Statistical Learning
$L_0$-ARM: Network Sparsification via Stochastic Binary Optimization
We consider network sparsification as an $L_0$-norm regularized binary optimization problem, where each unit of a neural network (e.g., weight, neuron, or channel, etc.) is attached with a stochastic binary gate, whose parameters are jointly optimized with original network parameters. The Augment-Reinforce-Merge (ARM), a recently proposed unbiased gradient estimator, is investigated for this binary optimization problem. Compared to the hard concrete gradient estimator from Louizos et al., ARM demonstrates superior performance of pruning network architectures while retaining almost the same accuracies of baseline methods. Similar to the hard concrete estimator, ARM also enables conditional computation during model training but with improved effectiveness due to the exact binary stochasticity. Thanks to the flexibility of ARM, many smooth or non-smooth parametric functions, such as scaled sigmoid or hard sigmoid, can be used to parameterize this binary optimization problem and the unbiasness of the ARM estimator is retained, while the hard concrete estimator has to rely on the hard sigmoid function to achieve conditional computation and thus accelerated training. Extensive experiments on multiple public datasets demonstrate state-of-the-art pruning rates with almost the same accuracies of baseline methods. The resulting algorithm $L_0$-ARM sparsifies the Wide-ResNet models on CIFAR-10 and CIFAR-100 while the hard concrete estimator cannot. We plan to release our code to facilitate the research in this area.
A Comparative Analysis of the Optimization and Generalization Property of Two-layer Neural Network and Random Feature Models Under Gradient Descent Dynamics
A fairly comprehensive analysis is presented for the gradient descent dynamics for training two-layer neural network models in the situation when the parameters in both layers are updated. General initialization schemes as well as general regimes for the network width and training data size are considered. In the over-parametrized regime, it is shown that gradient descent dynamics can achieve zero training loss exponentially fast regardless of the quality of the labels. In addition, it is proved that throughout the training process the functions represented by the neural network model are uniformly close to that of a kernel method. For general values of the network width and training data size, sharp estimates of the generalization error is established for target functions in the appropriate reproducing kernel Hilbert space. Our analysis suggests strongly that in terms of `implicit regularization', two-layer neural network models do not outperform the kernel method.
On assumption-free tests and confidence intervals for causal effects estimated by machine learning
Liu, Lin, Mukherjee, Rajarshi, Robins, James M
For many causal effect parameters $\psi$ of interest doubly robust machine learning estimators $\widehat\psi_1$ are the state-of-the-art, incorporating the benefits of the low prediction error of machine learning algorithms; the decreased bias of doubly robust estimators; and.the analytic tractability and bias reduction of cross fitting. When the potential confounders is high dimensional, the associated $(1 - \alpha)$ Wald intervals may still undercover even in large samples, because the bias may be of the same or even larger order than its standard error. In this paper, we introduce tests that can have the power to detect whether the bias of $\widehat\psi_1$ is of the same or even larger order than its standard error of order $n^{-1/2}$, can provide a lower confidence limit on the degree of under coverage of the interval and strikingly, are valid under essentially no assumptions. We also introduce an estimator with bias generally less than that of $\widehat\psi_1$, yet whose standard error is not much greater than $\widehat\psi_1$'s. The tests, as well as the estimator $\widehat\psi_2$, are based on a U-statistic that is the second-order influence function for the parameter that encodes the estimable part of the bias of $\widehat\psi_1$. Our impressive claims need to be tempered in several important ways. First no test, including ours, of the null hypothesis that the ratio of the bias to its standard error can be consistent [without making additional assumptions that may be incorrect]. Furthermore the above claims only apply to parameters in a particular class. For the others, our results are less sharp and require more careful interpretation.
Large Margin Multi-modal Multi-task Feature Extraction for Image Classification
Luo, Yong, Wen, Yonggang, Tao, Dacheng, Gui, Jie, Xu, Chao
The features used in many image analysis-based applications are frequently of very high dimension. Feature extraction offers several advantages in high-dimensional cases, and many recent studies have used multi-task feature extraction approaches, which often outperform single-task feature extraction approaches. However, most of these methods are limited in that they only consider data represented by a single type of feature, even though features usually represent images from multiple modalities. We therefore propose a novel large margin multi-modal multi-task feature extraction (LM3FE) framework for handling multi-modal features for image classification. In particular, LM3FE simultaneously learns the feature extraction matrix for each modality and the modality combination coefficients. In this way, LM3FE not only handles correlated and noisy features, but also utilizes the complementarity of different modalities to further help reduce feature redundancy in each modality. The large margin principle employed also helps to extract strongly predictive features so that they are more suitable for prediction (e.g., classification). An alternating algorithm is developed for problem optimization and each sub-problem can be efficiently solved. Experiments on two challenging real-world image datasets demonstrate the effectiveness and superiority of the proposed method.
