definite-preserving transformation that can be applied to any kernel and can also be used to derive positive definite EMD-based kernels and show that the Jaccard index is simply the result of this transformation. Finally, we evaluate kernels based on EMI and the proposed transformation versus EMD in various computer vision tasks and show that EMD is generally inferior even with indefinite kernel techniques.
Andrew Gardner, Christian A. Duncan, Jinko Kanno, and Rastko R. Selmic
10.1109/TCYB.2017.2761798
1510.02833
null
null
Active Learning from Weak and Strong Labelers
cs.LG stat.ML
An active learner is given a hypothesis class, a large set of unlabeled examples and the ability to interactively query labels to an oracle of a subset of these examples; the goal of the learner is to learn a hypothesis in the class that fits the data well by making as few label queries as possible. This work addresses active learning with labels obtained from strong and weak labelers, where in addition to the standard active learning setting, we have an extra weak labeler which may occasionally provide incorrect labels. An example is learning to classify medical images where either expensive labels may be obtained from a physician (oracle or strong labeler), or cheaper but occasionally incorrect labels may be obtained from a medical resident (weak labeler). Our goal is to learn a classifier with low error on data labeled by the oracle, while using the weak labeler to reduce the number of label queries made to this labeler. We provide an active learning algorithm for this setting, establish its statistical consistency, and analyze its label complexity to characterize when it can provide label savings over using the strong labeler alone.
Chicheng Zhang, Kamalika Chaudhuri
null
1510.02847
null
null
AtomNet: A Deep Convolutional Neural Network for Bioactivity Prediction in Structure-based Drug Discovery
cs.LG cs.NE q-bio.BM stat.ML
Deep convolutional neural networks comprise a subclass of deep neural networks (DNN) with a constrained architecture that leverages the spatial and temporal structure of the domain they model. Convolutional networks achieve the best predictive performance in areas such as speech and image recognition by hierarchically composing simple local features into complex models. Although DNNs have been used in drug discovery for QSAR and ligand-based bioactivity predictions, none of these models have benefited from this powerful convolutional architecture. This paper introduces AtomNet, the first structure-based, deep convolutional neural network designed to predict the bioactivity of small molecules for drug discovery applications. We demonstrate how to apply the convolutional concepts of feature locality and hierarchical composition to the modeling of bioactivity and chemical interactions. In further contrast to existing DNN techniques, we show that AtomNet's application of local convolutional filters to structural target information successfully predicts new active molecules for targets with no previously known modulators. Finally, we show that AtomNet outperforms previous docking approaches on a diverse set of benchmarks by a large margin, achieving an AUC greater than 0.9 on 57.8% of the targets in the DUDE benchmark.
Izhar Wallach and Michael Dzamba and Abraham Heifets
null
1510.02855
null
null
TSEB: More Efficient Thompson Sampling for Policy Learning
cs.LG
In model-based solution approaches to the problem of learning in an unknown environment, exploring to learn the model parameters takes a toll on the regret. The optimal performance with respect to regret or PAC bounds is achievable, if the algorithm exploits with respect to reward or explores with respect to the model parameters, respectively. In this paper, we propose TSEB, a Thompson Sampling based algorithm with adaptive exploration bonus that aims to solve the problem with tighter PAC guarantees, while being cautious on the regret as well. The proposed approach maintains distributions over the model parameters which are successively refined with more experience. At any given time, the agent solves a model sampled from this distribution, and the sampled reward distribution is skewed by an exploration bonus in order to generate more informative exploration. The policy by solving is then used for generating more experience that helps in updating the posterior over the model parameters. We provide a detailed analysis of the PAC guarantees, and convergence of the proposed approach. We show that our adaptive exploration bonus encourages the additional exploration required for better PAC bounds on the algorithm. We provide empirical analysis on two different simulated domains.
