Statistical Learning
Stability of Topic Modeling via Matrix Factorization
Belford, Mark, Mac Namee, Brian, Greene, Derek
Topic models can provide us with an insight into the underlying latent structure of a large corpus of documents. A range of methods have been proposed in the literature, including probabilistic topic models and techniques based on matrix factorization. However, in both cases, standard implementations rely on stochastic elements in their initialization phase, which can potentially lead to different results being generated on the same corpus when using the same parameter values. This corresponds to the concept of "instability" which has previously been studied in the context of $k$-means clustering. In many applications of topic modeling, this problem of instability is not considered and topic models are treated as being definitive, even though the results may change considerably if the initialization process is altered. In this paper we demonstrate the inherent instability of popular topic modeling approaches, using a number of new measures to assess stability. To address this issue in the context of matrix factorization for topic modeling, we propose the use of ensemble learning strategies. Based on experiments performed on annotated text corpora, we show that a K-Fold ensemble strategy, combining both ensembles and structured initialization, can significantly reduce instability, while simultaneously yielding more accurate topic models.
On the Definiteness of Earth Mover's Distance Yields and Its Relation to Set Intersection
Gardner, Andrew, Duncan, Christian A., Kanno, Jinko, Selmic, Rastko R.
Positive definite kernels are an important tool in machine learning that enable efficient solutions to otherwise difficult or intractable problems by implicitly linearizing the problem geometry. In this paper we develop a set-theoretic interpretation of the Earth Mover's Distance (EMD) and propose Earth Mover's Intersection (EMI), a positive definite analog to EMD for sets of different sizes. We provide conditions under which EMD or certain approximations to EMD are negative definite. We also present a positive-definite-preserving transformation that can be applied to any kernel and can also be used to derive positive definite EMD-based kernels and show that the Jaccard index is simply the result of this transformation. Finally, we evaluate kernels based on EMI and the proposed transformation versus EMD in various computer vision tasks and show that EMD is generally inferior even with indefinite kernel techniques.
Python Overtaking R?
I just read two articles that claim that Python is overtaking R for data science and machine learning. From user comments, I learned that R is still strong in certain tasks. I will survey what these tasks are. The first article by Vincent Granville from DSC uses proxy metrics (as opposed to asking the users). He uses statistics from Google Trends, Indeed job search terms, and Analytic Talent (DSC job database) to conclude that Python has overtaken R. One is led to ask if one group of users (say Python's) is a more active googler.
Building Machine Learning Model is fun using Orange - Analytics Vidhya
In the growing market of Data Science, there are quite some details that people miss out on. These are tools or techniques that can make you a better performer in the field and also ease your efforts and help you focus on the analytics rather than the trivialities. Here, I will introduce you to another GUI based tool โ Orange. This tool is great for beginners who wish to visualize patterns and understand their data without really knowing how to code. In my previous article, I presented you another GUI based tool KNIME, follow this link to learn about it further.
Variable Annealing Length and Parallelism in Simulated Annealing
In this paper, we propose: (a) a restart schedule for an adaptive simulated annealer, and (b) parallel simulated annealing, with an adaptive and parameter-free annealing schedule. The foundation of our approach is the Modified Lam annealing schedule, which adaptively controls the temperature parameter to track a theoretically ideal rate of acceptance of neighboring states. A sequential implementation of Modified Lam simulated annealing is almost parameter-free. However, it requires prior knowledge of the annealing length. We eliminate this parameter using restarts, with an exponentially increasing schedule of annealing lengths. We then extend this restart schedule to parallel implementation, executing several Modified Lam simulated annealers in parallel, with varying initial annealing lengths, and our proposed parallel annealing length schedule. To validate our approach, we conduct experiments on an NP-Hard scheduling problem with sequence-dependent setup constraints. We compare our approach to fixed length restarts, both sequentially and in parallel. Our results show that our approach can achieve substantial performance gains, throughout the course of the run, demonstrating our approach to be an effective anytime algorithm.
