Statistical Learning
An Efficient Sampling Algorithm for Non-smooth Composite Potentials
Mou, Wenlong, Flammarion, Nicolas, Wainwright, Martin J., Bartlett, Peter L.
We consider the problem of sampling from a density of the form $p(x) \propto \exp(-f(x)- g(x))$, where $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is a smooth and strongly convex function and $g: \mathbb{R}^d \rightarrow \mathbb{R}$ is a convex and Lipschitz function. We propose a new algorithm based on the Metropolis-Hastings framework, and prove that it mixes to within TV distance $\varepsilon$ of the target density in at most $O(d \log (d/\varepsilon))$ iterations. This guarantee extends previous results on sampling from distributions with smooth log densities ($g = 0$) to the more general composite non-smooth case, with the same mixing time up to a multiple of the condition number. Our method is based on a novel proximal-based proposal distribution that can be efficiently computed for a large class of non-smooth functions $g$.
Estimating Smooth GLM in Non-interactive Local Differential Privacy Model with Public Unlabeled Data
Wang, Di, Zhang, Huanyu, Gaboardi, Marco, Xu, Jinhui
In this paper, we study the problem of estimating smooth Generalized Linear Models (GLM) in the Non-interactive Local Differential Privacy (NLDP) model. Different from its classical setting, our model allows the server to access some additional public but unlabeled data. By using Stein's lemma and its variants, we first show that there is an $(\epsilon, \delta)$-NLDP algorithm for GLM (under some mild assumptions), if each data record is i.i.d sampled from some sub-Gaussian distribution with bounded $\ell_1$-norm. Then with high probability, the sample complexity of the public and private data, for the algorithm to achieve an $\alpha$ estimation error (in $\ell_\infty$-norm), is $O(p^2\alpha^{-2})$ and ${O}(p^2\alpha^{-2}\epsilon^{-2})$, respectively, if $\alpha$ is not too small ({\em i.e.,} $\alpha\geq \Omega(\frac{1}{\sqrt{p}})$), where $p$ is the dimensionality of the data. This is a significant improvement over the previously known quasi-polynomial (in $\alpha$) or exponential (in $p$) complexity of GLM with no public data. Also, our algorithm can answer multiple (at most $\exp(O(p))$) GLM queries with the same sample complexities as in the one GLM query case with at least constant probability. We then extend our idea to the non-linear regression problem and show a similar phenomenon for it. Finally, we demonstrate the effectiveness of our algorithms through experiments on both synthetic and real world datasets. To our best knowledge, this is the first paper showing the existence of efficient and effective algorithms for GLM and non-linear regression in the NLDP model with public unlabeled data.
Affordable Uplift: Supervised Randomization in Controlled Experiments
Haupt, Johannes, Jacob, Daniel, Gubela, Robin M., Lessmann, Stefan
Customer scoring models are the core of scalable direct marketing. Uplift models provide an estimate of the incremental benefit from a treatment that is used for operational decision-making. Training and monitoring of uplift models require experimental data. However, the collection of data under randomized treatment assignment is costly, since random targeting deviates from an established targeting policy. To increase the cost-efficiency of experimentation and facilitate frequent data collection and model training, we introduce supervised randomization. It is a novel approach that integrates existing scoring models into randomized trials to target relevant customers, while ensuring consistent estimates of treatment effects through correction for active sample selection. An empirical Monte Carlo study shows that data collection under supervised randomization is cost-efficient, while downstream uplift models perform competitively.
A Multi-Modal Feature Embedding Approach to Diagnose Alzheimer Disease from Spoken Language
Zargarbashi, S. Soroush Haj, Babaali, Bagher
Introduction: Alzheimer's disease is a type of dementia in which early diagnosis plays a major rule in the quality of treatment. Among new works in the diagnosis of Alzheimer's disease, there are many of them analyzing the voice stream acoustically, syntactically or both. The mostly used tools to perform these analysis usually include machine learning techniques. Objective: Designing an automatic machine learning based diagnosis system will help in the procedure of early detection. Also, systems, using noninvasive data are preferable. Methods: We used are classification system based on spoken language. We use three (statistical and neural) approaches to classify audio signals from spoken language into two classes of dementia and control. Result: This work designs a multi-modal feature embedding on the spoken language audio signal using three approaches; N-gram, i-vector, and x-vector. The evaluation of the system is done on the cookie picture description task from Pitt Corpus dementia bank with the accuracy of 83:6
Sampling Unknown Decision Functions to Build Classifier Copies
Unceta, Irene, Palacios, Diego, Nin, Jordi, Pujol, Oriol
Copies have been proposed as a viable alternative to endow machine learning models with properties and features that adapt them to changing needs. A fundamental step of the copying process is generating an unlabelled set of points to explore the decision behavior of the targeted classifier throughout the input space. In this article we propose two sampling strategies to produce such sets. We validate them in six well-known problems and compare them with two standard methods. We evaluate our proposals in terms of both their accuracy performance and their computational cost.
