Goto

Collaborating Authors

 Statistical Learning


Memory Networks

arXiv.org Artificial Intelligence

We describe a new class of learning models called memory networks. Memory networks reason with inference components combined with a long-term memory component; they learn how to use these jointly. The long-term memory can be read and written to, with the goal of using it for prediction. We investigate these models in the context of question answering (QA) where the long-term memory effectively acts as a (dynamic) knowledge base, and the output is a textual response. We evaluate them on a large-scale QA task, and a smaller, but more complex, toy task generated from a simulated world. In the latter, we show the reasoning power of such models by chaining multiple supporting sentences to answer questions that require understanding the intension of verbs.


Newton-Stein Method: An optimization method for GLMs via Stein's Lemma

arXiv.org Machine Learning

We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ($n \gg p \gg 1$). In this regime, optimization algorithms can immensely benefit from approximate second order information. We propose an alternative way of constructing the curvature information by formulating it as an estimation problem and applying a Stein-type lemma, which allows further improvements through sub-sampling and eigenvalue thresholding. Our algorithm enjoys fast convergence rates, resembling that of second order methods, with modest per-iteration cost. We provide its convergence analysis for the general case where the rows of the design matrix are samples from a sub-gaussian distribution. We show that the convergence has two phases, a quadratic phase followed by a linear phase. Finally, we empirically demonstrate that our algorithm achieves the highest performance compared to various algorithms on several datasets.


k-Nearest Neighbour Classification of Datasets with a Family of Distances

arXiv.org Machine Learning

The $k$-nearest neighbour ($k$-NN) classifier is one of the oldest and most important supervised learning algorithms for classifying datasets. Traditionally the Euclidean norm is used as the distance for the $k$-NN classifier. In this thesis we investigate the use of alternative distances for the $k$-NN classifier. We start by introducing some background notions in statistical machine learning. We define the $k$-NN classifier and discuss Stone's theorem and the proof that $k$-NN is universally consistent on the normed space $R^d$. We then prove that $k$-NN is universally consistent if we take a sequence of random norms (that are independent of the sample and the query) from a family of norms that satisfies a particular boundedness condition. We extend this result by replacing norms with distances based on uniformly locally Lipschitz functions that satisfy certain conditions. We discuss the limitations of Stone's lemma and Stone's theorem, particularly with respect to quasinorms and adaptively choosing a distance for $k$-NN based on the labelled sample. We show the universal consistency of a two stage $k$-NN type classifier where we select the distance adaptively based on a split labelled sample and the query. We conclude by giving some examples of improvements of the accuracy of classifying various datasets using the above techniques.


Foundations of Coupled Nonlinear Dimensionality Reduction

arXiv.org Machine Learning

In this paper we introduce and analyze the learning scenario of \emph{coupled nonlinear dimensionality reduction}, which combines two major steps of machine learning pipeline: projection onto a manifold and subsequent supervised learning. First, we present new generalization bounds for this scenario and, second, we introduce an algorithm that follows from these bounds. The generalization error bound is based on a careful analysis of the empirical Rademacher complexity of the relevant hypothesis set. In particular, we show an upper bound on the Rademacher complexity that is in $\widetilde O(\sqrt{\Lambda_{(r)}/m})$, where $m$ is the sample size and $\Lambda_{(r)}$ the upper bound on the Ky-Fan $r$-norm of the associated kernel matrix. We give both upper and lower bound guarantees in terms of that Ky-Fan $r$-norm, which strongly justifies the definition of our hypothesis set. To the best of our knowledge, these are the first learning guarantees for the problem of coupled dimensionality reduction. Our analysis and learning guarantees further apply to several special cases, such as that of using a fixed kernel with supervised dimensionality reduction or that of unsupervised learning of a kernel for dimensionality reduction followed by a supervised learning algorithm. Based on theoretical analysis, we suggest a structural risk minimization algorithm consisting of the coupled fitting of a low dimensional manifold and a separation function on that manifold.


