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 Statistical Learning


Deep learning with differential Gaussian process flows

arXiv.org Machine Learning

We propose a novel deep learning paradigm of differential flows that learn a stochastic differential equation transformations of inputs prior to a standard classification or regression function. The key property of differential Gaussian processes is the warping of inputs through infinitely deep, but infinitesimal, differential fields, that generalise discrete layers into a dynamical system. We demonstrate state-of-the-art results that exceed the performance of deep Gaussian processes and neural networks.


Particle Filtering Methods for Stochastic Optimization with Application to Large-Scale Empirical Risk Minimization

arXiv.org Machine Learning

There is a recent interest in developing statistical filtering methods for stochastic optimization (FSO) by leveraging a probabilistic perspective of the incremental proximity methods (IPMs). The existent FSO methods are derived based on the Kalman filter (KF) and extended KF (EKF). Different with classical stochastic optimization methods such as the stochastic gradient descent (SGD) and typical IPMs, such KF-type algorithms possess a desirable property, namely they do not require pre-scheduling of the learning rate for convergence. However, on the other side, they have inherent limitations inherited from the nature of KF mechanisms. It is a consensus that the class of particle filters (PFs) outperforms the KF and its variants remarkably for nonlinear and/or non-Gaussian statistical filtering tasks. Hence, it is natural to ask if the FSO methods can benefit from the PF theory to get around of the limitations of the KF-type IPMs. We provide an affirmative answer to the aforementioned question by developing three PF based SO (PFSO) algorithms. We also provide a discussion of relationships among (1) PF methods designed for stochastic dynamic filtering; (2) PF methods designed for static parameter estimation; and (3) our PFSO algorithms. For performance evaluation, we apply the proposed algorithms to solve a least-square fitting problem using simulated dataset, and the empirical risk minimization (ERM) problem in binary classification using real datasets. The experimental results demonstrate that our algorithms outperform remarkably existent methods in terms of numerical stability, convergence speed, classification error rate and flexibility in handling different types of models and loss functions.


Scikit-Learn: A silver bullet for basic machine learning

#artificialintelligence

Scikit-Learn is python's core machine learning package that has most of the necessary modules to support a basic machine learning project. The library provides a unified API (Application Programming Interface) for practitioners to ease the use of machine learning algorithms with only writing a few lines to accomplish the predictive or classification task. One of the few libraries in python which has kept to the promise of maintaining the algorithm and interface layer simple and not complicating it to cover the entire machine learning feature landscape. The package is written heavily in python, and it incorporates C libraries like LibSVM and LibLinear for support vector machines and generalized linear model implementation. The package depends on Pandas (mainly for the dataframe processes), numpy (for the ndarray construct) and scipy (for sparse matrices).


Hierarchical Attention Networks for Knowledge Base Completion via Joint Adversarial Training

arXiv.org Artificial Intelligence

Knowledge Base (KB) completion, which aims to determine missing relation between entities, has raised increasing attention in recent years. Most existing methods either focus on the positional relationship between entity pair and single relation (1-hop path) in semantic space or concentrate on the joint probability of Random Walks on multi-hop paths among entities. However, they do not fully consider the intrinsic relationships of all the links among entities. By observing that the single relation and multi-hop paths between the same entity pair generally contain shared/similar semantic information, this paper proposes a novel method to capture the shared features between them as the basis for inferring missing relations. To capture the shared features jointly, we develop Hierarchical Attention Networks (HANs) to automatically encode the inputs into low-dimensional vectors, and exploit two partial parameter-shared components, one for feature source discrimination and the other for determining missing relations. By joint Adversarial Training (AT) the entire model, our method minimizes the classification error of missing relations, and ensures the source of shared features are difficult to discriminate in the meantime. The AT mechanism encourages our model to extract features that are both discriminative for missing relation prediction and shareable between single relation and multi-hop paths. We extensively evaluate our method on several large-scale KBs for relation completion. Experimental results show that our method consistently outperforms the baseline approaches. In addition, the hierarchical attention mechanism and the feature extractor in our model can be well interpreted and utilized in the related downstream tasks.


PRETZEL: Opening the Black Box of Machine Learning Prediction Serving Systems

arXiv.org Machine Learning

Machine Learning models are often composed of pipelines of transformations. While this design allows to efficiently execute single model components at training time, prediction serving has different requirements such as low latency, high throughput and graceful performance degradation under heavy load. Current prediction serving systems consider models as black boxes, whereby prediction-time-specific optimizations are ignored in favor of ease of deployment. In this paper, we present PRETZEL, a prediction serving system introducing a novel white box architecture enabling both end-to-end and multi-model optimizations. Using production-like model pipelines, our experiments show that PRETZEL is able to introduce performance improvements over different dimensions; compared to state-of-the-art approaches PRETZEL is on average able to reduce 99th percentile latency by 5.5x while reducing memory footprint by 25x, and increasing throughput by 4.7x.


