Statistical Learning
Infinite Mixture of Inverted Dirichlet Distributions
In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently proposed extended variational inference (EVI) framework is adopted to derive an analytically tractable solution. The convergency of the proposed algorithm is theoretically guaranteed by introducing single lower bound approximation to the original objective function in the VI framework. In principle, the proposed model can be viewed as an infinite inverted Dirichelt mixture model (InIDMM) that allows the automatic determination of the number of mixture components from data. Therefore, the problem of pre-determining the optimal number of mixing components has been overcome. Moreover, the problems of over-fitting and under-fitting are avoided by the Bayesian estimation approach. Comparing with several recently proposed DP-related methods, the good performance and effectiveness of the proposed method have been demonstrated with both synthesized data and real data evaluations.
Fast Generating A Large Number of Gumbel-Max Variables
Qi, Yiyan, Wang, Pinghui, Zhang, Yuanming, Zhao, Junzhou, Tian, Guangjian, Guan, Xiaohong
The well-known Gumbel-Max Trick for sampling elements from a categorical distribution (or more generally a nonnegative vector) and its variants have been widely used in areas such as machine learning and information retrieval. To sample a random element $i$ (or a Gumbel-Max variable $i$) in proportion to its positive weight $v_i$, the Gumbel-Max Trick first computes a Gumbel random variable $g_i$ for each positive weight element $i$, and then samples the element $i$ with the largest value of $g_i+\ln v_i$. Recently, applications including similarity estimation and graph embedding require to generate $k$ independent Gumbel-Max variables from high dimensional vectors. However, it is computationally expensive for a large $k$ (e.g., hundreds or even thousands) when using the traditional Gumbel-Max Trick. To solve this problem, we propose a novel algorithm, \emph{FastGM}, that reduces the time complexity from $O(kn^+)$ to $O(k \ln k + n^+)$, where $n^+$ is the number of positive elements in the vector of interest. Instead of computing $k$ independent Gumbel random variables directly, we find that there exists a technique to generate these variables in descending order. Using this technique, our method FastGM computes variables $g_i+\ln v_i$ for all positive elements $i$ in descending order. As a result, FastGM significantly reduces the computation time because we can stop the procedure of Gumbel random variables computing for many elements especially for those with small weights. Experiments on a variety of real-world datasets show that FastGM is orders of magnitude faster than state-of-the-art methods without sacrificing accuracy and incurring additional expenses.
Provable Noisy Sparse Subspace Clustering using Greedy Neighbor Selection: A Coherence-Based Perspective
Wu, Jwo-Yuh, Li, Wen-Hsuan, Huang, Liang-Chi, Lin, Yen-Ping, Liu, Chun-Hung, Gau, Rung-Hung
Sparse subspace clustering (SSC) using greedy-based neighbor selection, such as matching pursuit (MP) and orthogonal matching pursuit (OMP), has been known as a popular computationally-efficient alternative to the conventional L1-minimization based methods. Under deterministic bounded noise corruption, in this paper we derive coherence-based sufficient conditions guaranteeing correct neighbor identification using MP/OMP. Our analyses exploit the maximum/minimum inner product between two noisy data points subject to a known upper bound on the noise level. The obtained sufficient condition clearly reveals the impact of noise on greedy-based neighbor recovery. Specifically, it asserts that, as long as noise is sufficiently small so that the resultant perturbed residual vectors stay close to the desired subspace, both MP and OMP succeed in returning a correct neighbor subset. A striking finding is that, when the ground truth subspaces are well-separated from each other and noise is not large, MP-based iterations, while enjoying lower algorithmic complexity, yield smaller perturbation of residuals, thereby better able to identify correct neighbors and, in turn, achieving higher global data clustering accuracy. Extensive numerical experiments are used to corroborate our theoretical study.
EM Algorithm is Sample-Optimal for Learning Mixtures of Well-Separated Gaussians
Kwon, Jeongyeol, Caramanis, Constantine
We consider the problem of spherical Gaussian Mixture models with $k \geq 3$ components when the components are well separated. A fundamental previous result established that separation of $\Omega(\sqrt{\log k})$ is necessary and sufficient for identifiability of the parameters with polynomial sample complexity (Regev and Vijayaraghavan, 2017). We show that $\tilde{O}(kd/\epsilon^2)$ samples suffice, closing the gap from polynomial to linear, and thus giving the first sample-optimal upper bound for the parameter estimation of well-separated Gaussian mixtures (up to logarithmic factors). We accomplish this by proving a new result for the Expectation-Maximization (EM) algorithm: we show that EM converges locally, under separation $\Omega(\sqrt{\log k})$. The previous best-known guarantee required $\Omega(\sqrt{k})$ separation (Yan, et al., 2017). Unlike prior work, our results do not assume or use prior knowledge of the (potentially different) mixing weights or variances of the Gaussian components. Furthermore, our results show that the finite-sample error of EM does not depend on non-universal quantities such as pairwise distances between means of Gaussian components.