P. Prasanna, Sarath Chandar, Balaraman Ravindran
null
1510.02874
null
null
Attend, Adapt and Transfer: Attentive Deep Architecture for Adaptive Transfer from multiple sources in the same domain
cs.AI cs.LG
Transferring knowledge from prior source tasks in solving a new target task can be useful in several learning applications. The application of transfer poses two serious challenges which have not been adequately addressed. First, the agent should be able to avoid negative transfer, which happens when the transfer hampers or slows down the learning instead of helping it. Second, the agent should be able to selectively transfer, which is the ability to select and transfer from different and multiple source tasks for different parts of the state space of the target task. We propose A2T (Attend, Adapt and Transfer), an attentive deep architecture which adapts and transfers from these source tasks. Our model is generic enough to effect transfer of either policies or value functions. Empirical evaluations on different learning algorithms show that A2T is an effective architecture for transfer by being able to avoid negative transfer while transferring selectively from multiple source tasks in the same domain.
Janarthanan Rajendran, Aravind Srinivas, Mitesh M. Khapra, P Prasanna, Balaraman Ravindran
null
1510.02879
null
null
Survey on Feature Selection
cs.LG
Feature selection plays an important role in the data mining process. It is needed to deal with the excessive number of features, which can become a computational burden on the learning algorithms. It is also necessary, even when computational resources are not scarce, since it improves the accuracy of the machine learning tasks, as we will see in the upcoming sections. In this review, we discuss the different feature selection approaches, and the relation between them and the various machine learning algorithms.
Tarek Amr Abdallah, Beatriz de La Iglesia
null
1510.02892
null
null
Evaluation of Joint Multi-Instance Multi-Label Learning For Breast Cancer Diagnosis
cs.CV cs.LG
Multi-instance multi-label (MIML) learning is a challenging problem in many aspects. Such learning approaches might be useful for many medical diagnosis applications including breast cancer detection and classification. In this study subset of digiPATH dataset (whole slide digital breast cancer histopathology images) are used for training and evaluation of six state-of-the-art MIML methods. At the end, performance comparison of these approaches are given by means of effective evaluation metrics. It is shown that MIML-kNN achieve the best performance that is %65.3 average precision, where most of other methods attain acceptable results as well.
Baris Gecer, Ozge Yalcinkaya, Onur Tasar and Selim Aksoy
null
1510.02942
null
null
Do Deep Neural Networks Learn Facial Action Units When Doing Expression Recognition?
cs.CV cs.LG cs.NE
Despite being the appearance-based classifier of choice in recent years, relatively few works have examined how much convolutional neural networks (CNNs) can improve performance on accepted expression recognition benchmarks and, more importantly, examine what it is they actually learn. In this work, not only do we show that CNNs can achieve strong performance, but we also introduce an approach to decipher which portions of the face influence the CNN's predictions. First, we train a zero-bias CNN on facial expression data and achieve, to our knowledge, state-of-the-art performance on two expression recognition benchmarks: the extended Cohn-Kanade (CK+) dataset and the Toronto Face Dataset (TFD). We then qualitatively analyze the network by visualizing the spatial patterns that maximally excite different neurons in the convolutional layers and show how they resemble Facial Action Units (FAUs). Finally, we use the FAU labels provided in the CK+ dataset to verify that the FAUs observed in our filter visualizations indeed align with the subject's facial movements.
Pooya Khorrami, Tom Le Paine, Thomas S. Huang
null
1510.02969
null
null
OmniGraph: Rich Representation and Graph Kernel Learning
cs.CL cs.LG
OmniGraph, a novel representation to support a range of NLP classification tasks, integrates lexical items, syntactic dependencies and frame semantic parses into graphs. Feature engineering is folded into the learning through convolution graph kernel learning to explore different extents of the graph. A high-dimensional space of features includes individual nodes as well as complex subgraphs. In experiments on a text-forecasting problem that predicts stock price change from news for company mentions, OmniGraph beats several benchmarks based on bag-of-words, syntactic dependencies, and semantic trees. The highly expressive features OmniGraph discovers provide insights into the semantics across distinct market sectors. To demonstrate the method's generality, we also report its high performance results on a fine-grained sentiment corpus.