TriMap: Large-scale Dimensionality Reduction Using Triplets
Amid, Ehsan, Warmuth, Manfred K.
B M ORE V ISUALIZATIONS We compare the results of TriMap to LargeVis in Figure 7 and 8. We also provide more visualizations obtained using TriMap in Figure 9. C D ISCUSSION We briefly discuss the results of TriMap and draw a comparison to the other methods. TriMap generally provides better global accuracy compared to the competing methods. It also successfully maintains the continuity of the underlying manifold. This can be seen from the COIL-20 result where certain clusters are located farther away from the remaining clusters. However, the underlying structure for the main cluster resembles the one provided by the other methods. TriMap also preserves the continuous structure in the Fashion MNIST and the TV News datasets. TriMap is also efficient in uncovering the possible outliers in the data. For instance, PCA reveals a large number of outliers in the Tabula Muris and the 360 K Lyrics datasets.
Well-calibrated Model Uncertainty with Temperature Scaling for Dropout Variational Inference
Laves, Max-Heinrich, Ihler, Sontje, Kortmann, Karl-Philipp, Ortmaier, Tobias
In this paper, well-calibrated model uncertainty is obtained by using temperature scaling together with Monte Carlo dropout as approximation to Bayesian inference. The proposed approach can easily be derived from frequentist temperature scaling and yields well-calibrated model uncertainty as well as softmax likelihood.
Compensating Supervision Incompleteness with Prior Knowledge in Semantic Image Interpretation
Donadello, Ivan, Serafini, Luciano
Semantic Image Interpretation is the task of extracting a structured semantic description from images. This requires the detection of visual relationships: triples (subject,relation,object) describing a semantic relation between a subject and an object. A pure supervised approach to visual relationship detection requires a complete and balanced training set for all the possible combinations of (subject, relation, object). However, such training sets are not available and would require a prohibitive human effort. This implies the ability of predicting triples which do not appear in the training set. This problem is called zero-shot learning. State-of-the-art approaches to zero-shot learning exploit similarities among relationships in the training set or external linguistic knowledge. In this paper, we perform zero-shot learning by using Logic Tensor Networks, a novel Statistical Relational Learning framework that exploits both the similarities with other seen relationships and background knowledge, expressed with logical constraints between subjects, relations and objects. The experiments on the Visual Relationship Dataset show that the use of logical constraints outperforms the current methods. This implies that background knowledge can be used to alleviate the incompleteness of training sets.
Chameleon: Learning Model Initializations Across Tasks With Different Schemas
Brinkmeyer, Lukas, Drumond, Rafael Rego, Scholz, Randolf, Grabocka, Josif, Schmidt-Thieme, Lars
Parametric models, and particularly neural networks, require weight initialization as a starting point for gradient-based optimization. In most current practices, this is accomplished by using some form of random initialization. Instead, recent work shows that a specific initial parameter set can be learned from a population of tasks, i.e., dataset and target variable for supervised learning tasks. Using this initial parameter set leads to faster convergence for new tasks (model-agnostic meta-learning). Currently, methods for learning model initializations are limited to a population of tasks sharing the same schema, i.e., the same number, order, type and semantics of predictor and target variables. In this paper, we address the problem of meta-learning parameter initialization across tasks with different schemas, i.e., if the number of predictors varies across tasks, while they still share some variables. We propose Chameleon, a model that learns to align different predictor schemas to a common representation. We use permutations and masks of the predictors of the training tasks at hand. In experiments on real-life data sets, we show that Chameleon successfully can learn parameter initializations across tasks with different schemas providing a 26% lift on accuracy on average over random initialization and of 5% over a state-of-the-art method for fixed-schema learning model initializations. To the best of our knowledge, our paper is the first work on the problem of learning model initialization across tasks with different schemas.
What is Hierarchical Clustering? - KDnuggets
Clustering is a technique that groups similar objects such that the objects in the same group are more similar to each other than the objects in the other groups. The group of similar objects is called a Cluster. Also called Hierarchical cluster analysis or HCA is an unsupervised clustering algorithm which involves creating clusters that have predominant ordering from top to bottom. For e.g: All files and folders on our hard disk are organized in a hierarchy. The algorithm groups similar objects into groups called clusters.