Statistical Learning
Disentangling by Factorising
We define and address the problem of unsupervised learning of disentangled representations on data generated from independent factors of variation. We propose FactorVAE, a method that disentangles by encouraging the distribution of representations to be factorial and hence independent across the dimensions. We show that it improves upon $\beta$-VAE by providing a better trade-off between disentanglement and reconstruction quality. Moreover, we highlight the problems of a commonly used disentanglement metric and introduce a new metric that does not suffer from them.
WHInter: A Working set algorithm for High-dimensional sparse second order Interaction models
Morvan, Marine Le, Vert, Jean-Philippe
Learning sparse linear models with two-way interactions is desirable in many application domains such as genomics. l1-regularised linear models are popular to estimate sparse models, yet standard implementations fail to address specifically the quadratic explosion of candidate two-way interactions in high dimensions, and typically do not scale to genetic data with hundreds of thousands of features. Here we present WHInter, a working set algorithm to solve large l1-regularised problems with two-way interactions for binary design matrices. The novelty of WHInter stems from a new bound to efficiently identify working sets while avoiding to scan all features, and on fast computations inspired from solutions to the maximum inner product search problem. We apply WHInter to simulated and real genetic data and show that it is more scalable and two orders of magnitude faster than the state of the art.
Online Machine Learning in Big Data Streams
Benczúr, András A., Kocsis, Levente, Pálovics, Róbert
The area of online machine learning in big data streams covers algorithms that are (1) distributed and (2) work from data streams with only a limited possibility to store past data. The first requirement mostly concerns software architectures and efficient algorithms. The second one also imposes nontrivial theoretical restrictions on the modeling methods: In the data stream model, older data is no longer available to revise earlier suboptimal modeling decisions as the fresh data arrives. In this article, we provide an overview of distributed software architectures and libraries as well as machine learning models for online learning. We highlight the most important ideas for classification, regression, recommendation, and unsupervised modeling from streaming data, and we show how they are implemented in various distributed data stream processing systems. This article is a reference material and not a survey. We do not attempt to be comprehensive in describing all existing methods and solutions; rather, we give pointers to the most important resources in the field. All related sub-fields, online algorithms, online learning, and distributed data processing are hugely dominant in current research and development with conceptually new research results and software components emerging at the time of writing. In this article, we refer to several survey results, both for distributed data processing and for online machine learning. Compared to past surveys, our article is different because we discuss recommender systems in extended detail.
Train on Validation: Squeezing the Data Lemon
Tennenholtz, Guy, Zahavy, Tom, Mannor, Shie
Model selection on validation data is an essential step in machine learning. While the mixing of data between training and validation is considered taboo, practitioners often violate it to increase performance. Here, we offer a simple, practical method for using the validation set for training, which allows for a continuous, controlled trade-off between performance and overfitting of model selection. We define the notion of on-average-validation-stable algorithms as one in which using small portions of validation data for training does not overfit the model selection process. We then prove that stable algorithms are also validation stable. Finally, we demonstrate our method on the MNIST and CIFAR-10 datasets using stable algorithms as well as state-of-the-art neural networks. Our results show significant increase in test performance with a minor trade-off in bias admitted to the model selection process.
Inferring relevant features: from QFT to PCA
In many-body physics, renormalization techniques are used to extract aspects of a statistical or quantum state that are relevant at large scale, or for low energy experiments. Recent works have proposed that these features can be formally identified as those perturbations of the states whose distinguishability most resist coarse-graining. Here, we examine whether this same strategy can be used to identify important features of an unlabeled dataset. This approach indeed results in a technique very similar to kernel PCA (principal component analysis), but with a kernel function that is automatically adapted to the data, or "learned". We test this approach on handwritten digits, and find that the most relevant features are significantly better for classification than those obtained from a simple gaussian kernel.