A Short Survey on Data Clustering Algorithms

arXiv.org Machine Learning

With rapidly increasing data, clustering algorithms are important tools for data analytics in modern research. They have been successfully applied to a wide range of domains; for instance, bioinformatics, speech recognition, and financial analysis. Formally speaking, given a set of data instances, a clustering algorithm is expected to divide the set of data instances into the subsets which maximize the intra-subset similarity and inter-subset dissimilarity, where a similarity measure is defined beforehand. In this work, the state-of-the-arts clustering algorithms are reviewed from design concept to methodology; Different clustering paradigms are discussed. Advanced clustering algorithms are also discussed. After that, the existing clustering evaluation metrics are reviewed. A summary with future insights is provided at the end.


Causal inference using invariant prediction: identification and confidence intervals

arXiv.org Artificial Intelligence

What is the difference of a prediction that is made with a causal model and a non-causal model? Suppose we intervene on the predictor variables or change the whole environment. The predictions from a causal model will in general work as well under interventions as for observational data. In contrast, predictions from a non-causal model can potentially be very wrong if we actively intervene on variables. Here, we propose to exploit this invariance of a prediction under a causal model for causal inference: given different experimental settings (for example various interventions) we collect all models that do show invariance in their predictive accuracy across settings and interventions. The causal model will be a member of this set of models with high probability. This approach yields valid confidence intervals for the causal relationships in quite general scenarios. We examine the example of structural equation models in more detail and provide sufficient assumptions under which the set of causal predictors becomes identifiable. We further investigate robustness properties of our approach under model misspecification and discuss possible extensions. The empirical properties are studied for various data sets, including large-scale gene perturbation experiments.


Near-Optimal Active Learning of Multi-Output Gaussian Processes

arXiv.org Machine Learning

This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem involves selecting not just the most informative sampling locations to be observed but also the types of measurements at each selected location for minimizing the predictive uncertainty (i.e., posterior joint entropy) of a target phenomenon of interest given a sampling budget. Unfortunately, such an entropy criterion scales poorly in the numbers of candidate sampling locations and selected observations when optimized. To resolve this issue, we first exploit a structure common to sparse MOGP models for deriving a novel active learning criterion. Then, we exploit a relaxed form of submodularity property of our new criterion for devising a polynomial-time approximation algorithm that guarantees a constant-factor approximation of that achieved by the optimal set of selected observations. Empirical evaluation on real-world datasets shows that our proposed approach outperforms existing algorithms for active learning of MOGP and single-output GP models.


Semi-Supervised Learning with Ladder Networks

arXiv.org Machine Learning

We combine supervised learning with unsupervised learning in deep neural networks. The proposed model is trained to simultaneously minimize the sum of supervised and unsupervised cost functions by backpropagation, avoiding the need for layer-wise pre-training. Our work builds on the Ladder network proposed by Valpola (2015), which we extend by combining the model with supervision. We show that the resulting model reaches state-of-the-art performance in semi-supervised MNIST and CIFAR-10 classification, in addition to permutation-invariant MNIST classification with all labels.


Natural Language Understanding with Distributed Representation

arXiv.org Machine Learning

This is a lecture note for the course DS-GA 3001 at the Center for Data Science , New York University in Fall, 2015. As the name of the course suggests, this lecture note introduces readers to a neural network based approach to natural language understanding/processing. In order to make it as self-contained as possible, I spend much time on describing basics of machine learning and neural networks, only after which how they are used for natural languages is introduced. On the language front, I almost solely focus on language modelling and machine translation, two of which I personally find most fascinating and most fundamental to natural language understanding.


Gradient-free Hamiltonian Monte Carlo with Efficient Kernel Exponential Families

arXiv.org Machine Learning

We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an option due to intractable gradients, KMC adaptively learns the target's gradient structure by fitting an exponential family model in a Reproducing Kernel Hilbert Space. Computational costs are reduced by two novel efficient approximations to this gradient. While being asymptotically exact, KMC mimics HMC in terms of sampling efficiency, and offers substantial mixing improvements over state-of-the-art gradient free samplers. We support our claims with experimental studies on both toy and real-world applications, including Approximate Bayesian Computation and exact-approximate MCMC.