Asia
Random Gradient Descent Tree: A Combinatorial Approach for SVM with Outliers
Ding, Hu (State University of New York at Buffalo) | Xu, Jinhui (State University of New York at Buffalo)
Support Vector Machine (SVM) is a fundamental technique in machine learning. A long time challenge facing SVM is how to deal with outliers (caused by mislabeling), as they could make the classes in SVM nonseparable. Existing techniques, such as soft margin SVM, ν-SVM, and Core-SVM, can alleviate the problem to certain extent, but cannot completely resolve the issue. Recently, there are also techniques available for explicit outlier removal. But they suffer from high time complexity and cannot guarantee quality of solution. In this paper, we present a new combinatorial approach, called Random Gradient Descent Tree (or RGD-tree), to explicitly deal with outliers; this results in a new algorithm called RGD-SVM. Our technique yields provably good solution and can be efficiently implemented for practical purpose. The time and space complexities of our approach only linearly depend on the input size and the dimensionality of the space, which are significantly better than existing ones. Experiments on benchmark datasets suggest that our technique considerably outperforms several popular techniques in most of the cases.
On Interruptible Pure Exploration in Multi-Armed Bandits
Shleyfman, Alexander (Technion – Israel Institute of Technology) | Komenda, Antonín (Czech Technical University in Prague) | Domshlak, Carmel (Technion – Israel Institute of Technology)
Interruptible pure exploration in multi-armed bandits (MABs) is a key component of Monte-Carlo tree search algorithms for sequential decision problems. We introduce Discriminative Bucketing (DB), a novel family of strategies for pure exploration in MABs, which allows for adapting recent advances in non-interruptible strategies to the interruptible setting, while guaranteeing exponential-rate performance improvement over time. Our experimental evaluation demonstrates that the corresponding instances of DB favorably compete both with the currently popular strategies UCB1 and Epsilon-Greedy, as well as with the conservative uniform sampling.
Preference Planning for Markov Decision Processes
Li, Meilun (Beihang University) | She, Zhikun (Beihang University) | Turrini, Andrea (Institute of Software, Chinese Academy of Sciences) | Zhang, Lijun (Institute of Software, Chinese Academy of Sciences)
The classical planning problem can be enriched with quantitative and qualitative user-defined preferences on how the system behaves on achieving the goal. In this paper, we propose the probabilistic preference planning problem for Markov decision processes, where the preferences are based on an enriched probabilistic LTL-style logic. We develop P4Solver, an SMT-based planner computing the preferred plan by reducing the problem to quadratic programming problem, which can be solved using SMT solvers such as Z3. We illustrate the framework by applying our approach on two selected case studies.
Active Learning by Learning
Hsu, Wei-Ning (National Taiwan University) | Lin, Hsuan-Tien (National Taiwan University)
Pool-based active learning is an important technique that helps reduce labeling efforts within a pool of unlabeled instances. Currently, most pool-based active learning strategies are constructed based on some human-designed philosophy; that is, they reflect what human beings assume to be “good labeling questions.” However, while such human-designed philosophies can be useful on specific data sets, it is often difficult to establish the theoretical connection of those philosophies to the true learning performance of interest. In addition, given that a single human-designed philosophy is unlikely to work on all scenarios, choosing and blending those strategies under different scenarios is an important but challenging practical task. This paper tackles this task by letting the machines adaptively “learn” from the performance of a set of given strategies on a particular data set. More specifically, we design a learning algorithm that connects active learning with the well-known multi-armed bandit problem. Further, we postulate that, given an appropriate choice for the multi-armed bandit learner, it is possible to estimate the performance of different strategies on the fly. Extensive empirical studies of the resulting ALBL algorithm confirm that it performs better than state-of-the-art strategies and a leading blending algorithm for active learning, all of which are based on human-designed philosophy.
Bayesian Approach to Modeling and Detecting Communities in Signed Network
Yang, Bo (Jilin University) | Zhao, Xuehua (Jilin University) | Liu, Xueyan (Jilin University)
There has been an increasing interest in exploring signed networks with positive and negative links in that they contain more information than unsigned networks. As fundamental problems of signed network analysis, community detection and sign (or attitude) prediction are still primary challenges. To address them, we propose a generative Bayesian approach, in which 1) a signed stochastic blockmodel is proposed to characterize the community structure in context of signed networks, by means of explicitly formulating the distributions of both density and frustration of signed links from a stochastic perspective, and 2) a model learning algorithm is proposed by theoretically deriving a variational Bayes EM for parameter estimation and a variation based approximate evidence for model selection. Through the comparisons with state-of-the-art methods on synthetic and real-world networks, the proposed approach shows its superiority in both community detection and sign prediction for exploratory networks.