Simultaneously Learning Neighborship and Projection Matrix for Supervised Dimensionality Reduction
Pang, Yanwei, Zhou, Bo, Nie, Feiping
Explicitly or implicitly, most of dimensionality reduction methods need to determine which samples are neighbors and the similarity between the neighbors in the original highdimensional space. The projection matrix is then learned on the assumption that the neighborhood information (e.g., the similarity) is known and fixed prior to learning. However, it is difficult to precisely measure the intrinsic similarity of samples in high-dimensional space because of the curse of dimensionality. Consequently, the neighbors selected according to such similarity might and the projection matrix obtained according to such similarity and neighbors are not optimal in the sense of classification and generalization. To overcome the drawbacks, in this paper we propose to let the similarity and neighbors be variables and model them in low-dimensional space. Both the optimal similarity and projection matrix are obtained by minimizing a unified objective function. Nonnegative and sum-to-one constraints on the similarity are adopted. Instead of empirically setting the regularization parameter, we treat it as a variable to be optimized. It is interesting that the optimal regularization parameter is adaptive to the neighbors in low-dimensional space and has intuitive meaning. Experimental results on the YALE B, COIL-100, and MNIST datasets demonstrate the effectiveness of the proposed method.
Roll-back Hamiltonian Monte Carlo
Yi, Kexin, Doshi-Velez, Finale
We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target distribution, and therefore does not perform its full power on truncated distributions due to lack of continuity and differentiability. In our framework, we introduce a sharp sigmoid factor in the density function to approximate the probability drop at the truncation boundary. The target potential function is approximated by a new potential which smoothly extends to the entire sample space. HMC is then performed on the approximate potential. While our method is easy to implement and applies to a wide range of problems, it also achieves comparable computational efficiency on various sampling tasks compared to other baseline methods. RBHMC also gives rise to a new approach for Bayesian inference on constrained spaces.
A Brief Introduction to Machine Learning for Engineers
Department of Informatics, King's College London; osvaldo.simeone@kcl.ac.uk ABSTRACT This monograph aims at providing an introduction to key concepts, algorithms, and theoretical frameworks in machine learning, including supervised and unsupervised learning, statistical learning theory, probabilistic graphical models and approximate inference. The intended readership consists of electrical engineers with a background in probability and linear algebra. The treatment builds on first principles, and organizes the main ideas according to clearly defined categories, such as discriminative and generative models, frequentist and Bayesian approaches, exact and approximate inference, directed and undirected models, and convex and non-convex optimization. The mathematical framework uses information-theoretic measures as a unifying tool. The text offers simple and reproducible numerical examples providing insights into key motivations and conclusions. Rather than providing exhaustive details on the existing myriad solutions in each specific category, for which the reader is referred to textbooks and papers, this monograph is meant as an entry point for an engineer into the literature on machine learning.
Crowdsourcing Predictors of Residential Electric Energy Usage
Wagy, Mark D., Bongard, Josh C., Bagrow, James P., Hines, Paul D. H.
Crowdsourcing has been successfully applied in many domains including astronomy, cryptography and biology. In order to test its potential for useful application in a Smart Grid context, this paper investigates the extent to which a crowd can contribute predictive hypotheses to a model of residential electric energy consumption. In this experiment, the crowd generated hypotheses about factors that make one home different from another in terms of monthly energy usage. To implement this concept, we deployed a web-based system within which 627 residential electricity customers posed 632 questions that they thought predictive of energy usage. While this occurred, the same group provided 110,573 answers to these questions as they accumulated. Thus users both suggested the hypotheses that drive a predictive model and provided the data upon which the model is built. We used the resulting question and answer data to build a predictive model of monthly electric energy consumption, using random forest regression. Because of the sparse nature of the answer data, careful statistical work was needed to ensure that these models are valid. The results indicate that the crowd can generate useful hypotheses, despite the sparse nature of the dataset.