Industry
Scalable Preference Aggregation in Social Networks
Dhamal, Swapnil (Indian Institute of Science, Bangalore) | Narahari, Y. (Indian Institute of Science, Bangalore)
In social choice theory, preference aggregation refers to computing an aggregate preference over a set of alternatives given individual preferences of all the agents. In real-world scenarios, it may not be feasible to gather preferences from all the agents. Moreover, determining the aggregate preference is computationally intensive. In this paper, we show that the aggregate preference of the agents in a social network can be computed efficiently and with sufficient accuracy using preferences elicited from a small subset of critical nodes in the network. Our methodology uses a model developed based on real-world data obtained using a survey on human subjects, and exploits network structure and homophily of relationships. Our approach guarantees good performance for aggregation rules that satisfy a property which we call expected weak insensitivity. We demonstrate empirically that many practically relevant aggregation rules satisfy this property. We also show that two natural objective functions in this context satisfy certain properties, which makes our methodology attractive for scalable preference aggregation over large scale social networks. We conclude that our approach is superior to random polling while aggregating preferences related to individualistic metrics, whereas random polling is acceptable in the case of social metrics.
Online Learning with Multiple Operator-valued Kernels
Audiffren, Julien, Kadri, Hachem
We consider the problem of learning a vector-valued function f in an online learning setting. The function f is assumed to lie in a reproducing Hilbert space of operator-valued kernels. We describe two online algorithms for learning f while taking into account the output structure. A first contribution is an algorithm, ONORMA, that extends the standard kernel-based online learning algorithm NORMA from scalar-valued to operator-valued setting. We report a cumulative error bound that holds both for classification and regression. We then define a second algorithm, MONORMA, which addresses the limitation of pre-defining the output structure in ONORMA by learning sequentially a linear combination of operator-valued kernels. Our experiments show that the proposed algorithms achieve good performance results with low computational cost.
Randomized Dimension Reduction on Massive Data
Georgiev, Stoyan, Mukherjee, Sayan
Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as symmetric generalized eigendecomposition problems. In this paper we outline how taking into account the low rank structure assumption implicit in these dimension reduction approaches provides both computational and statistical advantages. We adapt recent randomized low-rank approximation algorithms to provide efficient solutions to three dimension reduction methods: Principal Component Analysis (PCA), Sliced Inverse Regression (SIR), and Localized Sliced Inverse Regression (LSIR). A key observation in this paper is that randomization serves a dual role, improving both computational and statistical performance. This point is highlighted in our experiments on real and simulated data.
Pseudo-likelihood methods for community detection in large sparse networks
Amini, Arash A., Chen, Aiyou, Bickel, Peter J., Levina, Elizaveta
Many algorithms have been proposed for fitting network models with communities, but most of them do not scale well to large networks, and often fail on sparse networks. Here we propose a new fast pseudo-likelihood method for fitting the stochastic block model for networks, as well as a variant that allows for an arbitrary degree distribution by conditioning on degrees. We show that the algorithms perform well under a range of settings, including on very sparse networks, and illustrate on the example of a network of political blogs. We also propose spectral clustering with perturbations, a method of independent interest, which works well on sparse networks where regular spectral clustering fails, and use it to provide an initial value for pseudo-likelihood. We prove that pseudo-likelihood provides consistent estimates of the communities under a mild condition on the starting value, for the case of a block model with two communities.
Statistical Inference in Hidden Markov Models using $k$-segment Constraints
Titsias, Michalis K., Yau, Christopher, Holmes, Christopher C.
Fundamentally, the HMM is a mixture model whose mixing distribution is a finite state Markov chain (Rabiner, 1989; Capp e et al., 2005). Whilst the Markov assumptions rarely correspond to the true physical generative process, it often adequately captures first-order properties that make it a useful approximating model for sequence data in many instances whilst remaining tractable even for very large datasets. As a consequence, HMM-based algorithms can give highly competitive performance in many applications. Central to the tractability of HMMs is the availability of recursive algorithms that allow fundamental quantities to be computed efficiently (Baum and Petrie, 1966; Viterbi, 1967). These include the Viterbi algorithm which computes the most probable hidden state sequence and the forward-backward algorithm which computes the marginal probability of a given state at a point in the sequence. Computation for the HMM has been well-summarized in the comprehensive and widely read tutorial by Rabiner (1989) with a Bayesian treatment given more recently by Scott (2002). It is a testament to the completeness of these recursive methods that there have been few generic additions to the HMM toolbox since these were first described in the 1960s. However, as HMM approaches continue to be applied in increasingly diverse scientific domains and ever larger data sets, there is interest in expanding the generic toolbox available for HMM inference to encompass unmet needs. The motivation for our work is to develop mechanisms to allow theexploration of the posterior sequence space.
