Statistical Learning
Interpreting Active Learning Methods Through Information Losses
We propose a new way of interpreting active learning methods by analyzing the information `lost' upon sampling a random variable. We use some recent analytical developments of these losses to formally prove that facility location methods reduce these losses under mild assumptions, and to derive a new data dependent bound on information losses that can be used to evaluate other active learning methods. We show that this new bound is extremely tight to experiment, and further show that the bound has a decent predictive power for classification accuracy.
On Binscatter
Cattaneo, Matias D., Crump, Richard K., Farrell, Max H., Feng, Yingjie
Binscatter is very popular in applied microeconomics. It provides a flexible, yet parsimonious way of visualizing and summarizing large data sets in regression settings, and it is often used for informal evaluation of substantive hypotheses such as linearity or monotonicity of the regression function. This paper presents a foundational, thorough analysis of binscatter: we give an array of theoretical and practical results that aid both in understanding current practices (i.e., their validity or lack thereof) and in offering theory-based guidance for future applications. Our main results include principled number of bins selection, confidence intervals and bands, hypothesis tests for parametric and shape restrictions of the regression function, and several other new methods, applicable to canonical binscatter as well as higher-order polynomial, covariate-adjusted and smoothness-restricted extensions thereof. In particular, we highlight important methodological problems related to covariate adjustment methods used in current practice. We also discuss extensions to clustered data. Our results are illustrated with simulated and real data throughout. Companion general-purpose software packages for \texttt{Stata} and \texttt{R} are provided. Finally, from a technical perspective, new theoretical results for partitioning-based series estimation are obtained that may be of independent interest.
Joint Modeling of Dense and Incomplete Trajectories for Citywide Traffic Volume Inference
Tang, Xianfeng, Gong, Boqing, Yu, Yanwei, Yao, Huaxiu, Li, Yandong, Xie, Haiyong, Wang, Xiaoyu
Real-time traffic volume inference is key to an intelligent city. It is a challenging task because accurate traffic volumes on the roads can only be measured at certain locations where sensors are installed. Moreover, the traffic evolves over time due to the influences of weather, events, holidays, etc. Existing solutions to the traffic volume inference problem often rely on dense GPS trajectories, which inevitably fail to account for the vehicles which carry no GPS devices or have them turned off. Consequently, the results are biased to taxicabs because they are almost always online for GPS tracking. In this paper, we propose a novel framework for the citywide traffic volume inference using both dense GPS trajectories and incomplete trajectories captured by camera surveillance systems. Our approach employs a high-fidelity traffic simulator and deep reinforcement learning to recover full vehicle movements from the incomplete trajectories. In order to jointly model the recovered trajectories and dense GPS trajectories, we construct spatiotemporal graphs and use multi-view graph embedding to encode the multi-hop correlations between road segments into real-valued vectors. Finally, we infer the citywide traffic volumes by propagating the traffic values of monitored road segments to the unmonitored ones through masked pairwise similarities. Extensive experiments with two big regions in a provincial capital city in China verify the effectiveness of our approach.
The MBPEP: a deep ensemble pruning algorithm providing high quality uncertainty prediction
Hu, Ruihan, Huang, Qijun, Chang, Sheng, Wang, Hao, He, Jin
Machine learning algorithms have been effectively applied into various real world tasks. However, it is difficult to provide high-quality machine learning solutions to accommodate an unknown distribution of input datasets; this difficulty is called the uncertainty prediction problems. In this paper, a margin-based Pareto deep ensemble pruning (MBPEP) model is proposed. It achieves the high-quality uncertainty estimation with a small value of the prediction interval width (MPIW) and a high confidence of prediction interval coverage probability (PICP) by using deep ensemble networks. In addition to these networks, unique loss functions are proposed, and these functions make the sub-learners available for standard gradient descent learning. Furthermore, the margin criterion fine-tuning-based Pareto pruning method is introduced to optimize the ensembles. Several experiments including predicting uncertainties of classification and regression are conducted to analyze the performance of MBPEP. The experimental results show that MBPEP achieves a small interval width and a low learning error with an optimal number of ensembles. For the real-world problems, MBPEP performs well on input datasets with unknown distributions datasets incomings and improves learning performance on a multi task problem when compared to that of each single model.
Multi-Label Network Classification via Weighted Personalized Factorizations
Rashed, Ahmed, Grabocka, Josif, Schmidt-Thieme, Lars
Multi-label network classification is a well-known task that is being used in a wide variety of web-based and non-web-based domains. It can be formalized as a multi-relational learning task for predicting nodes labels based on their relations within the network. In sparse networks, this prediction task can be very challenging when only implicit feedback information is available such as in predicting user interests in social networks. Current approaches rely on learning per-node latent representations by utilizing the network structure, however, implicit feedback relations are naturally sparse and contain only positive observed feedbacks which mean that these approaches will treat all observed relations as equally important. This is not necessarily the case in real-world scenarios as implicit relations might have semantic weights which reflect the strength of those relations. If those weights can be approximated, the models can be trained to differentiate between strong and weak relations. In this paper, we propose a weighted personalized two-stage multi-relational matrix factorization model with Bayesian personalized ranking loss for network classification that utilizes basic transitive node similarity function for weighting implicit feedback relations. Experiments show that the proposed model significantly outperforms the state-of-art models on three different real-world web-based datasets and a biology-based dataset.
