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Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization

arXiv.org Machine Learning

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is first trained via a measure of predictive accuracy, and then its predictions are used as input into an optimization algorithm which produces a decision. However, the loss function used to train the model may easily be misaligned with the end goal, which is to make the best decisions possible. Hand-tuning the loss function to align with optimization is a difficult and error-prone process (which is often skipped entirely). We focus on combinatorial optimization problems and introduce a general framework for decision-focused learning, where the machine learning model is directly trained in conjunction with the optimization algorithm to produce high-quality decisions. Technically, our contribution is a means of integrating discrete optimization problems into deep learning or other predictive models, which are typically trained via gradient descent. The main idea is to use a continuous relaxation of the discrete problem to propagate gradients through the optimization procedure. We instantiate this framework for two broad classes of combinatorial problems: linear programs and submodular maximization. Experimental results across a variety of domains show that decision-focused learning often leads to improved optimization performance compared to traditional methods. We find that standard measures of accuracy are not a reliable proxy for a predictive model's utility in optimization, and our method's ability to specify the true goal as the model's training objective yields substantial dividends across a range of decision problems.


Multi-hop assortativities for networks classification

arXiv.org Machine Learning

Several social, medical, engineering and biological challenges rely on discovering the functionality of networks from their structure and node metadata, when is available. For example, in chemoinformatics one might want to detect whether a molecule is toxic based on structure and atomic types, or discover the research field for scientific collaboration networks. Existing techniques rely on counting or measuring structural patterns that are known to show large variations from network to network, such as number of triangles, or the assortativity of node metadata. We introduce the concept of multi-hop assortativity, that captures the similarity of node situated at the extremities of a randomly selected path of a given length. We show that multi-hop assortativity unifies various existing concepts and offers a versatile family of fingerprints to characterize networks. These fingerprints allow in turn to recover the functionalities of a network, with the help of the machine learning toolbox. Our method is evaluated empirically on established social and chemoinformatic network benchmarks. Results reveal that our assortativity based features are competitive providing highly accurate results often outperforming state of the art methods for the network classification task


DLO: Direct LiDAR Odometry for 2.5D Outdoor Environment

arXiv.org Artificial Intelligence

For autonomous vehicles, high-precision real-time localization is the guarantee of stable driving. Compared with the visual odometry (VO), the LiDAR odometry (LO) has the advantages of higher accuracy and better stability. However, 2D LO is only suitable for the indoor environment, and 3D LO has less efficiency in general. Both are not suitable for the online localization of an autonomous vehicle in an outdoor driving environment. In this paper, a direct LO method based on the 2.5D grid map is proposed. The fast semi-dense direct method proposed for VO is employed to register two 2.5D maps. Experiments show that this method is superior to both the 3D-NDT and LOAM in the outdoor environment.


Parameter Transfer Extreme Learning Machine based on Projective Model

arXiv.org Machine Learning

Recent years, transfer learning has attracted much attention in the community of machine learning. In this paper, we mainly focus on the tasks of parameter transfer under the framework of extreme learning machine (ELM). Unlike the existing parameter transfer approaches, which incorporate the source model information into the target by regularizing the di erence between the source and target domain parameters, an intuitively appealing projective-model is proposed to bridge the source and target model parameters. Specifically, we formulate the parameter transfer in the ELM networks by the means of parameter projection, and train the model by optimizing the projection matrix and classifier parameters jointly. Further more, the `L2,1-norm structured sparsity penalty is imposed on the source domain parameters, which encourages the joint feature selection and parameter transfer. To evaluate the e ectiveness of the proposed method, comprehensive experiments on several commonly used domain adaptation datasets are presented. The results show that the proposed method significantly outperforms the non-transfer ELM networks and other classical transfer learning methods.


Adversarial Examples: Opportunities and Challenges

arXiv.org Machine Learning

Abstract--With the advent of the era of artificial intelligence (AI), deep neural networks (DNNs) have shown huge superiority over human in image recognition, speech processing, autonomous vehicles and medical diagnosis. However, recent studies indicate that DNNs are vulnerable to adversarial examples (AEs) which are designed by attackers to fool deep learning models. Different from real examples, AEs can hardly be distinguished from human eyes, but mislead the model to predict incorrect outputs and therefore threaten security critical deep-learning applications. In recent years, the generation and defense of AEs have become a research hotspot in the field of AI security. This article reviews the latest research progress of AEs. First, we introduce the concept, cause, characteristic and evaluation metrics of AEs, then give a survey on the state-of-the-art AE generation methods with the discussion of advantages and disadvantages. After that we review the existing defenses and discuss their limitations. Finally, the future research opportunities and challenges of AEs are prospected. In the era of AI, DNNs have shown great advantages in autonomous vehicles, robotics, network security, image/speech recognition and natural language processing (NLP). For example, in 2017, an intelligent robot with the superior face recognition ability, named XiaoDu developed by Baidu, defeated a representative from the team of humans strongest brain with the score of 3:2 [1]. On October 19th, 2017, the DeepMind team of Google released the AlphaGo Zero, which shocked the world. Compared with the previous AlphaGo, AlphaGo Zero relies on reinforcement learning without any priori knowledge to grow chess skills and finally beats every human competitor [2]. For AI research, the United States received huge support from the government, such as the Federal Research Fund. In October 2016, the United States issued the project of Preparing for the Future of Artificial Intelligence and the National Artificial Intelligence Research and Development Strategic Plan, which raised AI to the national strategic level and formulated ambitious blueprints [3], [4]. Manuscript received xxx; revised xx; accepted xxx. This work is supported by the National Natural Science Foundation of China (Grant NOs. J. Zhang and X. Jiang are with the College of Computer Science and Electronic Engineering, Hunan University, Changsha 410082, China (email: zhangjiliang@hnu.edu.cn). In the same year, AI was written into the nineteenth National Congress report, which pushed the development of AI industries to a new height and filled the gap in the top-level strategy of AI development [5].


