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Graphical Model Sketch
cs.DS cs.LG stat.ML
Structured high-cardinality data arises in many domains, and poses a major challenge for both modeling and inference. Graphical models are a popular approach to modeling structured data but they are unsuitable for high-cardinality variables. The count-min (CM) sketch is a popular approach to estimating probabilities in high-cardinality data but it does not scale well beyond a few variables. In this work, we bring together the ideas of graphical models and count sketches; and propose and analyze several approaches to estimating probabilities in structured high-cardinality streams of data. The key idea of our approximations is to use the structure of a graphical model and approximately estimate its factors by "sketches", which hash high-cardinality variables using random projections. Our approximations are computationally efficient and their space complexity is independent of the cardinality of variables. Our error bounds are multiplicative and significantly improve upon those of the CM sketch, a state-of-the-art approach to estimating probabilities in streams. We evaluate our approximations on synthetic and real-world problems, and report an order of magnitude improvements over the CM sketch.
Branislav Kveton, Hung Bui, Mohammad Ghavamzadeh, Georgios Theocharous, S. Muthukrishnan, and Siqi Sun
null
1602.03105
null
null
DCM Bandits: Learning to Rank with Multiple Clicks
cs.LG stat.ML
A search engine recommends to the user a list of web pages. The user examines this list, from the first page to the last, and clicks on all attractive pages until the user is satisfied. This behavior of the user can be described by the dependent click model (DCM). We propose DCM bandits, an online learning variant of the DCM where the goal is to maximize the probability of recommending satisfactory items, such as web pages. The main challenge of our learning problem is that we do not observe which attractive item is satisfactory. We propose a computationally-efficient learning algorithm for solving our problem, dcmKL-UCB; derive gap-dependent upper bounds on its regret under reasonable assumptions; and also prove a matching lower bound up to logarithmic factors. We evaluate our algorithm on synthetic and real-world problems, and show that it performs well even when our model is misspecified. This work presents the first practical and regret-optimal online algorithm for learning to rank with multiple clicks in a cascade-like click model.
Sumeet Katariya, Branislav Kveton, Csaba Szepesv\'ari, Zheng Wen
null
1602.03146
null
null
Learning Efficient Algorithms with Hierarchical Attentive Memory
cs.LG
In this paper, we propose and investigate a novel memory architecture for neural networks called Hierarchical Attentive Memory (HAM). It is based on a binary tree with leaves corresponding to memory cells. This allows HAM to perform memory access in O(log n) complexity, which is a significant improvement over the standard attention mechanism that requires O(n) operations, where n is the size of the memory. We show that an LSTM network augmented with HAM can learn algorithms for problems like merging, sorting or binary searching from pure input-output examples. In particular, it learns to sort n numbers in time O(n log n) and generalizes well to input sequences much longer than the ones seen during the training. We also show that HAM can be trained to act like classic data structures: a stack, a FIFO queue and a priority queue.
Marcin Andrychowicz and Karol Kurach
null
1602.03218
null
null
Discriminative Regularization for Generative Models
stat.ML cs.LG
We explore the question of whether the representations learned by classifiers can be used to enhance the quality of generative models. Our conjecture is that labels correspond to characteristics of natural data which are most salient to humans: identity in faces, objects in images, and utterances in speech. We propose to take advantage of this by using the representations from discriminative classifiers to augment the objective function corresponding to a generative model. In particular we enhance the objective function of the variational autoencoder, a popular generative model, with a discriminative regularization term. We show that enhancing the objective function in this way leads to samples that are clearer and have higher visual quality than the samples from the standard variational autoencoders.
Alex Lamb, Vincent Dumoulin and Aaron Courville
null
1602.03220
null
null
Interactive Bayesian Hierarchical Clustering
cs.LG
Clustering is a powerful tool in data analysis, but it is often difficult to find a grouping that aligns with a user's needs. To address this, several methods incorporate constraints obtained from users into clustering algorithms, but unfortunately do not apply to hierarchical clustering. We design an interactive Bayesian algorithm that incorporates user interaction into hierarchical clustering while still utilizing the geometry of the data by sampling a constrained posterior distribution over hierarchies. We also suggest several ways to intelligently query a user. The algorithm, along with the querying schemes, shows promising results on real data.
Sharad Vikram, Sanjoy Dasgupta
null
1602.03258
null
null
A Theory of Generative ConvNet
stat.ML cs.LG
We show that a generative random field model, which we call generative ConvNet, can be derived from the commonly used discriminative ConvNet, by assuming a ConvNet for multi-category classification and assuming one of the categories is a base category generated by a reference distribution. If we further assume that the non-linearity in the ConvNet is Rectified Linear Unit (ReLU) and the reference distribution is Gaussian white noise, then we obtain a generative ConvNet model that is unique among energy-based models: The model is piecewise Gaussian, and the means of the Gaussian pieces are defined by an auto-encoder, where the filters in the bottom-up encoding become the basis functions in the top-down decoding, and the binary activation variables detected by the filters in the bottom-up convolution process become the coefficients of the basis functions in the top-down deconvolution process. The Langevin dynamics for sampling the generative ConvNet is driven by the reconstruction error of this auto-encoder. The contrastive divergence learning of the generative ConvNet reconstructs the training images by the auto-encoder. The maximum likelihood learning algorithm can synthesize realistic natural image patterns.
Jianwen Xie, Yang Lu, Song-Chun Zhu, Ying Nian Wu
null
1602.03264
null
null
Iterative Hierarchical Optimization for Misspecified Problems (IHOMP)
cs.LG cs.AI
For complex, high-dimensional Markov Decision Processes (MDPs), it may be necessary to represent the policy with function approximation. A problem is misspecified whenever, the representation cannot express any policy with acceptable performance. We introduce IHOMP : an approach for solving misspecified problems. IHOMP iteratively learns a set of context specialized options and combines these options to solve an otherwise misspecified problem. Our main contribution is proving that IHOMP enjoys theoretical convergence guarantees. In addition, we extend IHOMP to exploit Option Interruption (OI) enabling it to decide where the learned options can be reused. Our experiments demonstrate that IHOMP can find near-optimal solutions to otherwise misspecified problems and that OI can further improve the solutions.
Daniel J. Mankowitz, Timothy A. Mann, Shie Mannor
null
1602.03348
null
null
Adaptive Skills, Adaptive Partitions (ASAP)
cs.LG cs.AI stat.ML
We introduce the Adaptive Skills, Adaptive Partitions (ASAP) framework that (1) learns skills (i.e., temporally extended actions or options) as well as (2) where to apply them. We believe that both (1) and (2) are necessary for a truly general skill learning framework, which is a key building block needed to scale up to lifelong learning agents. The ASAP framework can also solve related new tasks simply by adapting where it applies its existing learned skills. We prove that ASAP converges to a local optimum under natural conditions. Finally, our experimental results, which include a RoboCup domain, demonstrate the ability of ASAP to learn where to reuse skills as well as solve multiple tasks with considerably less experience than solving each task from scratch.
Daniel J. Mankowitz, Timothy A. Mann, Shie Mannor
null
1602.03351
null
null
Fast model selection by limiting SVM training times
stat.ML cs.LG
Kernelized Support Vector Machines (SVMs) are among the best performing supervised learning methods. But for optimal predictive performance, time-consuming parameter tuning is crucial, which impedes application. To tackle this problem, the classic model selection procedure based on grid-search and cross-validation was refined, e.g. by data subsampling and direct search heuristics. Here we focus on a different aspect, the stopping criterion for SVM training. We show that by limiting the training time given to the SVM solver during parameter tuning we can reduce model selection times by an order of magnitude.
Aydin Demircioglu, Daniel Horn, Tobias Glasmachers, Bernd Bischl, Claus Weihs
null
1602.03368
null
null
Conditional Dependence via Shannon Capacity: Axioms, Estimators and Applications
cs.IT cs.LG math.IT stat.ML
We conduct an axiomatic study of the problem of estimating the strength of a known causal relationship between a pair of variables. We propose that an estimate of causal strength should be based on the conditional distribution of the effect given the cause (and not on the driving distribution of the cause), and study dependence measures on conditional distributions. Shannon capacity, appropriately regularized, emerges as a natural measure under these axioms. We examine the problem of calculating Shannon capacity from the observed samples and propose a novel fixed-$k$ nearest neighbor estimator, and demonstrate its consistency. Finally, we demonstrate an application to single-cell flow-cytometry, where the proposed estimators significantly reduce sample complexity.
Weihao Gao, Sreeram Kannan, Sewoong Oh, Pramod Viswanath
null
1602.03476
null
null
Achieving Budget-optimality with Adaptive Schemes in Crowdsourcing
cs.LG cs.HC cs.SI stat.ML
Crowdsourcing platforms provide marketplaces where task requesters can pay to get labels on their data. Such markets have emerged recently as popular venues for collecting annotations that are crucial in training machine learning models in various applications. However, as jobs are tedious and payments are low, errors are common in such crowdsourced labels. A common strategy to overcome such noise in the answers is to add redundancy by getting multiple answers for each task and aggregating them using some methods such as majority voting. For such a system, there is a fundamental question of interest: how can we maximize the accuracy given a fixed budget on how many responses we can collect on the crowdsourcing system. We characterize this fundamental trade-off between the budget (how many answers the requester can collect in total) and the accuracy in the estimated labels. In particular, we ask whether adaptive task assignment schemes lead to a more efficient trade-off between the accuracy and the budget. Adaptive schemes, where tasks are assigned adaptively based on the data collected thus far, are widely used in practical crowdsourcing systems to efficiently use a given fixed budget. However, existing theoretical analyses of crowdsourcing systems suggest that the gain of adaptive task assignments is minimal. To bridge this gap, we investigate this question under a strictly more general probabilistic model, which has been recently introduced to model practical crowdsourced annotations. Under this generalized Dawid-Skene model, we characterize the fundamental trade-off between budget and accuracy. We introduce a novel adaptive scheme that matches this fundamental limit. We further quantify the fundamental gap between adaptive and non-adaptive schemes, by comparing the trade-off with the one for non-adaptive schemes. Our analyses confirm that the gap is significant.
Ashish Khetan and Sewoong Oh
null
1602.03481
null
null
Learning Distributed Representations of Sentences from Unlabelled Data
cs.CL cs.LG
Unsupervised methods for learning distributed representations of words are ubiquitous in today's NLP research, but far less is known about the best ways to learn distributed phrase or sentence representations from unlabelled data. This paper is a systematic comparison of models that learn such representations. We find that the optimal approach depends critically on the intended application. Deeper, more complex models are preferable for representations to be used in supervised systems, but shallow log-linear models work best for building representation spaces that can be decoded with simple spatial distance metrics. We also propose two new unsupervised representation-learning objectives designed to optimise the trade-off between training time, domain portability and performance.
Felix Hill, Kyunghyun Cho, Anna Korhonen
null
1602.03483
null
null
Unsupervised Transductive Domain Adaptation
stat.ML cs.LG
Supervised learning with large scale labeled datasets and deep layered models has made a paradigm shift in diverse areas in learning and recognition. However, this approach still suffers generalization issues under the presence of a domain shift between the training and the test data distribution. In this regard, unsupervised domain adaptation algorithms have been proposed to directly address the domain shift problem. In this paper, we approach the problem from a transductive perspective. We incorporate the domain shift and the transductive target inference into our framework by jointly solving for an asymmetric similarity metric and the optimal transductive target label assignment. We also show that our model can easily be extended for deep feature learning in order to learn features which are discriminative in the target domain. Our experiments show that the proposed method significantly outperforms state-of-the-art algorithms in both object recognition and digit classification experiments by a large margin.
