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 Statistical Learning


Optimal Shrinkage of Singular Values Under Random Data Contamination

Neural Information Processing Systems

A low rank matrix X has been contaminated by uniformly distributed noise, missing values, outliers and corrupt entries. Reconstruction of X from the singular values and singular vectors of the contaminated matrix Y is a key problem in machine learning, computer vision and data science. In this paper, we show that common contamination models (including arbitrary combinations of uniform noise, missing values, outliers and corrupt entries) can be described efficiently using a single framework. We develop an asymptotically optimal algorithm that estimates X by manipulation of the singular values of Y, which applies to any of the contamination models considered. Finally, we find an explicit signal-to-noise cutoff, below which estimation of X from the singular value decomposition of Y must fail, in a welldefined sense.



Hash Embeddings for Efficient Word Representations

Neural Information Processing Systems

A hash embedding may be seen as an interpolation between a standard word embedding and a word embedding created using a random hash function (the hashing trick). In hash embeddings each token is represented by k d-dimensional embeddings vectors and one k dimensional weight vector. The final d dimensional representation of the token is the product of the two. Rather than fitting the embedding vectors for each token these are selected by the hashing trick from a shared pool of B embedding vectors. Our experiments show that hash embeddings can easily deal with huge vocabularies consisting of millions of tokens. When using a hash embedding there is no need to create a dictionary before training nor to perform any kind of vocabulary pruning after training. We show that models trained using hash embeddings exhibit at least the same level of performance as models trained using regular embeddings across a wide range of tasks. Furthermore, the number of parameters needed by such an embedding is only a fraction of what is required by a regular embedding. Since standard embeddings and embeddings constructed using the hashing trick are actually just special cases of a hash embedding, hash embeddings can be considered an extension and improvement over the existing regular embedding types.



Tensor Biclustering

Neural Information Processing Systems

Consider a dataset where data is collected on multiple features of multiple individuals over multiple times. This type of data can be represented as a three dimensional individual/feature/time tensor and has become increasingly prominent in various areas of science. The tensor biclustering problem computes a subset of individuals and a subset of features whose signal trajectories over time lie in a low-dimensional subspace, modeling similarity among the signal trajectories while allowing different scalings across different individuals or different features. We study the information-theoretic limit of this problem under a generative model. Moreover, we propose an efficient spectral algorithm to solve the tensor biclustering problem and analyze its achievability bound in an asymptotic regime. Finally, we show the efficiency of our proposed method in several synthetic and real datasets.


Trimmed Density Ratio Estimation

Neural Information Processing Systems

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator which automatically identifies and trims outliers. The proposed estimator has a convex formulation, and the global optimum can be obtained via subgradient descent. We analyze the parameter estimation error of this estimator under high-dimensional settings. Experiments are conducted to verify the effectiveness of the estimator.



A Learning Error Analysis for Structured Prediction with Approximate Inference

Neural Information Processing Systems

In this work, we try to understand the differences between exact and approximate inference algorithms in structured prediction. We compare the estimation and approximation error of both underestimate (e.g., greedy search) and overestimate (e.g., linear relaxation of integer programming) models. The result shows that, from the perspective of learning errors, performances of approximate inference could be as good as exact inference. The error analyses also suggest a new margin for existing learning algorithms. Empirical evaluations on text classification, sequential labelling and dependency parsing witness the success of approximate inference and the benefit of the proposed margin.



Hierarchical Clustering Beyond the Worst-Case

Neural Information Processing Systems

Hiererachical clustering, that is computing a recursive partitioning of a dataset to obtain clusters at increasingly finer granularity is a fundamental problem in data analysis. Although hierarchical clustering has mostly been studied through procedures such as linkage algorithms, or top-down heuristics, rather than as optimization problems, Dasgupta [9] recently proposed an objective function for hierarchical clustering and initiated a line of work developing algorithms that explicitly optimize an objective (see also [7, 22, 8]). In this paper, we consider a fairly general random graph model for hierarchical clustering, called the hierarchical stochastic block model (HSBM), and show that in certain regimes the SVD approach of McSherry [18] combined with specific linkage methods results in a clustering that give an Op1q approximation to Dasgupta's cost function. Finally, we report empirical evaluation on synthetic and real-world data showing that our proposed SVD-based method does indeed achieve a better cost than other widely-used heurstics and also results in a better classification accuracy when the underlying problem was that of multi-class classification.