Statistical Learning
The Pessimistic Limits and Possibilities of Margin-based Losses in Semi-supervised Learning
Consider a classification problem where we have both labeled and unlabeled data available. We show that for linear classifiers defined by convex margin-based surrogate losses that are decreasing, it is impossible to construct \emph{any} semi-supervised approach that is able to guarantee an improvement over the supervised classifier measured by this surrogate loss on the labeled and unlabeled data. For convex margin-based loss functions that also increase, we demonstrate safe improvements \emph{are} possible.
Enhancing the Accuracy and Fairness of Human Decision Making
Valera, Isabel, Singla, Adish, Rodriguez, Manuel Gomez
Societies often rely on human experts to take a wide variety of decisions affecting their members, from jail-or-release decisions taken by judges and stop-and-frisk decisions taken by police officers to accept-or-reject decisions taken by academics. In this context, each decision is taken by an expert who is typically chosen uniformly at random from a pool of experts. However, these decisions may be imperfect due to limited experience, implicit biases, or faulty probabilistic reasoning. Can we improve the accuracy and fairness of the overall decision making process by optimizing the assignment between experts and decisions? In this paper, we address the above problem from the perspective of sequential decision making and show that, for different fairness notions from the literature, it reduces to a sequence of (constrained) weighted bipartite matchings, which can be solved efficiently using algorithms with approximation guarantees. Moreover, these algorithms also benefit from posterior sampling to actively trade off exploitation---selecting expert assignments which lead to accurate and fair decisions---and exploration---selecting expert assignments to learn about the experts' preferences and biases. We demonstrate the effectiveness of our algorithms on both synthetic and real-world data and show that they can significantly improve both the accuracy and fairness of the decisions taken by pools of experts.
Distilled Wasserstein Learning for Word Embedding and Topic Modeling
Xu, Hongteng, Wang, Wenlin, Liu, Wei, Carin, Lawrence
We propose a novel Wasserstein method with a distillation mechanism, yielding joint learning of word embeddings and topics. The proposed method is based on the fact that the Euclidean distance between word embeddings may be employed as the underlying distance in the Wasserstein topic model. The word distributions of topics, their optimal transport to the word distributions of documents, and the embeddings of words are learned in a unified framework. When learning the topic model, we leverage a distilled ground-distance matrix to update the topic distributions and smoothly calculate the corresponding optimal transports. Such a strategy provides the updating of word embeddings with robust guidance, improving algorithm convergence. As an application, we focus on patient admission records, in which the proposed method embeds the codes of diseases and procedures and learns the topics of admissions, obtaining superior performance on clinically-meaningful disease network construction, mortality prediction as a function of admission codes, and procedure recommendation.
Bayesian Semi-supervised Learning with Graph Gaussian Processes
Ng, Yin Cheng, Colombo, Nicolรฒ, Silva, Ricardo
We propose a data-efficient Gaussian process-based Bayesian approach to the semi-supervised learning problem on graphs. The proposed model shows extremely competitive performance when compared to the state-of-the-art graph neural networks on semi-supervised learning benchmark experiments, and outperforms the neural networks in active learning experiments where labels are scarce. Furthermore, the model does not require a validation data set for early stopping to control over-fitting. Our model can be viewed as an instance of empirical distribution regression weighted locally by network connectivity. We further motivate the intuitive construction of the model with a Bayesian linear model interpretation where the node features are filtered by an operator related to the graph Laplacian. The method can be easily implemented by adapting off-the-shelf scalable variational inference algorithms for Gaussian processes.
Accelerated Stochastic Matrix Inversion: General Theory and Speeding up BFGS Rules for Faster Second-Order Optimization
Gower, Robert, Hanzely, Filip, Richtarik, Peter, Stich, Sebastian U.
We present the first accelerated randomized algorithm for solving linear systems in Euclidean spaces. One essential problem of this type is the matrix inversion problem. In particular, our algorithm can be specialized to invert positive definite matrices in such a way that all iterates (approximate solutions) generated by the algorithm are positive definite matrices themselves. This opens the way for many applications in the field of optimization and machine learning. As an application of our general theory, we develop the first accelerated (deterministic and stochastic) quasi-Newton updates. Our updates lead to provably more aggressive approximations of the inverse Hessian, and lead to speed-ups over classical non-accelerated rules in numerical experiments. Experiments with empirical risk minimization show that our rules can accelerate training of machine learning models.
