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Concentration inequalities of the cross-validation estimate for stable predictors

arXiv.org Machine Learning

In this article, we derive concentration inequalities for the cross-validation estimate of the generalization error for stable predictors in the context of risk assessment. The notion of stability has been first introduced by \cite{DEWA79} and extended by \cite{KEA95}, \cite{BE01} and \cite{KUNIY02} to characterize class of predictors with infinite VC dimension. In particular, this covers $k$-nearest neighbors rules, bayesian algorithm (\cite{KEA95}), boosting,... General loss functions and class of predictors are considered. We use the formalism introduced by \cite{DUD03} to cover a large variety of cross-validation procedures including leave-one-out cross-validation, $k$-fold cross-validation, hold-out cross-validation (or split sample), and the leave-$\upsilon$-out cross-validation. In particular, we give a simple rule on how to choose the cross-validation, depending on the stability of the class of predictors. In the special case of uniform stability, an interesting consequence is that the number of elements in the test set is not required to grow to infinity for the consistency of the cross-validation procedure. In this special case, the particular interest of leave-one-out cross-validation is emphasized.


A Large-Deviation Analysis of the Maximum-Likelihood Learning of Markov Tree Structures

arXiv.org Machine Learning

The problem of maximum-likelihood (ML) estimation of discrete tree-structured distributions is considered. Chow and Liu established that ML-estimation reduces to the construction of a maximum-weight spanning tree using the empirical mutual information quantities as the edge weights. Using the theory of large-deviations, we analyze the exponent associated with the error probability of the event that the ML-estimate of the Markov tree structure differs from the true tree structure, given a set of independently drawn samples. By exploiting the fact that the output of ML-estimation is a tree, we establish that the error exponent is equal to the exponential rate of decay of a single dominant crossover event. We prove that in this dominant crossover event, a non-neighbor node pair replaces a true edge of the distribution that is along the path of edges in the true tree graph connecting the nodes in the non-neighbor pair. Using ideas from Euclidean information theory, we then analyze the scenario of ML-estimation in the very noisy learning regime and show that the error exponent can be approximated as a ratio, which is interpreted as the signal-to-noise ratio (SNR) for learning tree distributions. We show via numerical experiments that in this regime, our SNR approximation is accurate.


Random Projections for $k$-means Clustering

arXiv.org Artificial Intelligence

This paper discusses the topic of dimensionality reduction for $k$-means clustering. We prove that any set of $n$ points in $d$ dimensions (rows in a matrix $A \in \RR^{n \times d}$) can be projected into $t = \Omega(k / \eps^2)$ dimensions, for any $\eps \in (0,1/3)$, in $O(n d \lceil \eps^{-2} k/ \log(d) \rceil )$ time, such that with constant probability the optimal $k$-partition of the point set is preserved within a factor of $2+\eps$. The projection is done by post-multiplying $A$ with a $d \times t$ random matrix $R$ having entries $+1/\sqrt{t}$ or $-1/\sqrt{t}$ with equal probability. A numerical implementation of our technique and experiments on a large face images dataset verify the speed and the accuracy of our theoretical results.


A Utility-Theoretic Approach to Privacy in Online Services

Journal of Artificial Intelligence Research

Online offerings such as web search, news portals, and e-commerce applications face the challenge of providing high-quality service to a large, heterogeneous user base. Recent efforts have highlighted the potential to improve performance by introducing methods to personalize services based on special knowledge about users and their context. For example, a user's demographics, location, and past search and browsing may be useful in enhancing the results offered in response to web search queries. However, reasonable concerns about privacy by both users, providers, and government agencies acting on behalf of citizens, may limit access by services to such information. We introduce and explore an economics of privacy in personalization, where people can opt to share personal information, in a standing or on-demand manner, in return for expected enhancements in the quality of an online service. We focus on the example of web search and formulate realistic objective functions for search efficacy and privacy. We demonstrate how we can find a provably near-optimal optimization of the utility-privacy tradeoff in an efficient manner. We evaluate our methodology on data drawn from a log of the search activity of volunteer participants. We separately assess users preferences about privacy and utility via a large-scale survey, aimed at eliciting preferences about peoples willingness to trade the sharing of personal data in returns for gains in search efficiency. We show that a significant level of personalization can be achieved using a relatively small amount of information about users.


