Statistical Learning
Taking Human out of Learning Applications: A Survey on Automated Machine Learning
Quanming, Yao, Mengshuo, Wang, Hugo, Jair Escalante, Isabelle, Guyon, Yi-Qi, Hu, Yu-Feng, Li, Wei-Wei, Tu, Qiang, Yang, Yang, Yu
Machine learning techniques have deeply rooted in our everyday life. However, since it is knowledge- and labor-intensive to pursuit good learning performance, human experts are heavily engaged in every aspect of machine learning. In order to make machine learning techniques easier to apply and reduce the demand for experienced human experts, automatic machine learning~(AutoML) has emerged as a hot topic of both in industry and academy. In this paper, we provide a survey on existing AutoML works. First, we introduce and define the AutoML problem, with inspiration from both realms of automation and machine learning. Then, we propose a general AutoML framework that not only covers almost all existing approaches but also guides the design for new methods. Afterward, we categorize and review the existing works from two aspects, i.e., the problem setup and the employed techniques. Finally, we provide a detailed analysis of AutoML approaches and explain the reasons underneath their successful applications. We hope this survey can serve as not only an insightful guideline for AutoML beginners but also an inspiration for future researches.
Band gap prediction for large organic crystal structures with machine learning
Olsthoorn, Bart, Geilhufe, R. Matthias, Borysov, Stanislav S., Balatsky, Alexander V.
Machine learning models are capable of capturing the structure-property relationship from a dataset of computationally demanding ab initio calculations. In fact, machine learning models have reached chemical accuracy on small organic molecules contained in the popular QM9 dataset. At the same time, the domain of large crystal structures remains rather unexplored. Over the past two years, the Organic Materials Database (OMDB) has hosted a growing number of electronic properties of previously synthesized organic crystal structures. The complexity of the organic crystals contained within the OMDB, which have on average 85 atoms per unit cell, makes this database a challenging platform for machine learning applications. In this paper, we focus on predicting the band gap which represents one of the basic properties of a crystalline material. With this aim, we release a consistent dataset of 12500 crystal structures and their corresponding DFT band gap freely available for download at https://omdb.diracmaterials.org/dataset. We run two recent machine learning models, kernel ridge regression with the Smooth Overlap of Atomic Positions (SOAP) kernel and the deep learning model SchNet, on this new dataset and find that an ensemble of these two models reaches mean absolute error (MAE) of 0.361 eV, which corresponds to a percentage error of 12% on the average band gap of 3.03 eV. The models also provide chemical insights into the data. For example, by visualizing the SOAP kernel similarity between the crystals, different clusters of materials can be identified, such as organic metals or semiconductors. Finally, the trained models are employed to predict the band gap for 260092 materials contained within the Crystallography Open Database (COD) and made available online so the predictions can be obtained for any arbitrary crystal structure uploaded by a user.
From Gene Expression to Drug Response: A Collaborative Filtering Approach
Qian, Cheng, Sidiropoulos, Nicholas D., Amiridi, Magda, Emad, Amin
Predicting the response of cancer cells to drugs is an important problem in pharmacogenomics. Recent efforts in generation of large scale datasets profiling gene expression and drug sensitivity in cell lines have provided a unique opportunity to study this problem. However, one major challenge is the small number of samples (cell lines) compared to the number of features (genes) even in these large datasets. We propose a collaborative filtering (CF) like algorithm for modeling gene-drug relationship to identify patients most likely to benefit from a treatment. Due to the correlation of gene expressions in different cell lines, the gene expression matrix is approximately low-rank, which suggests that drug responses could be estimated from a reduced dimension latent space of the gene expression. Towards this end, we propose a joint low-rank matrix factorization and latent linear regression approach. Experiments with data from the Genomics of Drug Sensitivity in Cancer database are included to show that the proposed method can predict drug-gene associations better than the state-of-the-art methods.
