Statistical Learning
Regression-clustering for Improved Accuracy and Training Cost with Molecular-Orbital-Based Machine Learning
Cheng, Lixue, Kovachki, Nikola B., Welborn, Matthew, Miller, Thomas F. III
Machine learning (ML) in the representation of molecular-orbital-based (MOB) features has been shown to be an accurate and transferable approach to the prediction of post-Hartree-Fock correlation energies. Previous applications of MOB-ML employed Gaussian Process Regression (GPR), which provides good prediction accuracy with small training sets; however, the cost of GPR training scales cubically with the amount of data and becomes a computational bottleneck for large training sets. In the current work, we address this problem by introducing a clustering/regression/classification implementation of MOB-ML. In a first step, regression clustering (RC) is used to partition the training data to best fit an ensemble of linear regression (LR) models; in a second step, each cluster is regressed independently, using either LR or GPR; and in a third step, a random forest classifier (RFC) is trained for the prediction of cluster assignments based on MOB feature values. Upon inspection, RC is found to recapitulate chemically intuitive groupings of the frontier molecular orbitals, and the combined RC/LR/RFC and RC/GPR/RFC implementations of MOB-ML are found to provide good prediction accuracy with greatly reduced wall-clock training times. For a dataset of thermalized geometries of 7211 organic molecules of up to seven heavy atoms, both implementations reach chemical accuracy (1 kcal/mol error) with only 300 training molecules, while providing 35000-fold and 4500-fold reductions in the wall-clock training time, respectively, compared to MOB-ML without clustering. The resulting models are also demonstrated to retain transferability for the prediction of large-molecule energies with only small-molecule training data. Finally, it is shown that capping the number of training datapoints per cluster leads to further improvements in prediction accuracy with negligible increases in wall-clock training time.
Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation
Nguyen, Viet Anh, Shafieezadeh-Abadeh, Soroosh, Yue, Man-Chung, Kuhn, Daniel, Wiesemann, Wolfram
The likelihood function is a fundamental component in Bayesian statistics. However, evaluating the likelihood of an observation is computationally intractable in many applications. In this paper, we propose a non-parametric approximation of the likelihood that identifies a probability measure which lies in the neighborhood of the nominal measure and that maximizes the probability of observing the given sample point. We show that when the neighborhood is constructed by the Kullback-Leibler divergence, by moment conditions or by the Wasserstein distance, then our \textit{optimistic likelihood} can be determined through the solution of a convex optimization problem, and it admits an analytical expression in particular cases. We also show that the posterior inference problem with our optimistic likelihood approximation enjoys strong theoretical performance guarantees, and it performs competitively in a probabilistic classification task.
Model selection for deep audio source separation via clustering analysis
Liu, Alisa, Seetharaman, Prem, Pardo, Bryan
Audio source separation is the process of separating a mixture (e.g. a pop band recording) into isolated sounds from individual sources (e.g. just the lead vocals). Deep learning models are the state-of-the-art in source separation, given that the mixture to be separated is similar to the mixtures the deep model was trained on. This requires the end user to know enough about each model's training to select the correct model for a given audio mixture. In this work, we automate selection of the appropriate model for an audio mixture. We present a confidence measure that does not require ground truth to estimate separation quality, given a deep model and audio mixture. We use this confidence measure to automatically select the model output with the best predicted separation quality. We compare our confidence-based ensemble approach to using individual models with no selection, to an oracle that always selects the best model and to a random model selector. Results show our confidence-based ensemble significantly outperforms the random ensemble over general mixtures and approaches oracle performance for music mixtures.
Bootstrapping deep music separation from primitive auditory grouping principles
Seetharaman, Prem, Wichern, Gordon, Roux, Jonathan Le, Pardo, Bryan
Separating an audio scene such as a cocktail party into constituent, meaningful components is a core task in computer audition. Deep networks are the state-of-the-art approach. They are trained on synthetic mixtures of audio made from isolated sound source recordings so that ground truth for the separation is known. However, the vast majority of available audio is not isolated. The brain uses primitive cues that are independent of the characteristics of any particular sound source to perform an initial segmentation of the audio scene. We present a method for bootstrapping a deep model for music source separation without ground truth by using multiple primitive cues. We apply our method to train a network on a large set of unlabeled music recordings from YouTube to separate vocals from accompaniment without the need for ground truth isolated sources or artificial training mixtures.
Inference in High-Dimensional Linear Regression via Lattice Basis Reduction and Integer Relation Detection
Gamarnik, David, Kızıldağ, Eren C., Zadik, Ilias
We focus on the high-dimensional linear regression problem, where the algorithmic goal is to efficiently infer an unknown feature vector $\beta^*\in\mathbb{R}^p$ from its linear measurements, using a small number $n$ of samples. Unlike most of the literature, we make no sparsity assumption on $\beta^*$, but instead adopt a different regularization: In the noiseless setting, we assume $\beta^*$ consists of entries, which are either rational numbers with a common denominator $Q\in\mathbb{Z}^+$ (referred to as $Q$-rationality); or irrational numbers supported on a rationally independent set of bounded cardinality, known to learner; collectively called as the mixed-support assumption. Using a novel combination of the PSLQ integer relation detection, and LLL lattice basis reduction algorithms, we propose a polynomial-time algorithm which provably recovers a $\beta^*\in\mathbb{R}^p$ enjoying the mixed-support assumption, from its linear measurements $Y=X\beta^*\in\mathbb{R}^n$ for a large class of distributions for the random entries of $X$, even with one measurement $(n=1)$. In the noisy setting, we propose a polynomial-time, lattice-based algorithm, which recovers a $\beta^*\in\mathbb{R}^p$ enjoying $Q$-rationality, from its noisy measurements $Y=X\beta^*+W\in\mathbb{R}^n$, even with a single sample $(n=1)$. We further establish for large $Q$, and normal noise, this algorithm tolerates information-theoretically optimal level of noise. We then apply these ideas to develop a polynomial-time, single-sample algorithm for the phase retrieval problem. Our methods address the single-sample $(n=1)$ regime, where the sparsity-based methods such as LASSO and Basis Pursuit are known to fail. Furthermore, our results also reveal an algorithmic connection between the high-dimensional linear regression problem, and the integer relation detection, randomized subset-sum, and shortest vector problems.
