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 Statistical Learning


Reviews: Affinity Clustering: Hierarchical Clustering at Scale

Neural Information Processing Systems

The paper focuses on the development of the field of distributed hierarchical clustering. The authors propose a novel class of algorithms tagged'affinity clustering' that operate on the basis of Boruvka's seminal work on minimal spanning trees and contrast those to linkage clustering algorithms (which are based on Kruskal's work). The authors systematically introduce the theoretical underpinnings of affinity clustering, before proposing'certificates' as a metric to characterise clustering algorithm solutions more generally by assessing the clustered edge weights (cost). Following the theoretical analysis and operationalisation of MapReduce variants of affinity clustering for distributed operation, the quality is assessed empirically using standard datasets with variants of linkage- and affinity-based algorithms, as well as k-means. In addition to the Rand index (as metric for clustering accuracy) the quality of algorithms is assessed based on the ratio of the detected clusters (with balanced cluster sizes considered favourable).


Reviews: A-NICE-MC: Adversarial Training for MCMC

Neural Information Processing Systems

This paper describes a novel adversarial training procedure to fit a generative model described by a Markov chain to sampled data. The Markov chain transitions are based on NICE, and so are reversible and volume preserving. It is therefore straightforward to use these as proposals in a Metropolis MCMC method to sample from arbitrary distributions. By repeatedly fitting the Markov chain model to samples from preliminary runs, we can hope that we'll end up with an MCMC method that mixes well on an arbitrary target distribution. Like HMC, the Markov chain is actually on a joint distribution of the parameters of interest, and some auxiliary random draws used to make a deterministic proposal.


Reviews: Gradient Descent Meets Shift-and-Invert Preconditioning for Eigenvector Computation

Neural Information Processing Systems

The main idea is incorporating Nesterov's accelerated gradient descent (AGD) in eigenvalue problem. The approach relies on shift-and-invert preconditioning method that reduces the non-convex objective of Rayleigh quotient to a sequence of convex programs. Shift-and-invert preconditioning improves the convergence dependency of the gradient method to the eigengap of the given matrix. The focus of this paper is using AGD method to approximately solve the convex programs and reaching an accelerated convergence rate for the convex part. Exploiting the accelerated convergence of AGD, they reach an accelerated convergence for the first-order optimization of the eigenvalue problem.


Reviews: Bayesian Model Selection Approach to Boundary Detection with Non-Local Priors

Neural Information Processing Systems

Update: I downgrade my review to 5. The main concern is 1) Some more extensive simulations will make the results more convincing, as the numerical experiment is the only way to assess the performance of the proposed priors. It might take a major revision to reflect such comprehensive comparisons. With that being said, I believe the paper does contain interesting results that are novel and useful to the community. In particular, the theoretical results seem sound, and the paper is fairly readable. But I think there is also room for improvement.


Reviews: On Tensor Train Rank Minimization : Statistical Efficiency and Scalable Algorithm

Neural Information Processing Systems

The authors propose two algorithms for fitting low-rank tensor-train (TT) decompositions using the Schatten TT norm as the low-rank inducing regularizer. The first (TT-ADMM) uses ADMM with the optimization variable being the tensor itself--- this has exponential space and time complexities. The second (TT-RALS) reduces these complexities to polynomial by optimizing in an alternating fashion (using ADMM) over the factors in a TT factorization of the tensor, and using randomized dimensionality reduction to estimate the Schatten TT norm. Theoretical analysis is provided to argue that: under some regularity conditions (incoherence) the matrix estimate obtained by TT-ADMM is consistent, and if the initial guess is close enough to the optimal point, TT-RALS is also consistent. Quantitative rates of convergence are provided.


Reviews: PCA of high dimensional random walks with comparison to neural network training

Neural Information Processing Systems

Motivated by the problem of visualizing the loss landscape of a deep neural networks during training, and the heuristic consisting of performing PCA on the set of parameters output by stochastic gradient descent, this paper considers a simplified model where the data comes from a simple random walk in Euclidean space instead of a NN. The authors attempt to justify this heuristic by asking what the projection of this walk on its first few principal components should look like. An asymptotic analysis is performed and the conclusion that most of the variance of the walk is captured by its first few components is reached. This reasoning is then extended to the case of a discrete Ornstein-Uhlenbeck process. Then the authors show that their findings are reasonably accurate compared to data coming from a NN on real-world datasets. The idea of performing PCA on the output of a NN for purposes of visualization is an interesting one, and this paper makes a first step towards understanding this proposal through the analysis of a very simple model.


Reviews: Stein Variational Gradient Descent as Gradient Flow

Neural Information Processing Systems

The paper provides asymptotic convergence results, both in the large-particle and large-time limits. The paper also investigates the continuous-time limit of SVGD, which results in a PDE that has the flavor of a deterministic Fokker-Planck equation. Finally, the paper offers a geometric perspective, interpreting the continuous-time process as a gradient flow and introducing a novel optimal transport metric along the way. Overall, this is a very nice paper with some insightful results. However, there are a few important technical issues that prevent me from recommending publication.


Reviews: Sparse PCA from Sparse Linear Regression

Neural Information Processing Systems

The paper proposes an approach to reduce solving a special sparse PCA to a sparse linear regression (SLR) problem (treated as a black-box solution). It uses the spiked covariance model [17] and assumes that the number of nonzero components of the direction (u) is known, plus some technical conditions such as a restricted eigenvalue property. The authors propose algorithms for both hypothesis testing and support recovery, as well as provide theoretical performance guarantees for them. Finally, the paper argues that the approach is robust to rescaling and presents some numerical experiments comparing two variants of the method (based on SLR methods FoBa and LASSO) with two alternatives (diagonal thresholding and covariance thresholding). Strengths: - The addressed problem (sparse PCA) is interesting and important.


Reviews: Learning with SGD and Random Features

Neural Information Processing Systems

I have updated my score to an 8 accordingly. I think the planned updates to the empirical section will add a lot of value. Summary: This paper analyzes the generalization performance of models trained using mini-batch stochastic gradient methods with random features (eg, for kernel approximation), for regression tasks using the least squares loss. Their main theorem (Theorem 1) bounds the gap in generalization performance between the lowest risk model in the RKHS with the SGD trained model after t mini-batch updates; the bound is in terms of the learning rate, the mini-batch size, the number of random features M, the training set size n, and t. They show that under certain choices of these parameters, M O(sqrt(n)) features are sufficient to guarantee that the gap is 1/sqrt(n).


Reviews: Supervising Unsupervised Learning

Neural Information Processing Systems

By considering a probability distribution over a family of supervised datasets, the authors propose to select a clustering algorithm from a finite family of algorithms or to choose the number of clusters among other tasks by solving a supervised learning problem that matches some features of the input dataset to the output dataset. For instance, in the case of selecting the number of clusters, they regress this number from a family of datasets learning a function that gives a "correct" number of clusters. The submission seems technically sound; the authors support the claim of the possibility of agnostic learning in two specific settings with a theoretical analysis: choosing an algorithm from a finite family of algorithms and choosing an algorithm from a family of single-linkage algorithms. Their framework also allows proposing an alternative to the desirable property of Scale-Invariance introduced by Kleinberg (2003) by letting the training datasets to establish a scale; this is translated into the Meta-Scale-Invariance desirable property. The authors then show that, with this version of the Scale-Invariance property, it is possible to learn a clustering algorithm that is also Consistent and Rich (as defined by Kleinberg (2003)).