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Finding Similar/Diverse Solutions in Answer Set Programming
Eiter, Thomas, Erdem, Esra, Erdogan, Halit, Fink, Michael
For some computational problems (e.g., product configuration, planning, diagnosis, query answering, phylogeny reconstruction) computing a set of similar/diverse solutions may be desirable for better decision-making. With this motivation, we studied several decision/optimization versions of this problem in the context of Answer Set Programming (ASP), analyzed their computational complexity, and introduced offline/online methods to compute similar/diverse solutions of such computational problems with respect to a given distance function. All these methods rely on the idea of computing solutions to a problem by means of finding the answer sets for an ASP program that describes the problem. The offline methods compute all solutions in advance using the ASP formulation of the problem with an ASP solver, like Clasp, and then identify similar/diverse solutions using clustering methods. The online methods compute similar/diverse solutions following one of the three approaches: by reformulating the ASP representation of the problem to compute similar/diverse solutions at once using an ASP solver; by computing similar/diverse solutions iteratively (one after other) using an ASP solver; by modifying the search algorithm of an ASP solver to compute similar/diverse solutions incrementally. We modified Clasp to implement the last online method and called it Clasp-NK. In the first two online methods, the given distance function is represented in ASP; in the last one it is implemented in C++. We showed the applicability and the effectiveness of these methods on reconstruction of similar/diverse phylogenies for Indo-European languages, and on several planning problems in Blocks World. We observed that in terms of computational efficiency the last online method outperforms the others; also it allows us to compute similar/diverse solutions when the distance function cannot be represented in ASP.
Training Logistic Regression and SVM on 200GB Data Using b-Bit Minwise Hashing and Comparisons with Vowpal Wabbit (VW)
Li, Ping, Shrivastava, Anshumali, Konig, Christian
We generated a dataset of 200 GB with 10^9 features, to test our recent b-bit minwise hashing algorithms for training very large-scale logistic regression and SVM. The results confirm our prior work that, compared with the VW hashing algorithm (which has the same variance as random projections), b-bit minwise hashing is substantially more accurate at the same storage. For example, with merely 30 hashed values per data point, b-bit minwise hashing can achieve similar accuracies as VW with 2^14 hashed values per data point. We demonstrate that the preprocessing cost of b-bit minwise hashing is roughly on the same order of magnitude as the data loading time. Furthermore, by using a GPU, the preprocessing cost can be reduced to a small fraction of the data loading time. Minwise hashing has been widely used in industry, at least in the context of search. One reason for its popularity is that one can efficiently simulate permutations by (e.g.,) universal hashing. In other words, there is no need to store the permutation matrix. In this paper, we empirically verify this practice, by demonstrating that even using the simplest 2-universal hashing does not degrade the learning performance.
A theory of multiclass boosting
Mukherjee, Indraneel, Schapire, Robert E.
Boosting combines weak classifiers to form highly accurate predictors. Although the case of binary classification is well understood, in the multiclass setting, the "correct" requirements on the weak classifier, or the notion of the most efficient boosting algorithms are missing. In this paper, we create a broad and general framework, within which we make precise and identify the optimal requirements on the weak-classifier, as well as design the most effective, in a certain sense, boosting algorithms that assume such requirements.
Generalised elastic nets
Carreira-Perpiรฑรกn, Miguel ร., Goodhill, Geoffrey J.
The elastic net was introduced as a heuristic algorithm for combinatorial optimisation and has been applied, among other problems, to biological modelling. It has an energy function which trades off a fitness term against a tension term. In the original formulation of the algorithm the tension term was implicitly based on a first-order derivative. In this paper we generalise the elastic net model to an arbitrary quadratic tension term, e.g. derived from a discretised differential operator, and give an efficient learning algorithm. We refer to these as generalised elastic nets (GENs). We give a theoretical analysis of the tension term for 1D nets with periodic boundary conditions, and show that the model is sensitive to the choice of finite difference scheme that represents the discretised derivative. We illustrate some of these issues in the context of cortical map models, by relating the choice of tension term to a cortical interaction function. In particular, we prove that this interaction takes the form of a Mexican hat for the original elastic net, and of progressively more oscillatory Mexican hats for higher-order derivatives. The results apply not only to generalised elastic nets but also to other methods using discrete differential penalties, and are expected to be useful in other areas, such as data analysis, computer graphics and optimisation problems.
