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 Statistical Learning


Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in $O(\sqrt{n})$ iterations

arXiv.org Machine Learning

We analyze the classical EM algorithm for parameter estimation in the symmetric two-component Gaussian mixtures in $d$ dimensions. We show that, even in the absence of any separation between components, provided that the sample size satisfies $n=\Omega(d \log^3 d)$, the randomly initialized EM algorithm converges to an estimate in at most $O(\sqrt{n})$ iterations with high probability, which is at most $O((\frac{d \log^3 n}{n})^{1/4})$ in Euclidean distance from the true parameter and within logarithmic factors of the minimax rate of $(\frac{d}{n})^{1/4}$. Both the nonparametric statistical rate and the sublinear convergence rate are direct consequences of the zero Fisher information in the worst case. Refined pointwise guarantees beyond worst-case analysis and convergence to the MLE are also shown under mild conditions. This improves the previous result of Balakrishnan et al \cite{BWY17} which requires strong conditions on both the separation of the components and the quality of the initialization, and that of Daskalakis et al \cite{DTZ17} which requires sample splitting and restarting the EM iteration.


High-Order Langevin Diffusion Yields an Accelerated MCMC Algorithm

arXiv.org Machine Learning

Recent years have seen substantial progress in the theoreti cal analysis of algorithms for large-scale statistical inference. For both the optimization alg orithms of frequentist inference and the sampling algorithms that underpin Bayesian inference,nonasymptotic rates of convergence have been obtained and, increasingly, those rates include d imension dependence [see, e.g., 8, 11, 9, 7, 5, 12, 18, 4 ]. In particular, for the gradient-based algorithms that ha ve become the state-of-the-art in many large-scale applications, the di mension dependence is generally linear or sublinear, providing strong theoretical support for the deployment of these algorithms in large-scale problems. Although progress has been made in both optimization and sam pling, the latter has lagged the former, arguably because of the inherent stochasticity of the sampling paradigm. Indeed, much of the recent progress in both paradigms has involved ta king a continuous-time point of view, whereby algorithms are obtained as discretizations o f underlying continuous dynamical systems, and this line of attack is more challenging for samp ling methods. For optimization algorithms the continuous dynamics can be represented as ordinary differential equations (ODEs) [ 3, 27, 29, 24 ], whereas the underlying dynamics are characterized as sto chastic differential equations (SDEs) in the case of sampling algorithms [ 23, 8, 11 ]. The non-smooth nature of the Brownian motion underlying these SDEs raises fundame ntal challenges in carrying out the discretization that is needed to transfer the continuou s-time results to discrete time.


Data ultrametricity and clusterability

arXiv.org Machine Learning

Clustering is the prototypical unsupervised learning activity which consists in identifying cohesive and well-differentiated groups of records in data. A data set is clusterable if such groups exist; however, due to the variety in data distributions and the inadequate formalization of certain basic notions of clustering, determining data clusterability before applying specific clustering algorithms is a difficult task. Evaluating data clusterability before the application of clustering algorithms can be very helpful because clustering algorithms are expensive. However, many such evaluations are impractical because they are NPhard, as shown in [4]. Other notions define data as clusterable when the minimum between-cluster separation is greater than the maximum intra-cluster distance [13], or when each element is closer to all elements in its cluster than to all other data [7].


Bayes EMbedding (BEM): Refining Representation by Integrating Knowledge Graphs and Behavior-specific Networks

arXiv.org Machine Learning

Low-dimensional embeddings of knowledge graphs and behavior graphs have proved remarkably powerful in varieties of tasks, from predicting unobserved edges between entities to content recommendation. The two types of graphs can contain distinct and complementary information for the same entities/nodes. However, previous works focus either on knowledge graph embedding or behavior graph embedding while few works consider both in a unified way. Here we present BEM , a Bayesian framework that incorporates the information from knowledge graphs and behavior graphs. To be more specific, BEM takes as prior the pre-trained embeddings from the knowledge graph, and integrates them with the pre-trained embeddings from the behavior graphs via a Bayesian generative model. BEM is able to mutually refine the embeddings from both sides while preserving their own topological structures. To show the superiority of our method, we conduct a range of experiments on three benchmark datasets: node classification, link prediction, triplet classification on two small datasets related to Freebase, and item recommendation on a large-scale e-commerce dataset.


On the overestimation of widely applicable Bayesian information criterion

arXiv.org Machine Learning

A widely applicable Bayesian information criterion (Watanabe, 2013) is applicable for both regular and singular models in the model selection problem. This criterion tends to overestimate the log marginal likelihood. We identify an overestimating term of a widely applicable Bayesian information criterion. Adjustment of the term gives an asymptotically unbiased estimator of the leading two terms of asymptotic expansion of the log marginal likelihood. In numerical experiments on regular and singular models, the adjustment resulted in smaller bias than the original criterion.