Learning Trajectory Preferences for Manipulators via Iterative Improvement
Jain, Ashesh, Wojcik, Brian, Joachims, Thorsten, Saxena, Ashutosh
We consider the problem of learning good trajectories for manipulation tasks. This is challenging because the criterion defining a good trajectory varies with users, tasks and environments. In this paper, we propose a co-active online learning framework for teaching robots the preferences of its users for object manipulation tasks. The key novelty of our approach lies in the type of feedback expected from the user: the human user does not need to demonstrate optimal trajectories as training data, but merely needs to iteratively provide trajectories that slightly improve over the trajectory currently proposed by the system. We argue that this co-active preference feedback can be more easily elicited from the user than demonstrations of optimal trajectories, which are often challenging and non-intuitive to provide on high degrees of freedom manipulators. Nevertheless, theoretical regret bounds of our algorithm match the asymptotic rates of optimal trajectory algorithms. We demonstrate the generalizability of our algorithm on a variety of grocery checkout tasks, for whom, the preferences were not only influenced by the object being manipulated but also by the surrounding environment.\footnote{For more details and a demonstration video, visit: \url{http://pr.cs.cornell.edu/coactive}}
A Gang of Bandits
Cesa-Bianchi, Nicolรฒ, Gentile, Claudio, Zappella, Giovanni
Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more generally, recommendation systems. In many cases, however, these applications have a strong social component, whose integration in the bandit algorithm could lead to a dramatic performance increase. For instance, we may want to serve content to a group of users by taking advantage of an underlying network of social relationships among them. In this paper, we introduce novel algorithmic approaches to the solution of such networked bandit problems. More specifically, we design and analyze a global strategy which allocates a bandit algorithm to each network node (user) and allows it to "share" signals (contexts and payoffs) with the neghboring nodes. We then derive two more scalable variants of this strategy based on different ways of clustering the graph nodes. We experimentally compare the algorithm and its variants to state-of-the-art methods for contextual bandits that do not use the relational information. Our experiments, carried out on synthetic and real-world datasets, show a marked increase in prediction performance obtained by exploiting the network structure.
Inferring clonal evolution of tumors from single nucleotide somatic mutations
Jiao, Wei, Vembu, Shankar, Deshwar, Amit G., Stein, Lincoln, Morris, Quaid
High-throughput sequencing allows the detection and quantification of frequencies of somatic single nucleotide variants (SNV) in heterogeneous tumor cell populations. In some cases, the evolutionary history and population frequency of the subclonal lineages of tumor cells present in the sample can be reconstructed from these SNV frequency measurements. However, automated methods to do this reconstruction are not available and the conditions under which reconstruction is possible have not been described. We describe the conditions under which the evolutionary history can be uniquely reconstructed from SNV frequencies from single or multiple samples from the tumor population and we introduce a new statistical model, PhyloSub, that infers the phylogeny and genotype of the major subclonal lineages represented in the population of cancer cells. It uses a Bayesian nonparametric prior over trees that groups SNVs into major subclonal lineages and automatically estimates the number of lineages and their ancestry. We sample from the joint posterior distribution over trees to identify evolutionary histories and cell population frequencies that have the highest probability of generating the observed SNV frequency data. When multiple phylogenies are consistent with a given set of SNV frequencies, PhyloSub represents the uncertainty in the tumor phylogeny using a partial order plot. Experiments on a simulated dataset and two real datasets comprising tumor samples from acute myeloid leukemia and chronic lymphocytic leukemia patients demonstrate that PhyloSub can infer both linear (or chain) and branching lineages and its inferences are in good agreement with ground truth, where it is available.
Parsimonious Shifted Asymmetric Laplace Mixtures
Franczak, Brian C., McNicholas, Paul D., Browne, Ryan P., Murray, Paula M.
A family of parsimonious shifted asymmetric Laplace mixture models is introduced. We extend the mixture of factor analyzers model to the shifted asymmetric Laplace distribution. Imposing constraints on the constitute parts of the resulting decomposed component scale matrices leads to a family of parsimonious models. An explicit two-stage parameter estimation procedure is described, and the Bayesian information criterion and the integrated completed likelihood are compared for model selection. This novel family of models is applied to real data, where it is compared to its Gaussian analogue within clustering and classification paradigms.
Dropout Training as Adaptive Regularization
Wager, Stefan, Wang, Sida, Liang, Percy
Dropout and other feature noising schemes control overfitting by artificially corrupting the training data. For generalized linear models, dropout performs a form of adaptive regularization. Using this viewpoint, we show that the dropout regularizer is first-order equivalent to an L2 regularizer applied after scaling the features by an estimate of the inverse diagonal Fisher information matrix. We also establish a connection to AdaGrad, an online learning algorithm, and find that a close relative of AdaGrad operates by repeatedly solving linear dropout-regularized problems. By casting dropout as regularization, we develop a natural semi-supervised algorithm that uses unlabeled data to create a better adaptive regularizer. We apply this idea to document classification tasks, and show that it consistently boosts the performance of dropout training, improving on state-of-the-art results on the IMDB reviews dataset.