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 Statistical Learning


Is the Policy Gradient a Gradient?

arXiv.org Machine Learning

The policy gradient theorem describes the gradient of the expected discounted return with respect to an agent's policy parameters. However, most policy gradient methods do not use the discount factor in the manner originally prescribed, and therefore do not optimize the discounted objective. It has been an open question in RL as to which, if any, objective they optimize instead. We show that the direction followed by these methods is not the gradient of any objective, and reclassify them as semi-gradient methods with respect to the undiscounted objective. Further, we show that they are not guaranteed to converge to a locally optimal policy, and construct an counterexample where they will converge to the globally pessimal policy with respect to both the discounted and undiscounted objectives.


A Provably Correct and Robust Algorithm for Convolutive Nonnegative Matrix Factorization

arXiv.org Machine Learning

In this paper, we propose a provably correct algorithm for convolutive nonnegative matrix factorization (CNMF) under separability assumptions. CNMF is a convolutive variant of nonnegative matrix factorization (NMF), which functions as an NMF with additional sequential structure. This model is useful in a number of applications, such as audio source separation and neural sequence identification. While a number of heuristic algorithms have been proposed to solve CNMF, to the best of our knowledge no provably correct algorithms have been developed. We present an algorithm that takes advantage of the NMF model underlying CNMF and exploits existing algorithms for separable NMF to provably find a solution under certain conditions. Our approach guarantees the solution in low noise settings, and runs in polynomial time. We illustrate its effectiveness on synthetic datasets, and on a singing bird audio sequence.


Adaptive Gradient-Based Meta-Learning Methods

arXiv.org Artificial Intelligence

We build a theoretical framework for understanding practical meta-learning methods that enables the integration of sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential prediction algorithms. Our approach enables the task-similarity to be learned adaptively, provides sharper transfer-risk bounds in the setting of statistical learning-to-learn, and leads to straightforward derivations of average-case regret bounds for efficient algorithms in settings where the task-environment changes dynamically or the tasks share a certain geometric structure. We use our theory to modify several popular meta-learning algorithms and improve their training and meta-test-time performance on standard problems in few-shot and federated deep learning.


Linear vs Polynomial Regression Walk-Through

#artificialintelligence

Fish get bigger as they get older. How predictive is fish length (cm) with age (yr) as the explanatory variable? Is the relationship best fit with a linear regression? First, let's bring in the data and a few important modules for the analysis: There are 77 instances in the data set. Now let's visualize the scatter-plot.



K-Means Explained

#artificialintelligence

K-Means, a method of vector quantization that is popular for cluster analysis in data mining, is about choosing the number of clusters, selecting the centroids (not necessarily from the dataset) at random K points, assigning each data point to the closest centroid (forming K clusters), computing and placing the new centroids of each cluster, reassigning each data point to the new closest centroid, and keep repeating the last step until no reassignment takes place. WCSS (Within-Cluster-Sum-of-Squares) is calculated to allow choosing the appropriate number of clusters: the minimal WCSS (decreased to a limit) is chosen as the right number of clusters. Once the number of clusters is chosen, centroids are to be selected, and data points to be assigned to the closet centroids. Afterwards, new centroids are being chosen in the middle of each cluster, and data points are being reassigned to the corresponding cluster. P.S.: k-means is used to prevent choosing wrong initial values, centroids leading to clusters not being the most appropriate.


Top 10 Books on Artificial Intelligence You Cannot Afford to Miss Analytics Insight

#artificialintelligence

Artificial Intelligence is the need of the hour. This technology of today is neither an elementary school math nor a rocket science application. The understanding of AI not only allows business decision makers and enthusiasts to make advancements in technologies but also let them make processes better. Another term that is doing the rounds is artificial general intelligence (AGI) which encompasses human-level cognitive ability making automation think and work like a human mind. So how do you benefit from AI and the latest advancements that move around it?


Sampler for Composition Ratio by Markov Chain Monte Carlo

arXiv.org Machine Learning

According to Thomas Edison, g, for example a fragrance composed of 700 g of "ingredient "Genius is one percent inspiration and 99 percent A" and 300 g of "ingredient B". A fragrance can have desired perspiration" is an example. In many situations, properties related to aromatics (e.g., the type of smell), researchers and inventors already have a variety popularity (e.g., frequent patterns of ingredient combinations, of data and manage to create something new or combinations that should be avoided), and appropriateness by using it, but the key problem is how to select for certain use cases (e.g., combinations for perfumes, shampoos, and combine knowledge. In this paper, we propose or hand soaps). Perfumers who create new fragrances a new Markov chain Monte Carlo (MCMC) algorithm seek to develop various fragrances with desired properties. It to generate composition ratios, nonnegativeinteger-valued is also possible that perfumers are willing to accept certain vectors with two properties: (i) the fragrances lacking some desired properties, because they can sum of the elements of each vector is constant, and still draw inspiration from such fragrances. Thus, it is interesting (ii) only a small number of elements is nonzero.


Mo\"ET: Interpretable and Verifiable Reinforcement Learning via Mixture of Expert Trees

arXiv.org Artificial Intelligence

Deep Reinforcement Learning (DRL) has led to many recent breakthroughs on complex control tasks, such as defeating the best human player in the game of Go. However, decisions made by the DRL agent are not explainable, hindering its applicability in safety-critical settings. Viper, a recently proposed technique, constructs a decision tree policy by mimicking the DRL agent. Decision trees are interpretable as each action made can be traced back to the decision rule path that lead to it. However, one global decision tree approximating the DRL policy has significant limitations with respect to the geometry of decision boundaries. We propose Mo\"ET, a more expressive, yet still interpretable model based on Mixture of Experts, consisting of a gating function that partitions the state space, and multiple decision tree experts that specialize on different partitions. We propose a training procedure to support non-differentiable decision tree experts and integrate it into imitation learning procedure of Viper. We evaluate our algorithm on four OpenAI gym environments, and show that the policy constructed in such a way is more performant and better mimics the DRL agent by lowering mispredictions and increasing the reward. We also show that Mo\"ET policies are amenable for verification using off-the-shelf automated theorem provers such as Z3.


Global Convergence of Least Squares EM for Demixing Two Log-Concave Densities

arXiv.org Machine Learning

One important problem in statistics and machine learning is to learn a finite mixture of distributions [18, 24]. In the parametric setting where the functional form of the distribution is known, this problem is to estimate parameters (e.g., mean and covariance) that specify the distribution of each mixture component. The parameter estimation problem for mixture models is inherently nonconvex, posing challenges for both computation and analysis. While many algorithms have been proposed, rigorous performance guarantees are often elusive. One exception is the Gaussian Mixture Model (GMM), for which much theoretical progress has been made in recent years. The goal of this paper is to study algorithmic guarantees for a much broader class of mixture models, namely log-concave distributions.