Statistical Learning
No Spurious Local Minima in Nonconvex Low Rank Problems: A Unified Geometric Analysis
In this paper we develop a new framework that captures the common landscape underlying the common non-convex low-rank matrix problems including matrix sensing, matrix completion and robust PCA. In particular, we show for all above problems (including asymmetric cases): 1) all local minima are also globally optimal; 2) no high-order saddle points exists. These results explain why simple algorithms such as stochastic gradient descent have global converge, and efficiently optimize these non-convex objective functions in practice. Our framework connects and simplifies the existing analyses on optimization landscapes for matrix sensing and symmetric matrix completion. The framework naturally leads to new results for asymmetric matrix completion and robust PCA.
L$^3$-SVMs: Landmarks-based Linear Local Support Vectors Machines
Zantedeschi, Valentina, Emonet, Rémi, Sebban, Marc
One of the most famous and commonly used Machine Learning techniques for classification are the Support Vector Machines (SVMs) [7]. This popularity is due to their robustness, simplicity, efficiency (even in non linear scenarios by means of the kernel trick) as well as their theoretical foundations via generalization guarantees. Despite those nice properties, SVMs may face some drawbacks: Kernel SVMs are known to be expensive in terms of time complexity and memory usage when the number of training examples is large, both at training and at testing time. For training, the full Gram matrix needs to be evaluated (i.e., compute and store all pairwise training sample similarities), and then inverted. For testing, the time complexity depends on the number of support vectors which typically grows linearly with the number of training instances [21].
Geometric Insights into Support Vector Machine Behavior using the KKT Conditions
Carmichael, Iain, Marron, J. S.
The Support Vector Machine (SVM) is a powerful and widely used classification algorithm. Its performance is well known to be impacted by a tuning parameter which is frequently selected by cross-validation. This paper uses the Karush-Kuhn-Tucker conditions to provide rigorous mathematical proof for new insights into the behavior of SVM in the large and small tuning parameter regimes. These insights provide perhaps unexpected relationships between SVM and naive Bayes and maximal data piling directions. We explore how characteristics of the training data affect the behavior of SVM in many cases including: balanced vs. unbalanced classes, low vs. high dimension, separable vs. non-separable data. These results present a simple explanation of SVM's behavior as a function of the tuning parameter. We also elaborate on the geometry of complete data piling directions in high dimensional space. The results proved in this paper suggest important implications for tuning SVM with cross-validation.
Stick-Breaking Variational Autoencoders
Nalisnick, Eric, Smyth, Padhraic
We extend Stochastic Gradient Variational Bayes to perform posterior inference for the weights of Stick-Breaking processes. This development allows us to define a Stick-Breaking Variational Autoencoder (SB-VAE), a Bayesian nonparametric version of the variational autoencoder that has a latent representation with stochastic dimensionality. We experimentally demonstrate that the SB-VAE, and a semi-supervised variant, learn highly discriminative latent representations that often outperform the Gaussian VAE's.
Statistical Inference using the Morse-Smale Complex
Chen, Yen-Chi, Genovese, Christopher R., Wasserman, Larry
The Morse-Smale complex of f is a partition of K based on the gradient flow induced by f. Roughly speaking, the complex consists of sets, called crystals or cells, comprised of regions where f is increasing or decreasing. Figure 1 shows the Morse-Smale complex for a two-dimensional function. The cells are the intersections of the basins of attractions (under the gradient flow) of the function's maxima and minima. The function f is piecewise monotonic over cells with respect to some directions. In a sense, the Morse-Smale complex provides a generalization of isotonic regression. Because the Morse-Smale complex represents a multivariate function in terms of regions on which the function has simple behavior, the Morse-Smale complex has useful applications in statistics, including in clustering, regression, testing, and visualization. For instance, when f is a density function, the basins of attraction of f's modes are the (population) clusters for density-mode clustering
Adversarial Feature Learning
Donahue, Jeff, Krähenbühl, Philipp, Darrell, Trevor
The ability of the Generative Adversarial Networks (GANs) framework to learn generative models mapping from simple latent distributions to arbitrarily complex data distributions has been demonstrated empirically, with compelling results showing that the latent space of such generators captures semantic variation in the data distribution. Intuitively, models trained to predict these semantic latent representations given data may serve as useful feature representations for auxiliary problems where semantics are relevant. However, in their existing form, GANs have no means of learning the inverse mapping -- projecting data back into the latent space. We propose Bidirectional Generative Adversarial Networks (BiGANs) as a means of learning this inverse mapping, and demonstrate that the resulting learned feature representation is useful for auxiliary supervised discrimination tasks, competitive with contemporary approaches to unsupervised and self-supervised feature learning.
