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Canonical Correlation Analysis (CCA) Based Multi-View Learning: An Overview
Multi-view learning (MVL) is a strategy for fusing data from different sources or subsets. Canonical correlation analysis (CCA) is very important in MVL, whose main idea is to map data from different views onto a common space with the maximum correlation. The traditional CCA can only be used to calculate the linear correlation between two views. Moreover, it is unsupervised, and the label information is wasted in supervised learning tasks. Many nonlinear, supervised, or generalized extensions have been proposed to overcome these limitations. However, to our knowledge, there is no up-to-date overview of these approaches. This paper fills this gap, by providing a comprehensive overview of many classical and latest CCA approaches, and describing their typical applications in pattern recognition, multi-modal retrieval and classification, and multi-view embedding.
Beyond DAGs: Modeling Causal Feedback with Fuzzy Cognitive Maps
Fuzzy cognitive maps (FCMs) model feedback causal relations in interwoven webs of causality and policy variables. FCMs are fuzzy signed directed graphs that allow degrees of causal influence and event occurrence. Such causal models can simulate a wide range of policy scenarios and decision processes. Their directed loops or cycles directly model causal feedback. Their nonlinear dynamics permit forward-chaining inference from input causes and policy options to output effects. Users can add detailed dynamics and feedback links directly to the causal model or infer them with statistical learning laws. Users can fuse or combine FCMs from multiple experts by weighting and adding the underlying fuzzy edge matrices and do so recursively if needed. The combined FCM tends to better represent domain knowledge as the expert sample size increases if the expert sample approximates a random sample. Many causal models use more restrictive directed acyclic graphs (DAGs) and Bayesian probabilities. DAGs do not model causal feedback because they do not contain closed loops. Combining DAGs also tends to produce cycles and thus tends not to produce a new DAG. Combining DAGs tends to produce a FCM. FCM causal influence is also transitive whereas probabilistic causal influence is not transitive in general. Overall: FCMs trade the numerical precision of probabilistic DAGs for pattern prediction, faster and scalable computation, ease of combination, and richer feedback representation. We show how FCMs can apply to problems of public support for insurgency and terrorism and to US-China conflict relations in Graham Allison's Thucydides-trap framework. The appendix gives the textual justification of the Thucydides-trap FCM. It also extends our earlier theorem [Osoba-Kosko2017] to a more general result that shows the transitive and total causal influence that upstream concept nodes exert on downstream nodes.
Adaptive Pricing in Insurance: Generalized Linear Models and Gaussian Process Regression Approaches
We study the application of dynamic pricing to insurance. We view this as an online revenue management problem where the insurance company looks to set prices to optimize the long-run revenue from selling a new insurance product. We develop two pricing models: an adaptive Generalized Linear Model (GLM) and an adaptive Gaussian Process (GP) regression model. Both balance between exploration, where we choose prices in order to learn the distribution of demands & claims for the insurance product, and exploitation, where we myopically choose the best price from the information gathered so far. The performance of the pricing policies is measured in terms of regret: the expected revenue loss caused by not using the optimal price. As is commonplace in insurance, we model demand and claims by GLMs. In our adaptive GLM design, we use the maximum quasi-likelihood estimation (MQLE) to estimate the unknown parameters. We show that, if prices are chosen with suitably decreasing variability, the MQLE parameters eventually exist and converge to the correct values, which in turn implies that the sequence of chosen prices will also converge to the optimal price. In the adaptive GP regression model, we sample demand and claims from Gaussian Processes and then choose selling prices by the upper confidence bound rule. We also analyze these GLM and GP pricing algorithms with delayed claims. Although similar results exist in other domains, this is among the first works to consider dynamic pricing problems in the field of insurance. We also believe this is the first work to consider Gaussian Process regression in the context of insurance pricing. These initial findings suggest that online machine learning algorithms could be a fruitful area of future investigation and application in insurance.
Structure fusion based on graph convolutional networks for semi-supervised classification
Lin, Guangfeng, Wang, Jing, Liao, Kaiyang, Zhao, Fan, Chen, Wanjun
Suffering from the multi-view data diversity and complexity for semi-supervised classification, most of existing graph convolutional networks focus on the networks architecture construction or the salient graph structure preservation, and ignore the the complete graph structure for semi-supervised classification contribution. To mine the more complete distribution structure from multi-view data with the consideration of the specificity and the commonality, we propose structure fusion based on graph convolutional networks (SF-GCN) for improving the performance of semi-supervised classification. SF-GCN can not only retain the special characteristic of each view data by spectral embedding, but also capture the common style of multi-view data by distance metric between multi-graph structures. Suppose the linear relationship between multi-graph structures, we can construct the optimization function of structure fusion model by balancing the specificity loss and the commonality loss. By solving this function, we can simultaneously obtain the fusion spectral embedding from the multi-view data and the fusion structure as adjacent matrix to input graph convolutional networks for semi-supervised classification. Experiments demonstrate that the performance of SF-GCN outperforms that of the state of the arts on three challenging datasets, which are Cora,Citeseer and Pubmed in citation networks.
