Statistical Learning
An Online Sample Based Method for Mode Estimation using ODE Analysis of Stochastic Approximation Algorithms
Kamanchi, Chandramouli, Diddigi, Raghuram Bharadwaj, J., Prabuchandran K., Bhatnagar, Shalabh
One of the popular measures of central tendency that provides better representation and interesting insights of the data compared to the other measures like mean and median is the metric mode. If the analytical form of the density function is known, mode is an argument of the maximum value of the density function and one can apply the optimization techniques to find mode. In many of the practical applications, the analytical form of the density is not known and only the samples from the distribution are available. Most of the techniques proposed in the literature for estimating the mode from the samples assume that all the samples are available beforehand. Moreover, some of the techniques employ computationally expensive operations like sorting. In this work we provide a computationally effective, on-line iterative algorithm that estimates the mode of a unimodal smooth density given only the samples generated from the density. Asymptotic convergence of the proposed algorithm using an ordinary differential equation (ODE) based analysis is provided. We also prove the stability of estimates by utilizing the concept of regularization. Experimental results further demonstrate the effectiveness of the proposed algorithm.
TOP 10 Machine Learning Algorithms – garvitanand2 – Medium
Linear regression is perhaps one of the most well-known and well-understood algorithms in statistics and machine learning. Predictive modeling is primarily concerned with minimizing the error of a model or making the most accurate predictions possible, at the expense of explainability. We will borrow, reuse and steal algorithms from many different fields, including statistics and use them towards these ends. The representation of linear regression is an equation that describes a line that best fits the relationship between the input variables (x) and the output variables (y), by finding specific weightings for the input variables called coefficients (B). We will predict y given the input x and the goal of the linear regression learning algorithm is to find the values for the coefficients B0 and B1.
ELKI: A large open-source library for data analysis - ELKI Release 0.7.5 "Heidelberg"
Schubert, Erich, Zimek, Arthur
This paper documents the release of the ELKI data mining framework, version 0.7.5. ELKI is an open source (AGPLv3) data mining software written in Java. The focus of ELKI is research in algorithms, with an emphasis on unsupervised methods in cluster analysis and outlier detection. In order to achieve high performance and scalability, ELKI offers data index structures such as the R*-tree that can provide major performance gains. ELKI is designed to be easy to extend for researchers and students in this domain, and welcomes contributions of additional methods. ELKI aims at providing a large collection of highly parameterizable algorithms, in order to allow easy and fair evaluation and benchmarking of algorithms. We will first outline the motivation for this release, the plans for the future, and then give a brief overview over the new functionality in this version. We also include an appendix presenting an overview on the overall implemented functionality.
Discrimination in the Age of Algorithms
Kleinberg, Jon, Ludwig, Jens, Mullainathan, Sendhil, Sunstein, Cass R.
But the ambiguity of human decision-making often makes it extraordinarily hard for the legal system to know whether anyone has actually discriminated. To understand how algorithms affect discrimination, we must therefore also understand how they affect the problem of detecting discrimination. By one measure, algorithms are fundamentally opaque, not just cognitively but even mathematically. Yet for the task of proving discrimination, processes involving algorithms can provide crucial forms of transparency that are otherwise unavailable. These benefits do not happen automatically. But with appropriate requirements in place, the use of algorithms will make it possible to more easily examine and interrogate the entire decision process, thereby making it far easier to know whether discrimination has occurred. By forcing a new level of specificity, the use of algorithms also highlights, and makes transparent, central tradeoffs among competing values. Algorithms are not only a threat to be regulated; with the right safeguards in place, they have the potential to be a positive force for equity.
Manifold Optimisation Assisted Gaussian Variational Approximation
Zhou, Bingxin, Gao, Junbin, Tran, Minh-Ngoc, Gerlach, Richard
Variational approximation methods are a way to approximate the posterior in Bayesian inference especially when the dataset has a large volume or high dimension. Factor covariance structure was introduced in previous work with three restrictions to handle the problem of computational infeasibility in Gaussian approximation. However, the three strong constraints on the covariance matrix could possibly break down during the process of the structure optimization, and the identification issue could still possibly exist within the final approximation. In this paper, we consider two types of manifold parameterization, Stiefel manifold and Grassmann manifold, to address the problems. Moreover, the Riemannian stochastic gradient descent method is applied to solve the resulting optimization problem while maintaining the orthogonal factors. Results from two experiments demonstrate that our model fixes the potential issue of the previous method with comparable accuracy and competitive converge speed even in high-dimensional problems.
Learning From Noisy Labels By Regularized Estimation Of Annotator Confusion
Tanno, Ryutaro, Saeedi, Ardavan, Sankaranarayanan, Swami, Alexander, Daniel C., Silberman, Nathan
The predictive performance of supervised learning algorithms depends on the quality of labels. In a typical label collection process, multiple annotators provide subjective noisy estimates of the "truth" under the influence of their varying skill-levels and biases. Blindly treating these noisy labels as the ground truth limits the accuracy of learning algorithms in the presence of strong disagreement. This problem is critical for applications in domains such as medical imaging where both the annotation cost and inter-observer variability are high. In this work, we present a method for simultaneously learning the individual annotator model and the underlying true label distribution, using only noisy observations. Each annotator is modeled by a confusion matrix that is jointly estimated along with the classifier predictions. We propose to add a regularization term to the loss function that encourages convergence to the true annotator confusion matrix. We provide a theoretical argument as to how the regularization is essential to our approach both for the case of single annotator and multiple annotators. Despite the simplicity of the idea, experiments on image classification tasks with both simulated and real labels show that our method either outperforms or performs on par with the state-of-the-art methods and is capable of estimating the skills of annotators even with a single label available per image.
