Statistical Learning
Escaping Saddle Points with Compressed SGD
Avdiukhin, Dmitrii, Yaroslavtsev, Grigory
Stochastic Gradient Descent (SGD) and its variants are the main workhorses of modern machine learning. Distributed implementations of SGD on a cluster of machines with a central server and a large number of workers are frequently used in practice due to the massive size of the data. In distributed SGD each machine holds a copy of the model and the computation proceeds in rounds. In every round, each worker finds a stochastic gradient based on its batch of examples, the server averages these stochastic gradients to obtain the gradient of the entire batch, makes an SGD step, and broadcasts the updated model parameters to the workers. With a large number of workers, computation parallelizes efficiently while communication becomes the main bottleneck [Chilimbi et al., 2014, Strom, 2015], since each worker needs to send its gradients to the server and receive the updated model parameters. Common solutions for this problem include: local SGD and its variants, when each machine performs multiple local steps before communication [Stich, 2018]; decentralized architectures which allow pairwise communication between the workers [McMahan et al., 2017] and gradient compression, when a compressed version of the gradient is communicated instead of the full gradient [Bernstein et al., 2018, Stich et al., 2018, Karimireddy et al., 2019]. In this work, we consider the latter approach, which we refer to as compressed SGD. Most machine learning models can be described by a d-dimensional vector of parameters x and the model quality can be estimated as a function f(x).
Hierarchical Non-Stationary Temporal Gaussian Processes With $L^1$-Regularization
Zhao, Zheng, Gao, Rui, Sรคrkkรค, Simo
This paper is concerned with regularized extensions of hierarchical non-stationary temporal Gaussian processes (NSGPs) in which the parameters (e.g., length-scale) are modeled as GPs. In particular, we consider two commonly used NSGP constructions which are based on explicitly constructed non-stationary covariance functions and stochastic differential equations, respectively. We extend these NSGPs by including $L^1$-regularization on the processes in order to induce sparseness. To solve the resulting regularized NSGP (R-NSGP) regression problem we develop a method based on the alternating direction method of multipliers (ADMM) and we also analyze its convergence properties theoretically. We also evaluate the performance of the proposed methods in simulated and real-world datasets.
Negational Symmetry of Quantum Neural Networks for Binary Pattern Classification
Dong, Nanqing, Kampffmeyer, Michael, Voiculescu, Irina, Xing, Eric
Entanglement is a physical phenomenon, which has fueled recent successes of quantum algorithms. Although quantum neural networks (QNNs) have shown promising results in solving simple machine learning tasks recently, for the time being, the effect of entanglement in QNNs and the behavior of QNNs in binary pattern classification are still underexplored. In this work, we provide some theoretical insight into the properties of QNNs by presenting and analyzing a new form of invariance embedded in QNNs for both quantum binary classification and quantum representation learning, which we term negational symmetry. Given a quantum binary signal and its negational counterpart where a bitwise NOT operation is applied to each quantum bit of the binary signal, a QNN outputs the same logits. That is to say, QNNs cannot differentiate a quantum binary signal and its negational counterpart in a binary classification task. We further empirically evaluate the negational symmetry of QNNs in binary pattern classification tasks using Google's quantum computing framework. The theoretical and experimental results suggest that negational symmetry is a fundamental property of QNNs, which is not shared by classical models. Our findings also imply that negational symmetry is a double-edged sword in practical quantum applications.
AnaXNet: Anatomy Aware Multi-label Finding Classification in Chest X-ray
Agu, Nkechinyere N., Wu, Joy T., Chao, Hanqing, Lourentzou, Ismini, Sharma, Arjun, Moradi, Mehdi, Yan, Pingkun, Hendler, James
Radiologists usually observe anatomical regions of chest X-ray images as well as the overall image before making a decision. However, most existing deep learning models only look at the entire X-ray image for classification, failing to utilize important anatomical information. In this paper, we propose a novel multi-label chest X-ray classification model that accurately classifies the image finding and also localizes the findings to their correct anatomical regions. Specifically, our model consists of two modules, the detection module and the anatomical dependency module. The latter utilizes graph convolutional networks, which enable our model to learn not only the label dependency but also the relationship between the anatomical regions in the chest X-ray. We further utilize a method to efficiently create an adjacency matrix for the anatomical regions using the correlation of the label across the different regions. Detailed experiments and analysis of our results show the effectiveness of our method when compared to the current state-of-the-art multi-label chest X-ray image classification methods while also providing accurate location information.
Multiclass Classification Using SVM - Analytics Vidhya
Handwritten digit classification is one of the multiclass classification problem statements. In this article, we'll introduce the multiclass classification using Support Vector Machines (SVM). We'll first see what exactly is meant by multiclass classification, and we'll discuss how SVM is applied for the multiclass classification problem. "How can you extend a binary classifier to a multi-class classifier in case of SVM algorithm?" Multiclass Classification: In this type of classification, the machine learning model should classify an instance as only one of three classes or more.