On Controllable Sparse Alternatives to Softmax
Laha, Anirban, Chemmengath, Saneem A., Agrawal, Priyanka, Khapra, Mitesh M., Sankaranarayanan, Karthik, Ramaswamy, Harish G.
Converting an n-dimensional vector to a probability distribution over n objects is a commonly used component in many machine learning tasks like multiclass classification, multilabel classification, attention mechanisms etc. For this, several probability mapping functions have been proposed and employed in literature such as softmax, sum-normalization, spherical softmax, and sparsemax, but there is very little understanding in terms how they relate with each other. Further, none of the above formulations offer an explicit control over the degree of sparsity. To address this, we develop a unified framework that encompasses all these formulations as special cases. This framework ensures simple closed-form solutions and existence of sub-gradients suitable for learning via backpropagation. Within this framework, we propose two novel sparse formulations, sparsegen-lin and sparsehourglass, that seek to provide a control over the degree of desired sparsity. We further develop novel convex loss functions that help induce the behavior of aforementioned formulations in the multilabel classification setting, showing improved performance. We also demonstrate empirically that the proposed formulations, when used to compute attention weights, achieve better or comparable performance on standard seq2seq tasks like neural machine translation and abstractive summarization.
Dynamic Assortment Optimization with Changing Contextual Information
Chen, Xi, Wang, Yining, Zhou, Yuan
In this paper, we study the dynamic assortment optimization problem under a finite selling season of length $T$. At each time period, the seller offers an arriving customer an assortment of substitutable products under a cardinality constraint, and the customer makes the purchase among offered products according to a discrete choice model. Most existing work associates each product with a real-valued fixed mean utility and assumes a multinomial logit choice (MNL) model. In many practical applications, feature/contexutal information of products is readily available. In this paper, we incorporate the feature information by assuming a linear relationship between the mean utility and the feature. In addition, we allow the feature information of products to change over time so that the underlying choice model can also be non-stationary. To solve the dynamic assortment optimization under this changing contextual MNL model, we need to simultaneously learn the underlying unknown coefficient and makes the decision on the assortment. To this end, we develop an upper confidence bound (UCB) based policy and establish the regret bound on the order of $\widetilde O(d\sqrt{T})$, where $d$ is the dimension of the feature and $\widetilde O$ suppresses logarithmic dependence. We further established the lower bound $\Omega(d\sqrt{T}/K)$ where $K$ is the cardinality constraint of an offered assortment, which is usually small. When $K$ is a constant, our policy is optimal up to logarithmic factors. In the exploitation phase of the UCB algorithm, we need to solve a combinatorial optimization for assortment optimization based on the learned information. We further develop an approximation algorithm and an efficient greedy heuristic. The effectiveness of the proposed policy is further demonstrated by our numerical studies.
Scalable Laplacian K-modes
Ziko, Imtiaz Masud, Granger, Eric, Ayed, Ismail Ben
We advocate Laplacian K-modes for joint clustering and density mode finding, and propose a concave-convex relaxation of the problem, which yields a parallel algorithm that scales up to large datasets and high dimensions. We optimize a tight bound (auxiliary function) of our relaxation, which, at each iteration, amounts to computing an independent update for each cluster-assignment variable, with guaranteed convergence. Therefore, our bound optimizer can be trivially distributed for large-scale data sets. Furthermore, we show that the density modes can be obtained as byproducts of the assignment variables via simple maximum-value operations whose additional computational cost is linear in the number of data points. Our formulation does not need storing a full affinity matrix and computing its eigenvalue decomposition, neither does it perform expensive projection steps and Lagrangian-dual inner iterates for the simplex constraints of each point. Furthermore, unlike mean-shift, our density-mode estimation does not require inner-loop gradient-ascent iterates. It has a complexity independent of feature-space dimension, yields modes that are valid data points in the input set and is applicable to discrete domains as well as arbitrary kernels. We report comprehensive experiments over various data sets, which show that our algorithm yields very competitive performances in term of optimization quality (i.e., the value of the discrete-variable objective at convergence) and clustering accuracy.
