Statistical Learning
Joint community and anomaly tracking in dynamic networks
Baingana, Brian, Giannakis, Georgios B.
Most real-world networks exhibit community structure, a phenomenon characterized by existence of node clusters whose intra-edge connectivity is stronger than edge connectivities between nodes belonging to different clusters. In addition to facilitating a better understanding of network behavior, community detection finds many practical applications in diverse settings. Communities in online social networks are indicative of shared functional roles, or affiliation to a common socio-economic status, the knowledge of which is vital for targeted advertisement. In buyer-seller networks, community detection facilitates better product recommendations. Unfortunately, reliability of community assignments is hindered by anomalous user behavior often observed as unfair self-promotion, or "fake" highly-connected accounts created to promote fraud. The present paper advocates a novel approach for jointly tracking communities while detecting such anomalous nodes in time-varying networks. By postulating edge creation as the result of mutual community participation by node pairs, a dynamic factor model with anomalous memberships captured through a sparse outlier matrix is put forth. Efficient tracking algorithms suitable for both online and decentralized operation are developed. Experiments conducted on both synthetic and real network time series successfully unveil underlying communities and anomalous nodes.
Global Optimality in Tensor Factorization, Deep Learning, and Beyond
Haeffele, Benjamin D., Vidal, Rene
Techniques involving factorization are found in a wide range of applications and have enjoyed significant empirical success in many fields. However, common to a vast majority of these problems is the significant disadvantage that the associated optimization problems are typically non-convex due to a multilinear form or other convexity destroying transformation. Here we build on ideas from convex relaxations of matrix factorizations and present a very general framework which allows for the analysis of a wide range of non-convex factorization problems - including matrix factorization, tensor factorization, and deep neural network training formulations. We derive sufficient conditions to guarantee that a local minimum of the non-convex optimization problem is a global minimum and show that if the size of the factorized variables is large enough then from any initialization it is possible to find a global minimizer using a purely local descent algorithm. Our framework also provides a partial theoretical justification for the increasingly common use of Rectified Linear Units (ReLUs) in deep neural networks and offers guidance on deep network architectures and regularization strategies to facilitate efficient optimization.
Un-regularizing: approximate proximal point and faster stochastic algorithms for empirical risk minimization
Frostig, Roy, Ge, Rong, Kakade, Sham M., Sidford, Aaron
We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression, across a wide range of problem settings. To achieve this, we establish a framework based on the classical proximal point algorithm. Namely, we provide several algorithms that reduce the minimization of a strongly convex function to approximate minimizations of regularizations of the function. Using these results, we accelerate recent fast stochastic algorithms in a black-box fashion. Empirically, we demonstrate that the resulting algorithms exhibit notions of stability that are advantageous in practice. Both in theory and in practice, the provided algorithms reap the computational benefits of adding a large strongly convex regularization term, without incurring a corresponding bias to the original problem.
Efficient Learning for Undirected Topic Models
Replicated Softmax model, a well-known undirected topic model, is powerful in extracting semantic representations of documents. Traditional learning strategies such as Contrastive Divergence are very inefficient. This paper provides a novel estimator to speed up the learning based on Noise Contrastive Estimate, extended for documents of variant lengths and weighted inputs. Experiments on two benchmarks show that the new estimator achieves great learning efficiency and high accuracy on document retrieval and classification.
Benchmark of structured machine learning methods for microbial identification from mass-spectrometry data
Vervier, Kรฉvin, Mahรฉ, Pierre, Veyrieras, Jean-Baptiste, Vert, Jean-Philippe
Microbial identification is a central issue in microbiology, in particular in the fields of infectious diseases diagnosis and industrial quality control. The concept of species is tightly linked to the concept of biological and clinical classification where the proximity between species is generally measured in terms of evolutionary distances and/or clinical phenotypes. Surprisingly, the information provided by this well-known hierarchical structure is rarely used by machine learning-based automatic microbial identification systems. Structured machine learning methods were recently proposed for taking into account the structure embedded in a hierarchy and using it as additional a priori information, and could therefore allow to improve microbial identification systems. We test and compare several state-of-the-art machine learning methods for microbial identification on a new Matrix-Assisted Laser Desorption/Ionization Time-of-Flight mass spectrometry (MALDI-TOF MS) dataset. We include in the benchmark standard and structured methods, that leverage the knowledge of the underlying hierarchical structure in the learning process. Our results show that although some methods perform better than others, structured methods do not consistently perform better than their "flat" counterparts. We postulate that this is partly due to the fact that standard methods already reach a high level of accuracy in this context, and that they mainly confuse species close to each other in the tree, a case where using the known hierarchy is not helpful.
An objective prior that unifies objective Bayes and information-based inference
LaMont, Colin H., Wiggins, Paul A.
There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or $w$-prior) which unifies objective Bayes and information-based inference. The $w$-prior is chosen to make the marginal probability an unbiased estimator of the predictive performance of the model. This definition has several other natural interpretations. From the perspective of the information content of the prior, the $w$-prior is both uniformly and maximally uninformative. The $w$-prior can also be understood to result in a uniform density of distinguishable models in parameter space. Finally we demonstrate the the $w$-prior is equivalent to the Akaike Information Criterion (AIC) for regular models in the asymptotic limit. The $w$-prior appears to be generically applicable to statistical inference and is free of {\it ad hoc} regularization. The mechanism for suppressing complexity is analogous to AIC: model complexity reduces model predictivity. We expect this new objective-Bayes approach to inference to be widely-applicable to machine-learning problems including singular models.
