Goto

Collaborating Authors

 Statistical Learning


Spatio-Temporal Hilbert Maps for Continuous Occupancy Representation in Dynamic Environments

Neural Information Processing Systems

We consider the problem of building continuous occupancy representations in dynamic environments for robotics applications. The problem has hardly been discussed previously due to the complexity of patterns in urban environments, which have both spatial and temporal dependencies. We address the problem as learning a kernel classifier on an efficient feature space. The key novelty of our approach is the incorporation of variations in the time domain into the spatial domain. We propose a method to propagate motion uncertainty into the kernel using a hierarchical model. The main benefit of this approach is that it can directly predict the occupancy state of the map in the future from past observations, being a valuable tool for robot trajectory planning under uncertainty. Our approach preserves the main computational benefits of static Hilbert maps -- using stochastic gradient descent for fast optimization of model parameters and incremental updates as new data are captured. Experiments conducted in road intersections of an urban environment demonstrated that spatiotemporal Hilbert maps can accurately model changes in the map while outperforming other techniques on various aspects.


LazySVD: Even Faster SVD Decomposition Yet Without Agonizing Pain

Neural Information Processing Systems

We study k-SVD that is to obtain the first k singular vectors of a matrix A. Recently, a few breakthroughs have been discovered on k-SVD: Musco and Musco [1] proved the first gap-free convergence result using the block Krylov method, Shamir [2] discovered the first variance-reduction stochastic method, and Bhojanapalli et al. [3] provided the fastest $O(\mathsf{nnz}(A) + \mathsf{poly}(1/\varepsilon))$-time algorithm using alternating minimization. In this paper, we put forward a new and simple LazySVD framework to improve the above breakthroughs. This framework leads to a faster gap-free method outperforming [1], and the first accelerated and stochastic method outperforming [2]. In the $O(\mathsf{nnz}(A) + \mathsf{poly}(1/\varepsilon))$ running-time regime, LazySVD outperforms [3] in certain parameter regimes without even using alternating minimization.


More Supervision, Less Computation: Statistical-Computational Tradeoffs in Weakly Supervised Learning

Neural Information Processing Systems

We consider the weakly supervised binary classification problem where the labels are randomly flipped with probability $1-\alpha$. Although there exist numerous algorithms for this problem, it remains theoretically unexplored how the statistical accuracies and computational efficiency of these algorithms depend on the degree of supervision, which is quantified by $\alpha$. In this paper, we characterize the effect of $\alpha$ by establishing the information-theoretic and computational boundaries, namely, the minimax-optimal statistical accuracy that can be achieved by all algorithms, and polynomial-time algorithms under an oracle computational model. For small $\alpha$, our result shows a gap between these two boundaries, which represents the computational price of achieving the information-theoretic boundary due to the lack of supervision. Interestingly, we also show that this gap narrows as $\alpha$ increases. In other words, having more supervision, i.e., more correct labels, not only improves the optimal statistical accuracy as expected, but also enhances the computational efficiency for achieving such accuracy.


Exploiting the Structure: Stochastic Gradient Methods Using Raw Clusters

Neural Information Processing Systems

The amount of data available in the world is growing faster than our ability to deal with it. However, if we take advantage of the internal structure, data may become much smaller for machine learning purposes. In this paper we focus on one of the fundamental machine learning tasks, empirical risk minimization (ERM), and provide faster algorithms with the help from the clustering structure of the data. We introduce a simple notion of raw clustering that can be efficiently computed from the data, and propose two algorithms based on clustering information. Our accelerated algorithm ClusterACDM is built on a novel Haar transformation applied to the dual space of the ERM problem, and our variance-reduction based algorithm ClusterSVRG introduces a new gradient estimator using clustering. Our algorithms outperform their classical counterparts ACDM and SVRG respectively.


A Locally Adaptive Normal Distribution

Neural Information Processing Systems

The multivariate normal density is a monotonic function of the distance to the mean, and its ellipsoidal shape is due to the underlying Euclidean metric. We suggest to replace this metric with a locally adaptive, smoothly changing (Riemannian) metric that favors regions of high local density. The resulting locally adaptive normal distribution (LAND) is a generalization of the normal distribution to the "manifold" setting, where data is assumed to lie near a potentially low-dimensional manifold embedded in R^D. The LAND is parametric, depending only on a mean and a covariance, and is the maximum entropy distribution under the given metric. The underlying metric is, however, non-parametric. We develop a maximum likelihood algorithm to infer the distribution parameters that relies on a combination of gradient descent and Monte Carlo integration. We further extend the LAND to mixture models, and provide the corresponding EM algorithm. We demonstrate the efficiency of the LAND to fit non-trivial probability distributions over both synthetic data, and EEG measurements of human sleep.


