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Stochastic optimization and sparse statistical recovery: An optimal algorithm for high dimensions

arXiv.org Machine Learning

Stochastic optimization algorithms have many desirable features for large-scale machine learning, and accordingly have been the focus of renewed and intensive study in the last several years (e.g., see the papers [26, 4, 10, 30] and references therein). The empirical efficiency of these methods is backed with strong theoretical guarantees, providing sharp bounds on their convergence rates. These convergence rates are known to depend on the structure of the underlying objective function, with faster rates being possible for objective functions that are smooth and/or (strongly) convex, or optima that have desirable features such as sparsity. More precisely, for an objective function that is strongly convex, stochastic gradient descent enjoys a convergence rate ranging from O(1/T), when features vectors are extremely sparse, to O(d/T) when feature vectors are dense [11, 19, 12]. Such results are of significant interest, because the strong convexity condition is satisfied for many common machine learning problems, including boosting, least squares regression, support vector machines and generalized linear models, among other examples. A complementary type of condition is that of sparsity, either exact or approximate, in the optimal solution.


Expectation-Propagation for Likelihood-Free Inference

arXiv.org Machine Learning

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be efficiently simulated, Bayesian inference is still possible thanks to the Approximate Bayesian Computation (ABC) algorithm. Although many refinements have been suggested, ABC inference is still far from routine. ABC is often excruciatingly slow due to very low acceptance rates. In addition, ABC requires introducing a vector of "summary statistics", the choice of which is relatively arbitrary, and often require some trial and error, making the whole process quite laborious for the user. We introduce in this work the EP-ABC algorithm, which is an adaptation to the likelihood-free context of the variational approximation algorithm known as Expectation Propagation (Minka, 2001). The main advantage of EP-ABC is that it is faster by a few orders of magnitude than standard algorithms, while producing an overall approximation error which is typically negligible. A second advantage of EP-ABC is that it replaces the usual global ABC constraint on the vector of summary statistics computed on the whole dataset, by n local constraints of the form that apply separately to each data-point. As a consequence, it is often possible to do away with summary statistics entirely. In that case, EP-ABC approximates directly the evidence (marginal likelihood) of the model. Comparisons are performed in three real-world applications which are typical of likelihood-free inference, including one application in neuroscience which is novel, and possibly too challenging for standard ABC techniques.


Unachievable Region in Precision-Recall Space and Its Effect on Empirical Evaluation

arXiv.org Artificial Intelligence

Precision-recall (PR) curves and the areas under them are widely used to summarize machine learning results, especially for data sets exhibiting class skew. They are often used analogously to ROC curves and the area under ROC curves. It is known that PR curves vary as class skew changes. What was not recognized before this paper is that there is a region of PR space that is completely unachievable, and the size of this region depends only on the skew. This paper precisely characterizes the size of that region and discusses its implications for empirical evaluation methodology in machine learning.


Tractable Set Constraints

arXiv.org Artificial Intelligence

Many fundamental problems in artificial intelligence, knowledge representation, and verification involve reasoning about sets and relations between sets and can be modeled as set constraint satisfaction problems (set CSPs). Such problems are frequently intractable, but there are several important set CSPs that are known to be polynomial-time tractable. We introduce a large class of set CSPs that can be solved in quadratic time. Our class, which we call EI, contains all previously known tractable set CSPs, but also some new ones that are of crucial importance for example in description logics. The class of EI set constraints has an elegant universal-algebraic characterization, which we use to show that every set constraint language that properly contains all EI set constraints already has a finite sublanguage with an NP-hard constraint satisfaction problem.


Polarimetric SAR Image Segmentation with B-Splines and a New Statistical Model

arXiv.org Machine Learning

SAR sensors work on the microwaves spectrum, so they are almost immune to adverse weather conditions and they are able to penetrate, to some extent, the surface of certain targets. The first civilian SAR satellite was launched in 1978, and it was followed by a constellation of other similar sensors, mostly devoted to specific applications and in all cases operated at a single frequency and polarization. The Shuttle Imaging Radar-C/X-band SAR (SIRC/XSAR), launched in 1994, could be operated simultaneously at three frequencies, with two of them able to transmit and receive at both horizontal and vertical polarization. This polarimetric capability provides a more complete description of the target [46]. Polarimetric images are multiple complex-valued data sets requiring, thus, specialized models and algorithms.


