DBSCAN may not be sufficient when the input data type is heterogeneous in terms of textual description. When we aim to discover clusters of geo-tagged records relevant to a particular point-of-interest (POI) on social media, examining only one type of input data (e.g., the tweets relevant to a POI) may draw an incomplete picture of clusters due to noisy regions. To overcome this problem, we introduce DBSTexC, a newly defined density-based clustering algorithm using spatio--textual information. We first characterize POI-relevant and POI-irrelevant tweets as the texts that include and do not include a POI name or its semantically coherent variations, respectively. By leveraging the proportion of POI-relevant and POI-irrelevant tweets, the proposed algorithm demonstrates much higher clustering performance than the DBSCAN case in terms of $\mathcal{F}_1$ score and its variants. While DBSTexC performs exactly as DBSCAN with the textually homogeneous inputs, it far outperforms DBSCAN with the textually heterogeneous inputs. Furthermore, to further improve the clustering quality by fully capturing the geographic distribution of tweets, we present fuzzy DBSTexC (F-DBSTexC), an extension of DBSTexC, which incorporates the notion of fuzzy clustering into the DBSTexC. We then demonstrate the robustness of F-DBSTexC via intensive experiments. The computational complexity of our algorithms is also analytically and numerically shown.

In this paper, we study robust large-scale distributed learning in the presence of saddle points in non-convex loss functions. We consider the Byzantine setting where some worker machines may have abnormal or even arbitrary and adversarial behavior. We argue that in the Byzantine setting, optimizing a non-convex function and escaping saddle points become much more challenging, even when robust gradient estimators are used. We develop ByzantinePGD, a robust and communication-efficient algorithm that can provably escape saddle points and converge to approximate local minimizers. The iteration complexity of our algorithm in the Byzantine setting matches that of standard gradient descent in the usual setting. We further provide three robust aggregation subroutines that can be used in ByzantinePGD, including median, trimmed mean, and iterative filtering. We characterize their performance in statistical settings, and argue for their near-optimality in different regimes including the high dimensional setting.

Motivated by safety-critical applications, test-time attacks on classifiers via adversarial examples has recently received a great deal of attention. However, there is a general lack of understanding on why adversarial examples arise; whether they originate due to inherent properties of data or due to lack of training samples remains ill-understood. In this work, we introduce a theoretical framework analogous to bias-variance theory for understanding these effects. We use our framework to analyze the robustness of a canonical non-parametric classifier - the k-nearest neighbors. Our analysis shows that its robustness properties depend critically on the value of k - the classifier may be inherently non-robust for small k, but its robustness approaches that of the Bayes Optimal classifier for fast-growing k. We propose a novel modified 1-nearest neighbor classifier, and guarantee its robustness in the large sample limit. Our experiments suggest that this classifier may have good robustness properties even for reasonable data set sizes.

Many complex domains, such as robotics control and real-time strategy (RTS) games, require an agent to learn a continuous control. In the former, an agent learns a policy over $\mathbb{R}^d$ and in the latter, over a discrete set of actions each of which is parametrized by a continuous parameter. Such problems are naturally solved using policy based reinforcement learning (RL) methods, but unfortunately these often suffer from high variance leading to instability and slow convergence. We show that in many cases a substantial portion of the variance in policy gradient estimators is completely unnecessary and can be eliminated without introducing bias. Unnecessary variance is introduced whenever policies over bounded action spaces are modeled using distributions with unbounded support, by applying a transformation $T$ to the sampled action before execution in the environment. Recent works have studied variance reduced policy gradients for actions in bounded intervals, but to date no variance reduced methods exist when the action is a direction -- constrained to the unit sphere -- something often seen in RTS games. To address these challenges we: (1) introduce a stochastic policy gradient method for directional control; (2) introduce the marginal policy gradient framework, a powerful technique to obtain variance reduced policy gradients for arbitrary $T$; (3) show that marginal policy gradients are guaranteed to reduce variance, quantifying that reduction exactly; (4) validate our framework by applying the methods to a popular RTS game and a navigation task, demonstrating improvement over a policy gradient baseline.

We study constrained nonconvex optimization problems in machine learning, signal processing, and stochastic control. It is well-known that these problems can be rewritten to a minimax problem in a Lagrangian form. However, due to the lack of convexity, their landscape is not well understood and how to find the stable equilibria of the Lagrangian function is still unknown. To bridge the gap, we study the landscape of the Lagrangian function. Further, we define a special class of Lagrangian functions. They enjoy two properties: 1.Equilibria are either stable or unstable (Formal definition in Section 2); 2.Stable equilibria correspond to the global optima of the original problem. We show that a generalized eigenvalue (GEV) problem, including canonical correlation analysis and other problems, belongs to the class. Specifically, we characterize its stable and unstable equilibria by leveraging an invariant group and symmetric property (more details in Section 3). Motivated by these neat geometric structures, we propose a simple, efficient, and stochastic primal-dual algorithm solving the online GEV problem. Theoretically, we provide sufficient conditions, based on which we establish an asymptotic convergence rate and obtain the first sample complexity result for the online GEV problem by diffusion approximations, which are widely used in applied probability and stochastic control. Numerical results are provided to support our theory.