Book: Neural Networks and Statistical Learning
Providing a broad but in-depth introduction to neural network and machine learning in a statistical framework, this book provides a single, comprehensive resource for study and further research. All the major popular neural network models and statistical learning approaches are covered with examples and exercises in every chapter to develop a practical working understanding of the content. Each of the twenty-five chapters includes state-of-the-art descriptions and important research results on the respective topics. The broad coverage includes the multilayer perceptron, the Hopfield network, associative memory models, clustering models and algorithms, the radial basis function network, recurrent neural networks, principal component analysis, nonnegative matrix factorization, independent component analysis, discriminant analysis, support vector machines, kernel methods, reinforcement learning, probabilistic and Bayesian networks, data fusion and ensemble learning, fuzzy sets and logic, neurofuzzy models, hardware implementations, and some machine learning topics. Applications to biometric/bioinformatics and data mining are also included.
Identifying networks with common organizational principles
Wegner, Anatol E., Ospina-Forero, Luis, Gaunt, Robert E., Deane, Charlotte M., Reinert, Gesine
Many complex systems can be represented as networks, and the problem of network comparison is becoming increasingly relevant. There are many techniques for network comparison, from simply comparing network summary statistics to sophisticated but computationally costly alignment-based approaches. Yet it remains challenging to accurately cluster networks that are of a different size and density, but hypothesized to be structurally similar. In this paper, we address this problem by introducing a new network comparison methodology that is aimed at identifying common organizational principles in networks. The methodology is simple, intuitive and applicable in a wide variety of settings ranging from the functional classification of proteins to tracking the evolution of a world trade network.
Linear convergence of SDCA in statistical estimation
In this paper, we consider stochastic dual coordinate (SDCA) {\em without} strongly convex assumption or convex assumption. We show that SDCA converges linearly under mild conditions termed restricted strong convexity. This covers a wide array of popular statistical models including Lasso, group Lasso, and logistic regression with $\ell_1$ regularization, corrected Lasso and linear regression with SCAD regularizer. This significantly improves previous convergence results on SDCA for problems that are not strongly convex. As a by product, we derive a dual free form of SDCA that can handle general regularization term, which is of interest by itself.
Distilling Information Reliability and Source Trustworthiness from Digital Traces
Tabibian, Behzad, Valera, Isabel, Farajtabar, Mehrdad, Song, Le, Schölkopf, Bernhard, Gomez-Rodriguez, Manuel
Online knowledge repositories typically rely on their users or dedicated editors to evaluate the reliability of their content. These evaluations can be viewed as noisy measurements of both information reliability and information source trustworthiness. Can we leverage these noisy evaluations, often biased, to distill a robust, unbiased and interpretable measure of both notions? In this paper, we argue that the temporal traces left by these noisy evaluations give cues on the reliability of the information and the trustworthiness of the sources. Then, we propose a temporal point process modeling framework that links these temporal traces to robust, unbiased and interpretable notions of information reliability and source trustworthiness. Furthermore, we develop an efficient convex optimization procedure to learn the parameters of the model from historical traces. Experiments on real-world data gathered from Wikipedia and Stack Overflow show that our modeling framework accurately predicts evaluation events, provides an interpretable measure of information reliability and source trustworthiness, and yields interesting insights about real-world events.