Country
The Random Forest Kernel and other kernels for big data from random partitions
Davies, Alex, Ghahramani, Zoubin
We present Random Partition Kernels, a new class of kernels derived by demonstrating a natural connection between random partitions of objects and kernels between those objects. We show how the construction can be used to create kernels from methods that would not normally be viewed as random partitions, such as Random Forest. To demonstrate the potential of this method, we propose two new kernels, the Random Forest Kernel and the Fast Cluster Kernel, and show that these kernels consistently outperform standard kernels on problems involving real-world datasets. Finally, we show how the form of these kernels lend themselves to a natural approximation that is appropriate for certain big data problems, allowing $O(N)$ inference in methods such as Gaussian Processes, Support Vector Machines and Kernel PCA.
Group-sparse Embeddings in Collective Matrix Factorization
Klami, Arto, Bouchard, Guillaume, Tripathi, Abhishek
CMF is a technique for simultaneously learning low-rank representations based on a collection of matrices with shared entities. A typical example is the joint modeling of user-item, item-property, and user-feature matrices in a recommender system. The key idea in CMF is that the embeddings are shared across the matrices, which enables transferring information between them. The existing solutions, however, break down when the individual matrices have low-rank structure not shared with others. In this work we present a novel CMF solution that allows each of the matrices to have a separate low-rank structure that is independent of the other matrices, as well as structures that are shared only by a subset of them. We compare MAP and variational Bayesian solutions based on alternating optimization algorithms and show that the model automatically infers the nature of each factor using group-wise sparsity. Our approach supports in a principled way continuous, binary and count observations and is efficient for sparse matrices involving missing data. We illustrate the solution on a number of examples, focusing in particular on an interesting use-case of augmented multi-view learning.
Fast X-ray CT image reconstruction using the linearized augmented Lagrangian method with ordered subsets
Nien, Hung, Fessler, Jeffrey A.
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical fast convergence rate under weak conditions. However, for problems such as X-ray computed tomography (CT) image reconstruction and large-scale sparse regression with "big data", where there is no efficient way to solve the inner least-squares problem, the AL method can be slow due to the inevitable iterative inner updates. In this paper, we focus on solving regularized (weighted) least-squares problems using a linearized variant of the AL method that replaces the quadratic AL penalty term in the scaled augmented Lagrangian with its separable quadratic surrogate (SQS) function, thus leading to a much simpler ordered-subsets (OS) accelerable splitting-based algorithm, OS-LALM, for X-ray CT image reconstruction. To further accelerate the proposed algorithm, we use a second-order recursive system analysis to design a deterministic downward continuation approach that avoids tedious parameter tuning and provides fast convergence. Experimental results show that the proposed algorithm significantly accelerates the "convergence" of X-ray CT image reconstruction with negligible overhead and greatly reduces the OS artifacts in the reconstructed image when using many subsets for OS acceleration.
A Statistical Approach to Set Classification by Feature Selection with Applications to Classification of Histopathology Images
Set classification problems arise when classification tasks are based on sets of observations as opposed to individual observations. In set classification, a classification rule is trained with $N$ sets of observations, where each set is labeled with class information, and the prediction of a class label is performed also with a set of observations. Data sets for set classification appear, for example, in diagnostics of disease based on multiple cell nucleus images from a single tissue. Relevant statistical models for set classification are introduced, which motivate a set classification framework based on context-free feature extraction. By understanding a set of observations as an empirical distribution, we employ a data-driven method to choose those features which contain information on location and major variation. In particular, the method of principal component analysis is used to extract the features of major variation. Multidimensional scaling is used to represent features as vector-valued points on which conventional classifiers can be applied. The proposed set classification approaches achieve better classification results than competing methods in a number of simulated data examples. The benefits of our method are demonstrated in an analysis of histopathology images of cell nuclei related to liver cancer.
