Statistical Learning
Fully Implicit Online Learning
Song, Chaobing, Liu, Ji, Liu, Han, Jiang, Yong, Zhang, Tong
Regularized online learning is widely used in machine learning applications. In this paper we analyze a class of regularized online algorithms without linearizing the loss function or the regularizer, which we call \emph{fully implicit online learning} (FIOL). We show that the FIOL algorithm admits a better regret than the linearization approximate algorithm if each iteration in FIOL can be solved exactly. Then we show that by exploring the structure of a large class of loss functions and regularizers, the computational complexity of FIOL in each iteration is comparable to its linearized part, even if no closed-form solution exists. Experiments validate the proposed approaches.
High Performance Visual Tracking with Circular and Structural Operators
Gao, Peng, Ma, Yipeng, Song, Ke, Li, Chao, Wang, Fei, Xiao, Liyi, Zhang, Yan
In this paper, a novel circular and structural operator tracker (CSOT) is proposed for high performance visual tracking, it not only possesses the powerful discriminative capability of SOSVM but also efficiently inherits the superior computational efficiency of DCF. Based on the proposed circular and structural operators, a set of primal confidence score maps can be obtained by circular correlating feature maps with their corresponding structural correlation filters. Furthermore, an implicit interpolation is applied to convert the multi-resolution feature maps to the continuous domain and make all primal confidence score maps have the same spatial resolution. Then, we exploit an efficient ensemble post-processor based on relative entropy, which can coalesce primal confidence score maps and create an optimal confidence score map for more accurate localization. The target is localized on the peak of the optimal confidence score map. Besides, we introduce a collaborative optimization strategy to update circular and structural operators by iteratively training structural correlation filters, which significantly reduces computational complexity and improves robustness. Experimental results demonstrate that our approach achieves state-of-the-art performance in mean AUC scores of 71.5% and 69.4% on the OTB-2013 and OTB-2015 benchmarks respectively, and obtains a third-best expected average overlap (EAO) score of 29.8% on the VOT-2017 benchmark.
MaaSim: A Liveability Simulation for Improving the Quality of Life in Cities
Woszczyk, Dominika, Spanakis, Gerasimos
Urbanism is no longer planned on paper thanks to powerful models and 3D simulation platforms. However, current work is not open to the public and lacks an optimisation agent that could help in decision making. This paper describes the creation of an open-source simulation based on an existing Dutch liveability score with a built-in AI module. Features are selected using feature engineering and Random Forests. Then, a modified scoring function is built based on the former liveability classes. The score is predicted using Random Forest for regression and achieved a recall of 0.83 with 10-fold cross-validation. Afterwards, Exploratory Factor Analysis is applied to select the actions present in the model. The resulting indicators are divided into 5 groups, and 12 actions are generated. The performance of four optimisation algorithms is compared, namely NSGA-II, PAES, SPEA2 and eps-MOEA, on three established criteria of quality: cardinality, the spread of the solutions, spacing, and the resulting score and number of turns. Although all four algorithms show different strengths, eps-MOEA is selected to be the most suitable for this problem. Ultimately, the simulation incorporates the model and the selected AI module in a GUI written in the Kivy framework for Python. Tests performed on users show positive responses and encourage further initiatives towards joining technology and public applications.
Adaptive Minimax Regret against Smooth Logarithmic Losses over High-Dimensional $\ell_1$-Balls via Envelope Complexity
Miyaguchi, Kohei, Yamanishi, Kenji
We develop a new theoretical framework, the \emph{envelope complexity}, to analyze the minimax regret with logarithmic loss functions and derive a Bayesian predictor that adaptively achieves the minimax regret over high-dimensional $\ell_1$-balls within a factor of two. The prior is newly derived for achieving the minimax regret and called the \emph{spike-and-tails~(ST) prior} as it looks like. The resulting regret bound is so simple that it is completely determined with the smoothness of the loss function and the radius of the balls except with logarithmic factors, and it has a generalized form of existing regret/risk bounds. In the preliminary experiment, we confirm that the ST prior outperforms the conventional minimax-regret prior under non-high-dimensional asymptotics.
Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity
We develop model-based methods for solving stochastic convex optimization problems, introducing the approximate-proximal point, or \aProx, family, which includes stochastic subgradient, proximal point, and bundle methods. When the modeling approaches we propose are appropriately accurate, the methods enjoy stronger convergence and robustness guarantees than classical approaches, even though the model-based methods typically add little to no computational overhead over stochastic subgradient methods. For example, we show that improved models converge with probability 1 and enjoy optimal asymptotic normality results under weak assumptions; these methods are also adaptive to a natural class of what we term easy optimization problems, achieving linear convergence under appropriate strong growth conditions on the objective. Our substantial experimental investigation shows the advantages of more accurate modeling over standard subgradient methods across many smooth and non-smooth optimization problems.
