Statistical Learning
Pseudo-supervised Deep Subspace Clustering
Lv, Juncheng, Kang, Zhao, Lu, Xiao, Xu, Zenglin
Auto-Encoder (AE)-based deep subspace clustering (DSC) methods have achieved impressive performance due to the powerful representation extracted using deep neural networks while prioritizing categorical separability. However, self-reconstruction loss of an AE ignores rich useful relation information and might lead to indiscriminative representation, which inevitably degrades the clustering performance. It is also challenging to learn high-level similarity without feeding semantic labels. Another unsolved problem facing DSC is the huge memory cost due to $n\times n$ similarity matrix, which is incurred by the self-expression layer between an encoder and decoder. To tackle these problems, we use pairwise similarity to weigh the reconstruction loss to capture local structure information, while a similarity is learned by the self-expression layer. Pseudo-graphs and pseudo-labels, which allow benefiting from uncertain knowledge acquired during network training, are further employed to supervise similarity learning. Joint learning and iterative training facilitate to obtain an overall optimal solution. Extensive experiments on benchmark datasets demonstrate the superiority of our approach. By combining with the $k$-nearest neighbors algorithm, we further show that our method can address the large-scale and out-of-sample problems.
Relieving the Plateau: Active Semi-Supervised Learning for a Better Landscape
Kong, Seo Taek, Jeon, Soomin, Lee, Jaewon, Lee, Hongseok, Jung, Kyu-Hwan
Deep learning (DL) relies on massive amounts of labeled data, and improving its labeled sample-efficiency remains one of the most important problems since its advent. Semi-supervised learning (SSL) leverages unlabeled data that are more accessible than their labeled counterparts. Active learning (AL) selects unlabeled instances to be annotated by a human-in-the-loop in hopes of better performance with less labeled data. Given the accessible pool of unlabeled data in pool-based AL, it seems natural to use SSL when training and AL to update the labeled set; however, algorithms designed for their combination remain limited. In this work, we first prove that convergence of gradient descent on sufficiently wide ReLU networks can be expressed in terms of their Gram matrix' eigen-spectrum. Equipped with a few theoretical insights, we propose convergence rate control (CRC), an AL algorithm that selects unlabeled data to improve the problem conditioning upon inclusion to the labeled set, by formulating an acquisition step in terms of improving training dynamics. Extensive experiments show that SSL algorithms coupled with CRC can achieve high performance using very few labeled data.
Autoencoder-based Representation Learning from Heterogeneous Multivariate Time Series Data of Mechatronic Systems
Kortmann, Karl-Philipp, Fehsenfeld, Moritz, Wielitzka, Mark
Sensor and control data of modern mechatronic systems are often available as heterogeneous time series with different sampling rates and value ranges. Suitable classification and regression methods from the field of supervised machine learning already exist for predictive tasks, for example in the context of condition monitoring, but their performance scales strongly with the number of labeled training data. Their provision is often associated with high effort in the form of person-hours or additional sensors. In this paper, we present a method for unsupervised feature extraction using autoencoder networks that specifically addresses the heterogeneous nature of the database and reduces the amount of labeled training data required compared to existing methods. Three public datasets of mechatronic systems from different application domains are used to validate the results.
Ensemble Inference Methods for Models With Noisy and Expensive Likelihoods
Duncan, Andrew B., Stuart, Andrew M., Wolfram, Marie-Therese
The increasing availability of data presents an opportunity to calibrate unknown parameters which appear in complex models of phenomena in the biomedical, physical and social sciences. However, model complexity often leads to parameter-to-data maps which are expensive to evaluate and are only available through noisy approximations. This paper is concerned with the use of interacting particle systems for the solution of the resulting inverse problems for parameters. Of particular interest is the case where the available forward model evaluations are subject to rapid fluctuations, in parameter space, superimposed on the smoothly varying large scale parametric structure of interest. Multiscale analysis is used to study the behaviour of interacting particle system algorithms when such rapid fluctuations, which we refer to as noise, pollute the large scale parametric dependence of the parameter-to-data map. Ensemble Kalman methods (which are derivative-free) and Langevin-based methods (which use the derivative of the parameter-to-data map) are compared in this light. The ensemble Kalman methods are shown to behave favourably in the presence of noise in the parameter-to-data map, whereas Langevin methods are adversely affected. On the other hand, Langevin methods have the correct equilibrium distribution in the setting of noise-free forward models, whilst ensemble Kalman methods only provide an uncontrolled approximation, except in the linear case. Therefore a new class of algorithms, ensemble Gaussian process samplers, which combine the benefits of both ensemble Kalman and Langevin methods, are introduced and shown to perform favourably.
An Iteratively Reweighted Method for Sparse Optimization on Nonconvex $\ell_{p}$ Ball
Wang, Hao, Yang, Xiangyu, Jiang, Wei
This paper is intended to solve the nonconvex $\ell_{p}$-ball constrained nonlinear optimization problems. An iteratively reweighted method is proposed, which solves a sequence of weighted $\ell_{1}$-ball projection subproblems. At each iteration, the next iterate is obtained by moving along the negative gradient with a stepsize and then projecting the resulted point onto the weighted $\ell_{1}$ ball to approximate the $\ell_{p}$ ball. Specifically, if the current iterate is in the interior of the feasible set, then the weighted $\ell_{1}$ ball is formed by linearizing the $\ell_{p}$ norm at the current iterate. If the current iterate is on the boundary of the feasible set, then the weighted $\ell_{1}$ ball is formed differently by keeping those zero components in the current iterate still zero. In our analysis, we prove that the generated iterates converge to a first-order stationary point. Numerical experiments demonstrate the effectiveness of the proposed method.
