Statistical Learning
Revisiting Graph Neural Networks: All We Have is Low-Pass Filters
Graph neural networks have become one of the most important techniques to solve machine learning problems on graph-structured data. Recent work on vertex classification proposed deep and distributed learning models to achieve high performance and scalability. However, we find that the feature vectors of benchmark datasets are already quite informative for the classification task, and the graph structure only provides a means to denoise the data. In this paper, we develop a theoretical framework based on graph signal processing for analyzing graph neural networks. Our results indicate that graph neural networks only perform low-pass filtering on feature vectors and do not have the non-linear manifold learning property. We further investigate their resilience to feature noise and propose some insights on GCN-based graph neural network design.
Hyperbolic Interaction Model For Hierarchical Multi-Label Classification
Chen, Boli, Huang, Xin, Xiao, Lin, Cai, Zixin, Jing, Liping
Different from the traditional classification tasks which assume mutual exclusion of labels, hierarchical multi-label classification (HMLC) aims to assign multiple labels to every instance with the labels organized under hierarchical relations. In fact, linguistic ontologies are intrinsic hierarchies. Besides the labels, the conceptual relations between words can also form hierarchical structures. Thus it can be a challenge to learn mappings from the word space to the label space, and vice versa. We propose to model the word and label hierarchies by embedding them jointly in the hyperbolic space. The main reason is that the tree-likeness of the hyperbolic space matches the complexity of symbolic data with hierarchical structures. A new hyperbolic interaction model (HyperIM) is designed to learn the label-aware document representations and make predictions for HMLC. Extensive experiments are conducted on three benchmark datasets. The results have demonstrated that the new model can realistically capture the complex data structures and further improve the performance for HMLC comparing with the state-of-the-art methods. To facilitate future research, our code is publicly available.
A unified construction for series representations and finite approximations of completely random measures
Lee, Juho, Miscouridou, Xenia, Caron, Franรงois
Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent feature models, survival analysis or network science. Popular infinite-activity CRMs include the (generalized) gamma process and the (stable) beta process. However, except in some specific cases, exact simulation or scalable inference with these models is challenging and finite-dimensional approximations are often considered. In this work, we propose a general and unified framework to derive both series representations and finite-dimensional approximations of CRMs. Our framework can be seen as an extension of constructions based on size-biased sampling of Poisson point process [Perman1992]. It includes as special cases several known series representations as well as novel ones. In particular, we show that one can get novel series representations for the generalized gamma process and the stable beta process. We also provide some analysis of the truncation error.
Prediction of Compression Index of Fine-Grained Soils Using a Gene Expression Programming Model
Mohammadzadeh, Danial, Kazemi, Seyed-Farzan, Mosavi, Amir, Nasseralshariati, Ehsan, Tah, Joseph H. M.
In construction projects, estimation of the settlement of fine-grained soils is of critical importance, and yet is a challenging task. The coefficient of consolidation for the compression index (Cc) is a key parameter in modeling the settlement of fine-grained soil layers. However, the estimation of this parameter is costly, time-consuming, and requires skilled technicians. To overcome these drawbacks, we aimed to predict Cc through other soil parameters, i.e., the liquid limit (LL), plastic limit (PL), and initial void ratio (e0). Using these parameters is more convenient and requires substantially less time and cost compared to the conventional tests to estimate Cc. This study presents a novel prediction model for the Cc of fine-grained soils using gene expression programming (GEP). A database consisting of 108 different data points was used to develop the model. A closed-form equation solution was derived to estimate Cc based on LL, PL, and e0. The performance of the developed GEP-based model was evaluated through the coefficient of determination (R2), the root mean squared error (RMSE), and the mean average error (MAE). The proposed model performed better in terms of R2, RMSE, and MAE compared to the other models.
A Hybrid Algorithm for Metaheuristic Optimization
Khanna, Sujit Pramod, Ororbia, Alexander II
We propose a novel, flexible algorithm for combining together metaheuristic optimizers for non-convex optimization problems. Our approach treats the constituent optimizers as a team of complex agents that communicate information amongst each other at various intervals during the simulation process. The information produced by each individual agent can be combined in various ways via higher-level operators. In our experiments on key benchmark functions, we investigate how the performance of our algorithm varies with respect to several of its key modifiable properties. Finally, we apply our proposed algorithm to classification problems involving the optimization of support-vector machine classifiers.