Boyi Xie and Rebecca J. Passonneau
null
1510.02983
null
null
Neural Networks with Few Multiplications
cs.LG cs.NE
For most deep learning algorithms training is notoriously time consuming. Since most of the computation in training neural networks is typically spent on floating point multiplications, we investigate an approach to training that eliminates the need for most of these. Our method consists of two parts: First we stochastically binarize weights to convert multiplications involved in computing hidden states to sign changes. Second, while back-propagating error derivatives, in addition to binarizing the weights, we quantize the representations at each layer to convert the remaining multiplications into binary shifts. Experimental results across 3 popular datasets (MNIST, CIFAR10, SVHN) show that this approach not only does not hurt classification performance but can result in even better performance than standard stochastic gradient descent training, paving the way to fast, hardware-friendly training of neural networks.
Zhouhan Lin, Matthieu Courbariaux, Roland Memisevic, Yoshua Bengio
null
1510.03009
null
null
On Correcting Inputs: Inverse Optimization for Online Structured Prediction
cs.LG
Algorithm designers typically assume that the input data is correct, and then proceed to find "optimal" or "sub-optimal" solutions using this input data. However this assumption of correct data does not always hold in practice, especially in the context of online learning systems where the objective is to learn appropriate feature weights given some training samples. Such scenarios necessitate the study of inverse optimization problems where one is given an input instance as well as a desired output and the task is to adjust the input data so that the given output is indeed optimal. Motivated by learning structured prediction models, in this paper we consider inverse optimization with a margin, i.e., we require the given output to be better than all other feasible outputs by a desired margin. We consider such inverse optimization problems for maximum weight matroid basis, matroid intersection, perfect matchings, minimum cost maximum flows, and shortest paths and derive the first known results for such problems with a non-zero margin. The effectiveness of these algorithmic approaches to online learning for structured prediction is also discussed.
Hal Daum\'e III, Samir Khuller, Manish Purohit, and Gregory Sanders
null
1510.03130
null
null
Context-Aware Bandits
cs.LG cs.AI stat.ML
We propose an efficient Context-Aware clustering of Bandits (CAB) algorithm, which can capture collaborative effects. CAB can be easily deployed in a real-world recommendation system, where multi-armed bandits have been shown to perform well in particular with respect to the cold-start problem. CAB utilizes a context-aware clustering augmented by exploration-exploitation strategies. CAB dynamically clusters the users based on the content universe under consideration. We give a theoretical analysis in the standard stochastic multi-armed bandits setting. We show the efficiency of our approach on production and real-world datasets, demonstrate the scalability, and, more importantly, the significant increased prediction performance against several state-of-the-art methods.
Shuai Li and Purushottam Kar
null
1510.03164
null
null
VB calibration to improve the interface between phone recognizer and i-vector extractor
stat.ML cs.LG
The EM training algorithm of the classical i-vector extractor is often incorrectly described as a maximum-likelihood method. The i-vector model is however intractable: the likelihood itself and the hidden-variable posteriors needed for the EM algorithm cannot be computed in closed form. We show here that the classical i-vector extractor recipe is actually a mean-field variational Bayes (VB) recipe. This theoretical VB interpretation turns out to be of further use, because it also offers an interpretation of the newer phonetic i-vector extractor recipe, thereby unifying the two flavours of extractor. More importantly, the VB interpretation is also practically useful: it suggests ways of modifying existing i-vector extractors to make them more accurate. In particular, in existing methods, the approximate VB posterior for the GMM states is fixed, while only the parameters of the generative model are adapted. Here we explore the possibility of also mildly adjusting (calibrating) those posteriors, so that they better fit the generative model.
Niko Br\"ummer
null
1510.03203
null
null
The Inductive Constraint Programming Loop
cs.AI cs.LG
Constraint programming is used for a variety of real-world optimisation problems, such as planning, scheduling and resource allocation problems. At the same time, one continuously gathers vast amounts of data about these problems. Current constraint programming software does not exploit such data to update schedules, resources and plans. We propose a new framework, that we call the Inductive Constraint Programming loop. In this approach data is gathered and analyzed systematically, in order to dynamically revise and adapt constraints and optimization criteria. Inductive Constraint Programming aims at bridging the gap between the areas of data mining and machine learning on the one hand, and constraint programming on the other hand.
