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 Statistical Learning


Quicker ADC : Unlocking the hidden potential of Product Quantization with SIMD

arXiv.org Artificial Intelligence

Efficient Nearest Neighbor (NN) search in high-dimensional spaces is a foundation of many multimedia retrieval systems. A common approach is to rely on Product Quantization that allows storing large vector databases in memory and also allows efficient distance computations. Yet, implementations of nearest neighbor search with Product Quantization have their performance limited by the many memory accesses they perform. Following this observation, Andr\'e et al. proposed more efficient implementations of $m\times{}4$ product quantizers (PQ) leveraging specific SIMD instructions. Quicker ADC contributes additional implementations not limited to $m\times{}4$ codes and relying on AVX-512, the latest revision of SIMD instruction set. In doing so, Quicker ADC faces the challenge of using efficiently 5,6 and 7-bit shuffles that do not align to computer bytes or words. To this end, we introduce (i) irregular product quantizers combining sub-quantizers of different granularity and (ii) split tables allowing lookup tables larger than registers. We evaluate Quicker ADC with multiple indexes including Inverted Multi-Indexes and IVF HNSW and show that it outperforms FAISS PQ implementation and optimization (i.e., Polysemous codes) for numerous configurations. Finally, we open-source at http://github.com/technicolor-research/faiss-quickeradc a fork of FAISS that includes Quicker ADC.


A Survey of Hierarchy Identification in Social Networks

arXiv.org Artificial Intelligence

Humans are social by nature. Throughout history, people have formed communities and built relationships. Most relationships with coworkers, friends, and family are developed during face-to-face interactions. These relationships are established through explicit means of communications such as words and implicit such as intonation, body language, etc. By analyzing human interactions we can derive information about the relationships and influence among conversation participants. However, with the development of the Internet, people started to communicate through text in online social networks. Interestingly, they brought their communicational habits to the Internet. Many social network users form relationships with each other and establish communities with leaders and followers. Recognizing these hierarchical relationships is an important task because it will help to understand social networks and predict future trends, improve recommendations, better target advertisement, and improve national security by identifying leaders of anonymous terror groups. In this work, I provide an overview of current research in this area and present the state-of-the-art approaches to deal with the problem of identifying hierarchical relationships in social networks.


Deep Metric Transfer for Label Propagation with Limited Annotated Data

arXiv.org Artificial Intelligence

We study object recognition under the constraint that each object class is only represented by very few observations. In such cases, naive supervised learning would lead to severe over-fitting in deep neural networks due to limited training data. We tackle this problem by creating much more training data through label propagation from the few labeled examples to a vast collection of unannotated images. Our main insight is that such a label propagation scheme can be highly effective when the similarity metric used for propagation is learned and transferred from other related domains with lots of data. We test our approach on semi-supervised learning, transfer learning and few-shot recognition, where we learn our similarity metric using various supervised/unsupervised pretraining methods, and transfer it to unlabeled data across different data distributions. By taking advantage of unlabeled data in this way, we achieve significant improvements on all three tasks. Notably, our approach outperforms current state-of-the-art techniques by an absolute $20\%$ for semi-supervised learning on CIFAR10, $10\%$ for transfer learning from ImageNet to CIFAR10, and $6\%$ for few-shot recognition on mini-ImageNet, when labeled examples are limited.


A Bayesian Additive Model for Understanding Public Transport Usage in Special Events

arXiv.org Machine Learning

Public special events, like sports games, concerts and festivals are well known to create disruptions in transportation systems, often catching the operators by surprise. Although these are usually planned well in advance, their impact is difficult to predict, even when organisers and transportation operators coordinate. The problem highly increases when several events happen concurrently. To solve these problems, costly processes, heavily reliant on manual search and personal experience, are usual practice in large cities like Singapore, London or Tokyo. This paper presents a Bayesian additive model with Gaussian process components that combines smart card records from public transport with context information about events that is continuously mined from the Web. We develop an efficient approximate inference algorithm using expectation propagation, which allows us to predict the total number of public transportation trips to the special event areas, thereby contributing to a more adaptive transportation system. Furthermore, for multiple concurrent event scenarios, the proposed algorithm is able to disaggregate gross trip counts into their most likely components related to specific events and routine behavior. Using real data from Singapore, we show that the presented model outperforms the best baseline model by up to 26% in R2 and also has explanatory power for its individual components.


Reliable Agglomerative Clustering

arXiv.org Machine Learning

We analyze the general behavior of agglomerative clustering methods, and argue that their strategy yields establishment of a new reliable linkage at each step. However, in order to provide adaptive, density-consistent and flexible solutions, we propose to extract all the reliable linkages at each step, instead of the smallest one. This leads to a new agglomerative clustering strategy, called reliable agglomerative clustering, which similar to the standard agglomerative variant can be applied with all common criteria. Moreover, we prove that this strategy with the \emph{single} linkage criterion yields a minimum spanning tree algorithm. We perform experiments on several real-world datasets to demonstrate the superior performance of this strategy, compared to the standard alternative.


A General Approach to Domain Adaptation with Applications in Astronomy

arXiv.org Machine Learning

The ability to build a model on a source task and subsequently adapt such model on a new target task is a pervasive need in many astronomical applications. The problem is generally known as transfer learning in machine learning, where domain adaptation is a popular scenario. An example is to build a predictive model on spectroscopic data to identify Supernovae IA, while subsequently trying to adapt such model on photometric data. In this paper we propose a new general approach to domain adaptation that does not rely on the proximity of source and target distributions. Instead we simply assume a strong similarity in model complexity across domains, and use active learning to mitigate the dependency on source examples. Our work leads to a new formulation for the likelihood as a function of empirical error using a theoretical learning bound; the result is a novel mapping from generalization error to a likelihood estimation. Results using two real astronomical problems, Supernova Ia classification and identification of Mars landforms, show two main advantages with our approach: increased accuracy performance and substantial savings in computational cost.


