title
stringlengths
5
246
categories
stringlengths
5
94
abstract
stringlengths
54
5.03k
authors
stringlengths
0
6.72k
doi
stringlengths
12
54
id
stringlengths
6
10
year
float64
2.02k
2.02k
venue
stringclasses
13 values
Large-Scale Detection of Non-Technical Losses in Imbalanced Data Sets
cs.LG cs.AI
Non-technical losses (NTL) such as electricity theft cause significant harm to our economies, as in some countries they may range up to 40% of the total electricity distributed. Detecting NTLs requires costly on-site inspections. Accurate prediction of NTLs for customers using machine learning is therefore crucial. To date, related research largely ignore that the two classes of regular and non-regular customers are highly imbalanced, that NTL proportions may change and mostly consider small data sets, often not allowing to deploy the results in production. In this paper, we present a comprehensive approach to assess three NTL detection models for different NTL proportions in large real world data sets of 100Ks of customers: Boolean rules, fuzzy logic and Support Vector Machine. This work has resulted in appreciable results that are about to be deployed in a leading industry solution. We believe that the considerations and observations made in this contribution are necessary for future smart meter research in order to report their effectiveness on imbalanced and large real world data sets.
Patrick O. Glauner, Andre Boechat, Lautaro Dolberg, Radu State, Franck Bettinger, Yves Rangoni, Diogo Duarte
null
1602.08350
null
null
Simple Bayesian Algorithms for Best Arm Identification
cs.LG
This paper considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their quality with the goal of confidently identifying the best design after a small number of measurements. This paper proposes three simple and intuitive Bayesian algorithms for adaptively allocating measurement effort, and formalizes a sense in which these seemingly naive rules are the best possible. One proposal is top-two probability sampling, which computes the two designs with the highest posterior probability of being optimal, and then randomizes to select among these two. One is a variant of top-two sampling which considers not only the probability a design is optimal, but the expected amount by which its quality exceeds that of other designs. The final algorithm is a modified version of Thompson sampling that is tailored for identifying the best design. We prove that these simple algorithms satisfy a sharp optimality property. In a frequentist setting where the true quality of the designs is fixed, one hopes the posterior definitively identifies the optimal design, in the sense that that the posterior probability assigned to the event that some other design is optimal converges to zero as measurements are collected. We show that under the proposed algorithms this convergence occurs at an exponential rate, and the corresponding exponent is the best possible among all allocation
Daniel Russo
null
1602.08448
null
null
A Single Model Explains both Visual and Auditory Precortical Coding
q-bio.NC cs.CV cs.LG cs.NE
Precortical neural systems encode information collected by the senses, but the driving principles of the encoding used have remained a subject of debate. We present a model of retinal coding that is based on three constraints: information preservation, minimization of the neural wiring, and response equalization. The resulting novel version of sparse principal components analysis successfully captures a number of known characteristics of the retinal coding system, such as center-surround receptive fields, color opponency channels, and spatiotemporal responses that correspond to magnocellular and parvocellular pathways. Furthermore, when trained on auditory data, the same model learns receptive fields well fit by gammatone filters, commonly used to model precortical auditory coding. This suggests that efficient coding may be a unifying principle of precortical encoding across modalities.
Honghao Shan, Matthew H. Tong, Garrison W. Cottrell
null
1602.08486
null
null
Lie Access Neural Turing Machine
cs.NE cs.AI cs.LG
Following the recent trend in explicit neural memory structures, we present a new design of an external memory, wherein memories are stored in an Euclidean key space $\mathbb R^n$. An LSTM controller performs read and write via specialized read and write heads. It can move a head by either providing a new address in the key space (aka random access) or moving from its previous position via a Lie group action (aka Lie access). In this way, the "L" and "R" instructions of a traditional Turing Machine are generalized to arbitrary elements of a fixed Lie group action. For this reason, we name this new model the Lie Access Neural Turing Machine, or LANTM. We tested two different configurations of LANTM against an LSTM baseline in several basic experiments. We found the right configuration of LANTM to outperform the baseline in all of our experiments. In particular, we trained LANTM on addition of $k$-digit numbers for $2 \le k \le 16$, but it was able to generalize almost perfectly to $17 \le k \le 32$, all with the number of parameters 2 orders of magnitude below the LSTM baseline.
Greg Yang
null
1602.08671
null
null
A Structured Variational Auto-encoder for Learning Deep Hierarchies of Sparse Features
stat.ML cs.LG stat.CO
In this note we present a generative model of natural images consisting of a deep hierarchy of layers of latent random variables, each of which follows a new type of distribution that we call rectified Gaussian. These rectified Gaussian units allow spike-and-slab type sparsity, while retaining the differentiability necessary for efficient stochastic gradient variational inference. To learn the parameters of the new model, we approximate the posterior of the latent variables with a variational auto-encoder. Rather than making the usual mean-field assumption however, the encoder parameterizes a new type of structured variational approximation that retains the prior dependencies of the generative model. Using this structured posterior approximation, we are able to perform joint training of deep models with many layers of latent random variables, without having to resort to stacking or other layerwise training procedures.
Tim Salimans
null
1602.08734
null
null
Resource Constrained Structured Prediction
stat.ML cs.CL cs.CV cs.LG
We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach seeks to adaptively generate computationally costly features during test-time in order to reduce the computational cost of prediction while maintaining prediction performance. We show that training the adaptive feature generation system can be reduced to a series of structured learning problems, resulting in efficient training using existing structured learning algorithms. This framework provides theoretical justification for several existing heuristic approaches found in literature. We evaluate our proposed adaptive system on two structured prediction tasks, optical character recognition (OCR) and dependency parsing and show strong performance in reduction of the feature costs without degrading accuracy.
Tolga Bolukbasi, Kai-Wei Chang, Joseph Wang, Venkatesh Saligrama
null
1602.08761
null
null
Investigating practical linear temporal difference learning
cs.LG cs.AI stat.ML
Off-policy reinforcement learning has many applications including: learning from demonstration, learning multiple goal seeking policies in parallel, and representing predictive knowledge. Recently there has been an proliferation of new policy-evaluation algorithms that fill a longstanding algorithmic void in reinforcement learning: combining robustness to off-policy sampling, function approximation, linear complexity, and temporal difference (TD) updates. This paper contains two main contributions. First, we derive two new hybrid TD policy-evaluation algorithms, which fill a gap in this collection of algorithms. Second, we perform an empirical comparison to elicit which of these new linear TD methods should be preferred in different situations, and make concrete suggestions about practical use.
Adam White, Martha White
null
1602.08771
null
null
Does quantification without adjustments work?
stat.ML cs.LG math.ST stat.TH
Classification is the task of predicting the class labels of objects based on the observation of their features. In contrast, quantification has been defined as the task of determining the prevalences of the different sorts of class labels in a target dataset. The simplest approach to quantification is Classify & Count where a classifier is optimised for classification on a training set and applied to the target dataset for the prediction of class labels. In the case of binary quantification, the number of predicted positive labels is then used as an estimate of the prevalence of the positive class in the target dataset. Since the performance of Classify & Count for quantification is known to be inferior its results typically are subject to adjustments. However, some researchers recently have suggested that Classify & Count might actually work without adjustments if it is based on a classifer that was specifically trained for quantification. We discuss the theoretical foundation for this claim and explore its potential and limitations with a numerical example based on the binormal model with equal variances. In order to identify an optimal quantifier in the binormal setting, we introduce the concept of local Bayes optimality. As a side remark, we present a complete proof of a theorem by Ye et al. (2012).
Dirk Tasche
null
1602.08780
null
null
Iterative Aggregation Method for Solving Principal Component Analysis Problems
cs.NA cs.IR cs.LG
Motivated by the previously developed multilevel aggregation method for solving structural analysis problems a novel two-level aggregation approach for efficient iterative solution of Principal Component Analysis (PCA) problems is proposed. The course aggregation model of the original covariance matrix is used in the iterative solution of the eigenvalue problem by a power iterations method. The method is tested on several data sets consisting of large number of text documents.
Vitaly Bulgakov
null
1602.08800
null
null
Collaborative Learning of Stochastic Bandits over a Social Network
cs.LG stat.ML
We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is instantaneously observed by the agent, as well as its neighbours in the social network. We perform a regret analysis of various policies in this collaborative learning setting. A key finding of this paper is that natural extensions of widely-studied single agent learning policies to the network setting need not perform well in terms of regret. In particular, we identify a class of non-altruistic and individually consistent policies, and argue by deriving regret lower bounds that they are liable to suffer a large regret in the networked setting. We also show that the learning performance can be substantially improved if the agents exploit the structure of the network, and develop a simple learning algorithm based on dominating sets of the network. Specifically, we first consider a star network, which is a common motif in hierarchical social networks, and show analytically that the hub agent can be used as an information sink to expedite learning and improve the overall regret. We also derive networkwide regret bounds for the algorithm applied to general networks. We conduct numerical experiments on a variety of networks to corroborate our analytical results.
Ravi Kumar Kolla, Krishna Jagannathan, Aditya Gopalan
null
1602.08886
null
null
High-Dimensional $L_2$Boosting: Rate of Convergence
stat.ML cs.LG econ.EM math.ST stat.ME stat.TH
Boosting is one of the most significant developments in machine learning. This paper studies the rate of convergence of $L_2$Boosting, which is tailored for regression, in a high-dimensional setting. Moreover, we introduce so-called \textquotedblleft post-Boosting\textquotedblright. This is a post-selection estimator which applies ordinary least squares to the variables selected in the first stage by $L_2$Boosting. Another variant is \textquotedblleft Orthogonal Boosting\textquotedblright\ where after each step an orthogonal projection is conducted. We show that both post-$L_2$Boosting and the orthogonal boosting achieve the same rate of convergence as LASSO in a sparse, high-dimensional setting. We show that the rate of convergence of the classical $L_2$Boosting depends on the design matrix described by a sparse eigenvalue constant. To show the latter results, we derive new approximation results for the pure greedy algorithm, based on analyzing the revisiting behavior of $L_2$Boosting. We also introduce feasible rules for early stopping, which can be easily implemented and used in applied work. Our results also allow a direct comparison between LASSO and boosting which has been missing from the literature. Finally, we present simulation studies and applications to illustrate the relevance of our theoretical results and to provide insights into the practical aspects of boosting. In these simulation studies, post-$L_2$Boosting clearly outperforms LASSO.
Ye Luo and Martin Spindler and Jannis K\"uck
null
1602.08927
null
null
Representation of linguistic form and function in recurrent neural networks
cs.CL cs.LG
We present novel methods for analyzing the activation patterns of RNNs from a linguistic point of view and explore the types of linguistic structure they learn. As a case study, we use a multi-task gated recurrent network architecture consisting of two parallel pathways with shared word embeddings trained on predicting the representations of the visual scene corresponding to an input sentence, and predicting the next word in the same sentence. Based on our proposed method to estimate the amount of contribution of individual tokens in the input to the final prediction of the networks we show that the image prediction pathway: a) is sensitive to the information structure of the sentence b) pays selective attention to lexical categories and grammatical functions that carry semantic information c) learns to treat the same input token differently depending on its grammatical functions in the sentence. In contrast the language model is comparatively more sensitive to words with a syntactic function. Furthermore, we propose methods to ex- plore the function of individual hidden units in RNNs and show that the two pathways of the architecture in our case study contain specialized units tuned to patterns informative for the task, some of which can carry activations to later time steps to encode long-term dependencies.
\'Akos K\'ad\'ar, Grzegorz Chrupa{\l}a, Afra Alishahi
null
1602.08952
null
null
Even Trolls Are Useful: Efficient Link Classification in Signed Networks
cs.LG cs.SI physics.soc-ph
We address the problem of classifying the links of signed social networks given their full structural topology. Motivated by a binary user behaviour assumption, which is supported by decades of research in psychology, we develop an efficient and surprisingly simple approach to solve this classification problem. Our methods operate both within the active and batch settings. We demonstrate that the algorithms we developed are extremely fast in both theoretical and practical terms. Within the active setting, we provide a new complexity measure and a rigorous analysis of our methods that hold for arbitrary signed networks. We validate our theoretical claims carrying out a set of experiments on three well known real-world datasets, showing that our methods outperform the competitors while being much faster.
