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Estimation of Skill Distributions

arXiv.org Machine Learning

In this paper, we study the problem of learning the skill distribution of a population of agents from observations of pairwise games in a tournament. These games are played among randomly drawn agents from the population. The agents in our model can be individuals, sports teams, or Wall Street fund managers. Formally, we postulate that the likelihoods of game outcomes are governed by the Bradley-Terry-Luce (or multinomial logit) model, where the probability of an agent beating another is the ratio between its skill level and the pairwise sum of skill levels, and the skill parameters are drawn from an unknown skill density of interest. The problem is, in essence, to learn a distribution from noisy, quantized observations. We propose a simple and tractable algorithm that learns the skill density with near-optimal minimax mean squared error scaling as $n^{-1+\varepsilon}$, for any $\varepsilon>0$, when the density is smooth. Our approach brings together prior work on learning skill parameters from pairwise comparisons with kernel density estimation from non-parametric statistics. Furthermore, we prove minimax lower bounds which establish minimax optimality of the skill parameter estimation technique used in our algorithm. These bounds utilize a continuum version of Fano's method along with a covering argument. We apply our algorithm to various soccer leagues and world cups, cricket world cups, and mutual funds. We find that the entropy of a learnt distribution provides a quantitative measure of skill, which provides rigorous explanations for popular beliefs about perceived qualities of sporting events, e.g., soccer league rankings. Finally, we apply our method to assess the skill distributions of mutual funds. Our results shed light on the abundance of low quality funds prior to the Great Recession of 2008, and the domination of the industry by more skilled funds after the financial crisis.


Lower Bounds and a Near-Optimal Shrinkage Estimator for Least Squares using Random Projections

arXiv.org Machine Learning

In this work, we consider the deterministic optimization using random projections as a statistical estimation problem, where the squared distance between the predictions from the estimator and the true solution is the error metric. In approximately solving a large scale least squares problem using Gaussian sketches, we show that the sketched solution has a conditional Gaussian distribution with the true solution as its mean. Firstly, tight worst case error lower bounds with explicit constants are derived for any estimator using the Gaussian sketch, and the classical sketching is shown to be the optimal unbiased estimator. For biased estimators, the lower bound also incorporates prior knowledge about the true solution. Secondly, we use the James-Stein estimator to derive an improved estimator for the least squares solution using the Gaussian sketch. An upper bound on the expected error of this estimator is derived, which is smaller than the error of the classical Gaussian sketch solution for any given data. The upper and lower bounds match when the SNR of the true solution is known to be small and the data matrix is well conditioned. Empirically, this estimator achieves smaller error on simulated and real datasets, and works for other common sketching methods as well.


The Statistical Cost of Robust Kernel Hyperparameter Tuning

arXiv.org Machine Learning

This paper studies the statistical complexity of kernel hyperparameter tuning in the setting of active regression under adversarial noise. We consider the problem of finding the best interpolant from a class of kernels with unknown hyperparameters, assuming only that the noise is square-integrable. We provide finite-sample guarantees for the problem, characterizing how increasing the complexity of the kernel class increases the complexity of learning kernel hyperparameters. For common kernel classes (e.g. squared-exponential kernels with unknown lengthscale), our results show that hyperparameter optimization increases sample complexity by just a logarithmic factor, in comparison to the setting where optimal parameters are known in advance. Our result is based on a subsampling guarantee for linear regression under multiple design matrices, combined with an {\epsilon}-net argument for discretizing kernel parameterizations.


Multi-view Low-rank Preserving Embedding: A Novel Method for Multi-view Representation

arXiv.org Machine Learning

In recent years, we have witnessed a surge of interest in multi-view representation learning, which is concerned with the problem of learning representations of multi-view data. When facing multiple views that are highly related but sightly different from each other, most of existing multi-view methods might fail to fully integrate multi-view information. Besides, correlations between features from multiple views always vary seriously, which makes multi-view representation challenging. Therefore, how to learn appropriate embedding from multi-view information is still an open problem but challenging. To handle this issue, this paper proposes a novel multi-view learning method, named Multi-view Low-rank Preserving Embedding (MvLPE). It integrates different views into one centroid view by minimizing the disagreement term, based on distance or similarity matrix among instances, between the centroid view and each view meanwhile maintaining low-rank reconstruction relations among samples for each view, which could make more full use of compatible and complementary information from multi-view features. Unlike existing methods with additive parameters, the proposed method could automatically allocate a suitable weight for each view in multi-view information fusion. However, MvLPE couldn't be directly solved, which makes the proposed MvLPE difficult to obtain an analytic solution. To this end, we approximate this solution based on stationary hypothesis and normalization post-processing to efficiently obtain the optimal solution. Furthermore, an iterative alternating strategy is provided to solve this multi-view representation problem. The experiments on six benchmark datasets demonstrate that the proposed method outperforms its counterparts while achieving very competitive performance.


Beyond 5G: Making Machine Learning To Work On 6G

#artificialintelligence

As the world tries to grapple with the implications of 5G, researchers from China have already started looking into 6G. University, China, and others investigated the challenges of embracing 6G as the world moves towards ML heavy solutions. Their main objective is to find out how to make ML more feasible in a high-speed wireless environment. Federated learning, stated the authors, is an emerging distributed AI approach with privacy preservation nature is particularly attractive for various wireless applications, especially to achieve ubiquitous AI in 6G. Traditional Machine Learning techniques rely on a central server and are prone to critical security challenges, e.g., a single point of failure.