Ozan Sener, Hyun Oh Song, Ashutosh Saxena, Silvio Savarese
null
1602.03534
null
null
Learning Privately from Multiparty Data
cs.LG cs.CR
Learning a classifier from private data collected by multiple parties is an important problem that has many potential applications. How can we build an accurate and differentially private global classifier by combining locally-trained classifiers from different parties, without access to any party's private data? We propose to transfer the `knowledge' of the local classifier ensemble by first creating labeled data from auxiliary unlabeled data, and then train a global $\epsilon$-differentially private classifier. We show that majority voting is too sensitive and therefore propose a new risk weighted by class probabilities estimated from the ensemble. Relative to a non-private solution, our private solution has a generalization error bounded by $O(\epsilon^{-2}M^{-2})$ where $M$ is the number of parties. This allows strong privacy without performance loss when $M$ is large, such as in crowdsensing applications. We demonstrate the performance of our method with realistic tasks of activity recognition, network intrusion detection, and malicious URL detection.
Jihun Hamm, Paul Cao, Mikhail Belkin
null
1602.03552
null
null
High Dimensional Inference with Random Maximum A-Posteriori Perturbations
cs.LG cs.IT math.IT stat.ML
This paper presents a new approach, called perturb-max, for high-dimensional statistical inference that is based on applying random perturbations followed by optimization. This framework injects randomness to maximum a-posteriori (MAP) predictors by randomly perturbing the potential function for the input. A classic result from extreme value statistics asserts that perturb-max operations generate unbiased samples from the Gibbs distribution using high-dimensional perturbations. Unfortunately, the computational cost of generating so many high-dimensional random variables can be prohibitive. However, when the perturbations are of low dimension, sampling the perturb-max prediction is as efficient as MAP optimization. This paper shows that the expected value of perturb-max inference with low dimensional perturbations can be used sequentially to generate unbiased samples from the Gibbs distribution. Furthermore the expected value of the maximal perturbations is a natural bound on the entropy of such perturb-max models. A measure concentration result for perturb-max values shows that the deviation of their sampled average from its expectation decays exponentially in the number of samples, allowing effective approximation of the expectation.
Tamir Hazan, Francesco Orabona, Anand D. Sarwate, Subhransu Maji, Tommi Jaakkola
null
1602.03571
null
null
Data-Driven Online Decision Making with Costly Information Acquisition
stat.ML cs.LG
In most real-world settings such as recommender systems, finance, and healthcare, collecting useful information is costly and requires an active choice on the part of the decision maker. The decision-maker needs to learn simultaneously what observations to make and what actions to take. This paper incorporates the information acquisition decision into an online learning framework. We propose two different algorithms for this dual learning problem: Sim-OOS and Seq-OOS where observations are made simultaneously and sequentially, respectively. We prove that both algorithms achieve a regret that is sublinear in time. The developed framework and algorithms can be used in many applications including medical informatics, recommender systems and actionable intelligence in transportation, finance, cyber-security etc., in which collecting information prior to making decisions is costly. We validate our algorithms in a breast cancer example setting in which we show substantial performance gains for our proposed algorithms.
Onur Atan, Mihaela van der Schaar
null
1602.03600
null
null
Attentive Pooling Networks
cs.CL cs.LG
In this work, we propose Attentive Pooling (AP), a two-way attention mechanism for discriminative model training. In the context of pair-wise ranking or classification with neural networks, AP enables the pooling layer to be aware of the current input pair, in a way that information from the two input items can directly influence the computation of each other's representations. Along with such representations of the paired inputs, AP jointly learns a similarity measure over projected segments (e.g. trigrams) of the pair, and subsequently, derives the corresponding attention vector for each input to guide the pooling. Our two-way attention mechanism is a general framework independent of the underlying representation learning, and it has been applied to both convolutional neural networks (CNNs) and recurrent neural networks (RNNs) in our studies. The empirical results, from three very different benchmark tasks of question answering/answer selection, demonstrate that our proposed models outperform a variety of strong baselines and achieve state-of-the-art performance in all the benchmarks.
Cicero dos Santos, Ming Tan, Bing Xiang, Bowen Zhou
null
1602.03609
null
null
Optimal Inference in Crowdsourced Classification via Belief Propagation
cs.LG stat.ML
Crowdsourcing systems are popular for solving large-scale labelling tasks with low-paid workers. We study the problem of recovering the true labels from the possibly erroneous crowdsourced labels under the popular Dawid-Skene model. To address this inference problem, several algorithms have recently been proposed, but the best known guarantee is still significantly larger than the fundamental limit. We close this gap by introducing a tighter lower bound on the fundamental limit and proving that Belief Propagation (BP) exactly matches this lower bound. The guaranteed optimality of BP is the strongest in the sense that it is information-theoretically impossible for any other algorithm to correctly label a larger fraction of the tasks. Experimental results suggest that BP is close to optimal for all regimes considered and improves upon competing state-of-the-art algorithms.
Jungseul Ok, Sewoong Oh, Jinwoo Shin and Yung Yi
null
1602.03619
null
null
On the Difficulty of Selecting Ising Models with Approximate Recovery
cs.IT cs.LG cs.SI math.IT stat.ML
In this paper, we consider the problem of estimating the underlying graph associated with an Ising model given a number of independent and identically distributed samples. We adopt an \emph{approximate recovery} criterion that allows for a number of missed edges or incorrectly-included edges, in contrast with the widely-studied exact recovery problem. Our main results provide information-theoretic lower bounds on the sample complexity for graph classes imposing constraints on the number of edges, maximal degree, and other properties. We identify a broad range of scenarios where, either up to constant factors or logarithmic factors, our lower bounds match the best known lower bounds for the exact recovery criterion, several of which are known to be tight or near-tight. Hence, in these cases, approximate recovery has a similar difficulty to exact recovery in the minimax sense. Our bounds are obtained via a modification of Fano's inequality for handling the approximate recovery criterion, along with suitably-designed ensembles of graphs that can broadly be classed into two categories: (i) Those containing graphs that contain several isolated edges or cliques and are thus difficult to distinguish from the empty graph; (ii) Those containing graphs for which certain groups of nodes are highly correlated, thus making it difficult to determine precisely which edges connect them. We support our theoretical results on these ensembles with numerical experiments.
Jonathan Scarlett and Volkan Cevher
null
1602.03647
null
null
Medical Concept Representation Learning from Electronic Health Records and its Application on Heart Failure Prediction
cs.LG cs.NE
Objective: To transform heterogeneous clinical data from electronic health records into clinically meaningful constructed features using data driven method that rely, in part, on temporal relations among data. Materials and Methods: The clinically meaningful representations of medical concepts and patients are the key for health analytic applications. Most of existing approaches directly construct features mapped to raw data (e.g., ICD or CPT codes), or utilize some ontology mapping such as SNOMED codes. However, none of the existing approaches leverage EHR data directly for learning such concept representation. We propose a new way to represent heterogeneous medical concepts (e.g., diagnoses, medications and procedures) based on co-occurrence patterns in longitudinal electronic health records. The intuition behind the method is to map medical concepts that are co-occuring closely in time to similar concept vectors so that their distance will be small. We also derive a simple method to construct patient vectors from the related medical concept vectors. Results: For qualitative evaluation, we study similar medical concepts across diagnosis, medication and procedure. In quantitative evaluation, our proposed representation significantly improves the predictive modeling performance for onset of heart failure (HF), where classification methods (e.g. logistic regression, neural network, support vector machine and K-nearest neighbors) achieve up to 23% improvement in area under the ROC curve (AUC) using this proposed representation. Conclusion: We proposed an effective method for patient and medical concept representation learning. The resulting representation can map relevant concepts together and also improves predictive modeling performance.
Edward Choi, Andy Schuetz, Walter F. Stewart, Jimeng Sun
null
1602.03686
null
null
Network of Bandits insure Privacy of end-users
cs.AI cs.DC cs.LG
In order to distribute the best arm identification task as close as possible to the user's devices, on the edge of the Radio Access Network, we propose a new problem setting, where distributed players collaborate to find the best arm. This architecture guarantees privacy to end-users since no events are stored. The only thing that can be observed by an adversary through the core network is aggregated information across users. We provide a first algorithm, Distributed Median Elimination, which is optimal in term of number of transmitted bits and near optimal in term of speed-up factor with respect to an optimal algorithm run independently on each player. In practice, this first algorithm cannot handle the trade-off between the communication cost and the speed-up factor, and requires some knowledge about the distribution of players. Extended Distributed Median Elimination overcomes these limitations, by playing in parallel different instances of Distributed Median Elimination and selecting the best one. Experiments illustrate and complete the analysis. According to the analysis, in comparison to Median Elimination performed on each player, the proposed algorithm shows significant practical improvements.
Rapha\"el F\'eraud
null
1602.03779
null
null
Semi-supervised Learning with Explicit Relationship Regularization
cs.CV cs.LG
In many learning tasks, the structure of the target space of a function holds rich information about the relationships between evaluations of functions on different data points. Existing approaches attempt to exploit this relationship information implicitly by enforcing smoothness on function evaluations only. However, what happens if we explicitly regularize the relationships between function evaluations? Inspired by homophily, we regularize based on a smooth relationship function, either defined from the data or with labels. In experiments, we demonstrate that this significantly improves the performance of state-of-the-art algorithms in semi-supervised classification and in spectral data embedding for constrained clustering and dimensionality reduction.
Kwang In Kim and James Tompkin and Hanspeter Pfister and Christian Theobalt
10.1109/CVPR.2015.7298831
1602.03808
null
null
A Critical Connectivity Radius for Segmenting Randomly-Generated, High Dimensional Data Points
cs.LG
Motivated by a $2$-dimensional (unsupervised) image segmentation task whereby local regions of pixels are clustered via edge detection methods, a more general probabilistic mathematical framework is devised. Critical thresholds are calculated that indicate strong correlation between randomly-generated, high dimensional data points that have been projected into structures in a partition of a bounded, $2$-dimensional area, of which, an image is a special case. A neighbor concept for structures in the partition is defined and a critical radius is uncovered. Measured from a central structure in localized regions of the partition, the radius indicates strong, long and short range correlation in the count of occupied structures. The size of a short interval of radii is estimated upon which the transition from short-to-long range correlation is virtually assured, which defines a demarcation of when an image ceases to be "interesting".
Robert A. Murphy
null
1602.03822
null
null
Community Recovery in Graphs with Locality
cs.IT cs.LG cs.SI math.IT math.ST q-bio.GN stat.TH
Motivated by applications in domains such as social networks and computational biology, we study the problem of community recovery in graphs with locality. In this problem, pairwise noisy measurements of whether two nodes are in the same community or different communities come mainly or exclusively from nearby nodes rather than uniformly sampled between all nodes pairs, as in most existing models. We present an algorithm that runs nearly linearly in the number of measurements and which achieves the information theoretic limit for exact recovery.
Yuxin Chen, Govinda Kamath, Changho Suh, David Tse
null
1602.03828
null
null
Wavelet-Based Semantic Features for Hyperspectral Signature Discrimination
cs.CV cs.LG
Hyperspectral signature classification is a quantitative analysis approach for hyperspectral imagery which performs detection and classification of the constituent materials at the pixel level in the scene. The classification procedure can be operated directly on hyperspectral data or performed by using some features extracted from the corresponding hyperspectral signatures containing information like the signature's energy or shape. In this paper, we describe a technique that applies non-homogeneous hidden Markov chain (NHMC) models to hyperspectral signature classification. The basic idea is to use statistical models (such as NHMC) to characterize wavelet coefficients which capture the spectrum semantics (i.e., structural information) at multiple levels. Experimental results show that the approach based on NHMC models can outperform existing approaches relevant in classification tasks.