G\'eraud Le Falher and Fabio Vitale
null
1602.08986
null
null
Beyond CCA: Moment Matching for Multi-View Models
stat.ML cs.LG
We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for estimation in these models. For that, by drawing explicit links between the new models and a discrete version of independent component analysis (DICA), we first extend the DICA cumulant tensors to the new discrete version of CCA. By further using a close connection with independent component analysis, we introduce generalized covariance matrices, which can replace the cumulant tensors in the moment matching framework, and, therefore, improve sample complexity and simplify derivations and algorithms significantly. As the tensor power method or orthogonal joint diagonalization are not applicable in the new setting, we use non-orthogonal joint diagonalization techniques for matching the cumulants. We demonstrate performance of the proposed models and estimation techniques on experiments with both synthetic and real datasets.
Anastasia Podosinnikova, Francis Bach, and Simon Lacoste-Julien
null
1602.09013
null
null
Easy Monotonic Policy Iteration
cs.LG cs.AI stat.ML
A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or $Q$-function may fail to improve performance---or worse, actually cause the policy performance to degrade. Prior work has addressed this for policy iteration by deriving tight policy improvement bounds; by optimizing the lower bound on policy improvement, a better policy is guaranteed. However, existing approaches suffer from bounds that are hard to optimize in practice because they include sup norm terms which cannot be efficiently estimated or differentiated. In this work, we derive a better policy improvement bound where the sup norm of the policy divergence has been replaced with an average divergence; this leads to an algorithm, Easy Monotonic Policy Iteration, that generates sequences of policies with guaranteed non-decreasing returns and is easy to implement in a sample-based framework.
Joshua Achiam
null
1602.09118
null
null
Learning, Visualizing, and Exploiting a Model for the Intrinsic Value of a Batted Ball
stat.AP cs.LG
We present an algorithm for learning the intrinsic value of a batted ball in baseball. This work addresses the fundamental problem of separating the value of a batted ball at contact from factors such as the defense, weather, and ballpark that can affect its observed outcome. The algorithm uses a Bayesian model to construct a continuous mapping from a vector of batted ball parameters to an intrinsic measure defined as the expected value of a linear weights representation for run value. A kernel method is used to build nonparametric estimates for the component probability density functions in Bayes theorem from a set of over one hundred thousand batted ball measurements recorded by the HITf/x system during the 2014 major league baseball (MLB) season. Cross-validation is used to determine the optimal vector of smoothing parameters for the density estimates. Properties of the mapping are visualized by considering reduced-dimension subsets of the batted ball parameter space. We use the mapping to derive statistics for intrinsic quality of contact for batters and pitchers which have the potential to improve the accuracy of player models and forecasting systems. We also show that the new approach leads to a simple automated measure of contact-adjusted defense and provides insight into the impact of environmental variables on batted balls.
Glenn Healey
null
1603.00050
null
null
Characterizing Diseases from Unstructured Text: A Vocabulary Driven Word2vec Approach
cs.LG cs.CL stat.ML
Traditional disease surveillance can be augmented with a wide variety of real-time sources such as, news and social media. However, these sources are in general unstructured and, construction of surveillance tools such as taxonomical correlations and trace mapping involves considerable human supervision. In this paper, we motivate a disease vocabulary driven word2vec model (Dis2Vec) to model diseases and constituent attributes as word embeddings from the HealthMap news corpus. We use these word embeddings to automatically create disease taxonomies and evaluate our model against corresponding human annotated taxonomies. We compare our model accuracies against several state-of-the art word2vec methods. Our results demonstrate that Dis2Vec outperforms traditional distributed vector representations in its ability to faithfully capture taxonomical attributes across different class of diseases such as endemic, emerging and rare.
Saurav Ghosh, Prithwish Chakraborty, Emily Cohn, John S. Brownstein, and Naren Ramakrishnan
null
1603.00106
null
null
On Tie Strength Augmented Social Correlation for Inferring Preference of Mobile Telco Users
cs.SI cs.IR cs.LG
For mobile telecom operators, it is critical to build preference profiles of their customers and connected users, which can help operators make better marketing strategies, and provide more personalized services. With the deployment of deep packet inspection (DPI) in telecom networks, it is possible for the telco operators to obtain user online preference. However, DPI has its limitations and user preference derived only from DPI faces sparsity and cold start problems. To better infer the user preference, social correlation in telco users network derived from Call Detailed Records (CDRs) with regard to online preference is investigated. Though widely verified in several online social networks, social correlation between online preference of users in mobile telco networks, where the CDRs derived relationship are of less social properties and user mobile internet surfing activities are not visible to neighbourhood, has not been explored at a large scale. Based on a real world telecom dataset including CDRs and preference of more than $550K$ users for several months, we verified that correlation does exist between online preference in such \textit{ambiguous} social network. Furthermore, we found that the stronger ties that users build, the more similarity between their preference may have. After defining the preference inferring task as a Top-$K$ recommendation problem, we incorporated Matrix Factorization Collaborative Filtering model with social correlation and tie strength based on call patterns to generate Top-$K$ preferred categories for users. The proposed Tie Strength Augmented Social Recommendation (TSASoRec) model takes data sparsity and cold start user problems into account, considering both the recorded and missing recorded category entries. The experiment on real dataset shows the proposed model can better infer user preference, especially for cold start users.
Shifeng Liu, Zheng Hu, Sujit Dey and Xin Ke
null
1603.00145
null
null
Convolutional Rectifier Networks as Generalized Tensor Decompositions
cs.NE cs.LG
Convolutional rectifier networks, i.e. convolutional neural networks with rectified linear activation and max or average pooling, are the cornerstone of modern deep learning. However, despite their wide use and success, our theoretical understanding of the expressive properties that drive these networks is partial at best. On the other hand, we have a much firmer grasp of these issues in the world of arithmetic circuits. Specifically, it is known that convolutional arithmetic circuits possess the property of "complete depth efficiency", meaning that besides a negligible set, all functions that can be implemented by a deep network of polynomial size, require exponential size in order to be implemented (or even approximated) by a shallow network. In this paper we describe a construction based on generalized tensor decompositions, that transforms convolutional arithmetic circuits into convolutional rectifier networks. We then use mathematical tools available from the world of arithmetic circuits to prove new results. First, we show that convolutional rectifier networks are universal with max pooling but not with average pooling. Second, and more importantly, we show that depth efficiency is weaker with convolutional rectifier networks than it is with convolutional arithmetic circuits. This leads us to believe that developing effective methods for training convolutional arithmetic circuits, thereby fulfilling their expressive potential, may give rise to a deep learning architecture that is provably superior to convolutional rectifier networks but has so far been overlooked by practitioners.
Nadav Cohen, Amnon Shashua
null
1603.00162
null
null
Segmental Recurrent Neural Networks for End-to-end Speech Recognition
cs.CL cs.LG cs.NE
We study the segmental recurrent neural network for end-to-end acoustic modelling. This model connects the segmental conditional random field (CRF) with a recurrent neural network (RNN) used for feature extraction. Compared to most previous CRF-based acoustic models, it does not rely on an external system to provide features or segmentation boundaries. Instead, this model marginalises out all the possible segmentations, and features are extracted from the RNN trained together with the segmental CRF. In essence, this model is self-contained and can be trained end-to-end. In this paper, we discuss practical training and decoding issues as well as the method to speed up the training in the context of speech recognition. We performed experiments on the TIMIT dataset. We achieved 17.3 phone error rate (PER) from the first-pass decoding --- the best reported result using CRFs, despite the fact that we only used a zeroth-order CRF and without using any language model.
Liang Lu, Lingpeng Kong, Chris Dyer, Noah A. Smith and Steve Renals
null
1603.00223
null
null
Noisy Activation Functions
cs.LG cs.NE stat.ML
Common nonlinear activation functions used in neural networks can cause training difficulties due to the saturation behavior of the activation function, which may hide dependencies that are not visible to vanilla-SGD (using first order gradients only). Gating mechanisms that use softly saturating activation functions to emulate the discrete switching of digital logic circuits are good examples of this. We propose to exploit the injection of appropriate noise so that the gradients may flow easily, even if the noiseless application of the activation function would yield zero gradient. Large noise will dominate the noise-free gradient and allow stochastic gradient descent toexplore more. By adding noise only to the problematic parts of the activation function, we allow the optimization procedure to explore the boundary between the degenerate (saturating) and the well-behaved parts of the activation function. We also establish connections to simulated annealing, when the amount of noise is annealed down, making it easier to optimize hard objective functions. We find experimentally that replacing such saturating activation functions by noisy variants helps training in many contexts, yielding state-of-the-art or competitive results on different datasets and task, especially when training seems to be the most difficult, e.g., when curriculum learning is necessary to obtain good results.
Caglar Gulcehre, Marcin Moczulski, Misha Denil and Yoshua Bengio
null
1603.00391
null
null
A Nonlinear Adaptive Filter Based on the Model of Simple Multilinear Functionals
cs.SY cs.LG
Nonlinear adaptive filtering allows for modeling of some additional aspects of a general system and usually relies on highly complex algorithms, such as those based on the Volterra series. Through the use of the Kronecker product and some basic facts of tensor algebra, we propose a simple model of nonlinearity, one that can be interpreted as a product of the outputs of K FIR linear filters, and compute its cost function together with its gradient, which allows for some analysis of the optimization problem. We use these results it in a stochastic gradient framework, from which we derive an LMS-like algorithm and investigate the problems of multi-modality in the mean-square error surface and the choice of adequate initial conditions. Its computational complexity is calculated. The new algorithm is tested in a system identification setup and is compared with other polynomial algorithms from the literature, presenting favorable convergence and/or computational complexity.
Felipe C. Pinheiro and C\'assio G. Lopes
null
1603.00427
null
null
Crowdsourcing On-street Parking Space Detection
cs.HC cs.LG
As the number of vehicles continues to grow, parking spaces are at a premium in city streets. Additionally, due to the lack of knowledge about street parking spaces, heuristic circling the blocks not only costs drivers' time and fuel, but also increases city congestion. In the wake of recent trend to build convenient, green and energy-efficient smart cities, we rethink common techniques adopted by high-profile smart parking systems, and present a user-engaged (crowdsourcing) and sonar-based prototype to identify urban on-street parking spaces. The prototype includes an ultrasonic sensor, a GPS receiver and associated Arduino micro-controllers. It is mounted on the passenger side of a car to measure the distance from the vehicle to the nearest roadside obstacle. Multiple road tests are conducted around Wheatley, Oxford to gather results and emulate the crowdsourcing approach. By extracting parked vehicles' features from the collected trace, a supervised learning algorithm is developed to estimate roadside parking occupancy and spot illegal parking vehicles. A quantity estimation model is derived to calculate the required number of sensing units to cover urban streets. The estimation is quantitatively compared to a fixed sensing solution. The results show that the crowdsourcing way would need substantially fewer sensors compared to the fixed sensing system.
Ruizhi Liao, Cristian Roman, Peter Ball, Shumao Ou, Liping Chen
null
1603.00441
null
null
Guided Cost Learning: Deep Inverse Optimal Control via Policy Optimization
cs.LG cs.AI cs.RO
Reinforcement learning can acquire complex behaviors from high-level specifications. However, defining a cost function that can be optimized effectively and encodes the correct task is challenging in practice. We explore how inverse optimal control (IOC) can be used to learn behaviors from demonstrations, with applications to torque control of high-dimensional robotic systems. Our method addresses two key challenges in inverse optimal control: first, the need for informative features and effective regularization to impose structure on the cost, and second, the difficulty of learning the cost function under unknown dynamics for high-dimensional continuous systems. To address the former challenge, we present an algorithm capable of learning arbitrary nonlinear cost functions, such as neural networks, without meticulous feature engineering. To address the latter challenge, we formulate an efficient sample-based approximation for MaxEnt IOC. We evaluate our method on a series of simulated tasks and real-world robotic manipulation problems, demonstrating substantial improvement over prior methods both in terms of task complexity and sample efficiency.
