Statistical Learning
The Complexity of Nonconvex-Strongly-Concave Minimax Optimization
Zhang, Siqi, Yang, Junchi, Guzmán, Cristóbal, Kiyavash, Negar, He, Niao
This paper studies the complexity for finding approximate stationary points of nonconvex-strongly-concave (NC-SC) smooth minimax problems, in both general and averaged smooth finite-sum settings. We establish nontrivial lower complexity bounds of $\Omega(\sqrt{\kappa}\Delta L\epsilon^{-2})$ and $\Omega(n+\sqrt{n\kappa}\Delta L\epsilon^{-2})$ for the two settings, respectively, where $\kappa$ is the condition number, $L$ is the smoothness constant, and $\Delta$ is the initial gap. Our result reveals substantial gaps between these limits and best-known upper bounds in the literature. To close these gaps, we introduce a generic acceleration scheme that deploys existing gradient-based methods to solve a sequence of crafted strongly-convex-strongly-concave subproblems. In the general setting, the complexity of our proposed algorithm nearly matches the lower bound; in particular, it removes an additional poly-logarithmic dependence on accuracy present in previous works. In the averaged smooth finite-sum setting, our proposed algorithm improves over previous algorithms by providing a nearly-tight dependence on the condition number.
Multiscale Clustering of Hyperspectral Images Through Spectral-Spatial Diffusion Geometry
Polk, Sam L., Murphy, James M.
Clustering algorithms partition a dataset into groups of similar points. The primary contribution of this article is the Multiscale Spatially-Regularized Diffusion Learning (M-SRDL) clustering algorithm, which uses spatially-regularized diffusion distances to efficiently and accurately learn multiple scales of latent structure in hyperspectral images (HSI). The M-SRDL clustering algorithm extracts clusterings at many scales from an HSI and outputs these clusterings' variation of information-barycenter as an exemplar for all underlying cluster structure. We show that incorporating spatial regularization into a multiscale clustering framework corresponds to smoother and more coherent clusters when applied to HSI data and leads to more accurate clustering labels.
Shape-constrained Symbolic Regression -- Improving Extrapolation with Prior Knowledge
Kronberger, Gabriel, de França, Fabricio Olivetti, Burlacu, Bogdan, Haider, Christian, Kommenda, Michael
We investigate the addition of constraints on the function image and its derivatives for the incorporation of prior knowledge in symbolic regression. The approach is called shape-constrained symbolic regression and allows us to enforce e.g. monotonicity of the function over selected inputs. The aim is to find models which conform to expected behaviour and which have improved extrapolation capabilities. We demonstrate the feasibility of the idea and propose and compare two evolutionary algorithms for shape-constrained symbolic regression: i) an extension of tree-based genetic programming which discards infeasible solutions in the selection step, and ii) a two population evolutionary algorithm that separates the feasible from the infeasible solutions. In both algorithms we use interval arithmetic to approximate bounds for models and their partial derivatives. The algorithms are tested on a set of 19 synthetic and four real-world regression problems. Both algorithms are able to identify models which conform to shape constraints which is not the case for the unmodified symbolic regression algorithms. However, the predictive accuracy of models with constraints is worse on the training set and the test set. Shape-constrained polynomial regression produces the best results for the test set but also significantly larger models.
Private Non-smooth Empirical Risk Minimization and Stochastic Convex Optimization in Subquadratic Steps
Kulkarni, Janardhan, Lee, Yin Tat, Liu, Daogao
We study the differentially private Empirical Risk Minimization (ERM) and Stochastic Convex Optimization (SCO) problems for non-smooth convex functions. We get a (nearly) optimal bound on the excess empirical risk and excess population loss with subquadratic gradient complexity. More precisely, our differentially private algorithm requires $O(\frac{N^{3/2}}{d^{1/8}}+ \frac{N^2}{d})$ gradient queries for optimal excess empirical risk, which is achieved with the help of subsampling and smoothing the function via convolution. This is the first subquadratic algorithm for the non-smooth case when $d$ is super constant. As a direct application, using the iterative localization approach of Feldman et al. \cite{fkt20}, we achieve the optimal excess population loss for stochastic convex optimization problem, with $O(\min\{N^{5/4}d^{1/8},\frac{ N^{3/2}}{d^{1/8}}\})$ gradient queries. Our work makes progress towards resolving a question raised by Bassily et al. \cite{bfgt20}, giving first algorithms for private ERM and SCO with subquadratic steps. We note that independently Asi et al. \cite{afkt21} gave other algorithms for private ERM and SCO with subquadratic steps.