Noise-Robust Semi-Supervised Learning by Large-Scale Sparse Coding
Lu, Zhiwu (Renmin University of China) | Gao, Xin (King Abdullah University of Science and Technology) | Wang, Liwei (Peking University) | Wen, Ji-Rong (Renmin University of China) | Huang, Songfang (IBM China Research Lab)
This paper presents a large-scale sparse coding algorithm to deal with the challenging problem of noise-robust semi-supervised learning over very large data with only few noisy initial labels. By giving an L1-norm formulation of Laplacian regularization directly based upon the manifold structure of the data, we transform noise-robust semi-supervised learning into a generalized sparse coding problem so that noise reduction can be imposed upon the noisy initial labels. Furthermore, to keep the scalability of noise-robust semi-supervised learning over very large data, we make use of both nonlinear approximation and dimension reduction techniques to solve this generalized sparse coding problem in linear time and space complexity. Finally, we evaluate the proposed algorithm in the challenging task of large-scale semi-supervised image classification with only few noisy initial labels. The experimental results on several benchmark image datasets show the promising performance of the proposed algorithm.
Maximin Separation Probability Clustering
Huang, Gao (Tsinghua University) | Zhang, Jianwen (Microsoft) | Song, Shiji (Tsinghua University) | Chen, Zheng (Microsoft)
This paper proposes a new approach for discriminative clustering. The intuition is, for a good clustering, one should be able to learn a classifier from the clustering labels with high generalization accuracy. Thus we define a novel metric to evaluate the quality of a clustering labeling, named Minimum Separation Probability (MSP), which is a lower bound of the generalization accuracy of a classifier learnt from the clustering labeling. We take MSP as the objective to maximize and propose our approach Maximin Separation Probability Clustering (MSPC), which has several attractive properties, such as invariance to anisotropic feature scaling and intuitive probabilistic explanation for clustering quality. We present three efficient optimization strategies for MSPC, and analyze their interesting connections to existing clustering approaches, such as maximum margin clustering (MMC) and discriminative k-means. Empirical results on real world data sets verify that MSP is a robust and effective clustering quality measure. It is also shown that the proposed algorithms compare favorably to state-of-the-art clustering algorithms in both accuracy and efficiency.
Deep Modeling Complex Couplings within Financial Markets
Cao, Wei (University of Technology, Sydney) | Hu, Liang (University of Technology and Shanghai Jiaotong University) | Cao, Longbing (University of Technology)
The global financial crisis occurred in 2008 and its contagion to other regions, as well as the long-lasting impact on different markets, show that it is increasingly important to understand the complicated coupling relationships across financial markets. This is indeed very difficult as complex hidden coupling relationships exist between different financial markets in various countries, which are very hard to model. The couplings involve interactions between homogeneous markets from various countries (we call intra-market coupling), interactions between heterogeneous markets (inter-market coupling) and interactions between current and past market behaviors (temporal coupling). Very limited work has been done towards modeling such complex couplings, whereas some existing methods predict market movement by simply aggregating indicators from various markets but ignoring the inbuilt couplings. As a result, these methods are highly sensitive to observations, and may often fail when financial indicators change slightly. In this paper, a coupled deep belief network is designed to accommodate the above three types of couplings across financial markets. With a deep-architecture model to capture the high-level coupled features, the proposed approach can infer market trends. Experimental results on data of stock and currency markets from three countries show that our approach outperforms other baselines, from both technical and business perspectives.
Crowd Motion Monitoring with Thermodynamics-Inspired Feature
Zhang, Xinfeng (Fudan University) | Yang, Su (Fudan University) | Tang, Yuan Yan (University of Macau) | Zhang, Weishan (University of Petroleum)
Crowd motion in surveillance videos is comparable to heat motion of basic particles. Inspired by that, we introduce Boltzmann Entropy to measure crowd motion in optical flow field so as to detect abnormal collective behaviors. As a result, the collective crowd moving pattern can be represented as a time series. We found that when most people behave anomaly, the entropy value will increase drastically. Thus, a threshold can be applied to the time series to identify abnormal crowd commotion in a simple and efficient manner without machine learning. The experimental results show promising performance compared with the state of the art methods. The system works in real time with high precision.
Spectral Clustering Using Multilinear SVD: Analysis, Approximations and Applications
Ghoshdastidar, Debarghya (Indian Institute of Science, Bangalore) | Dukkipati, Ambedkar (Indian Institute of Science, Bangalore)
Spectral clustering, a graph partitioning technique, has gained immense popularity in machine learning in the context of unsupervised learning. This is due to convincing empirical studies, elegant approaches involved and the theoretical guarantees provided in the literature. To tackle some challenging problems that arose in computer vision etc., recently, a need to develop spectral methods that incorporate multi-way similarity measures surfaced. This, in turn, leads to a hypergraph partitioning problem. In this paper, we formulate a criterion for partitioning uniform hypergraphs, and show that a relaxation of this problem is related to the multilinear singular value decomposition (SVD) of symmetric tensors. Using this, we provide a spectral technique for clustering based on higher order affinities, and derive a theoretical bound on the error incurred by this method. We also study the complexity of the algorithm and use Nystr ̈om’s method and column sampling techniques to develop approximate methods with significantly reduced complexity. Experiments on geometric grouping and motion segmentation demonstrate the practical significance of the proposed methods.