Statistical Learning
Data Science
While data science has emerged as an ambitious new scientific field, related debates and discussions have sought to address why science in general needs data science and what even makes data science a science. Following a comprehensive literature review,5,6,10,11,12,15,18 I offer a number of observations concerning big data and the data science debate. For example, discussion has covered not only data-related disciplines and domains like statistics, computing, and informatics but traditionally less data-related fields and areas like social science and business management as well. Data science has thus emerged as a new inter- and cross-disciplinary field. Although many publications are available, most (likely over 95%) concern existing concepts and topics in statistics, data mining, machine learning, and broad data analytics. This limited view demonstrates how data science has emerged from existing core disciplines, particularly statistics, computing, and informatics. The abuse, misuse, and overuse of the term "data science" is ubiquitous, contributing to the hype, and myths and pitfalls are common.4 While specific challenges have been covered,13,16 few scholars have addressed the low-level complexities and problematic nature of data science or contributed deep insight about the intrinsic challenges, directions, and opportunities of data science as an emerging field. Data science promises new opportunities for scientific research, addressing, say, "What can I do now but could not do before, as when processing large-scale data?"; "What did I do before that does not work now, as in methods that view data objects as independent and identically distributed variables (IID)?"; "What problems not solved well previously are becoming even more complex, as when quantifying complex behavioral data?"; and "What could I not do better before, as in deep analytics and learning?"
Intro -- Starting AI w/ fast.ai โ Wayne Nixalo โ Medium
I found www.fast.ai in April 2017 and was a bit blown away. An AI course focused on actually getting things done? I was just finishing Yaser Abu-Mostafa's CS1156x'Learning from Data' on edX, and while a great theoretical course, it did cut down a lot of my enthusiasm for Machine Learning. I guess learning to code in Python while writing Linear Regression models by hand has that effect. What really got me about Jeremy Howard's'Practical Deep Learning I' (which I'll call FAI01/FADL1) was that, over and over again, he'd explain a thing, you'd go do it, and all of a sudden you're catapulted to the forefront of applied ML.
A Robust Multi-Batch L-BFGS Method for Machine Learning
Berahas, Albert S., Takรกฤ, Martin
This paper describes an implementation of the L-BFGS method designed to deal with two adversarial situations. The first occurs in distributed computing environments where some of the computational nodes devoted to the evaluation of the function and gradient are unable to return results on time. A similar challenge occurs in a multi-batch approach in which the data points used to compute function and gradients are purposely changed at each iteration to accelerate the learning process. Difficulties arise because L-BFGS employs gradient differences to update the Hessian approximations, and when these gradients are computed using different data points the updating process can be unstable. This paper shows how to perform stable quasi-Newton updating in the multi-batch setting, studies the convergence properties for both convex and nonconvex functions, and illustrates the behavior of the algorithm in a distributed computing platform on binary classification logistic regression and neural network training problems that arise in machine learning.
Dynamic Clustering Algorithms via Small-Variance Analysis of Markov Chain Mixture Models
Campbell, Trevor, Kulis, Brian, How, Jonathan
Bayesian nonparametrics are a class of probabilistic models in which the model size is inferred from data. A recently developed methodology in this field is small-variance asymptotic analysis, a mathematical technique for deriving learning algorithms that capture much of the flexibility of Bayesian nonparametric inference algorithms, but are simpler to implement and less computationally expensive. Past work on small-variance analysis of Bayesian nonparametric inference algorithms has exclusively considered batch models trained on a single, static dataset, which are incapable of capturing time evolution in the latent structure of the data. This work presents a small-variance analysis of the maximum a posteriori filtering problem for a temporally varying mixture model with a Markov dependence structure, which captures temporally evolving clusters within a dataset. Two clustering algorithms result from the analysis: D-Means, an iterative clustering algorithm for linearly separable, spherical clusters; and SD-Means, a spectral clustering algorithm derived from a kernelized, relaxed version of the clustering problem. Empirical results from experiments demonstrate the advantages of using D-Means and SD-Means over contemporary clustering algorithms, in terms of both computational cost and clustering accuracy.
General Latent Feature Modeling for Data Exploration Tasks
Valera, Isabel, Pradier, Melanie F., Ghahramani, Zoubin
This paper introduces a general Bayesian non- parametric latent feature model suitable to per- form automatic exploratory analysis of heterogeneous datasets, where the attributes describing each object can be either discrete, continuous or mixed variables. The proposed model presents several important properties. First, it accounts for heterogeneous data while can be inferred in linear time with respect to the number of objects and attributes. Second, its Bayesian nonparametric nature allows us to automatically infer the model complexity from the data, i.e., the number of features necessary to capture the latent structure in the data. Third, the latent features in the model are binary-valued variables, easing the interpretability of the obtained latent features in data exploration tasks.