Christian Bessiere, Luc De Raedt, Tias Guns, Lars Kotthoff, Mirco Nanni, Siegfried Nijssen, Barry O'Sullivan, Anastasia Paparrizou, Dino Pedreschi, Helmut Simonis
null
1510.03317
null
null
Evaluating Real-time Anomaly Detection Algorithms - the Numenta Anomaly Benchmark
cs.AI cs.LG
Much of the world's data is streaming, time-series data, where anomalies give significant information in critical situations; examples abound in domains such as finance, IT, security, medical, and energy. Yet detecting anomalies in streaming data is a difficult task, requiring detectors to process data in real-time, not batches, and learn while simultaneously making predictions. There are no benchmarks to adequately test and score the efficacy of real-time anomaly detectors. Here we propose the Numenta Anomaly Benchmark (NAB), which attempts to provide a controlled and repeatable environment of open-source tools to test and measure anomaly detection algorithms on streaming data. The perfect detector would detect all anomalies as soon as possible, trigger no false alarms, work with real-world time-series data across a variety of domains, and automatically adapt to changing statistics. Rewarding these characteristics is formalized in NAB, using a scoring algorithm designed for streaming data. NAB evaluates detectors on a benchmark dataset with labeled, real-world time-series data. We present these components, and give results and analyses for several open source, commercially-used algorithms. The goal for NAB is to provide a standard, open source framework with which the research community can compare and evaluate different algorithms for detecting anomalies in streaming data.
Alexander Lavin, Subutai Ahmad
10.1109/ICMLA.2015.141
1510.03336
null
null
Toward a Better Understanding of Leaderboard
stat.ML cs.LG stat.AP
The leaderboard in machine learning competitions is a tool to show the performance of various participants and to compare them. However, the leaderboard quickly becomes no longer accurate, due to hack or overfitting. This article gives two pieces of advice to prevent easy hack or overfitting. By following these advice, we reach the conclusion that something like the Ladder leaderboard introduced in [blum2015ladder] is inevitable. With this understanding, we naturally simplify Ladder by eliminating its redundant computation and explain how to choose the parameter and interpret it. We also prove that the sample complexity is cubic to the desired precision of the leaderboard.
Wenjie Zheng
null
1510.03349
null
null
Asymptotic Logical Uncertainty and The Benford Test
cs.LG cs.AI
We give an algorithm A which assigns probabilities to logical sentences. For any simple infinite sequence of sentences whose truth-values appear indistinguishable from a biased coin that outputs "true" with probability p, we have that the sequence of probabilities that A assigns to these sentences converges to p.
Scott Garrabrant, Siddharth Bhaskar, Abram Demski, Joanna Garrabrant, George Koleszarik, Evan Lloyd
null
1510.03370
null
null
The intrinsic value of HFO features as a biomarker of epileptic activity
q-bio.NC cs.LG stat.ML
High frequency oscillations (HFOs) are a promising biomarker of epileptic brain tissue and activity. HFOs additionally serve as a prototypical example of challenges in the analysis of discrete events in high-temporal resolution, intracranial EEG data. Two primary challenges are 1) dimensionality reduction, and 2) assessing feasibility of classification. Dimensionality reduction assumes that the data lie on a manifold with dimension less than that of the feature space. However, previous HFO analyses have assumed a linear manifold, global across time, space (i.e. recording electrode/channel), and individual patients. Instead, we assess both a) whether linear methods are appropriate and b) the consistency of the manifold across time, space, and patients. We also estimate bounds on the Bayes classification error to quantify the distinction between two classes of HFOs (those occurring during seizures and those occurring due to other processes). This analysis provides the foundation for future clinical use of HFO features and buides the analysis for other discrete events, such as individual action potentials or multi-unit activity.