Unsupervised Ranking of Multi-Attribute Objects Based on Principal Curves
Li, Chun-Guo, Mei, Xing, Hu, Bao-Gang
Unsupervised ranking faces one critical challenge in evaluation applications, that is, no ground truth is available. When PageRank and its variants show a good solution in related subjects, they are applicable only for ranking from link-structure data. In this work, we focus on unsupervised ranking from multi-attribute data which is also common in evaluation tasks. To overcome the challenge, we propose five essential meta-rules for the design and assessment of unsupervised ranking approaches: scale and translation invariance, strict monotonicity, linear/nonlinear capacities, smoothness, and explicitness of parameter size. These meta-rules are regarded as high level knowledge for unsupervised ranking tasks. Inspired by the works in [8] and [14], we propose a ranking principal curve (RPC) model, which learns a one-dimensional manifold function to perform unsupervised ranking tasks on multi-attribute observations. Furthermore, the RPC is modeled to be a cubic B\'ezier curve with control points restricted in the interior of a hypercube, thereby complying with all the five meta-rules to infer a reasonable ranking list. With control points as the model parameters, one is able to understand the learned manifold and to interpret the ranking list semantically. Numerical experiments of the presented RPC model are conducted on two open datasets of different ranking applications. In comparison with the state-of-the-art approaches, the new model is able to show more reasonable ranking lists.
Off-Policy General Value Functions to Represent Dynamic Role Assignments in RoboCup 3D Soccer Simulation
Abeyruwan, Saminda, Seekircher, Andreas, Visser, Ubbo
Collecting and maintaining accurate world knowledge in a dynamic, complex, adversarial, and stochastic environment such as the RoboCup 3D Soccer Simulation is a challenging task. Knowledge should be learned in real-time with time constraints. We use recently introduced Off-Policy Gradient Descent algorithms within Reinforcement Learning that illustrate learnable knowledge representations for dynamic role assignments. The results show that the agents have learned competitive policies against the top teams from the RoboCup 2012 competitions for three vs three, five vs five, and seven vs seven agents. We have explicitly used subsets of agents to identify the dynamics and the semantics for which the agents learn to maximize their performance measures, and to gather knowledge about different objectives, so that all agents participate effectively and efficiently within the group.
Concurrent Cube-and-Conquer
van der Tak, Peter, Heule, Marijn J. H., Biere, Armin
Recent work introduced the cube-and-conquer technique to solve hard SAT instances. It partitions the search space into cubes using a lookahead solver. Each cube is tackled by a conflict-driven clause learning (CDCL) solver. Crucial for strong performance is the cutoff heuristic that decides when to switch from lookahead to CDCL. Yet, this offline heuristic is far from ideal. In this paper, we present a novel hybrid solver that applies the cube and conquer steps simultaneously. A lookahead and a CDCL solver work together on each cube, while communication is restricted to synchronization. Our concurrent cube-and-conquer solver can solve many instances faster than pure lookahead, pure CDCL and offline cube-and-conquer, and can abort early in favor of a pure CDCL search if an instance is not suitable for cube-and-conquer techniques.
Symbiosis of Search and Heuristics for Random 3-SAT
Mijnders, Sid, de Wilde, Boris, Heule, Marijn
When combined properly, search techniques can reveal the full potential of sophisticated branching heuristics. We demonstrate this observation on the well-known class of random 3-SAT formulae. First, a new branching heuristic is presented, which generalizes existing work on this class. Much smaller search trees can be constructed by using this heuristic. Second, we introduce a variant of discrepancy search, called ALDS. Theoretical and practical evidence support that ALDS traverses the search tree in a near-optimal order when combined with the new heuristic. Both techniques, search and heuristic, have been implemented in the look-ahead solver march. The SAT 2009 competition results show that march is by far the strongest complete solver on random k-SAT formulae.
Towards Ultra Rapid Restarts
We observe a trend regarding restart strategies used in SAT solvers. A few years ago, most state-of-the-art solvers restarted on average after a few thousands of backtracks. Currently, restarting after a dozen backtracks results in much better performance. The main reason for this trend is that heuristics and data structures have become more restart-friendly. We expect further continuation of this trend, so future SAT solvers will restart even more rapidly. Additionally, we present experimental results to support our observations.
An Empirical Evaluation of Ranking Measures With Respect to Robustness to Noise
Ranking measures play an important role in model evaluation and selection. Using both synthetic and real-world data sets, we investigate how different types and levels of noise affect the area under the ROC curve (AUC), the area under the ROC convex hull, the scored AUC, the Kolmogorov-Smirnov statistic, and the H-measure. In our experiments, the AUC was, overall, the most robust among these measures, thereby reinvigorating it as a reliable metric despite its well-known deficiencies. This paper also introduces a novel ranking measure, which is remarkably robust to noise yet conceptually simple.