Statistical Learning
Amos: An Adam-style Optimizer with Adaptive Weight Decay towards Model-Oriented Scale
We present Amos, a stochastic gradient-based optimizer designed for training deep neural networks. It can be viewed as an Adam optimizer with theoretically supported, adaptive learning-rate decay and weight decay. A key insight behind Amos is that it leverages model-specific information to determine the initial learning-rate and decaying schedules. When used for pre-training BERT variants and T5, Amos consistently converges faster than the state-of-the-art settings of AdamW, achieving better validation loss within <=70% training steps and time, while requiring <=51% memory for slot variables. Our code is open-sourced at: https://github.com/google-research/jestimator
An Optimal k Nearest Neighbours Ensemble for Classification Based on Extended Neighbourhood Rule with Features subspace
Ali, Amjad, Hamraz, Muhammad, Khan, Dost Muhammad, Aldahmani, Saeed, Khan, Zardad
To minimize the effect of outliers, kNN ensembles identify a set of closest observations to a new sample point to estimate its unknown class by using majority voting in the labels of the training instances in the neighbourhood. Ordinary kNN based procedures determine k closest training observations in the neighbourhood region (enclosed by a sphere) by using a distance formula. The k nearest neighbours procedure may not work in a situation where sample points in the test data follow the pattern of the nearest observations that lie on a certain path not contained in the given sphere of nearest neighbours. Furthermore, these methods combine hundreds of base kNN learners and many of them might have high classification errors thereby resulting in poor ensembles. To overcome these problems, an optimal extended neighbourhood rule based ensemble is proposed where the neighbours are determined in k steps. It starts from the first nearest sample point to the unseen observation. The second nearest data point is identified that is closest to the previously selected data point. This process is continued until the required number of the k observations are obtained. Each base model in the ensemble is constructed on a bootstrap sample in conjunction with a random subset of features. After building a sufficiently large number of base models, the optimal models are then selected based on their performance on out-of-bag (OOB) data.
Decomposing 3D Neuroimaging into 2+1D Processing for Schizophrenia Recognition
Hu, Mengjiao, Jiang, Xudong, Sim, Kang, Zhou, Juan Helen, Guan, Cuntai
Deep learning has been successfully applied to recognizing both natural images and medical images. However, there remains a gap in recognizing 3D neuroimaging data, especially for psychiatric diseases such as schizophrenia and depression that have no visible alteration in specific slices. In this study, we propose to process the 3D data by a 2+1D framework so that we can exploit the powerful deep 2D Convolutional Neural Network (CNN) networks pre-trained on the huge ImageNet dataset for 3D neuroimaging recognition. Specifically, 3D volumes of Magnetic Resonance Imaging (MRI) metrics (grey matter, white matter, and cerebrospinal fluid) are decomposed to 2D slices according to neighboring voxel positions and inputted to 2D CNN models pre-trained on the ImageNet to extract feature maps from three views (axial, coronal, and sagittal). Global pooling is applied to remove redundant information as the activation patterns are sparsely distributed over feature maps. Channel-wise and slice-wise convolutions are proposed to aggregate the contextual information in the third view dimension unprocessed by the 2D CNN model. Multi-metric and multi-view information are fused for final prediction. Our approach outperforms handcrafted feature-based machine learning, deep feature approach with a support vector machine (SVM) classifier and 3D CNN models trained from scratch with better cross-validation results on publicly available Northwestern University Schizophrenia Dataset and the results are replicated on another independent dataset.
Hyperparameter optimization with approximate gradient
Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we propose an algorithm for the optimization of continuous hyperparameters using inexact gradient information. An advantage of this method is that hyperparameters can be updated before model parameters have fully converged. We also give sufficient conditions for the global convergence of this method, based on regularity conditions of the involved functions and summability of errors. Finally, we validate the empirical performance of this method on the estimation of regularization constants of L2-regularized logistic regression and kernel Ridge regression. Empirical benchmarks indicate that our approach is highly competitive with respect to state of the art methods.
Implicit Training of Energy Model for Structure Prediction
Shankar, Shiv, Piratla, Vihari
Most deep learning research has focused on developing new model and training procedures. On the other hand the training objective has usually been restricted to combinations of standard losses. When the objective aligns well with the evaluation metric, this is not a major issue. However when dealing with complex structured outputs, the ideal objective can be hard to optimize and the efficacy of usual objectives as a proxy for the true objective can be questionable. In this work, we argue that the existing inference network based structure prediction methods ( Tu and Gimpel 2018; Tu, Pang, and Gimpel 2020) are indirectly learning to optimize a dynamic loss objective parameterized by the energy model. We then explore using implicit-gradient based technique to learn the corresponding dynamic objectives. Our experiments show that implicitly learning a dynamic loss landscape is an effective method for improving model performance in structure prediction.