Probabilistic Graphical Models for Credibility Analysis in Evolving Online Communities
One of the major hurdles preventing the full exploitation of information from online communities is the widespread concern regarding the quality and credibility of user-contributed content. Prior works in this domain operate on a static snapshot of the community, making strong assumptions about the structure of the data (e.g., relational tables), or consider only shallow features for text classification. To address the above limitations, we propose probabilistic graphical models that can leverage the joint interplay between multiple factors in online communities --- like user interactions, community dynamics, and textual content --- to automatically assess the credibility of user-contributed online content, and the expertise of users and their evolution with user-interpretable explanation. To this end, we devise new models based on Conditional Random Fields for different settings like incorporating partial expert knowledge for semi-supervised learning, and handling discrete labels as well as numeric ratings for fine-grained analysis. This enables applications such as extracting reliable side-effects of drugs from user-contributed posts in healthforums, and identifying credible content in news communities. Online communities are dynamic, as users join and leave, adapt to evolving trends, and mature over time. To capture this dynamics, we propose generative models based on Hidden Markov Model, Latent Dirichlet Allocation, and Brownian Motion to trace the continuous evolution of user expertise and their language model over time. This allows us to identify expert users and credible content jointly over time, improving state-of-the-art recommender systems by explicitly considering the maturity of users. This also enables applications such as identifying helpful product reviews, and detecting fake and anomalous reviews with limited information.
Robust Kronecker-Decomposable Component Analysis for Low-Rank Modeling
Bahri, Mehdi, Panagakis, Yannis, Zafeiriou, Stefanos
Dictionary learning and component analysis are part of one of the most well-studied and active research fields, at the intersection of signal and image processing, computer vision, and statistical machine learning. In dictionary learning, the current methods of choice are arguably K-SVD and its variants, which learn a dictionary (i.e., a decomposition) for sparse coding via Singular Value Decomposition. In robust component analysis, leading methods derive from Principal Component Pursuit (PCP), which recovers a low-rank matrix from sparse corruptions of unknown magnitude and support. However, K-SVD is sensitive to the presence of noise and outliers in the training set. Additionally, PCP does not provide a dictionary that respects the structure of the data (e.g., images), and requires expensive SVD computations when solved by convex relaxation. In this paper, we introduce a new robust decomposition of images by combining ideas from sparse dictionary learning and PCP. We propose a novel Kronecker-decomposable component analysis which is robust to gross corruption, can be used for low-rank modeling, and leverages separability to solve significantly smaller problems. We design an efficient learning algorithm by drawing links with a restricted form of tensor factorization. The effectiveness of the proposed approach is demonstrated on real-world applications, namely background subtraction and image denoising, by performing a thorough comparison with the current state of the art.
Stochastic Alternating Direction Method of Multipliers with Variance Reduction for Nonconvex Optimization
Huang, Feihu, Chen, Songcan, Lu, Zhaosong
In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced variance stochastic gradients. Specifically, the first class called the nonconvex stochastic variance reduced gradient ADMM (SVRG-ADMM), uses a multi-stage scheme to progressively reduce the variance of stochastic gradients. The second is the nonconvex stochastic average gradient ADMM (SAG-ADMM), which additionally uses the old gradients estimated in the previous iteration. The third called SAGA-ADMM is an extension of the SAG-ADMM method. Moreover, under some mild conditions, we establish the iteration complexity bound of $O(1/\epsilon)$ of the proposed methods to obtain an $\epsilon$-stationary solution of the nonconvex optimizations. In particular, we provide a general framework to analyze the iteration complexity of these nonconvex stochastic ADMM methods with variance reduction. Finally, some numerical experiments demonstrate the effectiveness of our methods.
How Machines Make Sense of Big Data: an Introduction to Clustering Algorithms
While there's not necessarily a "correct" answer here, it's most likely you split the bugs into four clusters. That wasn't too bad, was it? You could probably do the same with twice as many bugs, right? If you had a bit of time to spare -- or a passion for entomology -- you could probably even do the same with a hundred bugs. For a machine though, grouping ten objects into however many meaningful clusters is no small task, thanks to a mind-bending branch of maths called combinatorics, which tells us that are 115,975 different possible ways you could have grouped those ten insects together. Had there been twenty bugs, there would have been over fifty trillion possible ways of clustering them. With a hundred bugs -- there'd be many times more solutions than there are particles in the known universe. In fact, there are more than four million billion googol solutions (what's a googol?).
AI and Deep Learning, Explained Simply
AI trained to win at poker games learned to bluff, handling missing and potentially fake, misleading information. Machine learning (ML), a subset of AI, make machines learn from experience, from examples of the real world: the more the data, the more it learns. Each method might make different errors, so averaging their results can win, at times, over single methods. So it should be the "smaller" AI to claim that the human brain as not real intelligence, but only brute force computation.