Statistical Learning
META-DES.Oracle: Meta-learning and feature selection for ensemble selection
Cruz, Rafael M. O, Sabourin, Robert, Cavalcanti, George D. C.
The key issue in Dynamic Ensemble Selection (DES) is defining a suitable criterion for calculating the classifiers' competence. There are several criteria available to measure the level of competence of base classifiers, such as local accuracy estimates and ranking. However, using only one criterion may lead to a poor estimation of the classifier's competence. In order to deal with this issue, we have proposed a novel dynamic ensemble selection framework using meta-learning, called META-DES. An important aspect of the META-DES framework is that multiple criteria can be embedded in the system encoded as different sets of meta-features. However, some DES criteria are not suitable for every classification problem. For instance, local accuracy estimates may produce poor results when there is a high degree of overlap between the classes. Moreover, a higher classification accuracy can be obtained if the performance of the meta-classifier is optimized for the corresponding data. In this paper, we propose a novel version of the META-DES framework based on the formal definition of the Oracle, called META-DES.Oracle. The Oracle is an abstract method that represents an ideal classifier selection scheme. A meta-feature selection scheme using an overfitting cautious Binary Particle Swarm Optimization (BPSO) is proposed for improving the performance of the meta-classifier. The difference between the outputs obtained by the meta-classifier and those presented by the Oracle is minimized. Thus, the meta-classifier is expected to obtain results that are similar to the Oracle. Experiments carried out using 30 classification problems demonstrate that the optimization procedure based on the Oracle definition leads to a significant improvement in classification accuracy when compared to previous versions of the META-DES framework and other state-of-the-art DES techniques.
Data Poisoning Attack against Unsupervised Node Embedding Methods
Sun, Mingjie, Tang, Jian, Li, Huichen, Li, Bo, Xiao, Chaowei, Chen, Yao, Song, Dawn
Unsupervised node embedding methods (e.g., DeepWalk, LINE, and node2vec) have attracted growing interests given their simplicity and effectiveness. However, although these methods have been proved effective in a variety of applications, none of the existing work has analyzed the robustness of them. This could be very risky if these methods are attacked by an adversarial party. In this paper, we take the task of link prediction as an example, which is one of the most fundamental problems for graph analysis, and introduce a data positioning attack to node embedding methods. We give a complete characterization of attacker's utilities and present efficient solutions to adversarial attacks for two popular node embedding methods: DeepWalk and LINE. We evaluate our proposed attack model on multiple real-world graphs. Experimental results show that our proposed model can significantly affect the results of link prediction by slightly changing the graph structures (e.g., adding or removing a few edges). We also show that our proposed model is very general and can be transferable across different embedding methods. Finally, we conduct a case study on a coauthor network to better understand our attack method.
Communication Efficient Parallel Algorithms for Optimization on Manifolds
Saparbayeva, Bayan, Zhang, Michael Minyi, Lin, Lizhen
The last decade has witnessed an explosion in the development of models, theory and computational algorithms for "big data" analysis. In particular, distributed computing has served as a natural and dominating paradigm for statistical inference. However, the existing literature on parallel inference almost exclusively focuses on Euclidean data and parameters. While this assumption is valid for many applications, it is increasingly more common to encounter problems where the data or the parameters lie on a non-Euclidean space, like a manifold for example. Our work aims to fill a critical gap in the literature by generalizing parallel inference algorithms to optimization on manifolds. We show that our proposed algorithm is both communication efficient and carries theoretical convergence guarantees. In addition, we demonstrate the performance of our algorithm to the estimation of Fr\'echet means on simulated spherical data and the low-rank matrix completion problem over Grassmann manifolds applied to the Netflix prize data set.
Learning with SGD and Random Features
Carratino, Luigi, Rudi, Alessandro, Rosasco, Lorenzo
Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning. More precisely, we study the estimator defined by stochastic gradient with mini batches and random features. The latter can be seen as form of nonlinear sketching and used to define approximate kernel methods. The considered estimator is not explicitly penalized/constrained and regularization is implicit. Indeed, our study highlights how different parameters, such as number of features, iterations, step-size and mini-batch size control the learning properties of the solutions. We do this by deriving optimal finite sample bounds, under standard assumptions. The obtained results are corroborated and illustrated by numerical experiments.
On Meta-Learning for Dynamic Ensemble Selection
Cruz, Rafael M. O., Sabourin, Robert, Cavalcanti, George D. C.
