Learning Graphical Models
Machine Learning Model of the Swift/BAT Trigger Algorithm for Long GRB Population Studies
Graff, Philip B, Lien, Amy Y, Baker, John G, Sakamoto, Takanori
To draw inferences about gamma-ray burst (GRB) source populations based on Swift observations, it is essential to understand the detection efficiency of the Swift burst alert telescope (BAT). This study considers the problem of modeling the Swift/BAT triggering algorithm for long GRBs, a computationally expensive procedure, and models it using machine learning algorithms. A large sample of simulated GRBs from Lien 2014 is used to train various models: random forests, boosted decision trees (with AdaBoost), support vector machines, and artificial neural networks. The best models have accuracies of $\gtrsim97\%$ ($\lesssim 3\%$ error), which is a significant improvement on a cut in GRB flux which has an accuracy of $89.6\%$ ($10.4\%$ error). These models are then used to measure the detection efficiency of Swift as a function of redshift $z$, which is used to perform Bayesian parameter estimation on the GRB rate distribution. We find a local GRB rate density of $n_0 \sim 0.48^{+0.41}_{-0.23} \ {\rm Gpc}^{-3} {\rm yr}^{-1}$ with power-law indices of $n_1 \sim 1.7^{+0.6}_{-0.5}$ and $n_2 \sim -5.9^{+5.7}_{-0.1}$ for GRBs above and below a break point of $z_1 \sim 6.8^{+2.8}_{-3.2}$. This methodology is able to improve upon earlier studies by more accurately modeling Swift detection and using this for fully Bayesian model fitting. The code used in this is analysis is publicly available online (https://github.com/PBGraff/SwiftGRB_PEanalysis).
Toward Optimal Feature Selection in Naive Bayes for Text Categorization
Tang, Bo, Kay, Steven, He, Haibo
Automated feature selection is important for text categorization to reduce the feature size and to speed up the learning process of classifiers. In this paper, we present a novel and efficient feature selection framework based on the Information Theory, which aims to rank the features with their discriminative capacity for classification. We first revisit two information measures: Kullback-Leibler divergence and Jeffreys divergence for binary hypothesis testing, and analyze their asymptotic properties relating to type I and type II errors of a Bayesian classifier. We then introduce a new divergence measure, called Jeffreys-Multi-Hypothesis (JMH) divergence, to measure multi-distribution divergence for multi-class classification. Based on the JMH-divergence, we develop two efficient feature selection methods, termed maximum discrimination ($MD$) and $MD-\chi^2$ methods, for text categorization. The promising results of extensive experiments demonstrate the effectiveness of the proposed approaches.
A Variational Analysis of Stochastic Gradient Algorithms
Mandt, Stephan, Hoffman, Matthew D., Blei, David M.
Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show that SGD with constant rates can be effectively used as an approximate posterior inference algorithm for probabilistic modeling. Specifically, we show how to adjust the tuning parameters of SGD such as to match the resulting stationary distribution to the posterior. This analysis rests on interpreting SGD as a continuous-time stochastic process and then minimizing the Kullback-Leibler divergence between its stationary distribution and the target posterior. (This is in the spirit of variational inference.) In more detail, we model SGD as a multivariate Ornstein-Uhlenbeck process and then use properties of this process to derive the optimal parameters. This theoretical framework also connects SGD to modern scalable inference algorithms; we analyze the recently proposed stochastic gradient Fisher scoring under this perspective. We demonstrate that SGD with properly chosen constant rates gives a new way to optimize hyperparameters in probabilistic models.
Network Inference by Learned Node-Specific Degree Prior
Tang, Qingming, Tu, Lifu, Wang, Weiran, Xu, Jinbo
We propose a novel method for network inference from partially observed edges using a node-specific degree prior. The degree prior is derived from observed edges in the network to be inferred, and its hyper-parameters are determined by cross validation. Then we formulate network inference as a matrix completion problem regularized by our degree prior. Our theoretical analysis indicates that this prior favors a network following the learned degree distribution, and may lead to improved network recovery error bound than previous work. Experimental results on both simulated and real biological networks demonstrate the superior performance of our method in various settings.
Interpretable Selection and Visualization of Features and Interactions Using Bayesian Forests
Krakovna, Viktoriya, Du, Jiong, Liu, Jun S.