Siwei Feng, Yuki Itoh, Mario Parente, and Marco F. Duarte
null
1602.03903
null
null
Second-Order Stochastic Optimization for Machine Learning in Linear Time
stat.ML cs.LG
First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored due to the high cost of computing the second-order information. In this paper we develop second-order stochastic methods for optimization problems in machine learning that match the per-iteration cost of gradient based methods, and in certain settings improve upon the overall running time over popular first-order methods. Furthermore, our algorithm has the desirable property of being implementable in time linear in the sparsity of the input data.
Naman Agarwal, Brian Bullins, Elad Hazan
null
1602.03943
null
null
General Vector Machine
stat.ML cs.LG
The support vector machine (SVM) is an important class of learning machines for function approach, pattern recognition, and time-serious prediction, etc. It maps samples into the feature space by so-called support vectors of selected samples, and then feature vectors are separated by maximum margin hyperplane. The present paper presents the general vector machine (GVM) to replace the SVM. The support vectors are replaced by general project vectors selected from the usual vector space, and a Monte Carlo (MC) algorithm is developed to find the general vectors. The general project vectors improves the feature-extraction ability, and the MC algorithm can control the width of the separation margin of the hyperplane. By controlling the separation margin, we show that the maximum margin hyperplane can usually induce the overlearning, and the best learning machine is achieved with a proper separation margin. Applications in function approach, pattern recognition, and classification indicate that the developed method is very successful, particularly for small-set training problems. Additionally, our algorithm may induce some particular applications, such as for the transductive inference.
Hong Zhao
null
1602.03950
null
null
Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation
stat.ML cs.LG math.OC stat.AP
The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a maximization problem, existing approaches formulate this problem by adding a penalty term into the objective function that encourages a sparse solution. However, the resulting methods achieve sparsity at the expense of sacrificing the orthogonality property. In this paper, we develop a new method to estimate dominant sparse eigenvectors without trading off their orthogonality. The problem is highly non-convex and hard to handle. We apply the MM framework where we iteratively maximize a tight lower bound (surrogate function) of the objective function over the Stiefel manifold. The inner maximization problem turns out to be a rectangular Procrustes problem, which has a closed form solution. In addition, we propose a method to improve the covariance estimation problem when its underlying eigenvectors are known to be sparse. We use the eigenvalue decomposition of the covariance matrix to formulate an optimization problem where we impose sparsity on the corresponding eigenvectors. Numerical experiments show that the proposed eigenvector extraction algorithm matches or outperforms existing algorithms in terms of support recovery and explained variance, while the covariance estimation algorithms improve significantly the sample covariance estimator.
Konstantinos Benidis, Ying Sun, Prabhu Babu, and Daniel P. Palomar
10.1109/TSP.2016.2605073
1602.03992
null
null
Using Deep Q-Learning to Control Optimization Hyperparameters
math.OC cs.LG
We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs to accept a state representation of an objective function as input and output the expected discounted return of rewards, or q-values, connected to the actions of either adjusting the learning rate or leaving it unchanged. The two DQNs learn a policy similar to a line search, but differ in the number of allowed actions. The trained DQNs in combination with a gradient-based update routine form the basis of the Q-gradient descent algorithms. To demonstrate the viability of this framework, we show that the DQN's q-values associated with optimal action converge and that the Q-gradient descent algorithms outperform gradient descent with an Armijo or nonmonotone line search. Unlike traditional optimization methods, Q-gradient descent can incorporate any objective statistic and by varying the actions we gain insight into the type of learning rate adjustment strategies that are successful for neural network optimization.
Samantha Hansen
null
1602.04062
null
null
Convolutional Radio Modulation Recognition Networks
cs.LG cs.CV
We study the adaptation of convolutional neural networks to the complex temporal radio signal domain. We compare the efficacy of radio modulation classification using naively learned features against using expert features which are widely used in the field today and we show significant performance improvements. We show that blind temporal learning on large and densely encoded time series using deep convolutional neural networks is viable and a strong candidate approach for this task especially at low signal to noise ratio.
Timothy J O'Shea, Johnathan Corgan, T. Charles Clancy
null
1602.04105
null
null
Coin Betting and Parameter-Free Online Learning
cs.LG
In the recent years, a number of parameter-free algorithms have been developed for online linear optimization over Hilbert spaces and for learning with expert advice. These algorithms achieve optimal regret bounds that depend on the unknown competitors, without having to tune the learning rates with oracle choices. We present a new intuitive framework to design parameter-free algorithms for \emph{both} online linear optimization over Hilbert spaces and for learning with expert advice, based on reductions to betting on outcomes of adversarial coins. We instantiate it using a betting algorithm based on the Krichevsky-Trofimov estimator. The resulting algorithms are simple, with no parameters to be tuned, and they improve or match previous results in terms of regret guarantee and per-round complexity.
Francesco Orabona, D\'avid P\'al
null
1602.04128
null
null
Deep Gaussian Processes for Regression using Approximate Expectation Propagation
stat.ML cs.LG
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models and as such are arguably more flexible, have a greater capacity to generalise, and provide better calibrated uncertainty estimates than alternative deep models. This paper develops a new approximate Bayesian learning scheme that enables DGPs to be applied to a range of medium to large scale regression problems for the first time. The new method uses an approximate Expectation Propagation procedure and a novel and efficient extension of the probabilistic backpropagation algorithm for learning. We evaluate the new method for non-linear regression on eleven real-world datasets, showing that it always outperforms GP regression and is almost always better than state-of-the-art deterministic and sampling-based approximate inference methods for Bayesian neural networks. As a by-product, this work provides a comprehensive analysis of six approximate Bayesian methods for training neural networks.
Thang D. Bui and Daniel Hern\'andez-Lobato and Yingzhen Li and Jos\'e Miguel Hern\'andez-Lobato and Richard E. Turner
null
1602.04133
null
null
Pursuits in Structured Non-Convex Matrix Factorizations
cs.LG stat.ML
Efficiently representing real world data in a succinct and parsimonious manner is of central importance in many fields. We present a generalized greedy pursuit framework, allowing us to efficiently solve structured matrix factorization problems, where the factors are allowed to be from arbitrary sets of structured vectors. Such structure may include sparsity, non-negativeness, order, or a combination thereof. The algorithm approximates a given matrix by a linear combination of few rank-1 matrices, each factorized into an outer product of two vector atoms of the desired structure. For the non-convex subproblems of obtaining good rank-1 structured matrix atoms, we employ and analyze a general atomic power method. In addition to the above applications, we prove linear convergence for generalized pursuit variants in Hilbert spaces - for the task of approximation over the linear span of arbitrary dictionaries - which generalizes OMP and is useful beyond matrix problems. Our experiments on real datasets confirm both the efficiency and also the broad applicability of our framework in practice.
Rajiv Khanna, Michael Tschannen, Martin Jaggi
null
1602.04208
null
null
A Minimalistic Approach to Sum-Product Network Learning for Real Applications
cs.AI cs.LG stat.ML
Sum-Product Networks (SPNs) are a class of expressive yet tractable hierarchical graphical models. LearnSPN is a structure learning algorithm for SPNs that uses hierarchical co-clustering to simultaneously identifying similar entities and similar features. The original LearnSPN algorithm assumes that all the variables are discrete and there is no missing data. We introduce a practical, simplified version of LearnSPN, MiniSPN, that runs faster and can handle missing data and heterogeneous features common in real applications. We demonstrate the performance of MiniSPN on standard benchmark datasets and on two datasets from Google's Knowledge Graph exhibiting high missingness rates and a mix of discrete and continuous features.
Viktoriya Krakovna, Moshe Looks
null
1602.04259
null
null
Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and $ \beta $-Mixing
stat.ML cs.LG
Many theoretical results on estimation of high dimensional time series require specifying an underlying data generating model (DGM). Instead, along the footsteps of~\cite{wong2017lasso}, this paper relies only on (strict) stationarity and $ \beta $-mixing condition to establish consistency of lasso when data comes from a $\beta$-mixing process with marginals having subgaussian tails. Because of the general assumptions, the data can come from DGMs different than standard time series models such as VAR or ARCH. When the true DGM is not VAR, the lasso estimates correspond to those of the best linear predictors using the past observations. We establish non-asymptotic inequalities for estimation and prediction errors of the lasso estimates. Together with~\cite{wong2017lasso}, we provide lasso guarantees that cover full spectrum of the parameters in specifications of $ \beta $-mixing subgaussian time series. Applications of these results potentially extend to non-Gaussian, non-Markovian and non-linear times series models as the examples we provide demonstrate. In order to prove our results, we derive a novel Hanson-Wright type concentration inequality for $\beta$-mixing subgaussian random vectors that may be of independent interest.
Kam Chung Wong, Zifan Li and Ambuj Tewari
null
1602.04265
null
null
Evaluation of Protein Structural Models Using Random Forests
cs.LG q-bio.BM q-bio.QM stat.ML
Protein structure prediction has been a grand challenge problem in the structure biology over the last few decades. Protein quality assessment plays a very important role in protein structure prediction. In the paper, we propose a new protein quality assessment method which can predict both local and global quality of the protein 3D structural models. Our method uses both multi and single model quality assessment method for global quality assessment, and uses chemical, physical, geo-metrical features, and global quality score for local quality assessment. CASP9 targets are used to generate the features for local quality assessment. We evaluate the performance of our local quality assessment method on CASP10, which is comparable with two stage-of-art QA methods based on the average absolute distance between the real and predicted distance. In addition, we blindly tested our method on CASP11, and the good performance shows that combining single and multiple model quality assessment method could be a good way to improve the accuracy of model quality assessment, and the random forest technique could be used to train a good local quality assessment model.
Renzhi Cao, Taeho Jo, Jianlin Cheng
null
1602.04277
null
null
Conservative Bandits
stat.ML cs.LG
We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time. While previous work addressed the problem under the weaker requirement of maintaining the revenue constraint only at a given fixed time in the future, the algorithms previously proposed are unsuitable due to their design under the more stringent constraints. We consider both the stochastic and the adversarial settings, where we propose, natural, yet novel strategies and analyze the price for maintaining the constraints. Amongst other things, we prove both high probability and expectation bounds on the regret, while we also consider both the problem of maintaining the constraints with high probability or expectation. For the adversarial setting the price of maintaining the constraint appears to be higher, at least for the algorithm considered. A lower bound is given showing that the algorithm for the stochastic setting is almost optimal. Empirical results obtained in synthetic environments complement our theoretical findings.
Yifan Wu, Roshan Shariff, Tor Lattimore and Csaba Szepesv\'ari
null
1602.04282
null
null
Deep Learning on FPGAs: Past, Present, and Future
cs.DC cs.LG stat.ML
The rapid growth of data size and accessibility in recent years has instigated a shift of philosophy in algorithm design for artificial intelligence. Instead of engineering algorithms by hand, the ability to learn composable systems automatically from massive amounts of data has led to ground-breaking performance in important domains such as computer vision, speech recognition, and natural language processing. The most popular class of techniques used in these domains is called deep learning, and is seeing significant attention from industry. However, these models require incredible amounts of data and compute power to train, and are limited by the need for better hardware acceleration to accommodate scaling beyond current data and model sizes. While the current solution has been to use clusters of graphics processing units (GPU) as general purpose processors (GPGPU), the use of field programmable gate arrays (FPGA) provide an interesting alternative. Current trends in design tools for FPGAs have made them more compatible with the high-level software practices typically practiced in the deep learning community, making FPGAs more accessible to those who build and deploy models. Since FPGA architectures are flexible, this could also allow researchers the ability to explore model-level optimizations beyond what is possible on fixed architectures such as GPUs. As well, FPGAs tend to provide high performance per watt of power consumption, which is of particular importance for application scientists interested in large scale server-based deployment or resource-limited embedded applications. This review takes a look at deep learning and FPGAs from a hardware acceleration perspective, identifying trends and innovations that make these technologies a natural fit, and motivates a discussion on how FPGAs may best serve the needs of the deep learning community moving forward.