Heterogeneous Domain Adaptation via Soft Transfer Network

arXiv.org Machine Learning

Heterogeneous domain adaptation (HDA) aims to facilitate the learning task in a target domain by borrowing knowledge from a heterogeneous source domain. In this paper, we propose a Soft Transfer Network (STN), which jointly learns a domain-shared classifier and a domain-invariant subspace in an end-to-end manner, for addressing the HDA problem. The proposed STN not only aligns the discriminative directions of domains but also matches both the marginal and conditional distributions across domains. To circumvent negative transfer, STN aligns the conditional distributions by using the soft-label strategy of unlabeled target data, which prevents the hard assignment of each unlabeled target data to only one category that may be incorrect. Further, STN introduces an adaptive coefficient to gradually increase the importance of the soft-labels since they will become more and more accurate as the number of iterations increases. We perform experiments on the transfer tasks of image-to-image, text-to-image, and text-to-text. Experimental results testify that the STN significantly outperforms several state-of-the-art approaches.


Emotion Recognition in Low-Resource Settings: An Evaluation of Automatic Feature Selection Methods

arXiv.org Artificial Intelligence

Research in automatic emotion recognition has seldom addressed the issue of computational resource utilization. With the advent of ambient technology, which employs a variety of low-power, resource constrained devices, this issue is increasingly gaining interest. This is especially the case in the context of health and elderly care technologies, where interventions aim at maintaining the user's independence as unobtrusively as possible. In this context, efforts are being made to model human social signals such as emotions, which can aid health monitoring. This paper focuses on emotion recognition from speech data. In order to minimize the system's memory and computational needs, a minimum number of features should be extracted for use in machine learning models. A number of feature set reduction methods exist which seek to find minimal sets of relevant features. We evaluate three different state of the art feature selection methods: Infinite Latent Feature Selection (ILFS), ReliefF and Fisher (generalized Fisher score), and compare them to our recently proposed feature selection method named 'Active Feature Selection' (AFS). The evaluation is performed on three emotion recognition data sets (EmoDB, SAVEE and EMOVO) using two standard speech feature sets (i.e. eGeMAPs and emobase). The results show that similar or better accuracy can be achieved using subsets of features substantially smaller than entire feature set. A machine learning model trained on a smaller feature set will reduce the memory and computational resources of an emotion recognition system which can result in lowering the barriers for use of health monitoring technology.


Machine learning in agricultural and applied economics

#artificialintelligence

This review presents machine learning (ML) approaches from an applied economist's perspective. We first introduce the key ML methods drawing connections to econometric practice. We then identify current limitations of the econometric and simulation model toolbox in applied economics and explore potential solutions afforded by ML. We dive into cases such as inflexible functional forms, unstructured data sources and large numbers of explanatory variables in both prediction and causal analysis, and highlight the challenges of complex simulation models. Finally, we argue that economists have a vital role in addressing the shortcomings of ML when used for quantitative economic analysis. Machine learning (ML) offers great potential for expanding the applied economist's toolbox. ML tools are beginning to be employed in economic analysis (März et al., 2016; Crane-Droesch, 2017; Athey, 2019), while some researchers raise concerns about their transparency, interpretability and use for ...


Learning in Graphs with Python (Part 3)

#artificialintelligence

Let's start with Link prediction! In Link Prediction, given a graph G, we aim to predict new edges. Predictions are useful to predict future relations or missing edges when the graph is not fully observed for example, or when new customers join a platform (e.g. a new LinkedIn user). Link prediction for a new LinkedIn user would simply be a suggestion of people he might know. In link prediction, we simply try to build a similarity measure between pairs of nodes and link the most similar nodes.


Prediction of future gastric cancer risk using a machine learning algorithm and comprehensive medical check-up data: A case-control study

#artificialintelligence

A comprehensive screening method using machine learning and many factors (biological characteristics, Helicobacter pylori infection status, endoscopic findings and blood test results), accumulated daily as data in hospitals, could improve the accuracy of screening to classify patients at high or low risk of developing gastric cancer. We used XGBoost, a classification method known for achieving numerous winning solutions in data analysis competitions, to capture nonlinear relations among many input variables and outcomes using the boosting approach to machine learning. Longitudinal and comprehensive medical check-up data were collected from 25,942 participants who underwent multiple endoscopies from 2006 to 2017 at a single facility in Japan. The participants were classified into a case group (y 1) or a control group (y 0) if gastric cancer was or was not detected, respectively, during a 122-month period. Among 1,431 total participants (89 cases and 1,342 controls), 1,144 (80%) were randomly selected for use in training 10 classification models; the remaining 287 (20%) were used to evaluate the models.