Statistical Learning
Hybrid Clustering based on Content and Connection Structure using Joint Nonnegative Matrix Factorization
Du, Rundong, Drake, Barry, Park, Haesun
We present a hybrid method for latent information discovery on the data sets containing both text content and connection structure based on constrained low rank approximation. The new method jointly optimizes the Nonnegative Matrix Factorization (NMF) objective function for text clustering and the Symmetric NMF (SymNMF) objective function for graph clustering. We propose an effective algorithm for the joint NMF objective function, based on a block coordinate descent (BCD) framework. The proposed hybrid method discovers content associations via latent connections found using SymNMF. The method can also be applied with a natural conversion of the problem when a hypergraph formulation is used or the content is associated with hypergraph edges. Experimental results show that by simultaneously utilizing both content and connection structure, our hybrid method produces higher quality clustering results compared to the other NMF clustering methods that uses content alone (standard NMF) or connection structure alone (SymNMF). We also present some interesting applications to several types of real world data such as citation recommendations of papers. The hybrid method proposed in this paper can also be applied to general data expressed with both feature space vectors and pairwise similarities and can be extended to the case with multiple feature spaces or multiple similarity measures.
Algebraic Variety Models for High-Rank Matrix Completion
Ongie, Greg, Willett, Rebecca, Nowak, Robert D., Balzano, Laura
We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly high-rank, but it becomes low-rank after mapping each column to a higher dimensional space of monomial features. Many well-studied extensions of linear models, including affine subspaces and their union, can be described by a variety model. In addition, varieties can be used to model a richer class of nonlinear quadratic and higher degree curves and surfaces. We study the sampling requirements for matrix completion under a variety model with a focus on a union of affine subspaces. We also propose an efficient matrix completion algorithm that minimizes a convex or non-convex surrogate of the rank of the matrix of monomial features. Our algorithm uses the well-known "kernel trick" to avoid working directly with the high-dimensional monomial matrix. We show the proposed algorithm is able to recover synthetically generated data up to the predicted sampling complexity bounds. The proposed algorithm also outperforms standard low rank matrix completion and subspace clustering techniques in experiments with real data.
Optimal rates for the regularized learning algorithms under general source condition
Rastogi, Abhishake, Sampath, Sivananthan
We consider the learning algorithms under general source condition with the polynomial decay of the eigenvalues of the integral operator in vector-valued function setting. We discuss the upper convergence rates of Tikhonov regularizer under general source condition corresponding to increasing monotone index function. The convergence issues are studied for general regularization schemes by using the concept of operator monotone index functions in minimax setting. Further we also address the minimum possible error for any learning algorithm.
A flexible state space model for learning nonlinear dynamical systems
Svensson, Andreas, Schรถn, Thomas B.
We consider a nonlinear state-space model with the state transition and observation functions expressed as basis function expansions. The coefficients in the basis function expansions are learned from data. Using a connection to Gaussian processes we also develop priors on the coefficients, for tuning the model flexibility and to prevent overfitting to data, akin to a Gaussian process state-space model. The priors can alternatively be seen as a regularization, and helps the model in generalizing the data without sacrificing the richness offered by the basis function expansion. To learn the coefficients and other unknown parameters efficiently, we tailor an algorithm using state-of-the-art sequential Monte Carlo methods, which comes with theoretical guarantees on the learning. Our approach indicates promising results when evaluated on a classical benchmark as well as real data.
Fast Second-Order Stochastic Backpropagation for Variational Inference
Fan, Kai, Wang, Ziteng, Beck, Jeff, Kwok, James, Heller, Katherine
We propose a second-order (Hessian or Hessian-free) based optimization method for variational inference inspired by Gaussian backpropagation, and argue that quasi-Newton optimization can be developed as well. This is accomplished by generalizing the gradient computation in stochastic backpropagation via a reparameterization trick with lower complexity. As an illustrative example, we apply this approach to the problems of Bayesian logistic regression and variational auto-encoder (VAE). Additionally, we compute bounds on the estimator variance of intractable expectations for the family of Lipschitz continuous function. Our method is practical, scalable and model free. We demonstrate our method on several real-world datasets and provide comparisons with other stochastic gradient methods to show substantial enhancement in convergence rates.
Particle Filtering for PLCA model with Application to Music Transcription
Cazau, D., Revillon, G., Yuancheng, W., Adam, O.
