Logistic Regression is one of the most used Machine Learning algorithms for binary classification. It is a simple Algorithm that you can use as a performance baseline, it is easy to implement and it will do well enough in many tasks. Therefore every Machine Learning engineer should be familiar with its concepts. The building block concepts of Logistic Regression can also be helpful in deep learning while building neural networks. In this post, you will learn what Logistic Regression is, how it works, what are advantages and disadvantages and much more.

This note considers softmax parameter estimation when little/no labeled training data is available, but a priori information about the relative geometry of class label log-odds boundaries is available. It is shown that `data-free' softmax model synthesis corresponds to solving a linear system of parameter equations, wherein desired dominant class log-odds boundaries are encoded via convex polytopes that decompose the input feature space. When solvable, the linear equations yield closed-form softmax parameter solution families using class boundary polytope specifications only. This allows softmax parameter learning to be implemented without expensive brute force data sampling and numerical optimization. The linear equations can also be adapted to constrained maximum likelihood estimation in data-sparse settings. Since solutions may also fail to exist for the linear parameter equations derived from certain polytope specifications, it is thus also shown that there exist probabilistic classification problems over m convexly separable classes for which the log-odds boundaries cannot be learned using an m-class softmax model.

Classical clustering algorithms typically either lack an underlying probability framework to make them predictive or focus on parameter estimation rather than defining and minimizing a notion of error. Recent work addresses these issues by developing a probabilistic framework based on the theory of random labeled point processes and characterizing a Bayes clusterer that minimizes the number of misclustered points. The Bayes clusterer is analogous to the Bayes classifier. Whereas determining a Bayes classifier requires full knowledge of the feature-label distribution, deriving a Bayes clusterer requires full knowledge of the point process. When uncertain of the point process, one would like to find a robust clusterer that is optimal over the uncertainty, just as one may find optimal robust classifiers with uncertain feature-label distributions. Herein, we derive an optimal robust clusterer by first finding an effective random point process that incorporates all randomness within its own probabilistic structure and from which a Bayes clusterer can be derived that provides an optimal robust clusterer relative to the uncertainty. This is analogous to the use of effective class-conditional distributions in robust classification. After evaluating the performance of robust clusterers in synthetic mixtures of Gaussians models, we apply the framework to granular imaging, where we make use of the asymptotic granulometric moment theory for granular images to relate robust clustering theory to the application.

Complex performance measures, beyond the popular measure of accuracy, are increasingly being used in the context of binary classification. These complex performance measures are typically not even decomposable, that is, the loss evaluated on a batch of samples cannot typically be expressed as a sum or average of losses evaluated at individual samples, which in turn requires new theoretical and methodological developments beyond standard treatments of supervised learning. In this paper, we advance this understanding of binary classification for complex performance measures by identifying two key properties: a so-called Karmic property, and a more technical threshold-quasi-concavity property, which we show is milder than existing structural assumptions imposed on performance measures. Under these properties, we show that the Bayes optimal classifier is a threshold function of the conditional probability of positive class. We then leverage this result to come up with a computationally practical plug-in classifier, via a novel threshold estimator, and further, provide a novel statistical analysis of classification error with respect to complex performance measures.

The mass, or binding energy, is the basis property of the atomic nucleus. It determines its stability, and reaction and decay rates. Quantifying the nuclear binding is important for understanding the origin of elements in the universe. The astrophysical processes responsible for the nucleosynthesis in stars often take place far from the valley of stability, where experimental masses are not known. In such cases, missing nuclear information must be provided by theoretical predictions using extreme extrapolations. Bayesian machine learning techniques can be applied to improve predictions by taking full advantage of the information contained in the deviations between experimental and calculated masses. We consider 10 global models based on nuclear Density Functional Theory as well as two more phenomenological mass models. The emulators of S2n residuals and credibility intervals defining theoretical error bars are constructed using Bayesian Gaussian processes and Bayesian neural networks. We consider a large training dataset pertaining to nuclei whose masses were measured before 2003. For the testing datasets, we considered those exotic nuclei whose masses have been determined after 2003. We then carried out extrapolations towards the 2n dripline. While both Gaussian processes and Bayesian neural networks reduce the rms deviation from experiment significantly, GP offers a better and much more stable performance. The increase in the predictive power is quite astonishing: the resulting rms deviations from experiment on the testing dataset are similar to those of more phenomenological models. The empirical coverage probability curves we obtain match very well the reference values which is highly desirable to ensure honesty of uncertainty quantification, and the estimated credibility intervals on predictions make it possible to evaluate predictive power of individual models.

