Statistical Learning
Implicit Regularization in Tensor Factorization
Razin, Noam, Maman, Asaf, Cohen, Nadav
Implicit regularization in deep learning is perceived as a tendency of gradient-based optimization to fit training data with predictors of minimal "complexity." The fact that only some types of data give rise to generalization is understood to result from them being especially amenable to fitting with low complexity predictors. A major challenge towards formalizing this intuition is to define complexity measures that are quantitative yet capture the essence of data that admits generalization. With an eye towards this challenge, we analyze the implicit regularization in tensor factorization, equivalent to a certain non-linear neural network. We characterize the dynamics that gradient descent induces on the factorization, and establish a bias towards low tensor rank, in compliance with existing empirical evidence. Then, motivated by tensor rank capturing implicit regularization of a non-linear neural network, we empirically explore it as a measure of complexity, and find that it stays extremely low when fitting standard datasets. This leads us to believe that tensor rank may pave way to explaining both implicit regularization of neural networks, and the properties of real-world data translating it to generalization.
Back to Prior Knowledge: Joint Event Causality Extraction via Convolutional Semantic Infusion
Wang, Zijian, Wang, Hao, Luo, Xiangfeng, Gao, Jianqi
Joint event and causality extraction is a challenging yet essential task in information retrieval and data mining. Recently, pre-trained language models (e.g., BERT) yield state-of-the-art results and dominate in a variety of NLP tasks. However, these models are incapable of imposing external knowledge in domain-specific extraction. Considering the prior knowledge of frequent n-grams that represent cause/effect events may benefit both event and causality extraction, in this paper, we propose convolutional knowledge infusion for frequent n-grams with different windows of length within a joint extraction framework. Knowledge infusion during convolutional filter initialization not only helps the model capture both intra-event (i.e., features in an event cluster) and inter-event (i.e., associations across event clusters) features but also boosts training convergence. Experimental results on the benchmark datasets show that our model significantly outperforms the strong BERT+CSNN baseline.
A Variance Controlled Stochastic Method with Biased Estimation for Faster Non-convex Optimization
In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by SVRG, a hyper-parameter $\lambda$ is introduced in VCSG that is able to control the reduced variance of SVRG. Theory shows that the optimization method can converge by using an unbiased gradient estimator, but in practice, biased gradient estimation can allow more efficient convergence to the vicinity since an unbiased approach is computationally more expensive. $\lambda$ also has the effect of balancing the trade-off between unbiased and biased estimations. Secondly, to minimize the number of full gradient calculations in SVRG, a variance-bounded batch is introduced to reduce the number of gradient calculations required in each iteration. For smooth non-convex functions, the proposed algorithm converges to an approximate first-order stationary point (i.e. $\mathbb{E}\|\nabla{f}(x)\|^{2}\leq\epsilon$) within $\mathcal{O}(min\{1/\epsilon^{3/2},n^{1/4}/\epsilon\})$ number of stochastic gradient evaluations, which improves the leading gradient complexity of stochastic gradient-based method SCS $(\mathcal{O}(min\{1/\epsilon^{5/3},n^{2/3}/\epsilon\})$. It is shown theoretically and experimentally that VCSG can be deployed to improve convergence.
Trends in Vehicle Re-identification Past, Present, and Future: A Comprehensive Review
Zakria, null, Deng, Jianhua, Khokhar, Muhammad Saddam, Aftab, Muhammad Umar, Cai, Jingye, Kumar, Rajesh, Kumar, Jay
Vehicle Re-identification (re-id) over surveillance camera network with non-overlapping field of view is an exciting and challenging task in intelligent transportation systems (ITS). Due to its versatile applicability in metropolitan cities, it gained significant attention. Vehicle re-id matches targeted vehicle over non-overlapping views in multiple camera network. However, it becomes more difficult due to inter-class similarity, intra-class variability, viewpoint changes, and spatio-temporal uncertainty. In order to draw a detailed picture of vehicle re-id research, this paper gives a comprehensive description of the various vehicle re-id technologies, applicability, datasets, and a brief comparison of different methodologies. Our paper specifically focuses on vision-based vehicle re-id approaches, including vehicle appearance, license plate, and spatio-temporal characteristics. In addition, we explore the main challenges as well as a variety of applications in different domains. Lastly, a detailed comparison of current state-of-the-art methods performances over VeRi-776 and VehicleID datasets is summarized with future directions. We aim to facilitate future research by reviewing the work being done on vehicle re-id till to date.
