Coresets are small data summaries that are sufficient for model training. They can be maintained online, enabling efficient handling of large data streams under resource constraints. However, existing constructions are limited to simple models such as k-means and logistic regression. In this work, we propose a novel coreset construction via cardinality-constrained bilevel optimization. We show how our framework can efficiently generate coresets for deep neural networks, and demonstrate its empirical benefits in continual learning and in streaming settings.

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable. Approximate inference techniques trade off the ability to closely resemble the posterior distribution against speed of convergence and computational efficiency. We propose a novel Gaussian variational family that allows for retaining covariances between latent processes while achieving fast convergence by marginalising out all global latent variables. After providing a proof of how this marginalisation can be done for general covariances, we restrict them to the ones we empirically found to be most important in order to also achieve computational efficiency. We provide an efficient implementation of our new approach and apply it to several benchmark datasets. It yields excellent results and strikes a better balance between accuracy and calibrated uncertainty estimates than its state-of-the-art alternatives.

Potential Drug-Drug Interaction(DDI) occurring while treating complex or co-existing diseases with drug combinations may cause changes in drugs' pharmacological activity. Therefore, DDI prediction has been an important task in the medical healthy machine learning community. Graph-based learning methods have recently aroused widespread interest and are proved to be a priority for this task. However, these methods are often limited to exploiting the inter-view drug molecular structure and ignoring the drug's intra-view interaction relationship, vital to capturing the complex DDI patterns. This study presents a new method, multi-view graph contrastive representation learning for drug-drug interaction prediction, MIRACLE for brevity, to capture inter-view molecule structure and intra-view interactions between molecules simultaneously. MIRACLE treats a DDI network as a multi-view graph where each node in the interaction graph itself is a drug molecular graph instance. We use GCN to encode DDI relationships and a bond-aware attentive message propagating method to capture drug molecular structure information in the MIRACLE learning stage. Also, we propose a novel unsupervised contrastive learning component to balance and integrate the multi-view information. Comprehensive experiments on multiple real datasets show that MIRACLE outperforms the state-of-the-art DDI prediction models consistently.

Bayesian optimization (BO) is a prominent approach to optimizing expensive-to-evaluate black-box functions. The massive computational capability of edge devices such as mobile phones, coupled with privacy concerns, has led to a surging interest in federated learning (FL) which focuses on collaborative training of deep neural networks (DNNs) via first-order optimization techniques. However, some common machine learning tasks such as hyperparameter tuning of DNNs lack access to gradients and thus require zeroth-order/black-box optimization. This hints at the possibility of extending BO to the FL setting (FBO) for agents to collaborate in these black-box optimization tasks. This paper presents federated Thompson sampling (FTS) which overcomes a number of key challenges of FBO and FL in a principled way: We (a) use random Fourier features to approximate the Gaussian process surrogate model used in BO, which naturally produces the parameters to be exchanged between agents, (b) design FTS based on Thompson sampling, which significantly reduces the number of parameters to be exchanged, and (c) provide a theoretical convergence guarantee that is robust against heterogeneous agents, which is a major challenge in FL and FBO. We empirically demonstrate the effectiveness of FTS in terms of communication efficiency, computational efficiency, and practical performance.

Radius Neighbors Classifier is a classification machine learning algorithm. It is an extension to the k-nearest neighbors algorithm that makes predictions using all examples in the radius of a new example rather than the k-closest neighbors. As such, the radius-based approach to selecting neighbors is more appropriate for sparse data, preventing examples that are far away in the feature space from contributing to a prediction. In this tutorial, you will discover the Radius Neighbors Classifier classification machine learning algorithm. Radius Neighbors Classifier Algorithm With Python Photo by J. Triepke, some rights reserved. Radius Neighbors is a classification machine learning algorithm.

A support vector machine (SVM) is a supervised machine learning model that uses classification algorithms for two-group classification problems. After giving an SVM model sets of labeled training data for each category, they're able to categorize new text. You're refining your training data, and maybe you've even tried stuff out using Naive Bayes. But now you're feeling confident in your dataset, and want to take it one step further. Enter Support Vector Machines (SVM): a fast and dependable classification algorithm that performs very well with a limited amount of data to analyze.

Created by The Click Reader Preview this Udemy Course - GET COUPON CODE Learn how to build Machine Learning projects in this TensorFlow Course created by The Click Reader. In this course, you will be learning about Scalar as well as Tensors and how to create them using TensorFlow. You will also be learning how to perform various kinds of Tensor operations for manipulating and changing tensor values. You will be performing a total of three Machine Learning projects while learning through this TensorFlow full course: 1. Linear Regression from Scratch You will be learning how to create a Linear Regression model from scratch using TensorFlow. You will be preparing the data, building the model architecture as well as training the model using a custom-made loss function as well as an optimizer.

Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that provides fast convergence requires the computation of gradients. In practice one uses finite-differencing approximations as surrogates, and the method is expensive in high-dimensions. A natural strategy to reduce computational cost in each iteration is to utilize random gradient approximations, such as random coordinate descent (RCD) or simultaneous perturbation stochastic approximation (SPSA). We show by a counter-example that blindly applying RCD does not achieve the goal in the most general setting. The high variance induced by the randomness means a larger number of iterations are needed, and this balances out the saving in each iteration. We then introduce a new variance reduction approach, termed Randomized Coordinates Averaging Descent (RCAD), and incorporate it with both overdamped and underdamped LMC. The methods are termed RCAD-O-LMC and RCAD-U-LMC respectively. The methods still sit in the random gradient approximation framework, and thus the computational cost in each iteration is low. However, by employing RCAD, the variance is reduced, so the methods converge within the same number of iterations as the classical overdamped and underdamped LMC. This leads to a computational saving overall.

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and uninformative can have unintuitive and detrimental effects on a model's predictions. For this reason, we propose predictive complexity priors: a functional prior that is defined by comparing the model's predictions to those of a reference model. Although originally defined on the model outputs, we transfer the prior to the model parameters via a change of variables. The traditional Bayesian workflow can then proceed as usual. We apply our predictive complexity prior to high-dimensional regression, reasoning over neural network depth, and sharing of statistical strength for few-shot learning.

A prominent technique for self-supervised representation learning has been to contrast semantically similar and dissimilar pairs of samples. Without access to labels, dissimilar (negative) points are typically taken to be randomly sampled datapoints, implicitly accepting that these points may, in reality, actually have the same label. Perhaps unsurprisingly, we observe that sampling negative examples from truly different labels improves performance, in a synthetic setting where labels are available. Motivated by this observation, we develop a debiased contrastive objective that corrects for the sampling of same-label datapoints, even without knowledge of the true labels. Empirically, the proposed objective consistently outperforms the state-of-the-art for representation learning in vision, language, and reinforcement learning benchmarks. Theoretically, we establish generalization bounds for the downstream classification task.