Goto

Collaborating Authors

 Statistical Learning


Reviews: Wavelet regression and additive models for irregularly spaced data

Neural Information Processing Systems

This paper proposes regression methods using wavelets, which does not require irregularly spaced data or the number of observation to be a power of 2. The key idea is to interpolate the raw data to fitted values on the regular grid and run regression algorithm with l1-penalty, i.e., proximal gradient descent. It is natural to generalize additive models for a potentially large number of covariates. The authors analyze (minimax) convergence rates of the proposed methods over Besov spaces. In experiments, they benchmark their methods under some synthetic functions and report that they perform better than competitors. The necessary assumptions of traditional wavelets regressions (equi-spaced and a power of 2 data) restricts to apply them into practical applications.


Reviews: Stochastic Optimization with Variance Reduction for Infinite Datasets with Finite Sum Structure

Neural Information Processing Systems

The paper proposes a method for optimization problems often found in machine learning tasks. The general loss function to minimize is of the form of a sum of smooth-convex functions associated with a convex regularization potential. The method is designed for the case of perturbation introduced in the data. Since the data sampling introduces a stochastic component Stochastic Gradient Descent (SGD) need of modifications for reducing the gradient variance [14,28]. In the case of perturbed data, such variance is magnified.


Reviews: Non-convex Finite-Sum Optimization Via SCSG Methods

Neural Information Processing Systems

Summary: This paper proposes a variant of a family of stochastic optimization algorithms SCSG (closely related to SVRG), and analyzes it in the context of non-convex optimization. The main difference is that the outer loop computes a gradient on a random subset of the data, and the stochastic gradients in the inner loop have a random cardinality and are not restricted to those participating in the outer gradient. The analysis of the stochastic gradients despite this mismatch is the main technical contribution of the paper. The result is a set of new bounds on the performance of the algorithm which improve on both sgd and variance reduced algorithms, at least in the low-medium accuracy regimes. Experimental evidence supports the claims of improvement in objective reduction (both training error and test error) per iteration both before the end of the first pass on data and after, both by SCSG over SGD and by varying batch size variant over the fixed size variant, but only on two networks applied to the venerable and small MNIST dataset. Pros of acceptance: - The claimed results are interesting and shed light on an important regime.


Reviews: A PAC-Bayesian Analysis of Randomized Learning with Application to Stochastic Gradient Descent

Neural Information Processing Systems

The paper opens the way to a new use of PAC-Bayesian theory, by combining PAC-Bayes with algorithmic stability to study stochastic optimization algorithms. The obtained probabilistic bounds are then used to inspire adaptive sampling strategies, studied empirically in a deep learning scenario. The paper is well written, and the proofs are non-trivial. It contains several clever ideas, namely the use of algorithmic stability to bound the complexity term inside PAC-Bayesian bounds. It's also fruitful to express the prior and posterior distributions over the sequences of indexes used by a stochastic gradient descent algorithm.


Reviews: Gradient descent GAN optimization is locally stable

Neural Information Processing Systems

The authors present a dynamical system based analysis of simultaneous gradient descent updates for GANs, by considering the limit dynamical system that corresponds to the discrete updates. They show that under a series of assumptions, an equilibrium point of the dynamical system is locally asymptotically stable, implying convergence to the equilibrium if the system is initialized in a close neighborhood of it. Then they show how some types of GANs fail to satisfy some of their conditions and propose a fix to the gradient updates that re-instate local stability. They give experimental evidence that the local-stability inspired fix yields improvements in practice on MNIST digit generation and simple multi-modal distributions. However, I do think that these drawbacks are remedied by the fact that their modification, based on local asymptotic theory, did give noticeable improvements.


Reviews: Large Scale computation of Means and Clusters for Persistence Diagrams using Optimal Transport

Neural Information Processing Systems

This paper proposes a new method for the clustering of persistence diagrams using recent techniques in optimal transport. The problem is quite important; clustering provides a sensible way to group data according to their topological characterizations. It is also very challenging due to the Wasserstein distance between the persistence diagrams. This paper proposes to (1) approximate the Wasserstein distance between diagrams using the regularized optimal transport, and (2) treat the computation of the Frechet means as another optimal transport problem, and find the optimal solution using gradient descent. Several major technical challenges are addressed, include: 1) the Wasserstein distance may involve matching points with the a diagonal line. The proposed method is compared with the state-of-the-art (Hera) and is shown to be more efficient.


Reviews: Clone MCMC: Parallel High-Dimensional Gaussian Gibbs Sampling

Neural Information Processing Systems

This paper proposes a new parallel approximate sampler for high-dimensional Gaussian distributions. The algorithm is a special case of a larger class of iterative samplers based on a transition equation (2) and matrix splitting that is analysed in [9]. The algorithm is similar to the Hogwild sampler in term of the update formula and the way of bias analysing, but it is more flexible in the sense that there is a scalar parameter to trade-off the bias and variance of the proposed sampler. I appreciate the detailed introduction about the mathematical background of the family of sampling algorithms and related works. It is also easy to follow the paper and understand the merit of the proposed algorithm. The illustration of the decomposition of the variance and bias in Figure 1 gives a clear explanation about the role of \eta.


Reviews: Statistical mechanics of low-rank tensor decomposition

Neural Information Processing Systems

How is this connected with recent findings about the nice' landscape of the objective function associated with the decomposition of symmetric (orthogonal) order-4 tensors [1]? - The Gaussian assumption looks crucial for the analysis and seems to be guaranteed in the limit r N. Is this a typical situation in practice? Is always possible to compute the effective' variance for non-gaussian outputs? Is there a finite-N expansion that characterize the departure from Gaussianity in the non-ideal case? - For the themodynamic limit to hold, should one require N_alpha / N O(1) for all alpha?


Reviews: Reparameterization Gradient for Non-differentiable Models

Neural Information Processing Systems

EDITED AFTER REBUTTAL PERIOD: The rebuttal addresses concerns 3 and 4. I like the plots in Figure 1' and suggest to include them in the paper, together with table 2'. Regarding concerns 1 and 2, I disagree with the authors' rebuttal in that Gumble-softmax (and related) approaches are "orthogonal" to the paper. As noted in the rebuttal, any model with categorical variables can be rewritten in terms of if/else statements. That is exactly what I had in mind when I wrote my initial review, which is why I suggested to include an experiment involving a model with categorical latent variables. In this paper, a VI stochastic gradient estimator for non-differentiable models is proposed.


Hierarchical Matrix Completion for the Prediction of Properties of Binary Mixtures

arXiv.org Artificial Intelligence

Predicting the thermodynamic properties of mixtures is crucial for process design and optimization in chemical engineering. Machine learning (ML) methods are gaining increasing attention in this field, but experimental data for training are often scarce, which hampers their application. In this work, we introduce a novel generic approach for improving data-driven models: inspired by the ancient rule "similia similibus solvuntur", we lump components that behave similarly into chemical classes and model them jointly in the first step of a hierarchical approach. While the information on class affiliations can stem in principle from any source, we demonstrate how classes can reproducibly be defined based on mixture data alone by agglomerative clustering. The information from this clustering step is then used as an informed prior for fitting the individual data. We demonstrate the benefits of this approach by applying it in connection with a matrix completion method (MCM) for predicting isothermal activity coefficients at infinite dilution in binary mixtures. Using clustering leads to significantly improved predictions compared to an MCM without clustering. Furthermore, the chemical classes learned from the clustering give exciting insights into what matters on the molecular level for modeling given mixture properties.