A Survey on Biomedical Image Captioning
Kougia, Vasiliki, Pavlopoulos, John, Androutsopoulos, Ion
Image captioning applied to biomedical images can assist and accelerate the diagnosis process followed by clinicians. This article is the first survey of biomedical image captioning, discussing datasets, evaluation measures, and state of the art methods. Additionally, we suggest two baselines, a weak and a stronger one; the latter outperforms all current state of the art systems on one of the datasets.
Distributionally Robust Optimization and Generalization in Kernel Methods
Staib, Matthew, Jegelka, Stefanie
Distributionally robust optimization (DRO) has attracted attention in machine learning due to its connections to regularization, generalization, and robustness. Existing work has considered uncertainty sets based on phi-divergences and Wasserstein distances, each of which have drawbacks. In this paper, we study DRO with uncertainty sets measured via maximum mean discrepancy (MMD). We show that MMD DRO is roughly equivalent to regularization by the Hilbert norm and, as a byproduct, reveal deep connections to classic results in statistical learning. In particular, we obtain an alternative proof of a generalization bound for Gaussian kernel ridge regression via a DRO lense. The proof also suggests a new regularizer. Our results apply beyond kernel methods: we derive a generically applicable approximation of MMD DRO, and show that it generalizes recent work on variance-based regularization.
Automatic Discovery of Privacy-Utility Pareto Fronts
Avent, Brendan, Gonzalez, Javier, Diethe, Tom, Paleyes, Andrei, Balle, Borja
Differential privacy is a mathematical framework for privacy-preserving data analysis. Changing the hyperparameters of a differentially private algorithm allows one to trade off privacy and utility in a principled way. Quantifying this trade-off in advance is essential to decision-makers tasked with deciding how much privacy can be provided in a particular application while keeping acceptable utility. For more complex tasks, such as training neural networks under differential privacy, the utility achieved by a given algorithm can only be measured empirically. This paper presents a Bayesian optimization methodology for efficiently characterizing the privacy-utility trade-off of any differentially private algorithm using only empirical measurements of its utility. The versatility of our method is illustrated on a number of machine learning tasks involving multiple models, optimizers, and datasets.
Variational Bayes under Model Misspecification
Variational Bayes (VB) is a scalable alternative to Markov chain Monte Carlo (MCMC) for Bayesian posterior inference. Though popular, VB comes with few theoretical guarantees, most of which focus on well-specified models. However, models are rarely well-specified in practice. In this work, we study VB under model misspecification. We prove the VB posterior is asymptotically normal and centers at the value that minimizes the Kullback-Leibler (KL) divergence to the true data-generating distribution. Moreover, the VB posterior mean centers at the same value and is also asymptotically normal. These results generalize the variational Bernstein--von Mises theorem [29] to misspecified models. As a consequence of these results, we find that the model misspecification error dominates the variational approximation error in VB posterior predictive distributions. It explains the widely observed phenomenon that VB achieves comparable predictive accuracy with MCMC even though VB uses an approximating family. As illustrations, we study VB under three forms of model misspecification, ranging from model over-/under-dispersion to latent dimensionality misspecification. We conduct two simulation studies that demonstrate the theoretical results.
Causal Discovery and Forecasting in Nonstationary Environments with State-Space Models
Huang, Biwei, Zhang, Kun, Gong, Mingming, Glymour, Clark
In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are particularly challenging in such nonstationary environments. In this paper, we study causal discovery and forecasting for nonstationary time series. By exploiting a particular type of state-space model to represent the processes, we show that nonstationarity helps to identify causal structure and that forecasting naturally benefits from learned causal knowledge. Specifically, we allow changes in both causal strengths and noise variances in the nonlinear state-space models, which, interestingly, renders both the causal structure and model parameters identifiable. Given the causal model, we treat forecasting as a problem in Bayesian inference in the causal model, which exploits the time-varying property of the data and adapts to new observations in a principled manner. Experimental results on synthetic and real-world data sets demonstrate the efficacy of the proposed methods.