Chelsea Finn, Sergey Levine, Pieter Abbeel
null
1603.00448
null
null
Solving Combinatorial Games using Products, Projections and Lexicographically Optimal Bases
cs.LG
In order to find Nash-equilibria for two-player zero-sum games where each player plays combinatorial objects like spanning trees, matchings etc, we consider two online learning algorithms: the online mirror descent (OMD) algorithm and the multiplicative weights update (MWU) algorithm. The OMD algorithm requires the computation of a certain Bregman projection, that has closed form solutions for simple convex sets like the Euclidean ball or the simplex. However, for general polyhedra one often needs to exploit the general machinery of convex optimization. We give a novel primal-style algorithm for computing Bregman projections on the base polytopes of polymatroids. Next, in the case of the MWU algorithm, although it scales logarithmically in the number of pure strategies or experts $N$ in terms of regret, the algorithm takes time polynomial in $N$; this especially becomes a problem when learning combinatorial objects. We give a general recipe to simulate the multiplicative weights update algorithm in time polynomial in their natural dimension. This is useful whenever there exists a polynomial time generalized counting oracle (even if approximate) over these objects. Finally, using the combinatorial structure of symmetric Nash-equilibria (SNE) when both players play bases of matroids, we show that these can be found with a single projection or convex minimization (without using online learning).
Swati Gupta, Michel Goemans, Patrick Jaillet
null
1603.00522
null
null
LOFS: Library of Online Streaming Feature Selection
cs.LG stat.ML
As an emerging research direction, online streaming feature selection deals with sequentially added dimensions in a feature space while the number of data instances is fixed. Online streaming feature selection provides a new, complementary algorithmic methodology to enrich online feature selection, especially targets to high dimensionality in big data analytics. This paper introduces the first comprehensive open-source library for use in MATLAB that implements the state-of-the-art algorithms of online streaming feature selection. The library is designed to facilitate the development of new algorithms in this exciting research direction and make comparisons between the new methods and existing ones available.
Kui Yu, Wei Ding, Xindong Wu
null
1603.00531
null
null
Asymptotic behavior of $\ell_p$-based Laplacian regularization in semi-supervised learning
cs.LG stat.ML
Given a weighted graph with $N$ vertices, consider a real-valued regression problem in a semi-supervised setting, where one observes $n$ labeled vertices, and the task is to label the remaining ones. We present a theoretical study of $\ell_p$-based Laplacian regularization under a $d$-dimensional geometric random graph model. We provide a variational characterization of the performance of this regularized learner as $N$ grows to infinity while $n$ stays constant, the associated optimality conditions lead to a partial differential equation that must be satisfied by the associated function estimate $\hat{f}$. From this formulation we derive several predictions on the limiting behavior the $d$-dimensional function $\hat{f}$, including (a) a phase transition in its smoothness at the threshold $p = d + 1$, and (b) a tradeoff between smoothness and sensitivity to the underlying unlabeled data distribution $P$. Thus, over the range $p \leq d$, the function estimate $\hat{f}$ is degenerate and "spiky," whereas for $p\geq d+1$, the function estimate $\hat{f}$ is smooth. We show that the effect of the underlying density vanishes monotonically with $p$, such that in the limit $p = \infty$, corresponding to the so-called Absolutely Minimal Lipschitz Extension, the estimate $\hat{f}$ is independent of the distribution $P$. Under the assumption of semi-supervised smoothness, ignoring $P$ can lead to poor statistical performance, in particular, we construct a specific example for $d=1$ to demonstrate that $p=2$ has lower risk than $p=\infty$ due to the former penalty adapting to $P$ and the latter ignoring it. We also provide simulations that verify the accuracy of our predictions for finite sample sizes. Together, these properties show that $p = d+1$ is an optimal choice, yielding a function estimate $\hat{f}$ that is both smooth and non-degenerate, while remaining maximally sensitive to $P$.
Ahmed El Alaoui, Xiang Cheng, Aaditya Ramdas, Martin J. Wainwright, Michael I. Jordan
null
1603.00564
null
null
Without-Replacement Sampling for Stochastic Gradient Methods: Convergence Results and Application to Distributed Optimization
cs.LG math.OC stat.ML
Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to implement in many cases, and often performs better. In this paper, we provide competitive convergence guarantees for without-replacement sampling, under various scenarios, for three types of algorithms: Any algorithm with online regret guarantees, stochastic gradient descent, and SVRG. A useful application of our SVRG analysis is a nearly-optimal algorithm for regularized least squares in a distributed setting, in terms of both communication complexity and runtime complexity, when the data is randomly partitioned and the condition number can be as large as the data size per machine (up to logarithmic factors). Our proof techniques combine ideas from stochastic optimization, adversarial online learning, and transductive learning theory, and can potentially be applied to other stochastic optimization and learning problems.
Ohad Shamir
null
1603.00570
null
null
Distributed Estimation of Dynamic Parameters : Regret Analysis
math.OC cs.LG cs.SI
This paper addresses the estimation of a time- varying parameter in a network. A group of agents sequentially receive noisy signals about the parameter (or moving target), which does not follow any particular dynamics. The parameter is not observable to an individual agent, but it is globally identifiable for the whole network. Viewing the problem with an online optimization lens, we aim to provide the finite-time or non-asymptotic analysis of the problem. To this end, we use a notion of dynamic regret which suits the online, non-stationary nature of the problem. In our setting, dynamic regret can be recognized as a finite-time counterpart of stability in the mean- square sense. We develop a distributed, online algorithm for tracking the moving target. Defining the path-length as the consecutive differences between target locations, we express an upper bound on regret in terms of the path-length of the target and network errors. We further show the consistency of the result with static setting and noiseless observations.
Shahin Shahrampour, Alexander Rakhlin, Ali Jadbabaie
null
1603.00576
null
null
PLATO: Policy Learning using Adaptive Trajectory Optimization
cs.LG
Policy search can in principle acquire complex strategies for control of robots and other autonomous systems. When the policy is trained to process raw sensory inputs, such as images and depth maps, it can also acquire a strategy that combines perception and control. However, effectively processing such complex inputs requires an expressive policy class, such as a large neural network. These high-dimensional policies are difficult to train, especially when learning to control safety-critical systems. We propose PLATO, an algorithm that trains complex control policies with supervised learning, using model-predictive control (MPC) to generate the supervision, hence never in need of running a partially trained and potentially unsafe policy. PLATO uses an adaptive training method to modify the behavior of MPC to gradually match the learned policy in order to generate training samples at states that are likely to be visited by the learned policy. PLATO also maintains the MPC cost as an objective to avoid highly undesirable actions that would result from strictly following the learned policy before it has been fully trained. We prove that this type of adaptive MPC expert produces supervision that leads to good long-horizon performance of the resulting policy. We also empirically demonstrate that MPC can still avoid dangerous on-policy actions in unexpected situations during training. Our empirical results on a set of challenging simulated aerial vehicle tasks demonstrate that, compared to prior methods, PLATO learns faster, experiences substantially fewer catastrophic failures (crashes) during training, and often converges to a better policy.
Gregory Kahn, Tianhao Zhang, Sergey Levine, Pieter Abbeel
null
1603.00622
null
null
Probabilistic Relational Model Benchmark Generation
cs.LG cs.AI
The validation of any database mining methodology goes through an evaluation process where benchmarks availability is essential. In this paper, we aim to randomly generate relational database benchmarks that allow to check probabilistic dependencies among the attributes. We are particularly interested in Probabilistic Relational Models (PRMs), which extend Bayesian Networks (BNs) to a relational data mining context and enable effective and robust reasoning over relational data. Even though a panoply of works have focused, separately , on the generation of random Bayesian networks and relational databases, no work has been identified for PRMs on that track. This paper provides an algorithmic approach for generating random PRMs from scratch to fill this gap. The proposed method allows to generate PRMs as well as synthetic relational data from a randomly generated relational schema and a random set of probabilistic dependencies. This can be of interest not only for machine learning researchers to evaluate their proposals in a common framework, but also for databases designers to evaluate the effectiveness of the components of a database management system.
Mouna Ben Ishak (LARODEC), Rajani Chulyadyo (LINA), Philippe Leray (LINA)
null
1603.00709
null
null
Continuous Deep Q-Learning with Model-based Acceleration
cs.LG cs.AI cs.RO cs.SY
Model-free reinforcement learning has been successfully applied to a range of challenging problems, and has recently been extended to handle large neural network policies and value functions. However, the sample complexity of model-free algorithms, particularly when using high-dimensional function approximators, tends to limit their applicability to physical systems. In this paper, we explore algorithms and representations to reduce the sample complexity of deep reinforcement learning for continuous control tasks. We propose two complementary techniques for improving the efficiency of such algorithms. First, we derive a continuous variant of the Q-learning algorithm, which we call normalized adantage functions (NAF), as an alternative to the more commonly used policy gradient and actor-critic methods. NAF representation allows us to apply Q-learning with experience replay to continuous tasks, and substantially improves performance on a set of simulated robotic control tasks. To further improve the efficiency of our approach, we explore the use of learned models for accelerating model-free reinforcement learning. We show that iteratively refitted local linear models are especially effective for this, and demonstrate substantially faster learning on domains where such models are applicable.
Shixiang Gu and Timothy Lillicrap and Ilya Sutskever and Sergey Levine
null
1603.00748
null
null
Equity forecast: Predicting long term stock price movement using machine learning
cs.LG q-fin.GN
Long term investment is one of the major investment strategies. However, calculating intrinsic value of some company and evaluating shares for long term investment is not easy, since analyst have to care about a large number of financial indicators and evaluate them in a right manner. So far, little help in predicting the direction of the company value over the longer period of time has been provided from the machines. In this paper we present a machine learning aided approach to evaluate the equity's future price over the long time. Our method is able to correctly predict whether some company's value will be 10% higher or not over the period of one year in 76.5% of cases.
Nikola Milosevic
null
1603.00751
null
null
Automatic Differentiation Variational Inference
stat.ML cs.AI cs.LG stat.CO
Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving algorithms for new models can be both mathematically and computationally challenging, which makes it difficult to efficiently cycle through the steps. To this end, we develop automatic differentiation variational inference (ADVI). Using our method, the scientist only provides a probabilistic model and a dataset, nothing else. ADVI automatically derives an efficient variational inference algorithm, freeing the scientist to refine and explore many models. ADVI supports a broad class of models-no conjugacy assumptions are required. We study ADVI across ten different models and apply it to a dataset with millions of observations. ADVI is integrated into Stan, a probabilistic programming system; it is available for immediate use.
Alp Kucukelbir, Dustin Tran, Rajesh Ranganath, Andrew Gelman, David M. Blei
null
1603.00788
null
null
Character-based Neural Machine Translation
cs.CL cs.LG cs.NE stat.ML
Neural Machine Translation (MT) has reached state-of-the-art results. However, one of the main challenges that neural MT still faces is dealing with very large vocabularies and morphologically rich languages. In this paper, we propose a neural MT system using character-based embeddings in combination with convolutional and highway layers to replace the standard lookup-based word representations. The resulting unlimited-vocabulary and affix-aware source word embeddings are tested in a state-of-the-art neural MT based on an attention-based bidirectional recurrent neural network. The proposed MT scheme provides improved results even when the source language is not morphologically rich. Improvements up to 3 BLEU points are obtained in the German-English WMT task.
Marta R. Costa-Juss\`a and Jos\'e A. R. Fonollosa
null
1603.00810
null
null
Shallow and Deep Convolutional Networks for Saliency Prediction
cs.CV cs.LG
The prediction of salient areas in images has been traditionally addressed with hand-crafted features based on neuroscience principles. This paper, however, addresses the problem with a completely data-driven approach by training a convolutional neural network (convnet). The learning process is formulated as a minimization of a loss function that measures the Euclidean distance of the predicted saliency map with the provided ground truth. The recent publication of large datasets of saliency prediction has provided enough data to train end-to-end architectures that are both fast and accurate. Two designs are proposed: a shallow convnet trained from scratch, and a another deeper solution whose first three layers are adapted from another network trained for classification. To the authors knowledge, these are the first end-to-end CNNs trained and tested for the purpose of saliency prediction.