Transferring Knowledge Fragments for Learning Distance Metric from A Heterogeneous Domain
Luo, Yong, Wen, Yonggang, Liu, Tongliang, Tao, Dacheng
The goal of transfer learning is to improve the performance of target learning task by leveraging information (or transferring knowledge) from other related tasks. In this paper, we examine the problem of transfer distance metric learning (DML), which usually aims to mitigate the label information deficiency issue in the target DML. Most of the current Transfer DML (TDML) methods are not applicable to the scenario where data are drawn from heterogeneous domains. Some existing heterogeneous transfer learning (HTL) approaches can learn target distance metric by usually transforming the samples of source and target domain into a common subspace. However, these approaches lack flexibility in real-world applications, and the learned transformations are often restricted to be linear. This motivates us to develop a general flexible heterogeneous TDML (HTDML) framework. In particular, any (linear/nonlinear) DML algorithms can be employed to learn the source metric beforehand. Then the pre-learned source metric is represented as a set of knowledge fragments to help target metric learning. We show how generalization error in the target domain could be reduced using the proposed transfer strategy, and develop novel algorithm to learn either linear or nonlinear target metric. Extensive experiments on various applications demonstrate the effectiveness of the proposed method.
CRAD: Clustering with Robust Autocuts and Depth
Abstract--We develop a new density-based clustering algorithmclusters? The performance of CRAD is evaluated through extensive experimental studies. The number of observations in keywords-clustering, space-time processes, data depth cluster 3 is larger than that in clusters 1 and 2. The result of each algorithm is selected by searching the best clustering I. INTRODUCTION Clustering results are shown in Figure 1. Data depth methodology is a widely employed nonparametric Currently available methods such as DBCA, DBSCAN, and tool in multivariate and functional data analysis, with OPTICS, all fail to separate the cluster 1 and 2; in contrast, applications ranging from outlier detection to clustering and our new CRAD algorithm is able to detect both. Depth measures the "centrality" (or for this phenomenon is that both DBSCAN and DBCA use "outlyingness") of a given object with respect to an observed globally-defined parameters (i.e., ษ and ฮธ, respectively) to data cloud [4], [5].
Sampling, Intervention, Prediction, Aggregation: A Generalized Framework for Model Agnostic Interpretations
Scholbeck, Christian A., Molnar, Christoph, Heumann, Christian, Bischl, Bernd, Casalicchio, Giuseppe
Non-linear machine learning models often trade off a great predictive performance for a lack of interpretability. However, model agnostic interpretation techniques now allow us to estimate the effect and importance of features for any predictive model. Different notations and terminology have complicated their understanding and how they are related. A unified view on these methods has been missing. We present the generalized SIPA (Sampling, Intervention, Prediction, Aggregation) framework of work stages for model agnostic interpretation techniques and demonstrate how several prominent methods for feature effects can be embedded into the proposed framework. We also formally introduce pre-existing marginal effects to describe feature effects for black box models. Furthermore, we extend the framework to feature importance computations by pointing out how variance-based and performance-based importance measures are based on the same work stages. The generalized framework may serve as a guideline to conduct model agnostic interpretations in machine learning.
Feature Learning Viewpoint of AdaBoost and a New Algorithm
Wang, Fei, Li, Zhongheng, He, Fang, Wang, Rong, Yu, Weizhong, Nie, Feiping
The AdaBoost algorithm has the superiority of resisting overfitting. Understanding the mysteries of this phenomena is a very fascinating fundamental theoretical problem. Many studies are devoted to explaining it from statistical view and margin theory. In this paper, we illustrate it from feature learning viewpoint, and propose the AdaBoost+SVM algorithm, which can explain the resistant to overfitting of AdaBoost directly and easily to understand. Firstly, we adopt the AdaBoost algorithm to learn the base classifiers. Then, instead of directly weighted combination the base classifiers, we regard them as features and input them to SVM classifier. With this, the new coefficient and bias can be obtained, which can be used to construct the final classifier. We explain the rationality of this and illustrate the theorem that when the dimension of these features increases, the performance of SVM would not be worse, which can explain the resistant to overfitting of AdaBoost.
Component-Wise Boosting of Targets for Multi-Output Prediction
Au, Quay, Schalk, Daniel, Casalicchio, Giuseppe, Schoedel, Ramona, Stachl, Clemens, Bischl, Bernd
One way to address this problem is the so called problem transformation method. This method is often used in multi-label learning, but can also be used for multi-output prediction due to its generality and simplicity. In this paper, we introduce an algorithm that uses the problem transformation method for multi-output prediction, while simultaneously learning the dependencies between target variables in a sparse and interpretable manner. In a first step, predictions are obtained for each target individually. Target dependencies are then learned via a component-wise boosting approach. We compare our new method with similar approaches in a benchmark using multi-label, multivariate regression and mixed-type datasets.
Multi-view Vector-valued Manifold Regularization for Multi-label Image Classification
Luo, Yong, Tao, Dacheng, Xu, Chang, Xu, Chao, Liu, Hong, Wen, Yonggang
In computer vision, image datasets used for classification are naturally associated with multiple labels and comprised of multiple views, because each image may contain several objects (e.g. pedestrian, bicycle and tree) and is properly characterized by multiple visual features (e.g. color, texture and shape). Currently available tools ignore either the label relationship or the view complementary. Motivated by the success of the vector-valued function that constructs matrix-valued kernels to explore the multi-label structure in the output space, we introduce multi-view vector-valued manifold regularization (MV$\mathbf{^3}$MR) to integrate multiple features. MV$\mathbf{^3}$MR exploits the complementary property of different features and discovers the intrinsic local geometry of the compact support shared by different features under the theme of manifold regularization. We conducted extensive experiments on two challenging, but popular datasets, PASCAL VOC' 07 (VOC) and MIR Flickr (MIR), and validated the effectiveness of the proposed MV$\mathbf{^3}$MR for image classification.