Attention model for articulatory features detection
Karaulov, Ievgen, Tkanov, Dmytro
Articulatory distinctive features, as well as phonetic transcription, play important role in speech-related tasks: computer-assisted pronunciation training, text-to-speech conversion (TTS), studying speech production mechanisms, speech recognition for low-resourced languages. End-to-end approaches to speech-related tasks got a lot of traction in recent years. We apply Listen, Attend and Spell~(LAS)~\cite{Chan-LAS2016} architecture to phones recognition on a small small training set, like TIMIT~\cite{TIMIT-1992}. Also, we introduce a novel decoding technique that allows to train manners and places of articulation detectors end-to-end using attention models. We also explore joint phones recognition and articulatory features detection in multitask learning setting.
Compositional Structure Learning for Sequential Video Data
On, Kyoung-Woon, Kim, Eun-Sol, Heo, Yu-Jung, Zhang, Byoung-Tak
Conventional sequential learning methods such as Recurrent Neural Networks (RNNs) focus on interactions between consecutive inputs, i.e. first-order Markovian dependency. However, most of sequential data, as seen with videos, have complex temporal dependencies that imply variable-length semantic flows and their compositions, and those are hard to be captured by conventional methods. Here, we propose Temporal Dependency Networks (TDNs) for learning video data by discovering these complex structures of the videos. The TDNs represent video as a graph whose nodes and edges correspond to frames of the video and their dependencies respectively. Via a parameterized kernel with graph-cut and graph convolutions, the TDNs find compositional temporal dependencies of the data in multilevel graph forms. We evaluate the proposed method on the large-scale video dataset Youtube-8M. The experimental results show that our model efficiently learns the complex semantic structure of video data.
Graph Embeddings at Scale
Bruss, C. Bayan, Khazane, Anish, Rider, Jonathan, Serpe, Richard, Nagrecha, Saurabh, Hines, Keegan E.
Graph embedding is a popular algorithmic approach for creating vector representations for individual vertices in networks. Training these algorithms at scale is important for creating embeddings that can be used for classification, ranking, recommendation and other common applications in industry. While industrial systems exist for training graph embeddings on large datasets, many of these distributed architectures are forced to partition copious amounts of data and model logic across many worker nodes. In this paper, we propose a distributed infrastructure that completely avoids graph partitioning, dynamically creates size constrained computational graphs across worker nodes, and uses highly efficient indexing operations for updating embeddings that allow the system to function at scale. We show that our system can scale an existing embeddings algorithm - skip-gram - to train on the open-source Friendster network (68 million vertices) and on an internal heterogeneous graph (50 million vertices). We measure the performance of our system on two key quantitative metrics: link-prediction accuracy and rate of convergence. We conclude this work by analyzing how a greater number of worker nodes actually improves our system's performance on the aforementioned metrics and discuss our next steps for rigorously evaluating the embedding vectors produced by our system.
Time Series Anomaly Detection with Variational Autoencoders
Zhang, Chunkai, Chen, Yingyang
Anomaly detection is a very worthwhile question. However, the anomaly is not a simple two-category in reality, so it is difficult to give accurate results through the comparison of similarities. There are already some deep learning models based on GAN for anomaly detection that demonstrate validity and accuracy on time series data sets. In this paper, we propose an unsupervised model-based anomaly detection named LVEAD, which assumpts that the anomalies are objects that do not fit perfectly with the model. For better handling the time series, we use the LSTM model as the encoder and decoder part of the VAE model. Considering to better distinguish the normal and anomaly data, we train a re-encoder model to the latent space to generate new data. Experimental results of several benchmarks show that our method outperforms state-of-the-art anomaly detection techniques.
HyperNOMAD: Hyperparameter optimization of deep neural networks using mesh adaptive direct search
Lakhmiri, Dounia, Digabel, Sébastien Le, Tribes, Christophe
The performance of deep neural networks is highly sensitive to the choice of the hyperparameters that define the structure of the network and the learning process. When facing a new application, tuning a deep neural network is a tedious and time consuming process that is often described as a "dark art". This explains the necessity of automating the calibration of these hyperparameters. Derivative-free optimization is a field that develops methods designed to optimize time consuming functions without relying on derivatives. This work introduces the HyperNOMAD package, an extension of the NOMAD software that applies the MADS algorithm [7] to simultaneously tune the hyperparameters responsible for both the architecture and the learning process of a deep neural network (DNN), and that allows for an important flexibility in the exploration of the search space by taking advantage of categorical variables. This new approach is tested on the MNIST and CIFAR-10 data sets and achieves results comparable to the current state of the art.
A flexible EM-like clustering algorithm for noisy data
Roizman, Violeta, Jonckheere, Matthieu, Pascal, Frédéric
We design a new robust clustering algorithm that can deal efficiently with noise and outliers in diverse datasets. As an EM-like algorithm, it is based on both estimations of clusters centers and covariances but also on a scale parameter per data-point. This allows the algorithm to accommodate for heavier/lighter tails distributions (in comparison to classical Gaussian distributions) and outliers without significantly loosing efficiency in classical scenarios. Convergence and accuracy of the algorithm are first analyzed by considering synthetic data. Then, we show that the proposed algorithm outperforms other classical unsupervised methods of the literature such as k-means, the EM algorithm and HDBSCAN when applied to real datasets as MNIST, NORB and 20newsgroups.