Statistical Learning
HC-Search for Multi-Label Prediction: An Empirical Study
Doppa, Janardhan Rao (Oregon State University) | Yu, Jun (Oregon State University) | Ma, Chao (Oregon State University) | Fern, Alan (Oregon State University) | Tadepalli, Prasad (Oregon State University)
Multi-label learning concerns learning multiple, overlapping, and correlated classes. In this paper, we adapt a recent structured prediction framework called HC-Search for multi-label prediction problems. One of the main advantages of this framework is that its training is sensitive to the loss function, unlike the other multi-label approaches that either assume a specific loss function or require a manual adaptation to each loss function. We empirically evaluate our instantiation of the HC-Search framework along with many existing multi-label learning algorithms on a variety of benchmarks by employing diverse task loss functions. Our results demonstrate that the performance of existing algorithms tends to be very similar in most cases, and that the HC-Search approach is comparable and often better than all the other algorithms across different loss functions.
Monte Carlo Filtering Using Kernel Embedding of Distributions
Kanagawa, Motonobu (Graduate University for Advanced Studies) | Nishiyama, Yu (The Institute of Statistical Mathematics) | Gretton, Arthur (University College London) | Fukumizu, Kenji (The Institute of Statistical Mathematics)
Recent advances of kernel methods have yielded a framework for representing probabilities using a reproducing kernel Hilbert space, called kernel embedding of distributions. In this paper, we propose a Monte Carlo filtering algorithm based on kernel embeddings. The proposed method is applied to state-space models where sampling from the transition model is possible, while the observation model is to be learned from training samples without assuming a parametric model. As a theoretical basis of the proposed method, we prove consistency of the Monte Carlo method combined with kernel embeddings. Experimental results on synthetic models and real vision-based robot localization confirm the effectiveness of the proposed approach.
Fast Multi-Instance Multi-Label Learning
Huang, Sheng-Jun (Nanjing University) | Gao, Wei (Nanjing University) | Zhou, Zhi-Hua (Nanjing University)
In multi-instance multi-label learning (MIML), one object is represented by multiple instances and simultaneously associated with multiple labels. Existing MIML approaches have been found useful in many applications; however, most of them can only handle moderate-sized data. To efficiently handle large data sets, we propose the MIMLfast approach, which first constructs a low-dimensional subspace shared by all labels, and then trains label specific linear models to optimize approximated ranking loss via stochastic gradient descent. Although the MIML problem is complicated, MIMLfast is able to achieve excellent performance by exploiting label relations with shared space and discovering sub-concepts for complicated labels. Experiments show that the performance of MIMLfast is highly competitive to state-of-the-art techniques, whereas its time cost is much less; particularly, on a data set with 30K bags and 270K instances, where none of existing approaches can return results in 24 hours, MIMLfast takes only 12 minutes. Moreover, our approach is able to identify the most representative instance for each label, and thus providing a chance to understand the relation between input patterns and output semantics.
Encoding Tree Sparsity in Multi-Task Learning: A Probabilistic Framework
Han, Lei (Peking University) | Zhang, Yu (Hong Kong Baptist University) | Song, Guojie (Peking University) | Xie, Kunqing (Peking University)
Multi-task learning seeks to improve the generalization performance by sharing common information among multiple related tasks. A key assumption in most MTL algorithms is that all tasks are related, which, however, may not hold in many real-world applications. Existing techniques, which attempt to address this issue, aim to identify groups of related tasks using group sparsity. In this paper, we propose a probabilistic tree sparsity (PTS) model to utilize the tree structure to obtain the sparse solution instead of the group structure. Specifically, each model coefficient in the learning model is decomposed into a product of multiple component coefficients each of which corresponds to a node in the tree. Based on the decomposition, Gaussian and Cauchy distributions are placed on the component coefficients as priors to restrict the model complexity. We devise an efficient expectation maximization algorithm to learn the model parameters. Experiments conducted on both synthetic and real-world problems show the effectiveness of our model compared with state-of-the-art baselines.
Learning Relative Similarity by Stochastic Dual Coordinate Ascent
Wu, Pengcheng (Nanyang Technological University) | Ding, Yi (Nanyang Technological University) | Zhao, Peilin (Rutgers University) | Miao, Chunyan (Nanyang Technological University) | Hoi, Steven C. H. (Nanyang Technological University)
Learning relative similarity from pairwise instances is an important problem in machine learning and has a wide range of applications. Despite being studied for years, some existing methods solved by Stochastic Gradient Descent (SGD) techniques generally suffer from slow convergence. In this paper, we investigate the application of Stochastic Dual Coordinate Ascent (SDCA) technique to tackle the optimization task of relative similarity learning by extending from vector to matrix parameters. Theoretically, we prove the optimal linear convergence rate for the proposed SDCA algorithm, beating the well-known sublinear convergence rate by the previous best metric learning algorithms. Empirically, we conduct extensive experiments on both standard and large-scale data sets to validate the effectiveness of the proposed algorithm for retrieval tasks.