Griffin Lacey, Graham W. Taylor, Shawki Areibi
null
1602.04283
null
null
A Minimax Theory for Adaptive Data Analysis
stat.ML cs.LG
In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such adaptively chosen queries. In this paper, we propose a minimax framework for adaptive data analysis. Assuming Gaussianity of queries, we establish the first sharp minimax lower bound on the squared error in the order of $O(\frac{\sqrt{k}\sigma^2}{n})$, where $k$ is the number of queries asked, and $\sigma^2/n$ is the ordinary signal-to-noise ratio for a single query. Our lower bound is based on the construction of an approximately least favorable adversary who picks a sequence of queries that are most likely to be affected by overfitting. This approximately least favorable adversary uses only one level of adaptivity, suggesting that the minimax risk for 1-step adaptivity with k-1 initial releases and that for $k$-step adaptivity are on the same order. The key technical component of the lower bound proof is a reduction to finding the convoluting distribution that optimally obfuscates the sign of a Gaussian signal. Our lower bound construction also reveals a transparent and elementary proof of the matching upper bound as an alternative approach to Russo and Zou (2015), who used information-theoretic tools to provide the same upper bound. We believe that the proposed framework opens up opportunities to obtain theoretical insights for many other settings of adaptive data analysis, which would extend the idea to more practical realms.
Yu-Xiang Wang, Jing Lei, Stephen E. Fienberg
null
1602.04287
null
null
Convex Optimization for Linear Query Processing under Approximate Differential Privacy
cs.DB cs.LG stat.ML
Differential privacy enables organizations to collect accurate aggregates over sensitive data with strong, rigorous guarantees on individuals' privacy. Previous work has found that under differential privacy, computing multiple correlated aggregates as a batch, using an appropriate \emph{strategy}, may yield higher accuracy than computing each of them independently. However, finding the best strategy that maximizes result accuracy is non-trivial, as it involves solving a complex constrained optimization program that appears to be non-linear and non-convex. Hence, in the past much effort has been devoted in solving this non-convex optimization program. Existing approaches include various sophisticated heuristics and expensive numerical solutions. None of them, however, guarantees to find the optimal solution of this optimization problem. This paper points out that under ($\epsilon$, $\delta$)-differential privacy, the optimal solution of the above constrained optimization problem in search of a suitable strategy can be found, rather surprisingly, by solving a simple and elegant convex optimization program. Then, we propose an efficient algorithm based on Newton's method, which we prove to always converge to the optimal solution with linear global convergence rate and quadratic local convergence rate. Empirical evaluations demonstrate the accuracy and efficiency of the proposed solution.
Ganzhao Yuan, Yin Yang, Zhenjie Zhang, Zhifeng Hao
null
1602.04302
null
null
Look, Listen and Learn - A Multimodal LSTM for Speaker Identification
cs.LG
Speaker identification refers to the task of localizing the face of a person who has the same identity as the ongoing voice in a video. This task not only requires collective perception over both visual and auditory signals, the robustness to handle severe quality degradations and unconstrained content variations are also indispensable. In this paper, we describe a novel multimodal Long Short-Term Memory (LSTM) architecture which seamlessly unifies both visual and auditory modalities from the beginning of each sequence input. The key idea is to extend the conventional LSTM by not only sharing weights across time steps, but also sharing weights across modalities. We show that modeling the temporal dependency across face and voice can significantly improve the robustness to content quality degradations and variations. We also found that our multimodal LSTM is robustness to distractors, namely the non-speaking identities. We applied our multimodal LSTM to The Big Bang Theory dataset and showed that our system outperforms the state-of-the-art systems in speaker identification with lower false alarm rate and higher recognition accuracy.
Jimmy Ren, Yongtao Hu, Yu-Wing Tai, Chuan Wang, Li Xu, Wenxiu Sun, Qiong Yan
null
1602.04364
null
null
Science Question Answering using Instructional Materials
cs.CL cs.AI cs.IR cs.LG
We provide a solution for elementary science test using instructional materials. We posit that there is a hidden structure that explains the correctness of an answer given the question and instructional materials and present a unified max-margin framework that learns to find these hidden structures (given a corpus of question-answer pairs and instructional materials), and uses what it learns to answer novel elementary science questions. Our evaluation shows that our framework outperforms several strong baselines.
Mrinmaya Sachan, Avinava Dubey, Eric P. Xing
null
1602.04375
null
null
Joint Dimensionality Reduction for Two Feature Vectors
stat.ML cs.IT cs.LG math.IT
Many machine learning problems, especially multi-modal learning problems, have two sets of distinct features (e.g., image and text features in news story classification, or neuroimaging data and neurocognitive data in cognitive science research). This paper addresses the joint dimensionality reduction of two feature vectors in supervised learning problems. In particular, we assume a discriminative model where low-dimensional linear embeddings of the two feature vectors are sufficient statistics for predicting a dependent variable. We show that a simple algorithm involving singular value decomposition can accurately estimate the embeddings provided that certain sample complexities are satisfied, without specifying the nonlinear link function (regressor or classifier). The main results establish sample complexities under multiple settings. Sample complexities for different link functions only differ by constant factors.
Yanjun Li, Yoram Bresler
null
1602.04398
null
null
Convex Optimization For Non-Convex Problems via Column Generation
cs.LG
We apply column generation to approximating complex structured objects via a set of primitive structured objects under either the cross entropy or L2 loss. We use L1 regularization to encourage the use of few structured primitive objects. We attack approximation using convex optimization over an infinite number of variables each corresponding to a primitive structured object that are generated on demand by easy inference in the Lagrangian dual. We apply our approach to producing low rank approximations to large 3-way tensors.
Julian Yarkony, Kamalika Chaudhuri
null
1602.04409
null
null
Identifiability Assumptions and Algorithm for Directed Graphical Models with Feedback
stat.ML cs.LG
Directed graphical models provide a useful framework for modeling causal or directional relationships for multivariate data. Prior work has largely focused on identifiability and search algorithms for directed acyclic graphical (DAG) models. In many applications, feedback naturally arises and directed graphical models that permit cycles occur. In this paper we address the issue of identifiability for general directed cyclic graphical (DCG) models satisfying the Markov assumption. In particular, in addition to the faithfulness assumption which has already been introduced for cyclic models, we introduce two new identifiability assumptions, one based on selecting the model with the fewest edges and the other based on selecting the DCG model that entails the maximum number of d-separation rules. We provide theoretical results comparing these assumptions which show that: (1) selecting models with the largest number of d-separation rules is strictly weaker than the faithfulness assumption; (2) unlike for DAG models, selecting models with the fewest edges does not necessarily result in a milder assumption than the faithfulness assumption. We also provide connections between our two new principles and minimality assumptions. We use our identifiability assumptions to develop search algorithms for small-scale DCG models. Our simulation study supports our theoretical results, showing that the algorithms based on our two new principles generally out-perform algorithms based on the faithfulness assumption in terms of selecting the true skeleton for DCG models.
Gunwoong Park and Garvesh Raskutti
null
1602.04418
null
null
Unsupervised Domain Adaptation with Residual Transfer Networks
cs.LG
The recent success of deep neural networks relies on massive amounts of labeled data. For a target task where labeled data is unavailable, domain adaptation can transfer a learner from a different source domain. In this paper, we propose a new approach to domain adaptation in deep networks that can jointly learn adaptive classifiers and transferable features from labeled data in the source domain and unlabeled data in the target domain. We relax a shared-classifier assumption made by previous methods and assume that the source classifier and target classifier differ by a residual function. We enable classifier adaptation by plugging several layers into deep network to explicitly learn the residual function with reference to the target classifier. We fuse features of multiple layers with tensor product and embed them into reproducing kernel Hilbert spaces to match distributions for feature adaptation. The adaptation can be achieved in most feed-forward models by extending them with new residual layers and loss functions, which can be trained efficiently via back-propagation. Empirical evidence shows that the new approach outperforms state of the art methods on standard domain adaptation benchmarks.
Mingsheng Long, Han Zhu, Jianmin Wang, Michael I. Jordan
null
1602.04433
null
null
Frequency Analysis of Temporal Graph Signals
cs.LG cs.SY stat.ML
This letter extends the concept of graph-frequency to graph signals that evolve with time. Our goal is to generalize and, in fact, unify the familiar concepts from time- and graph-frequency analysis. To this end, we study a joint temporal and graph Fourier transform (JFT) and demonstrate its attractive properties. We build on our results to create filters which act on the joint (temporal and graph) frequency domain, and show how these can be used to perform interference cancellation. The proposed algorithms are distributed, have linear complexity, and can approximate any desired joint filtering objective.
Andreas Loukas and Damien Foucard
null
1602.04434
null
null
Random Forest Based Approach for Concept Drift Handling
cs.AI cs.LG math.ST stat.TH
Concept drift has potential in smart grid analysis because the socio-economic behaviour of consumers is not governed by the laws of physics. Likewise there are also applications in wind power forecasting. In this paper we present decision tree ensemble classification method based on the Random Forest algorithm for concept drift. The weighted majority voting ensemble aggregation rule is employed based on the ideas of Accuracy Weighted Ensemble (AWE) method. Base learner weight in our case is computed for each sample evaluation using base learners accuracy and intrinsic proximity measure of Random Forest. Our algorithm exploits both temporal weighting of samples and ensemble pruning as a forgetting strategy. We present results of empirical comparison of our method with original random forest with incorporated "replace-the-looser" forgetting andother state-of-the-art concept-drfit classifiers like AWE2.
A. Zhukov, D. Sidorov and A. Foley
null
1602.04435
null
null
Autoregressive Moving Average Graph Filtering
cs.LG cs.SY stat.ML
One of the cornerstones of the field of signal processing on graphs are graph filters, direct analogues of classical filters, but intended for signals defined on graphs. This work brings forth new insights on the distributed graph filtering problem. We design a family of autoregressive moving average (ARMA) recursions, which (i) are able to approximate any desired graph frequency response, and (ii) give exact solutions for tasks such as graph signal denoising and interpolation. The design philosophy, which allows us to design the ARMA coefficients independently from the underlying graph, renders the ARMA graph filters suitable in static and, particularly, time-varying settings. The latter occur when the graph signal and/or graph are changing over time. We show that in case of a time-varying graph signal our approach extends naturally to a two-dimensional filter, operating concurrently in the graph and regular time domains. We also derive sufficient conditions for filter stability when the graph and signal are time-varying. The analytical and numerical results presented in this paper illustrate that ARMA graph filters are practically appealing for static and time-varying settings, as predicted by theoretical derivations.
Elvin Isufi and Andreas Loukas and Andrea Simonetto and Geert Leus
10.1109/TSP.2016.2614793
1602.04436
null
null
Bayesian Optimization with Safety Constraints: Safe and Automatic Parameter Tuning in Robotics
cs.RO cs.LG cs.SY
Robotic algorithms typically depend on various parameters, the choice of which significantly affects the robot's performance. While an initial guess for the parameters may be obtained from dynamic models of the robot, parameters are usually tuned manually on the real system to achieve the best performance. Optimization algorithms, such as Bayesian optimization, have been used to automate this process. However, these methods may evaluate unsafe parameters during the optimization process that lead to safety-critical system failures. Recently, a safe Bayesian optimization algorithm, called SafeOpt, has been developed, which guarantees that the performance of the system never falls below a critical value; that is, safety is defined based on the performance function. However, coupling performance and safety is often not desirable in robotics. For example, high-gain controllers might achieve low average tracking error (performance), but can overshoot and violate input constraints. In this paper, we present a generalized algorithm that allows for multiple safety constraints separate from the objective. Given an initial set of safe parameters, the algorithm maximizes performance but only evaluates parameters that satisfy safety for all constraints with high probability. To this end, it carefully explores the parameter space by exploiting regularity assumptions in terms of a Gaussian process prior. Moreover, we show how context variables can be used to safely transfer knowledge to new situations and tasks. We provide a theoretical analysis and demonstrate that the proposed algorithm enables fast, automatic, and safe optimization of tuning parameters in experiments on a quadrotor vehicle.
