Statistical Learning
Learning Non-Linear Dynamics of Decision Boundaries for Maintaining Classification Performance
Kumagai, Atsutoshi (NTT Corporation) | Iwata, Tomoharu (NTT Corporation)
We propose a method that involves a probabilistic model for learning future classifiers for tasks in which decision boundaries nonlinearly change over time. In certain applications, such as spam-mail classification, the decision boundary dynamically changes over time. Accordingly, the performance of the classifiers will deteriorate quickly unless the classifiers are updated using additional data. However, collecting such data can be expensive or impossible. The proposed model alleviates this deterioration in performance without additional data by modeling the non-linear dynamics of the decision boundary using Gaussian processes. The method also involves our developed learning algorithm for our model based on empirical variational Bayesian inference by which uncertainty of dynamics can be incorporated for future classification. The effectiveness of the proposed method was demonstrated through experiments using synthetic and real-world data sets.
Twin Learning for Similarity and Clustering: A Unified Kernel Approach
Kang, Zhao (Southern Illinois University) | Peng, Chong (Southern Illinois University) | Cheng, Qiang (Southern Illinois University)
Many similarity-based clustering methods work in two separate steps including similarity matrix computation and subsequent spectral clustering. However similarity measurement is challenging because it is usually impacted by many factors, e.g., the choice of similarity metric, neighborhood size, scale of data, noise and outliers. Thus the learned similarity matrix is often not suitable, let alone optimal, for the subsequent clustering. In addition, nonlinear similarity often exists in many real world data which, however, has not been effectively considered by most existing methods. To tackle these two challenges, we propose a model to simultaneously learn cluster indicator matrix and similarity information in kernel spaces in a principled way. We show theoretical relationships to kernel k-means, k-means, and spectral clustering methods. Then, to address the practical issue of how to select the most suitable kernel for a particular clustering task, we further extend our model with a multiple kernel learning ability. With this joint model, we can automatically accomplish three subtasks of finding the best cluster indicator matrix, the most accurate similarity relations and the optimal combination of multiple kernels. By leveraging the interactions between these three subtasks in a joint framework, each subtask can be iteratively boosted by using the results of the others towards an overall optimal solution. Extensive experiments are performed to demonstrate the effectiveness of our method.
Generalized Ambiguity Decompositions for Classification with Applications in Active Learning and Unsupervised Ensemble Pruning
Jiang, Zhengshen (Peking University) | Liu, Hongzhi (Peking University) | Fu, Bin (Peking University) | Wu, Zhonghai (Peking University)
Error decomposition analysis is a key problem for ensemble learning. Two commonly used error decomposition schemes, the classic Ambiguity Decomposition and Bias-Variance-Covariance decomposition, are only suitable for regression tasks with square loss. We generalized the classic Ambiguity Decomposition from regression problems with square loss to classification problems with any loss functions that are twice differentiable, including the logistic loss in Logistic Regression, the exponential loss in Boosting methods, and the 0-1 loss in many other classification tasks. We further proved several important properties of the Ambiguity term, armed with which the Ambiguity terms of logistic loss, exponential loss and 0-1 loss can be explicitly computed and optimized. We further discussed the relationship between margin theory, "good'' and "bad'' diversity theory and our theoretical results, and provided some new insights for ensemble learning. We demonstrated the applications of our theoretical results in active learning and unsupervised ensemble pruning, and the experimental results confirmed the effectiveness of our methods.
Asynchronous Mini-Batch Gradient Descent with Variance Reduction for Non-Convex Optimization
Huo, Zhouyuan (University of Texas at Arlington) | Huang, Heng (University of Texas at Arlington)
We provide the first theoretical analysis on the convergence rate of asynchronous mini-batch gradient descent with variance reduction (AsySVRG) for non-convex optimization. Asynchronous stochastic gradient descent (AsySGD) has been broadly used for deep learning optimization, and it is proved to converge with rate of O(1/\sqrt{T}) for non-convex optimization. Recently, variance reduction technique is proposed and it is proved to be able to accelerate the convergence of SGD greatly. It is shown that asynchronous SGD method with variance reduction technique has linear convergence rate when problem is strongly convex. However, there is still no work to analyze the convergence rate of this method for non-convex problem. In this paper, we consider two asynchronous parallel implementations of mini-batch gradient descent method with variance reduction: one is on distributed-memory architecture and the other is on shared-memory architecture. We prove that both methods can converge with a rate of O(1/T) for non-convex optimization, and linear speedup is accessible when we increase the number of workers. We evaluate our methods by optimizing multi-layer neural networks on two real datasets (MNIST and CIFAR-10), and experimental results demonstrate our theoretical analysis.
A Riemannian Network for SPD Matrix Learning
Huang, Zhiwu (ETH Zurich) | Gool, Luc Van (ETH Zurich)
Symmetric Positive Definite (SPD) matrix learning methods have become popular in many image and video processing tasks, thanks to their ability to learn appropriate statistical representations while respecting Riemannian geometry of underlying SPD manifolds. In this paper we build a Riemannian network architecture to open up a new direction of SPD matrix non-linear learning in a deep model. In particular, we devise bilinear mapping layers to transform input SPD matrices to more desirable SPD matrices, exploit eigenvalue rectification layers to apply a non-linear activation function to the new SPD matrices, and design an eigenvalue logarithm layer to perform Riemannian computing on the resulting SPD matrices for regular output layers. For training the proposed deep network, we exploit a new backpropagation with a variant of stochastic gradient descent on Stiefel manifolds to update the structured connection weights and the involved SPD matrix data. We show through experiments that the proposed SPD matrix network can be simply trained and outperform existing SPD matrix learning and state-of-the-art methods in three typical visual classification tasks.
