Statistical Learning
Robust Training in High Dimensions via Block Coordinate Geometric Median Descent
Acharya, Anish, Hashemi, Abolfazl, Jain, Prateek, Sanghavi, Sujay, Dhillon, Inderjit S., Topcu, Ufuk
Geometric median (\textsc{Gm}) is a classical method in statistics for achieving a robust estimation of the uncorrupted data; under gross corruption, it achieves the optimal breakdown point of 0.5. However, its computational complexity makes it infeasible for robustifying stochastic gradient descent (SGD) for high-dimensional optimization problems. In this paper, we show that by applying \textsc{Gm} to only a judiciously chosen block of coordinates at a time and using a memory mechanism, one can retain the breakdown point of 0.5 for smooth non-convex problems, with non-asymptotic convergence rates comparable to the SGD with \textsc{Gm}.
Multi-Class Classification from Single-Class Data with Confidences
Cao, Yuzhou, Feng, Lei, Shu, Senlin, Xu, Yitian, An, Bo, Niu, Gang, Sugiyama, Masashi
Can we learn a multi-class classifier from only data of a single class? We show that without any assumptions on the loss functions, models, and optimizers, we can successfully learn a multi-class classifier from only data of a single class with a rigorous consistency guarantee when confidences (i.e., the class-posterior probabilities for all the classes) are available. Specifically, we propose an empirical risk minimization framework that is loss-/model-/optimizer-independent. Instead of constructing a boundary between the given class and other classes, our method can conduct discriminative classification between all the classes even if no data from the other classes are provided. We further theoretically and experimentally show that our method can be Bayes-consistent with a simple modification even if the provided confidences are highly noisy. Then, we provide an extension of our method for the case where data from a subset of all the classes are available. Experimental results demonstrate the effectiveness of our methods.
Beyond Tikhonov: Faster Learning with Self-Concordant Losses via Iterative Regularization
Beugnot, Gaspard, Mairal, Julien, Rudi, Alessandro
The theory of spectral filtering is a remarkable tool to understand the statistical properties of learning with kernels. For least squares, it allows to derive various regularization schemes that yield faster convergence rates of the excess risk than with Tikhonov regularization. This is typically achieved by leveraging classical assumptions called source and capacity conditions, which characterize the difficulty of the learning task. In order to understand estimators derived from other loss functions, Marteau-Ferey et al. have extended the theory of Tikhonov regularization to generalized self concordant loss functions (GSC), which contain, e.g., the logistic loss. In this paper, we go a step further and show that fast and optimal rates can be achieved for GSC by using the iterated Tikhonov regularization scheme, which is intrinsically related to the proximal point method in optimization, and overcomes the limitation of the classical Tikhonov regularization.
Silhouettes and quasi residual plots for neural nets and tree-based classifiers
Raymaekers, Jakob, Rousseeuw, Peter J.
Classification by neural nets and by tree-based methods are powerful tools of machine learning. There exist interesting visualizations of the inner workings of these and other classifiers. Here we pursue a different goal, which is to visualize the cases being classified, either in training data or in test data. An important aspect is whether a case has been classified to its given class (label) or whether the classifier wants to assign it to different class. This is reflected in the (conditional and posterior) probability of the alternative class (PAC). A high PAC indicates label bias, i.e. the possibility that the case was mislabeled. The PAC is used to construct a silhouette plot which is similar in spirit to the silhouette plot for cluster analysis (Rousseeuw, 1987). The average silhouette width can be used to compare different classifications of the same dataset. We will also draw quasi residual plots of the PAC versus a data feature, which may lead to more insight in the data. One of these data features is how far each case lies from its given class. The graphical displays are illustrated and interpreted on benchmark data sets containing images, mixed features, and tweets.
Explainable AI for Natural Adversarial Images
Folke, Tomas, Li, ZhaoBin, Sojitra, Ravi B., Yang, Scott Cheng-Hsin, Shafto, Patrick
Adversarial images highlight how vulnerable modern image classifiers are to perturbations outside of their training set. Human oversight might mitigate this weakness, but depends on humans understanding the AI well enough to predict when it is likely to make a mistake. In previous work we have found that humans tend to assume that the AI's decision process mirrors their own. Here we evaluate if methods from explainable AI can disrupt this assumption to help participants predict AI classifications for adversarial and standard images. We find that both saliency maps and examples facilitate catching AI errors, but their effects are not additive, and saliency maps are more effective than examples.
Localization, Convexity, and Star Aggregation
Offset Rademacher complexities have been shown to imply sharp, data-dependent upper bounds for the square loss in a broad class of problems including improper statistical learning and online learning. We show that in the statistical setting, the offset complexity upper bound can be generalized to any loss satisfying a certain uniform convexity condition. Amazingly, this condition is shown to also capture exponential concavity and self-concordance, uniting several apparently disparate results. By a unified geometric argument, these bounds translate directly to improper learning in a non-convex class using Audibert's "star algorithm." As applications, we recover the optimal rates for proper and improper learning with the $p$-loss, $1 < p < \infty$ and show that improper variants of empirical risk minimization can attain fast rates for logistic regression and other generalized linear models.