Felix Berkenkamp, Andreas Krause, Angela P. Schoellig
null
1602.04450
null
null
Generalization Properties of Learning with Random Features
stat.ML cs.LG
We study the generalization properties of ridge regression with random features in the statistical learning framework. We show for the first time that $O(1/\sqrt{n})$ learning bounds can be achieved with only $O(\sqrt{n}\log n)$ random features rather than $O({n})$ as suggested by previous results. Further, we prove faster learning rates and show that they might require more random features, unless they are sampled according to a possibly problem dependent distribution. Our results shed light on the statistical computational trade-offs in large scale kernelized learning, showing the potential effectiveness of random features in reducing the computational complexity while keeping optimal generalization properties.
Alessandro Rudi and Lorenzo Rosasco
null
1602.04474
null
null
Surprising properties of dropout in deep networks
cs.LG cs.AI cs.NE math.ST stat.ML stat.TH
We analyze dropout in deep networks with rectified linear units and the quadratic loss. Our results expose surprising differences between the behavior of dropout and more traditional regularizers like weight decay. For example, on some simple data sets dropout training produces negative weights even though the output is the sum of the inputs. This provides a counterpoint to the suggestion that dropout discourages co-adaptation of weights. We also show that the dropout penalty can grow exponentially in the depth of the network while the weight-decay penalty remains essentially linear, and that dropout is insensitive to various re-scalings of the input features, outputs, and network weights. This last insensitivity implies that there are no isolated local minima of the dropout training criterion. Our work uncovers new properties of dropout, extends our understanding of why dropout succeeds, and lays the foundation for further progress.
David P. Helmbold and Philip M. Long
null
1602.04484
null
null
Benefits of depth in neural networks
cs.LG cs.NE stat.ML
For any positive integer $k$, there exist neural networks with $\Theta(k^3)$ layers, $\Theta(1)$ nodes per layer, and $\Theta(1)$ distinct parameters which can not be approximated by networks with $\mathcal{O}(k)$ layers unless they are exponentially large --- they must possess $\Omega(2^k)$ nodes. This result is proved here for a class of nodes termed "semi-algebraic gates" which includes the common choices of ReLU, maximum, indicator, and piecewise polynomial functions, therefore establishing benefits of depth against not just standard networks with ReLU gates, but also convolutional networks with ReLU and maximization gates, sum-product networks, and boosted decision trees (in this last case with a stronger separation: $\Omega(2^{k^3})$ total tree nodes are required).
Matus Telgarsky
null
1602.04485
null
null
Convolutional Tables Ensemble: classification in microseconds
cs.CV cs.LG
We study classifiers operating under severe classification time constraints, corresponding to 1-1000 CPU microseconds, using Convolutional Tables Ensemble (CTE), an inherently fast architecture for object category recognition. The architecture is based on convolutionally-applied sparse feature extraction, using trees or ferns, and a linear voting layer. Several structure and optimization variants are considered, including novel decision functions, tree learning algorithm, and distillation from CNN to CTE architecture. Accuracy improvements of 24-45% over related art of similar speed are demonstrated on standard object recognition benchmarks. Using Pareto speed-accuracy curves, we show that CTE can provide better accuracy than Convolutional Neural Networks (CNN) for a certain range of classification time constraints, or alternatively provide similar error rates with 5-200X speedup.
Aharon Bar-Hillel and Eyal Krupka and Noam Bloom
null
1602.04489
null
null
Learning Granger Causality for Hawkes Processes
cs.LG stat.ML
Learning Granger causality for general point processes is a very challenging task. In this paper, we propose an effective method, learning Granger causality, for a special but significant type of point processes --- Hawkes process. We reveal the relationship between Hawkes process's impact function and its Granger causality graph. Specifically, our model represents impact functions using a series of basis functions and recovers the Granger causality graph via group sparsity of the impact functions' coefficients. We propose an effective learning algorithm combining a maximum likelihood estimator (MLE) with a sparse-group-lasso (SGL) regularizer. Additionally, the flexibility of our model allows to incorporate the clustering structure event types into learning framework. We analyze our learning algorithm and propose an adaptive procedure to select basis functions. Experiments on both synthetic and real-world data show that our method can learn the Granger causality graph and the triggering patterns of the Hawkes processes simultaneously.
Hongteng Xu and Mehrdad Farajtabar and Hongyuan Zha
null
1602.04511
null
null
Adversarial Top-$K$ Ranking
cs.IR cs.IT cs.LG math.IT stat.ML
We study the top-$K$ ranking problem where the goal is to recover the set of top-$K$ ranked items out of a large collection of items based on partially revealed preferences. We consider an adversarial crowdsourced setting where there are two population sets, and pairwise comparison samples drawn from one of the populations follow the standard Bradley-Terry-Luce model (i.e., the chance of item $i$ beating item $j$ is proportional to the relative score of item $i$ to item $j$), while in the other population, the corresponding chance is inversely proportional to the relative score. When the relative size of the two populations is known, we characterize the minimax limit on the sample size required (up to a constant) for reliably identifying the top-$K$ items, and demonstrate how it scales with the relative size. Moreover, by leveraging a tensor decomposition method for disambiguating mixture distributions, we extend our result to the more realistic scenario in which the relative population size is unknown, thus establishing an upper bound on the fundamental limit of the sample size for recovering the top-$K$ set.
Changho Suh, Vincent Y. F. Tan, Renbo Zhao
null
1602.04567
null
null
Personalized Expertise Search at LinkedIn
cs.IR cs.LG cs.SI
LinkedIn is the largest professional network with more than 350 million members. As the member base increases, searching for experts becomes more and more challenging. In this paper, we propose an approach to address the problem of personalized expertise search on LinkedIn, particularly for exploratory search queries containing {\it skills}. In the offline phase, we introduce a collaborative filtering approach based on matrix factorization. Our approach estimates expertise scores for both the skills that members list on their profiles as well as the skills they are likely to have but do not explicitly list. In the online phase (at query time) we use expertise scores on these skills as a feature in combination with other features to rank the results. To learn the personalized ranking function, we propose a heuristic to extract training data from search logs while handling position and sample selection biases. We tested our models on two products - LinkedIn homepage and LinkedIn recruiter. A/B tests showed significant improvements in click through rates - 31% for CTR@1 for recruiter (18% for homepage) as well as downstream messages sent from search - 37% for recruiter (20% for homepage). As of writing this paper, these models serve nearly all live traffic for skills search on LinkedIn homepage as well as LinkedIn recruiter.
Viet Ha-Thuc and Ganesh Venkataraman and Mario Rodriguez and Shakti Sinha and Senthil Sundaram and Lin Guo
null
1602.04572
null
null
Secure Approximation Guarantee for Cryptographically Private Empirical Risk Minimization
stat.ML cs.CR cs.LG
Privacy concern has been increasingly important in many machine learning (ML) problems. We study empirical risk minimization (ERM) problems under secure multi-party computation (MPC) frameworks. Main technical tools for MPC have been developed based on cryptography. One of limitations in current cryptographically private ML is that it is computationally intractable to evaluate non-linear functions such as logarithmic functions or exponential functions. Therefore, for a class of ERM problems such as logistic regression in which non-linear function evaluations are required, one can only obtain approximate solutions. In this paper, we introduce a novel cryptographically private tool called secure approximation guarantee (SAG) method. The key property of SAG method is that, given an arbitrary approximate solution, it can provide a non-probabilistic assumption-free bound on the approximation quality under cryptographically secure computation framework. We demonstrate the benefit of the SAG method by applying it to several problems including a practical privacy-preserving data analysis task on genomic and clinical information.
Toshiyuki Takada, Hiroyuki Hanada, Yoshiji Yamada, Jun Sakuma, Ichiro Takeuchi
null
1602.04579
null
null
Optimal Best Arm Identification with Fixed Confidence
math.ST cs.LG stat.ML stat.TH
We give a complete characterization of the complexity of best-arm identification in one-parameter bandit problems. We prove a new, tight lower bound on the sample complexity. We propose the `Track-and-Stop' strategy, which we prove to be asymptotically optimal. It consists in a new sampling rule (which tracks the optimal proportions of arm draws highlighted by the lower bound) and in a stopping rule named after Chernoff, for which we give a new analysis.
Aur\'elien Garivier (IMT), Emilie Kaufmann (CRIStAL, SEQUEL)
null
1602.04589
null
null
Distributed Information-Theoretic Clustering
cs.IT cs.LG math.IT
We study a novel multi-terminal source coding setup motivated by the biclustering problem. Two separate encoders observe two i.i.d. sequences $X^n$ and $Y^n$, respectively. The goal is to find rate-limited encodings $f(x^n)$ and $g(z^n)$ that maximize the mutual information $I(f(X^n); g(Y^n))/n$. We discuss connections of this problem with hypothesis testing against independence, pattern recognition, and the information bottleneck method. Improving previous cardinality bounds for the inner and outer bounds allows us to thoroughly study the special case of a binary symmetric source and to quantify the gap between the inner and the outer bound in this special case. Furthermore, we investigate a multiple description (MD) extension of the Chief Operating Officer (CEO) problem with mutual information constraint. Surprisingly, this MD-CEO problem permits a tight single-letter characterization of the achievable region.
Georg Pichler, Pablo Piantanida and Gerald Matz
10.1093/imaiai/iaab007
1602.04605
null
null
Deep Exploration via Bootstrapped DQN
cs.LG cs.AI cs.SY stat.ML
Efficient exploration in complex environments remains a major challenge for reinforcement learning. We propose bootstrapped DQN, a simple algorithm that explores in a computationally and statistically efficient manner through use of randomized value functions. Unlike dithering strategies such as epsilon-greedy exploration, bootstrapped DQN carries out temporally-extended (or deep) exploration; this can lead to exponentially faster learning. We demonstrate these benefits in complex stochastic MDPs and in the large-scale Arcade Learning Environment. Bootstrapped DQN substantially improves learning times and performance across most Atari games.
Ian Osband, Charles Blundell, Alexander Pritzel, Benjamin Van Roy
null
1602.04621
null
null
Efficient Representation of Low-Dimensional Manifolds using Deep Networks
cs.NE cs.LG stat.ML
We consider the ability of deep neural networks to represent data that lies near a low-dimensional manifold in a high-dimensional space. We show that deep networks can efficiently extract the intrinsic, low-dimensional coordinates of such data. We first show that the first two layers of a deep network can exactly embed points lying on a monotonic chain, a special type of piecewise linear manifold, mapping them to a low-dimensional Euclidean space. Remarkably, the network can do this using an almost optimal number of parameters. We also show that this network projects nearby points onto the manifold and then embeds them with little error. We then extend these results to more general manifolds.