Trump aims to sidestep another arms pact to sell more U.S. drones

The Japan Times

Washington โ€“ The Trump administration plans to reinterpret a Cold War-era arms agreement between 34 nations with the goal of allowing U.S. defense contractors to sell more American-made drones to a wide array of nations, three defense industry executives and a U.S. official told Reuters. The policy change, which has not been previously reported, could open up sales of armed U.S. drones to less stable governments such as Jordan and the United Arab Emirates that in the past have been forbidden from buying them under the 33-year-old Missile Technology Control Regime (MTCR), said the U.S. official, a former U.S. official and one of the executives. It could also undermine longstanding MTCR compliance from countries such as Russia, said the U.S. official, who has direct knowledge of the policy shift. Reinterpreting the MTCR is part of a broader Trump administration effort to sell more weapons overseas. It has overhauled a broad range of arms export regulations and removed the U.S. from international arms treaties including the Intermediate-Range Nuclear Forces Treaty and the Open Skies Treaty.


Generalization by Recognizing Confusion

arXiv.org Machine Learning

A recently-proposed technique called self-adaptive training augments modern neural networks by allowing them to adjust training labels on the fly, to avoid overfitting to samples that may be mislabeled or otherwise non-representative. By combining the self-adaptive objective with mixup, we further improve the accuracy of self-adaptive models for image recognition; the resulting classifier obtains state-of-the-art accuracies on datasets corrupted with label noise. Robustness to label noise implies a lower generalization gap; thus, our approach also leads to improved generalizability. We find evidence that the Rademacher complexity of these algorithms is low, suggesting a new path towards provable generalization for this type of deep learning model. Last, we highlight a novel connection between difficulties accounting for rare classes and robustness under noise, as rare classes are in a sense indistinguishable from label noise. Our code can be found at https://github.com/Tuxianeer/generalizationconfusion.


A Practical Sparse Approximation for Real Time Recurrent Learning

arXiv.org Machine Learning

Current methods for training recurrent neural networks are based on backpropagation through time, which requires storing a complete history of network states, and prohibits updating the weights `online' (after every timestep). Real Time Recurrent Learning (RTRL) eliminates the need for history storage and allows for online weight updates, but does so at the expense of computational costs that are quartic in the state size. This renders RTRL training intractable for all but the smallest networks, even ones that are made highly sparse. We introduce the Sparse n-step Approximation (SnAp) to the RTRL influence matrix, which only keeps entries that are nonzero within n steps of the recurrent core. SnAp with n=1 is no more expensive than backpropagation, and we find that it substantially outperforms other RTRL approximations with comparable costs such as Unbiased Online Recurrent Optimization. For highly sparse networks, SnAp with n=2 remains tractable and can outperform backpropagation through time in terms of learning speed when updates are done online. SnAp becomes equivalent to RTRL when n is large.


Online Metric Learning for Multi-Label Classification

arXiv.org Machine Learning

Existing research into online multi-label classification, such as online sequential multi-label extreme learning machine (OSML-ELM) and stochastic gradient descent (SGD), has achieved promising performance. However, these works do not take label dependencies into consideration and lack a theoretical analysis of loss functions. Accordingly, we propose a novel online metric learning paradigm for multi-label classification to fill the current research gap. Generally, we first propose a new metric for multi-label classification which is based on $k$-Nearest Neighbour ($k$NN) and combined with large margin principle. Then, we adapt it to the online settting to derive our model which deals with massive volume ofstreaming data at a higher speed online. Specifically, in order to learn the new $k$NN-based metric, we first project instances in the training dataset into the label space, which make it possible for the comparisons of instances and labels in the same dimension. After that, we project both of them into a new lower dimension space simultaneously, which enables us to extract the structure of dependencies between instances and labels. Finally, we leverage the large margin and $k$NN principle to learn the metric with an efficient optimization algorithm. Moreover, we provide theoretical analysis on the upper bound of the cumulative loss for our method. Comprehensive experiments on a number of benchmark multi-label datasets validate our theoretical approach and illustrate that our proposed online metric learning (OML) algorithm outperforms state-of-the-art methods.


Attentive Feature Reuse for Multi Task Meta learning

arXiv.org Machine Learning

We develop new algorithms for simultaneous learning of multiple tasks (e.g., image classification, depth estimation), and for adapting to unseen task/domain distributions within those high-level tasks (e.g., different environments). First, we learn common representations underlying all tasks. We then propose an attention mechanism to dynamically specialize the network, at runtime, for each task. Our approach is based on weighting each feature map of the backbone network, based on its relevance to a particular task. To achieve this, we enable the attention module to learn task representations during training, which are used to obtain attention weights. Our method improves performance on new, previously unseen environments, and is 1.5x faster than standard existing meta learning methods using similar architectures. We highlight performance improvements for Multi-Task Meta Learning of 4 tasks (image classification, depth, vanishing point, and surface normal estimation), each over 10 to 25 test domains/environments, a result that could not be achieved with standard meta learning techniques like MAML.