We propose a simple and easy to implement neural network compression algorithm that achieves results competitive with more complicated state-of-the-art methods. The key idea is to modify the original optimization problem by adding K independent Gaussian priors (corresponding to the k-means objective) over the network parameters to achieve parameter quantization, as well as an L1 penalty to achieve pruning. Unlike many existing quantization-based methods, our method uses hard clustering assignments of network parameters, which adds minimal change or overhead to standard network training. We also demonstrate experimentally that tying neural network parameters provides less gain in generalization performance than changing network architecture and connectivity patterns entirely.

DNA is perceived as a sequence over the letters {A, C, G, T }, the alphabet of nucleotides. This sequence constitutes the code that acts as a blueprint for all processes taking place in a cell. But beyond merely reflecting primary sequence, DNA is a molecule, which implies that DNA assumes spatial structure and shape. The spatial organization of DNA is achieved by integrating ("recruiting") other molecules, the histone proteins, that help to assume the correct spatial configuration. The combination of DNA and helper molecules is called chromatin; the spatial configuration of the chromatin, finally, defines the functional properties of local areas of the DNA [de Graaf and van Steensel, 2013]. Chromatin can assume several function-defining epigenetic states, where states vary along the genome [Ernst et al., 2011]. The key determinant for spatial configuration is the underlying primary DNA sequence: sequential patterns are responsible for recruiting histone proteins and their chemical modifications, which in turn give rise to or even define the chromatin states. The exact configuration of the chromatin and its interplay with the underlying raw DNA sequence are under active research.

One of the current issues in Brain-Computer Interface is how to deal with noisy Electroencephalography measurements organized as multidimensional datasets. On the other hand, recently, significant advances have been made in multidimensional signal completion algorithms that exploit tensor decomposition models to capture the intricate relationship among entries in a multidimensional signal. We propose to use tensor completion applied to EEG data for improving the classification performance in a motor imagery BCI system with corrupted measurements. Noisy measurements are considered as unknowns that are inferred from a tensor decomposition model. We evaluate the performance of four recently proposed tensor completion algorithms plus a simple interpolation strategy, first with random missing entries and then with missing samples constrained to have a specific structure (random missing channels), which is a more realistic assumption in BCI Applications. We measured the ability of these algorithms to reconstruct the tensor from observed data. Then, we tested the classification accuracy of imagined movement in a BCI experiment with missing samples. We show that for random missing entries, all tensor completion algorithms can recover missing samples increasing the classification performance compared to a simple interpolation approach. For the random missing channels case, we show that tensor completion algorithms help to reconstruct missing channels, significantly improving the accuracy in the classification of motor imagery, however, not at the same level as clean data. Tensor completion algorithms are useful in real BCI applications. The proposed strategy could allow using motor imagery BCI systems even when EEG data is highly affected by missing channels and/or samples, avoiding the need of new acquisitions in the calibration stage.

In (Franceschi et al., 2018) we proposed a unified mathematical framework, grounded on bilevel programming, that encompasses gradient-based hyperparameter optimization and meta-learning. We formulated an approximate version of the problem where the inner objective is solved iteratively, and gave sufficient conditions ensuring convergence to the exact problem. In this work we show how to optimize learning rates, automatically weight the loss of single examples and learn hyper-representations with Far-HO, a software package based on the popular deep learning framework TensorFlow that allows to seamlessly tackle both HO and ML problems.

A good classification method should yield more accurate results than simple heuristics. But there are classification problems, especially high-dimensional ones like the ones based on image/video data, for which simple heuristics can work quite accurately; the structure of the data in such problems is easy to uncover without any sophisticated or computationally expensive method. On the other hand, some problems have a structure that can only be found with sophisticated pattern recognition methods. We are interested in quantifying the difficulty of a given high-dimensional pattern recognition problem. We consider the case where the patterns come from two pre-determined classes and where the objects are represented by points in a high-dimensional vector space. However, the framework we propose is extendable to an arbitrarily large number of classes. We propose classification benchmarks based on simple random projection heuristics. Our benchmarks are 2D curves parameterized by the classification error and computational cost of these simple heuristics. Each curve divides the plane into a "positive- gain" and a "negative-gain" region. The latter contains methods that are ill-suited for the given classification problem. The former is divided into two by the curve asymptote; methods that lie in the small region under the curve but right of the asymptote merely provide a computational gain but no structural advantage over the random heuristics. We prove that the curve asymptotes are optimal (i.e. at Bayes error) in some cases, and thus no sophisticated method can provide a structural advantage over the random heuristics. Such classification problems, an example of which we present in our numerical experiments, provide poor ground for testing new pattern classification methods.