Random projections (RP) are a popular tool for reducing dimensionality while preserving local geometry. In many applications the data set to be projected is given to us in advance, yet the current RP techniques do not make use of information about the data. In this paper, we provide a computationally light way to extract statistics from the data that allows designing a data dependent RP with superior performance compared to data-oblivious RP. We tackle scenarios such as matrix multiplication and linear regression/classification in which we wish to estimate inner products between pairs of vectors from two possibly different sources. Our technique takes advantage of the difference between the sources and is provably superior to oblivious RPs. Additionally, we provide extensive experiments comparing RPs with our approach showing significant performance lifts in fast matrix multiplication, regression and classification problems.

BERT is awesome, and it's everywhere. It looks like any NLP task can benefit from utilizing BERT. The authors showed that this is indeed the case, and from my experience, it works like magic. It's easy to use, works on a small amount of data and supports many different languages. It seems like there's no single reason not to use it everywhere.

Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$. This generalizes linear regression and (real) phase retrieval, and is closely related to convex regression. Working within a non-asymptotic framework, we study this problem in the high-dimensional setting assuming that $k$ is a fixed constant, and focus on estimation of the unknown coefficients of the affine functions underlying the model. We analyze a natural alternating minimization (AM) algorithm for the non-convex least squares objective when the design is random. We show that the AM algorithm, when initialized suitably, converges with high probability and at a geometric rate to a small ball around the optimal coefficients. In order to initialize the algorithm, we propose and analyze a combination of a spectral method and a random search scheme in a low-dimensional space, which may be of independent interest. The final rate that we obtain is near-parametric and minimax optimal (up to a poly-logarithmic factor) as a function of the dimension, sample size, and noise variance. In that sense, our approach should be viewed as a direct and implementable method of enforcing regularization to alleviate the curse of dimensionality in problems of the convex regression type. As a by-product of our analysis, we also obtain guarantees on a classical algorithm for the phase retrieval problem under considerably weaker assumptions on the design distribution than was previously known. Numerical experiments illustrate the sharpness of our bounds in the various problem parameters.

We consider the problem of active linear regression where a decision maker has to choose between several covariates to sample in order to obtain the best estimate $\hat{\beta}$ of the parameter $\beta^{\star}$ of the linear model, in the sense of minimizing $\mathbb{E} \lVert\hat{\beta}-\beta^{\star}\rVert^2$. Using bandit and convex optimization techniques we propose an algorithm to define the sampling strategy of the decision maker and we compare it with other algorithms. We provide theoretical guarantees of our algorithm in different settings, including a $\mathcal{O}(T^{-2})$ regret bound in the case where the covariates form a basis of the feature space, generalizing and improving existing results. Numerical experiments validate our theoretical findings.

We consider supervised dimension reduction problems, namely to identify a low dimensional projection of the predictors $\-x$ which can retain the statistical relationship between $\-x$ and the response variable $y$. We follow the idea of the sliced inverse regression (SIR) class of methods, which is to use the statistical information of the conditional distribution $\pi(\-x|y)$ to identify the dimension reduction (DR) space and in particular we focus on the task of computing this conditional distribution. We propose a Bayesian framework to compute the conditional distribution where the likelihood function is obtained using the Gaussian process regression model. The conditional distribution $\pi(\-x|y)$ can then be obtained directly by assigning weights to the original data points. We then can perform DR by considering certain moment functions (e.g. the first moment) of the samples of the posterior distribution. With numerical examples, we demonstrate that the proposed method is especially effective for small data problems.

Plasmodium falciparum malaria still poses one of the greatest threats to human life with over 200 million cases globally leading to half-million deaths annually. Of these, 90% of cases and of the mortality occurs in sub-Saharan Africa, mostly among children. Although malaria prediction systems are central to the 2016-2030 malaria Global Technical Strategy, currently these are inadequate at capturing and estimating the burden of disease in highly endemic countries. We developed and validated a computational system that exploits the predictive power of current Machine Learning approaches on 22-years of prospective data from the high-transmission holoendemic malaria urban-densely-populated sub-Saharan West-Africa metropolis of Ibadan. Our dataset of >9x104 screened study participants attending our clinical and community services from 1996 to 2017 contains monthly prevalence, temporal, environmental and host features. Our Locality-specific Elastic-Net based Malaria Prediction System (LEMPS) achieves good generalization performance, both in magnitude and direction of the prediction, when tasked to predict monthly prevalence on previously unseen validation data (MAE<=6x10-2, MSE<=7x10-3) within a range of (+0.1 to -0.05) error-tolerance which is relevant and usable for aiding decision-support in a holoendemic setting. LEMPS is well-suited for malaria prediction, where there are multiple features which are correlated with one another, and trading-off between regularization-strength L1-norm and L2-norm allows the system to retain stability. Data-driven systems are critical for regionally-adaptable surveillance, management of control strategies and resource allocation across stretched healthcare systems.

We investigate the prediction capability of the orthogonal greedy algorithm (OGA) in high-dimensional regression models with dependent observations. The rates of convergence of the prediction error of OGA are obtained under a variety of sparsity conditions. To prevent OGA from overfitting, we introduce a high-dimensional Akaike's information criterion (HDAIC) to determine the number of OGA iterations. A key contribution of this work is to show that OGA, used in conjunction with HDAIC, can achieve the optimal convergence rate without knowledge of how sparse the underlying high-dimensional model is.

More and more AI services are provided through APIs on cloud where predictive models are hidden behind APIs. To build trust with users and reduce potential application risk, it is important to interpret how such predictive models hidden behind APIs make their decisions. The biggest challenge of interpreting such predictions is that no access to model parameters or training data is available. Existing works interpret the predictions of a model hidden behind an API by heuristically probing the response of the API with perturbed input instances. However, these methods do not provide any guarantee on the exactness and consistency of their interpretations. In this paper, we propose an elegant closed form solution named \texttt{OpenAPI} to compute exact and consistent interpretations for the family of Piecewise Linear Models (PLM), which includes many popular classification models. The major idea is to first construct a set of overdetermined linear equation systems with a small set of perturbed instances and the predictions made by the model on those instances. Then, we solve the equation systems to identify the decision features that are responsible for the prediction on an input instance. Our extensive experiments clearly demonstrate the exactness and consistency of our method.

This paper presents our contribution to PolEval 2019 Task 6: Hate speech and bullying detection. We describe three parallel approaches that we followed: fine-tuning a pre-trained ULMFiT model to our classification task, fine-tuning a pre-trained BERT model to our classification task, and using the TPOT library to find the optimal pipeline. We present results achieved by these three tools and review their advantages and disadvantages in terms of user experience. Our team placed second in subtask 2 with a shallow model found by TPOT: a~logistic regression classifier with non-trivial feature engineering.

Understanding if classifiers generalize to out-of-sample datasets is a central problem in machine learning. Microscopy images provide a standardized way to measure the generalization capacity of image classifiers, as we can image the same classes of objects under increasingly divergent, but controlled factors of variation. We created a public dataset of 132,209 images of mouse cells, COOS-7 (Cells Out Of Sample 7-Class). COOS-7 provides a classification setting where four test datasets have increasing degrees of covariate shift: some images are random subsets of the training data, while others are from experiments reproduced months later and imaged by different instruments. We benchmarked a range of classification models using different representations, including transferred neural network features, end-to-end classification with a supervised deep CNN, and features from a self-supervised CNN. While most classifiers perform well on test datasets similar to the training dataset, all classifiers failed to generalize their performance to datasets with greater covariate shifts. These baselines highlight the challenges of covariate shifts in image data, and establish metrics for improving the generalization capacity of image classifiers.