Junting Pan, Kevin McGuinness, Elisa Sayrol, Noel O'Connor and Xavier Giro-i-Nieto
null
1603.00845
null
null
Molecular Graph Convolutions: Moving Beyond Fingerprints
stat.ML cs.LG
Molecular "fingerprints" encoding structural information are the workhorse of cheminformatics and machine learning in drug discovery applications. However, fingerprint representations necessarily emphasize particular aspects of the molecular structure while ignoring others, rather than allowing the model to make data-driven decisions. We describe molecular "graph convolutions", a machine learning architecture for learning from undirected graphs, specifically small molecules. Graph convolutions use a simple encoding of the molecular graph---atoms, bonds, distances, etc.---which allows the model to take greater advantage of information in the graph structure. Although graph convolutions do not outperform all fingerprint-based methods, they (along with other graph-based methods) represent a new paradigm in ligand-based virtual screening with exciting opportunities for future improvement.
Steven Kearnes, Kevin McCloskey, Marc Berndl, Vijay Pande, Patrick Riley
10.1007/s10822-016-9938-8
1603.00856
null
null
Counter-fitting Word Vectors to Linguistic Constraints
cs.CL cs.LG
In this work, we present a novel counter-fitting method which injects antonymy and synonymy constraints into vector space representations in order to improve the vectors' capability for judging semantic similarity. Applying this method to publicly available pre-trained word vectors leads to a new state of the art performance on the SimLex-999 dataset. We also show how the method can be used to tailor the word vector space for the downstream task of dialogue state tracking, resulting in robust improvements across different dialogue domains.
Nikola Mrk\v{s}i\'c and Diarmuid \'O S\'eaghdha and Blaise Thomson and Milica Ga\v{s}i\'c and Lina Rojas-Barahona and Pei-Hao Su and David Vandyke and Tsung-Hsien Wen and Steve Young
null
1603.00892
null
null
Super Mario as a String: Platformer Level Generation Via LSTMs
cs.NE cs.LG
The procedural generation of video game levels has existed for at least 30 years, but only recently have machine learning approaches been used to generate levels without specifying the rules for generation. A number of these have looked at platformer levels as a sequence of characters and performed generation using Markov chains. In this paper we examine the use of Long Short-Term Memory recurrent neural networks (LSTMs) for the purpose of generating levels trained from a corpus of Super Mario Brothers levels. We analyze a number of different data representations and how the generated levels fit into the space of human authored Super Mario Brothers levels.
Adam Summerville and Michael Mateas
null
1603.00930
null
null
Training Input-Output Recurrent Neural Networks through Spectral Methods
cs.LG cs.NE stat.ML
We consider the problem of training input-output recurrent neural networks (RNN) for sequence labeling tasks. We propose a novel spectral approach for learning the network parameters. It is based on decomposition of the cross-moment tensor between the output and a non-linear transformation of the input, based on score functions. We guarantee consistent learning with polynomial sample and computational complexity under transparent conditions such as non-degeneracy of model parameters, polynomial activations for the neurons, and a Markovian evolution of the input sequence. We also extend our results to Bidirectional RNN which uses both previous and future information to output the label at each time point, and is employed in many NLP tasks such as POS tagging.
Hanie Sedghi and Anima Anandkumar
null
1603.00954
null
null
Audio Word2Vec: Unsupervised Learning of Audio Segment Representations using Sequence-to-sequence Autoencoder
cs.SD cs.LG
The vector representations of fixed dimensionality for words (in text) offered by Word2Vec have been shown to be very useful in many application scenarios, in particular due to the semantic information they carry. This paper proposes a parallel version, the Audio Word2Vec. It offers the vector representations of fixed dimensionality for variable-length audio segments. These vector representations are shown to describe the sequential phonetic structures of the audio segments to a good degree, with very attractive real world applications such as query-by-example Spoken Term Detection (STD). In this STD application, the proposed approach significantly outperformed the conventional Dynamic Time Warping (DTW) based approaches at significantly lower computation requirements. We propose unsupervised learning of Audio Word2Vec from audio data without human annotation using Sequence-to-sequence Audoencoder (SA). SA consists of two RNNs equipped with Long Short-Term Memory (LSTM) units: the first RNN (encoder) maps the input audio sequence into a vector representation of fixed dimensionality, and the second RNN (decoder) maps the representation back to the input audio sequence. The two RNNs are jointly trained by minimizing the reconstruction error. Denoising Sequence-to-sequence Autoencoder (DSA) is furthered proposed offering more robust learning.
Yu-An Chung, Chao-Chung Wu, Chia-Hao Shen, Hung-Yi Lee, Lin-Shan Lee
null
1603.00982
null
null
Learning Functions: When Is Deep Better Than Shallow
cs.LG
While the universal approximation property holds both for hierarchical and shallow networks, we prove that deep (hierarchical) networks can approximate the class of compositional functions with the same accuracy as shallow networks but with exponentially lower number of training parameters as well as VC-dimension. This theorem settles an old conjecture by Bengio on the role of depth in networks. We then define a general class of scalable, shift-invariant algorithms to show a simple and natural set of requirements that justify deep convolutional networks.
Hrushikesh Mhaskar, Qianli Liao, Tomaso Poggio
null
1603.00988
null
null
Convolutional Neural Networks using Logarithmic Data Representation
cs.NE cs.LG
Recent advances in convolutional neural networks have considered model complexity and hardware efficiency to enable deployment onto embedded systems and mobile devices. For example, it is now well-known that the arithmetic operations of deep networks can be encoded down to 8-bit fixed-point without significant deterioration in performance. However, further reduction in precision down to as low as 3-bit fixed-point results in significant losses in performance. In this paper we propose a new data representation that enables state-of-the-art networks to be encoded to 3 bits with negligible loss in classification performance. To perform this, we take advantage of the fact that the weights and activations in a trained network naturally have non-uniform distributions. Using non-uniform, base-2 logarithmic representation to encode weights, communicate activations, and perform dot-products enables networks to 1) achieve higher classification accuracies than fixed-point at the same resolution and 2) eliminate bulky digital multipliers. Finally, we propose an end-to-end training procedure that uses log representation at 5-bits, which achieves higher final test accuracy than linear at 5-bits.
Daisuke Miyashita and Edward H. Lee and Boris Murmann
null
1603.01025
null
null
Modeling the Sequence of Brain Volumes by Local Mesh Models for Brain Decoding
cs.LG cs.AI cs.CV
We represent the sequence of fMRI (Functional Magnetic Resonance Imaging) brain volumes recorded during a cognitive stimulus by a graph which consists of a set of local meshes. The corresponding cognitive process, encoded in the brain, is then represented by these meshes each of which is estimated assuming a linear relationship among the voxel time series in a predefined locality. First, we define the concept of locality in two neighborhood systems, namely, the spatial and functional neighborhoods. Then, we construct spatially and functionally local meshes around each voxel, called seed voxel, by connecting it either to its spatial or functional p-nearest neighbors. The mesh formed around a voxel is a directed sub-graph with a star topology, where the direction of the edges is taken towards the seed voxel at the center of the mesh. We represent the time series recorded at each seed voxel in terms of linear combination of the time series of its p-nearest neighbors in the mesh. The relationships between a seed voxel and its neighbors are represented by the edge weights of each mesh, and are estimated by solving a linear regression equation. The estimated mesh edge weights lead to a better representation of information in the brain for encoding and decoding of the cognitive tasks. We test our model on a visual object recognition and emotional memory retrieval experiments using Support Vector Machines that are trained using the mesh edge weights as features. In the experimental analysis, we observe that the edge weights of the spatial and functional meshes perform better than the state-of-the-art brain decoding models.
Itir Onal, Mete Ozay, Eda Mizrak, Ilke Oztekin, Fatos T. Yarman Vural
null
1603.01067
null
null
Deep Reinforcement Learning from Self-Play in Imperfect-Information Games
cs.LG cs.AI cs.GT
Many real-world applications can be described as large-scale games of imperfect information. To deal with these challenging domains, prior work has focused on computing Nash equilibria in a handcrafted abstraction of the domain. In this paper we introduce the first scalable end-to-end approach to learning approximate Nash equilibria without prior domain knowledge. Our method combines fictitious self-play with deep reinforcement learning. When applied to Leduc poker, Neural Fictitious Self-Play (NFSP) approached a Nash equilibrium, whereas common reinforcement learning methods diverged. In Limit Texas Holdem, a poker game of real-world scale, NFSP learnt a strategy that approached the performance of state-of-the-art, superhuman algorithms based on significant domain expertise.
Johannes Heinrich, David Silver
null
1603.01121
null
null
End-to-end Sequence Labeling via Bi-directional LSTM-CNNs-CRF
cs.LG cs.CL stat.ML
State-of-the-art sequence labeling systems traditionally require large amounts of task-specific knowledge in the form of hand-crafted features and data pre-processing. In this paper, we introduce a novel neutral network architecture that benefits from both word- and character-level representations automatically, by using combination of bidirectional LSTM, CNN and CRF. Our system is truly end-to-end, requiring no feature engineering or data pre-processing, thus making it applicable to a wide range of sequence labeling tasks. We evaluate our system on two data sets for two sequence labeling tasks --- Penn Treebank WSJ corpus for part-of-speech (POS) tagging and CoNLL 2003 corpus for named entity recognition (NER). We obtain state-of-the-art performance on both the two data --- 97.55\% accuracy for POS tagging and 91.21\% F1 for NER.
Xuezhe Ma, Eduard Hovy
null
1603.01354
null
null
Learning deep representation of multityped objects and tasks
stat.ML cs.CV cs.LG
We introduce a deep multitask architecture to integrate multityped representations of multimodal objects. This multitype exposition is less abstract than the multimodal characterization, but more machine-friendly, and thus is more precise to model. For example, an image can be described by multiple visual views, which can be in the forms of bag-of-words (counts) or color/texture histograms (real-valued). At the same time, the image may have several social tags, which are best described using a sparse binary vector. Our deep model takes as input multiple type-specific features, narrows the cross-modality semantic gaps, learns cross-type correlation, and produces a high-level homogeneous representation. At the same time, the model supports heterogeneously typed tasks. We demonstrate the capacity of the model on two applications: social image retrieval and multiple concept prediction. The deep architecture produces more compact representation, naturally integrates multiviews and multimodalities, exploits better side information, and most importantly, performs competitively against baselines.
Truyen Tran, Dinh Phung and Svetha Venkatesh
null
1603.01359
null
null
A Unified View of Localized Kernel Learning
cs.LG stat.ML
Multiple Kernel Learning, or MKL, extends (kernelized) SVM by attempting to learn not only a classifier/regressor but also the best kernel for the training task, usually from a combination of existing kernel functions. Most MKL methods seek the combined kernel that performs best over every training example, sacrificing performance in some areas to seek a global optimum. Localized kernel learning (LKL) overcomes this limitation by allowing the training algorithm to match a component kernel to the examples that can exploit it best. Several approaches to the localized kernel learning problem have been explored in the last several years. We unify many of these approaches under one simple system and design a new algorithm with improved performance. We also develop enhanced versions of existing algorithms, with an eye on scalability and performance.
John Moeller, Sarathkrishna Swaminathan, Suresh Venkatasubramanian
null
1603.01374
null
null
Normalization Propagation: A Parametric Technique for Removing Internal Covariate Shift in Deep Networks
stat.ML cs.LG
While the authors of Batch Normalization (BN) identify and address an important problem involved in training deep networks-- Internal Covariate Shift-- the current solution has certain drawbacks. Specifically, BN depends on batch statistics for layerwise input normalization during training which makes the estimates of mean and standard deviation of input (distribution) to hidden layers inaccurate for validation due to shifting parameter values (especially during initial training epochs). Also, BN cannot be used with batch-size 1 during training. We address these drawbacks by proposing a non-adaptive normalization technique for removing internal covariate shift, that we call Normalization Propagation. Our approach does not depend on batch statistics, but rather uses a data-independent parametric estimate of mean and standard-deviation in every layer thus being computationally faster compared with BN. We exploit the observation that the pre-activation before Rectified Linear Units follow Gaussian distribution in deep networks, and that once the first and second order statistics of any given dataset are normalized, we can forward propagate this normalization without the need for recalculating the approximate statistics for hidden layers.