Multivariate Time Series Imputation with Generative Adversarial Networks
Luo, Yonghong, Cai, Xiangrui, ZHANG, Ying, Xu, Jun, xiaojie, Yuan
Multivariate time series usually contain a large number of missing values, which hinders the application of advanced analysis methods on multivariate time series data. Conventional approaches to addressing the challenge of missing values, including mean/zero imputation, case deletion, and matrix factorization-based imputation, are all incapable of modeling the temporal dependencies and the nature of complex distribution in multivariate time series. In this paper, we treat the problem of missing value imputation as data generation. Inspired by the success of Generative Adversarial Networks (GAN) in image generation, we propose to learn the overall distribution of a multivariate time series dataset with GAN, which is further used to generate the missing values for each sample. Different from the image data, the time series data are usually incomplete due to the nature of data recording process. A modified Gate Recurrent Unit is employed in GAN to model the temporal irregularity of the incomplete time series. Experiments on two multivariate time series datasets show that the proposed model outperformed the baselines in terms of accuracy of imputation. Experimental results also showed that a simple model on the imputed data can achieve state-of-the-art results on the prediction tasks, demonstrating the benefits of our model in downstream applications.
Multi-Class Learning: From Theory to Algorithm
Li, Jian, Liu, Yong, Yin, Rong, Zhang, Hua, Ding, Lizhong, Wang, Weiping
In this paper, we study the generalization performance of multi-class classification and obtain a shaper data-dependent generalization error bound with fast convergence rate, substantially improving the state-of-art bounds in the existing data-dependent generalization analysis. The theoretical analysis motivates us to devise two effective multi-class kernel learning algorithms with statistical guarantees. Experimental results show that our proposed methods can significantly outperform the existing multi-class classification methods.
Hybrid Knowledge Routed Modules for Large-scale Object Detection
Jiang, ChenHan, Xu, Hang, Liang, Xiaodan, Lin, Liang
Abstract The dominant object detection approaches treat the recognition of each region separately and overlook crucial semantic correlations between objects in one scene. This paradigm leads to substantial performance drop when facing heavy long-tail problems, where very few samples are available for rare classes and plenty of confusing categories exists. We exploit diverse human commonsense knowledge for reasoning over large-scale object categories and reaching semantic coherency within one image. Particularly, we present Hybrid Knowledge Routed Modules (HKRM) that incorporates the reasoning routed by two kinds of knowledge forms: an explicit knowledge module for structured constraints that are summarized with linguistic knowledge (e.g. shared attributes, relationships) about concepts; and an implicit knowledge module that depicts some implicit constraints (e.g. common spatial layouts). By functioning over a region-to-region graph, both modules can be individualized and adapted to coordinate with visual patterns in each image, guided by specific knowledge forms. HKRM are light-weight, general-purpose and extensible by easily incorporating multiple knowledge to endow any detection networks the ability of global semantic reasoning. Experiments on large-scale object detection benchmarks show HKRM obtains around 34.5% improvement on VisualGenome (1000 categories) and 30.4% on ADE in terms of mAP.
Gradient Descent for Spiking Neural Networks
Huh, Dongsung, Sejnowski, Terrence J.
Most large-scale network models use neurons with static nonlinearities that produce analog output, despite the fact that information processing in the brain is predominantly carried out by dynamic neurons that produce discrete pulses called spikes. Research in spike-based computation has been impeded by the lack of efficient supervised learning algorithm for spiking neural networks. Here, we present a gradient descent method for optimizing spiking network models by introducing a differentiable formulation of spiking dynamics and deriving the exact gradient calculation. For demonstration, we trained recurrent spiking networks on two dynamic tasks: one that requires optimizing fast (~ millisecond) spike-based interactions for efficient encoding of information, and a delayed-memory task over extended duration (~ second). The results show that the gradient descent approach indeed optimizes networks dynamics on the time scale of individual spikes as well as on behavioral time scales. In conclusion, our method yields a general purpose supervised learning algorithm for spiking neural networks, which can facilitate further investigations on spike-based computations.
Geometry Based Data Generation
Lindenbaum, Ofir, Stanley, Jay, Wolf, Guy, Krishnaswamy, Smita
We propose a new type of generative model for high-dimensional data that learns a manifold geometry of the data, rather than density, and can generate points evenly along this manifold. This is in contrast to existing generative models that represent data density, and are strongly affected by noise and other artifacts of data collection. We demonstrate how this approach corrects sampling biases and artifacts, thus improves several downstream data analysis tasks, such as clustering and classification. Finally, we demonstrate that this approach is especially useful in biology where, despite the advent of single-cell technologies, rare subpopulations and gene-interaction relationships are affected by biased sampling. We show that SUGAR can generate hypothetical populations, and it is able to reveal intrinsic patterns and mutual-information relationships between genes on a single-cell RNA sequencing dataset of hematopoiesis.