Statistical Learning
Static & DYNAMICAL Machine Learning – What is the Difference?
In an earlier blog, "Need for DYNAMICAL Machine Learning: Bayesian exact recursive estimation", I introduced the need for Dynamical ML as we now enter the "Walk" stage of "Crawl-Walk-Run" evolution of machine learning. First, I defined Static ML as follows: Given a set of inputs and outputs, find a static map between the two during supervised "Training" and use this static map for business purposes during "Operation". I made the following points using IoT as an example. Dynamical ML solution involves State-Space data model (more below). What more does a Dynamical ML solution offer?
5 Free Statistics eBooks You Need to Read This Autumn
I hope you enjoy them, and it would be great if you would leave brief reviews of these books in the comments below – I'm sure all the authors would appreciate your comments and shares. About the Author Lee Baker is an award-winning software creator with a passion for turning data into a story. A proud Yorkshireman, he now lives by the sparkling shores of the East Coast of Scotland. Physicist, statistician and programmer, child of the flower-power psychedelic '60s, it's amazing he turned out so normal! Turning his back on a promising academic career to do something more satisfying, as the CEO and co-founder of Chi-Squared Innovations he now works double the hours for half the pay and 10 times the stress - but 100 times the fun! He also wanted to be rich, famous and good looking.
Bayesian latent structure discovery from multi-neuron recordings
Linderman, Scott W., Adams, Ryan P., Pillow, Jonathan W.
Neural circuits contain heterogeneous groups of neurons that differ in type, location, connectivity, and basic response properties. However, traditional methods for dimensionality reduction and clustering are ill-suited to recovering the structure underlying the organization of neural circuits. In particular, they do not take advantage of the rich temporal dependencies in multi-neuron recordings and fail to account for the noise in neural spike trains. Here we describe new tools for inferring latent structure from simultaneously recorded spike train data using a hierarchical extension of a multi-neuron point process model commonly known as the generalized linear model (GLM). Our approach combines the GLM with flexible graph-theoretic priors governing the relationship between latent features and neural connectivity patterns. Fully Bayesian inference via P\'olya-gamma augmentation of the resulting model allows us to classify neurons and infer latent dimensions of circuit organization from correlated spike trains. We demonstrate the effectiveness of our method with applications to synthetic data and multi-neuron recordings in primate retina, revealing latent patterns of neural types and locations from spike trains alone.
Reshaped Wirtinger Flow and Incremental Algorithm for Solving Quadratic System of Equations
Zhang, Huishuai, Zhou, Yi, Liang, Yingbin, Chi, Yuejie
We study the phase retrieval problem, which solves quadratic system of equations, i.e., recovers a vector $\boldsymbol{x}\in \mathbb{R}^n$ from its magnitude measurements $y_i=|\langle \boldsymbol{a}_i, \boldsymbol{x}\rangle|, i=1,..., m$. We develop a gradient-like algorithm (referred to as RWF representing reshaped Wirtinger flow) by minimizing a nonconvex nonsmooth loss function. In comparison with existing nonconvex Wirtinger flow (WF) algorithm \cite{candes2015phase}, although the loss function becomes nonsmooth, it involves only the second power of variable and hence reduces the complexity. We show that for random Gaussian measurements, RWF enjoys geometric convergence to a global optimal point as long as the number $m$ of measurements is on the order of $n$, the dimension of the unknown $\boldsymbol{x}$. This improves the sample complexity of WF, and achieves the same sample complexity as truncated Wirtinger flow (TWF) \cite{chen2015solving}, but without truncation in gradient loop. Furthermore, RWF costs less computationally than WF, and runs faster numerically than both WF and TWF. We further develop the incremental (stochastic) reshaped Wirtinger flow (IRWF) and show that IRWF converges linearly to the true signal. We further establish performance guarantee of an existing Kaczmarz method for the phase retrieval problem based on its connection to IRWF. We also empirically demonstrate that IRWF outperforms existing ITWF algorithm (stochastic version of TWF) as well as other batch algorithms.
Tensor Decompositions for Identifying Directed Graph Topologies and Tracking Dynamic Networks
Shen, Yanning, Baingana, Brian, Giannakis, Georgios B.