Optimal Clustering with Missing Values
Boluki, Shahin, Dadaneh, Siamak Zamani, Qian, Xiaoning, Dougherty, Edward R.
Missing values frequently arise in modern biomedical studies due to various reasons, including missing tests or complex profiling technologies for different omics measurements. Missing values can complicate the application of clustering algorithms, whose goals are to group points based on some similarity criterion. A common practice for dealing with missing values in the context of clustering is to first impute the missing values, and then apply the clustering algorithm on the completed data. We consider missing values in the context of optimal clustering, which finds an optimal clustering operator with reference to an underlying random labeled point process (RLPP). We show how the missing-value problem fits neatly into the overall framework of optimal clustering by incorporating the missing value mechanism into the random labeled point process and then marginalizing out the missing-value process. In particular, we demonstrate the proposed framework for the Gaussian model with arbitrary covariance structures. Comprehensive experimental studies on both synthetic and real-world RNA-seq data show the superior performance of the proposed optimal clustering with missing values when compared to various clustering approaches. Optimal clustering with missing values obviates the need for imputation-based pre-processing of the data, while at the same time possessing smaller clustering errors.
On Maintaining Linear Convergence of Distributed Learning and Optimization under Limited Communication
Magnรบsson, Sindri, Shokri-Ghadikolaei, Hossein, Li, Na
In parallel and distributed machine learning multiple nodes or processors coordinate to solve large problems. To do this, nodes need to compress important algorithm information to bits so it can be communicated. The goal of this paper is to explore how we can maintain the convergence of distributed algorithms under such compression. In particular, we consider a general class of linearly convergent parallel/distributed algorithms and illustrate how we can design quantizers compressing the communicated information to few bits while still preserving the linear convergence. We illustrate our results on learning algorithms using different communication structures, such as decentralized algorithms where a single master coordinates information from many workers and fully distributed algorithms where only neighbors in a communication graph can communicate. We also numerically implement our results in distributed learning on smartphones using real-world data.
Logistic principal component analysis via non-convex singular value thresholding
Song, Yipeng, Westerhuis, Johan A., Smilde, Age K.
Multivariate binary data is becoming abundant in current biological research. Logistic principal component analysis (PCA) is one of the commonly used tools to explore the relationships inside a multivariate binary data set by exploiting the underlying low rank structure. We re-expressed the logistic PCA model based on the latent variable interpretation of the generalized linear model on binary data. The multivariate binary data set is assumed to be the sign observation of an unobserved quantitative data set, on which a low rank structure is assumed to exist. However, the standard logistic PCA model (using exact low rank constraint) is prone to overfitting, which could lead to divergence of some estimated parameters towards infinity. We propose to fit a logistic PCA model through non-convex singular value thresholding to alleviate the overfitting issue. An efficient Majorization-Minimization algorithm is implemented to fit the model and a missing value based cross validation (CV) procedure is introduced for the model selection. Our experiments on realistic simulations of imbalanced binary data and low signal to noise ratio show that the CV error based model selection procedure is successful in selecting the proposed model. Furthermore, the selected model demonstrates superior performance in recovering the underlying low rank structure compared to models with convex nuclear norm penalty and exact low rank constraint. A binary copy number aberration data set is used to illustrate the proposed methodology in practice.
Efficient Path Prediction for Semi-Supervised and Weakly Supervised Hierarchical Text Classification
Xiao, Huiru, Liu, Xin, Song, Yangqiu
Hierarchical text classification has many real-world applications. However, labeling a large number of documents is costly. In practice, we can use semi-supervised learning or weakly supervised learning (e.g., dataless classification) to reduce the labeling cost. In this paper, we propose a path cost-sensitive learning algorithm to utilize the structural information and further make use of unlabeled and weakly-labeled data. We use a generative model to leverage the large amount of unlabeled data and introduce path constraints into the learning algorithm to incorporate the structural information of the class hierarchy. The posterior probabilities of both unlabeled and weakly labeled data can be incorporated with path-dependent scores. Since we put a structure-sensitive cost to the learning algorithm to constrain the classification consistent with the class hierarchy and do not need to reconstruct the feature vectors for different structures, we can significantly reduce the computational cost compared to structural output learning. Experimental results on two hierarchical text classification benchmarks show that our approach is not only effective but also efficient to handle the semi-supervised and weakly supervised hierarchical text classification.
Multi-Relational Question Answering from Narratives: Machine Reading and Reasoning in Simulated Worlds
Labutov, Igor, Yang, Bishan, Prakash, Anusha, Azaria, Amos
Question Answering (QA), as a research field, has primarily focused on either knowledge bases (KBs) or free text as a source of knowledge. These two sources have historically shaped the kinds of questions that are asked over these sources, and the methods developed to answer them. In this work, we look towards a practical use-case of QA over user-instructed knowledge that uniquely combines elements of both structured QA over knowledge bases, and unstructured QA over narrative, introducing the task of multi-relational QA over personal narrative. As a first step towards this goal, we make three key contributions: (i) we generate and release TextWorldsQA, a set of five diverse datasets, where each dataset contains dynamic narrative that describes entities and relations in a simulated world, paired with variably compositional questions over that knowledge, (ii) we perform a thorough evaluation and analysis of several state-of-the-art QA models and their variants at this task, and (iii) we release a lightweight Python-based framework we call TextWorlds for easily generating arbitrary additional worlds and narrative, with the goal of allowing the community to create and share a growing collection of diverse worlds as a test-bed for this task.