Devansh Arpit, Yingbo Zhou, Bhargava U. Kota, Venu Govindaraju
null
1603.01431
null
null
Sequential ranking under random semi-bandit feedback
cs.DS cs.LG
In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these last two years and many theoretical results now exist : lower bounds on the regret or asymptotically optimal algorithms. However, because of the variety of situations that can be considered, results are designed to solve the problem for a specific reward structure such as the Cascade Model. The present work focuses on the problem of ranking items when the user is allowed to click on several items while scanning the list from top to bottom.
Hossein Vahabi, Paul Lagr\'ee, Claire Vernade, Olivier Capp\'e
null
1603.01450
null
null
Integrated Sequence Tagging for Medieval Latin Using Deep Representation Learning
cs.CL cs.LG stat.ML
In this paper we consider two sequence tagging tasks for medieval Latin: part-of-speech tagging and lemmatization. These are both basic, yet foundational preprocessing steps in applications such as text re-use detection. Nevertheless, they are generally complicated by the considerable orthographic variation which is typical of medieval Latin. In Digital Classics, these tasks are traditionally solved in a (i) cascaded and (ii) lexicon-dependent fashion. For example, a lexicon is used to generate all the potential lemma-tag pairs for a token, and next, a context-aware PoS-tagger is used to select the most appropriate tag-lemma pair. Apart from the problems with out-of-lexicon items, error percolation is a major downside of such approaches. In this paper we explore the possibility to elegantly solve these tasks using a single, integrated approach. For this, we make use of a layered neural network architecture from the field of deep representation learning.
Mike Kestemont, Jeroen De Gussem
10.46298/jdmdh.1398
1603.01597
null
null
Network Morphism
cs.LG cs.CV cs.NE
We present in this paper a systematic study on how to morph a well-trained neural network to a new one so that its network function can be completely preserved. We define this as \emph{network morphism} in this research. After morphing a parent network, the child network is expected to inherit the knowledge from its parent network and also has the potential to continue growing into a more powerful one with much shortened training time. The first requirement for this network morphism is its ability to handle diverse morphing types of networks, including changes of depth, width, kernel size, and even subnet. To meet this requirement, we first introduce the network morphism equations, and then develop novel morphing algorithms for all these morphing types for both classic and convolutional neural networks. The second requirement for this network morphism is its ability to deal with non-linearity in a network. We propose a family of parametric-activation functions to facilitate the morphing of any continuous non-linear activation neurons. Experimental results on benchmark datasets and typical neural networks demonstrate the effectiveness of the proposed network morphism scheme.
Tao Wei, Changhu Wang, Yong Rui, Chang Wen Chen
null
1603.01670
null
null
Classifier ensemble creation via false labelling
cs.LG
In this paper, a novel approach to classifier ensemble creation is presented. While other ensemble creation techniques are based on careful selection of existing classifiers or preprocessing of the data, the presented approach automatically creates an optimal labelling for a number of classifiers, which are then assigned to the original data instances and fed to classifiers. The approach has been evaluated on high-dimensional biomedical datasets. The results show that the approach outperformed individual approaches in all cases.
B\'alint Antal
10.1016/j.knosys.2015.07.009
1603.01716
null
null
Variational methods for Conditional Multimodal Deep Learning
cs.CV cs.LG stat.ML
In this paper, we address the problem of conditional modality learning, whereby one is interested in generating one modality given the other. While it is straightforward to learn a joint distribution over multiple modalities using a deep multimodal architecture, we observe that such models aren't very effective at conditional generation. Hence, we address the problem by learning conditional distributions between the modalities. We use variational methods for maximizing the corresponding conditional log-likelihood. The resultant deep model, which we refer to as conditional multimodal autoencoder (CMMA), forces the latent representation obtained from a single modality alone to be `close' to the joint representation obtained from multiple modalities. We use the proposed model to generate faces from attributes. We show that the faces generated from attributes using the proposed model, are qualitatively and quantitatively more representative of the attributes from which they were generated, than those obtained by other deep generative models. We also propose a secondary task, whereby the existing faces are modified by modifying the corresponding attributes. We observe that the modifications in face introduced by the proposed model are representative of the corresponding modifications in attributes.
Gaurav Pandey and Ambedkar Dukkipati
null
1603.01801
null
null
Hierarchical Decision Making In Electricity Grid Management
cs.AI cs.LG stat.AP
The power grid is a complex and vital system that necessitates careful reliability management. Managing the grid is a difficult problem with multiple time scales of decision making and stochastic behavior due to renewable energy generations, variable demand and unplanned outages. Solving this problem in the face of uncertainty requires a new methodology with tractable algorithms. In this work, we introduce a new model for hierarchical decision making in complex systems. We apply reinforcement learning (RL) methods to learn a proxy, i.e., a level of abstraction, for real-time power grid reliability. We devise an algorithm that alternates between slow time-scale policy improvement, and fast time-scale value function approximation. We compare our results to prevailing heuristics, and show the strength of our method.
Gal Dalal, Elad Gilboa, Shie Mannor
null
1603.01840
null
null
Online Learning to Rank with Feedback at the Top
cs.LG
We consider an online learning to rank setting in which, at each round, an oblivious adversary generates a list of $m$ documents, pertaining to a query, and the learner produces scores to rank the documents. The adversary then generates a relevance vector and the learner updates its ranker according to the feedback received. We consider the setting where the feedback is restricted to be the relevance levels of only the top $k$ documents in the ranked list for $k \ll m$. However, the performance of learner is judged based on the unrevealed full relevance vectors, using an appropriate learning to rank loss function. We develop efficient algorithms for well known losses in the pointwise, pairwise and listwise families. We also prove that no online algorithm can have sublinear regret, with top-1 feedback, for any loss that is calibrated with respect to NDCG. We apply our algorithms on benchmark datasets demonstrating efficient online learning of a ranking function from highly restricted feedback.
Sougata Chaudhuri and Ambuj Tewari
null
1603.01855
null
null
Generalization error bounds for learning to rank: Does the length of document lists matter?
cs.LG
We consider the generalization ability of algorithms for learning to rank at a query level, a problem also called subset ranking. Existing generalization error bounds necessarily degrade as the size of the document list associated with a query increases. We show that such a degradation is not intrinsic to the problem. For several loss functions, including the cross-entropy loss used in the well known ListNet method, there is \emph{no} degradation in generalization ability as document lists become longer. We also provide novel generalization error bounds under $\ell_1$ regularization and faster convergence rates if the loss function is smooth.
Ambuj Tewari and Sougata Chaudhuri
null
1603.01860
null
null
Personalized Advertisement Recommendation: A Ranking Approach to Address the Ubiquitous Click Sparsity Problem
cs.LG cs.IR
We study the problem of personalized advertisement recommendation (PAR), which consist of a user visiting a system (website) and the system displaying one of $K$ ads to the user. The system uses an internal ad recommendation policy to map the user's profile (context) to one of the ads. The user either clicks or ignores the ad and correspondingly, the system updates its recommendation policy. PAR problem is usually tackled by scalable \emph{contextual bandit} algorithms, where the policies are generally based on classifiers. A practical problem in PAR is extreme click sparsity, due to very few users actually clicking on ads. We systematically study the drawback of using contextual bandit algorithms based on classifier-based policies, in face of extreme click sparsity. We then suggest an alternate policy, based on rankers, learnt by optimizing the Area Under the Curve (AUC) ranking loss, which can significantly alleviate the problem of click sparsity. We conduct extensive experiments on public datasets, as well as three industry proprietary datasets, to illustrate the improvement in click-through-rate (CTR) obtained by using the ranker-based policy over classifier-based policies.
Sougata Chaudhuri and Georgios Theocharous and Mohammad Ghavamzadeh
null
1603.01870
null
null
Confidence-Constrained Maximum Entropy Framework for Learning from Multi-Instance Data
cs.LG cs.IT math.IT stat.ML
Multi-instance data, in which each object (bag) contains a collection of instances, are widespread in machine learning, computer vision, bioinformatics, signal processing, and social sciences. We present a maximum entropy (ME) framework for learning from multi-instance data. In this approach each bag is represented as a distribution using the principle of ME. We introduce the concept of confidence-constrained ME (CME) to simultaneously learn the structure of distribution space and infer each distribution. The shared structure underlying each density is used to learn from instances inside each bag. The proposed CME is free of tuning parameters. We devise a fast optimization algorithm capable of handling large scale multi-instance data. In the experimental section, we evaluate the performance of the proposed approach in terms of exact rank recovery in the space of distributions and compare it with the regularized ME approach. Moreover, we compare the performance of CME with Multi-Instance Learning (MIL) state-of-the-art algorithms and show a comparable performance in terms of accuracy with reduced computational complexity.
Behrouz Behmardi, Forrest Briggs, Xiaoli Z. Fern, and Raviv Raich
null
1603.01901
null
null
A Latent Variable Recurrent Neural Network for Discourse Relation Language Models
cs.CL cs.LG cs.NE stat.ML
This paper presents a novel latent variable recurrent neural network architecture for jointly modeling sequences of words and (possibly latent) discourse relations between adjacent sentences. A recurrent neural network generates individual words, thus reaping the benefits of discriminatively-trained vector representations. The discourse relations are represented with a latent variable, which can be predicted or marginalized, depending on the task. The resulting model can therefore employ a training objective that includes not only discourse relation classification, but also word prediction. As a result, it outperforms state-of-the-art alternatives for two tasks: implicit discourse relation classification in the Penn Discourse Treebank, and dialog act classification in the Switchboard corpus. Furthermore, by marginalizing over latent discourse relations at test time, we obtain a discourse informed language model, which improves over a strong LSTM baseline.
Yangfeng Ji and Gholamreza Haffari and Jacob Eisenstein
null
1603.01913
null
null
Differentially Private Policy Evaluation
cs.LG stat.ML
We present the first differentially private algorithms for reinforcement learning, which apply to the task of evaluating a fixed policy. We establish two approaches for achieving differential privacy, provide a theoretical analysis of the privacy and utility of the two algorithms, and show promising results on simple empirical examples.
Borja Balle, Maziar Gomrokchi, Doina Precup
null
1603.02010
null
null
Unscented Bayesian Optimization for Safe Robot Grasping
cs.RO cs.AI cs.LG cs.SY
We address the robot grasp optimization problem of unknown objects considering uncertainty in the input space. Grasping unknown objects can be achieved by using a trial and error exploration strategy. Bayesian optimization is a sample efficient optimization algorithm that is especially suitable for this setups as it actively reduces the number of trials for learning about the function to optimize. In fact, this active object exploration is the same strategy that infants do to learn optimal grasps. One problem that arises while learning grasping policies is that some configurations of grasp parameters may be very sensitive to error in the relative pose between the object and robot end-effector. We call these configurations unsafe because small errors during grasp execution may turn good grasps into bad grasps. Therefore, to reduce the risk of grasp failure, grasps should be planned in safe areas. We propose a new algorithm, Unscented Bayesian optimization that is able to perform sample efficient optimization while taking into consideration input noise to find safe optima. The contribution of Unscented Bayesian optimization is twofold as if provides a new decision process that drives exploration to safe regions and a new selection procedure that chooses the optimal in terms of its safety without extra analysis or computational cost. Both contributions are rooted on the strong theory behind the unscented transformation, a popular nonlinear approximation method. We show its advantages with respect to the classical Bayesian optimization both in synthetic problems and in realistic robot grasp simulations. The results highlights that our method achieves optimal and robust grasping policies after few trials while the selected grasps remain in safe regions.
Jos\'e Nogueira, Ruben Martinez-Cantin, Alexandre Bernardino and Lorenzo Jamone
null
1603.02038
null
null
Learning Shared Representations in Multi-task Reinforcement Learning
cs.AI cs.LG
We investigate a paradigm in multi-task reinforcement learning (MT-RL) in which an agent is placed in an environment and needs to learn to perform a series of tasks, within this space. Since the environment does not change, there is potentially a lot of common ground amongst tasks and learning to solve them individually seems extremely wasteful. In this paper, we explicitly model and learn this shared structure as it arises in the state-action value space. We will show how one can jointly learn optimal value-functions by modifying the popular Value-Iteration and Policy-Iteration procedures to accommodate this shared representation assumption and leverage the power of multi-task supervised learning. Finally, we demonstrate that the proposed model and training procedures, are able to infer good value functions, even under low samples regimes. In addition to data efficiency, we will show in our analysis, that learning abstractions of the state space jointly across tasks leads to more robust, transferable representations with the potential for better generalization. this shared representation assumption and leverage the power of multi-task supervised learning. Finally, we demonstrate that the proposed model and training procedures, are able to infer good value functions, even under low samples regimes. In addition to data efficiency, we will show in our analysis, that learning abstractions of the state space jointly across tasks leads to more robust, transferable representations with the potential for better generalization.