Ronen Basri and David Jacobs
null
1602.04723
null
null
Delay and Cooperation in Nonstochastic Bandits
cs.LG
We study networks of communicating learning agents that cooperate to solve a common nonstochastic bandit problem. Agents use an underlying communication network to get messages about actions selected by other agents, and drop messages that took more than $d$ hops to arrive, where $d$ is a delay parameter. We introduce \textsc{Exp3-Coop}, a cooperative version of the {\sc Exp3} algorithm and prove that with $K$ actions and $N$ agents the average per-agent regret after $T$ rounds is at most of order $\sqrt{\bigl(d+1 + \tfrac{K}{N}\alpha_{\le d}\bigr)(T\ln K)}$, where $\alpha_{\le d}$ is the independence number of the $d$-th power of the connected communication graph $G$. We then show that for any connected graph, for $d=\sqrt{K}$ the regret bound is $K^{1/4}\sqrt{T}$, strictly better than the minimax regret $\sqrt{KT}$ for noncooperating agents. More informed choices of $d$ lead to bounds which are arbitrarily close to the full information minimax regret $\sqrt{T\ln K}$ when $G$ is dense. When $G$ has sparse components, we show that a variant of \textsc{Exp3-Coop}, allowing agents to choose their parameters according to their centrality in $G$, strictly improves the regret. Finally, as a by-product of our analysis, we provide the first characterization of the minimax regret for bandit learning with delay.
Nicolo' Cesa-Bianchi and Claudio Gentile and Yishay Mansour and Alberto Minora
null
1602.04741
null
null
Quantum Perceptron Models
quant-ph cs.LG stat.ML
We demonstrate how quantum computation can provide non-trivial improvements in the computational and statistical complexity of the perceptron model. We develop two quantum algorithms for perceptron learning. The first algorithm exploits quantum information processing to determine a separating hyperplane using a number of steps sublinear in the number of data points $N$, namely $O(\sqrt{N})$. The second algorithm illustrates how the classical mistake bound of $O(\frac{1}{\gamma^2})$ can be further improved to $O(\frac{1}{\sqrt{\gamma}})$ through quantum means, where $\gamma$ denotes the margin. Such improvements are achieved through the application of quantum amplitude amplification to the version space interpretation of the perceptron model.
Nathan Wiebe, Ashish Kapoor, Krysta M Svore
null
1602.04799
null
null
DR-ABC: Approximate Bayesian Computation with Kernel-Based Distribution Regression
stat.ML cs.LG stat.CO stat.ME
Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that constructs an approximation to the true likelihood based on the similarity between the observed and simulated data as measured by a predefined set of summary statistics. Although the choice of appropriate problem-specific summary statistics crucially influences the quality of the likelihood approximation and hence also the quality of the posterior sample in ABC, there are only few principled general-purpose approaches to the selection or construction of such summary statistics. In this paper, we develop a novel framework for this task using kernel-based distribution regression. We model the functional relationship between data distributions and the optimal choice (with respect to a loss function) of summary statistics using kernel-based distribution regression. We show that our approach can be implemented in a computationally and statistically efficient way using the random Fourier features framework for large-scale kernel learning. In addition to that, our framework shows superior performance when compared to related methods on toy and real-world problems.
Jovana Mitrovic, Dino Sejdinovic, Yee Whye Teh
null
1602.04805
null
null
Black-box optimization with a politician
math.OC cs.DS cs.LG cs.NA
We propose a new framework for black-box convex optimization which is well-suited for situations where gradient computations are expensive. We derive a new method for this framework which leverages several concepts from convex optimization, from standard first-order methods (e.g. gradient descent or quasi-Newton methods) to analytical centers (i.e. minimizers of self-concordant barriers). We demonstrate empirically that our new technique compares favorably with state of the art algorithms (such as BFGS).
S\'ebastien Bubeck and Yin-Tat Lee
null
1602.04847
null
null
Bi-directional LSTM Recurrent Neural Network for Chinese Word Segmentation
cs.LG cs.CL
Recurrent neural network(RNN) has been broadly applied to natural language processing(NLP) problems. This kind of neural network is designed for modeling sequential data and has been testified to be quite efficient in sequential tagging tasks. In this paper, we propose to use bi-directional RNN with long short-term memory(LSTM) units for Chinese word segmentation, which is a crucial preprocess task for modeling Chinese sentences and articles. Classical methods focus on designing and combining hand-craft features from context, whereas bi-directional LSTM network(BLSTM) does not need any prior knowledge or pre-designing, and it is expert in keeping the contextual information in both directions. Experiment result shows that our approach gets state-of-the-art performance in word segmentation on both traditional Chinese datasets and simplified Chinese datasets.
Yushi Yao, Zheng Huang
null
1602.04874
null
null
Unsupervised Domain Adaptation Using Approximate Label Matching
cs.LG cs.AI
Domain adaptation addresses the problem created when training data is generated by a so-called source distribution, but test data is generated by a significantly different target distribution. In this work, we present approximate label matching (ALM), a new unsupervised domain adaptation technique that creates and leverages a rough labeling on the test samples, then uses these noisy labels to learn a transformation that aligns the source and target samples. We show that the transformation estimated by ALM has favorable properties compared to transformations estimated by other methods, which do not use any kind of target labeling. Our model is regularized by requiring that a classifier trained to discriminate source from transformed target samples cannot distinguish between the two. We experiment with ALM on simulated and real data, and show that it outperforms techniques commonly used in the field.
Jordan T. Ash, Robert E. Schapire and Barbara E. Engelhardt
null
1602.04889
null
null
Segmentation Rectification for Video Cutout via One-Class Structured Learning
cs.CV cs.GR cs.LG
Recent works on interactive video object cutout mainly focus on designing dynamic foreground-background (FB) classifiers for segmentation propagation. However, the research on optimally removing errors from the FB classification is sparse, and the errors often accumulate rapidly, causing significant errors in the propagated frames. In this work, we take the initial steps to addressing this problem, and we call this new task \emph{segmentation rectification}. Our key observation is that the possibly asymmetrically distributed false positive and false negative errors were handled equally in the conventional methods. We, alternatively, propose to optimally remove these two types of errors. To this effect, we propose a novel bilayer Markov Random Field (MRF) model for this new task. We also adopt the well-established structured learning framework to learn the optimal model from data. Additionally, we propose a novel one-class structured SVM (OSSVM) which greatly speeds up the structured learning process. Our method naturally extends to RGB-D videos as well. Comprehensive experiments on both RGB and RGB-D data demonstrate that our simple and effective method significantly outperforms the segmentation propagation methods adopted in the state-of-the-art video cutout systems, and the results also suggest the potential usefulness of our method in image cutout system.
Junyan Wang, Sai-kit Yeung, Jue Wang and Kun Zhou
null
1602.04906
null
null
Gradient Descent Converges to Minimizers
stat.ML cs.LG math.OC
We show that gradient descent converges to a local minimizer, almost surely with random initialization. This is proved by applying the Stable Manifold Theorem from dynamical systems theory.
Jason D. Lee, Max Simchowitz, Michael I. Jordan, Benjamin Recht
null
1602.04915
null
null
Personalized Federated Search at LinkedIn
cs.IR cs.LG
LinkedIn has grown to become a platform hosting diverse sources of information ranging from member profiles, jobs, professional groups, slideshows etc. Given the existence of multiple sources, when a member issues a query like "software engineer", the member could look for software engineer profiles, jobs or professional groups. To tackle this problem, we exploit a data-driven approach that extracts searcher intents from their profile data and recent activities at a large scale. The intents such as job seeking, hiring, content consuming are used to construct features to personalize federated search experience. We tested the approach on the LinkedIn homepage and A/B tests show significant improvements in member engagement. As of writing this paper, the approach powers all of federated search on LinkedIn homepage.
Dhruv Arya and Viet Ha-Thuc and Shakti Sinha
10.1145/2806416.2806615
1602.04924
null
null
"Why Should I Trust You?": Explaining the Predictions of Any Classifier
cs.LG cs.AI stat.ML
Despite widespread adoption, machine learning models remain mostly black boxes. Understanding the reasons behind predictions is, however, quite important in assessing trust, which is fundamental if one plans to take action based on a prediction, or when choosing whether to deploy a new model. Such understanding also provides insights into the model, which can be used to transform an untrustworthy model or prediction into a trustworthy one. In this work, we propose LIME, a novel explanation technique that explains the predictions of any classifier in an interpretable and faithful manner, by learning an interpretable model locally around the prediction. We also propose a method to explain models by presenting representative individual predictions and their explanations in a non-redundant way, framing the task as a submodular optimization problem. We demonstrate the flexibility of these methods by explaining different models for text (e.g. random forests) and image classification (e.g. neural networks). We show the utility of explanations via novel experiments, both simulated and with human subjects, on various scenarios that require trust: deciding if one should trust a prediction, choosing between models, improving an untrustworthy classifier, and identifying why a classifier should not be trusted.
Marco Tulio Ribeiro and Sameer Singh and Carlos Guestrin
null
1602.04938
null
null
Q($\lambda$) with Off-Policy Corrections
cs.AI cs.LG stat.ML
We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of transition probabilities. We prove that such approximate corrections are sufficient for off-policy convergence both in policy evaluation and control, provided certain conditions. These conditions relate the distance between the target and behavior policies, the eligibility trace parameter and the discount factor, and formalize an underlying tradeoff in off-policy TD($\lambda$). We illustrate this theoretical relationship empirically on a continuous-state control task.
Anna Harutyunyan and Marc G. Bellemare and Tom Stepleton and Remi Munos
null
1602.04951
null
null
Stochastic Process Bandits: Upper Confidence Bounds Algorithms via Generic Chaining
stat.ML cs.LG
The paper considers the problem of global optimization in the setup of stochastic process bandits. We introduce an UCB algorithm which builds a cascade of discretization trees based on generic chaining in order to render possible his operability over a continuous domain. The theoretical framework applies to functions under weak probabilistic smoothness assumptions and also extends significantly the spectrum of application of UCB strategies. Moreover generic regret bounds are derived which are then specialized to Gaussian processes indexed on infinite-dimensional spaces as well as to quadratic forms of Gaussian processes. Lower bounds are also proved in the case of Gaussian processes to assess the optimality of the proposed algorithm.
Emile Contal and Nicolas Vayatis
null
1602.04976
null
null
A Subsequence Interleaving Model for Sequential Pattern Mining
stat.ML cs.AI cs.LG
Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel subsequence interleaving model based on a probabilistic model of the sequence database, which allows us to search for the most compressing set of patterns without designing a specific encoding scheme. Our proposed algorithm is able to efficiently mine the most relevant sequential patterns and rank them using an associated measure of interestingness. The efficient inference in our model is a direct result of our use of a structural expectation-maximization framework, in which the expectation-step takes the form of a submodular optimization problem subject to a coverage constraint. We show on both synthetic and real world datasets that our model mines a set of sequential patterns with low spuriousness and redundancy, high interpretability and usefulness in real-world applications. Furthermore, we demonstrate that the quality of the patterns from our approach is comparable to, if not better than, existing state of the art sequential pattern mining algorithms.
Jaroslav Fowkes and Charles Sutton
10.1145/2939672.2939787
1602.05012
null
null
Generating images with recurrent adversarial networks
cs.LG cs.CV
Gatys et al. (2015) showed that optimizing pixels to match features in a convolutional network with respect reference image features is a way to render images of high visual quality. We show that unrolling this gradient-based optimization yields a recurrent computation that creates images by incrementally adding onto a visual "canvas". We propose a recurrent generative model inspired by this view, and show that it can be trained using adversarial training to generate very good image samples. We also propose a way to quantitatively compare adversarial networks by having the generators and discriminators of these networks compete against each other.
