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 Statistical Learning


MuyGPs: Scalable Gaussian Process Hyperparameter Estimation Using Local Cross-Validation

arXiv.org Machine Learning

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the likelihood function. These bottlenecks have driven much investment in the development of approximate GP alternatives that scale to the large data sizes common in modern data-driven applications. We present in this manuscript MuyGPs, a novel efficient GP hyperparameter estimation method. MuyGPs builds upon prior methods that take advantage of the nearest neighbors structure of the data, and uses leave-one-out cross-validation to optimize covariance (kernel) hyperparameters without realizing a possibly expensive likelihood. We describe our model and methods in detail, and compare our implementations against the state-of-the-art competitors in a benchmark spatial statistics problem. We show that our method outperforms all known competitors both in terms of time-to-solution and the root mean squared error of the predictions.


On the Emergence of Whole-body Strategies from Humanoid Robot Push-recovery Learning

arXiv.org Machine Learning

Balancing and push-recovery are essential capabilities enabling humanoid robots to solve complex locomotion tasks. In this context, classical control systems tend to be based on simplified physical models and hard-coded strategies. Although successful in specific scenarios, this approach requires demanding tuning of parameters and switching logic between specifically-designed controllers for handling more general perturbations. We apply model-free Deep Reinforcement Learning for training a general and robust humanoid push-recovery policy in a simulation environment. Our method targets high-dimensional whole-body humanoid control and is validated on the iCub humanoid. Reward components incorporating expert knowledge on humanoid control enable fast learning of several robust behaviors by the same policy, spanning the entire body. We validate our method with extensive quantitative analyses in simulation, including out-of-sample tasks which demonstrate policy robustness and generalization, both key requirements towards real-world robot deployment.


Scaling and Scalability: Provable Nonconvex Low-Rank Tensor Estimation from Incomplete Measurements

arXiv.org Machine Learning

Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is to faithfully recover the tensor from highly incomplete measurements in a statistically and computationally efficient manner. Harnessing the low-rank structure of tensors in the Tucker decomposition, this paper develops a scaled gradient descent (ScaledGD) algorithm to directly recover the tensor factors with tailored spectral initializations, and shows that it provably converges at a linear rate independent of the condition number of the ground truth tensor for two canonical problems -- tensor completion and tensor regression -- as soon as the sample size is above the order of $n^{3/2}$ ignoring other dependencies, where $n$ is the dimension of the tensor. This leads to an extremely scalable approach to low-rank tensor estimation compared with prior art, which suffers from at least one of the following drawbacks: extreme sensitivity to ill-conditioning, high per-iteration costs in terms of memory and computation, or poor sample complexity guarantees. To the best of our knowledge, ScaledGD is the first algorithm that achieves near-optimal statistical and computational complexities simultaneously for low-rank tensor completion with the Tucker decomposition. Our algorithm highlights the power of appropriate preconditioning in accelerating nonconvex statistical estimation, where the iteration-varying preconditioners promote desirable invariance properties of the trajectory with respect to the underlying symmetry in low-rank tensor factorization.


Flattening Multiparameter Hierarchical Clustering Functors

arXiv.org Artificial Intelligence

We bring together topological data analysis, applied category theory, and machine learning to study multiparameter hierarchical clustering. We begin by introducing a procedure for flattening multiparameter hierarchical clusterings. We demonstrate that this procedure is a functor from a category of multiparameter hierarchical partitions to a category of binary integer programs. We also include empirical results demonstrating its effectiveness. Next, we introduce a Bayesian update algorithm for learning clustering parameters from data. We demonstrate that the composition of this algorithm with our flattening procedure satisfies a consistency property.


IITP in COLIEE@ICAIL 2019: Legal Information Retrieval using BM25 and BERT

arXiv.org Artificial Intelligence

Natural Language Processing (NLP) and Information Retrieval (IR) in the judicial domain is an essential task. With the advent of availability domain-specific data in electronic form and aid of different Artificial intelligence (AI) technologies, automated language processing becomes more comfortable, and hence it becomes feasible for researchers and developers to provide various automated tools to the legal community to reduce human burden. The Competition on Legal Information Extraction/Entailment (COLIEE-2019) run in association with the International Conference on Artificial Intelligence and Law (ICAIL)-2019 has come up with few challenging tasks. The shared defined four sub-tasks (i.e. Task1, Task2, Task3 and Task4), which will be able to provide few automated systems to the judicial system. The paper presents our working note on the experiments carried out as a part of our participation in all the sub-tasks defined in this shared task. We make use of different Information Retrieval(IR) and deep learning based approaches to tackle these problems. We obtain encouraging results in all these four sub-tasks.


What Are Bayesian Neural Network Posteriors Really Like?

arXiv.org Machine Learning

The posterior over Bayesian neural network (BNN) parameters is extremely high-dimensional and non-convex. For computational reasons, researchers approximate this posterior using inexpensive mini-batch methods such as mean-field variational inference or stochastic-gradient Markov chain Monte Carlo (SGMCMC). To investigate foundational questions in Bayesian deep learning, we instead use full-batch Hamiltonian Monte Carlo (HMC) on modern architectures. We show that (1) BNNs can achieve significant performance gains over standard training and deep ensembles; (2) a single long HMC chain can provide a comparable representation of the posterior to multiple shorter chains; (3) in contrast to recent studies, we find posterior tempering is not needed for near-optimal performance, with little evidence for a "cold posterior" effect, which we show is largely an artifact of data augmentation; (4) BMA performance is robust to the choice of prior scale, and relatively similar for diagonal Gaussian, mixture of Gaussian, and logistic priors; (5) Bayesian neural networks show surprisingly poor generalization under domain shift; (6) while cheaper alternatives such as deep ensembles and SGMCMC methods can provide good generalization, they provide distinct predictive distributions from HMC. Notably, deep ensemble predictive distributions are similarly close to HMC as standard SGLD, and closer than standard variational inference.