AVATAR -- Machine Learning Pipeline Evaluation Using Surrogate Model
Nguyen, Tien-Dung, Maszczyk, Tomasz, Musial, Katarzyna, Zรถller, Marc-Andre, Gabrys, Bogdan
The evaluation of machine learning (ML) pipelines is essential during automatic ML pipeline composition and optimisation. The previous methods such as Bayesian-based and genetic-based optimisation, which are implemented in Auto-Weka, Auto-sklearn and TPOT, evaluate pipelines by executing them. Therefore, the pipeline composition and optimisation of these methods requires a tremendous amount of time that prevents them from exploring complex pipelines to find better predictive models. To further explore this research challenge, we have conducted experiments showing that many of the generated pipelines are invalid, and it is unnecessary to execute them to find out whether they are good pipelines. To address this issue, we propose a novel method to evaluate the validity of ML pipelines using a surrogate model (AVATAR). The AVATAR enables to accelerate automatic ML pipeline composition and optimisation by quickly ignoring invalid pipelines. Our experiments show that the AVATAR is more efficient in evaluating complex pipelines in comparison with the traditional evaluation approaches requiring their execution.
Using Machine Learning for Model Physics: an Overview
The scientific and practical significance of interdisciplinary complex numerical models and prediction systems has increased tremendously during the last few decades, due to improvements in their quality via better understanding of the basic processes and their relationships and developments in numerical modeling. The past several decades have revealed a well pronounced trend in weather and climate numerical modeling. Th is trend marks a transition from investigating simpler linear or weakly nonlinear single - disciplinary systems like simplified atmospheric or oceanic systems that include a limited description of the physical processes, to studying complex nonlinear multidi sciplinary systems like coupled atmospheric - oceanic systems that take into account atmospheric physics, chemistry, land - surface interactions, etc. The most important property of a complex interdisciplinary system is that it consists of subsystems that, b y themselves, are complex systems. Thus, due to their increasing complexity, global and regional modeling activities consume a tremendous amount of computing resources, which presents a significant challenge despite growing computing capabilities.
Four Ways Quantum Computing Will Change Artificial Intelligence Forever
If science were a dating app, quantum physics and machine learning probably wouldn't be a match. They're from completely different fields and often require completely different backgrounds and skills. But, throw in a little quantum computing and, suddenly, that science-matchmaking app becomes Tinder and the attraction between the two is palpable. Even though the extent of change that quantum computing will unleash on AI is up for debate, many experts now more than suspect that quantum computing will definitely alter AI at some level. "Quantum machine learning can be more efficient than classic machine learning, at least for certain models that are intrinsically hard to learn using conventional computers," says Samuel Fernรกndez Lorenzo, a quantum algorithm researcher who collaborates with BBVA's New Digital Businesses area.
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Oracle lower bounds for stochastic gradient sampling algorithms
Chatterji, Niladri S., Bartlett, Peter L., Long, Philip M.
We consider the problem of sampling from a strongly log-concave density in $\mathbb{R}^{d}$, and prove an information theoretic lower bound on the number of stochastic gradient queries of the log density needed. Several popular sampling algorithms (including many Markov chain Monte Carlo methods) operate by using stochastic gradients of the log density to generate a sample; our results establish an information theoretic limit for all these algorithms. We show that for every algorithm, there exists a well-conditioned strongly log-concave target density for which the distribution of points generated by the algorithm would be at least $\varepsilon$ away from the target in total variation distance if the number of gradient queries is less than $\Omega(\sigma^2 d/\varepsilon^2)$, where $\sigma^2 d$ is the variance of the stochastic gradient. Our lower bound follows by combining the ideas of Le Cam deficiency routinely used in the comparison of statistical experiments along with standard information theoretic tools used in lower bounding Bayes risk functions. To the best of our knowledge our results provide the first nontrivial dimension-dependent lower bound for this problem.
Multi-stream Faster RCNN for Mitosis Counting in Breast Cancer Images
Mitotic count is a commonly used method to assess the level of progression of breast cancer, which is now the fourth most prevalent cancer. Unfortunately, counting mitosis is a tedious and subjective task with poor reproducibility, especially for non-experts. Luckily, since the machine can read and compare more data with greater efficiency this could be the next modern technique to count mitosis. Furthermore, technological advancements in medicine have led to the increase in image data available for use in training. In this work, we propose a network constructed using a similar approach to one that has been used for image fraud detection with the segmented image map as the second stream input to Faster RCNN. This region-based detection model combines a fully convolutional Region Proposal Network to generate proposals and a classification network to classify each of these proposals as containing mitosis or not. Features from both streams are fused in the bilinear pooling layer to maintain the spatial concurrence of each. After training this model on the ICPR 2014 MITOSIS contest dataset, we received an F-measure score of 0.507, higher than both the winners score and scores from recent tests on the same data. Our method is clinically applicable, taking only around five min per ten full High Power Field slides when tested on a Quadro P6000 cloud GPU.