Enhanced Ensemble Clustering via Fast Propagation of Cluster-wise Similarities
Huang, Dong, Wang, Chang-Dong, Peng, Hongxing, Lai, Jianhuang, Kwoh, Chee-Keong
Ensemble clustering has been a popular research topic in data mining and machine learning. Despite its significant progress in recent years, there are still two challenging issues in the current ensemble clustering research. First, most of the existing algorithms tend to investigate the ensemble information at the object-level, yet often lack the ability to explore the rich information at higher levels of granularity. Second, they mostly focus on the direct connections (e.g., direct intersection or pair-wise co-occurrence) in the multiple base clusterings, but generally neglect the multi-scale indirect relationship hidden in them. To address these two issues, this paper presents a novel ensemble clustering approach based on fast propagation of cluster-wise similarities via random walks. We first construct a cluster similarity graph with the base clusters treated as graph nodes and the cluster-wise Jaccard coefficient exploited to compute the initial edge weights. Upon the constructed graph, a transition probability matrix is defined, based on which the random walk process is conducted to propagate the graph structural information. Specifically, by investigating the propagating trajectories starting from different nodes, a new cluster-wise similarity matrix can be derived by considering the trajectory relationship. Then, the newly obtained cluster-wise similarity matrix is mapped from the cluster-level to the object-level to achieve an enhanced co-association (ECA) matrix, which is able to simultaneously capture the object-wise co-occurrence relationship as well as the multi-scale cluster-wise relationship in ensembles. Finally, two novel consensus functions are proposed to obtain the consensus clustering result. Extensive experiments on a variety of real-world datasets have demonstrated the effectiveness and efficiency of our approach.
Cluster Size Management in Multi-Stage Agglomerative Hierarchical Clustering of Acoustic Speech Segments
Lerato, Lerato, Niesler, Thomas
Agglomerative hierarchical clustering (AHC) requires only the similarity between objects to be known. This is attractive when clustering signals of varying length, such as speech, which are not readily represented in fixed-dimensional vector space. However, AHC is characterised by $O(N^2)$ space and time complexity, making it infeasible for partitioning large datasets. This has recently been addressed by an approach based on the iterative re-clustering of independent subsets of the larger dataset. We show that, due to its iterative nature, this procedure can sometimes lead to unchecked growth of individual subsets, thereby compromising its effectiveness. We propose the integration of a simple space management strategy into the iterative process, and show experimentally that this leads to no loss in performance in terms of F-measure while guaranteeing that a threshold space complexity is not breached.
Feature Trajectory Dynamic Time Warping for Clustering of Speech Segments
Lerato, Lerato, Niesler, Thomas
Dynamic time warping (DTW) can be used to compute the similarity between two sequences of generally differing length. We propose a modification to DTW that performs individual and independent pairwise alignment of feature trajectories. The modified technique, termed feature trajectory dynamic time warping (FTDTW), is applied as a similarity measure in the agglomerative hierarchical clustering of speech segments. Experiments using MFCC and PLP parametrisations extracted from TIMIT and from the Spoken Arabic Digit Dataset (SADD) show consistent and statistically significant improvements in the quality of the resulting clusters in terms of F-measure and normalised mutual information (NMI).
Pseudo-Bayesian Learning with Kernel Fourier Transform as Prior
Letarte, Gaël, Morvant, Emilie, Germain, Pascal
We revisit Rahimi and Recht (2007)'s kernel random Fourier features (RFF) method through the lens of the PAC-Bayesian theory. While the primary goal of RFF is to approximate a kernel, we look at the Fourier transform as a prior distribution over trigonometric hypotheses. It naturally suggests learning a posterior on these hypotheses. We derive generalization bounds that are optimized by learning a pseudo-posterior obtained from a closed-form expression. Based on this study, we consider two learning strategies: The first one finds a compact landmarks-based representation of the data where each landmark is given by a distribution-tailored similarity measure, while the second one provides a PAC-Bayesian justification to the kernel alignment method of Sinha and Duchi (2016).