Statistical Learning
Online Nonparametric Regression with General Loss Functions
Rakhlin, Alexander, Sridharan, Karthik
This paper establishes minimax rates for online regression with arbitrary classes of functions and general losses. We show that below a certain threshold for the complexity of the function class, the minimax rates depend on both the curvature of the loss function and the sequential complexities of the class. Above this threshold, the curvature of the loss does not affect the rates. Furthermore, for the case of square loss, our results point to the interesting phenomenon: whenever sequential and i.i.d. empirical entropies match, the rates for statistical and online learning are the same. In addition to the study of minimax regret, we derive a generic forecaster that enjoys the established optimal rates. We also provide a recipe for designing online prediction algorithms that can be computationally efficient for certain problems. We illustrate the techniques by deriving existing and new forecasters for the case of finite experts and for online linear regression.
Two-stage Sampled Learning Theory on Distributions
Szabo, Zoltan, Gretton, Arthur, Poczos, Barnabas, Sriperumbudur, Bharath
We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their generalization performance in specific learning tasks. Learning problems formulated on distributions have an inherent two-stage sampled difficulty: in practice only samples from sampled distributions are observable, and one has to build an estimate on similarities computed between sets of points. To the best of our knowledge, the only existing method with consistency guarantees for distribution regression requires kernel density estimation as an intermediate step (which suffers from slow convergence issues in high dimensions), and the domain of the distributions to be compact Euclidean. In this paper, we provide theoretical guarantees for a remarkably simple algorithmic alternative to solve the distribution regression problem: embed the distributions to a reproducing kernel Hilbert space, and learn a ridge regressor from the embeddings to the outputs. Our main contribution is to prove the consistency of this technique in the two-stage sampled setting under mild conditions (on separable, topological domains endowed with kernels). For a given total number of observations, we derive convergence rates as an explicit function of the problem difficulty. As a special case, we answer a 15-year-old open question: we establish the consistency of the classical set kernel [Haussler, 1999; Gartner et. al, 2002] in regression, and cover more recent kernels on distributions, including those due to [Christmann and Steinwart, 2010].
A* Sampling
Maddison, Chris J., Tarlow, Daniel, Minka, Tom
The problem of drawing samples from a discrete distribution can be converted into a discrete optimization problem. In this work, we show how sampling from a continuous distribution can be converted into an optimization problem over continuous space. Central to the method is a stochastic process recently described in mathematical statistics that we call the Gumbel process. We present a new construction of the Gumbel process and A* sampling, a practical generic sampling algorithm that searches for the maximum of a Gumbel process using A* search. We analyze the correctness and convergence time of A* sampling and demonstrate empirically that it makes more efficient use of bound and likelihood evaluations than the most closely related adaptive rejection sampling-based algorithms.
Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
Wang, Zhaoran, Liu, Han, Zhang, Tong
We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this category, including least squares regression with nonconvex regularization, generalized linear models with nonconvex regularization and sparse elliptical random design regression. For these problems, it is intractable to calculate the global solution due to the nonconvex formulation. In this paper, we propose an approximate regularization path-following method for solving a variety of learning problems with nonconvex objective functions. Under a unified analytic framework, we simultaneously provide explicit statistical and computational rates of convergence for any local solution attained by the algorithm. Computationally, our algorithm attains a global geometric rate of convergence for calculating the full regularization path, which is optimal among all first-order algorithms. Unlike most existing methods that only attain geometric rates of convergence for one single regularization parameter, our algorithm calculates the full regularization path with the same iteration complexity. In particular, we provide a refined iteration complexity bound to sharply characterize the performance of each stage along the regularization path. Statistically, we provide sharp sample complexity analysis for all the approximate local solutions along the regularization path. In particular, our analysis improves upon existing results by providing a more refined sample complexity bound as well as an exact support recovery result for the final estimator. These results show that the final estimator attains an oracle statistical property due to the usage of nonconvex penalty.
MACHINE INTELLIGENCE 2
C. COOPER 21 3 Data representation--the key to conceptualisation: D. B. VIGOR 33 MECHANISED MATHEMATICS 45 4 An approach to analytic integration using ordered algebraic expressions: L. I. HODGSON 47 5 Some theorem-proving strategies based on the resolution principle: J. L DARLINGTON 57 MACHINE LEARNING AND HEURISTIC PROGRAMMING 73 6 Automatic description and recognition of board patterns in Go-Moku: A. M. MURRAY and E. W. Etcomc
MACHINE INTELLIGENCE 13
The two outstanding figures in the history of computer science are Alan Turing and John von Neumann, and they shared the view that logic was the key to understanding and automating computation. In particular, it was Turing who gave us in the mid-1930s the fundamental analysis, and the logical definition, of the concept of'computability by machine' and who discovered the surprising and beautiful basic fact that there exist universal machines which by suitable programming can be made to t This essay is an expanded and revised version of one entitled The Role of Logic in Computer Science and Artificial Intelligence, which was completed in January 1992 (and was later published in the Proceedings of the Fifth Generation computer Systems 1992 Conference). Since completing that essay I have had the benefit of extremely helpful discussions on many of the details with Professor Donald Michie and Professor I. J. Good, both of whom knew Turing well during the war years at Bletchley Park. Professor J. A. N. Lee, whose knowledge of the literature and archives of the history of computing is encyclopedic, also provided additional information, some of which is still unpublished. Further light has very recently been shed on the von Neumann side of the story by Norman Macrae's excellent biography John von Neumann (Macrae 1992). Accordingly, it seemed appropriate to undertake a more complete and thorough version of the FGCS'92 essay, focussing somewhat more on the interesting historical and biographical issues. I am grateful to Donald Michie and Stephen Muggleton for inviting me to contribute such a'second edition' to the present volume, and I would also like to thank the Institute for New Computer Technology (ICOT) for kind permission to make use of the FGCS'92 essay in this way. 1 LOGIC, COMPUTERS, TURING, AND VON NEUMANN
AC2 algorithm 324
EBL systems 117 see also non-deterministic finite see also explanation-based learning automata device malfunction data 165 ECG interpretation 306-7 description length of propositions Eckert, J.P. 4, 11 obtained 164 Eckert-Mauchly computers 11 Diagram Configuration (DC) model, EDSAC computer 11 perceptual chunks used EDVAC computer 11 420
13 A Comparative Study of Classification Algorithms: Statistical, Machine Learning and Neural Network R. D. King R. Henery
The aim of the Stat Log project is to compare the performance of statistical, machine learning, and neural network algorithms, on large real world problems. This paper describes the completed work on classification in the StatLog project. Classification is here defined to be the problem, given a set of multivariate data with assigned classes, of estimating the probability from a set of attributes describing a new example sampled from the same source that it has a pre-defined class. We gathered together a representative collection of algorithms from statistics (Naive Bayes, K-nearest Neighbour, Kernel density, Linear discriminant, Quadratic discriminant, Logistic regression, Projection pursuit, Bayesian networks), machine learning (CART, C4.5, NewID, AC2, CAL5, CN2, ITrule -- only propositional symbolic algorithms were considered), and neural networks (Backpropagation, Radial basis functions, Kohonen).