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Algorithms and Improved bounds for online learning under finite hypothesis class
Sharma, Ankit, Murthy, Late C. A.
Online learning is the process of answering a sequence of questions based on the correct answers to the previous questions. It is studied in many research areas such as game theory, information theory and machine learning. There are two main components of online learning framework. First, the learning algorithm also known as the learner and second, the hypothesis class which is essentially a set of functions which learner uses to predict answers to the questions. Sometimes, this class contains some functions which have the capability to provide correct answers to the entire sequence of questions. This case is called realizable case. And when hypothesis class does not contain such functions is called unrealizable case. The goal of the learner, in both the cases, is to make as few mistakes as that could have been made by most powerful functions in hypothesis class over the entire sequence of questions. Performance of the learners is analysed by theoretical bounds on the number of mistakes made by them. This paper proposes three algorithms to improve the mistakes bound in the unrealizable case. Proposed algorithms perform highly better than the existing ones in the long run when most of the input sequences presented to the learner are likely to be realizable.
DSL: Discriminative Subgraph Learning via Sparse Self-Representation
The goal in network state prediction (NSP) is to classify the global state (label) associated with features embedded in a graph. This graph structure encoding feature relationships is the key distinctive aspect of NSP compared to classical supervised learning. NSP arises in various applications: gene expression samples embedded in a protein-protein interaction (PPI) network, temporal snapshots of infrastructure or sensor networks, and fMRI coherence network samples from multiple subjects to name a few. Instances from these domains are typically ``wide'' (more features than samples), and thus, feature sub-selection is required for robust and generalizable prediction. How to best employ the network structure in order to learn succinct connected subgraphs encompassing the most discriminative features becomes a central challenge in NSP. Prior work employs connected subgraph sampling or graph smoothing within optimization frameworks, resulting in either large variance of quality or weak control over the connectivity of selected subgraphs. In this work we propose an optimization framework for discriminative subgraph learning (DSL) which simultaneously enforces (i) sparsity, (ii) connectivity and (iii) high discriminative power of the resulting subgraphs of features. Our optimization algorithm is a single-step solution for the NSP and the associated feature selection problem. It is rooted in the rich literature on maximal-margin optimization, spectral graph methods and sparse subspace self-representation. DSL simultaneously ensures solution interpretability and superior predictive power (up to 16% improvement in challenging instances compared to baselines), with execution times up to an hour for large instances.
Deep recommender engine based on efficient product embeddings neural pipeline
Piciu, Laurentiu, Damian, Andrei, Tapus, Nicolae, Simion-Constantinescu, Andrei, Dumitrescu, Bogdan
Predictive analytics systems are currently one of the most important areas of research and development within the Artificial Intelligence domain and particularly in Machine Learning. One of the "holy grails" of predictive analytics is the research and development of the "perfect" recommendation system. In our paper we propose an advanced pipeline model for the multi-task objective of determining product complementarity, similarity and sales prediction using deep neural models applied to big-data sequential transaction systems. Our highly parallelized hybrid pipeline consists of both unsupervised and supervised models, used for the objectives of generating semantic product embeddings and predicting sales, respectively. Our experimentation and benchmarking have been done using very large pharma-industry retailer Big Data stream.
Exploiting Synthetically Generated Data with Semi-Supervised Learning for Small and Imbalanced Datasets
Perez-Ortiz, Maria, Tino, Peter, Mantiuk, Rafal, Hervas-Martinez, Cesar
Data augmentation is rapidly gaining attention in machine learning. Synthetic data can be generated by simple transformations or through the data distribution. In the latter case, the main challenge is to estimate the label associated to new synthetic patterns. This paper studies the effect of generating synthetic data by convex combination of patterns and the use of these as unsupervised information in a semi-supervised learning framework with support vector machines, avoiding thus the need to label synthetic examples. We perform experiments on a total of 53 binary classification datasets. Our results show that this type of data over-sampling supports the well-known cluster assumption in semi-supervised learning, showing outstanding results for small high-dimensional datasets and imbalanced learning problems.