Partition Decomposition for Roll Call Data
Leibon, Greg, Pauls, Scott, Rockmore, Daniel N., Savell, Robert
In this paper we bring to bear some new tools from statistical learning on the analysis of roll call data. We present a new data-driven model for roll call voting that is geometric in nature. We construct the model by adapting the "Partition Decoupling Method," an unsupervised learning technique originally developed for the analysis of families of time series, to produce a multiscale geometric description of a weighted network associated to a set of roll call votes. Central to this approach is the quantitative notion of a "motivation," a cluster-based and learned basis element that serves as a building block in the representation of roll call data. Motivations enable the formulation of a quantitative description of ideology and their data-dependent nature makes possible a quantitative analysis of the evolution of ideological factors. This approach is generally applicable to roll call data and we apply it in particular to the historical roll call voting of the U.S. House and Senate. This methodology provides a mechanism for estimating the dimension of the underlying action space. We determine that the dominant factors form a low- (one- or two-) dimensional representation with secondary factors adding higher-dimensional features. In this way our work supports and extends the findings of both Poole-Rosenthal and Heckman-Snyder concerning the dimensionality of the action space. We give a detailed analysis of several individual Senates and use the AdaBoost technique from statistical learning to determine those votes with the most powerful discriminatory value. When used as a predictive model, this geometric view significantly outperforms spatial models such as the Poole-Rosenthal DW-NOMINATE model and the Heckman-Snyder 6-factor model, both in raw accuracy as well as Aggregate Proportional Reduced Error (APRE).
A Kernel Approach to Tractable Bayesian Nonparametrics
Huszรกr, Ferenc, Lacoste-Julien, Simon
Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick to inference in a parametric Bayesian model. For example, Gaussian process regression can be derived this way from Bayesian linear regression. Despite the success of the Gaussian process framework, the kernel trick is rarely explicitly considered in the Bayesian literature. In this paper, we aim to fill this gap and demonstrate the potential of applying the kernel trick to tractable Bayesian parametric models in a wider context than just regression. As an example, we present an intuitive Bayesian kernel machine for density estimation that is obtained by applying the kernel trick to a Gaussian generative model in feature space.
Independent screening for single-index hazard rate models with ultra-high dimensional features
Gorst-Rasmussen, Anders, Scheike, Thomas H.
In data sets with many more features than observations, independent screening based on all univariate regression models leads to a computationally convenient variable selection method. Recent efforts have shown that in the case of generalized linear models, independent screening may suffice to capture all relevant features with high probability, even in ultra-high dimension. It is unclear whether this formal sure screening property is attainable when the response is a right-censored survival time. We propose a computationally very efficient independent screening method for survival data which can be viewed as the natural survival equivalent of correlation screening. We state conditions under which the method admits the sure screening property within a general class of single-index hazard rate models with ultra-high dimensional features. An iterative variant is also described which combines screening with penalized regression in order to handle more complex feature covariance structures. The methods are evaluated through simulation studies and through application to a real gene expression dataset.
Limits of Preprocessing
Many important computational problems that arise in various areas of AI are intractable. Nevertheless, AI research was very successful in developing and implementing heuristic solvers that work well on realworld instances. An important component of virtually every solver is a powerful polynomial-time preprocessing procedure that reduces the problem input. For instance, preprocessing techniques for the propositional satisfiability problem are based on Boolean Constraint Propagation (see, e.g., Eรฉn and Biere, 2005), CSP solvers make use of various local consistency algorithms that filter the domains of variables (see, e.g., Bessiรจre, 2006); similar preprocessing methods are used by solvers for Nonmonotonic and Bayesian reasoning problems (see, e.g., Gebser et al., 2008, Bolt and van der Gaag, 2006, respectively). Until recently, no provable performance guarantees for polynomial-time preprocessing methods have been obtained, and so preprocessing was only subject of empirical studies. A possible reason for the lack of theoretical results is a certain inadequacy of the P vs NP framework for such an analysis: if we could reduce in polynomial time an instance of an NPhard problem just by one bit, then we can solve the entire problem in polynomial time by repeating the reduction step a polynomial number of times, and P NP follows. With the advent of parameterized complexity (Downey, Fellows, and Stege, 1999), a new theoretical framework became available that provides suitable tools to analyze the power of preprocessing. Parameterized complexity considers a problem in a two-dimensional setting, where in addition to the input size n, a problem parameter k is taken into consideration.
Robust graphical modeling of gene networks using classical and alternative T-distributions
Finegold, Michael, Drton, Mathias
Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent progress includes the development of fitting methodology involving penalization of the likelihood function. In this paper we advocate the use of multivariate $t$-distributions for more robust inference of graphs. In particular, we demonstrate that penalized likelihood inference combined with an application of the EM algorithm provides a computationally efficient approach to model selection in the $t$-distribution case. We consider two versions of multivariate $t$-distributions, one of which requires the use of approximation techniques. For this distribution, we describe a Markov chain Monte Carlo EM algorithm based on a Gibbs sampler as well as a simple variational approximation that makes the resulting method feasible in large problems.
Distance Dependent Chinese Restaurant Processes
Blei, David M., Frazier, Peter I.
We develop the distance dependent Chinese restaurant process (CRP), a flexible class of distributions over partitions that allows for non-exchangeability. This class can be used to model many kinds of dependencies between data in infinite clustering models, including dependencies across time or space. We examine the properties of the distance dependent CRP, discuss its connections to Bayesian nonparametric mixture models, and derive a Gibbs sampler for both observed and mixture settings. We study its performance with three text corpora. We show that relaxing the assumption of exchangeability with distance dependent CRPs can provide a better fit to sequential data. We also show its alternative formulation of the traditional CRP leads to a faster-mixing Gibbs sampling algorithm than the one based on the original formulation.