Diana Borsa and Thore Graepel and John Shawe-Taylor
null
1603.02041
null
null
Optimal dictionary for least squares representation
cs.LG math.OC stat.ML
Dictionaries are collections of vectors used for representations of random vectors in Euclidean spaces. Recent research on optimal dictionaries is focused on constructing dictionaries that offer sparse representations, i.e., $\ell_0$-optimal representations. Here we consider the problem of finding optimal dictionaries with which representations of samples of a random vector are optimal in an $\ell_2$-sense: optimality of representation is defined as attaining the minimal average $\ell_2$-norm of the coefficients used to represent the random vector. With the help of recent results on rank-$1$ decompositions of symmetric positive semidefinite matrices, we provide an explicit description of $\ell_2$-optimal dictionaries as well as their algorithmic constructions in polynomial time.
Mohammed Rayyan Sheriff and Debasish Chatterjee
null
1603.02074
null
null
Distributed Multi-Task Learning with Shared Representation
cs.LG stat.ML
We study the problem of distributed multi-task learning with shared representation, where each machine aims to learn a separate, but related, task in an unknown shared low-dimensional subspaces, i.e. when the predictor matrix has low rank. We consider a setting where each task is handled by a different machine, with samples for the task available locally on the machine, and study communication-efficient methods for exploiting the shared structure.
Jialei Wang, Mladen Kolar, Nathan Srebro
null
1603.02185
null
null
Gaussian Process Regression for Out-of-Sample Extension
cs.LG cs.CV
Manifold learning methods are useful for high dimensional data analysis. Many of the existing methods produce a low dimensional representation that attempts to describe the intrinsic geometric structure of the original data. Typically, this process is computationally expensive and the produced embedding is limited to the training data. In many real life scenarios, the ability to produce embedding of unseen samples is essential. In this paper we propose a Bayesian non-parametric approach for out-of-sample extension. The method is based on Gaussian Process Regression and independent of the manifold learning algorithm. Additionally, the method naturally provides a measure for the degree of abnormality for a newly arrived data point that did not participate in the training process. We derive the mathematical connection between the proposed method and the Nystrom extension and show that the latter is a special case of the former. We present extensive experimental results that demonstrate the performance of the proposed method and compare it to other existing out-of-sample extension methods.
Oren Barkan, Jonathan Weill and Amir Averbuch
null
1603.02194
null
null
Learning Hand-Eye Coordination for Robotic Grasping with Deep Learning and Large-Scale Data Collection
cs.LG cs.AI cs.CV cs.RO
We describe a learning-based approach to hand-eye coordination for robotic grasping from monocular images. To learn hand-eye coordination for grasping, we trained a large convolutional neural network to predict the probability that task-space motion of the gripper will result in successful grasps, using only monocular camera images and independently of camera calibration or the current robot pose. This requires the network to observe the spatial relationship between the gripper and objects in the scene, thus learning hand-eye coordination. We then use this network to servo the gripper in real time to achieve successful grasps. To train our network, we collected over 800,000 grasp attempts over the course of two months, using between 6 and 14 robotic manipulators at any given time, with differences in camera placement and hardware. Our experimental evaluation demonstrates that our method achieves effective real-time control, can successfully grasp novel objects, and corrects mistakes by continuous servoing.
Sergey Levine, Peter Pastor, Alex Krizhevsky, Deirdre Quillen
null
1603.02199
null
null
Online Sparse Linear Regression
cs.LG
We consider the online sparse linear regression problem, which is the problem of sequentially making predictions observing only a limited number of features in each round, to minimize regret with respect to the best sparse linear regressor, where prediction accuracy is measured by square loss. We give an inefficient algorithm that obtains regret bounded by $\tilde{O}(\sqrt{T})$ after $T$ prediction rounds. We complement this result by showing that no algorithm running in polynomial time per iteration can achieve regret bounded by $O(T^{1-\delta})$ for any constant $\delta > 0$ unless $\text{NP} \subseteq \text{BPP}$. This computational hardness result resolves an open problem presented in COLT 2014 (Kale, 2014) and also posed by Zolghadr et al. (2013). This hardness result holds even if the algorithm is allowed to access more features than the best sparse linear regressor up to a logarithmic factor in the dimension.
Dean Foster, Satyen Kale and Howard Karloff
null
1603.02250
null
null
Stochastic dual averaging methods using variance reduction techniques for regularized empirical risk minimization problems
math.OC cs.LG stat.ML
We consider a composite convex minimization problem associated with regularized empirical risk minimization, which often arises in machine learning. We propose two new stochastic gradient methods that are based on stochastic dual averaging method with variance reduction. Our methods generate a sparser solution than the existing methods because we do not need to take the average of the history of the solutions. This is favorable in terms of both interpretability and generalization. Moreover, our methods have theoretical support for both a strongly and a non-strongly convex regularizer and achieve the best known convergence rates among existing nonaccelerated stochastic gradient methods.
Tomoya Murata and Taiji Suzuki
null
1603.02412
null
null
A Bayesian non-parametric method for clustering high-dimensional binary data
stat.AP cs.LG stat.ML
In many real life problems, objects are described by large number of binary features. For instance, documents are characterized by presence or absence of certain keywords; cancer patients are characterized by presence or absence of certain mutations etc. In such cases, grouping together similar objects/profiles based on such high dimensional binary features is desirable, but challenging. Here, I present a Bayesian non parametric algorithm for clustering high dimensional binary data. It uses a Dirichlet Process (DP) mixture model and simulated annealing to not only cluster binary data, but also find optimal number of clusters in the data. The performance of the algorithm was evaluated and compared with other algorithms using simulated datasets. It outperformed all other clustering methods that were tested in the simulation studies. It was also used to cluster real datasets arising from document analysis, handwritten image analysis and cancer research. It successfully divided a set of documents based on their topics, hand written images based on different styles of writing digits and identified tissue and mutation specificity of chemotherapy treatments.
Tapesh Santra
null
1603.02494
null
null
Mixture Proportion Estimation via Kernel Embedding of Distributions
cs.LG stat.ML
Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning" problems like learning with positive and unlabelled samples, learning with label noise, anomaly detection and crowdsourcing. While there have been several methods proposed to solve this problem, to the best of our knowledge no efficient algorithm with a proven convergence rate towards the true proportion exists for this problem. We fill this gap by constructing a provably correct algorithm for MPE, and derive convergence rates under certain assumptions on the distribution. Our method is based on embedding distributions onto an RKHS, and implementing it only requires solving a simple convex quadratic programming problem a few times. We run our algorithm on several standard classification datasets, and demonstrate that it performs comparably to or better than other algorithms on most datasets.
Harish G. Ramaswamy and Clayton Scott and Ambuj Tewari
null
1603.02501
null
null
Variational Autoencoders for Semi-supervised Text Classification
cs.CL cs.LG
Although semi-supervised variational autoencoder (SemiVAE) works in image classification task, it fails in text classification task if using vanilla LSTM as its decoder. From a perspective of reinforcement learning, it is verified that the decoder's capability to distinguish between different categorical labels is essential. Therefore, Semi-supervised Sequential Variational Autoencoder (SSVAE) is proposed, which increases the capability by feeding label into its decoder RNN at each time-step. Two specific decoder structures are investigated and both of them are verified to be effective. Besides, in order to reduce the computational complexity in training, a novel optimization method is proposed, which estimates the gradient of the unlabeled objective function by sampling, along with two variance reduction techniques. Experimental results on Large Movie Review Dataset (IMDB) and AG's News corpus show that the proposed approach significantly improves the classification accuracy compared with pure-supervised classifiers, and achieves competitive performance against previous advanced methods. State-of-the-art results can be obtained by integrating other pretraining-based methods.
Weidi Xu, Haoze Sun, Chao Deng, Ying Tan
null
1603.02514
null
null
On the inconsistency of $\ell_1$-penalised sparse precision matrix estimation
cs.LG stat.CO stat.ML
Various $\ell_1$-penalised estimation methods such as graphical lasso and CLIME are widely used for sparse precision matrix estimation. Many of these methods have been shown to be consistent under various quantitative assumptions about the underlying true covariance matrix. Intuitively, these conditions are related to situations where the penalty term will dominate the optimisation. In this paper, we explore the consistency of $\ell_1$-based methods for a class of sparse latent variable -like models, which are strongly motivated by several types of applications. We show that all $\ell_1$-based methods fail dramatically for models with nearly linear dependencies between the variables. We also study the consistency on models derived from real gene expression data and note that the assumptions needed for consistency never hold even for modest sized gene networks and $\ell_1$-based methods also become unreliable in practice for larger networks.
Otte Hein\"avaara, Janne Lepp\"a-aho, Jukka Corander and Antti Honkela
null
1603.02532
null
null
Batched Lazy Decision Trees
cs.LG
We introduce a batched lazy algorithm for supervised classification using decision trees. It avoids unnecessary visits to irrelevant nodes when it is used to make predictions with either eagerly or lazily trained decision trees. A set of experiments demonstrate that the proposed algorithm can outperform both the conventional and lazy decision tree algorithms in terms of computation time as well as memory consumption, without compromising accuracy.
Mathieu Guillame-Bert and Artur Dubrawski
null
1603.02578
null
null
Prediction of Infinite Words with Automata
cs.FL cs.LG
In the classic problem of sequence prediction, a predictor receives a sequence of values from an emitter and tries to guess the next value before it appears. The predictor masters the emitter if there is a point after which all of the predictor's guesses are correct. In this paper we consider the case in which the predictor is an automaton and the emitted values are drawn from a finite set; i.e., the emitted sequence is an infinite word. We examine the predictive capabilities of finite automata, pushdown automata, stack automata (a generalization of pushdown automata), and multihead finite automata. We relate our predicting automata to purely periodic words, ultimately periodic words, and multilinear words, describing novel prediction algorithms for mastering these sequences.
Tim Smith
null
1603.02597
null
null
UTA-poly and UTA-splines: additive value functions with polynomial marginals
math.OC cs.AI cs.LG
Additive utility function models are widely used in multiple criteria decision analysis. In such models, a numerical value is associated to each alternative involved in the decision problem. It is computed by aggregating the scores of the alternative on the different criteria of the decision problem. The score of an alternative is determined by a marginal value function that evolves monotonically as a function of the performance of the alternative on this criterion. Determining the shape of the marginals is not easy for a decision maker. It is easier for him/her to make statements such as "alternative $a$ is preferred to $b$". In order to help the decision maker, UTA disaggregation procedures use linear programming to approximate the marginals by piecewise linear functions based only on such statements. In this paper, we propose to infer polynomials and splines instead of piecewise linear functions for the marginals. In this aim, we use semidefinite programming instead of linear programming. We illustrate this new elicitation method and present some experimental results.
Olivier Sobrie and Nicolas Gillis and Vincent Mousseau and Marc Pirlot
10.1016/j.ejor.2017.03.021
1603.02626
null
null
DROW: Real-Time Deep Learning based Wheelchair Detection in 2D Range Data
cs.RO cs.CV cs.LG cs.NE
We introduce the DROW detector, a deep learning based detector for 2D range data. Laser scanners are lighting invariant, provide accurate range data, and typically cover a large field of view, making them interesting sensors for robotics applications. So far, research on detection in laser range data has been dominated by hand-crafted features and boosted classifiers, potentially losing performance due to suboptimal design choices. We propose a Convolutional Neural Network (CNN) based detector for this task. We show how to effectively apply CNNs for detection in 2D range data, and propose a depth preprocessing step and voting scheme that significantly improve CNN performance. We demonstrate our approach on wheelchairs and walkers, obtaining state of the art detection results. Apart from the training data, none of our design choices limits the detector to these two classes, though. We provide a ROS node for our detector and release our dataset containing 464k laser scans, out of which 24k were annotated.