Stephen V. Gliske, Kevin R. Moon, William C. Stacey, Alfred O. Hero III
10.1109/ICASSP.2016.7472887
1510.03507
null
null
$\ell_1$-regularized Neural Networks are Improperly Learnable in Polynomial Time
cs.LG
We study the improper learning of multi-layer neural networks. Suppose that the neural network to be learned has $k$ hidden layers and that the $\ell_1$-norm of the incoming weights of any neuron is bounded by $L$. We present a kernel-based method, such that with probability at least $1 - \delta$, it learns a predictor whose generalization error is at most $\epsilon$ worse than that of the neural network. The sample complexity and the time complexity of the presented method are polynomial in the input dimension and in $(1/\epsilon,\log(1/\delta),F(k,L))$, where $F(k,L)$ is a function depending on $(k,L)$ and on the activation function, independent of the number of neurons. The algorithm applies to both sigmoid-like activation functions and ReLU-like activation functions. It implies that any sufficiently sparse neural network is learnable in polynomial time.
Yuchen Zhang, Jason D. Lee, Michael I. Jordan
null
1510.03528
null
null
Elastic regularization in restricted Boltzmann machines: Dealing with $p\gg N$
cs.LG
Restricted Boltzmann machines (RBMs) are endowed with the universal power of modeling (binary) joint distributions. Meanwhile, as a result of their confining network structure, training RBMs confronts less difficulties (compared with more complicated models, e.g., Boltzmann machines) when dealing with approximation and inference issues. However, in certain computational biology scenarios, such as the cancer data analysis, employing RBMs to model data features may lose its efficacy due to the "$p\gg N$" problem, in which the number of features/predictors is much larger than the sample size. The "$p\gg N$" problem puts the bias-variance trade-off in a more crucial place when designing statistical learning methods. In this manuscript, we try to address this problem by proposing a novel RBM model, called elastic restricted Boltzmann machine (eRBM), which incorporates the elastic regularization term into the likelihood/cost function. We provide several theoretical analysis on the superiority of our model. Furthermore, attributed to the classic contrastive divergence (CD) algorithm, eRBMs can be trained efficiently. Our novel model is a promising method for future cancer data analysis.
Sai Zhang
null
1510.03623
null
null
A Sensitivity Analysis of (and Practitioners' Guide to) Convolutional Neural Networks for Sentence Classification
cs.CL cs.LG cs.NE
Convolutional Neural Networks (CNNs) have recently achieved remarkably strong performance on the practically important task of sentence classification (kim 2014, kalchbrenner 2014, johnson 2014). However, these models require practitioners to specify an exact model architecture and set accompanying hyperparameters, including the filter region size, regularization parameters, and so on. It is currently unknown how sensitive model performance is to changes in these configurations for the task of sentence classification. We thus conduct a sensitivity analysis of one-layer CNNs to explore the effect of architecture components on model performance; our aim is to distinguish between important and comparatively inconsequential design decisions for sentence classification. We focus on one-layer CNNs (to the exclusion of more complex models) due to their comparative simplicity and strong empirical performance, which makes it a modern standard baseline method akin to Support Vector Machine (SVMs) and logistic regression. We derive practical advice from our extensive empirical results for those interested in getting the most out of CNNs for sentence classification in real world settings.
Ye Zhang and Byron Wallace
null
1510.03820
null
null
Adopting Robustness and Optimality in Fitting and Learning
cs.LG cs.NE math.OC
We generalized a modified exponentialized estimator by pushing the robust-optimal (RO) index $\lambda$ to $-\infty$ for achieving robustness to outliers by optimizing a quasi-Minimin function. The robustness is realized and controlled adaptively by the RO index without any predefined threshold. Optimality is guaranteed by expansion of the convexity region in the Hessian matrix to largely avoid local optima. Detailed quantitative analysis on both robustness and optimality are provided. The results of proposed experiments on fitting tasks for three noisy non-convex functions and the digits recognition task on the MNIST dataset consolidate the conclusions.
