Statistical Learning
Insights from the Wikipedia Contest (IEEE Contest for Data Mining 2011)
Desai, Kalpit V, Ranjan, Roopesh
The Wikimedia Foundation has recently observed that newly joining editors on Wikipedia are increasingly failing to integrate into the Wikipedia editors' community, i.e. the community is becoming increasingly harder to penetrate. To sustain healthy growth of the community, the Wikimedia Foundation aims to quantitatively understand the factors that determine the editing behavior, and explain why most new editors become inactive soon after joining. As a step towards this broader goal, the Wikimedia foundation sponsored the ICDM (IEEE International Conference for Data Mining) contest for the year 2011. The objective for the participants was to develop models to predict the number of edits that an editor will make in future five months based on the editing history of the editor. Here we describe the approach we followed for developing predictive models towards this goal, the results that we obtained and the modeling insights that we gained from this exercise. In addition, towards the broader goal of Wikimedia Foundation, we also summarize the factors that emerged during our model building exercise as powerful predictors of future editing activity.
Key point selection and clustering of swimmer coordination through Sparse Fisher-EM
Komar, John, Hérault, Romain, Seifert, Ludovic
To answer the existence of optimal swimmer learning/teaching strategies, this work introduces a two-level clustering in order to analyze temporal dynamics of motor learning in breaststroke swimming. Each level have been performed through Sparse Fisher-EM, a unsupervised framework which can be applied efficiently on large and correlated datasets. The induced sparsity selects key points of the coordination phase without any prior knowledge.
Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses
Loh, Po-Ling, Wainwright, Martin J.
We investigate the relationship between the structure of a discrete graphical model and the support of the inverse of a generalized covariance matrix. We show that for certain graph structures, the support of the inverse covariance matrix of indicator variables on the vertices of a graph reflects the conditional independence structure of the graph. Our work extends results that have previously been established only in the context of multivariate Gaussian graphical models, thereby addressing an open question about the significance of the inverse covariance matrix of a non-Gaussian distribution. The proof exploits a combination of ideas from the geometry of exponential families, junction tree theory and convex analysis. These population-level results have various consequences for graph selection methods, both known and novel, including a novel method for structure estimation for missing or corrupted observations. We provide nonasymptotic guarantees for such methods and illustrate the sharpness of these predictions via simulations.
Minimax sparse principal subspace estimation in high dimensions
We study sparse principal components analysis in high dimensions, where $p$ (the number of variables) can be much larger than $n$ (the number of observations), and analyze the problem of estimating the subspace spanned by the principal eigenvectors of the population covariance matrix. We introduce two complementary notions of $\ell_q$ subspace sparsity: row sparsity and column sparsity. We prove nonasymptotic lower and upper bounds on the minimax subspace estimation error for $0\leq q\leq1$. The bounds are optimal for row sparse subspaces and nearly optimal for column sparse subspaces, they apply to general classes of covariance matrices, and they show that $\ell_q$ constrained estimates can achieve optimal minimax rates without restrictive spiked covariance conditions. Interestingly, the form of the rates matches known results for sparse regression when the effective noise variance is defined appropriately. Our proof employs a novel variational $\sin\Theta$ theorem that may be useful in other regularized spectral estimation problems.
Particle Gibbs with Ancestor Sampling
Lindsten, Fredrik, Jordan, Michael I., Schön, Thomas B.
Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm that we refer to as particle Gibbs with ancestor sampling (PGAS). PGAS provides the data analyst with an off-the-shelf class of Markov kernels that can be used to simulate the typically high-dimensional and highly autocorrelated state trajectory in a state-space model. The ancestor sampling procedure enables fast mixing of the PGAS kernel even when using seemingly few particles in the underlying SMC sampler. This is important as it can significantly reduce the computational burden that is typically associated with using SMC. PGAS is conceptually similar to the existing PG with backward simulation (PGBS) procedure. Instead of using separate forward and backward sweeps as in PGBS, however, we achieve the same effect in a single forward sweep. This makes PGAS well suited for addressing inference problems not only in state-space models, but also in models with more complex dependencies, such as non-Markovian, Bayesian nonparametric, and general probabilistic graphical models.