Semi-Supervised Adaptive Label Distribution Learning for Facial Age Estimation
Hou, Peng (Southeast University) | Geng, Xin (Southeast University) | Huo, Zeng-Wei (Southeast University) | Lv, Jia-Qi (Southeast University)
Lack of sufficient training data with exact ages is still a challenge for facial age estimation. To deal with such problem, a method called Label Distribution Learning (LDL) was proposed to utilize the neighboring ages while learning a particular age. Later, an adaptive version of LDL called ALDL was proposed to generate a proper label distribution for each age. However, the adaptation process requires more training data, which creates a dilemma between the performance of ALDL and the training data. In this paper, we propose an algorithm called Semi-supervised Adaptive Label Distribution Learning (SALDL) to solve the dilemma and improve the performance using unlabeled data for facial age estimation. On the one hand, the utilization of unlabeled data helps to improve the adaptation process. On the other hand, the adapted label distributions conversely reinforce the semi-supervised process. As a result, they can promote each other to get better performance. Experimental results show that SALDL performs remarkably better than state-of-the-art algorithms when there are only limited accurately labeled data available.
A Generalized Stochastic Variational Bayesian Hyperparameter Learning Framework for Sparse Spectrum Gaussian Process Regression
Hoang, Quang Minh (National University of Singapore) | Hoang, Trong Nghia (National University of Singapore) | Low, Kian Hsiang (National University of Singapore)
While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that exploit the sparse spectral representation of a GP kernel. This paper presents such an effort to advance the state of the art of sparse spectrum GP models to achieve competitive predictive performance for massive datasets. Our generalized framework of stochastic variational Bayesian sparse spectrum GP (sVBSSGP) models addresses their shortcomings by adopting a Bayesian treatment of the spectral frequencies to avoid overfitting, modeling these frequencies jointly in its variational distribution to enable their interaction a posteriori, and exploiting local data for boosting the predictive performance. However, such structural improvements result in a variational lower bound that is intractable to be optimized. To resolve this, we exploit a variational parameterization trick to make it amenable to stochastic optimization. Interestingly, the resulting stochastic gradient has a linearly decomposable structure that can be exploited to refine our stochastic optimization method to incur constant time per iteration while preserving its property of being an unbiased estimator of the exact gradient of the variational lower bound. Empirical evaluation on real-world datasets shows that sVBSSGP outperforms state-of-the-art stochastic implementations of sparse GP models.
Scalable Algorithm for Higher-Order Co-Clustering via Random Sampling
Hatano, Daisuke (National Institute of Informatics) | Fukunaga, Takuro (National Institute of Informatics) | Maehara, Takanori (Shizuoka University) | Kawarabayashi, Ken-ichi (National Institute of Informatics)
We propose a scalable and efficient algorithm for coclustering a higher-order tensor. Viewing tensors with hypergraphs, we propose formulating the co-clustering of a tensor as a problem of partitioning the corresponding hypergraph. Our algorithm is based on the random sampling technique, which has been successfully applied to graph cut problems. We extend a random sampling algorithm for the graph multiwaycut problem to hypergraphs, and design a co-clustering algorithm based on it. Each iteration of our algorithm runs in polynomial on the size of hypergraphs, and thus it performs well even for higher-order tensors, which are difficult to deal with for state-of-the-art algorithm.
Alternating Back-Propagation for Generator Network
Han, Tian (University of California, Los Angeles) | Lu, Yang (University of California, Los Angeles) | Zhu, Song-Chun (University of California, Los Angeles) | Wu, Ying Nian (University of California, Los Angeles)
This paper proposes an alternating back-propagation algorithm for learning the generator network model. The model is a non-linear generalization of factor analysis. In this model, the mapping from the continuous latent factors to the observed signal is parametrized by a convolutional neural network. The alternating back-propagation algorithm iterates the following two steps: (1) Inferential back-propagation, which infers the latent factors by Langevin dynamics or gradient descent. (2) Learning back-propagation, which updates the parameters given the inferred latent factors by gradient descent. The gradient computations in both steps are powered by back-propagation, and they share most of their code in common. We show that the alternating back-propagation algorithm can learn realistic generator models of natural images, video sequences, and sounds. Moreover, it can also be used to learn from incomplete or indirect training data.
Bilateral k-Means Algorithm for Fast Co-Clustering
Han, Junwei (Northwestern Polytechnical University) | Song, Kun (Northwestern Polytechnical University) | Nie, Feiping (Northwestern Polytechnical University) | Li, Xuelong (Xi’an Institute of Optics and Precision Mechanics, Chinese Academy of Sciences,)
With the development of the information technology, the amount of data, e.g. text, image and video, has been increased rapidly. Efficiently clustering those large scale data sets is a challenge. To address this problem, this paper proposes a novel co-clustering method named bilateral k-means algorithm (BKM) for fast co-clustering. Different from traditional k-means algorithms, the proposed method has two indicator matrices P and Q and a diagonal matrix S to be solved, which represent the cluster memberships of samples and features, and the co-cluster centres, respectively. Therefore, it could implement different clustering tasks on the samples and features simultaneously. We also introduce an effective approach to solve the proposed method, which involves less multiplication. The computational complexity is analyzed. Extensive experiments on various types of data sets are conducted. Compared with the state-of-the-art clustering methods, the proposed BKM not only has faster computational speed, but also achieves promising clustering results.