On the Power of Refined Skat Selection
Skat is a fascinating combinatorial card game, show-casing many of the intrinsic challenges for modern AI systems such as cooperative and adversarial behaviors (among the players), randomness (in the deal), and partial knowledge (due to hidden cards). Given the larger number of tricks and higher degree of uncertainty, reinforcement learning is less effective compared to classical board games like Chess and Go. As within the game of Bridge, in Skat we have a bidding and trick-taking stage. Prior to the trick-taking and as part of the bidding process, one phase in the game is to select two skat cards, whose quality may influence subsequent playing performance drastically. This paper looks into different skat selection strategies. Besides predicting the probability of winning and other hand strength functions we propose hard expert-rules and a scoring functions based on refined skat evaluation features. Experiments emphasize the impact of the refined skat putting algorithm on the playing performance of the bots, especially for AI bidding and AI game selection.
Concentration bounds for the empirical angular measure with statistical learning applications
Clรฉmenรงon, Stรฉphan, Jalalzai, Hamid, Sabourin, Anne, Segers, Johan
The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step in learning problems involving observations far away from the center. In the common situation when the components of the vector have different distributions, the rank transformation offers a convenient and robust way of standardizing data in order to build an empirical version of the angular measure based on the most extreme observations. However, the study of the sampling distribution of the resulting empirical angular measure is challenging. It is the purpose of the paper to establish finite-sample bounds for the maximal deviations between the empirical and true angular measures, uniformly over classes of Borel sets of controlled combinatorial complexity. The bounds are valid with high probability and scale essentially as the square root of the effective sample size, up to a logarithmic factor. Discarding the most extreme observations yields a truncated version of the empirical angular measure for which the logarithmic factor in the concentration bound is replaced by a factor depending on the truncation level. The bounds are applied to provide performance guarantees for two statistical learning procedures tailored to extreme regions of the input space and built upon the empirical angular measure: binary classification in extreme regions through empirical risk minimization and unsupervised anomaly detection through minimum-volume sets of the sphere.
Predicting the Reproducibility of Social and Behavioral Science Papers Using Supervised Learning Models
Wu, Jian, Nivargi, Rajal, Lanka, Sree Sai Teja, Menon, Arjun Manoj, Modukuri, Sai Ajay, Nakshatri, Nishanth, Wei, Xin, Wang, Zhuoer, Caverlee, James, Rajtmajer, Sarah M., Giles, C. Lee
In recent years, significant effort has been invested verifying the reproducibility and robustness of research claims in social and behavioral sciences (SBS), much of which has involved resource-intensive replication projects. In this paper, we investigate prediction of the reproducibility of SBS papers using machine learning methods based on a set of features. We propose a framework that extracts five types of features from scholarly work that can be used to support assessments of reproducibility of published research claims. Bibliometric features, venue features, and author features are collected from public APIs or extracted using open source machine learning libraries with customized parsers. Statistical features, such as p-values, are extracted by recognizing patterns in the body text. Semantic features, such as funding information, are obtained from public APIs or are extracted using natural language processing models. We analyze pairwise correlations between individual features and their importance for predicting a set of human-assessed ground truth labels. In doing so, we identify a subset of 9 top features that play relatively more important roles in predicting the reproducibility of SBS papers in our corpus. Results are verified by comparing performances of 10 supervised predictive classifiers trained on different sets of features.
Minimax Estimation of Linear Functions of Eigenvectors in the Face of Small Eigen-Gaps
Li, Gen, Cai, Changxiao, Gu, Yuantao, Poor, H. Vincent, Chen, Yuxin
Eigenvector perturbation analysis plays a vital role in various statistical data science applications. A large body of prior works, however, focused on establishing $\ell_{2}$ eigenvector perturbation bounds, which are often highly inadequate in addressing tasks that rely on fine-grained behavior of an eigenvector. This paper makes progress on this by studying the perturbation of linear functions of an unknown eigenvector. Focusing on two fundamental problems -- matrix denoising and principal component analysis -- in the presence of Gaussian noise, we develop a suite of statistical theory that characterizes the perturbation of arbitrary linear functions of an unknown eigenvector. In order to mitigate a non-negligible bias issue inherent to the natural "plug-in" estimator, we develop de-biased estimators that (1) achieve minimax lower bounds for a family of scenarios (modulo some logarithmic factor), and (2) can be computed in a data-driven manner without sample splitting. Noteworthily, the proposed estimators are nearly minimax optimal even when the associated eigen-gap is substantially smaller than what is required in prior theory.
DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python
Bach, Philipp, Chernozhukov, Victor, Kurz, Malte S., Spindler, Martin
DoubleML is an open-source Python library implementing the double machine learning framework of Chernozhukov et al. (2018) for a variety of causal models. It contains functionalities for valid statistical inference on causal parameters when the estimation of nuisance parameters is based on machine learning methods. The object-oriented implementation of DoubleML provides a high flexibility in terms of model specifications and makes it easily extendable. The package is distributed under the MIT license and relies on core libraries from the scientific Python ecosystem: scikit-learn, numpy, pandas, scipy, statsmodels and joblib.