Statistical Learning
Differentially Private Meta-Learning
Li, Jeffrey, Khodak, Mikhail, Caldas, Sebastian, Talwalkar, Ameet
Parameter-transfer is a well-known and versatile approach for meta-learning, with applications including few-shot learning, federated learning, and reinforcement learning. However, parameter-transfer algorithms often require sharing models that have been trained on the samples from specific tasks, thus leaving the task-owners susceptible to breaches of privacy. We conduct the first formal study of privacy in this setting and formalize the notion of task-global differential privacy as a practical relaxation of more commonly studied threat models. We then propose a new differentially private algorithm for gradient-based parameter transfer that not only satisfies this privacy requirement but also retains provable transfer learning guarantees in convex settings. Empirically, we apply our analysis to the problem of federated learning with personalization and show that allowing the relaxation to task-global privacy from the more commonly studied notion of local privacy leads to dramatically increased performance in recurrent neural language modeling.
Accelerating Column Generation via Flexible Dual Optimal Inequalities with Application to Entity Resolution
Lokhande, Vishnu Suresh, Wang, Shaofei, Singh, Maneesh, Yarkony, Julian
In this paper, we introduce a new optimization approach to Entity Resolution. Traditional approaches tackle entity resolution with hierarchical clustering, which does not benefit from a formal optimization formulation. In contrast, we model entity resolution as correlation-clustering, which we treat as a weighted set-packing problem and write as an integer linear program (ILP). In this case sources in the input data correspond to elements and entities in output data correspond to sets/clusters. We tackle optimization of weighted set packing by relaxing integrality in our ILP formulation. The set of potential sets/clusters can not be explicitly enumerated, thus motivating optimization via column generation. In addition to the novel formulation, we also introduce new dual optimal inequalities (DOI), that we call flexible dual optimal inequalities, which tightly lower-bound dual variables during optimization and accelerate column generation. We apply our formulation to entity resolution (also called de-duplication of records), and achieve state-of-the-art accuracy on two popular benchmark datasets.
Exact and Consistent Interpretation for Piecewise Linear Neural Networks: A Closed Form Solution
Chu, Lingyang, Hu, Xia, Hu, Juhua, Wang, Lanjun, Pei, Jian
Strong intelligent machines powered by deep neural networks are increasingly deployed as black boxes to make decisions in risk-sensitive domains, such as finance and medical. To reduce potential risk and build trust with users, it is critical to interpret how such machines make their decisions. Existing works interpret a pre-trained neural network by analyzing hidden neurons, mimicking pre-trained models or approximating local predictions. However, these methods do not provide a guarantee on the exactness and consistency of their interpretation. In this paper, we propose an elegant closed form solution named $OpenBox$ to compute exact and consistent interpretations for the family of Piecewise Linear Neural Networks (PLNN). The major idea is to first transform a PLNN into a mathematically equivalent set of linear classifiers, then interpret each linear classifier by the features that dominate its prediction. We further apply $OpenBox$ to demonstrate the effectiveness of non-negative and sparse constraints on improving the interpretability of PLNNs. The extensive experiments on both synthetic and real world data sets clearly demonstrate the exactness and consistency of our interpretation.
Scikit-Learn and More for Synthetic Dataset Generation for Machine Learning - DZone AI
It is becoming increasingly clear that the big tech giants such as Google, Facebook, and Microsoft are extremely generous with their latest machine learning algorithms and packages (they give those away freely) because the entry barrier to the world of algorithms is pretty low right now. The open source community and tools (such as scikit-earn) have come a long way, and plenty of open source initiatives are propelling the vehicles of data science, digital analytics, and machine learning. Standing in 2019, we can safely say that algorithms, programming frameworks, and machine learning packages (or even tutorials and courses how to learn these techniques) are not the scarce resource but high-quality data is. This often becomes a thorny issue on the side of the practitioners in data science (DS) and machine learning (ML) when it comes to tweaking and fine-tuning those algorithms. It will also be wise to point out, at the very beginning, that the current article pertains to the scarcity of data for algorithmic investigation, pedagogical learning, and model prototyping.
Why We're Collaborating with Google in TensorFlow Privacy - Georgian Partners
In today's increasingly hyperconnected world, it's more important than ever to protect our privacy online. But the more information companies collect about us, the more difficult it becomes to protect, even if it's properly anonymized. To address this critical issue, we're excited to announce that we've worked with Google to make our differential privacy library publicly available through TensorFlow, the industry's leading open-source machine learning framework. So what is differential privacy, and why are we teaming up with the world's top technology firm to make it freely available? When we sign up for online services, they assure us that all of our information is "completely anonymous."