Zhiguang Wang, Tim Oates, James Lo
null
1510.03826
null
null
On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalities
math.PR cs.LG stat.ML
We study an equivalence of (i) deterministic pathwise statements appearing in the online learning literature (termed \emph{regret bounds}), (ii) high-probability tail bounds for the supremum of a collection of martingales (of a specific form arising from uniform laws of large numbers for martingales), and (iii) in-expectation bounds for the supremum. By virtue of the equivalence, we prove exponential tail bounds for norms of Banach space valued martingales via deterministic regret bounds for the online mirror descent algorithm with an adaptive step size. We extend these results beyond the linear structure of the Banach space: we define a notion of \emph{martingale type} for general classes of real-valued functions and show its equivalence (up to a logarithmic factor) to various sequential complexities of the class (in particular, the sequential Rademacher complexity and its offset version). For classes with the general martingale type 2, we exhibit a finer notion of variation that allows partial adaptation to the function indexing the martingale. Our proof technique rests on sequential symmetrization and on certifying the \emph{existence} of regret minimization strategies for certain online prediction problems.
Alexander Rakhlin, Karthik Sridharan
null
1510.03925
null
null
A Bayesian Network Model for Interesting Itemsets
stat.ML cs.DB cs.LG
Mining itemsets that are the most interesting under a statistical model of the underlying data is a commonly used and well-studied technique for exploratory data analysis, with the most recent interestingness models exhibiting state of the art performance. Continuing this highly promising line of work, we propose the first, to the best of our knowledge, generative model over itemsets, in the form of a Bayesian network, and an associated novel measure of interestingness. Our model is able to efficiently infer interesting itemsets directly from the transaction database using structural EM, in which the E-step employs the greedy approximation to weighted set cover. Our approach is theoretically simple, straightforward to implement, trivially parallelizable and retrieves itemsets whose quality is comparable to, if not better than, existing state of the art algorithms as we demonstrate on several real-world datasets.
Jaroslav Fowkes and Charles Sutton
10.1007/978-3-319-46227-1_26
1510.04130
null
null
Embarrassingly Parallel Variational Inference in Nonconjugate Models
stat.ML cs.AI cs.DC cs.LG stat.CO
We develop a parallel variational inference (VI) procedure for use in data-distributed settings, where each machine only has access to a subset of data and runs VI independently, without communicating with other machines. This type of "embarrassingly parallel" procedure has recently been developed for MCMC inference algorithms; however, in many cases it is not possible to directly extend this procedure to VI methods without requiring certain restrictive exponential family conditions on the form of the model. Furthermore, most existing (nonparallel) VI methods are restricted to use on conditionally conjugate models, which limits their applicability. To combat these issues, we make use of the recently proposed nonparametric VI to facilitate an embarrassingly parallel VI procedure that can be applied to a wider scope of models, including to nonconjugate models. We derive our embarrassingly parallel VI algorithm, analyze our method theoretically, and demonstrate our method empirically on a few nonconjugate models.
Willie Neiswanger, Chong Wang, Eric Xing
null
1510.04163
null
null
Improving Back-Propagation by Adding an Adversarial Gradient
stat.ML cs.LG
The back-propagation algorithm is widely used for learning in artificial neural networks. A challenge in machine learning is to create models that generalize to new data samples not seen in the training data. Recently, a common flaw in several machine learning algorithms was discovered: small perturbations added to the input data lead to consistent misclassification of data samples. Samples that easily mislead the model are called adversarial examples. Training a "maxout" network on adversarial examples has shown to decrease this vulnerability, but also increase classification performance. This paper shows that adversarial training has a regularizing effect also in networks with logistic, hyperbolic tangent and rectified linear units. A simple extension to the back-propagation method is proposed, that adds an adversarial gradient to the training. The extension requires an additional forward and backward pass to calculate a modified input sample, or mini batch, used as input for standard back-propagation learning. The first experimental results on MNIST show that the "adversarial back-propagation" method increases the resistance to adversarial examples and boosts the classification performance. The extension reduces the classification error on the permutation invariant MNIST from 1.60% to 0.95% in a logistic network, and from 1.40% to 0.78% in a network with rectified linear units. Results on CIFAR-10 indicate that the method has a regularizing effect similar to dropout in fully connected networks. Based on these promising results, adversarial back-propagation is proposed as a stand-alone regularizing method that should be further investigated.
