Statistical Learning
Zeroth-order (Non)-Convex Stochastic Optimization via Conditional Gradient and Gradient Updates
Balasubramanian, Krishnakumar, Ghadimi, Saeed
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization. Specifically, we propose generalizations of the conditional gradient algorithm achieving rates similar to the standard stochastic gradient algorithm using only zeroth-order information. Furthermore, under a structural sparsity assumption, we first illustrate an implicit regularization phenomenon where the standard stochastic gradient algorithm with zeroth-order information adapts to the sparsity of the problem at hand by just varying the step-size. Next, we propose a truncated stochastic gradient algorithm with zeroth-order information, whose rate depends only poly-logarithmically on the dimensionality.
FeatureAnalytics: An approach to derive relevant attributes for analyzing Android Malware
K, Deepa, G, Radhamani, P, Vinod, Shojafar, Mohammad, Kumar, Neeraj, Conti, Mauro
Ever increasing number of Android malware, has always been a concern for cybersecurity professionals. Even though plenty of anti-malware solutions exist, a rational and pragmatic approach for the same is rare and has to be inspected further. In this paper, we propose a novel two-set feature selection approach based on Rough Set and Statistical Test named as RSST to extract relevant system calls. To address the problem of higher dimensional attribute set, we derived suboptimal system call space by applying the proposed feature selection method to maximize the separability between malware and benign samples. Comprehensive experiments conducted on a dataset consisting of 3500 samples with 30 RSST derived essential system calls resulted in an accuracy of 99.9%, Area Under Curve (AUC) of 1.0, with 1% False Positive Rate (FPR). However, other feature selectors (Information Gain, CFsSubsetEval, ChiSquare, FreqSel and Symmetric Uncertainty) used in the domain of malware analysis resulted in the accuracy of 95.5% with 8.5% FPR. Besides, empirical analysis of RSST derived system calls outperform other attributes such as permissions, opcodes, API, methods, call graphs, Droidbox attributes and network traces.
Actionable Recourse in Linear Classification
Ustun, Berk, Spangher, Alexander, Liu, Yang
Classification models are often used to make decisions that affect humans: whether to approve a loan application, extend a job offer, or provide insurance. In such applications, individuals should have the ability to change the decision of the model. When a person is denied a loan by a credit scoring model, for example, they should be able to change the input variables of the model in a way that will guarantee approval. Otherwise, this person will be denied the loan so long as the model is deployed, and -- more importantly -- will lack agency over a decision that affects their livelihood. In this paper, we propose to audit a linear classification model in terms of recourse, which we define as the ability of a person to change the decision of the model through actionable input variables (e.g., income vs. gender, age, or marital status). We present an integer programming toolkit to: (i) measure the feasibility and difficulty of recourse in a target population; and (ii) generate a list of actionable changes for an individual to obtain a desired outcome. We demonstrate how our tools can inform practitioners, policymakers, and consumers by auditing credit scoring models built using real-world datasets. Our results illustrate how recourse can be significantly impacted by common modeling practices, and motivate the need to guarantee recourse as a policy objective for regulation in algorithmic decision-making.
In-Session Personalization for Talent Search
Geyik, Sahin Cem, Dialani, Vijay, Meng, Meng, Smith, Ryan
Previous efforts in recommendation of candidates for talent search followed the general pattern of receiving an initial search criteria and generating a set of candidates utilizing a pre-trained model. Traditionally, the generated recommendations are final, that is, the list of potential candidates is not modified unless the user explicitly changes his/her search criteria. In this paper, we are proposing a candidate recommendation model which takes into account the immediate feedback of the user, and updates the candidate recommendations at each step. This setting also allows for very uninformative initial search queries, since we pinpoint the user's intent due to the feedback during the search session. To achieve our goal, we employ an intent clustering method based on topic modeling which separates the candidate space into meaningful, possibly overlapping, subsets (which we call intent clusters) for each position. On top of the candidate segments, we apply a multi-armed bandit approach to choose which intent cluster is more appropriate for the current session. We also present an online learning scheme which updates the intent clusters within the session, due to user feedback, to achieve further personalization. Our offline experiments as well as the results from the online deployment of our solution demonstrate the benefits of our proposed methodology.