Machine learning on distributed Dask using Amazon SageMaker and AWS Fargate
As businesses around the world are embarking on building innovative solutions, we're seeing a growing trend adopting data science workloads across various industries. Recently, we've seen a greater push towards reducing the friction between data engineers and data scientists. Data scientists are now enabled to run their experiments on their local machine and port to it powerful clusters that can scale without rewriting the code. You have many options for running data science workloads, such as running it on your own managed Spark cluster. Alternatively there are cloud options such as Amazon SageMaker, Amazon EMR and Amazon Elastic Kubernetes Service (Amazon EKS) clusters.
A Basic Guide to Logistic Regression
I love working with human centered data to solve real-world problems using Tableau as my canvas. I am passionate about Data Science, Statistics, and Math. When I'm not working with data, you'll find me jamming with my ukulele or stroking a paintbrush to make some art. If you see me out there, come say hi!
The Variational Bayesian Inference for Network Autoregression Models
Lai, Wei-Ting, Chen, Ray-Bing, Chen, Ying, Koch, Thorsten
We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework. The VB approach allows for the automatic identification of the dynamic structure of such a model and obtains a direct approximation of the posterior density. Compared to Markov Chain Monte Carlo (MCMC) based sampling approaches, the VB approach achieves enhanced computational efficiency without sacrificing estimation accuracy. In the simulation study conducted here, the proposed VB approach detects various types of proper active structures for dynamic network models. Compared to the alternative approach, the proposed method achieves similar or better accuracy, and its computational time is halved. In a real data analysis scenario of day-ahead natural gas flow prediction in the German gas transmission network with 51 nodes between October 2013 and September 2015, the VB approach delivers promising forecasting accuracy along with clearly detected structures in terms of dynamic dependence.
Permutation-Based SGD: Is Random Optimal?
Rajput, Shashank, Lee, Kangwook, Papailiopoulos, Dimitris
A recent line of ground-breaking results for permutation-based SGD has corroborated a widely observed phenomenon: random permutations offer faster convergence than with-replacement sampling. However, is random optimal? We show that this depends heavily on what functions we are optimizing, and the convergence gap between optimal and random permutations can vary from exponential to nonexistent. We first show that for 1-dimensional strongly convex functions, with smooth second derivatives, there exist optimal permutations that offer exponentially faster convergence compared to random. However, for general strongly convex functions, random permutations are optimal. Finally, we show that for quadratic, strongly-convex functions, there are easy-to-construct permutations that lead to accelerated convergence compared to random. Our results suggest that a general convergence characterization of optimal permutations cannot capture the nuances of individual function classes, and can mistakenly indicate that one cannot do much better than random.
Convolutional Normalization
Esposito, Massimiliano, Ganaba, Nader
During the past few years, there has been considerable success of applying deep learning to complex problems ranging from speech synthesis (cite WaveNet) to deep reinforcement learning achieving victories in complex games such as Go [19]. This, in turn, has fueled massive interest in the field. At the core of deep learning are training algorithms which allow neural networks to learn from the data they are presented or learn how to extremize a target quantity. One such algorithm is the stochastic gradient descent (SGD) (cite) and it is one of most widely used training algorithms. However, this does not come without issues as many training algorithms suffer from being slow at converging to the optimal state and lack stability when approaching the optimum (citation needed).One common approach is to transform the data into a manageable form through centring and scaling the data and it is the base of many normalization techniques. In fact, the success of "Batch Normalization" by Sgzedy and Ioffe [8] sparked an interest in such techniques. In [8], they noticed that the learning procedure, which uses stochastic gradient descent (SGD), or derived adaptive algorithms like Adam [12], can be hindered and they claimed that a phenomenon known as internal covariance shift is the cause. This phenomenon depends on the change of the network's weights during backpropagation that can lead to the shift of data-distribution towards the saturation regime of the activation
Robust non-parametric mortality and fertility modelling and forecasting: Gaussian process regression approaches
There has been an increasing demand for demographic modelling and forecasting over the last few decades, driven by many developed countries are now suffering a rapid decline in mortality and fertility, leading to a significant increase in expenditures on health services for an ageing population and a shortage of future labour. A better understanding of the mortality and fertility patterns and trends is always of importance for all stakeholders in a society as the mortality forecasts, for example, play a vital role for the insurance and pensions industries in pricing their insurance products. The fertility predictions are also of great interest to the government and education sectors in planing children's welfare and educational services. Unlike the biological and the medical methods, statisticians have developed very different and purely mathematical methods to model the demographic patterns and trends which are well-documented by Preston et al. (2000). The history of demographic modelling with the mathematical approaches can be traced back to some deterministic models proposed in the midnineteenth century, see, for example, Gompertz (1825) and Makeham (1860). The deterministic models are, however, restricted with few fixed factors and have no stochastic process considered owing to the lack of computing capability in that early period.