Directed networks are pervasive both in nature and engineered systems, often underlying the complex behavior observed in biological systems, microblogs and social interactions over the web, as well as global financial markets. Since their structures are often unobservable, in order to facilitate network analytics, one generally resorts to approaches capitalizing on measurable nodal processes to infer the unknown topology. Structural equation models (SEMs) are capable of incorporating exogenous inputs to resolve inherent directional ambiguities. However, conventional SEMs assume full knowledge of exogenous inputs, which may not be readily available in some practical settings. The present paper advocates a novel SEM-based topology inference approach that entails factorization of a three-way tensor, constructed from the observed nodal data, using the well-known parallel factor (PARAFAC) decomposition. It turns out that second-order piecewise stationary statistics of exogenous variables suffice to identify the hidden topology. Capitalizing on the uniqueness properties inherent to high-order tensor factorizations, it is shown that topology identification is possible under reasonably mild conditions. In addition, to facilitate real-time operation and inference of time-varying networks, an adaptive (PARAFAC) tensor decomposition scheme which tracks the topology-revealing tensor factors is developed. Extensive tests on simulated and real stock quote data demonstrate the merits of the novel tensor-based approach.
[R] [1609.04309] Efficient softmax approximation for GPUs (Facebook AI Research) • /r/MachineLearning
We propose an approximate strategy to efficiently train neural network based language models over very large vocabularies. Our approach, called adaptive softmax, circumvents the linear dependency on the vocabulary size by exploiting the unbalanced word distribution to form clusters that explicitly minimize the expectation of computational complexity. Our approach further reduces the computational cost by exploiting the specificities of modern architectures and matrix-matrix vector operations, making it particularly suited for graphical processing units. Our experiments carried out on standard benchmarks, such as EuroParl and One Billion Word, show that our approach brings a large gain in efficiency over standard approximations while achieving an accuracy close to that of the full softmax.
10 Machine Learning Online Courses For Beginners
The following is a list of, mostly free, machine learning online courses for beginners. First, and arguably the most popular course on this list, Machine Learning provides a broad introduction to machine learning, data mining, and statistical pattern recognition. The course will also draw from numerous case studies and applications, so that you'll also learn how to apply learning algorithms to building smart robots (perception, control), text understanding (web search, anti-spam), computer vision, medical informatics, audio, database mining, and other areas. The course is 11 weeks long and averages a 4.9/5 user rating, currently. It is free to take, but you can pay $79 for a certificate upon course completion.
Predicting judicial decisions of the European Court of Human Rights: a Natural Language Processing perspective
In his prescient work on investigating the potential use of information technology in the legal domain, Lawlor surmised that computers would one day become able to analyse and predict the outcomes of judicial decisions (Lawlor, 1963). According to Lawlor, reliable prediction of the activity of judges would depend on a scientific understanding of the ways that the law and the facts impact on the relevant decision-makers, i.e., the judges. More than fifty years later, the advances in Natural Language Processing (NLP) and Machine Learning (ML) provide us with the tools to automatically analyse legal materials, so as to build successful predictive models of judicial outcomes. In this paper, our particular focus is on the automatic analysis of cases of the European Court of Human Rights (ECtHR or Court). The ECtHR is an international court that rules on individual or, much more rarely, State applications alleging violations by some State Party of the civil and political rights set out in the European Convention on Human Rights (ECHR or Convention).
The Limits of Modern AI: A Story The Best Schools
The dream of thinking machines goes back centuries, at least to Gottfried Wilhelm Leibniz, in the 17th century. Leibniz (right) helped invent mechanical calculators, independently of Isaac Newton developed the integral calculus, and had a lifelong fascination with reducing thinking to calculation. His Mathesis Universalis was a vision of universal science made possible by a mathematical language more precise than natural languages, like English. The Limits of Modern AI: A Story In the 18th Century the Enlightenment philosopher and proto-psychologist Étienne Bonnot de Condillac imagined a statue outwardly appearing like a man and also with what he called "the inward organization." In an example of supreme armchair speculation, Condillac imagined pouring facts--bits of knowledge--into its head, wondering when intelligence would emerge. Condillac's musings drew inspiration from the early mechanical philosophy of Thomas Hobbes, who had famously declared that thinking was nothing but ...