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On Adaptivity in Information-constrained Online Learning
Mitra, Siddharth, Gopalan, Aditya
We study how to adapt to smoothly-varying (`easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with expert advice, we present an online algorithm whose regret depends optimally on the number of labels allowed and $Q^*$ (the quadratic variation of the losses of the best action in hindsight), along with a parameter-free counterpart whose regret depends optimally on $Q$ (the quadratic variation of the losses of all the actions). These quantities can be significantly smaller than $T$ (the total time horizon), yielding an improvement over existing, variation-independent results for the problem. We then extend our analysis to handle label efficient prediction with bandit feedback, i.e., label efficient bandits. Our work builds upon the framework of optimistic online mirror descent, and leverages second order corrections along with a carefully designed hybrid regularizer that encodes the constrained information structure of the problem. We then consider revealing action-partial monitoring games -- a version of label efficient prediction with additive information costs, which in general are known to lie in the \textit{hard} class of games having minimax regret of order $T^{\frac{2}{3}}$. We provide a strategy with an $\mathcal{O}((Q^*T)^{\frac{1}{3}})$ bound for revealing action games, along with an one with a $\mathcal{O}((QT)^{\frac{1}{3}})$ bound for the full class of hard partial monitoring games, both being strict improvements over current bounds.
Online Ranking with Concept Drifts in Streaming Data
Irurozki, Ekhine, Lobo, Jesus, Perez, Aritz, Del Ser, Javier
Two important problems in preference elicitation are rank aggregation and label ranking. Rank aggregation consists of finding a ranking that best summarizes a collection of preferences of some agents. The latter, label ranking, aims at learning a mapping between data instances and rankings defined over a finite set of categories or labels. This problem can effectively model many real application scenarios such as recommender systems. However, even when the preferences of populations usually change over time, related literature has so far addressed both problems over non-evolving preferences. This work deals with the problems of rank aggregation and label ranking over non-stationary data streams. In this context, there is a set of $n$ items and $m$ agents which provide their votes by casting a ranking of the $n$ items. The rankings are noisy realizations of an unknown probability distribution that changes over time. Our goal is to learn, in an online manner, the current ground truth distribution of rankings. We begin by proposing an aggregation function called Forgetful Borda (FBorda) that, using a forgetting mechanism, gives more importance to recently observed preferences. We prove that FBorda is a consistent estimator of the Kemeny ranking and lower bound the number of samples needed to learn the distribution while guaranteeing a certain level of confidence. Then, we develop a $k$-nearest neighbor classifier based on the proposed FBorda aggregation algorithm for the label ranking problem and demonstrate its accuracy in several scenarios of label ranking problem over evolving preferences.
A Memetic Algorithm Based on Breakout Local Search for the Generalized Travelling Salesman Problem
Krari, Mehdi El, Ahiod, Belaรฏd
The Travelling Salesman Problem (TSP) is one of the most popularCombinatorial Optimization Problem. It is well solicited for the large variety ofapplications that it can solve, but also for its difficulty to find optimal solutions. Oneof the variants of the TSP is the Generalized TSP (GTSP), where the TSP isconsidered as a special case which makes the GTSP harder to solve. We propose inthis paper a new memetic algorithm based on the well-known Breakout Local Search(BLS) metaheuristic to provide good solutions for GTSP instances. Our approach iscompetitive compared to other recent memetic algorithms proposed for the GTSPand gives at the same time some improvements to BLS to reduce its runtime.Keywords: Generalized Travelling Salesman Problem, Breakout Local Search,Memetic Algorithms, Iterated Local Search
XL-Editor: Post-editing Sentences with XLNet
Shih, Yong-Siang, Chang, Wei-Cheng, Yang, Yiming
While neural sequence generation models achieve initial su c-cess for many NLP applications, the canonical decoding procedure with left-to-right generation order (i.e., autoreg res-sive) in one-pass can not reflect the true nature of human revising a sentence to obtain a refined result. In this work, we propose XL-Editor, a novel training framework that enables state-of-the-art generalized autoregressive pretrainin g methods, XLNet specifically, to revise a given sentence by the variable-length insertion probability. Concretely, XL-E ditor can (1) estimate the probability of inserting a variable-le ngth sequence into a specific position of a given sentence; (2) execute post-editing operations such as insertion, deletion, and replacement based on the estimated variable-length insert ion probability; (3) complement existing sequence-to-sequen ce models to refine the generated sequences. Empirically, we first demonstrate better post-editing capabilities of XL-E ditor over XLNet on the text insertion and deletion tasks, which validates the effectiveness of our proposed framework. Fur - thermore, we extend XL-Editor to the unpaired text style transfer task, where transferring the target style onto a gi ven sentence can be naturally viewed as post-editing the senten ce into the target style. XL-Editor achieves significant impro ve-ment in style transfer accuracy and also maintains coherent semantic of the original sentence, showing the broad applic ability of our method.
The Exact Equivalence of Independence Testing and Two-Sample Testing
Shen, Cencheng, Priebe, Carey E., Vogelstein, Joshua T.
Testing independence and testing equality of distributions are two tightly related statistical hypotheses. Several distance and kernel-based statistics are recently proposed to achieve universally consistent testing for either hypothesis. On the distance side, the distance correlation is proposed for independence testing, and the energy statistic is proposed for two-sample testing. On the kernel side, the Hilbert-Schmidt independence criterion is proposed for independence testing and the maximum mean discrepancy is proposed for two-sample testing. In this paper, we show that two-sample testing are special cases of independence testing via an auxiliary label vector, and prove that distance correlation is exactly equivalent to the energy statistic in terms of the population statistic, the sample statistic, and the testing p-value via permutation test. The equivalence can be further generalized to K-sample testing and extended to the kernel regime. As a consequence, it suffices to always use an independence statistic to test equality of distributions, which enables better interpretability of the test statistic and more efficient testing.