Lucas Beyer and Alexander Hermans and Bastian Leibe
null
1603.02636
null
null
Small ensembles of kriging models for optimization
math.OC cs.LG stat.ML
The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and sequentially adds new points which maximize the Expected Improvement criterion according to the GP. The important factor that controls the efficiency of EGO is the GP covariance function (or kernel) which should be chosen according to the objective function. Traditionally, a pa-rameterized family of covariance functions is considered whose parameters are learned through statistical procedures such as maximum likelihood or cross-validation. However, it may be questioned whether statistical procedures for learning covariance functions are the most efficient for optimization as they target a global agreement between the GP and the observations which is not the ultimate goal of optimization. Furthermore, statistical learning procedures are computationally expensive. The main alternative to the statistical learning of the GP is self-adaptation, where the algorithm tunes the kernel parameters based on their contribution to objective function improvement. After questioning the possibility of self-adaptation for kriging based optimizers, this paper proposes a novel approach for tuning the length-scale of the GP in EGO: At each iteration, a small ensemble of kriging models structured by their length-scales is created. All of the models contribute to an iterate in an EGO-like fashion. Then, the set of models is densified around the model whose length-scale yielded the best iterate and further points are produced. Numerical experiments are provided which motivate the use of many length-scales. The tested implementation does not perform better than the classical EGO algorithm in a sequential context but show the potential of the approach for parallel implementations.
Hossein Mohammadi, Rodolphe Le Riche, Eric Touboul
null
1603.02638
null
null
Online but Accurate Inference for Latent Variable Models with Local Gibbs Sampling
cs.LG stat.ML
We study parameter inference in large-scale latent variable models. We first propose an unified treatment of online inference for latent variable models from a non-canonical exponential family, and draw explicit links between several previously proposed frequentist or Bayesian methods. We then propose a novel inference method for the frequentist estimation of parameters, that adapts MCMC methods to online inference of latent variable models with the proper use of local Gibbs sampling. Then, for latent Dirich-let allocation,we provide an extensive set of experiments and comparisons with existing work, where our new approach outperforms all previously proposed methods. In particular, using Gibbs sampling for latent variable inference is superior to variational inference in terms of test log-likelihoods. Moreover, Bayesian inference through variational methods perform poorly, sometimes leading to worse fits with latent variables of higher dimensionality.
Christophe Dupuy (SIERRA), Francis Bach (LIENS, SIERRA)
null
1603.02644
null
null
Rank Aggregation for Course Sequence Discovery
cs.LG
In this work, we adapt the rank aggregation framework for the discovery of optimal course sequences at the university level. Each student provides a partial ranking of the courses taken throughout his or her undergraduate career. We compute pairwise rank comparisons between courses based on the order students typically take them, aggregate the results over the entire student population, and then obtain a proxy for the rank offset between pairs of courses. We extract a global ranking of the courses via several state-of-the art algorithms for ranking with pairwise noisy information, including SerialRank, Rank Centrality, and the recent SyncRank based on the group synchronization problem. We test this application of rank aggregation on 15 years of student data from the Department of Mathematics at the University of California, Los Angeles (UCLA). Furthermore, we experiment with the above approach on different subsets of the student population conditioned on final GPA, and highlight several differences in the obtained rankings that uncover hidden pre-requisites in the Mathematics curriculum.
Mihai Cucuringu, Charlie Marshak, Dillon Montag, and Puck Rombach
null
1603.02695
null
null
Best-of-K Bandits
cs.LG stat.ML
This paper studies the Best-of-K Bandit game: At each time the player chooses a subset S among all N-choose-K possible options and observes reward max(X(i) : i in S) where X is a random vector drawn from a joint distribution. The objective is to identify the subset that achieves the highest expected reward with high probability using as few queries as possible. We present distribution-dependent lower bounds based on a particular construction which force a learner to consider all N-choose-K subsets, and match naive extensions of known upper bounds in the bandit setting obtained by treating each subset as a separate arm. Nevertheless, we present evidence that exhaustive search may be avoided for certain, favorable distributions because the influence of high-order order correlations may be dominated by lower order statistics. Finally, we present an algorithm and analysis for independent arms, which mitigates the surprising non-trivial information occlusion that occurs due to only observing the max in the subset. This may inform strategies for more general dependent measures, and we complement these result with independent-arm lower bounds.
Max Simchowitz, Kevin Jamieson, Benjamin Recht
null
1603.02752
null
null
XGBoost: A Scalable Tree Boosting System
cs.LG
Tree boosting is a highly effective and widely used machine learning method. In this paper, we describe a scalable end-to-end tree boosting system called XGBoost, which is used widely by data scientists to achieve state-of-the-art results on many machine learning challenges. We propose a novel sparsity-aware algorithm for sparse data and weighted quantile sketch for approximate tree learning. More importantly, we provide insights on cache access patterns, data compression and sharding to build a scalable tree boosting system. By combining these insights, XGBoost scales beyond billions of examples using far fewer resources than existing systems.
Tianqi Chen and Carlos Guestrin
10.1145/2939672.2939785
1603.02754
null
null
megaman: Manifold Learning with Millions of points
cs.LG cs.CG stat.ML
Manifold Learning is a class of algorithms seeking a low-dimensional non-linear representation of high-dimensional data. Thus manifold learning algorithms are, at least in theory, most applicable to high-dimensional data and sample sizes to enable accurate estimation of the manifold. Despite this, most existing manifold learning implementations are not particularly scalable. Here we present a Python package that implements a variety of manifold learning algorithms in a modular and scalable fashion, using fast approximate neighbors searches and fast sparse eigendecompositions. The package incorporates theoretical advances in manifold learning, such as the unbiased Laplacian estimator and the estimation of the embedding distortion by the Riemannian metric method. In benchmarks, even on a single-core desktop computer, our code embeds millions of data points in minutes, and takes just 200 minutes to embed the main sample of galaxy spectra from the Sloan Digital Sky Survey --- consisting of 0.6 million samples in 3750-dimensions --- a task which has not previously been possible.
James McQueen and Marina Meila and Jacob VanderPlas and Zhongyue Zhang
null
1603.02763
null
null
Optimized Kernel Entropy Components
stat.ML cs.LG
This work addresses two main issues of the standard Kernel Entropy Component Analysis (KECA) algorithm: the optimization of the kernel decomposition and the optimization of the Gaussian kernel parameter. KECA roughly reduces to a sorting of the importance of kernel eigenvectors by entropy instead of by variance as in Kernel Principal Components Analysis. In this work, we propose an extension of the KECA method, named Optimized KECA (OKECA), that directly extracts the optimal features retaining most of the data entropy by means of compacting the information in very few features (often in just one or two). The proposed method produces features which have higher expressive power. In particular, it is based on the Independent Component Analysis (ICA) framework, and introduces an extra rotation to the eigen-decomposition, which is optimized via gradient ascent search. This maximum entropy preservation suggests that OKECA features are more efficient than KECA features for density estimation. In addition, a critical issue in both methods is the selection of the kernel parameter since it critically affects the resulting performance. Here we analyze the most common kernel length-scale selection criteria. Results of both methods are illustrated in different synthetic and real problems. Results show that 1) OKECA returns projections with more expressive power than KECA, 2) the most successful rule for estimating the kernel parameter is based on maximum likelihood, and 3) OKECA is more robust to the selection of the length-scale parameter in kernel density estimation.
Emma Izquierdo-Verdiguier, Valero Laparra, Robert Jenssen, Luis G\'omez-Chova, Gustau Camps-Valls
10.1109/TNNLS.2016.2530403.
1603.02806
null
null
Faster learning of deep stacked autoencoders on multi-core systems using synchronized layer-wise pre-training
cs.LG
Deep neural networks are capable of modelling highly non-linear functions by capturing different levels of abstraction of data hierarchically. While training deep networks, first the system is initialized near a good optimum by greedy layer-wise unsupervised pre-training. However, with burgeoning data and increasing dimensions of the architecture, the time complexity of this approach becomes enormous. Also, greedy pre-training of the layers often turns detrimental by over-training a layer causing it to lose harmony with the rest of the network. In this paper a synchronized parallel algorithm for pre-training deep networks on multi-core machines has been proposed. Different layers are trained by parallel threads running on different cores with regular synchronization. Thus the pre-training process becomes faster and chances of over-training are reduced. This is experimentally validated using a stacked autoencoder for dimensionality reduction of MNIST handwritten digit database. The proposed algorithm achieved 26\% speed-up compared to greedy layer-wise pre-training for achieving the same reconstruction accuracy substantiating its potential as an alternative.
Anirban Santara, Debapriya Maji, DP Tejas, Pabitra Mitra and Arobinda Gupta
null
1603.02836
null
null
Starting Small -- Learning with Adaptive Sample Sizes
cs.LG
For many machine learning problems, data is abundant and it may be prohibitive to make multiple passes through the full training set. In this context, we investigate strategies for dynamically increasing the effective sample size, when using iterative methods such as stochastic gradient descent. Our interest is motivated by the rise of variance-reduced methods, which achieve linear convergence rates that scale favorably for smaller sample sizes. Exploiting this feature, we show -- theoretically and empirically -- how to obtain significant speed-ups with a novel algorithm that reaches statistical accuracy on an $n$-sample in $2n$, instead of $n \log n$ steps.
Hadi Daneshmand, Aurelien Lucchi, Thomas Hofmann
null
1603.02839
null
null
Low-rank passthrough neural networks
cs.LG cs.NE
Various common deep learning architectures, such as LSTMs, GRUs, Resnets and Highway Networks, employ state passthrough connections that support training with high feed-forward depth or recurrence over many time steps. These "Passthrough Networks" architectures also enable the decoupling of the network state size from the number of parameters of the network, a possibility has been studied by \newcite{Sak2014} with their low-rank parametrization of the LSTM. In this work we extend this line of research, proposing effective, low-rank and low-rank plus diagonal matrix parametrizations for Passthrough Networks which exploit this decoupling property, reducing the data complexity and memory requirements of the network while preserving its memory capacity. This is particularly beneficial in low-resource settings as it supports expressive models with a compact parametrization less susceptible to overfitting. We present competitive experimental results on several tasks, including language modeling and a near state of the art result on sequential randomly-permuted MNIST classification, a hard task on natural data.
Antonio Valerio Miceli Barone
null
1603.03116
null
null
Theoretical Comparisons of Positive-Unlabeled Learning against Positive-Negative Learning
cs.LG stat.ML
In PU learning, a binary classifier is trained from positive (P) and unlabeled (U) data without negative (N) data. Although N data is missing, it sometimes outperforms PN learning (i.e., ordinary supervised learning). Hitherto, neither theoretical nor experimental analysis has been given to explain this phenomenon. In this paper, we theoretically compare PU (and NU) learning against PN learning based on the upper bounds on estimation errors. We find simple conditions when PU and NU learning are likely to outperform PN learning, and we prove that, in terms of the upper bounds, either PU or NU learning (depending on the class-prior probability and the sizes of P and N data) given infinite U data will improve on PN learning. Our theoretical findings well agree with the experimental results on artificial and benchmark data even when the experimental setup does not match the theoretical assumptions exactly.
Gang Niu, Marthinus Christoffel du Plessis, Tomoya Sakai, Yao Ma, and Masashi Sugiyama
null
1603.03130
null
null
Scenario Submodular Cover
cs.DS cs.LG
Many problems in Machine Learning can be modeled as submodular optimization problems. Recent work has focused on stochastic or adaptive versions of these problems. We consider the Scenario Submodular Cover problem, which is a counterpart to the Stochastic Submodular Cover problem studied by Golovin and Krause. In Scenario Submodular Cover, the goal is to produce a cover with minimum expected cost, where the expectation is with respect to an empirical joint distribution, given as input by a weighted sample of realizations. In contrast, in Stochastic Submodular Cover, the variables of the input distribution are assumed to be independent, and the distribution of each variable is given as input. Building on algorithms developed by Cicalese et al. and Golovin and Krause for related problems, we give two approximation algorithms for Scenario Submodular Cover over discrete distributions. The first achieves an approximation factor of O(log Qm), where m is the size of the sample and Q is the goal utility. The second, simpler algorithm achieves an approximation bound of O(log QW), where Q is the goal utility and W is the sum of the integer weights. (Both bounds assume an integer-valued utility function.) Our results yield approximation bounds for other problems involving non-independent distributions that are explicitly specified by their support.