Regression Metrics' Guide - Open Source Leader in AI and ML
The target's distribution is right skewed with some fairly high values compared to the mean: The Root Mean Squared Error (RMSE) or Mean Squared Error (MSE, which is basically the same as RMSE without the squared root) is the most popular regression metric. If there was a king/queen of regression metrics, this would have been it! Where y i is the prediction and yi the actual target value. In other words, you square all the errors (or residuals as they call them) per sample/row, then sum them, divide by the total number of observations and take the squared root to bring the metric back to the original space (or you don't in MSE). It is also one of the oldest regression metrics. Smaller errors (that are for example less than 1.) will have an even lower contribution to the overall error after being squared, whereas bigger errors will have much more weight after being squared. A large error in a given sample can have huge impact on the overall results and make an optimizer focus on reducing the error for that single sample, making the prediction for every other sample worse. This is because of the "squared" attribute, it makes it easily differentiable, something that gradient-based algorithms (like Stochastic Gradient Descent) can leverage.
CellCycleTRACER accounts for cell cycle and volume in mass cytometry data
Single-cell analysis technologies are rapidly improving and will eventually match the performance of their population-level counterparts. RNA transcriptomes can be quantified in thousands of single cells, and analyses of transcriptomes of single cells with spatial resolution in tissues have been reported1,2,3. Mass cytometry has the potential to enable simultaneous detection of up to 50 proteins, protein modifications, such as phosphorylation, and transcripts in single cells4,5,6,7. Recent developments enable highly multiplexed imaging of similar numbers of markers in adherent cells and tissues5,8,9,10. Single-cell data are typically used to identify cell subpopulations that share similar transcript or protein expression or functional markers.
Machine Learning Basics
Before we start this article on machine learning basics, let us take an example to understand the impact of machine learning in the world. We can safely assume that machine learning has been a dominant force in today's world and has accelerated our progress in all fields. No matter which industry you look at, machine learning has dramatically altered it. Let's take an example from the world of trading. Man Group's AHL Dimension programme is a $5.1 billion dollar hedge fund which is partially managed by AI. After it started off, by the year 2015, its machine learning algorithms were contributing more than half of the profits of the fund even though the assets under its management were far less. Machine learning has become a hot topic today, with professionals all over the world signing up for ML or AI courses for fear of being left behind. But exactly what is machine learning? It will be clear to you when you have reached the end of this article. Machine Learning, as the name suggests, provides machines with the ability to learn autonomously based on experiences, observations and analysing patterns within a given data set without explicitly programming. When we write a program or a code for some specific purpose, we are actually writing a definite set of instructions which the machine will follow. Whereas in machine learning, we input a data set through which the machine will learn by identifying and analysing the patterns in the data set and learn to take decisions autonomously based on its observations and learnings from the dataset.
5 Reasons to Learn Probability for Machine Learning
Probability is a field of mathematics that quantifies uncertainty. It is undeniably a pillar of the field of machine learning, and many recommend it as a prerequisite subject to study prior to getting started. This is misleading advice, as probability makes more sense to a practitioner once they have the context of the applied machine learning process in which to interpret it. In this post, you will discover why machine learning practitioners should study probabilities to improve their skills and capabilities. Before we go through the reasons that you should learn probability, let's start off by taking a small look at the reason why you should not.
Goodness-of-fit tests on manifolds
Shapiro, Alexander, Xie, Yao, Zhang, Rui
We develop a general theory for the goodness-of-fit test to non-linear models. In particular, we assume that the observations are noisy samples of a sub-manifold defined by a non-linear map of some intrinsic structures. The observation noise is additive Gaussian. Our main result shows that the "residual" of the model fit, by solving a non-linear least-square problem, follows a (possibly non-central) $\chi^2$ distribution. The parameters of the $\chi^2$ distribution are related to the model order and dimension of the problem. The main result is established by making a novel connection between statistical test and differential geometry. We further present a method to select the model orders sequentially. We demonstrate the broad application of the general theory in a range of applications in machine learning and signal processing, including determining the rank of low-rank (possibly complex-valued) matrices and tensors, from noisy, partial, or indirect observations, determining the number of sources in signal demixing, and potential applications in determining the number of hidden nodes in neural networks.