Statistical Learning
Bayesian Structured Prediction Using Gaussian Processes
Bratieres, Sebastien, Quadrianto, Novi, Ghahramani, Zoubin
We introduce a conceptually novel structured prediction model, GPstruct, which is kernelized, non-parametric and Bayesian, by design. We motivate the model with respect to existing approaches, among others, conditional random fields (CRFs), maximum margin Markov networks (M3N), and structured support vector machines (SVMstruct), which embody only a subset of its properties. We present an inference procedure based on Markov Chain Monte Carlo. The framework can be instantiated for a wide range of structured objects such as linear chains, trees, grids, and other general graphs. As a proof of concept, the model is benchmarked on several natural language processing tasks and a video gesture segmentation task involving a linear chain structure. We show prediction accuracies for GPstruct which are comparable to or exceeding those of CRFs and SVMstruct.
Knowledge Matters: Importance of Prior Information for Optimization
Gรผlรงehre, รaฤlar, Bengio, Yoshua
We explore the effect of introducing prior information into the intermediate level of neural networks for a learning task on which all the state-of-the-art machine learning algorithms tested failed to learn. We motivate our work from the hypothesis that humans learn such intermediate concepts from other individuals via a form of supervision or guidance using a curriculum. The experiments we have conducted provide positive evidence in favor of this hypothesis. In our experiments, a two-tiered MLP architecture is trained on a dataset with 64x64 binary inputs images, each image with three sprites. The final task is to decide whether all the sprites are the same or one of them is different. Sprites are pentomino tetris shapes and they are placed in an image with different locations using scaling and rotation transformations. The first part of the two-tiered MLP is pre-trained with intermediate-level targets being the presence of sprites at each location, while the second part takes the output of the first part as input and predicts the final task's target binary event. The two-tiered MLP architecture, with a few tens of thousand examples, was able to learn the task perfectly, whereas all other algorithms (include unsupervised pre-training, but also traditional algorithms like SVMs, decision trees and boosting) all perform no better than chance. We hypothesize that the optimization difficulty involved when the intermediate pre-training is not performed is due to the {\em composition} of two highly non-linear tasks. Our findings are also consistent with hypotheses on cultural learning inspired by the observations of optimization problems with deep learning, presumably because of effective local minima.
Learning an Integrated Distance Metric for Comparing Structure of Complex Networks
Aliakbary, Sadegh, Motallebi, Sadegh, Habibi, Jafar, Movaghar, Ali
Graph comparison plays a major role in many network applications. We often need a similarity metric for comparing networks according to their structural properties. Various network features - such as degree distribution and clustering coefficient - provide measurements for comparing networks from different points of view, but a global and integrated distance metric is still missing. In this paper, we employ distance metric learning algorithms in order to construct an integrated distance metric for comparing structural properties of complex networks. According to natural witnesses of network similarities (such as network categories) the distance metric is learned by the means of a dataset of some labeled real networks. For evaluating our proposed method which is called NetDistance, we applied it as the distance metric in K-nearest-neighbors classification. Empirical results show that NetDistance outperforms previous methods, at least 20 percent, with respect to precision.
On-line Bayesian parameter estimation in general non-linear state-space models: A tutorial and new results
Tulsyan, Aditya, Huang, Biao, Gopaluni, R. Bhushan, Forbes, J. Fraser
On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex multi-dimensional integrals that are not amenable to analytical solution. While basic sequential Monte-Carlo (SMC) or particle filtering (PF) algorithms for simultaneous estimation exist, it is well recognized that there is a need for making these on-line algorithms non-degenerate, fast and applicable to processes with missing measurements. To overcome the deficiencies in traditional algorithms, this work proposes a Bayesian approach to on-line state and parameter estimation. Its extension to handle missing data in real-time is also provided. The simultaneous estimation is performed by filtering an extended vector of states and parameters using an adaptive sequential-importance-resampling (SIR) filter with a kernel density estimation method. The approach uses an on-line optimization algorithm based on Kullback-Leibler (KL) divergence to allow adaptation of the SIR filter for combined state-parameter estimation. An optimal tuning rule to control the width of the kernel and the variance of the artificial noise added to the parameters is also proposed. The approach is illustrated through numerical examples.