Daniel Jiwoong Im, Chris Dongjoo Kim, Hui Jiang, Roland Memisevic
null
1602.05110
null
null
Patient Flow Prediction via Discriminative Learning of Mutually-Correcting Processes
cs.LG
Over the past decade the rate of care unit (CU) use in the United States has been increasing. With an aging population and ever-growing demand for medical care, effective management of patients' transitions among different care facilities will prove indispensible for shortening the length of hospital stays, improving patient outcomes, allocating critical care resources, and reducing preventable re-admissions. In this paper, we focus on an important problem of predicting the so-called "patient flow" from longitudinal electronic health records (EHRs), which has not been explored via existing machine learning techniques. By treating a sequence of transition events as a point process, we develop a novel framework for modeling patient flow through various CUs and jointly predicting patients' destination CUs and duration days. Instead of learning a generative point process model via maximum likelihood estimation, we propose a novel discriminative learning algorithm aiming at improving the prediction of transition events in the case of sparse data. By parameterizing the proposed model as a mutually-correcting process, we formulate the estimation problem via generalized linear models, which lends itself to efficient learning based on alternating direction method of multipliers (ADMM). Furthermore, we achieve simultaneous feature selection and learning by adding a group-lasso regularizer to the ADMM algorithm. Additionally, for suppressing the negative influence of data imbalance on the learning of model, we synthesize auxiliary training data for the classes with extremely few samples, and improve the robustness of our learning method accordingly. Testing on real-world data, we show that our method obtains superior performance in terms of accuracy of predicting the destination CU transition and duration of each CU occupancy.
Hongteng Xu and Weichang Wu and Shamim Nemati and Hongyuan Zha
null
1602.05112
null
null
Practical Introduction to Clustering Data
physics.data-an astro-ph.IM cond-mat.stat-mech cs.LG
Data clustering is an approach to seek for structure in sets of complex data, i.e., sets of "objects". The main objective is to identify groups of objects which are similar to each other, e.g., for classification. Here, an introduction to clustering is given and three basic approaches are introduced: the k-means algorithm, neighbour-based clustering, and an agglomerative clustering method. For all cases, C source code examples are given, allowing for an easy implementation.
Alexander K. Hartmann
null
1602.05124
null
null
A Harmonic Extension Approach for Collaborative Ranking
cs.LG
We present a new perspective on graph-based methods for collaborative ranking for recommender systems. Unlike user-based or item-based methods that compute a weighted average of ratings given by the nearest neighbors, or low-rank approximation methods using convex optimization and the nuclear norm, we formulate matrix completion as a series of semi-supervised learning problems, and propagate the known ratings to the missing ones on the user-user or item-item graph globally. The semi-supervised learning problems are expressed as Laplace-Beltrami equations on a manifold, or namely, harmonic extension, and can be discretized by a point integral method. We show that our approach does not impose a low-rank Euclidean subspace on the data points, but instead minimizes the dimension of the underlying manifold. Our method, named LDM (low dimensional manifold), turns out to be particularly effective in generating rankings of items, showing decent computational efficiency and robust ranking quality compared to state-of-the-art methods.
Da Kuang, Zuoqiang Shi, Stanley Osher, Andrea Bertozzi
null
1602.05127
null
null
Fast Learning Requires Good Memory: A Time-Space Lower Bound for Parity Learning
cs.LG cs.CC cs.CR
We prove that any algorithm for learning parities requires either a memory of quadratic size or an exponential number of samples. This proves a recent conjecture of Steinhardt, Valiant and Wager and shows that for some learning problems a large storage space is crucial. More formally, in the problem of parity learning, an unknown string $x \in \{0,1\}^n$ was chosen uniformly at random. A learner tries to learn $x$ from a stream of samples $(a_1, b_1), (a_2, b_2) \ldots$, where each~$a_t$ is uniformly distributed over $\{0,1\}^n$ and $b_t$ is the inner product of $a_t$ and $x$, modulo~2. We show that any algorithm for parity learning, that uses less than $\frac{n^2}{25}$ bits of memory, requires an exponential number of samples. Previously, there was no non-trivial lower bound on the number of samples needed, for any learning problem, even if the allowed memory size is $O(n)$ (where $n$ is the space needed to store one sample). We also give an application of our result in the field of bounded-storage cryptography. We show an encryption scheme that requires a private key of length $n$, as well as time complexity of $n$ per encryption/decription of each bit, and is provenly and unconditionally secure as long as the attacker uses less than $\frac{n^2}{25}$ memory bits and the scheme is used at most an exponential number of times. Previous works on bounded-storage cryptography assumed that the memory size used by the attacker is at most linear in the time needed for encryption/decription.
Ran Raz
null
1602.05161
null
null
Equilibrium Propagation: Bridging the Gap Between Energy-Based Models and Backpropagation
cs.LG
We introduce Equilibrium Propagation, a learning framework for energy-based models. It involves only one kind of neural computation, performed in both the first phase (when the prediction is made) and the second phase of training (after the target or prediction error is revealed). Although this algorithm computes the gradient of an objective function just like Backpropagation, it does not need a special computation or circuit for the second phase, where errors are implicitly propagated. Equilibrium Propagation shares similarities with Contrastive Hebbian Learning and Contrastive Divergence while solving the theoretical issues of both algorithms: our algorithm computes the gradient of a well defined objective function. Because the objective function is defined in terms of local perturbations, the second phase of Equilibrium Propagation corresponds to only nudging the prediction (fixed point, or stationary distribution) towards a configuration that reduces prediction error. In the case of a recurrent multi-layer supervised network, the output units are slightly nudged towards their target in the second phase, and the perturbation introduced at the output layer propagates backward in the hidden layers. We show that the signal 'back-propagated' during this second phase corresponds to the propagation of error derivatives and encodes the gradient of the objective function, when the synaptic update corresponds to a standard form of spike-timing dependent plasticity. This work makes it more plausible that a mechanism similar to Backpropagation could be implemented by brains, since leaky integrator neural computation performs both inference and error back-propagation in our model. The only local difference between the two phases is whether synaptic changes are allowed or not.
Benjamin Scellier and Yoshua Bengio
null
1602.05179
null
null
Primal-Dual Rates and Certificates
cs.LG math.OC
We propose an algorithm-independent framework to equip existing optimization methods with primal-dual certificates. Such certificates and corresponding rate of convergence guarantees are important for practitioners to diagnose progress, in particular in machine learning applications. We obtain new primal-dual convergence rates, e.g., for the Lasso as well as many L1, Elastic Net, group Lasso and TV-regularized problems. The theory applies to any norm-regularized generalized linear model. Our approach provides efficiently computable duality gaps which are globally defined, without modifying the original problems in the region of interest.
Celestine D\"unner and Simone Forte and Martin Tak\'a\v{c} and Martin Jaggi
null
1602.05205
null
null
Monte Carlo Markov Chain Algorithms for Sampling Strongly Rayleigh Distributions and Determinantal Point Processes
cs.LG cs.DS math.PR
Strongly Rayleigh distributions are natural generalizations of product and determinantal probability distributions and satisfy strongest form of negative dependence properties. We show that the "natural" Monte Carlo Markov Chain (MCMC) is rapidly mixing in the support of a {\em homogeneous} strongly Rayleigh distribution. As a byproduct, our proof implies Markov chains can be used to efficiently generate approximate samples of a $k$-determinantal point process. This answers an open question raised by Deshpande and Rademacher.
Nima Anari, Shayan Oveis Gharan, Alireza Rezaei
null
1602.05242
null
null
Peak Criterion for Choosing Gaussian Kernel Bandwidth in Support Vector Data Description
cs.LG stat.AP stat.ML
Support Vector Data Description (SVDD) is a machine-learning technique used for single class classification and outlier detection. SVDD formulation with kernel function provides a flexible boundary around data. The value of kernel function parameters affects the nature of the data boundary. For example, it is observed that with a Gaussian kernel, as the value of kernel bandwidth is lowered, the data boundary changes from spherical to wiggly. The spherical data boundary leads to underfitting, and an extremely wiggly data boundary leads to overfitting. In this paper, we propose empirical criterion to obtain good values of the Gaussian kernel bandwidth parameter. This criterion provides a smooth boundary that captures the essential geometric features of the data.
Deovrat Kakde, Arin Chaudhuri, Seunghyun Kong, Maria Jahja, Hansi Jiang, Jorge Silva
10.1109/ICPHM.2017.7998302
1602.05257
null
null
Anomaly Detection in Clutter using Spectrally Enhanced Ladar
physics.optics cs.LG physics.ins-det stat.AP stat.ML
Discrete return (DR) Laser Detection and Ranging (Ladar) systems provide a series of echoes that reflect from objects in a scene. These can be first, last or multi-echo returns. In contrast, Full-Waveform (FW)-Ladar systems measure the intensity of light reflected from objects continuously over a period of time. In a camouflaged scenario, e.g., objects hidden behind dense foliage, a FW-Ladar penetrates such foliage and returns a sequence of echoes including buried faint echoes. The aim of this paper is to learn local-patterns of co-occurring echoes characterised by their measured spectra. A deviation from such patterns defines an abnormal event in a forest/tree depth profile. As far as the authors know, neither DR or FW-Ladar, along with several spectral measurements, has not been applied to anomaly detection. This work presents an algorithm that allows detection of spectral and temporal anomalies in FW-Multi Spectral Ladar (FW-MSL) data samples. An anomaly is defined as a full waveform temporal and spectral signature that does not conform to a prior expectation, represented using a learnt subspace (dictionary) and set of coefficients that capture co-occurring local-patterns using an overlapping temporal window. A modified optimization scheme is proposed for subspace learning based on stochastic approximations. The objective function is augmented with a discriminative term that represents the subspace's separability properties and supports anomaly characterisation. The algorithm detects several man-made objects and anomalous spectra hidden in a dense clutter of vegetation and also allows tree species classification.
Puneet S Chhabra, Andrew M Wallace and James R Hopgood
null
1602.05264
null
null
Choice by Elimination via Deep Neural Networks
stat.ML cs.IR cs.LG
We introduce Neural Choice by Elimination, a new framework that integrates deep neural networks into probabilistic sequential choice models for learning to rank. Given a set of items to chose from, the elimination strategy starts with the whole item set and iteratively eliminates the least worthy item in the remaining subset. We prove that the choice by elimination is equivalent to marginalizing out the random Gompertz latent utilities. Coupled with the choice model is the recently introduced Neural Highway Networks for approximating arbitrarily complex rank functions. We evaluate the proposed framework on a large-scale public dataset with over 425K items, drawn from the Yahoo! learning to rank challenge. It is demonstrated that the proposed method is competitive against state-of-the-art learning to rank methods.
Truyen Tran, Dinh Phung and Svetha Venkatesh
null
1602.05285
null
null
Label Noise Reduction in Entity Typing by Heterogeneous Partial-Label Embedding
cs.CL cs.LG
Current systems of fine-grained entity typing use distant supervision in conjunction with existing knowledge bases to assign categories (type labels) to entity mentions. However, the type labels so obtained from knowledge bases are often noisy (i.e., incorrect for the entity mention's local context). We define a new task, Label Noise Reduction in Entity Typing (LNR), to be the automatic identification of correct type labels (type-paths) for training examples, given the set of candidate type labels obtained by distant supervision with a given type hierarchy. The unknown type labels for individual entity mentions and the semantic similarity between entity types pose unique challenges for solving the LNR task. We propose a general framework, called PLE, to jointly embed entity mentions, text features and entity types into the same low-dimensional space where, in that space, objects whose types are semantically close have similar representations. Then we estimate the type-path for each training example in a top-down manner using the learned embeddings. We formulate a global objective for learning the embeddings from text corpora and knowledge bases, which adopts a novel margin-based loss that is robust to noisy labels and faithfully models type correlation derived from knowledge bases. Our experiments on three public typing datasets demonstrate the effectiveness and robustness of PLE, with an average of 25% improvement in accuracy compared to next best method.