In this paper, we propose a novel dynamic ensemble selection framework using meta-learning. The framework is divided into three steps. In the first step, the pool of classifiers is generated from the training data. The second phase is responsible to extract the meta-features and train the meta-classifier. Five distinct sets of meta-features are proposed, each one corresponding to a different criterion to measure the level of competence of a classifier for the classification of a given query sample. The meta-features are computed using the training data and used to train a meta-classifier that is able to predict whether or not a base classifier from the pool is competent enough to classify an input instance. Three different training scenarios for the training of the meta-classifier are considered: problem-dependent, problem-independent and hybrid. Experimental results show that the problem-dependent scenario provides the best result. In addition, the performance of the problem-dependent scenario is strongly correlated with the recognition rate of the system. A comparison with state-of-the-art techniques shows that the proposed-dependent approach outperforms current dynamic ensemble selection techniques.
META-DES.H: a dynamic ensemble selection technique using meta-learning and a dynamic weighting approach
Cruz, Rafael M. O., Sabourin, Robert, Cavalcanti, George D. C.
In Dynamic Ensemble Selection (DES) techniques, only the most competent classifiers are selected to classify a given query sample. Hence, the key issue in DES is how to estimate the competence of each classifier in a pool to select the most competent ones. In order to deal with this issue, we proposed a novel dynamic ensemble selection framework using meta-learning, called META-DES. The framework is divided into three steps. In the first step, the pool of classifiers is generated from the training data. In the second phase the meta-features are computed using the training data and used to train a meta-classifier that is able to predict whether or not a base classifier from the pool is competent enough to classify an input instance. In this paper, we propose improvements to the training and generalization phase of the META-DES framework. In the training phase, we evaluate four different algorithms for the training of the meta-classifier. For the generalization phase, three combination approaches are evaluated: Dynamic selection, where only the classifiers that attain a certain competence level are selected; Dynamic weighting, where the meta-classifier estimates the competence of each classifier in the pool, and the outputs of all classifiers in the pool are weighted based on their level of competence; and a hybrid approach, in which first an ensemble with the most competent classifiers is selected, after which the weights of the selected classifiers are estimated in order to be used in a weighted majority voting scheme. Experiments are carried out on 30 classification datasets. Experimental results demonstrate that the changes proposed in this paper significantly improve the recognition accuracy of the system in several datasets.
Gradient descent, how neural networks learn Deep learning, chapter 2
Subscribe for more (part 3 will be on backpropagation): http://3b1b.co/subscribe Funding provided by Amplify Partners and viewers like you. His post on Neural networks and topology is particular beautiful, but honestly all of the stuff there is great. And if you like that, you'll *love* the publications at distill: https://distill.pub/ For more videos, Welch Labs also has some great series on machine learning: https://youtu.be/i8D90DkCLhI
Contrastive Multivariate Singular Spectrum Analysis
Dirie, Abdi-Hakin, Abid, Abubakar, Zou, James
We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a target time series dataset in a way that evinces the sub-signals that are enhanced in the target dataset, as opposed to only those that account for the greatest variance. This shifts the goal from finding signals that explain the most variance to signals that matter the most to the analyst. We demonstrate our method on an illustrative synthetic example, as well as show the utility of our method in the downstream clustering of electrocardiogram signals from the public MHEALTH dataset.
Model parameter estimation using coherent structure coloring
Schlueter-Kuck, Kristy L., Dabiri, John O.
Lagrangian data assimilation is a complex problem in oceanic and atmospheric modeling. Tracking drifters in large-scale geophysical flows can involve uncertainty in drifter location, complex inertial effects, and other factors which make comparing them to simulated Lagrangian trajectories from numerical models extremely challenging. Temporal and spatial discretization, factors necessary in modeling large scale flows, also contribute to separation between real and simulated drifter trajectories. The chaotic advection inherent in these turbulent flows tends to separate even closely spaced tracer particles, making error metrics based solely on drifter displacements unsuitable for estimating model parameters. We propose to instead use error in the coherent structure coloring (CSC) field to assess model skill. The CSC field provides a spatial representation of the underlying coherent patterns in the flow, and we show that it is a more robust metric for assessing model accuracy. Through the use of two test cases, one considering spatial uncertainty in particle initialization, and one examining the influence of stochastic error along a trajectory and temporal discretization, we show that error in the coherent structure coloring field can be used to accurately determine single or multiple simultaneously unknown model parameters, whereas a conventional error metric based on error in drifter displacement fails. Because the CSC field enhances the difference in error between correct and incorrect model parameters, error minima in model parameter sweeps become more distinct. The effectiveness and robustness of this method for single and multi-parameter estimation in analytical flows suggests that Lagrangian data assimilation for real oceanic and atmospheric models would benefit from a similar approach.