Statistical Learning
Posterior Distribution for the Number of Clusters in Dirichlet Process Mixture Models
Yang, Chiao-Yu, Ho, Nhat, Jordan, Michael I.
Dirichlet process mixture models (DPMM) play a central role in Bayesian nonparametrics, with applications throughout statistics and machine learning. DPMMs are generally used in clustering problems where the number of clusters is not known in advance, and the posterior distribution is treated as providing inference for this number. Recently, however, it has been shown that the DPMM is inconsistent in inferring the true number of components in certain cases. This is an asymptotic result, and it would be desirable to understand whether it holds with finite samples, and to more fully understand the full posterior. In this work, we provide a rigorous study for the posterior distribution of the number of clusters in DPMM under different prior distributions on the parameters and constraints on the distributions of the data. We provide novel lower bounds on the ratios of probabilities between $s+1$ clusters and $s$ clusters when the prior distributions on parameters are chosen to be Gaussian or uniform distributions.
Learning spectrograms with convolutional spectral kernels
Shen, Zheyang, Heinonen, Markus, Kaski, Samuel
We introduce the convolutional spectral kernel (CSK), a novel family of interpretable and non-stationary kernels derived from the convolution of two imaginary radial basis functions. We propose the input-frequency spectrogram as a novel tool to analyze nonparametric kernels as well as the kernels of deep Gaussian processes (DGPs). Observing through the lens of the spectrogram, we shed light on the interpretability of deep models, along with useful insights for effective inference. We also present scalable variational and stochastic Hamiltonian Monte Carlo inference to learn rich, yet interpretable frequency patterns from data using DGPs constructed via covariance functions. Empirically we show on simulated and real-world datasets that CSK extracts meaningful non-stationary periodicities.
CDSA: Cross-Dimensional Self-Attention for Multivariate, Geo-tagged Time Series Imputation
Ma, Jiawei, Shou, Zheng, Zareian, Alireza, Mansour, Hassan, Vetro, Anthony, Chang, Shih-Fu
Many real-world applications involve multivariate, geo-tagged time series data: at each location, multiple sensors record corresponding measurements. For example, air quality monitoring system records PM2.5, CO, etc. The resulting time-series data often has missing values due to device outages or communication errors. In order to impute the missing values, state-of-the-art methods are built on Recurrent Neural Networks (RNN), which process each time stamp sequentially, prohibiting the direct modeling of the relationship between distant time stamps. Recently, the self-attention mechanism has been proposed for sequence modeling tasks such as machine translation, significantly outperforming RNN because the relationship between each two time stamps can be modeled explicitly. In this paper, we are the first to adapt the self-attention mechanism for multivariate, geo-tagged time series data. In order to jointly capture the self-attention across multiple dimensions, including time, location and the sensor measurements, while maintain low computational complexity, we propose a novel approach called Cross-Dimensional Self-Attention (CDSA) to process each dimension sequentially, yet in an order-independent manner. Our extensive experiments on four real-world datasets, including three standard benchmarks and our newly collected NYC-traffic dataset, demonstrate that our approach outperforms the state-of-the-art imputation and forecasting methods. A detailed systematic analysis confirms the effectiveness of our design choices.
Detection of Review Abuse via Semi-Supervised Binary Multi-Target Tensor Decomposition
Yelundur, Anil R., Chaoji, Vineet, Mishra, Bamdev
Product reviews and ratings on e-commerce websites provide customers with detailed insights about various aspects of the product such as quality, usefulness, etc. Since they influence customers' buying decisions, product reviews have become a fertile ground for abuse by sellers (colluding with reviewers) to promote their own products or to tarnish the reputation of competitor's products. In this paper, our focus is on detecting such abusive entities (both sellers and reviewers) by applying tensor decomposition on the product reviews data. While tensor decomposition is mostly unsupervised, we formulate our problem as a semi-supervised binary multi-target tensor decomposition, to take advantage of currently known abusive entities. We empirically show that our multi-target semi-supervised model achieves higher precision and recall in detecting abusive entities as compared to unsupervised techniques. Finally, we show that our proposed stochastic partial natural gradient inference for our model empirically achieves faster convergence than stochastic gradient and Online-EM with sufficient statistics.