Measurability Aspects of the Compactness Theorem for Sample Compression Schemes

arXiv.org Machine Learning

In 1998, it was proved by Ben-David and Litman that a concept space has a sample compression scheme of size d if and only if every finite subspace has a sample compression scheme of size d. In the compactness theorem, measurability of the hypotheses of the created sample compression scheme is not guaranteed; at the same time measurability of the hypotheses is a necessary condition for learnability. In this thesis we discuss when a sample compression scheme, created from compression schemes on finite subspaces via the compactness theorem, have measurable hypotheses. We show that if X is a standard Borel space with a d-maximum and universally separable concept class C, then (X, C) has a sample compression scheme of size d with universally Borel measurable hypotheses. Additionally we introduce a new variant of compression scheme called a copy sample compression scheme.


Ultrametric Model of Mind, II: Application to Text Content Analysis

arXiv.org Artificial Intelligence

In a companion paper, Murtagh (2012), we discussed how Matte Blanco's work linked the unrepressed unconscious (in the human) to symmetric logic and thought processes. We showed how ultrametric topology provides a most useful representational and computational framework for this. Now we look at the extent to which we can find ultrametricity in text. We use coherent and meaningful collections of nearly 1000 texts to show how we can measure inherent ultrametricity. On the basis of our findings we hypothesize that inherent ultrametricty is a basis for further exploring unconscious thought processes.


Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood

arXiv.org Machine Learning

We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the number of unknown latent variables as the number of target classes grows. Expectation propagation (EP) has proven to be a very accurate method for approximate inference but the existing EP approaches for the multinomial probit GP classification rely on numerical quadratures or independence assumptions between the latent values from different classes to facilitate the computations. In this paper, we propose a novel nested EP approach which does not require numerical quadratures, and approximates accurately all between-class posterior dependencies of the latent values, but still scales linearly in the number of classes. The predictive accuracy of the nested EP approach is compared to Laplace, variational Bayes, and Markov chain Monte Carlo (MCMC) approximations with various benchmark data sets. In the experiments nested EP was the most consistent method with respect to MCMC sampling, but the differences between the compared methods were small if only the classification accuracy is concerned.


Automated Inference System for End-To-End Diagnosis of Network Performance Issues in Client-Terminal Devices

arXiv.org Artificial Intelligence

Traditional network diagnosis methods of Client-Terminal Device (CTD) problems tend to be laborintensive, time consuming, and contribute to increased customer dissatisfaction. In this paper, we propose an automated solution for rapidly diagnose the root causes of network performance issues in CTD. Based on a new intelligent inference technique, we create the Intelligent Automated Client Diagnostic (IACD) system, which only relies on collection of Transmission Control Protocol (TCP) packet traces. Using soft-margin Support Vector Machine (SVM) classifiers, the system (i) distinguishes link problems from client problems and (ii) identifies characteristics unique to the specific fault to report the root cause. The modular design of the system enables support for new access link and fault types. Experimental evaluation demonstrated the capability of the IACD system to distinguish between faulty and healthy links and to diagnose the client faults with 98% accuracy. The system can perform fault diagnosis independent of the user's specific TCP implementation, enabling diagnosis of diverse range of client devices.


Hybrid Grey Interval Relation Decision-Making in Artistic Talent Evaluation of Player

arXiv.org Artificial Intelligence

The multiple attribute decision-making (MADM) probl ems are of the most interesting problems for many decision-making experts. This problem aris es in various fields of the real life, and constitutes very important content in scientific research such as management science, decision-making theory, system theory, operational research and economics. Now, many effective methods to determine the att ributive weights have been studied for MADM. Those are the subjective weight determining methods such as the feature vector method ( Saaty T.L. 1977), the least square sum method (Chu A Tw, Kala ba R E, Spingarn K, 1979), Delphi and AHP method (Hwang C.L., Lin M, 1987), and the objective weight determining methods such as the entropy method (Hwang C.L., Yoon K, 1981), the principal component analysis (Yan Jian-huo, 1989) and DEA (Data Envelopment Analysis) (Ye Chen, Kevin W. Li, Haiyan Xu and Sifeng Liu, 2009). The final ranking method affects greatly on the dec ision-making process. Hwang and Yoon (1981) proposed a new approach, TOPSIS (Technique for Orde r Preference by Similarity to Ideal Solution) for solving MADM problem. Recently, TOPSIS methods with interval weights (Gao Feng-ji, et al, 2005) and multiple attribute interval number TOPSIS (Chu A Tw, Kalaba R E, Spingarn K, 1979) have been studied. Guo Kai-hong and Mu You-jing (2012) studied the relation between several possibility degree formulas and proposed a possibil ity degree matrices-based method that aimed to objectively determine the weights of criteria in MA DM with intervals. A hybrid approach integrating OWA (Ordered Weighted Averaging) aggreg ation into TOPSIS is proposed to tackle * This work was supported in part by Nanjing Univer sity of Aeronautics and Astronautics, China. 2