PatchNet: Unsupervised Object Discovery based on Patch Embedding
Moon, Hankyu, Hao, Heng, Didari, Sima, Woo, Jae Oh, Bangert, Patrick
We demonstrate that frequently appearing objects can be discovered by training randomly sampled patches from a small number of images (100 to 200) by self-supervision. Key to this approach is the pattern space, a latent space of patterns that represents all possible sub-images of the given image data. The distance structure in the pattern space captures the co-occurrence of patterns due to the frequent objects. The pattern space embedding is learned by minimizing the contrastive loss between randomly generated adjacent patches. To prevent the embedding from learning the background, we modulate the contrastive loss by color-based object saliency and background dissimilarity. The learned distance structure serves as object memory, and the frequent objects are simply discovered by clustering the pattern vectors from the random patches sampled for inference. Our image representation based on image patches naturally handles the position and scale invariance property that is crucial to multi-object discovery. The method has been proven surprisingly effective, and successfully applied to finding multiple human faces and bodies from natural images.
Semiparametric count data regression for self-reported mental health
"For how many days during the past 30 days was your mental health not good?" The responses to this question measure self-reported mental health and can be linked to important covariates in the National Health and Nutrition Examination Survey (NHANES). However, these count variables present major distributional challenges: the data are overdispersed, zero-inflated, bounded by 30, and heaped in five- and seven-day increments. To meet these challenges, we design a semiparametric estimation and inference framework for count data regression. The data-generating process is defined by simultaneously transforming and rounding (STAR) a latent Gaussian regression model. The transformation is estimated nonparametrically and the rounding operator ensures the correct support for the discrete and bounded data. Maximum likelihood estimators are computed using an EM algorithm that is compatible with any continuous data model estimable by least squares. STAR regression includes asymptotic hypothesis testing and confidence intervals, variable selection via information criteria, and customized diagnostics. Simulation studies validate the utility of this framework. STAR is deployed to study the factors associated with self-reported mental health and demonstrates substantial improvements in goodness-of-fit compared to existing count data regression models.
An Imprecise SHAP as a Tool for Explaining the Class Probability Distributions under Limited Training Data
Utkin, Lev V., Konstantinov, Andrei V., Vishniakov, Kirill A.
One of the most popular methods of the machine learning prediction explanation is the SHapley Additive exPlanations method (SHAP). An imprecise SHAP as a modification of the original SHAP is proposed for cases when the class probability distributions are imprecise and represented by sets of distributions. The first idea behind the imprecise SHAP is a new approach for computing the marginal contribution of a feature, which fulfils the important efficiency property of Shapley values. The second idea is an attempt to consider a general approach to calculating and reducing interval-valued Shapley values, which is similar to the idea of reachable probability intervals in the imprecise probability theory. A simple special implementation of the general approach in the form of linear optimization problems is proposed, which is based on using the Kolmogorov-Smirnov distance and imprecise contamination models. Numerical examples with synthetic and real data illustrate the imprecise SHAP.
Identifiability-Guaranteed Simplex-Structured Post-Nonlinear Mixture Learning via Autoencoder
Unsupervised mixture learning (UML) aims at unraveling the aggregated and entangled underlying latent components from ambient data, without using any training samples. This task is also known as blind source separation (BSS) and factor analysis in the literature [1]. UML has a long history in the signal processing and machine learning communities; see, e.g., the early seminal work of independent component analysis (ICA) [1]. Many important applications can be considered as a UML problem, e.g., audio/speech separation [2], EEG signal denoising [3], image representation learning [4], hyperspectral unmixing [5], and topic mining [6], just to name a few. One of the arguably most important aspects in UML/BSS is the so-called identifiability problem--is it possible to identify the mixed latent components from the mixtures in an unsupervised manner? The UML problem is often ill-posed, since an arbitrary number of solutions exist in general; see, e.g., discussions in [1, 7]. To establish identifiability, one may exploit prior knowledge of the mixing process and/or the latent components. Various frameworks were proposed for unraveling linearly mixed latent components by exploiting their properties, e.g., statistical independence, nonnegativity, boundedness, sparsity, and simplex structure--which leads to many well-known unsupervised learning models, i.e., ICA [1], nonnegative matrix factorization (NMF) [7], bounded component analysis (BCA) [8], sparse component analysis (SCA) [9], and simplex-structured matrix factorization (SSMF) [2, 6, 10]. These structures often stem from physical meaning of their respective engineering problems.