A New Theory for Sketching in Linear Regression

arXiv.org Machine Learning

Large datasets create opportunities as well as analytic challenges. A recent development is to use random projection or sketching methods for dimension reduction in statistics and machine learning. In this work, we study the statistical performance of sketching algorithms for linear regression. Suppose we randomly project the data matrix and the outcome using a random sketching matrix reducing the sample size, and do linear regression on the resulting data. How much do we lose compared to the original linear regression? The existing theory does not give a precise enough answer, and this has been a bottleneck for using random projections in practice. In this paper, we introduce a new mathematical approach to the problem, relying on very recent results from asymptotic random matrix theory and free probability theory. This is a perfect fit, as the sketching matrices are random in practice. We allow the dimension and sample sizes to have an arbitrary ratio. We study the most popular sketching methods in a unified framework, including random projection methods (Gaussian and iid projections, uniform orthogonal projections, subsampled randomized Hadamard transforms), as well as sampling methods (including uniform, leverage-based, and greedy sampling). We find precise and simple expressions for the accuracy loss of these methods. These go beyond classical Johnson-Lindenstrauss type results, because they are exact, instead of being bounds up to constants. Our theoretical formulas are surprisingly accurate in extensive simulations and on two empirical datasets.


Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains

arXiv.org Machine Learning

This paper develops a low-nonnegative-rank approximation method to identify the state aggregation structure of a finite-state Markov chain under an assumption that the state space can be mapped into a handful of meta-states. The number of meta-states is characterized by the nonnegative rank of the Markov transition matrix. Motivated by the success of the nuclear norm relaxation in low rank minimization problems, we propose an atomic regularizer as a convex surrogate for the nonnegative rank and formulate a convex optimization problem. Because the atomic regularizer itself is not computationally tractable, we instead solve a sequence of problems involving a nonnegative factorization of the Markov transition matrices by using the proximal alternating linearized minimization method. Two methods for adjusting the rank of factorization are developed so that local minima are escaped. One is to append an additional column to the factorized matrices, which can be interpreted as an approximation of a negative subgradient step. The other is to reduce redundant dimensions by means of linear combinations. Overall, the proposed algorithm very likely converges to the global solution. The efficiency and statistical properties of our approach are illustrated on synthetic data. We also apply our state aggregation algorithm on a Manhattan transportation data set and make extensive comparisons with an existing method.


Convex Hull Approximation of Nearly Optimal Lasso Solutions

arXiv.org Machine Learning

In an ordinary feature selection procedure, a set of important features is obtained by solving an optimization problem such as the Lasso regression problem, and we expect that the obtained features explain the data well. In this study, instead of the single optimal solution, we consider finding a set of diverse yet nearly optimal solutions. To this end, we formulate the problem as finding a small number of solutions such that the convex hull of these solutions approximates the set of nearly optimal solutions. The proposed algorithm consists of two steps: First, we randomly sample the extreme points of the set of nearly optimal solutions. Then, we select a small number of points using a greedy algorithm. The experimental results indicate that the proposed algorithm can approximate the solution set well. The results also indicate that we can obtain Lasso solutions with a large diversity.


A Comprehensive Survey of Deep Learning for Image Captioning

arXiv.org Machine Learning

These sources contain images that viewers would have to interpret themselves. Most images do not have a description, but the human can largely understand them without their detailed captions. However, machine needs to interpret some form of image captions if humans need automatic image captions from it. Image captioning is important for many reasons. For example, they can be used for automatic image indexing. Image indexing is important for Content-Based Image Retrieval (CBIR) and therefore, it can be applied to many areas, including biomedicine, commerce, the military, education, digital libraries, and web searching. Social media platforms such as Facebook and Twitter can directly generate descriptions from images. The descriptions can include where we are (e.g., beach, cafe), what we wear and importantly what we are doing there.


Average Margin Regularization for Classifiers

arXiv.org Machine Learning

Adversarial robustness has become an important research topic given empirical demonstrations on the lack of robustness of deep neural networks. Unfortunately, recent theoretical results suggest that adversarial training induces a strict tradeoff between classification accuracy and adversarial robustness. In this paper, we propose and then study a new regularization for any margin classifier or deep neural network. We motivate this regularization by a novel generalization bound that shows a tradeoff in classifier accuracy between maximizing its margin and average margin. We thus call our approach an average margin (AM) regularization, and it consists of a linear term added to the objective. We theoretically show that for certain distributions AM regularization can both improve classifier accuracy and robustness to adversarial attacks. We conclude by using both synthetic and real data to empirically show that AM regularization can strictly improve both accuracy and robustness for support vector machine's (SVM's) and deep neural networks, relative to unregularized classifiers and adversarially trained classifiers.