Machine Learning Regression Masterclass in Python
Machine Learning Regression Masterclass in Python - Build 8 Practical Projects and Master Machine Learning Regression Techniques Using Python, Scikit Learn and Keras Created by Dr. Ryan Ahmed, Ph.D., MBA, Mitchell Bouchard, Ligency TeamPreview this Course - GET COUPON CODE Artificial Intelligence (AI) revolution is here! The technology is progressing at a massive scale and is being widely adopted in the Healthcare, defense, banking, gaming, transportation and robotics industries. Machine Learning is a subfield of Artificial Intelligence that enables machines to improve at a given task with experience. Machine Learning is an extremely hot topic; the demand for experienced machine learning engineers and data scientists has been steadily growing in the past 5 years. According to a report released by Research and Markets, the global AI and machine learning technology sectors are expected to grow from $1.4B to $8.8B by 2022 and it is predicted that AI tech sector will create around 2.3 million jobs by 2020.
Multiply Robust Causal Mediation Analysis with Continuous Treatments
Ghassami, AmirEmad, Sani, Numair, Xu, Yizhen, Shpitser, Ilya
In many applications, researchers are interested in the direct and indirect causal effects of an intervention on an outcome of interest. Mediation analysis offers a rigorous framework for the identification and estimation of such causal quantities. In the case of binary treatment, efficient estimators for the direct and indirect effects are derived by Tchetgen Tchetgen and Shpitser (2012). These estimators are based on influence functions and possess desirable multiple robustness properties. However, they are not readily applicable when treatments are continuous, which is the case in several settings, such as drug dosage in medical applications. In this work, we extend the influence function-based estimator of Tchetgen Tchetgen and Shpitser (2012) to deal with continuous treatments by utilizing a kernel smoothing approach. We first demonstrate that our proposed estimator preserves the multiple robustness property of the estimator in Tchetgen Tchetgen and Shpitser (2012). Then we show that under certain mild regularity conditions, our estimator is asymptotically normal. Our estimation scheme allows for high-dimensional nuisance parameters that can be estimated at slower rates than the target parameter. Additionally, we utilize cross-fitting, which allows for weaker smoothness requirements for the nuisance functions.
Boosting Variational Inference With Locally Adaptive Step-Sizes
Dresdner, Gideon, Shekhar, Saurav, Pedregosa, Fabian, Locatello, Francesco, Rรคtsch, Gunnar
Variational Inference makes a trade-off between the capacity of the variational family and the tractability of finding an approximate posterior distribution. Instead, Boosting Variational Inference allows practitioners to obtain increasingly good posterior approximations by spending more compute. The main obstacle to widespread adoption of Boosting Variational Inference is the amount of resources necessary to improve over a strong Variational Inference baseline. In our work, we trace this limitation back to the global curvature of the KL-divergence. We characterize how the global curvature impacts time and memory consumption, address the problem with the notion of local curvature, and provide a novel approximate backtracking algorithm for estimating local curvature. We give new theoretical convergence rates for our algorithms and provide experimental validation on synthetic and real-world datasets.
Analyzing Machine Learning Approaches for Online Malware Detection in Cloud
Kimmell, Jeffrey C, Abdelsalam, Mahmoud, Gupta, Maanak
The variety of services and functionality offered by various cloud service providers (CSP) have exploded lately. Utilizing such services has created numerous opportunities for enterprises infrastructure to become cloud-based and, in turn, assisted the enterprises to easily and flexibly offer services to their customers. The practice of renting out access to servers to clients for computing and storage purposes is known as Infrastructure as a Service (IaaS). The popularity of IaaS has led to serious and critical concerns with respect to the cyber security and privacy. In particular, malware is often leveraged by malicious entities against cloud services to compromise sensitive data or to obstruct their functionality. In response to this growing menace, malware detection for cloud environments has become a widely researched topic with numerous methods being proposed and deployed. In this paper, we present online malware detection based on process level performance metrics, and analyze the effectiveness of different baseline machine learning models including, Support Vector Classifier (SVC), Random Forest Classifier (RFC), KNearest Neighbor (KNN), Gradient Boosted Classifier (GBC), Gaussian Naive Bayes (GNB) and Convolutional Neural Networks (CNN). Our analysis conclude that neural network models can most accurately detect the impact malware have on the process level features of virtual machines in the cloud, and therefore are best suited to detect them. Our models were trained, validated, and tested by using a dataset of 40,680 malicious and benign samples. The dataset was complied by running different families of malware (collected from VirusTotal) in a live cloud environment and collecting the process level features.
L1 Regression with Lewis Weights Subsampling
Parulekar, Aditya, Parulekar, Advait, Price, Eric
We consider the problem of finding an approximate solution to $\ell_1$ regression while only observing a small number of labels. Given an $n \times d$ unlabeled data matrix $X$, we must choose a small set of $m \ll n$ rows to observe the labels of, then output an estimate $\widehat{\beta}$ whose error on the original problem is within a $1 + \varepsilon$ factor of optimal. We show that sampling from $X$ according to its Lewis weights and outputting the empirical minimizer succeeds with probability $1-\delta$ for $m > O(\frac{1}{\varepsilon^2} d \log \frac{d}{\varepsilon \delta})$. This is analogous to the performance of sampling according to leverage scores for $\ell_2$ regression, but with exponentially better dependence on $\delta$. We also give a corresponding lower bound of $\Omega(\frac{d}{\varepsilon^2} + (d + \frac{1}{\varepsilon^2}) \log\frac{1}{\delta})$.