Quantitative methods for Phylogenetic Inference in Historical Linguistics: An experimental case study of South Central Dravidian
Rama, Taraka, Kolachina, Sudheer, B, Lakshmi Bai
In this paper we examine the usefulness of two classes of algorithms Distance Methods, Discrete Character Methods (Felsenstein and Felsenstein 2003) widely used in genetics, for predicting the family relationships among a set of related languages and therefore, diachronic language change. Applying these algorithms to the data on the numbers of shared cognates- with-change and changed as well as unchanged cognates for a group of six languages belonging to a Dravidian language sub-family given in Krishnamurti et al. (1983), we observed that the resultant phylogenetic trees are largely in agreement with the linguistic family tree constructed using the comparative method of reconstruction with only a few minor differences. Furthermore, we studied these minor differences and found that they were cases of genuine ambiguity even for a well-trained historical linguist. We evaluated the trees obtained through our experiments using a well-defined criterion and report the results here. We finally conclude that quantitative methods like the ones we examined are quite useful in predicting family relationships among languages. In addition, we conclude that a modest degree of confidence attached to the intuition that there could indeed exist a parallelism between the processes of linguistic and genetic change is not totally misplaced.
Data Smashing
Chattopadhyay, Ishanu, Lipson, Hod
Investigation of the underlying physics or biology from empirical data requires a quantifiable notion of similarity - when do two observed data sets indicate nearly identical generating processes, and when they do not. The discriminating characteristics to look for in data is often determined by heuristics designed by experts, $e.g.$, distinct shapes of "folded" lightcurves may be used as "features" to classify variable stars, while determination of pathological brain states might require a Fourier analysis of brainwave activity. Finding good features is non-trivial. Here, we propose a universal solution to this problem: we delineate a principle for quantifying similarity between sources of arbitrary data streams, without a priori knowledge, features or training. We uncover an algebraic structure on a space of symbolic models for quantized data, and show that such stochastic generators may be added and uniquely inverted; and that a model and its inverse always sum to the generator of flat white noise. Therefore, every data stream has an anti-stream: data generated by the inverse model. Similarity between two streams, then, is the degree to which one, when summed to the other's anti-stream, mutually annihilates all statistical structure to noise. We call this data smashing. We present diverse applications, including disambiguation of brainwaves pertaining to epileptic seizures, detection of anomalous cardiac rhythms, and classification of astronomical objects from raw photometry. In our examples, the data smashing principle, without access to any domain knowledge, meets or exceeds the performance of specialized algorithms tuned by domain experts.
Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation
Liu, Song, Quinn, John A., Gutmann, Michael U., Suzuki, Taiji, Sugiyama, Masashi
We propose a new method for detecting changes in Markov network structure between two sets of samples. Instead of naively fitting two Markov network models separately to the two data sets and figuring out their difference, we \emph{directly} learn the network structure change by estimating the ratio of Markov network models. This density-ratio formulation naturally allows us to introduce sparsity in the network structure change, which highly contributes to enhancing interpretability. Furthermore, computation of the normalization term, which is a critical bottleneck of the naive approach, can be remarkably mitigated. We also give the dual formulation of the optimization problem, which further reduces the computation cost for large-scale Markov networks. Through experiments, we demonstrate the usefulness of our method.
Convex Calibrated Surrogates for Low-Rank Loss Matrices with Applications to Subset Ranking Losses
Ramaswamy, Harish G., Agarwal, Shivani, Tewari, Ambuj
The design of convex, calibrated surrogate losses, whose minimization entails consistency with respect to a desired target loss, is an important concept to have emerged in the theory of machine learning in recent years. We give an explicit construction of a convex least-squares type surrogate loss that can be designed to be calibrated for any multiclass learning problem for which the target loss matrix has a low-rank structure; the surrogate loss operates on a surrogate target space of dimension at most the rank of the target loss. We use this result to design convex calibrated surrogates for a variety of subset ranking problems, with target losses including the precision@q, expected rank utility, mean average precision, and pairwise disagreement.
Approximate Inference in Continuous Determinantal Processes
Affandi, Raja Hafiz, Fox, Emily, Taskar, Ben
Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete setting admits an efficient sampling algorithm based on the eigendecomposition of the defining kernel matrix. Recently, there has been growing interest in using DPPs defined on continuous spaces. While the discrete-DPP sampler extends formally to the continuous case, computationally, the steps required are not tractable in general. In this paper, we present two efficient DPP sampling schemes that apply to a wide range of kernel functions: one based on low rank approximations via Nyström and random Fourier feature techniques and another based on Gibbs sampling. We demonstrate the utility of continuous DPPs in repulsive mixture modeling and synthesizing human poses spanning activity spaces.