Transform Learning for Magnetic Resonance Image Reconstruction: From Model-based Learning to Building Neural Networks
Wen, Bihan, Ravishankar, Saiprasad, Pfister, Luke, Bresler, Yoram
Magnetic resonance imaging (MRI) is widely used in clinical practice for visualizing both biological structure and function, but its use has been traditionally limited by its slow data acquisition. Recent advances in compressed sensing (CS) techniques for MRI that exploit sparsity models of images reduce acquisition time while maintaining high image quality. Whereas classical CS assumes the images are sparse in a known analytical dictionary or transform domain, methods that use learned image models for reconstruction have become popular in recent years. The model could be learned from a dataset and used for reconstruction or learned simultaneously with the reconstruction, a technique called blind CS (BCS). While the well-known synthesis dictionary model has been exploited for MRI reconstruction, recent advances in transform learning (TL) provide an efficient alternative framework for sparse modeling in MRI. TL-based methods enjoy numerous advantages including exact sparse coding, transform update, and clustering solutions, cheap computation, and convergence guarantees, and provide high quality results in MRI as well as in other inverse problems compared to popular competing methods. This paper provides a review of key works in MRI reconstruction from limited data, with focus on the recent class of TL-based reconstruction methods. A unified framework for incorporating various TL-based models is presented. We discuss the connections between transform learning and convolutional or filterbank models and corresponding multi-layer extensions, as well as connections to unsupervised and supervised deep learning. Finally, we discuss recent trends in MRI, open problems, and future directions for the field.
Neural Abstractive Text Summarization and Fake News Detection
Esmaeilzadeh, Soheil, Peh, Gao Xian, Xu, Angela
In this work, we study abstractive text summarization by exploring different models such as LSTM-encoder-decoder with attention, pointer-generator networks, coverage mechanisms, and transformers. Upon extensive and careful hyperparameter tuning we compare the proposed architectures against each other for the abstractive text summarization task. Finally, as an extension of our work, we apply our text summarization model as a feature extractor for a fake news detection task where the news articles prior to classification will be summarized and the results are compared against the classification using only the original news text.
Machine Learning Methods Economists Should Know About
We discuss the relevance of the recent Machine Learning (ML) literature for economics and econometrics. First we discuss the differences in goals, methods and settings between the ML literature and the traditional econometrics and statistics literatures. Then we discuss some specific methods from the machine learning literature that we view as important for empirical researchers in economics. These include supervised learning methods for regression and classification, unsupervised learning methods, as well as matrix completion methods. Finally, we highlight newly developed methods at the intersection of ML and econometrics, methods that typically perform better than either off-the-shelf ML or more traditional econometric methods when applied to particular classes of problems, problems that include causal inference for average treatment effects, optimal policy estimation, and estimation of the counterfactual effect of price changes in consumer choice models.
Approximation and Non-parametric Estimation of ResNet-type Convolutional Neural Networks
Convolutional neural networks (CNNs) have been shown to achieve optimal approximation and estimation error rates (in minimax sense) in several function classes. However, previously analyzed optimal CNNs are unrealistically wide and difficult to obtain via optimization due to sparse constraints in important function classes, including the H\"older class. We show a ResNet-type CNN can attain the minimax optimal error rates in these classes in more plausible situations -- it can be dense, and its width, channel size, and filter size are constant with respect to sample size. The key idea is that we can replicate the learning ability of Fully-connected neural networks (FNNs) by tailored CNNs, as long as the FNNs have \textit{block-sparse} structures. Our theory is general in a sense that we can automatically translate any approximation rate achieved by block-sparse FNNs into that by CNNs. As an application, we derive approximation and estimation error rates of the aformentioned type of CNNs for the Barron and H\"older classes with the same strategy.
A Strongly Consistent Sparse $k$-means Clustering with Direct $l_1$ Penalization on Variable Weights
Chakraborty, Saptarshi, Das, Swagatam
We propose the Lasso Weighted $k$-means ($LW$-$k$-means) algorithm as a simple yet efficient sparse clustering procedure for high-dimensional data where the number of features ($p$) can be much larger compared to the number of observations ($n$). In the $LW$-$k$-means algorithm, we introduce a lasso-based penalty term, directly on the feature weights to incorporate feature selection in the framework of sparse clustering. $LW$-$k$-means does not make any distributional assumption of the given dataset and thus, induces a non-parametric method for feature selection. We also analytically investigate the convergence of the underlying optimization procedure in $LW$-$k$-means and establish the strong consistency of our algorithm. $LW$-$k$-means is tested on several real-life and synthetic datasets and through detailed experimental analysis, we find that the performance of the method is highly competitive against some state-of-the-art procedures for clustering and feature selection, not only in terms of clustering accuracy but also with respect to computational time.
Generalization of k-means Related Algorithms
This article briefly introduced Arthur and Vassilvitshii's work on \textbf{k-means++} algorithm and further generalized the center initialization process. It is found that choosing the most distant sample point from the nearest center as new center can mostly have the same effect as the center initialization process in the \textbf{k-means++} algorithm.