Towards Deep and Representation Learning for Talent Search at LinkedIn
Ramanath, Rohan, Inan, Hakan, Polatkan, Gungor, Hu, Bo, Guo, Qi, Ozcaglar, Cagri, Wu, Xianren, Kenthapadi, Krishnaram, Geyik, Sahin Cem
Talent search and recommendation systems at LinkedIn strive to match the potential candidates to the hiring needs of a recruiter or a hiring manager expressed in terms of a search query or a job posting. Recent work in this domain has mainly focused on linear models, which do not take complex relationships between features into account, as well as ensemble tree models, which introduce non-linearity but are still insufficient for exploring all the potential feature interactions, and strictly separate feature generation from modeling. In this paper, we present the results of our application of deep and representation learning models on LinkedIn Recruiter. Our key contributions include: (i) Learning semantic representations of sparse entities within the talent search domain, such as recruiter ids, candidate ids, and skill entity ids, for which we utilize neural network models that take advantage of LinkedIn Economic Graph, and (ii) Deep models for learning recruiter engagement and candidate response in talent search applications. We also explore learning to rank approaches applied to deep models, and show the benefits for the talent search use case. Finally, we present offline and online evaluation results for LinkedIn talent search and recommendation systems, and discuss potential challenges along the path to a fully deep model architecture. The challenges and approaches discussed generalize to any multi-faceted search engine.
Understanding K-means Clustering in Machine Learning
K-means clustering is one of the simplest and popular unsupervised machine learning algorithms. Typically, unsupervised algorithms make inferences from datasets using only input vectors without referring to known, or labelled, outcomes. AndreyBu, who has more than 5 years of machine learning experience and currently teaches people his skills, says that "the objective of K-means is simple: group similar data points together and discover underlying patterns. To achieve this objective, K-means looks for a fixed number (k) of clusters in a dataset." A cluster refers to a collection of data points aggregated together because of certain similarities. You'll define a target number k, which refers to the number of centroids you need in the dataset.
My Running Code from Andrew Ng's Machine Learning Intro
So instead, I've put this video together showing my code running. Topics covered broadly follow the course contents: * Linear Regression * Logistic Regression * Regularization * Hand-writing Recognition * Neural Networks * Support Vector Machines * Unsupervised Learning * Anomaly Detection * Recommender Systems Thanks for watching!
Kapil Sharma
Least squares estimates are often not very satisfactory due to their poor out-of-sample performance, especially when the model is overly complex with a lot of features. We can attribute this to low bias and large variance in least squares estimates. Additionally, when we have a lot of features in our model, it is harder to explain the features with the strongest effect or what we call the Big Picture. Hence, we might want to choose fewer features in order to trade a worse in-sample variance for a better out-of-sample prediction. Regularization is a method to shrink or drop coefficients/parameters from a model by imposing a penalty on their size.
Memory Efficient Experience Replay for Streaming Learning
Hayes, Tyler L., Cahill, Nathan D., Kanan, Christopher
In supervised machine learning, an agent is typically trained once and then deployed. While this works well for static settings, robots often operate in changing environments and must quickly learn new things from data streams. In this paradigm, known as streaming learning, a learner is trained online, in a single pass, from a data stream that cannot be assumed to be independent and identically distributed (iid). Streaming learning will cause conventional deep neural networks (DNNs) to fail for two reasons: 1) they need multiple passes through the entire dataset; and 2) non-iid data will cause catastrophic forgetting. An old fix to both of these issues is rehearsal. To learn a new example, rehearsal mixes it with previous examples, and then this mixture is used to update the DNN. Full rehearsal is slow and memory intensive because it stores all previously observed examples, and its effectiveness for preventing catastrophic forgetting has not been studied in modern DNNs. Here, we describe the ExStream algorithm for memory efficient rehearsal and compare it to alternatives. We find that full rehearsal can eliminate catastrophic forgetting in a variety of streaming learning settings, with ExStream performing well using far less memory and computation.
Curriculum-Based Neighborhood Sampling For Sequence Prediction
Neill, James O', Bollegala, Danushka
The task of multi-step ahead prediction in language models is challenging considering the discrepancy between training and testing. At test time, a language model is required to make predictions given past predictions as input, instead of the past targets that are provided during training. This difference, known as exposure bias, can lead to the compounding of errors along a generated sequence at test time. In order to improve generalization in neural language models and address compounding errors, we propose a curriculum learning based method that gradually changes an initially deterministic teacher policy to a gradually more stochastic policy, which we refer to as \textit{Nearest-Neighbor Replacement Sampling}. A chosen input at a given timestep is replaced with a sampled nearest neighbor of the past target with a truncated probability proportional to the cosine similarity between the original word and its top $k$ most similar words. This allows the teacher to explore alternatives when the teacher provides a sub-optimal policy or when the initial policy is difficult for the learner to model. The proposed strategy is straightforward, online and requires little additional memory requirements. We report our main findings on two language modelling benchmarks and find that the proposed approach performs particularly well when used in conjunction with scheduled sampling, that too attempts to mitigate compounding errors in language models.