ENIGMAWatch: ProofWatch Meets ENIGMA
Goertzel, Zarathustra, Jakubův, Jan, Urban, Josef
In this work we describe a new learning-based proof guidance -- ENIGMAWatch -- for saturation-style first-order theorem provers. ENIGMAWatch combines two guiding approaches for the given-clause selection implemented for the E ATP system: ProofWatch and ENIGMA. ProofWatch is motivated by the watchlist (hints) method and based on symbolic matching of multiple related proofs, while ENIGMA is based on statistical machine learning. The two methods are combined by using the evolving information about symbolic proof matching as an additional information that characterizes the saturation-style proof search for the statistical learning methods. The new system is experimentally evaluated on a large set of problems from the Mizar Library. We show that the added proof-matching information is considered important by the statistical machine learners, and that it leads to improvements in E's Performance over ProofWatch and ENIGMA.
Bayesian Optimization over Sets
Kim, Jungtaek, McCourt, Michael, You, Tackgeun, Kim, Saehoon, Choi, Seungjin
We propose a Bayesian optimization method over sets, to minimize a black-box function that can take a set as single input. Because set inputs are permutation-invariant and variable-length, traditional Gaussian process-based Bayesian optimization strategies which assume vector inputs can fall short. To address this, we develop a Bayesian optimization method with \emph{set kernel} that is used to build surrogate functions. This kernel accumulates similarity over set elements to enforce permutation-invariance and permit sets of variable size, but this comes at a greater computational cost. To reduce this burden, we propose a more efficient probabilistic approximation which we prove is still positive definite and is an unbiased estimator of the true set kernel. Finally, we present several numerical experiments which demonstrate that our method outperforms other methods in various applications.
Meta-GNN: On Few-shot Node Classification in Graph Meta-learning
Zhou, Fan, Cao, Chengtai, Zhang, Kunpeng, Trajcevski, Goce, Zhong, Ting, Geng, Ji
Meta-learning has received a tremendous recent attention as a possible approach for mimicking human intelligence, i.e., acquiring new knowledge and skills with little or even no demonstration. Most of the existing meta-learning methods are proposed to tackle few-shot learning problems such as image and text, in rather Euclidean domain. However, there are very few works applying meta-learning to non-Euclidean domains, and the recently proposed graph neural networks (GNNs) models do not perform effectively on graph few-shot learning problems. Towards this, we propose a novel graph meta-learning framework -- Meta-GNN -- to tackle the few-shot node classification problem in graph meta-learning settings. It obtains the prior knowledge of classifiers by training on many similar few-shot learning tasks and then classifies the nodes from new classes with only few labeled samples. Additionally, Meta-GNN is a general model that can be straightforwardly incorporated into any existing state-of-the-art GNN. Our experiments conducted on three benchmark datasets demonstrate that our proposed approach not only improves the node classification performance by a large margin on few-shot learning problems in meta-learning paradigm, but also learns a more general and flexible model for task adaption.
Combination of linear classifiers using score function -- analysis of possible combination strategies
Trajdos, Pawel, Burduk, Robert
In this work, we addressed the issue of combining linear classifiers using their score functions. The value of the scoring function depends on the distance from the decision boundary. Two score functions have been tested and four different combination strategies were investigated. During the experimental study, the proposed approach was applied to the heterogeneous ensemble and it was compared to two reference methods -- majority voting and model averaging respectively. The comparison was made in terms of seven different quality criteria. The result shows that combination strategies based on simple average, and trimmed average are the best combination strategies of the geometrical combination.
Evaluation Metrics for Unsupervised Learning Algorithms
Palacio-Niño, Julio-Omar, Berzal, Fernando
Alternatively, a similarity function might also be used. Machine learning techniques are usually classified into supervised and unsupervised techniques. Supervised machine learning starts from prior knowledge of the desired result 1) Scale Invariance: The first of Kleinberg's axioms states in the form of labeled data sets, which allows to guide the that f(d) f(α · d) for any distance function d and any training process, whereas unsupervised machine learning scaling factor α 0. [3] works directly on unlabeled data. In the absence of labels to orient the learning process, these labels must be "discovered" This simple axiom indicates that a clustering algorithm by the learning algorithm.
Learning Hierarchical Priors in VAEs
Klushyn, Alexej, Chen, Nutan, Kurle, Richard, Cseke, Botond, van der Smagt, Patrick
We propose to learn a hierarchical prior in the context of variational autoencoders to avoid the over-regularisation resulting from a standard normal prior distribution. To incentivise an informative latent representation of the data by learning a rich hierarchical prior, we formulate the objective function as the Lagrangian of a constrained-optimisation problem and propose an optimisation algorithm inspired by Taming VAEs. We introduce a graph-based interpolation method, which shows that the topology of the learned latent representation corresponds to the topology of the data manifold---and present several examples, where desired properties of latent representation such as smoothness and simple explanatory factors are learned by the prior. Furthermore, we validate our approach on standard datasets, obtaining state-of-the-art test log-likelihoods.