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On the (Non-)existence of Convex, Calibrated Surrogate Losses for Ranking

Neural Information Processing Systems

We study surrogate losses for learning to rank, in a framework where the rankings are induced by scores and the task is to learn the scoring function. We focus on the calibration of surrogate losses with respect to a ranking evaluation metric, where the calibration is equivalent to the guarantee that near-optimal values of the surrogate risk imply near-optimal values of the risk defined by the evaluation metric. We prove that if a surrogate loss is a convex function of the scores, then it is not calibrated with respect to two evaluation metrics widely used for search engine evaluation, namely the Average Precision and the Expected Reciprocal Rank. We also show that such convex surrogate losses cannot be calibrated with respect to the Pairwise Disagreement, an evaluation metric used when learning from pairwise preferences. Our results cast lights on the intrinsic difficulty of some ranking problems, as well as on the limitations of learning-to-rank algorithms based on the minimization of a convex surrogate risk.


Semiparametric Principal Component Analysis

Neural Information Processing Systems

We propose two new principal component analysis methods in this paper utilizing a semiparametric model. The according methods are named Copula Component Analysis (COCA) and Copula PCA. The semiparametric model assumes that, after unspecified marginally monotone transformations, the distributions are multivariate Gaussian.



AAAI Conferences Calendar

AI Magazine

ICWSM-13 will be held 8-11 July at Conference. FLAIRS 2012 will be held MIT, Cambridge, MA USA May 22-24, 2012 at the TradeWinds Fifteenth International Conference Island Resort, St. Pete Beach, FL ICAPS 2013 will be held Intelligence Conference. IJCAI-13 will be held August 3-URL: www.iccbr.org ICINCO 2013 will be near Washington, DC USA. Thirty-Fifth Annual Conference of held July 27-31, 2014, in Quebec City, The Fifth Conference on Artificial the Cognitive Science Society.


Ancestor Sampling for Particle Gibbs

Neural Information Processing Systems

We present a novel method in the family of particle MCMC methods that we refer to as particle Gibbs with ancestor sampling (PG-AS). Similarly to the existing PG with backward simulation (PG-BS) procedure, we use backward sampling to (considerably) improve the mixing of the PG kernel. Instead of using separate forward and backward sweeps as in PG-BS, however, we achieve the same effect in a single forward sweep. We apply the PG-AS framework to the challenging class of non-Markovian state-space models. We develop a truncation strategy of these models that is applicable in principle to any backward-simulation-based method, but which is particularly well suited to the PG-AS framework. In particular, as we show in a simulation study, PG-AS can yield an order-of-magnitude improved accuracy relative to PG-BS due to its robustness to the truncation error. Several application examples are discussed, including Rao-Blackwellized particle smoothing and inference in degenerate state-space models.


Weighted Likelihood Policy Search with Model Selection

Neural Information Processing Systems

Reinforcement learning (RL) methods based on direct policy search (DPS) have been actively discussed to achieve an efficient approach to complicated Markov decision processes (MDPs). Although they have brought much progress in practical applications of RL, there still remains an unsolved problem in DPS related to model selection for the policy. In this paper, we propose a novel DPS method, {\it weighted likelihood policy search (WLPS)}, where a policy is efficiently learned through the weighted likelihood estimation. WLPS naturally connects DPS to the statistical inference problem and thus various sophisticated techniques in statistics can be applied to DPS problems directly. Hence, by following the idea of the {\it information criterion}, we develop a new measurement for model comparison in DPS based on the weighted log-likelihood.


Multi-Stage Multi-Task Feature Learning

Neural Information Processing Systems

Multi-task sparse feature learning aims to improve the generalization performance by exploiting the shared features among tasks. It has been successfully applied to many applications including computer vision and biomedical informatics. Most of the existing multi-task sparse feature learning algorithms are formulated as a convex sparse regularization problem, which is usually suboptimal, due to its looseness for approximating an $\ell_0$-type regularizer. In this paper, we propose a non-convex formulation for multi-task sparse feature learning based on a novel regularizer. To solve the non-convex optimization problem, we propose a Multi-Stage Multi-Task Feature Learning (MSMTFL) algorithm. Moreover, we present a detailed theoretical analysis showing that MSMTFL achieves a better parameter estimation error bound than the convex formulation. Empirical studies on both synthetic and real-world data sets demonstrate the effectiveness of MSMTFL in comparison with the state of the art multi-task sparse feature learning algorithms.


On the connections between saliency and tracking

Neural Information Processing Systems

A model connecting visual tracking and saliency has recently been proposed. This model is based on the saliency hypothesis for tracking which postulates that tracking is achieved by the top-down tuning, based on target features, of discriminant center-surround saliency mechanisms over time. In this work, we identify three main predictions that must hold if the hypothesis were true: 1) tracking reliability should be larger for salient than for non-salient targets, 2) tracking reliability should have a dependence on the defining variables of saliency, namely feature contrast and distractor heterogeneity, and must replicate the dependence of saliency on these variables, and 3) saliency and tracking can be implemented with common low level neural mechanisms. We confirm that the first two predictions hold by reporting results from a set of human behavior studies on the connection between saliency and tracking. We also show that the third prediction holds by constructing a common neurophysiologically plausible architecture that can computationally solve both saliency and tracking. This architecture is fully compliant with the standard physiological models of V1 and MT, and with what is known about attentional control in area LIP, while explaining the results of the human behavior experiments.


Statistical Consistency of Ranking Methods in A Rank-Differentiable Probability Space

Neural Information Processing Systems

This paper is concerned with the statistical consistency of ranking methods. Recently, it was proven that many commonly used pairwise ranking methods are inconsistent with the weighted pairwise disagreement loss (WPDL), which can be viewed as the true loss of ranking, even in a low-noise setting. This result is interesting but also surprising, given that the pairwise ranking methods have been shown very effective in practice. In this paper, we argue that the aforementioned result might not be conclusive, depending on what kind of assumptions are used. We give a new assumption that the labels of objects to rank lie in a rank-differentiable probability space (RDPS), and prove that the pairwise ranking methods become consistent with WPDL under this assumption. What is especially inspiring is that RDPS is actually not stronger than but similar to the low-noise setting. Our studies provide theoretical justifications of some empirical findings on pairwise ranking methods that are unexplained before, which bridge the gap between theory and applications.


Optimal kernel choice for large-scale two-sample tests

Neural Information Processing Systems

Abstract Given samples from distributions $p$ and $q$, a two-sample test determines whether to reject the null hypothesis that $p=q$, based on the value of a test statistic measuring the distance between the samples. One choice of test statistic is the maximum mean discrepancy (MMD), which is a distance between embeddings of the probability distributions in a reproducing kernel Hilbert space. The kernel used in obtaining these embeddings is thus critical in ensuring the test has high power, and correctly distinguishes unlike distributions with high probability. A means of parameter selection for the two-sample test based on the MMD is proposed. For a given test level (an upper bound on the probability of making a Type I error), the kernel is chosen so as to maximize the test power, and minimize the probability of making a Type II error. The test statistic, test threshold, and optimization over the kernel parameters are obtained with cost linear in the sample size. These properties make the kernel selection and test procedures suited to data streams, where the observations cannot all be stored in memory. In experiments, the new kernel selection approach yields a more powerful test than earlier kernel selection heuristics.