Europe
Harvesting comparable corpora and mining them for equivalent bilingual sentences using statistical classification and analogy- based heuristics
Wołk, Krzysztof, Rejmund, Emilia, Marasek, Krzysztof
Parallel sentences are a relatively scarce but extremely useful resource for many applications including cross-lingual retrieval and statistical machine translation. This research explores our new methodologies for mining such data from previously obtained comparable corpora. The task is highly practical since non-parallel multilingual data exist in far greater quantities than parallel corpora, but parallel sentences are a much more useful resource. Here we propose a web crawling method for building subject-aligned comparable corpora from e.g. Wikipedia dumps and Euronews web page. The improvements in machine translation are shown on Polish-English language pair for various text domains. We also tested another method of building parallel corpora based on comparable corpora data. It lets automatically broad existing corpus of sentences from subject of corpora based on analogies between them.
On the Global Linear Convergence of Frank-Wolfe Optimization Variants
Lacoste-Julien, Simon, Jaggi, Martin
The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning applications. However, its convergence rate is known to be slow (sublinear) when the solution lies at the boundary. A simple less-known fix is to add the possibility to take 'away steps' during optimization, an operation that importantly does not require a feasibility oracle. In this paper, we highlight and clarify several variants of the Frank-Wolfe optimization algorithm that have been successfully applied in practice: away-steps FW, pairwise FW, fully-corrective FW and Wolfe's minimum norm point algorithm, and prove for the first time that they all enjoy global linear convergence, under a weaker condition than strong convexity of the objective. The constant in the convergence rate has an elegant interpretation as the product of the (classical) condition number of the function with a novel geometric quantity that plays the role of a 'condition number' of the constraint set. We provide pointers to where these algorithms have made a difference in practice, in particular with the flow polytope, the marginal polytope and the base polytope for submodular optimization.
Stochastic Expectation Propagation
Li, Yingzhen, Hernandez-Lobato, Jose Miguel, Turner, Richard E.
Expectation propagation (EP) is a deterministic approximation algorithm that is often used to perform approximate Bayesian parameter learning. EP approximates the full intractable posterior distribution through a set of local approximations that are iteratively refined for each datapoint. EP can offer analytic and computational advantages over other approximations, such as Variational Inference (VI), and is the method of choice for a number of models. The local nature of EP appears to make it an ideal candidate for performing Bayesian learning on large models in large-scale dataset settings. However, EP has a crucial limitation in this context: the number of approximating factors needs to increase with the number of data-points, N, which often entails a prohibitively large memory overhead. This paper presents an extension to EP, called stochastic expectation propagation (SEP), that maintains a global posterior approximation (like VI) but updates it in a local way (like EP). Experiments on a number of canonical learning problems using synthetic and real-world datasets indicate that SEP performs almost as well as full EP, but reduces the memory consumption by a factor of $N$. SEP is therefore ideally suited to performing approximate Bayesian learning in the large model, large dataset setting.
A Random Forest Guided Tour
The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method. The approach, which combines several randomized decision trees and aggregates their predictions by averaging, has shown excellent performance in settings where the number of variables is much larger than the number of observations. Moreover, it is versatile enough to be applied to large-scale problems, is easily adapted to various ad-hoc learning tasks, and returns measures of variable importance. The present article reviews the most recent theoretical and methodological developments for random forests. Emphasis is placed on the mathematical forces driving the algorithm, with special attention given to the selection of parameters, the resampling mechanism, and variable importance measures. This review is intended to provide non-experts easy access to the main ideas.
Complete Dictionary Recovery over the Sphere
Sun, Ju, Qu, Qing, Wright, John
We consider the problem of recovering a complete (i.e., square and invertible) matrix $\mathbf A_0$, from $\mathbf Y \in \mathbb R^{n \times p}$ with $\mathbf Y = \mathbf A_0 \mathbf X_0$, provided $\mathbf X_0$ is sufficiently sparse. This recovery problem is central to the theoretical understanding of dictionary learning, which seeks a sparse representation for a collection of input signals, and finds numerous applications in modern signal processing and machine learning. We give the first efficient algorithm that provably recovers $\mathbf A_0$ when $\mathbf X_0$ has $O(n)$ nonzeros per column, under suitable probability model for $\mathbf X_0$. In contrast, prior results based on efficient algorithms provide recovery guarantees when $\mathbf X_0$ has only $O(n^{1-\delta})$ nonzeros per column for any constant $\delta \in (0, 1)$. Our algorithmic pipeline centers around solving a certain nonconvex optimization problem with a spherical constraint, and hence is naturally phrased in the language of manifold optimization. To show this apparently hard problem is tractable, we first provide a geometric characterization of the high-dimensional objective landscape, which shows that with high probability there are no "spurious" local minima. This particular geometric structure allows us to design a Riemannian trust region algorithm over the sphere that provably converges to one local minimizer with an arbitrary initialization, despite the presence of saddle points. The geometric approach we develop here may also shed light on other problems arising from nonconvex recovery of structured signals.