Xiang Ren, Wenqi He, Meng Qu, Clare R. Voss, Heng Ji, Jiawei Han
null
1602.05307
null
null
Large Scale Kernel Learning using Block Coordinate Descent
cs.LG math.OC stat.ML
We demonstrate that distributed block coordinate descent can quickly solve kernel regression and classification problems with millions of data points. Armed with this capability, we conduct a thorough comparison between the full kernel, the Nystr\"om method, and random features on three large classification tasks from various domains. Our results suggest that the Nystr\"om method generally achieves better statistical accuracy than random features, but can require significantly more iterations of optimization. Lastly, we derive new rates for block coordinate descent which support our experimental findings when specialized to kernel methods.
Stephen Tu and Rebecca Roelofs and Shivaram Venkataraman and Benjamin Recht
null
1602.05310
null
null
Relative Error Embeddings for the Gaussian Kernel Distance
cs.LG
A reproducing kernel can define an embedding of a data point into an infinite dimensional reproducing kernel Hilbert space (RKHS). The norm in this space describes a distance, which we call the kernel distance. The random Fourier features (of Rahimi and Recht) describe an oblivious approximate mapping into finite dimensional Euclidean space that behaves similar to the RKHS. We show in this paper that for the Gaussian kernel the Euclidean norm between these mapped to features has $(1+\epsilon)$-relative error with respect to the kernel distance. When there are $n$ data points, we show that $O((1/\epsilon^2) \log(n))$ dimensions of the approximate feature space are sufficient and necessary. Without a bound on $n$, but when the original points lie in $\mathbb{R}^d$ and have diameter bounded by $\mathcal{M}$, then we show that $O((d/\epsilon^2) \log(\mathcal{M}))$ dimensions are sufficient, and that this many are required, up to $\log(1/\epsilon)$ factors.
Di Chen and Jeff M. Phillips
null
1602.05350
null
null
Recommendations as Treatments: Debiasing Learning and Evaluation
cs.LG cs.AI cs.IR
Most data for evaluating and training recommender systems is subject to selection biases, either through self-selection by the users or through the actions of the recommendation system itself. In this paper, we provide a principled approach to handling selection biases, adapting models and estimation techniques from causal inference. The approach leads to unbiased performance estimators despite biased data, and to a matrix factorization method that provides substantially improved prediction performance on real-world data. We theoretically and empirically characterize the robustness of the approach, finding that it is highly practical and scalable.
Tobias Schnabel, Adith Swaminathan, Ashudeep Singh, Navin Chandak and Thorsten Joachims
null
1602.05352
null
null
Online optimization and regret guarantees for non-additive long-term constraints
stat.ML cs.LG math.OC math.ST stat.TH
We consider online optimization in the 1-lookahead setting, where the objective does not decompose additively over the rounds of the online game. The resulting formulation enables us to deal with non-stationary and/or long-term constraints , which arise, for example, in online display advertising problems. We propose an on-line primal-dual algorithm for which we obtain dynamic cumulative regret guarantees. They depend on the convexity and the smoothness of the non-additive penalty, as well as terms capturing the smoothness with which the residuals of the non-stationary and long-term constraints vary over the rounds. We conduct experiments on synthetic data to illustrate the benefits of the non-additive penalty and show vanishing regret convergence on live traffic data collected by a display advertising platform in production.
Rodolphe Jenatton, Jim Huang, Dominik Csiba, Cedric Archambeau
null
1602.05394
null
null
Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
math.OC cs.LG stat.ML
We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that achieves jointly the optimal prediction error rates for least-squares regression, both in terms of forgetting of initial conditions in O(1/n 2), and in terms of dependence on the noise and dimension d of the problem, as O(d/n). Our new algorithm is based on averaged accelerated regularized gradient descent, and may also be analyzed through finer assumptions on initial conditions and the Hessian matrix, leading to dimension-free quantities that may still be small while the " optimal " terms above are large. In order to characterize the tightness of these new bounds, we consider an application to non-parametric regression and use the known lower bounds on the statistical performance (without computational limits), which happen to match our bounds obtained from a single pass on the data and thus show optimality of our algorithm in a wide variety of particular trade-offs between bias and variance.
Aymeric Dieuleveut (SIERRA, LIENS), Nicolas Flammarion (LIENS, SIERRA), Francis Bach (SIERRA, LIENS)
null
1602.05419
null
null
Low-Rank Factorization of Determinantal Point Processes for Recommendation
stat.ML cs.LG
Determinantal point processes (DPPs) have garnered attention as an elegant probabilistic model of set diversity. They are useful for a number of subset selection tasks, including product recommendation. DPPs are parametrized by a positive semi-definite kernel matrix. In this work we present a new method for learning the DPP kernel from observed data using a low-rank factorization of this kernel. We show that this low-rank factorization enables a learning algorithm that is nearly an order of magnitude faster than previous approaches, while also providing for a method for computing product recommendation predictions that is far faster (up to 20x faster or more for large item catalogs) than previous techniques that involve a full-rank DPP kernel. Furthermore, we show that our method provides equivalent or sometimes better predictive performance than prior full-rank DPP approaches, and better performance than several other competing recommendation methods in many cases. We conduct an extensive experimental evaluation using several real-world datasets in the domain of product recommendation to demonstrate the utility of our method, along with its limitations.
Mike Gartrell, Ulrich Paquet, Noam Koenigstein
null
1602.05436
null
null
Cell segmentation with random ferns and graph-cuts
cs.CV cs.LG
The progress in imaging techniques have allowed the study of various aspect of cellular mechanisms. To isolate individual cells in live imaging data, we introduce an elegant image segmentation framework that effectively extracts cell boundaries, even in the presence of poor edge details. Our approach works in two stages. First, we estimate pixel interior/border/exterior class probabilities using random ferns. Then, we use an energy minimization framework to compute boundaries whose localization is compliant with the pixel class probabilities. We validate our approach on a manually annotated dataset.
Arnaud Browet, Christophe De Vleeschouwer, Laurent Jacques, Navrita Mathiah, Bechara Saykali, Isabelle Migeotte
null
1602.05439
null
null
Auxiliary Deep Generative Models
stat.ML cs.AI cs.LG
Deep generative models parameterized by neural networks have recently achieved state-of-the-art performance in unsupervised and semi-supervised learning. We extend deep generative models with auxiliary variables which improves the variational approximation. The auxiliary variables leave the generative model unchanged but make the variational distribution more expressive. Inspired by the structure of the auxiliary variable we also propose a model with two stochastic layers and skip connections. Our findings suggest that more expressive and properly specified deep generative models converge faster with better results. We show state-of-the-art performance within semi-supervised learning on MNIST, SVHN and NORB datasets.
Lars Maal{\o}e, Casper Kaae S{\o}nderby, S{\o}ren Kaae S{\o}nderby, Ole Winther
null
1602.05473
null
null
Multi-layer Representation Learning for Medical Concepts
cs.LG
Learning efficient representations for concepts has been proven to be an important basis for many applications such as machine translation or document classification. Proper representations of medical concepts such as diagnosis, medication, procedure codes and visits will have broad applications in healthcare analytics. However, in Electronic Health Records (EHR) the visit sequences of patients include multiple concepts (diagnosis, procedure, and medication codes) per visit. This structure provides two types of relational information, namely sequential order of visits and co-occurrence of the codes within each visit. In this work, we propose Med2Vec, which not only learns distributed representations for both medical codes and visits from a large EHR dataset with over 3 million visits, but also allows us to interpret the learned representations confirmed positively by clinical experts. In the experiments, Med2Vec displays significant improvement in key medical applications compared to popular baselines such as Skip-gram, GloVe and stacked autoencoder, while providing clinically meaningful interpretation.
Edward Choi, Mohammad Taha Bahadori, Elizabeth Searles, Catherine Coffey, Jimeng Sun
null
1602.05568
null
null
Communication-Efficient Learning of Deep Networks from Decentralized Data
cs.LG
Modern mobile devices have access to a wealth of data suitable for learning models, which in turn can greatly improve the user experience on the device. For example, language models can improve speech recognition and text entry, and image models can automatically select good photos. However, this rich data is often privacy sensitive, large in quantity, or both, which may preclude logging to the data center and training there using conventional approaches. We advocate an alternative that leaves the training data distributed on the mobile devices, and learns a shared model by aggregating locally-computed updates. We term this decentralized approach Federated Learning. We present a practical method for the federated learning of deep networks based on iterative model averaging, and conduct an extensive empirical evaluation, considering five different model architectures and four datasets. These experiments demonstrate the approach is robust to the unbalanced and non-IID data distributions that are a defining characteristic of this setting. Communication costs are the principal constraint, and we show a reduction in required communication rounds by 10-100x as compared to synchronized stochastic gradient descent.
H. Brendan McMahan, Eider Moore, Daniel Ramage, Seth Hampson, Blaise Ag\"uera y Arcas
null
1602.05629
null
null
Boost Picking: A Universal Method on Converting Supervised Classification to Semi-supervised Classification
cs.CV cs.LG
This paper proposes a universal method, Boost Picking, to train supervised classification models mainly by un-labeled data. Boost Picking only adopts two weak classifiers to estimate and correct the error. It is theoretically proved that Boost Picking could train a supervised model mainly by un-labeled data as effectively as the same model trained by 100% labeled data, only if recalls of the two weak classifiers are all greater than zero and the sum of precisions is greater than one. Based on Boost Picking, we present "Test along with Training (TawT)" to improve the generalization of supervised models. Both Boost Picking and TawT are successfully tested in varied little data sets.
Fuqiang Liu, Fukun Bi, Yiding Yang, Liang Chen
null
1602.05659
null
null
Audio Recording Device Identification Based on Deep Learning
cs.SD cs.LG
In this paper we present a research on identification of audio recording devices from background noise, thus providing a method for forensics. The audio signal is the sum of speech signal and noise signal. Usually, people pay more attention to speech signal, because it carries the information to deliver. So a great amount of researches have been dedicated to getting higher Signal-Noise-Ratio (SNR). There are many speech enhancement algorithms to improve the quality of the speech, which can be seen as reducing the noise. However, noises can be regarded as the intrinsic fingerprint traces of an audio recording device. These digital traces can be characterized and identified by new machine learning techniques. Therefore, in our research, we use the noise as the intrinsic features. As for the identification, multiple classifiers of deep learning methods are used and compared. The identification result shows that the method of getting feature vector from the noise of each device and identifying them with deep learning techniques is viable, and well-preformed.
Simeng Qi, Zheng Huang, Yan Li, Shaopei Shi
null
1602.05682
null
null
Adaptive Least Mean Squares Estimation of Graph Signals
cs.LG cs.SY
The aim of this paper is to propose a least mean squares (LMS) strategy for adaptive estimation of signals defined over graphs. Assuming the graph signal to be band-limited, over a known bandwidth, the method enables reconstruction, with guaranteed performance in terms of mean-square error, and tracking from a limited number of observations over a subset of vertices. A detailed mean square analysis provides the performance of the proposed method, and leads to several insights for designing useful sampling strategies for graph signals. Numerical results validate our theoretical findings, and illustrate the performance of the proposed method. Furthermore, to cope with the case where the bandwidth is not known beforehand, we propose a method that performs a sparse online estimation of the signal support in the (graph) frequency domain, which enables online adaptation of the graph sampling strategy. Finally, we apply the proposed method to build the power spatial density cartography of a given operational region in a cognitive network environment.
Paolo Di Lorenzo, Sergio Barbarossa, Paolo Banelli, and Stefania Sardellitti
10.1109/TSIPN.2016.2613687
1602.05703
null
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