Sparse (group) learning with Lipschitz loss functions: a unified analysis
We study a family of sparse estimators defined as minimizers of some empirical Lipschitz loss function---which include hinge, logistic and quantile regression losses---with a convex, sparse or group-sparse regularization. In particular, we consider the L1-norm on the coefficients, its sorted Slope version, and the Group L1-L2 extension. First, we propose a theoretical framework which simultaneously derives new L2 estimation upper bounds for all three regularization schemes. For L1 and Slope regularizations, our bounds scale as $(k^*/n) \log(p/k^*)$---$n\times p$ is the size of the design matrix and $k^*$ the dimension of the theoretical loss minimizer $\beta^*$---matching the optimal minimax rate achieved for the least-squares case. For Group L1-L2 regularization, our bounds scale as $(s^*/n) \log\left( G / s^* \right) + m^* / n$---$G$ is the total number of groups and $m^*$ the number of coefficients in the $s^*$ groups which contain $\beta^*$---and improve over the least-squares case. We additionally show that Group L1-L2 is superior to L1 and Slope when the signal is strongly group-sparse. Our bounds are achieved both in probability and in expectation, under common assumptions in the literature. Second, we propose an accelerated proximal algorithm which computes the convex estimators studied when the number of variables is of the order of $100,000$. We compare the statistical performance of our estimators against standard baselines for settings where the signal is either sparse or group-sparse. Our experiments findings reveal (i) the good empirical performance of L1 and Slope for sparse binary classification problems, (ii) the superiority of Group L1-L2 regularization for group-sparse classification problems and (iii) the appealing properties of sparse quantile regression estimators for sparse regression problems with heteroscedastic noise.
Identification of Interaction Clusters Using a Semi-supervised Hierarchical Clustering Method
Chen, Yu, Yang, Yuanyuan, Jin, Yaochu, Zou, Xiufen
Motivation: Identifying interaction clusters of large gene regulatory networks (GRNs) is critical for its further investigation, while this task is very challenging, attributed to data noise in experiment data, large scale of GRNs, and inconsistency between gene expression profiles and function modules, etc. It is promising to semi-supervise this process by prior information, but shortage of prior information sometimes make it very challenging. Meanwhile, it is also annoying, and sometimes impossible to discovery gold standard for evaluation of clustering results.\\ Results: With assistance of an online enrichment tool, this research proposes a semi-supervised hierarchical clustering method via deconvolved correlation matrix~(SHC-DC) to discover interaction clusters of large-scale GRNs. Three benchmark networks including a \emph{Ecoli} network and two \emph{Yeast} networks are employed to test semi-supervision scheme of the proposed method. Then, SHC-DC is utilized to cluster genes in sleep study. Results demonstrates it can find interaction modules that are generally enriched in various signal pathways. Besides the significant influence on blood level of interleukins, impact of sleep on important pathways mediated by them is also validated by the discovered interaction modules.
LSTM-Assisted Evolutionary Self-Expressive Subspace Clustering
Xu, Di, Long, Tianhang, Gao, Junbin
Massive volumes of high-dimensional data that evolves over time is continuously collected by contemporary information processing systems, which brings up the problem of organizing this data into clusters, i.e. achieve the purpose of dimensional deduction, and meanwhile learning its temporal evolution patterns. In this paper, a framework for evolutionary subspace clustering, referred to as LSTM-ESCM, is introduced, which aims at clustering a set of evolving high-dimensional data points that lie in a union of low-dimensional evolving subspaces. In order to obtain the parsimonious data representation at each time step, we propose to exploit the so-called self-expressive trait of the data at each time point. At the same time, LSTM networks are implemented to extract the inherited temporal patterns behind data in an overall time frame. An efficient algorithm has been proposed based on MATLAB. Next, experiments are carried out on real-world datasets to demonstrate the effectiveness of our proposed approach. And the results show that the suggested algorithm dramatically outperforms other known similar approaches in terms of both run time and accuracy.
Machine Learning for AC Optimal Power Flow
Guha, Neel, Wang, Zhecheng, Wytock, Matt, Majumdar, Arun
W e explore machine learning methods for AC Optimal Powerflow (ACOPF) - the task of optimizing power generation in a transmission network according while respecting physical and engineering constraints. W e present two formulations of ACOPF as a machine learning problem: 1) an end-to-end prediction task where we directly predict the optimal generator settings, and 2) a constraint prediction task where we predict the set of active constraints in the optimal solution.
Dictionary Learning with Almost Sure Error Constraints
Sheriff, Mohammed Rayyan, Chatterjee, Debasish
A dictionary is a database of standard vectors, so that other vectors / signals are expressed as linear combinations of dictionary vectors, and the task of learning a dictionary for a given data is to find a good dictionary so that the representation of data points has desirable features. Dictionary learning and the related matrix factorization methods have gained significant prominence recently due to their applications in Wide variety of fields like machine learning, signal processing, statistics etc. In this article we study the dictionary learning problem for achieving desirable features in the representation of a given data with almost sure recovery constraints. We impose the constraint that every sample is reconstructed properly to within a predefined threshold. This problem formulation is more challenging than the conventional dictionary learning, which is done by minimizing a regularised cost function. We make use of the duality results for linear inverse problems to obtain an equivalent reformulation in the form of a convex-concave min-max problem. The resulting min-max problem is then solved using gradient descent-ascent like algorithms.