Accuracy of MAP segmentation with hidden Potts and Markov mesh prior models via Path Constrained Viterbi Training, Iterated Conditional Modes and Graph Cut based algorithms
Flesia, Ana Georgina, Baumgartner, Josef, Gimenez, Javier, Martinez, Jorge
In this paper, we study statistical classification accuracy of two different Markov field environments for pixelwise image segmentation, considering the labels of the image as hidden states and solving the estimation of such labels as a solution of the MAP equation. The emission distribution is assumed the same in all models, and the difference lays in the Markovian prior hypothesis made over the labeling random field. The a priori labeling knowledge will be modeled with a) a second order anisotropic Markov Mesh and b) a classical isotropic Potts model. Under such models, we will consider three different segmentation procedures, 2D Path Constrained Viterbi training for the Hidden Markov Mesh, a Graph Cut based segmentation for the first order isotropic Potts model, and ICM (Iterated Conditional Modes) for the second order isotropic Potts model. We provide a unified view of all three methods, and investigate goodness of fit for classification, studying the influence of parameter estimation, computational gain, and extent of automation in the statistical measures Overall Accuracy, Relative Improvement and Kappa coefficient, allowing robust and accurate statistical analysis on synthetic and real-life experimental data coming from the field of Dental Diagnostic Radiography. All algorithms, using the learned parameters, generate good segmentations with little interaction when the images have a clear multimodal histogram. Suboptimal learning proves to be frail in the case of non-distinctive modes, which limits the complexity of usable models, and hence the achievable error rate as well. All Matlab code written is provided in a toolbox available for download from our website, following the Reproducible Research Paradigm.
A Reliable Effective Terascale Linear Learning System
Agarwal, Alekh, Chapelle, Olivier, Dudik, Miroslav, Langford, John
We present a system and a set of techniques for learning linear predictors with convex losses on terascale datasets, with trillions of features, {The number of features here refers to the number of non-zero entries in the data matrix.} billions of training examples and millions of parameters in an hour using a cluster of 1000 machines. Individually none of the component techniques are new, but the careful synthesis required to obtain an efficient implementation is. The result is, up to our knowledge, the most scalable and efficient linear learning system reported in the literature (as of 2011 when our experiments were conducted). We describe and thoroughly evaluate the components of the system, showing the importance of the various design choices.
Minimum Distance Estimation for Robust High-Dimensional Regression
Lozano, Aurรฉlie C., Meinshausen, Nicolai
We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional noisy data. Our method, Minimum Distance Lasso (MD-Lasso), combines minimum distance functionals, customarily used in nonparametric estimation for their robustness, with l1-regularization for high-dimensional regression. The geometry of MD-Lasso is key to its consistency and robustness. The estimator is governed by a scaling parameter that caps the influence of outliers: the loss per observation is locally convex and close to quadratic for small squared residuals, and flattens for squared residuals larger than the scaling parameter. As the parameter approaches infinity, the estimator becomes equivalent to least-squares Lasso. MD-Lasso enjoys fast convergence rates under mild conditions on the model error distribution, which hold for any of the solutions in a convexity region around the true parameter and in certain cases for every solution. Remarkably, a first-order optimization method is able to produce iterates very close to the consistent solutions, with geometric convergence and regardless of the initialization. A connection is established with re-weighted least-squares that intuitively explains MD-Lasso robustness. The merits of our method are demonstrated through simulation and eQTL data analysis.
Fast Algorithm for Modularity-Based Graph Clustering
Shiokawa, Hiroaki (Nippon Telegraph and Telephone Corporation) | Fujiwara, Yasuhiro (Nippon Telegraph and Telephone Corporation) | Onizuka, Makoto (Nippon Telegraph and Telephone Corporation)
In AI and Web communities, modularity-based graph clustering algorithms are being applied to various applications. However, existing algorithms are not applied to large graphs because they have to scan all vertices/edges iteratively. The goal of this paper is to efficiently compute clusters with high modularity from extremely large graphs with more than a few billion edges. The heart of our solution is to compute clusters by incrementally pruning unnecessary vertices/edges and optimizing the order of vertex selections. Our experiments show that our proposal outperforms all other modularity-based algorithms in terms of computation time, and it finds clusters with high modularity.
Online Lazy Updates for Portfolio Selection with Transaction Costs
Das, Puja (University of Minnesota, Twin Cities) | Johnson, Nicholas (University of Minnesota, Twin Cities) | Banerjee, Arindam (University of Minnesota, Twin Cities)
A major challenge for stochastic optimization is the cost of updating model parameters especially when the number of parameters is large. Updating parameters frequently can prove to be computationally or monetarily expensive. In this paper, we introduce an efficient primal-dual based online algorithm that performs lazy updates to the parameter vector and show that its performance is competitive with reasonable strategies which have the benefit of hindsight. We demonstrate the effectiveness of our algorithm in the online portfolio selection domain where a trader has to pay proportional transaction costs every time his portfolio is updated. Our Online Lazy Updates (OLU) algorithm takes into account the transaction costs while computing an optimal portfolio which results in sparse updates to the portfolio vector. We successfully establish the robustness and scalability of our lazy portfolio selection algorithm with extensive theoretical and experimental results on two real-world datasets.