Multi-Output Gaussian Processes for Crowdsourced Traffic Data Imputation

arXiv.org Machine Learning

Traffic speed data imputation is a fundamental challenge for data-driven transport analysis. In recent years, with the ubiquity of GPS-enabled devices and the widespread use of crowdsourcing alternatives for the collection of traffic data, transportation professionals increasingly look to such user-generated data for many analysis, planning, and decision support applications. However, due to the mechanics of the data collection process, crowdsourced traffic data such as probe-vehicle data is highly prone to missing observations, making accurate imputation crucial for the success of any application that makes use of that type of data. In this article, we propose the use of multi-output Gaussian processes (GPs) to model the complex spatial and temporal patterns in crowdsourced traffic data. While the Bayesian nonparametric formalism of GPs allows us to model observation uncertainty, the multi-output extension based on convolution processes effectively enables us to capture complex spatial dependencies between nearby road segments. Using 6 months of crowdsourced traffic speed data or "probe vehicle data" for several locations in Copenhagen, the proposed approach is empirically shown to significantly outperform popular state-of-the-art imputation methods.


Heteroscedastic Gaussian processes for uncertainty modeling in large-scale crowdsourced traffic data

arXiv.org Machine Learning

Accurately modeling traffic speeds is a fundamental part of efficient intelligent transportation systems. Nowadays, with the widespread deployment of GPSenabled devices, it has become possible to crowdsource the collection of speed information to road users (e.g. through mobile applications or dedicated in-vehicle devices). Despite its rather wide spatial coverage, crowdsourced speed data also brings very important challenges, such as the highly variable measurement noise in the data due to a variety of driving behaviors and sample sizes. When not properly accounted for, this noise can severely compromise any application that relies on accurate traffic data. In this article, we propose the use of heteroscedastic Gaussian processes (HGP) to model the time-varying uncertainty in large-scale crowdsourced traffic data. Furthermore, we develop a HGP conditioned on sample size and traffic regime (SRC-HGP), which makes use of sample size information (probe vehicles per minute) as well as previous observed speeds, in order to more accurately model the uncertainty in observed speeds. Using 6 months of crowdsourced traffic data from Copenhagen, we empirically show that the proposed heteroscedastic models produce significantly better predictive distributions when compared to current state-of-the-art methods for both speed imputation and short-term forecasting tasks. Keywords: Gaussian processes, heteroscedastic models, traffic data, crowdsourcing, uncertainty modeling, forecasting, imputation, floating car data 1. Introduction Modeling traffic speeds is an essential task for developing intelligent transportation systems, because it provides real-time and anticipatory information about the performance of the network. This information is not only essential for traffic managers, since it allows them to properly allocate resources (e.g. The role of accurate traffic speed modeling is even more significant when we consider innovative car-sharing, autonomous vehicles and connected vehicles technologies (Tajalli & Hajbabaie, 2018), where inappropriate routing of vehicles and poor system-wide optimization and coordination can have severe adverse effects in the behavior of the road network (e.g., congestion and poor quality of service) and, ultimately, it can be decisive to the adoption of these technologies. There are two main sources of traffic speed data: static traffic sensors located at fixed location and GPS sensors from floating vehicles.


Robust Estimation of Causal Effects via High-Dimensional Covariate Balancing Propensity Score

arXiv.org Machine Learning

In this paper, we propose a robust method to estimate the average treatment effects in observational studies when the number of potential confounders is possibly much greater than the sample size. We first use a class of penalized M-estimators for the propensity score and outcome models. We then calibrate the initial estimate of the propensity score by balancing a carefully selected subset of covariates that are predictive of the outcome. Finally, the estimated propensity score is used to construct the inverse probability weighting estimator. We prove that the proposed estimator, which has the sample boundedness property, is root-n consistent, asymptotically normal, and semiparametrically efficient when the propensity score model is correctly specified and the outcome model is linear in covariates. More importantly, we show that our estimator remains root-n consistent and asymptotically normal so long as either the propensity score model or the outcome model is correctly specified. We provide valid confidence intervals in both cases and further extend these results to the case where the outcome model is a generalized linear model. In simulation studies, we find that the proposed methodology often estimates the average treatment effect more accurately than the existing methods. We also present an empirical application, in which we estimate the average causal effect of college attendance on adulthood political participation. Open-source software is available for implementing the proposed methodology.


Low-rank Interaction with Sparse Additive Effects Model for Large Data Frames

arXiv.org Machine Learning

Many applications of machine learning involve the analysis of large data frames-matrices collecting heterogeneous measurements (binary, numerical, counts, etc.) across samples-with missing values. Low-rank models, as studied by Udell et al. [30], are popular in this framework for tasks such as visualization, clustering and missing value imputation. Yet, available methods with statistical guarantees and efficient optimization do not allow explicit modeling of main additive effects such as row and column, or covariate effects. In this paper, we introduce a low-rank interaction and sparse additive effects (LORIS) model which combines matrix regression on a dictionary and low-rank design, to estimate main effects and interactions simultaneously. We provide statistical guarantees in the form of upper bounds on the estimation error of both components. Then, we introduce a mixed coordinate gradient descent (MCGD) method which provably converges sub-linearly to an optimal solution and is computationally efficient for large scale data sets. We show on simulated and survey data that the method has a clear advantage over current practices, which consist in dealing separately with additive effects in a preprocessing step.