Statistical Learning
Deep active subspaces - a scalable method for high-dimensional uncertainty propagation
Tripathy, Rohit, Bilionis, Ilias
A problem of considerable importance within the field of uncertainty quantification (UQ) is the development of efficient methods for the construction of accurate surrogate models. Such efforts are particularly important to applications constrained by high-dimensional uncertain parameter spaces. The difficulty of accurate surrogate modeling in such systems, is further compounded by data scarcity brought about by the large cost of forward model evaluations. Traditional response surface techniques, such as Gaussian process regression (or Kriging) and polynomial chaos are difficult to scale to high dimensions. To make surrogate modeling tractable in expensive high-dimensional systems, one must resort to dimensionality reduction of the stochastic parameter space. A recent dimensionality reduction technique that has shown great promise is the method of `active subspaces'. The classical formulation of active subspaces, unfortunately, requires gradient information from the forward model - often impossible to obtain. In this work, we present a simple, scalable method for recovering active subspaces in high-dimensional stochastic systems, without gradient-information that relies on a reparameterization of the orthogonal active subspace projection matrix, and couple this formulation with deep neural networks. We demonstrate our approach on synthetic and real world datasets and show favorable predictive comparison to classical active subspaces.
The principles of adaptation in organisms and machines I: machine learning, information theory, and thermodynamics
How do organisms recognize their environment by acquiring knowledge about the world, and what actions do they take based on this knowledge? This article examines hypotheses about organisms' adaptation to the environment from machine learning, information-theoretic, and thermodynamic perspectives. We start with constructing a hierarchical model of the world as an internal model in the brain, and review standard machine learning methods to infer causes by approximately learning the model under the maximum likelihood principle. This in turn provides an overview of the free energy principle for an organism, a hypothesis to explain perception and action from the principle of least surprise. Treating this statistical learning as communication between the world and brain, learning is interpreted as a process to maximize information about the world. We investigate how the classical theories of perception such as the infomax principle relates to learning the hierarchical model. We then present an approach to the recognition and learning based on thermodynamics, showing that adaptation by causal learning results in the second law of thermodynamics whereas inference dynamics that fuses observation with prior knowledge forms a thermodynamic process. These provide a unified view on the adaptation of organisms to the environment.
Novel and Efficient Approximations for Zero-One Loss of Linear Classifiers
Ghanbari, Hiva, Li, Minhan, Scheinberg, Katya
The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of supervised learning. However, when the models are constructed by the means of empirical risk minimization (ERM), surrogate functions such as the logistic loss or hinge loss are optimized instead. In this work, we show that in the case of linear predictors, the expected error and the expected ranking loss can be effectively approximated by smooth functions whose closed form expressions and those of their first (and second) order derivatives depend on the first and second moments of the data distribution, which can be precomputed. Hence, the complexity of an optimization algorithm applied to these functions does not depend on the size of the training data. These approximation functions are derived under the assumption that the output of the linear classifier for a given data set has an approximately normal distribution. We argue that this assumption is significantly weaker than the Gaussian assumption on the data itself and we support this claim by demonstrating that our new approximation is quite accurate on data sets that are not necessarily Gaussian. We present computational results that show that our proposed approximations and related optimization algorithms can produce linear classifiers with similar or better test accuracy or AUC, than those obtained using state-of-the-art approaches, in a fraction of the time.
A Review of Stochastic Block Models and Extensions for Graph Clustering
Lee, Clement, Wilkinson, Darren J
There have been rapid developments in model-based clustering of graphs, also known as block modelling, over the last ten years or so. We review different approaches and extensions proposed for different aspects in this area, such as the type of the graph, the clustering approach, the inference approach, and whether the number of groups is selected or estimated. We then review unsupervised learning of texts, also known as topic modelling, as the two areas are closely related. Also reviewed are the models that combine block modelling with topic modelling, as such incorporations are natural because both areas have the same goal of model-based clustering. How different approaches cope with various issues will be summarised and compared, to facilitate the demand of practitioners for a concise overview of the current status of these two areas of literature.
SAFE ML: Surrogate Assisted Feature Extraction for Model Learning
Gosiewska, Alicja, Gacek, Aleksandra, Lubon, Piotr, Biecek, Przemyslaw
Complex black-box predictive models may have high accuracy, but opacity causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, interpretable models require more work related to feature engineering, which is very time consuming. Can we train interpretable and accurate models, without timeless feature engineering? In this article, we show a method that uses elastic black-boxes as surrogate models to create a simpler, less opaque, yet still accurate and interpretable glass-box models. New models are created on newly engineered features extracted/learned with the help of a surrogate model. We show applications of this method for model level explanations and possible extensions for instance level explanations. We also present an example implementation in Python and benchmark this method on a number of tabular data sets.