It is becoming increasingly important for machine learning methods to make predictions that are interpretable as well as accurate. In many practical applications, it is of interest which features and feature interactions are relevant to the prediction task. We present a novel method, Selective Bayesian Forest Classifier, that strikes a balance between predictive power and interpretability by simultaneously performing classification, feature selection, feature interaction detection and visualization. It builds parsimonious yet flexible models using tree-structured Bayesian networks, and samples an ensemble of such models using Markov chain Monte Carlo. We build in feature selection by dividing the trees into two groups according to their relevance to the outcome of interest. Our method performs competitively on classification and feature selection benchmarks in low and high dimensions, and includes a visualization tool that provides insight into relevant features and interactions.
A Tractable Fully Bayesian Method for the Stochastic Block Model
Hayashi, Kohei, Konishi, Takuya, Kawamoto, Tatsuro
The stochastic block model (SBM) is a generative model revealing macroscopic structures in graphs. Bayesian methods are used for (i) cluster assignment inference and (ii) model selection for the number of clusters. In this paper, we study the behavior of Bayesian inference in the SBM in the large sample limit. Combining variational approximation and Laplace's method, a consistent criterion of the fully marginalized log-likelihood is established. Based on that, we derive a tractable algorithm that solves tasks (i) and (ii) concurrently, obviating the need for an outer loop to check all model candidates. Our empirical and theoretical results demonstrate that our method is scalable in computation, accurate in approximation, and concise in model selection.
A Deep Learning Approach to Unsupervised Ensemble Learning
Shaham, Uri, Cheng, Xiuyuan, Dror, Omer, Jaffe, Ariel, Nadler, Boaz, Chang, Joseph, Kluger, Yuval
We show how deep learning methods can be applied in the context of crowdsourcing and unsupervised ensemble learning. First, we prove that the popular model of Dawid and Skene, which assumes that all classifiers are conditionally independent, is {\em equivalent} to a Restricted Boltzmann Machine (RBM) with a single hidden node. Hence, under this model, the posterior probabilities of the true labels can be instead estimated via a trained RBM. Next, to address the more general case, where classifiers may strongly violate the conditional independence assumption, we propose to apply RBM-based Deep Neural Net (DNN). Experimental results on various simulated and real-world datasets demonstrate that our proposed DNN approach outperforms other state-of-the-art methods, in particular when the data violates the conditional independence assumption.
Word Representations, Tree Models and Syntactic Functions
Šuster, Simon, van Noord, Gertjan, Titov, Ivan
Word representations induced from models with discrete latent variables (e.g.\ HMMs) have been shown to be beneficial in many NLP applications. In this work, we exploit labeled syntactic dependency trees and formalize the induction problem as unsupervised learning of tree-structured hidden Markov models. Syntactic functions are used as additional observed variables in the model, influencing both transition and emission components. Such syntactic information can potentially lead to capturing more fine-grain and functional distinctions between words, which, in turn, may be desirable in many NLP applications. We evaluate the word representations on two tasks -- named entity recognition and semantic frame identification. We observe improvements from exploiting syntactic function information in both cases, and the results rivaling those of state-of-the-art representation learning methods. Additionally, we revisit the relationship between sequential and unlabeled-tree models and find that the advantage of the latter is not self-evident.
Boolean Matrix Factorization and Noisy Completion via Message Passing
Ravanbakhsh, Siamak, Poczos, Barnabas, Greiner, Russell
Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as maximum a posteriori inference problems in a graphical model and present a message passing approach that scales linearly with the number of observations and factors. Our empirical study demonstrates that message passing is able to recover low-rank Boolean matrices, in the boundaries of theoretically possible recovery and compares favorably with state-of-the-art in real-world applications, such collaborative filtering with large-scale Boolean data.
Modeling User Exposure in Recommendation
Liang, Dawen, Charlin, Laurent, McInerney, James, Blei, David M.
Collaborative filtering analyzes user preferences for items (e.g., books, movies, restaurants, academic papers) by exploiting the similarity patterns across users. In implicit feedback settings, all the items, including the ones that a user did not consume, are taken into consideration. But this assumption does not accord with the common sense understanding that users have a limited scope and awareness of items. For example, a user might not have heard of a certain paper, or might live too far away from a restaurant to experience it. In the language of causal analysis, the assignment mechanism (i.e., the items that a user is exposed to) is a latent variable that may change for various user/item combinations. In this paper, we propose a new probabilistic approach that directly incorporates user exposure to items into collaborative filtering. The exposure is modeled as a latent variable and the model infers its value from data. In doing so, we recover one of the most successful state-of-the-art approaches as a special case of our model, and provide a plug-in method for conditioning exposure on various forms of exposure covariates (e.g., topics in text, venue locations). We show that our scalable inference algorithm outperforms existing benchmarks in four different domains both with and without exposure covariates.