Iterative Least Trimmed Squares for Mixed Linear Regression
In vanilla linear regression, one (implicitly) assumes that each sample is a linear measurement of a single unknown vector, which needs to be recovered from these measurements. Statistically, it is typically studied in the setting where the samples come from such a ground truth unknown vector, and we are interested in the (computational/statistical complexity of) recovery of this ground truth vector. Mixed linear regression (MLR for brevity) is the problem where there are multiple unknown vectors, and each sample can come from any one of them (and we do not know which one, a-priori). Our objective is again to recover all (or some, or one) of them from the samples. In this paper we consider MLR with the additional presence of corruptions - i.e. adversarial additive errors in the responses - for some unknown subset of the samples. There is now a healthy and quickly growing body of work on algorithms, and corresponding theoretical guarantees, for MLR with and without additive noise and corruptions; we review these in detail in the related work section. In our paper we start from a classical (but hard to compute) approach from robust statistics: least trimmed squares [Rou84]. This advocates fitting a model so as to minimize the loss on only a fraction τ of the samples, instead of all of them - but crucially, the subset S of samples chosen and the model to fit them are to be estimated jointly.
(q,p)-Wasserstein GANs: Comparing Ground Metrics for Wasserstein GANs
Mallasto, Anton, Frellsen, Jes, Boomsma, Wouter, Feragen, Aasa
Generative Adversial Networks (GANs) have made a major impact in computer vision and machine learning as generative models. Wasserstein GANs (WGANs) brought Optimal Transport (OT) theory into GANs, by minimizing the $1$-Wasserstein distance between model and data distributions as their objective function. Since then, WGANs have gained considerable interest due to their stability and theoretical framework. We contribute to the WGAN literature by introducing the family of $(q,p)$-Wasserstein GANs, which allow the use of more general $p$-Wasserstein metrics for $p\geq 1$ in the GAN learning procedure. While the method is able to incorporate any cost function as the ground metric, we focus on studying the $l^q$ metrics for $q\geq 1$. This is a notable generalization as in the WGAN literature the OT distances are commonly based on the $l^2$ ground metric. We demonstrate the effect of different $p$-Wasserstein distances in two toy examples. Furthermore, we show that the ground metric does make a difference, by comparing different $(q,p)$ pairs on the MNIST and CIFAR-10 datasets. Our experiments demonstrate that changing the ground metric and $p$ can notably improve on the common $(q,p) = (2,1)$ case.
Hybrid Forest: A Concept Drift Aware Data Stream Mining Algorithm
Rad, Radin Hamidi, Haeri, Maryam Amir
Nowadays with a growing number of online controlling systems in the organization and also a high demand of monitoring and stats facilities that uses data streams to log and control their subsystems, data stream mining becomes more and more vital. Hoeffding Trees (also called Very Fast Decision Trees a.k.a. VFDT) as a Big Data approach in dealing with the data stream for classification and regression problems showed good performance in handling facing challenges and making the possibility of any-time prediction. Although these methods outperform other methods e.g. Artificial Neural Networks (ANN) and Support Vector Regression (SVR), they suffer from high latency in adapting with new concepts when the statistical distribution of incoming data changes. In this article, we introduced a new algorithm that can detect and handle concept drift phenomenon properly. This algorithms also benefits from fast startup ability which helps systems to be able to predict faster than other algorithms at the beginning of data stream arrival. We also have shown that our approach will overperform other controversial approaches for classification and regression tasks.
Task2Vec: Task Embedding for Meta-Learning
Achille, Alessandro, Lam, Michael, Tewari, Rahul, Ravichandran, Avinash, Maji, Subhransu, Fowlkes, Charless, Soatto, Stefano, Perona, Pietro
We introduce a method to provide vectorial representations of visual classification tasks which can be used to reason about the nature of those tasks and their relations. Given a dataset with ground-truth labels and a loss function defined over those labels, we process images through a "probe network" and compute an embedding based on estimates of the Fisher information matrix associated with the probe network parameters. This provides a fixed-dimensional embedding of the task that is independent of details such as the number of classes and does not require any understanding of the class label semantics. We demonstrate that this embedding is capable of predicting task similarities that match our intuition about semantic and taxonomic relations between different visual tasks (e.g., tasks based on classifying different types of plants are similar) We also demonstrate the practical value of this framework for the meta-task of selecting a pre-trained feature extractor for a new task. We present a simple meta-learning framework for learning a metric on embeddings that is capable of predicting which feature extractors will perform well. Selecting a feature extractor with task embedding obtains a performance close to the best available feature extractor, while costing substantially less than exhaustively training and evaluating on all available feature extractors.