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Detailed Derivations of Small-Variance Asymptotics for some Hierarchical Bayesian Nonparametric Models

arXiv.org Machine Learning

In this note we provide detailed derivations of two versions of small-variance asymptotics for hierarchical Dirichlet process (HDP) mixture models and the HDP hidden Markov model (HDP-HMM, a.k.a. the infinite HMM). We include derivations for the probabilities of certain CRP and CRF partitions, which are of more general interest.


Consistency of spectral clustering in stochastic block models

arXiv.org Machine Learning

We analyze the performance of spectral clustering for community extraction in stochastic block models. We show that, under mild conditions, spectral clustering applied to the adjacency matrix of the network can consistently recover hidden communities even when the order of the maximum expected degree is as small as $\log n$, with $n$ the number of nodes. This result applies to some popular polynomial time spectral clustering algorithms and is further extended to degree corrected stochastic block models using a spherical $k$-median spectral clustering method. A key component of our analysis is a combinatorial bound on the spectrum of binary random matrices, which is sharper than the conventional matrix Bernstein inequality and may be of independent interest.


Accurate and Conservative Estimates of MRF Log-likelihood using Reverse Annealing

arXiv.org Machine Learning

Markov random fields (MRFs) are difficult to evaluate as generative models because computing the test log-probabilities requires the intractable partition function. Annealed importance sampling (AIS) is widely used to estimate MRF partition functions, and often yields quite accurate results. However, AIS is prone to overestimate the log-likelihood with little indication that anything is wrong. We present the Reverse AIS Estimator (RAISE), a stochastic lower bound on the log-likelihood of an approximation to the original MRF model. RAISE requires only the same MCMC transition operators as standard AIS. Experimental results indicate that RAISE agrees closely with AIS log-probability estimates for RBMs, DBMs, and DBNs, but typically errs on the side of underestimating, rather than overestimating, the log-likelihood.


Large scale canonical correlation analysis with iterative least squares

arXiv.org Machine Learning

Canonical Correlation Analysis (CCA) is a widely used statistical tool with both well established theory and favorable performance for a wide range of machine learning problems. However, computing CCA for huge datasets can be very slow since it involves implementing QR decomposition or singular value decomposition of huge matrices. In this paper we introduce L-CCA, a iterative algorithm which can compute CCA fast on huge sparse datasets. Theory on both the asymptotic convergence and finite time accuracy of L-CCA are established. The experiments also show that L-CCA outperform other fast CCA approximation schemes on two real datasets.


An ADMM algorithm for solving a proximal bound-constrained quadratic program

arXiv.org Machine Learning

We will also be interested in solving a collection of such QPs that all have the same matrix A but different vectors b, v, l and u. It is possible to solve problem (1) in different ways, but we want to take advantage of the structure of our problem, namely the existence of the strongly convex ยต term, and the fact that the N problems have the same matrix A. We describe here one algorithm that is very simple, has guaranteed convergence without line searches, and takes advantage of the structure of the problem. It is based on the alternating direction method of multipliers (ADMM), combined with a direct linear solver and caching the Cholesky factorization of A. Motivation Problem (1) arises within a step in the binary hashing algorithm of Carreira-Perpiรฑรกn and Raziperchikolaei (2015).


Workshop Notes of the 6th International Workshop on Acquisition, Representation and Reasoning about Context with Logic (ARCOE-Logic 2014)

arXiv.org Artificial Intelligence

ARCOE-Logic 2014, the 6th International Workshop on Acquisition, Representation and Reasoning about Context with Logic, was held in co-location with the 19th International Conference on Knowledge Engineering and Knowledge Management (EKAW 2014) on November 25, 2014 in Link\"oping, Sweden. These notes contain the five papers which were accepted and presented at the workshop.


Understanding and Designing Complex Systems: Response to "A framework for optimal high-level descriptions in science and engineering---preliminary report"

arXiv.org Artificial Intelligence

Building compact models of nonlinear processes goes to the heart of our understanding the complex world around us--a world replete with unanticipated, emergent patterns. Via discovery mechanisms that we do not yet understand well, we eventually do come to know many of these patterns, even if we have never seen them before. Such discoveries can be substantial. At a minimum, compact models that capture such emergent "macrostates" are essential tools in harnessing complex processes to useful ends. Most ambitiously, one would hope to automate the discovery process itself, providing an especially useful tool for the era of Big Data. One key problem in the larger endeavor of pattern discovery is dimension reduction: reduce the high-dimensional state space of a stochastic dynamical system into smaller, more manageable models that nonetheless still capture the relevant dynamics. The study of complex systems always requires this.


A Study of Entanglement in a Categorical Framework of Natural Language

arXiv.org Artificial Intelligence

In both quantum mechanics and corpus linguistics based on vector spaces, the notion of entanglement provides a means for the various subsystems to communicate with each other. In this paper we examine a number of implementations of the categorical framework of Coecke, Sadrzadeh and Clark (2010) for natural language, from an entanglement perspective. Specifically, our goal is to better understand in what way the level of entanglement of the relational tensors (or the lack of it) affects the compositional structures in practical situations. Our findings reveal that a number of proposals for verb construction lead to almost separable tensors, a fact that considerably simplifies the interactions between the words. We examine the ramifications of this fact, and we show that the use of Frobenius algebras mitigates the potential problems to a great extent. Finally, we briefly examine a machine learning method that creates verb tensors exhibiting a sufficient level of entanglement.


A DDoS-Aware IDS Model Based on Danger Theory and Mobile Agents

arXiv.org Artificial Intelligence

We propose an artificial immune model for intrusion detection in distributed systems based on a relatively recent theory in immunology called Danger theory. Based on Danger theory, immune response in natural systems is a result of sensing corruption as well as sensing unknown substances. In contrast, traditional self-nonself discrimination theory states that immune response is only initiated by sensing nonself (unknown) patterns. Danger theory solves many problems that could only be partially explained by the traditional model. Although the traditional model is simpler, such problems result in high false positive rates in immune-inspired intrusion detection systems. We believe using danger theory in a multi-agent environment that computationally emulates the behavior of natural immune systems is effective in reducing false positive rates. We first describe a simplified scenario of immune response in natural systems based on danger theory and then, convert it to a computational model as a network protocol. In our protocol, we define several immune signals and model cell signaling via message passing between agents that emulate cells. Most messages include application-specific patterns that must be meaningfully extracted from various system properties. We show how to model these messages in practice by performing a case study on the problem of detecting distributed denial-of-service attacks in wireless sensor networks. We conduct a set of systematic experiments to find a set of performance metrics that can accurately distinguish malicious patterns. The results indicate that the system can be efficiently used to detect malicious patterns with a high level of accuracy.


Scalable detection of statistically significant communities and hierarchies, using message-passing for modularity

arXiv.org Machine Learning

Modularity is a popular measure of community structure. However, maximizing the modularity can lead to many competing partitions, with almost the same modularity, that are poorly correlated with each other. It can also produce illusory "communities" in random graphs where none exist. We address this problem by using the modularity as a Hamiltonian at finite temperature, and using an efficient Belief Propagation algorithm to obtain the consensus of many partitions with high modularity, rather than looking for a single partition that maximizes it. We show analytically and numerically that the proposed algorithm works all the way down to the detectability transition in networks generated by the stochastic block model. It also performs well on real-world networks, revealing large communities in some networks where previous work has claimed no communities exist. Finally we show that by applying our algorithm recursively, subdividing communities until no statistically-significant subcommunities can be found, we can detect hierarchical structure in real-world networks more efficiently than previous methods.