Structure Learning of Gaussian Markov Random Fields with False Discovery Rate Control
Lee, Sangkyun, Sobczyk, Piotr, Bogdan, Malgorzata
In this paper, we propose a new estimation procedure for discovering the structure of Gaussian Markov random fields (MRFs) with false discovery rate (FDR) control, making use of the sorted l1-norm (SL1) regularization. A Gaussian MRF is an acyclic graph representing a multivariate Gaussian distribution, where nodes are random variables and edges represent the conditional dependence between the connected nodes. Since it is possible to learn the edge structure of Gaussian MRFs directly from data, Gaussian MRFs provide an excellent way to understand complex data by revealing the dependence structure among many inputs features, such as genes, sensors, users, documents, etc. In learning the graphical structure of Gaussian MRFs, it is desired to discover the actual edges of the underlying but unknown probabilistic graphical model-it becomes more complicated when the number of random variables (features) p increases, compared to the number of data points n. In particular, when p >> n, it is statistically unavoidable for any estimation procedure to include false edges. Therefore, there have been many trials to reduce the false detection of edges, in particular, using different types of regularization on the learning parameters. Our method makes use of the SL1 regularization, introduced recently for model selection in linear regression. We focus on the benefit of SL1 regularization that it can be used to control the FDR of detecting important random variables. Adapting SL1 for probabilistic graphical models, we show that SL1 can be used for the structure learning of Gaussian MRFs using our suggested procedure nsSLOPE (neighborhood selection Sorted L-One Penalized Estimation), controlling the FDR of detecting edges.
An Adaptive Empirical Bayesian Method for Sparse Deep Learning
Deng, Wei, Zhang, Xiao, Liang, Faming, Lin, Guang
We propose a novel adaptive empirical Bayesian (AEB) method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive hierarchical posterior distribution using stochastic gradient Markov Chain Monte Carlo (MCMC) and smoothly optimizing the hyperparameters using stochastic approximation (SA). We further prove the convergence of the proposed method to the asymptotically correct distribution under mild conditions. Empirical applications of the proposed method lead to the state-of-the-art performance on MNIST and Fashion MNIST with shallow convolutional neural networks (CNN) and the state-of-the-art compression performance on CIFAR10 with Residual Networks. The proposed method also improves resistance to adversarial attacks.
Hierarchical Transformers for Long Document Classification
Pappagari, Raghavendra, Żelasko, Piotr, Villalba, Jesús, Carmiel, Yishay, Dehak, Najim
BERT, which stands for Bidirectional Encoder Representations from Transformers, is a recently introduced language representation model based upon the transfer learning paradigm. We extend its fine-tuning procedure to address one of its major limitations - applicability to inputs longer than a few hundred words, such as transcripts of human call conversations. Our method is conceptually simple. We segment the input into smaller chunks and feed each of them into the base model. Then, we propagate each output through a single recurrent layer, or another transformer, followed by a softmax activation. We obtain the final classification decision after the last segment has been consumed. We show that both BERT extensions are quick to fine-tune and converge after as little as 1 epoch of training on a small, domain-specific data set. We successfully apply them in three different tasks involving customer call satisfaction prediction and topic classification, and obtain a significant improvement over the baseline models in two of them.
Functional Tensors for Probabilistic Programming
Obermeyer, Fritz, Bingham, Eli, Jankowiak, Martin, Phan, Du, Chen, Jonathan P.
It is a significant challenge to design probabilistic programming systems that can accommodate a wide variety of inference strategies within a unified framework. Noting that the versatility of modern automatic differentiation frameworks is based in large part on the unifying concept of tensors, we describe a software abstraction --functional tensors-- that captures many of the benefits of tensors, while also being able to describe continuous probability distributions. Moreover, functional tensors are a natural candidate for generalized variable elimination and parallel-scan filtering algorithms that enable parallel exact inference for a large family of tractable modeling motifs. We demonstrate the versatility of functional tensors by integrating them into the modeling frontend and inference backend of the Pyro programming language. In experiments we show that the resulting framework enables a large variety of inference strategies, including those that mix exact and approximate inference.
MLAT: Metric Learning for kNN in Streaming Time Series
Park, Dongmin, Yoon, Susik, Song, Hwanjun, Lee, Jae-Gil
Learning a good distance measure for distance-based classification in time series leads to significant performance improvement in many tasks. Specifically, it is critical to effectively deal with variations and temporal dependencies in time series. However, existing metric learning approaches focus on tackling variations mainly using a strict alignment of two sequences, thereby being not able to capture temporal dependencies. To overcome this limitation, we propose MLAT, which covers both alignment and temporal dependencies at the same time. MLAT achieves the alignment effect as well as preserves temporal dependencies by augmenting a given time series using a sliding window. Furthermore, MLAT employs time-invariant metric learning to derive the most appropriate distance measure from the augmented samples which can also capture the temporal dependencies among them well. We show that MLAT outperforms other existing algorithms in the extensive experiments on various real-world data sets.