Extending Gossip Algorithms to Distributed Estimation of U-Statistics
Colin, Igor, Bellet, Aurélien, Salmon, Joseph, Clémençon, Stéphan
Efficient and robust algorithms for decentralized estimation in networks are essential to many distributed systems. Whereas distributed estimation of sample mean statistics has been the subject of a good deal of attention, computation of $U$-statistics, relying on more expensive averaging over pairs of observations, is a less investigated area. Yet, such data functionals are essential to describe global properties of a statistical population, with important examples including Area Under the Curve, empirical variance, Gini mean difference and within-cluster point scatter. This paper proposes new synchronous and asynchronous randomized gossip algorithms which simultaneously propagate data across the network and maintain local estimates of the $U$-statistic of interest. We establish convergence rate bounds of $O(1/t)$ and $O(\log t / t)$ for the synchronous and asynchronous cases respectively, where $t$ is the number of iterations, with explicit data and network dependent terms. Beyond favorable comparisons in terms of rate analysis, numerical experiments provide empirical evidence the proposed algorithms surpasses the previously introduced approach.
Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes
Giraud, Christophe, Roueff, François, Sanchez-Perez, Andres
In this work, we study the problem of aggregating a finite number of predictors for nonstationary sub-linear processes. We provide oracle inequalities relying essentially on three ingredients: (1) a uniform bound of the $\ell^1$ norm of the time varying sub-linear coefficients, (2) a Lipschitz assumption on the predictors and (3) moment conditions on the noise appearing in the linear representation. Two kinds of aggregations are considered giving rise to different moment conditions on the noise and more or less sharp oracle inequalities. We apply this approach for deriving an adaptive predictor for locally stationary time varying autoregressive (TVAR) processes. It is obtained by aggregating a finite number of well chosen predictors, each of them enjoying an optimal minimax convergence rate under specific smoothness conditions on the TVAR coefficients. We show that the obtained aggregated predictor achieves a minimax rate while adapting to the unknown smoothness. To prove this result, a lower bound is established for the minimax rate of the prediction risk for the TVAR process. Numerical experiments complete this study. An important feature of this approach is that the aggregated predictor can be computed recursively and is thus applicable in an online prediction context.
Tree-Guided MCMC Inference for Normalized Random Measure Mixture Models
Normalized random measures (NRMs) provide a broad class of discrete random measures that are often used as priors for Bayesian nonparametric models. Dirichlet process is a well-known example of NRMs. Most of posterior inference methods for NRM mixture models rely on MCMC methods since they are easy to implement and their convergence is well studied. However, MCMC often suffers from slow convergence when the acceptance rate is low. Tree-based inference is an alternative deterministic posterior inference method, where Bayesian hierarchical clustering (BHC) or incremental Bayesian hierarchical clustering (IBHC) have been developed for DP or NRM mixture (NRMM) models, respectively. Although IBHC is a promising method for posterior inference for NRMM models due to its efficiency and applicability to online inference, its convergence is not guaranteed since it uses heuristics that simply selects the best solution after multiple trials are made. In this paper, we present a hybrid inference algorithm for NRMM models, which combines the merits of both MCMC and IBHC. Trees built by IBHC outlines partitions of data, which guides Metropolis-Hastings procedure to employ appropriate proposals. Inheriting the nature of MCMC, our tree-guided MCMC (tgMCMC) is guaranteed to converge, and enjoys the fast convergence thanks to the effective proposals guided by trees. Experiments on both synthetic and real-world datasets demonstrate the benefit of our method.
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables
Dahlin, Johan, Lindsten, Fredrik, Kronander, Joel, Schön, Thomas B.
Pseudo-marginal Metropolis-Hastings (pmMH) is a powerful method for Bayesian inference in models where the posterior distribution is analytical intractable or computationally costly to evaluate directly. It operates by introducing additional auxiliary variables into the model and form an extended target distribution, which then can be evaluated point-wise. In many cases, the standard Metropolis-Hastings is then applied to sample from the extended target and the sought posterior can be obtained by marginalisation. However, in some implementations this approach suffers from poor mixing as the auxiliary variables are sampled from an independent proposal. We propose a modification to the pmMH algorithm in which a Crank-Nicolson (CN) proposal is used instead. This results in that we introduce a positive correlation in the auxiliary variables. We investigate how to tune the CN proposal and its impact on the mixing of the resulting pmMH sampler. The conclusion is that the proposed modification can have a beneficial effect on both the mixing of the Markov chain and the computational cost for each iteration of the pmMH algorithm.
Ethical Artificial Intelligence
This book-length article combines several peer reviewed papers and new material to analyze the issues of ethical artificial intelligence (AI). The behavior of future AI systems can be described by mathematical equations, which are adapted to analyze possible unintended AI behaviors and ways that AI designs can avoid them. This article makes the case for utility-maximizing agents and for avoiding infinite sets in agent definitions. It shows how to avoid agent self-delusion using model-based utility functions and how to avoid agents that corrupt their reward generators (sometimes called "perverse instantiation") using utility functions that evaluate outcomes at one point in time from the perspective of humans at a different point in time. It argues that agents can avoid unintended instrumental actions (sometimes called "basic AI drives" or "instrumental goals") by accurately learning human values. This article defines a self-modeling agent framework and shows how it can avoid problems of resource limits, being predicted by other agents, and inconsistency between the agent's utility function and its definition (one version of this problem is sometimes called "motivated value selection"). This article also discusses how future AI will differ from current AI, the politics of AI, and the ultimate use of AI to help understand the nature of the universe and our place in it.