Sparse Kernel PCA for Outlier Detection

arXiv.org Machine Learning

In this paper, we propose a new method to perform Sparse Kernel Principal Component Analysis (SKPCA) and also mathematically analyze the validity of SKPCA. We formulate SKPCA as a constrained optimization problem with elastic net regularization (Hastie et al.) in kernel feature space and solve it. We consider outlier detection (where KPCA is employed) as an application for SKPCA, using the RBF kernel. We test it on 5 real-world datasets and show that by using just 4% (or even less) of the principal components (PCs), where each PC has on average less than 12% non-zero elements in the worst case among all 5 datasets, we are able to nearly match and in 3 datasets even outperform KPCA. We also compare the performance of our method with a recently proposed method for SKPCA by Wang et al. and show that our method performs better in terms of both accuracy and sparsity. We also provide a novel probabilistic proof to justify the existence of sparse solutions for KPCA using the RBF kernel. To the best of our knowledge, this is the first attempt at theoretically analyzing the validity of SKPCA.


Hamiltonian Descent Methods

arXiv.org Machine Learning

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger class includes functions whose second derivatives may be singular or unbounded at their minima. Our methods are discretizations of conformal Hamiltonian dynamics, which generalize the classical momentum method to model the motion of a particle with non-standard kinetic energy exposed to a dissipative force and the gradient field of the function of interest. They are first-order in the sense that they require only gradient computation. Yet, crucially the kinetic gradient map can be designed to incorporate information about the convex conjugate in a fashion that allows for linear convergence on convex functions that may be non-smooth or non-strongly convex. We study in detail one implicit and two explicit methods. For one explicit method, we provide conditions under which it converges to stationary points of non-convex functions. For all, we provide conditions on the convex function and kinetic energy pair that guarantee linear convergence, and show that these conditions can be satisfied by functions with power growth. In sum, these methods expand the class of convex functions on which linear convergence is possible with first-order computation.


PhD Dissertation: Generalized Independent Components Analysis Over Finite Alphabets

arXiv.org Machine Learning

Independent component analysis (ICA) is a statistical method for transforming an observable multi-dimensional random vector into components that are as statistically independent as possible from each other. Usually the ICA framework assumes a model according to which the observations are generated (such as a linear transformation with additive noise). ICA over finite fields is a special case of ICA in which both the observations and the independent components are over a finite alphabet. In this thesis we consider a formulation of the finite-field case in which an observation vector is decomposed to its independent components (as much as possible) with no prior assumption on the way it was generated. This generalization is also known as Barlow's minimal redundancy representation and is considered an open problem. We propose several theorems and show that this hard problem can be accurately solved with a branch and bound search tree algorithm, or tightly approximated with a series of linear problems. Moreover, we show that there exists a simple transformation (namely, order permutation) which provides a greedy yet very effective approximation of the optimal solution. We further show that while not every random vector can be efficiently decomposed into independent components, the vast majority of vectors do decompose very well (that is, within a small constant cost), as the dimension increases. In addition, we show that we may practically achieve this favorable constant cost with a complexity that is asymptotically linear in the alphabet size. Our contribution provides the first efficient set of solutions to Barlow's problem with theoretical and computational guarantees. Finally, we demonstrate our suggested framework in multiple source coding applications.


Minimax Learning of Ergodic Markov Chains

arXiv.org Machine Learning

We compute the finite-sample minimax (modulo logarithmic factors) sample complexity of learning the parameters of a finite Markov chain from a single long sequence of states. Our error metric is a natural variant of total variation. The sample complexity necessarily depends on the spectral gap and minimal stationary probability of the unknown chain - for which, at least in the reversible case, there are known finite-sample estimators with fully empirical confidence intervals. To our knowledge, this is the first PAC-type result with nearly matching (up to logs) upper and lower bounds for learning, in any metric in the context of Markov chains.


Identifying Real Estate Opportunities using Machine Learning

arXiv.org Machine Learning

Abstract--The real estate market is exposed to many fluctuations in prices, because of existing correlations with many variables, some of which cannot be controlled or might even be unknown. Housing prices can increase rapidly (or in some cases, also drop very fast), yet the numerous listings available online where houses are sold or rented are not likely to be updated that often. In some cases, individuals interested in selling a house (or apartment) might include it in some online listing, and forget about updating the price. In other cases, some individuals might be interested in deliberately setting a price below the market price in order to sell the home faster, for various reasons. In this paper we aim at developing a machine learning application that identifies opportunities in the real estate market in real time, i.e., houses that are listed with a price substantially below the market price. This program can be useful for investors interested in the housing market. The application is formally implemented as a regression problem, that tries to estimate the market price of a house given features retrieved from public online listings. For building this application, we have performed a feature engineering stage in order to discover relevant features that allows attaining a high predictive performance. Several machine learning algorithms have been tested, including regression trees, k-NN and neural networks, identifying advantages and handicaps of each of them. The real estate market is rapidly evolving. A recent report published by MSCI estimates the size of the professionally managed real estate investment market in $8.5 trillion in 2017, increasing a total of $1.1 trillion since the previous year [1]. Of course, the real market size is expected to be much larger when counting assets which are not professionally managed or that are not object of investment. When looked from a macroeconomic perspective, there are many aspects that significantly drive the behavior of this market, such as demographics, interest rates, government regulation and, for short, global economic health. However, looking at the market evolution from a global perspective turns out to be too simplistic. Although the market at a global scale is very tightly correlated, there are many aspects influencing the behavior of markets at a local scale, such as political instability or the emergence of highly demanded "hot spots" that can shift rapidly.