Nathaniel Grammel, Lisa Hellerstein, Devorah Kletenik, Patrick Lin
null
1603.03158
null
null
Personalized Speech recognition on mobile devices
cs.CL cs.LG cs.SD
We describe a large vocabulary speech recognition system that is accurate, has low latency, and yet has a small enough memory and computational footprint to run faster than real-time on a Nexus 5 Android smartphone. We employ a quantized Long Short-Term Memory (LSTM) acoustic model trained with connectionist temporal classification (CTC) to directly predict phoneme targets, and further reduce its memory footprint using an SVD-based compression scheme. Additionally, we minimize our memory footprint by using a single language model for both dictation and voice command domains, constructed using Bayesian interpolation. Finally, in order to properly handle device-specific information, such as proper names and other context-dependent information, we inject vocabulary items into the decoder graph and bias the language model on-the-fly. Our system achieves 13.5% word error rate on an open-ended dictation task, running with a median speed that is seven times faster than real-time.
Ian McGraw, Rohit Prabhavalkar, Raziel Alvarez, Montse Gonzalez Arenas, Kanishka Rao, David Rybach, Ouais Alsharif, Hasim Sak, Alexander Gruenstein, Francoise Beaufays, Carolina Parada
null
1603.03185
null
null
Pymanopt: A Python Toolbox for Optimization on Manifolds using Automatic Differentiation
cs.MS cs.LG math.OC stat.ML
Optimization on manifolds is a class of methods for optimization of an objective function, subject to constraints which are smooth, in the sense that the set of points which satisfy the constraints admits the structure of a differentiable manifold. While many optimization problems are of the described form, technicalities of differential geometry and the laborious calculation of derivatives pose a significant barrier for experimenting with these methods. We introduce Pymanopt (available at https://pymanopt.github.io), a toolbox for optimization on manifolds, implemented in Python, that---similarly to the Manopt Matlab toolbox---implements several manifold geometries and optimization algorithms. Moreover, we lower the barriers to users further by using automated differentiation for calculating derivative information, saving users time and saving them from potential calculation and implementation errors.
James Townsend, Niklas Koep, Sebastian Weichwald
null
1603.03236
null
null
An Innovative Imputation and Classification Approach for Accurate Disease Prediction
cs.DB cs.IR cs.LG
Imputation of missing attribute values in medical datasets for extracting hidden knowledge from medical datasets is an interesting research topic of interest which is very challenging. One cannot eliminate missing values in medical records. The reason may be because some tests may not been conducted as they are cost effective, values missed when conducting clinical trials, values may not have been recorded to name some of the reasons. Data mining researchers have been proposing various approaches to find and impute missing values to increase classification accuracies so that disease may be predicted accurately. In this paper, we propose a novel imputation approach for imputation of missing values and performing classification after fixing missing values. The approach is based on clustering concept and aims at dimensionality reduction of the records. The case study discussed shows that missing values can be fixed and imputed efficiently by achieving dimensionality reduction. The importance of proposed approach for classification is visible in the case study which assigns single class label in contrary to multi-label assignment if dimensionality reduction is not performed.
Yelipe UshaRani, P. Sammulal
null
1603.03281
null
null
Scalable Linear Causal Inference for Irregularly Sampled Time Series with Long Range Dependencies
cs.LG stat.ME
Linear causal analysis is central to a wide range of important application spanning finance, the physical sciences, and engineering. Much of the existing literature in linear causal analysis operates in the time domain. Unfortunately, the direct application of time domain linear causal analysis to many real-world time series presents three critical challenges: irregular temporal sampling, long range dependencies, and scale. Moreover, real-world data is often collected at irregular time intervals across vast arrays of decentralized sensors and with long range dependencies which make naive time domain correlation estimators spurious. In this paper we present a frequency domain based estimation framework which naturally handles irregularly sampled data and long range dependencies while enabled memory and communication efficient distributed processing of time series data. By operating in the frequency domain we eliminate the need to interpolate and help mitigate the effects of long range dependencies. We implement and evaluate our new work-flow in the distributed setting using Apache Spark and demonstrate on both Monte Carlo simulations and high-frequency financial trading that we can accurately recover causal structure at scale.
Francois W. Belletti, Evan R. Sparks, Michael J. Franklin, Alexandre M. Bayen, Joseph E. Gonzalez
null
1603.03336
null
null
Near-Optimal Active Learning of Halfspaces via Query Synthesis in the Noisy Setting
cs.AI cs.IT cs.LG math.IT
In this paper, we consider the problem of actively learning a linear classifier through query synthesis where the learner can construct artificial queries in order to estimate the true decision boundaries. This problem has recently gained a lot of interest in automated science and adversarial reverse engineering for which only heuristic algorithms are known. In such applications, queries can be constructed de novo to elicit information (e.g., automated science) or to evade detection with minimal cost (e.g., adversarial reverse engineering). We develop a general framework, called dimension coupling (DC), that 1) reduces a d-dimensional learning problem to d-1 low dimensional sub-problems, 2) solves each sub-problem efficiently, 3) appropriately aggregates the results and outputs a linear classifier, and 4) provides a theoretical guarantee for all possible schemes of aggregation. The proposed method is proved resilient to noise. We show that the DC framework avoids the curse of dimensionality: its computational complexity scales linearly with the dimension. Moreover, we show that the query complexity of DC is near optimal (within a constant factor of the optimum algorithm). To further support our theoretical analysis, we compare the performance of DC with the existing work. We observe that DC consistently outperforms the prior arts in terms of query complexity while often running orders of magnitude faster.
Lin Chen, Hamed Hassani, Amin Karbasi
null
1603.03515
null
null
Watch-n-Patch: Unsupervised Learning of Actions and Relations
cs.CV cs.LG cs.RO
There is a large variation in the activities that humans perform in their everyday lives. We consider modeling these composite human activities which comprises multiple basic level actions in a completely unsupervised setting. Our model learns high-level co-occurrence and temporal relations between the actions. We consider the video as a sequence of short-term action clips, which contains human-words and object-words. An activity is about a set of action-topics and object-topics indicating which actions are present and which objects are interacting with. We then propose a new probabilistic model relating the words and the topics. It allows us to model long-range action relations that commonly exist in the composite activities, which is challenging in previous works. We apply our model to the unsupervised action segmentation and clustering, and to a novel application that detects forgotten actions, which we call action patching. For evaluation, we contribute a new challenging RGB-D activity video dataset recorded by the new Kinect v2, which contains several human daily activities as compositions of multiple actions interacting with different objects. Moreover, we develop a robotic system that watches people and reminds people by applying our action patching algorithm. Our robotic setup can be easily deployed on any assistive robot.
Chenxia Wu, Jiemi Zhang, Ozan Sener, Bart Selman, Silvio Savarese, Ashutosh Saxena
null
1603.03541
null
null
Learning from Imbalanced Multiclass Sequential Data Streams Using Dynamically Weighted Conditional Random Fields
cs.LG
The present study introduces a method for improving the classification performance of imbalanced multiclass data streams from wireless body worn sensors. Data imbalance is an inherent problem in activity recognition caused by the irregular time distribution of activities, which are sequential and dependent on previous movements. We use conditional random fields (CRF), a graphical model for structured classification, to take advantage of dependencies between activities in a sequence. However, CRFs do not consider the negative effects of class imbalance during training. We propose a class-wise dynamically weighted CRF (dWCRF) where weights are automatically determined during training by maximizing the expected overall F-score. Our results based on three case studies from a healthcare application using a batteryless body worn sensor, demonstrate that our method, in general, improves overall and minority class F-score when compared to other CRF based classifiers and achieves similar or better overall and class-wise performance when compared to SVM based classifiers under conditions of limited training data. We also confirm the performance of our approach using an additional battery powered body worn sensor dataset, achieving similar results in cases of high class imbalance.
Roberto L. Shinmoto Torres and Damith C. Ranasinghe and Qinfeng Shi and Anton van den Hengel
null
1603.03627
null
null
Efficient forward propagation of time-sequences in convolutional neural networks using Deep Shifting
cs.LG cs.CV cs.NE
When a Convolutional Neural Network is used for on-the-fly evaluation of continuously updating time-sequences, many redundant convolution operations are performed. We propose the method of Deep Shifting, which remembers previously calculated results of convolution operations in order to minimize the number of calculations. The reduction in complexity is at least a constant and in the best case quadratic. We demonstrate that this method does indeed save significant computation time in a practical implementation, especially when the networks receives a large number of time-frames.
Koen Groenland, Sander Bohte
null
1603.03657
null
null
Nonstationary Distance Metric Learning
stat.ML cs.LG
Recent work in distance metric learning has focused on learning transformations of data that best align with provided sets of pairwise similarity and dissimilarity constraints. The learned transformations lead to improved retrieval, classification, and clustering algorithms due to the better adapted distance or similarity measures. Here, we introduce the problem of learning these transformations when the underlying constraint generation process is nonstationary. This nonstationarity can be due to changes in either the ground-truth clustering used to generate constraints or changes to the feature subspaces in which the class structure is apparent. We propose and evaluate COMID-SADL, an adaptive, online approach for learning and tracking optimal metrics as they change over time that is highly robust to a variety of nonstationary behaviors in the changing metric. We demonstrate COMID-SADL on both real and synthetic data sets and show significant performance improvements relative to previously proposed batch and online distance metric learning algorithms.
Kristjan Greenewald, Stephen Kelley, Alfred Hero
null
1603.03678
null
null
Determination of the edge of criticality in echo state networks through Fisher information maximization
physics.data-an cs.LG cs.NE
It is a widely accepted fact that the computational capability of recurrent neural networks is maximized on the so-called "edge of criticality". Once the network operates in this configuration, it performs efficiently on a specific application both in terms of (i) low prediction error and (ii) high short-term memory capacity. Since the behavior of recurrent networks is strongly influenced by the particular input signal driving the dynamics, a universal, application-independent method for determining the edge of criticality is still missing. In this paper, we aim at addressing this issue by proposing a theoretically motivated, unsupervised method based on Fisher information for determining the edge of criticality in recurrent neural networks. It is proven that Fisher information is maximized for (finite-size) systems operating in such critical regions. However, Fisher information is notoriously difficult to compute and either requires the probability density function or the conditional dependence of the system states with respect to the model parameters. The paper takes advantage of a recently-developed non-parametric estimator of the Fisher information matrix and provides a method to determine the critical region of echo state networks, a particular class of recurrent networks. The considered control parameters, which indirectly affect the echo state network performance, are explored to identify those configurations lying on the edge of criticality and, as such, maximizing Fisher information and computational performance. Experimental results on benchmarks and real-world data demonstrate the effectiveness of the proposed method.
Lorenzo Livi, Filippo Maria Bianchi, Cesare Alippi
10.1109/TNNLS.2016.2644268
1603.03685
null
null
Searching for Topological Symmetry in Data Haystack
cs.LG
Finding interesting symmetrical topological structures in high-dimensional systems is an important problem in statistical machine learning. Limited amount of available high-dimensional data and its sensitivity to noise pose computational challenges to find symmetry. Our paper presents a new method to find local symmetries in a low-dimensional 2-D grid structure which is embedded in high-dimensional structure. To compute the symmetry in a grid structure, we introduce three legal grid moves (i) Commutation (ii) Cyclic Permutation (iii) Stabilization on sets of local grid squares, grid blocks. The three grid moves are legal transformations as they preserve the statistical distribution of hamming distances in each grid block. We propose and coin the term of grid symmetry of data on the 2-D data grid as the invariance of statistical distributions of hamming distance are preserved after a sequence of grid moves. We have computed and analyzed the grid symmetry of data on multivariate Gaussian distributions and Gamma distributions with noise.
Kallol Roy and Anh Tong and Jaesik Choi
null
1603.03703
null
null