Natural Temporal Difference Learning
Dabney, William (University of Massachusetts Amherst) | Thomas, Philip (University of Massachusetts Amherst)
In this paper we investigate the application of natural gradient descent to Bellman error based reinforcement learning algorithms. This combination is interesting because natural gradient descent is invariant to the parameterization of the value function. This invariance property means that natural gradient descent adapts its update directions to correct for poorly conditioned representations. We present and analyze quadratic and linear time natural temporal difference learning algorithms, and prove that they are covariant. We conclude with experiments which suggest that the natural algorithms can match or outperform their non-natural counterparts using linear function approximation, and drastically improve upon their non-natural counterparts when using non-linear function approximation.
LASS: A Simple Assignment Model with Laplacian Smoothing
Carreira-Perpinan, Miguel Angel (University of California, Merced) | Wang, Weiran (TTI Chicago)
We consider the problem of learning soft assignments of N items to K categories given two sources of information: an item-category similarity matrix, which encourages items to be assigned to categories they are similar to (and to not be assigned to categories they are dissimilar to), and an item-item similarity matrix, which encourages similar items to have similar assignments. We propose a simple quadratic programming model that captures this intuition. We give necessary conditions for its solution to be unique, define an out-of-sample mapping, and derive a simple, effective training algorithm based on the alternating direction method of multipliers. The model predicts reasonable assignments from even a few similarity values, and can be seen as a generalization of semisupervised learning. It is particularly useful when items naturally belong to multiple categories, as for example when annotating documents with keywords or pictures with tags, with partially tagged items, or when the categories have complex interrelations (e.g. hierarchical) that are unknown.
Dynamic Bayesian Probabilistic Matrix Factorization
Chatzis, Sotirios (Cyprus University of Technology)
Collaborative filtering algorithms generally rely on the assumption that user preference patterns remain stationary. However, real-world relational data are seldom stationary. User preference patterns may change over time, giving rise to the requirement of designing collaborative filtering systems capable of detecting and adapting to preference pattern shifts. Motivated by this observation, in this paper we propose a dynamic Bayesian probabilistic matrix factorization model, designed for modeling time-varying distributions. Formulation of our model is based on imposition of a dynamic hierarchical Dirichlet process (dHDP) prior over the space of probabilistic matrix factorization models to capture the time-evolving statistical properties of modeled sequential relational datasets. We develop a simple Markov Chain Monte Carlo sampler to perform inference. We present experimental results to demonstrate the superiority of our temporal model.
Locality Preserving Projection for Domain Adaptation with Multi-Objective Learning
Shu, Le (Temple University) | Ma, Tianyang (Temple University) | Latecki, Longin Jan (Temple University)
In many practical cases, we need to generalize a model trained in a source domain to a new target domain.However, the distribution of these two domains may differ very significantly, especially sometimes some crucial target features may not have support in the source domain.This paper proposes a novel locality preserving projection method for domain adaptation task,which can find a linear mapping preserving the 'intrinsic structure' for both source and target domains.We first construct two graphs encoding the neighborhood information for source and target domains separately.We then find linear projection coefficients which have the property of locality preserving for each graph.Instead of combing the two objective terms under compatibility assumption and requiring the user to decide the importance of each objective function,we propose a multi-objective formulation for this problem and solve it simultaneously using Pareto optimization.The Pareto frontier captures all possible good linear projection coefficients that are preferred by one or more objectives.The effectiveness of our approach is justified by both theoretical analysis and empirical results on real world data sets.The new feature representation shows better prediction accuracy as our experiments demonstrate.
Intra-View and Inter-View Supervised Correlation Analysis for Multi-View Feature Learning
Jing, Xiao-Yuan (Wuhan University) | Hu, Rui-Min (Wuhan University) | Zhu, Yang-Ping (Nanjing University of Posts and Telecommunications) | Wu, Shan-Shan (Nanjing University of Posts and Telecommunications) | Liang, Chao (Wuhan University) | Yang, Jing-Yu (Nanjing University of Science and Technology)
Multi-view feature learning is an attractive research topic with great practical success. Canonical correlation analysis (CCA) has become an important technique in multi-view learning, since it can fully utilize the inter-view correlation. In this paper, we mainly study the CCA based multi-view supervised feature learning technique where the labels of training samples are known. Several supervised CCA based multi-view methods have been presented, which focus on investigating the supervised correlation across different views. However, they take no account of the intra-view correlation between samples. Researchers have also introduced the discriminant analysis technique into multi-view feature learning, such as multi-view discriminant analysis (MvDA). But they ignore the canonical correlation within each view and between all views. In this paper, we propose a novel multi-view feature learning approach based on intra-view and inter-view supervised correlation analysis (I2SCA), which can explore the useful correlation information of samples within each view and between all views. The objective function of I2SCA is designed to simultaneously extract the discriminatingly correlated features from both inter-view and intra-view. It can obtain an analytical solution without iterative calculation. And we provide a kernelized extension of I2SCA to tackle the linearly inseparable problem in the original feature space. Four widely-used datasets are employed as test data. Experimental results demonstrate that our proposed approaches outperform several representative multi-view supervised feature learning methods.