Graphs in machine learning: an introduction
Latouche, Pierre, Rossi, Fabrice
Graphs are commonly used to characterise interactions between objects of interest. Because they are based on a straightforward formalism, they are used in many scientific fields from computer science to historical sciences. In this paper, we give an introduction to some methods relying on graphs for learning. This includes both unsupervised and supervised methods. Unsupervised learning algorithms usually aim at visualising graphs in latent spaces and/or clustering the nodes. Both focus on extracting knowledge from graph topologies. While most existing techniques are only applicable to static graphs, where edges do not evolve through time, recent developments have shown that they could be extended to deal with evolving networks. In a supervised context, one generally aims at inferring labels or numerical values attached to nodes using both the graph and, when they are available, node characteristics. Balancing the two sources of information can be challenging, especially as they can disagree locally or globally. In both contexts, supervised and un-supervised, data can be relational (augmented with one or several global graphs) as described above, or graph valued. In this latter case, each object of interest is given as a full graph (possibly completed by other characteristics). In this context, natural tasks include graph clustering (as in producing clusters of graphs rather than clusters of nodes in a single graph), graph classification, etc. 1 Real networks One of the first practical studies on graphs can be dated back to the original work of Moreno [51] in the 30s. Since then, there has been a growing interest in graph analysis associated with strong developments in the modelling and the processing of these data. Graphs are now used in many scientific fields. In Biology [54, 2, 7], for instance, metabolic networks can describe pathways of biochemical reactions [41], while in social sciences networks are used to represent relation ties between actors [66, 56, 36, 34]. Other examples include powergrids [71] and the web [75]. Recently, networks have also been considered in other areas such as geography [22] and history [59, 39]. In machine learning, networks are seen as powerful tools to model problems in order to extract information from data and for prediction purposes. This is the object of this paper. For more complete surveys, we refer to [28, 62, 49, 45]. In this section, we introduce notations and highlight properties shared by most real networks. In Section 2, we then consider methods aiming at extracting information from a unique network. We will particularly focus on clustering methods where the goal is to find clusters of vertices. Finally, in Section 3, techniques that take a series of networks into account, where each network is
Clustering, Classification, Discriminant Analysis, and Dimension Reduction via Generalized Hyperbolic Mixtures
Morris, Katherine, McNicholas, Paul D.
A method for dimension reduction with clustering, classification, or discriminant analysis is introduced. This mixture model-based approach is based on fitting generalized hyperbolic mixtures on a reduced subspace within the paradigm of model-based clustering, classification, or discriminant analysis. A reduced subspace of the data is derived by considering the extent to which group means and group covariances vary. The members of the subspace arise through linear combinations of the original data, and are ordered by importance via the associated eigenvalues. The observations can be projected onto the subspace, resulting in a set of variables that captures most of the clustering information available. The use of generalized hyperbolic mixtures gives a robust framework capable of dealing with skewed clusters. Although dimension reduction is increasingly in demand across many application areas, the authors are most familiar with biological applications and so two of the five real data examples are within that sphere. Simulated data are also used for illustration. The approach introduced herein can be considered the most general such approach available, and so we compare results to three special and limiting cases. Comparisons with several well established techniques illustrate its promising performance.
Regularization Path of Cross-Validation Error Lower Bounds
Shibagaki, Atsushi, Suzuki, Yoshiki, Karasuyama, Masayuki, Takeuchi, Ichiro
Careful tuning of a regularization parameter is indispensable in many machine learning tasks because it has a significant impact on generalization performances. Nevertheless, current practice of regularization parameter tuning is more of an art than a science, e.g., it is hard to tell how many grid-points would be needed in cross-validation (CV) for obtaining a solution with sufficiently small CV error. In this paper we propose a novel framework for computing a lower bound of the CV errors as a function of the regularization parameter, which we call regularization path of CV error lower bounds. The proposed framework can be used for providing a theoretical approximation guarantee on a set of solutions in the sense that how far the CV error of the current best solution could be away from best possible CV error in the entire range of the regularization parameters. We demonstrate through numerical experiments that a theoretically guaranteed a choice of regularization parameter in the above sense is possible with reasonable computational costs.
Parallel training of DNNs with Natural Gradient and Parameter Averaging
Povey, Daniel, Zhang, Xiaohui, Khudanpur, Sanjeev
We describe the neural-network training framework used in the Kaldi speech recognition toolkit, which is geared towards training DNNs with large amounts of training data using multiple GPU-equipped or multi-core machines. In order to be as hardware-agnostic as possible, we needed a way to use multiple machines without generating excessive network traffic. Our method is to average the neural network parameters periodically (typically every minute or two), and redistribute the averaged parameters to the machines for further training. Each machine sees different data. By itself, this method does not work very well. However, we have another method, an approximate and efficient implementation of Natural Gradient for Stochastic Gradient Descent (NG-SGD), which seems to allow our periodic-averaging method to work well, as well as substantially improving the convergence of SGD on a single machine.