Arild N{\o}kland
null
1510.04189
null
null
Group-Invariant Subspace Clustering
cs.IT cs.LG math.IT stat.ML
In this paper we consider the problem of group invariant subspace clustering where the data is assumed to come from a union of group-invariant subspaces of a vector space, i.e. subspaces which are invariant with respect to action of a given group. Algebraically, such group-invariant subspaces are also referred to as submodules. Similar to the well known Sparse Subspace Clustering approach where the data is assumed to come from a union of subspaces, we analyze an algorithm which, following a recent work [1], we refer to as Sparse Sub-module Clustering (SSmC). The method is based on finding group-sparse self-representation of data points. In this paper we primarily derive general conditions under which such a group-invariant subspace identification is possible. In particular we extend the geometric analysis in [2] and in the process we identify a related problem in geometric functional analysis.
Shuchin Aeron and Eric Kernfeld
null
1510.04356
null
null
Scatter Component Analysis: A Unified Framework for Domain Adaptation and Domain Generalization
cs.CV cs.AI cs.LG stat.ML
This paper addresses classification tasks on a particular target domain in which labeled training data are only available from source domains different from (but related to) the target. Two closely related frameworks, domain adaptation and domain generalization, are concerned with such tasks, where the only difference between those frameworks is the availability of the unlabeled target data: domain adaptation can leverage unlabeled target information, while domain generalization cannot. We propose Scatter Component Analyis (SCA), a fast representation learning algorithm that can be applied to both domain adaptation and domain generalization. SCA is based on a simple geometrical measure, i.e., scatter, which operates on reproducing kernel Hilbert space. SCA finds a representation that trades between maximizing the separability of classes, minimizing the mismatch between domains, and maximizing the separability of data; each of which is quantified through scatter. The optimization problem of SCA can be reduced to a generalized eigenvalue problem, which results in a fast and exact solution. Comprehensive experiments on benchmark cross-domain object recognition datasets verify that SCA performs much faster than several state-of-the-art algorithms and also provides state-of-the-art classification accuracy in both domain adaptation and domain generalization. We also show that scatter can be used to establish a theoretical generalization bound in the case of domain adaptation.
Muhammad Ghifary and David Balduzzi and W. Bastiaan Kleijn and Mengjie Zhang
null
1510.04373
null
null
Dual Principal Component Pursuit
cs.CV cs.LG
We consider the problem of learning a linear subspace from data corrupted by outliers. Classical approaches are typically designed for the case in which the subspace dimension is small relative to the ambient dimension. Our approach works with a dual representation of the subspace and hence aims to find its orthogonal complement; as such, it is particularly suitable for subspaces whose dimension is close to the ambient dimension (subspaces of high relative dimension). We pose the problem of computing normal vectors to the inlier subspace as a non-convex $\ell_1$ minimization problem on the sphere, which we call Dual Principal Component Pursuit (DPCP) problem. We provide theoretical guarantees under which every global solution to DPCP is a vector in the orthogonal complement of the inlier subspace. Moreover, we relax the non-convex DPCP problem to a recursion of linear programs whose solutions are shown to converge in a finite number of steps to a vector orthogonal to the subspace. In particular, when the inlier subspace is a hyperplane, the solutions to the recursion of linear programs converge to the global minimum of the non-convex DPCP problem in a finite number of steps. We also propose algorithms based on alternating minimization and iteratively re-weighted least squares, which are suitable for dealing with large-scale data. Experiments on synthetic data show that the proposed methods are able to handle more outliers and higher relative dimensions than current state-of-the-art methods, while experiments in the context of the three-view geometry problem in computer vision suggest that the proposed methods can be a useful or even superior alternative to traditional RANSAC-based approaches for computer vision and other applications.