We consider the problem of including additional knowledge in estimating sparse Gaussian graphical models (sGGMs) from aggregated samples, arising often in bioinformatics and neuroimaging applications. Previous joint sGGM estimators either fail to use existing knowledge or cannot scale-up to many tasks (large $K$) under a high-dimensional (large $p$) situation. In this paper, we propose a novel \underline{J}oint \underline{E}lementary \underline{E}stimator incorporating additional \underline{K}nowledge (JEEK) to infer multiple related sparse Gaussian Graphical models from large-scale heterogeneous data. Using domain knowledge as weights, we design a novel hybrid norm as the minimization objective to enforce the superposition of two weighted sparsity constraints, one on the shared interactions and the other on the task-specific structural patterns. This enables JEEK to elegantly consider various forms of existing knowledge based on the domain at hand and avoid the need to design knowledge-specific optimization. JEEK is solved through a fast and entry-wise parallelizable solution that largely improves the computational efficiency of the state-of-the-art $O(p^5K^4)$ to $O(p^2K^4)$. We conduct a rigorous statistical analysis showing that JEEK achieves the same convergence rate $O(\log(Kp)/n_{tot})$ as the state-of-the-art estimators that are much harder to compute. Empirically, on multiple synthetic datasets and two real-world data, JEEK outperforms the speed of the state-of-arts significantly while achieving the same level of prediction accuracy.

Adversarial learning is one of the most successful approaches to modelling high-dimensional probability distributions from data. The quantum computing community has recently begun to generalize this idea and to look for potential applications. In this work, we derive an adversarial algorithm for the problem of approximating an unknown quantum pure state. Although this could be done on error-corrected quantum computers, the adversarial formulation enables us to execute the algorithm on near-term quantum computers. Two ansatz circuits are optimized in tandem: One tries to approximate the target state, the other tries to distinguish between target and approximated state. Supported by numerical simulations, we show that resilient backpropagation algorithms perform remarkably well in optimizing the two circuits. We use the bipartite entanglement entropy to design an efficient heuristic for the stopping criteria. Our approach may find application in quantum state tomography.

Learning to make decisions from observed data in dynamic environments remains a problem of fundamental importance in a number of fields, from artificial intelligence and robotics, to medicine and finance. This paper concerns the problem of learning control policies for unknown linear dynamical systems so as to maximize a quadratic reward function. We present a method to optimize the expected value of the reward over the posterior distribution of the unknown system parameters, given data. The algorithm involves sequential convex programing, and enjoys reliable local convergence and robust stability guarantees. Numerical simulations and stabilization of a real-world inverted pendulum are used to demonstrate the approach, with strong performance and robustness properties observed in both.

By providing a simple and efficient way of computing low-variance gradients of continuous random variables, the reparameterization trick has become the technique of choice for training a variety of latent variable models. However, it is not applicable to a number of important continuous distributions. We introduce an alternative approach to computing reparameterization gradients based on implicit differentiation and demonstrate its broader applicability by applying it to Gamma, Beta, Dirichlet, and von Mises distributions, which cannot be used with the classic reparameterization trick. Our experiments show that the proposed approach is faster and more accurate than the existing gradient estimators for these distributions.

Gibbs sampling is a MCMC method to draw samples from a complex distribution (usually a posterior in Bayesian inference). In this post I aim to show how to do Gibbs sampling using Edward, "a Python library for probabilistic modeling". If you are new to Edward, you can install the package by following up these steps. In above code x0 and x1 are two place holders for samples of X0X 0X0 and X1X 1X1 from previous iteration. Edward helped us to write Gibbs sampling with less than 10 line of codes.