A bandit-learning approach to multifidelity approximation
Xu, Yiming, Keshavarzzadeh, Vahid, Kirby, Robert M., Narayan, Akil
Multifidelity approximation is an important technique in scientific computation and simulation. In this paper, we introduce a bandit-learning approach for leveraging data of varying fidelities to achieve precise estimates of the parameters of interest. Under a linear model assumption, we formulate a multifidelity approximation as a modified stochastic bandit, and analyze the loss for a class of policies that uniformly explore each model before exploiting. Utilizing the estimated conditional mean-squared error, we propose a consistent algorithm, adaptive Explore-Then-Commit (AETC), and establish a corresponding trajectory-wise optimality result. These results are then extended to the case of vector-valued responses, where we demonstrate that the algorithm is efficient without the need to worry about estimating high-dimensional parameters. The main advantage of our approach is that we require neither hierarchical model structure nor \textit{a priori} knowledge of statistical information (e.g., correlations) about or between models. Instead, the AETC algorithm requires only knowledge of which model is a trusted high-fidelity model, along with (relative) computational cost estimates of querying each model. Numerical experiments are provided at the end to support our theoretical findings.
Boosting the Speed of Entity Alignment 10*: Dual Attention Matching Network with Normalized Hard Sample Mining
Mao, Xin, Wang, Wenting, Wu, Yuanbin, Lan, Man
Seeking the equivalent entities among multi-source Knowledge Graphs (KGs) is the pivotal step to KGs integration, also known as \emph{entity alignment} (EA). However, most existing EA methods are inefficient and poor in scalability. A recent summary points out that some of them even require several days to deal with a dataset containing 200,000 nodes (DWY100K). We believe over-complex graph encoder and inefficient negative sampling strategy are the two main reasons. In this paper, we propose a novel KG encoder -- Dual Attention Matching Network (Dual-AMN), which not only models both intra-graph and cross-graph information smartly, but also greatly reduces computational complexity. Furthermore, we propose the Normalized Hard Sample Mining Loss to smoothly select hard negative samples with reduced loss shift. The experimental results on widely used public datasets indicate that our method achieves both high accuracy and high efficiency. On DWY100K, the whole running process of our method could be finished in 1,100 seconds, at least 10* faster than previous work. The performances of our method also outperform previous works across all datasets, where Hits@1 and MRR have been improved from 6% to 13%.
Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy
Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis.
Fully Explained BIRCH Clustering for Outliers with Python
This algorithm is used to perform hierarchical clustering based on trees. These trees are called CFT i.e. The full form of BIRCH is Balanced Iterative Reducing Clusters using Hierarchies. The metric use in this cluster to measure the distance is Euclidean distance measurement. When we get a massive dataset and BIRCH is not fulfilling the requirement because of memory constraints of using the whole dataset then we should consider mini-batches of fixed size from the dataset to get reduced runtime.
How I scored 100% accuracy using XGBoost to predict on Parkinson's Disease cases
Parkin's Disease is a disease that is related to depression and even Alzhiemers. People who suffer from depression can also develop Parkinson's because both maladies are concerned with how the brain produces dopamine, which is a feel-good neurotransmitter. I have selected this project because it deals with a real world medical issue that can help doctors determine if a person has Parkinson's and how the disease is likely to progress. This DataFlair project can be found at the following link:- Python Machine Learning Project -- Detecting Parkinson's Disease with XGBoost -- DataFlair (data-flair.training) Colorado, who recorded the speech signals.
Acceptance of COVID-19 Vaccine and Its Determinants in Bangladesh
Mahmud, Sultan, Mohsin, Md., Khan, Ijaz Ahmed, Mian, Ashraf Uddin, Zaman, Miah Akib
The objectives of this study were to evaluate the acceptance of the COVID-19 vaccines and examine the factors associated with the acceptance in Bangladesh. Method: In between January 30 to February 6, 2021, we conducted a web-based anonymous cross-sectional survey among the Bangladeshi general population. The multivariate logistic regression was used to identify the factors that influence the acceptance of the COVID-19 vaccination. Results: 61.16% (370/605) of the respondents were willing to accept/take the COVID-19 vaccine. Among the accepted group, only 35.14% showed the willingness to take the COVID-19 vaccine immediately, while 64.86% would delay the vaccination until they are confirmed about the vaccine's efficacy and safety or COVID-19 become deadlier in Bangladesh. The regression results showed age, gender, location (urban/rural), level of education, income, perceived risk of being infected with COVID-19 in the future, perceived severity of infection, having previous vaccination experience after age 18, having higher knowledge about COVID-19 and vaccination were significantly associated with the acceptance of COVID-19 vaccines. Conclusion: The research reported a high prevalence of COVID-19 vaccine refusal and hesitancy in Bangladesh. To diminish the vaccine hesitancy and increase the uptake, the policymakers need to design a well-researched immunization strategy to remove the vaccination barriers. To improve vaccine acceptance among people, false rumors and misconceptions about the COVID-19 vaccines must be dispelled (especially on the internet) and people must be exposed to the actual scientific facts.