Embedding Geographic Locations for Modelling the Natural Environment using Flickr Tags and Structured Data
Jeawak, Shelan S., Jones, Christopher B., Schockaert, Steven
Meta-data from photo-sharing websites such as Flickr can be used to obtain rich bag-of-words descriptions of geographic locations, which have proven valuable, among others, for modelling and predicting ecological features. One important insight from previous work is that the descriptions obtained from Flickr tend to be complementary to the structured information that is available from traditional scientific resources. To better integrate these two diverse sources of information, in this paper we consider a method for learning vector space embeddings of geographic locations. We show experimentally that this method improves on existing approaches, especially in cases where structured information is available.
Global Convergence of EM Algorithm for Mixtures of Two Component Linear Regression
Kwon, Jeongyeol, Caramanis, Constantine
The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that EM enjoys global convergence for Gaussian Mixture Models. For Mixed Regression, however, only local convergence results have been established, and those only for the high SNR regime. We show here that EM converges for mixed linear regression with two components (it is known not to converge for three or more), and moreover that this convergence holds for random initialization.
Faster k-Medoids Clustering: Improving the PAM, CLARA, and CLARANS Algorithms
Schubert, Erich, Rousseeuw, Peter J.
Clustering non-Euclidean data is difficult, and one of the most used algorithms besides hierarchical clustering is the popular algorithm PAM, partitioning around medoids, also known as k-medoids. In Euclidean geometry the mean--as used in k-means--is a good estimator for the cluster center, but this does not hold for arbitrary dissimilarities. PAM uses the medoid instead, the object with the smallest dissimilarity to all others in the cluster. This notion of centrality can be used with any (dis-)similarity, and thus is of high relevance to many domains such as biology that require the use of Jaccard, Gower, or even more complex distances. A key issue with PAM is, however, its high run time cost. In this paper, we propose modifications to the PAM algorithm where at the cost of storing O(k) additional values, we can achieve an O(k)-fold speedup in the second ("SWAP") phase of the algorithm, but will still find the same results as the original PAM algorithm. If we slightly relax the choice of swaps performed (while retaining comparable quality), we can further accelerate the algorithm by performing up to k swaps in each iteration. We also show how the CLARA and CLARANS algorithms benefit from this modification. In experiments on real data with k=100, we observed a 200 fold speedup compared to the original PAM SWAP algorithm, making PAM applicable to larger data sets, and in particular to higher k.
Temporal Convolutional Memory Networks for Remaining Useful Life Estimation of Industrial Machinery
Jayasinghe, Lahiru, Samarasinghe, Tharaka, Yuen, Chau, Ge, Shuzhi Sam
Accurately estimating the remaining useful life (RUL) of industrial machinery is beneficial in many real-world applications. Estimation techniques have mainly utilized linear models or neural network based approaches with a focus on short term time dependencies. This paper introduces a system model that incorporates temporal convolutions with both long term and short term time dependencies. The proposed network learns salient features and complex temporal variations in sensor values, and predicts the RUL. A data augmentation method is used for increased accuracy. The proposed method is compared with several state-of-the-art algorithms on publicly available datasets. It demonstrates promising results, with superior results for datasets obtained from complex environments.
Learning Grid-like Units with Vector Representation of Self-Position and Matrix Representation of Self-Motion
Gao, Ruiqi, Xie, Jianwen, Zhu, Song-Chun, Wu, Ying Nian
This paper proposes a model for learning grid-like units for spatial awareness and navigation. In this model, the self-position of the agent is represented by a vector, and the self-motion of the agent is represented by a block-diagonal matrix. Each component of the vector is a unit (or a cell). The model consists of the following two sub-models. (1) Motion sub-model. The movement from the current position to the next position is modeled by matrix-vector multiplication, i.e., multiplying the matrix representation of the motion to the current vector representation of the position in order to obtain the vector representation of the next position. (2) Localization sub-model. The adjacency between any two positions is a monotone decreasing function of their Euclidean distance, and the adjacency is modeled by the inner product between the vector representations of the two positions. Both sub-models can be implemented by neural networks. The motion sub-model is a recurrent network with dynamic weight matrix, and the localization sub-model is a feedforward network. The model can be learned by minimizing a loss function that combines the loss functions of the two sub-models. The learned units exhibit grid-like patterns (as well as stripe patterns) in all 1D, 2D and 3D environments. The learned model can be used for path integral and path planning. Moreover, the learned representation is capable of error correction.