Distributionally Robust Learning with Stable Adversarial Training
Liu, Jiashuo, Shen, Zheyan, Cui, Peng, Zhou, Linjun, Kuang, Kun, Li, Bo
Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. There is an emerging literature on tackling this problem by minimizing the worst-case risk over an uncertainty set. However, existing methods mostly construct ambiguity sets by treating all variables equally regardless of the stability of their correlations with the target, resulting in the overwhelmingly-large uncertainty set and low confidence of the learner. In this paper, we propose a novel Stable Adversarial Learning (SAL) algorithm that leverages heterogeneous data sources to construct a more practical uncertainty set and conduct differentiated robustness optimization, where covariates are differentiated according to the stability of their correlations with the target. We theoretically show that our method is tractable for stochastic gradient-based optimization and provide the performance guarantees for our method. Empirical studies on both simulation and real datasets validate the effectiveness of our method in terms of uniformly good performance across unknown distributional shifts.
Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Models
Sharrock, Louis, Simons, Jack, Liu, Song, Beaumont, Mark
We introduce Sequential Neural Posterior Score Estimation (SNPSE) and Sequential Neural Likelihood Score Estimation (SNLSE), two new score-based methods for Bayesian inference in simulator-based models. Our methods, inspired by the success of score-based methods in generative modelling, leverage conditional score-based diffusion models to generate samples from the posterior distribution of interest. These models can be trained using one of two possible objective functions, one of which approximates the score of the intractable likelihood, while the other directly estimates the score of the posterior. We embed these models into a sequential training procedure, which guides simulations using the current approximation of the posterior at the observation of interest, thereby reducing the simulation cost. We validate our methods, as well as their amortised, non-sequential variants, on several numerical examples, demonstrating comparable or superior performance to existing state-of-the-art methods such as Sequential Neural Posterior Estimation (SNPE) and Sequential Neural Likelihood Estimation (SNLE).
Parametric information geometry with the package Geomstats
Brigant, Alice Le, Deschamps, Jules, Collas, Antoine, Miolane, Nina
We introduce the information geometry module of the Python package Geomstats. The module first implements Fisher-Rao Riemannian manifolds of widely used parametric families of probability distributions, such as normal, gamma, beta, Dirichlet distributions, and more. The module further gives the Fisher-Rao Riemannian geometry of any parametric family of distributions of interest, given a parameterized probability density function as input. The implemented Riemannian geometry tools allow users to compare, average, interpolate between distributions inside a given family. Importantly, such capabilities open the door to statistics and machine learning on probability distributions. We present the object-oriented implementation of the module along with illustrative examples and show how it can be used to perform learning on manifolds of parametric probability distributions.
Bursting the Burden Bubble? An Assessment of Sharma et al.'s Counterfactual-based Fairness Metric
van Rosmalen, Yochem, van der Steen, Florian, Jans, Sebastiaan, van der Weijden, Daan
Machine learning has seen an increase in negative publicity in recent years, due to biased, unfair, and uninterpretable models. There is a rising interest in making machine learning models more fair for unprivileged communities, such as women or people of color. Metrics are needed to evaluate the fairness of a model. A novel metric for evaluating fairness between groups is Burden, which uses counterfactuals to approximate the average distance of negatively classified individuals in a group to the decision boundary of the model. The goal of this study is to compare Burden to statistical parity, a well-known fairness metric, and discover Burden's advantages and disadvantages. We do this by calculating the Burden and statistical parity of a sensitive attribute in three datasets: two synthetic datasets are created to display differences between the two metrics, and one real-world dataset is used. We show that Burden can show unfairness where statistical parity can not, and that the two metrics can even disagree on which group is treated unfairly. We conclude that Burden is a valuable metric, but does not replace statistical parity: it rather is valuable to use both.
Vision-based localization methods under GPS-denied conditions
Lu, Zihao, Liu, Fei, Lin, Xianke
This paper reviews vision-based localization methods in GPS-denied environments and classifies the mainstream methods into Relative Vision Localization (RVL) and Absolute Vision Localization (AVL). For RVL, we discuss the broad application of optical flow in feature extraction-based Visual Odometry (VO) solutions and introduce advanced optical flow estimation methods. For AVL, we review recent advances in Visual Simultaneous Localization and Mapping (VSLAM) techniques, from optimization-based methods to Extended Kalman Filter (EKF) based methods. We also introduce the application of offline map registration and lane vision detection schemes to achieve Absolute Visual Localization. This paper compares the performance and applications of mainstream methods for visual localization and provides suggestions for future studies.