Manolis C. Tsakiris and Rene Vidal
null
1510.04390
null
null
Filtrated Spectral Algebraic Subspace Clustering
cs.CV cs.LG
Algebraic Subspace Clustering (ASC) is a simple and elegant method based on polynomial fitting and differentiation for clustering noiseless data drawn from an arbitrary union of subspaces. In practice, however, ASC is limited to equi-dimensional subspaces because the estimation of the subspace dimension via algebraic methods is sensitive to noise. This paper proposes a new ASC algorithm that can handle noisy data drawn from subspaces of arbitrary dimensions. The key ideas are (1) to construct, at each point, a decreasing sequence of subspaces containing the subspace passing through that point; (2) to use the distances from any other point to each subspace in the sequence to construct a subspace clustering affinity, which is superior to alternative affinities both in theory and in practice. Experiments on the Hopkins 155 dataset demonstrate the superiority of the proposed method with respect to sparse and low rank subspace clustering methods.
Manolis C. Tsakiris and Rene Vidal
null
1510.04396
null
null
Online Markov decision processes with policy iteration
cs.LG
The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and theoretically establish a sublinear regret bound. A notable advantage of the proposed algorithm is that it can be easily combined with function approximation, and thus large and possibly continuous state spaces can be efficiently handled. Through experiments, we demonstrate the usefulness of the proposed algorithm.
Yao Ma, Hao Zhang, Masashi Sugiyama
null
1510.04454
null
null
Layer-Specific Adaptive Learning Rates for Deep Networks
cs.CV cs.AI cs.LG cs.NE
The increasing complexity of deep learning architectures is resulting in training time requiring weeks or even months. This slow training is due in part to vanishing gradients, in which the gradients used by back-propagation are extremely large for weights connecting deep layers (layers near the output layer), and extremely small for shallow layers (near the input layer); this results in slow learning in the shallow layers. Additionally, it has also been shown that in highly non-convex problems, such as deep neural networks, there is a proliferation of high-error low curvature saddle points, which slows down learning dramatically. In this paper, we attempt to overcome the two above problems by proposing an optimization method for training deep neural networks which uses learning rates which are both specific to each layer in the network and adaptive to the curvature of the function, increasing the learning rate at low curvature points. This enables us to speed up learning in the shallow layers of the network and quickly escape high-error low curvature saddle points. We test our method on standard image classification datasets such as MNIST, CIFAR10 and ImageNet, and demonstrate that our method increases accuracy as well as reduces the required training time over standard algorithms.
Bharat Singh, Soham De, Yangmuzi Zhang, Thomas Goldstein, and Gavin Taylor
null
1510.04609
null
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Multilingual Image Description with Neural Sequence Models
cs.CL cs.CV cs.LG cs.NE
In this paper we present an approach to multi-language image description bringing together insights from neural machine translation and neural image description. To create a description of an image for a given target language, our sequence generation models condition on feature vectors from the image, the description from the source language, and/or a multimodal vector computed over the image and a description in the source language. In image description experiments on the IAPR-TC12 dataset of images aligned with English and German sentences, we find significant and substantial improvements in BLEU4 and Meteor scores for models trained over multiple languages, compared to a monolingual baseline.
Desmond Elliott, Stella Frank, Eva Hasler
null
1510.04709
null
null
Tensor vs Matrix Methods: Robust Tensor Decomposition under Block Sparse Perturbations
cs.LG cs.IT math.IT stat.ML
Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient ascent (a variant of the tensor power method), and hard thresholding of the residual. We prove convergence to the globally optimal solution under natural incoherence conditions on the low rank component, and bounded level of sparse perturbations. We compare our method with natural baselines which apply robust matrix PCA either to the {\em flattened} tensor, or to the matrix slices of the tensor. Our method can provably handle a far greater level of perturbation when the sparse tensor is block-structured. This naturally occurs in many applications such as the activity detection task in videos. Our experiments validate these findings. Thus, we establish that tensor methods can tolerate a higher level of gross corruptions compared to matrix methods.
Animashree Anandkumar, Prateek Jain, Yang Shi, U. N. Niranjan
null
1510.04747
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