Generalized Linear Models with Structured Sparsity Estimators

arXiv.org Machine Learning

In this paper, we introduce structured sparsity estimators in Generalized Linear Models. Structured sparsity estimators in the least squares loss are introduced by Stucky and van de Geer (2018) recently for fixed design and normal errors. We extend their results to debiased structured sparsity estimators with Generalized Linear Model based loss. Structured sparsity estimation means penalized loss functions with a possible sparsity structure used in the chosen norm. These include weighted group lasso, lasso and norms generated from convex cones. The significant difficulty is that it is not clear how to prove two oracle inequalities. The first one is for the initial penalized Generalized Linear Model estimator. Since it is not clear how a particular feasible-weighted nodewise regression may fit in an oracle inequality for penalized Generalized Linear Model, we need a second oracle inequality to get oracle bounds for the approximate inverse for the sample estimate of second-order partial derivative of Generalized Linear Model. Our contributions are fivefold: 1. We generalize the existing oracle inequality results in penalized Generalized Linear Models by proving the underlying conditions rather than assuming them. One of the key issues is the proof of a sample one-point margin condition and its use in an oracle inequality. 2. Our results cover even non sub-Gaussian errors and regressors. 3. We provide a feasible weighted nodewise regression proof which generalizes the results in the literature from a simple l_1 norm usage to norms generated from convex cones. 4. We realize that norms used in feasible nodewise regression proofs should be weaker or equal to the norms in penalized Generalized Linear Model loss. 5. We can debias the first step estimator via getting an approximate inverse of the singular-sample second order partial derivative of Generalized Linear Model loss.


Biased Edge Dropout for Enhancing Fairness in Graph Representation Learning

arXiv.org Machine Learning

Graph representation learning has become a ubiquitous component in many scenarios, ranging from social network analysis to energy forecasting in smart grids. In several applications, ensuring the fairness of the node (or graph) representations with respect to some protected attributes is crucial for their correct deployment. Yet, fairness in graph deep learning remains under-explored, with few solutions available. In particular, the tendency of similar nodes to cluster on several real-world graphs (i.e., homophily) can dramatically worsen the fairness of these procedures. In this paper, we propose a biased edge dropout algorithm (FairDrop) to counter-act homophily and improve fairness in graph representation learning. FairDrop can be plugged in easily on many existing algorithms, is efficient, adaptable, and can be combined with other fairness-inducing solutions. After describing the general algorithm, we demonstrate its application on two benchmark tasks, specifically, as a random walk model for producing node embeddings, and to a graph convolutional network for link prediction. We prove that the proposed algorithm can successfully improve the fairness of all models up to a small or negligible drop in accuracy, and compares favourably with existing state-of-the-art solutions. In an ablation study, we demonstrate that our algorithm can flexibly interpolate between biasing towards fairness and an unbiased edge dropout. Furthermore, to better evaluate the gains, we propose a new dyadic group definition to measure the bias of a link prediction task when paired with group-based fairness metrics. In particular, we extend the metric used to measure the bias in the node embeddings to take into account the graph structure.


A Large-Scale Study on Unsupervised Spatiotemporal Representation Learning

arXiv.org Artificial Intelligence

We present a large-scale study on unsupervised spatiotemporal representation learning from videos. With a unified perspective on four recent image-based frameworks, we study a simple objective that can easily generalize all these methods to space-time. Our objective encourages temporally-persistent features in the same video, and in spite of its simplicity, it works surprisingly well across: (i) different unsupervised frameworks, (ii) pre-training datasets, (iii) downstream datasets, and (iv) backbone architectures. We draw a series of intriguing observations from this study, e.g., we discover that encouraging long-spanned persistency can be effective even if the timespan is 60 seconds. In addition to state-of-the-art results in multiple benchmarks, we report a few promising cases in which unsupervised pre-training can outperform its supervised counterpart. Code is made available at https://github.com/facebookresearch/SlowFast


Fine-grained Generalization Analysis of Vector-valued Learning

arXiv.org Artificial Intelligence

Many fundamental machine learning tasks can be formulated as a problem of learning with vector-valued functions, where we learn multiple scalar-valued functions together. Although there is some generalization analysis on different specific algorithms under the empirical risk minimization principle, a unifying analysis of vector-valued learning under a regularization framework is still lacking. In this paper, we initiate the generalization analysis of regularized vector-valued learning algorithms by presenting bounds with a mild dependency on the output dimension and a fast rate on the sample size. Our discussions relax the existing assumptions on the restrictive constraint of hypothesis spaces, smoothness of loss functions and low-noise condition. To understand the interaction between optimization and learning, we further use our results to derive the first generalization bounds for stochastic gradient descent with vector-valued functions. We apply our general results to multi-class classification and multi-label classification, which yield the first bounds with a logarithmic dependency on the output dimension for extreme multi-label classification with the Frobenius regularization. As a byproduct, we derive a Rademacher complexity bound for loss function classes defined in terms of a general strongly convex function.