Oracle inequalities for square root analysis estimators with application to total variation penalties
Ortelli, Francesco, van de Geer, Sara
We study the analysis estimator directly, without any step through a synthesis formulation. For the analysis estimator we derive oracle inequalities with fast and slow rates by adapting the arguments involving projections by Dalalyan, Hebiri and Lederer (2017). We then extend the theory to the case of the square root analysis estimator. Finally, we narrow down our attention to a particular class of analysis estimators: (square root) total variation regularized estimators on graphs. In this case, we obtain constant-friendly rates which match up to log-terms previous results obtained by entropy calculations. Moreover, we obtain an oracle inequality for the (square root) total variation regularized estimator over the cycle graph.
Multi-Stage Self-Supervised Learning for Graph Convolutional Networks
Sun, Ke, Zhu, Zhanxing, Lin, Zhouchen
Graph Convolutional Networks(GCNs) play a crucial role in graph learning tasks, however, learning graph embedding with few supervised signals is still a difficult problem. In this paper, we propose a novel training algorithm for Graph Convolutional Network, called Multi-Stage Self-Supervised(M3S) Training Algorithm, combined with self-supervised learning approach, focusing on improving the generalization performance of GCNs on graphs with few labeled nodes. Firstly, a Multi-Stage Training Framework is provided as the basis of M3S training method. Then we leverage DeepCluster technique, a popular form of self-supervised learning, and design corresponding aligning mechanism on the embedding space to refine the Multi-Stage Training Framework, resulting in M3S Training Algorithm. Finally, extensive experimental results verify the superior performance of our algorithm on graphs with few labeled nodes under different label rates compared with other state-of-the-art approaches.
Active Transfer Learning for Persian Offline Signature Verification
Younesian, Taraneh, Masoudnia, Saeed, Hosseini, Reshad, Araabi, Babak N.
Offline Signature Verification (OSV) remains a challenging pattern recognition task, especially in the presence of skilled forgeries that are not available during the training. This challenge is aggravated when there are small labeled training data available but with large intra-personal variations. In this study, we address this issue by employing an active learning approach, which selects the most informative instances to label and therefore reduces the human labeling effort significantly. Our proposed OSV includes three steps: feature learning, active learning, and final verification. We benefit from transfer learning using a pre-trained CNN for feature learning. We also propose SVM-based active learning for each user to separate his genuine signatures from the random forgeries. We finally used the SVMs to verify the authenticity of the questioned signature. We examined our proposed active transfer learning method on UTSig: A Persian offline signature dataset. We achieved near 13% improvement compared to the random selection of instances. Our results also showed 1% improvement over the state-of-the-art method in which a fully supervised setting with five more labeled instances per user was used.
A block-random algorithm for learning on distributed, heterogeneous data
Mohan, Prakash, de Frahan, Marc T. Henry, King, Ryan, Grout, Ray W.
Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic gradient descent based algorithms. These algorithms rely on data being randomly shuffled before optimization. The randomization of the data prior to processing in batches that is formally required for stochastic gradient descent algorithm to effectively derive a useful deep learning model is expected to be prohibitively expensive for in situ model training because of the resulting data communications across the processor nodes. We show that the stochastic gradient descent (SGD) algorithm can still make useful progress if the batches are defined on a per-processor basis and processed in random order even though (i) the batches are constructed from data samples from a single class or specific flow region, and (ii) the overall data samples are heterogeneous. We present block-random gradient descent, a new algorithm that works on distributed, heterogeneous data without having to pre-shuffle. This algorithm enables in situ learning for exascale simulations. The performance of this algorithm is demonstrated on a set of benchmark classification models and the construction of a subgrid scale large eddy simulations (LES) model for turbulent channel flow using a data model similar to that which will be encountered in exascale simulation.
Non-Parametric Adaptation for Neural Machine Translation
Neural Networks trained with gradient descent are known to be susceptible to catastrophic forgetting caused by parameter shift during the training process. In the context of Neural Machine Translation (NMT) this results in poor performance on heterogeneous datasets and on sub-tasks like rare phrase translation. On the other hand, non-parametric approaches are immune to forgetting, perfectly complementing the generalization ability of NMT. However, attempts to combine non-parametric or retrieval based approaches with NMT have only been successful on narrow domains, possibly due to over-reliance on sentence level retrieval. We propose a novel n-gram level retrieval approach that relies on local phrase level similarities, allowing us to retrieve neighbors that are useful for translation even when overall sentence similarity is low. We complement this with an expressive neural network, allowing our model to extract information from the noisy retrieved context. We evaluate our semi-parametric NMT approach on a heterogeneous dataset composed of WMT, IWSLT, JRC-Acquis and OpenSubtitles, and demonstrate gains on all 4 evaluation sets. The semi-parametric nature of our approach opens the door for non-parametric domain adaptation, demonstrating strong inference-time adaptation performance on new domains without the need for any parameter updates.