Hierarchical Clustering via Spreading Metrics

Neural Information Processing Systems

We study the cost function for hierarchical clusterings introduced by [Dasgupta, 2015] where hierarchies are treated as first-class objects rather than deriving their cost from projections into flat clusters. It was also shown in [Dasgupta, 2015] that a top-down algorithm returns a hierarchical clustering of cost at most \(O\left(\alpha_n \log n\right)\) times the cost of the optimal hierarchical clustering, where \(\alpha_n\) is the approximation ratio of the Sparsest Cut subroutine used. Thus using the best known approximation algorithm for Sparsest Cut due to Arora-Rao-Vazirani, the top down algorithm returns a hierarchical clustering of cost at most \(O\left(\log^{3/2} n\right)\) times the cost of the optimal solution. We improve this by giving an \(O(\log{n})\)-approximation algorithm for this problem. Our main technical ingredients are a combinatorial characterization of ultrametrics induced by this cost function, deriving an Integer Linear Programming (ILP) formulation for this family of ultrametrics, and showing how to iteratively round an LP relaxation of this formulation by using the idea of \emph{sphere growing} which has been extensively used in the context of graph partitioning. We also prove that our algorithm returns an \(O(\log{n})\)-approximate hierarchical clustering for a generalization of this cost function also studied in [Dasgupta, 2015]. Experiments show that the hierarchies found by using the ILP formulation as well as our rounding algorithm often have better projections into flat clusters than the standard linkage based algorithms. We conclude with an inapproximability result for this problem, namely that no polynomial sized LP or SDP can be used to obtain a constant factor approximation for this problem.


Generating Videos with Scene Dynamics

Neural Information Processing Systems

We capitalize on large amounts of unlabeled video in order to learn a model of scene dynamics for both video recognition tasks (e.g. action classification) and video generation tasks (e.g. future prediction). We propose a generative adversarial network for video with a spatio-temporal convolutional architecture that untangles the scene's foreground from the background. Experiments suggest this model can generate tiny videos up to a second at full frame rate better than simple baselines, and we show its utility at predicting plausible futures of static images. Moreover, experiments and visualizations show the model internally learns useful features for recognizing actions with minimal supervision, suggesting scene dynamics are a promising signal for representation learning. We believe generative video models can impact many applications in video understanding and simulation.


Optimal Cluster Recovery in the Labeled Stochastic Block Model

Neural Information Processing Systems

We consider the problem of community detection or clustering in the labeled Stochastic Block Model (LSBM) with a finite number $K$ of clusters of sizes linearly growing with the global population of items $n$. Every pair of items is labeled independently at random, and label $\ell$ appears with probability $p(i,j,\ell)$ between two items in clusters indexed by $i$ and $j$, respectively. The objective is to reconstruct the clusters from the observation of these random labels. Clustering under the SBM and their extensions has attracted much attention recently. Most existing work aimed at characterizing the set of parameters such that it is possible to infer clusters either positively correlated with the true clusters, or with a vanishing proportion of misclassified items, or exactly matching the true clusters. We find the set of parameters such that there exists a clustering algorithm with at most $s$ misclassified items in average under the general LSBM and for any $s=o(n)$, which solves one open problem raised in \cite{abbe2015community}. We further develop an algorithm, based on simple spectral methods, that achieves this fundamental performance limit within $O(n \mbox{polylog}(n))$ computations and without the a-priori knowledge of the model parameters.


Global Optimality of Local Search for Low Rank Matrix Recovery

Neural Information Processing Systems

We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global optimum. Together with a curvature bound at saddle points, this yields a polynomial time global convergence guarantee for stochastic gradient descent {\em from random initialization}.


Proximal Deep Structured Models

Neural Information Processing Systems

Many problems in real-world applications involve predicting continuous-valued random variables that are statistically related. In this paper, we propose a powerful deep structured model that is able to learn complex non-linear functions which encode the dependencies between continuous output variables. We show that inference in our model using proximal methods can be efficiently solved as a feed-foward pass of a special type of deep recurrent neural network. We demonstrate the effectiveness of our approach in the tasks of image denoising, depth refinement and optical flow estimation.