Automatic Music Transcription (AMT) consists in automatically estimating the notes in an audio recording, through three attributes: onset time, duration and pitch. Probabilistic Latent Component Analysis (PLCA) has become very popular for this task. PLCA is a spectrogram factorization method, able to model a magnitude spectrogram as a linear combination of spectral vectors from a dictionary. Such methods use the Expectation-Maximization (EM) algorithm to estimate the parameters of the acoustic model. This algorithm presents well-known inherent defaults (local convergence, initialization dependency), making EM-based systems limited in their applications to AMT, particularly in regards to the mathematical form and number of priors. To overcome such limits, we propose in this paper to employ a different estimation framework based on Particle Filtering (PF), which consists in sampling the posterior distribution over larger parameter ranges. This framework proves to be more robust in parameter estimation, more flexible and unifying in the integration of prior knowledge in the system. Note-level transcription accuracies of 61.8 $\%$ and 59.5 $\%$ were achieved on evaluation sound datasets of two different instrument repertoires, including the classical piano (from MAPS dataset) and the marovany zither, and direct comparisons to previous PLCA-based approaches are provided. Steps for further development are also outlined.
Unifying the Stochastic Spectral Descent for Restricted Boltzmann Machines with Bernoulli or Gaussian Inputs
Stochastic gradient descent based algorithms are typically used as the general optimization tools for most deep learning models. A Restricted Boltzmann Machine (RBM) is a probabilistic generative model that can be stacked to construct deep architectures. For RBM with Bernoulli inputs, non-Euclidean algorithm such as stochastic spectral descent (SSD) has been specifically designed to speed up the convergence with improved use of the gradient estimation by sampling methods. However, the existing algorithm and corresponding theoretical justification depend on the assumption that the possible configurations of inputs are finite, like binary variables. The purpose of this paper is to generalize SSD for Gaussian RBM being capable of mod- eling continuous data, regardless of the previous assumption. We propose the gradient descent methods in non-Euclidean space of parameters, via de- riving the upper bounds of logarithmic partition function for RBMs based on Schatten-infinity norm. We empirically show that the advantage and improvement of SSD over stochastic gradient descent (SGD).
WEBINAR - Machine Learning
You see all these websites with recommendations for things to buy or watch. During this talk Jettro walks you through all the steps to create yourself a recommender. Handling and enriching these user events before storing them ready to be used by the recommender. After this presentation you know what you need to do to get recommendations on your website.
Biologically inspired protection of deep networks from adversarial attacks
Inspired by biophysical principles underlying nonlinear dendritic computation in neural circuits, we develop a scheme to train deep neural networks to make them robust to adversarial attacks. Our scheme generates highly nonlinear, saturated neural networks that achieve state of the art performance on gradient based adversarial examples on MNIST, despite never being exposed to adversarially chosen examples during training. Moreover, these networks exhibit unprecedented robustness to targeted, iterative schemes for generating adversarial examples, including second-order methods. We further identify principles governing how these networks achieve their robustness, drawing on methods from information geometry. We find these networks progressively create highly flat and compressed internal representations that are sensitive to very few input dimensions, while still solving the task. Moreover, they employ highly kurtotic weight distributions, also found in the brain, and we demonstrate how such kurtosis can protect even linear classifiers from adversarial attack.
Sparse Multi-Output Gaussian Processes for Medical Time Series Prediction
Cheng, Li-Fang, Darnell, Gregory, Chivers, Corey, Draugelis, Michael E, Li, Kai, Engelhardt, Barbara E
In real-time monitoring of hospital patients, high-quality inference of patients' health status using all information available from clinical covariates and lab tests are essential to enable successful medical interventions and improve patient outcomes. In this work, we develop and explore a Bayesian nonparametric model based on Gaussian process (GP) regression for hospital patient monitoring. Our method, MedGP, incorporates 24 clinical and lab covariates and supports a rich reference data set from which the relationships between these observed covariates may be inferred and exploited for high-quality inference of patient state over time. To do this, we develop a highly structured sparse GP kernel to enable tractable computation over tens of thousands of time points while estimating correlations among clinical covariates, patients, and periodicity in high-dimensional time series measurements of physiological signals. We apply MedGP to data from hundreds of thousands of patients treated at the Hospital of the University of Pennsylvania. MedGP has a number of benefits over current methods, including (i) not requiring an alignment of the time series data, (ii) quantifying confidence intervals in the predictions, (iii) exploiting a vast and rich database of patients, and (iv) providing interpretable relationships among clinical covariates. We evaluate and compare results from MedGP on the task of online state prediction for three different patient subgroups. Keywords: Gaussian processes, electronic health records, sparse time series analysis, spectral mixture kernel, kernel density estimation.