Should one compute the Temporal Difference fix point or minimize the Bellman Residual? The unified oblique projection view

arXiv.org Artificial Intelligence

We investigate projection methods, for evaluating a linear approximation of the value function of a policy in a Markov Decision Process context. We consider two popular approaches, the one-step Temporal Difference fix-point computation (TD(0)) and the Bellman Residual (BR) minimization. We describe examples, where each method outperforms the other. We highlight a simple relation between the objective function they minimize, and show that while BR enjoys a performance guarantee, TD(0) does not in general. We then propose a unified view in terms of oblique projections of the Bellman equation, which substantially simplifies and extends the characterization of (schoknecht,2002) and the recent analysis of (Yu & Bertsekas, 2008). Eventually, we describe some simulations that suggest that if the TD(0) solution is usually slightly better than the BR solution, its inherent numerical instability makes it very bad in some cases, and thus worse on average.


An Introduction to Conditional Random Fields

arXiv.org Machine Learning

Often we wish to predict a large number of variables that depend on each other as well as on other observed variables. Structured prediction methods are essentially a combination of classification and graphical modeling, combining the ability of graphical models to compactly model multivariate data with the ability of classification methods to perform prediction using large sets of input features. This tutorial describes conditional random fields, a popular probabilistic method for structured prediction. CRFs have seen wide application in natural language processing, computer vision, and bioinformatics. We describe methods for inference and parameter estimation for CRFs, including practical issues for implementing large scale CRFs. We do not assume previous knowledge of graphical modeling, so this tutorial is intended to be useful to practitioners in a wide variety of fields.


Which Clustering Do You Want? Inducing Your Ideal Clustering with Minimal Feedback

Journal of Artificial Intelligence Research

While traditional research on text clustering has largely focused on grouping documents by topic, it is conceivable that a user may want to cluster documents along other dimensions, such as the author's mood, gender, age, or sentiment. Without knowing the user's intention, a clustering algorithm will only group documents along the most prominent dimension, which may not be the one the user desires. To address the problem of clustering documents along the user-desired dimension, previous work has focused on learning a similarity metric from data manually annotated with the user's intention or having a human construct a feature space in an interactive manner during the clustering process. With the goal of reducing reliance on human knowledge for fine-tuning the similarity function or selecting the relevant features required by these approaches, we propose a novel active clustering algorithm, which allows a user to easily select the dimension along which she wants to cluster the documents by inspecting only a small number of words. We demonstrate the viability of our algorithm on a variety of commonly-used sentiment datasets.


Artificial Hormone Reaction Networks: Towards Higher Evolvability in Evolutionary Multi-Modular Robotics

arXiv.org Artificial Intelligence

The semi-automatic or automatic synthesis of robot controller software is both desirable and challenging. Synthesis of rather simple behaviors such as collision avoidance by applying artificial evolution has been shown multiple times. However, the difficulty of this synthesis increases heavily with increasing complexity of the task that should be performed by the robot. We try to tackle this problem of complexity with Artificial Homeostatic Hormone Systems (AHHS), which provide both intrinsic, homeostatic processes and (transient) intrinsic, variant behavior. By using AHHS the need for pre-defined controller topologies or information about the field of application is minimized. We investigate how the principle design of the controller and the hormone network size affects the overall performance of the artificial evolution (i.e., evolvability). This is done by comparing two variants of AHHS that show different effects when mutated. We evolve a controller for a robot built from five autonomous, cooperating modules. The desired behavior is a form of gait resulting in fast locomotion by using the modules' main hinges.


PADDLE: Proximal Algorithm for Dual Dictionaries LEarning

arXiv.org Machine Learning

The representation of a signal as the superposition of elementary signals, or atoms, is the pillar of a number of research fields and analysis techniques. The best-known example of such methods is the Fourier transform, where the atoms form an orthonormal basis and every signal has a unique representation. Although an orthonormal basis would seem the most natural choice for decomposing a signal, overcomplete dictionaries (or frames) are nowadays commonplace and their use is both theoretically justified and supported by experimentally successful applications [1]. Tight frames are a class of overcomplete dictionaries with the particular property of ensuring that the optimal representation can still be recovered, as with orthonormal bases, by means of inner products of the signal and the dictionary. The goal of this paper is to introduce an algorithm - that we called PADDLE - capable of learning from data a dictionary endowed with properties similar to that of tight frames.


Optimizing real-time RDF data streams

arXiv.org Artificial Intelligence

The Resource Description Framework (RDF) provides a common data model for the integration of "real-time" social and sensor data streams with the Web and with each other. While there exist numerous protocols and data formats for exchanging dynamic RDF data, or RDF updates, these options should be examined carefully in order to enable a Semantic Web equivalent of the high-throughput, low-latency streams of typical Web 2.0, multimedia, and gaming applications. This paper contains a brief survey of RDF update formats and a high-level discussion of both TCP and UDP-based transport protocols for updates. Its main contribution is the experimental evaluation of a UDP-based architecture which serves as a real-world example of a high-performance RDF streaming application in an Internet-scale distributed environment.