Decision-Based Adversarial Attacks: Reliable Attacks Against Black-Box Machine Learning Models
Brendel, Wieland, Rauber, Jonas, Bethge, Matthias
Many machine learning algorithms are vulnerable to almost imperceptible perturbations of their inputs. So far it was unclear how much risk adversarial perturbations carry for the safety of real-world machine learning applications because most methods used to generate such perturbations rely either on detailed model information (gradient-based attacks) or on confidence scores such as class probabilities (score-based attacks), neither of which are available in most real-world scenarios. In many such cases one currently needs to retreat to transfer-based attacks which rely on cumbersome substitute models, need access to the training data and can be defended against. Here we emphasise the importance of attacks which solely rely on the final model decision. Such decision-based attacks are (1) applicable to real-world black-box models such as autonomous cars, (2) need less knowledge and are easier to apply than transfer-based attacks and (3) are more robust to simple defences than gradient- or score-based attacks. Previous attacks in this category were limited to simple models or simple datasets. Here we introduce the Boundary Attack, a decision-based attack that starts from a large adversarial perturbation and then seeks to reduce the perturbation while staying adversarial. The attack is conceptually simple, requires close to no hyperparameter tuning, does not rely on substitute models and is competitive with the best gradient-based attacks in standard computer vision tasks like ImageNet. We apply the attack on two black-box algorithms from Clarifai.com. The Boundary Attack in particular and the class of decision-based attacks in general open new avenues to study the robustness of machine learning models and raise new questions regarding the safety of deployed machine learning systems. An implementation of the attack is available as part of Foolbox at https://github.com/bethgelab/foolbox .
How Wrong Am I? - Studying Adversarial Examples and their Impact on Uncertainty in Gaussian Process Machine Learning Models
Grosse, Kathrin, Pfaff, David, Smith, Michael Thomas, Backes, Michael
Machine learning models are vulnerable to Adversarial Examples: minor perturbations to input samples intended to deliberately cause misclassification. Current defenses against adversarial examples, especially for Deep Neural Networks (DNN), are primarily derived from empirical developments, and their security guarantees are often only justified retroactively. Many defenses therefore rely on hidden assumptions that are subsequently subverted by increasingly elaborate attacks. This is not surprising: deep learning notoriously lacks a comprehensive mathematical framework to provide meaningful guarantees. In this paper, we leverage Gaussian Processes to investigate adversarial examples in the framework of Bayesian inference. Across different models and datasets, we find deviating levels of uncertainty reflect the perturbation introduced to benign samples by state-of-the-art attacks, including novel white-box attacks on Gaussian Processes. Our experiments demonstrate that even unoptimized uncertainty thresholds already reject adversarial examples in many scenarios.
Supervising Unsupervised Learning
We introduce a framework to leverage knowledge acquired from a repository of (heterogeneous) supervised datasets to new unsupervised datasets. Our perspective avoids the subjectivity inherent in unsupervised learning by reducing it to supervised learning, and provides a principled way to evaluate unsupervised algorithms. We demonstrate the versatility of our framework via simple agnostic bounds on unsupervised problems. In the context of clustering, our approach helps choose the number of clusters and the clustering algorithm, remove the outliers, and provably circumvent the Kleinberg's impossibility result. Experimental results across hundreds of problems demonstrate improved performance on unsupervised data with simple algorithms, despite the fact that our problems come from heterogeneous domains. Additionally, our framework lets us leverage deep networks to learn common features from many such small datasets, and perform zero shot learning.
Variance-Reduced Stochastic Learning under Random Reshuffling
Ying, Bicheng, Yuan, Kun, Sayed, Ali H.
Several useful variance-reduced stochastic gradient algorithms, such as SVRG, SAGA, Finito, and SAG, have been proposed to minimize empirical risks with linear convergence properties to the exact minimizer. The existing convergence results assume uniform data sampling with replacement. However, it has been observed in related works that random reshuffling can deliver superior performance over uniform sampling and, yet, no formal proofs or guarantees of exact convergence exist for variance-reduced algorithms under random reshuffling. This paper makes two contributions. First, it resolves this open issue and provides the first theoretical guarantee of linear convergence under random reshuffling for SAGA; the argument is also adaptable to other variance-reduced algorithms. Second, under random reshuffling, the paper proposes a new amortized variance-reduced gradient (AVRG) algorithm with constant storage requirements compared to SAGA and with balanced gradient computations compared to SVRG. AVRG is also shown analytically to converge linearly.
Generalized Linear Models – Towards Data Science
It has been long time since I wrote the first machine learning for everyone article. From now on, I will try to publish articles more frequently. Quick Note: Unfortunately, Medium does not support mathematical type setting (Latex etc.), so I put mathematical formulas as images to articles and I have no idea, if equations look elegant in different devices. Today's topic is Generalized Linear Models, a bunch of general machine learning models for supervised learning problems(both for regression and classification). Let's start with linear regression models. I think, everyone has encountered linear regression models during his/her university years, in one way or another.