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 Statistical Learning


An Evaluation of Structural Parameters for Probabilistic Reasoning: Results on Benchmark Circuits

arXiv.org Artificial Intelligence

Many algorithms for processing probabilistic networks are dependent on the topological properties of the problem's structure. Such algorithms (e.g., clustering, conditioning) are effective only if the problem has a sparse graph captured by parameters such as tree width and cycle-cut set size. In this paper we initiate a study to determine the potential of structure-based algorithms in real-life applications. We analyze empirically the structural properties of problems coming from the circuit diagnosis domain. Specifically, we locate those properties that capture the effectiveness of clustering and conditioning as well as of a family of conditioning+clustering algorithms designed to gradually trade space for time. We perform our analysis on 11 benchmark circuits widely used in the testing community. We also report on the effect of ordering heuristics on tree-clustering and show that, on our benchmarks, the well-known max-cardinality ordering is substantially inferior to an ordering called min-degree.


Entailment in Probability of Thresholded Generalizations

arXiv.org Artificial Intelligence

A nonmonotonic logic of thresholded generalizations is presented. Given propositions A and B from a language L and a positive integer k, the thresholded generalization A=>B{k} means that the conditional probability P(B|A) falls short of one by no more than c*d^k. A two-level probability structure is defined. At the lower level, a model is defined to be a probability function on L. At the upper level, there is a probability distribution over models. A definition is given of what it means for a collection of thresholded generalizations to entail another thresholded generalization. This nonmonotonic entailment relation, called "entailment in probability", has the feature that its conclusions are "probabilistically trustworthy" meaning that, given true premises, it is improbable that an entailed conclusion would be false. A procedure is presented for ascertaining whether any given collection of premises entails any given conclusion. It is shown that entailment in probability is closely related to Goldszmidt and Pearl's System-Z^+, thereby demonstrating that the conclusions of System-Z^+ are probabilistically trustworthy.


The trace norm constrained matrix-variate Gaussian process for multitask bipartite ranking

arXiv.org Machine Learning

We propose a novel hierarchical model for multitask bipartite ranking. The proposed approach combines a matrix-variate Gaussian process with a generative model for task-wise bipartite ranking. In addition, we employ a novel trace constrained variational inference approach to impose low rank structure on the posterior matrix-variate Gaussian process. The resulting posterior covariance function is derived in closed form, and the posterior mean function is the solution to a matrix-variate regression with a novel spectral elastic net regularizer. Further, we show that variational inference for the trace constrained matrix-variate Gaussian process combined with maximum likelihood parameter estimation for the bipartite ranking model is jointly convex. Our motivating application is the prioritization of candidate disease genes. The goal of this task is to aid the identification of unobserved associations between human genes and diseases using a small set of observed associations as well as kernels induced by gene-gene interaction networks and disease ontologies. Our experimental results illustrate the performance of the proposed model on real world datasets. Moreover, we find that the resulting low rank solution improves the computational scalability of training and testing as compared to baseline models.


Hybrid Deterministic-Stochastic Methods for Data Fitting

arXiv.org Machine Learning

Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms offer inexpensive iterations by sampling a subset of the terms in the sum. These methods can make great progress initially, but often slow as they approach a solution. In contrast, full-gradient methods achieve steady convergence at the expense of evaluating the full objective and gradient on each iteration. We explore hybrid methods that exhibit the benefits of both approaches. Rate-of-convergence analysis shows that by controlling the sample size in an incremental gradient algorithm, it is possible to maintain the steady convergence rates of full-gradient methods. We detail a practical quasi-Newton implementation based on this approach. Numerical experiments illustrate its potential benefits.


Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models

arXiv.org Machine Learning

It has been shown that AIC-type criteria are asymptotically efficient selectors of the tuning parameter in non-concave penalized regression methods under the assumption that the population variance is known or that a consistent estimator is available. We relax this assumption to prove that AIC itself is asymptotically efficient and we study its performance in finite samples. In classical regression, it is known that AIC tends to select overly complex models when the dimension of the maximum candidate model is large relative to the sample size. Simulation studies suggest that AIC suffers from the same shortcomings when used in penalized regression. We therefore propose the use of the classical corrected AIC (AICc) as an alternative and prove that it maintains the desired asymptotic properties. To broaden our results, we further prove the efficiency of AIC for penalized likelihood methods in the context of generalized linear models with no dispersion parameter. Similar results exist in the literature but only for a restricted set of candidate models. By employing results from the classical literature on maximum-likelihood estimation in misspecified models, we are able to establish this result for a general set of candidate models. We use simulations to assess the performance of AIC and AICc, as well as that of other selectors, in finite samples for both SCAD-penalized and Lasso regressions and a real data example is considered.


Feature Selection for Microarray Gene Expression Data using Simulated Annealing guided by the Multivariate Joint Entropy

arXiv.org Machine Learning

In this work a new way to calculate the multivariate joint entropy is presented. This measure is the basis for a fast information-theoretic based evaluation of gene relevance in a Microarray Gene Expression data context. Its low complexity is based on the reuse of previous computations to calculate current feature relevance. The mu-TAFS algorithm --named as such to differentiate it from previous TAFS algorithms-- implements a simulated annealing technique specially designed for feature subset selection. The algorithm is applied to the maximization of gene subset relevance in several public-domain microarray data sets. The experimental results show a notoriously high classification performance and low size subsets formed by biologically meaningful genes.


An Information-Theoretic Analysis of Hard and Soft Assignment Methods for Clustering

arXiv.org Machine Learning

Assignment methods are at the heart of many algorithms for unsupervised learning and clustering - in particular, the well-known K-means and Expectation-Maximization (EM) algorithms. In this work, we study several different methods of assignment, including the "hard" assignments used by K-means and the ?soft' assignments used by EM. While it is known that K-means minimizes the distortion on the data and EM maximizes the likelihood, little is known about the systematic differences of behavior between the two algorithms. Here we shed light on these differences via an information-theoretic analysis. The cornerstone of our results is a simple decomposition of the expected distortion, showing that K-means (and its extension for inferring general parametric densities from unlabeled sample data) must implicitly manage a trade-off between how similar the data assigned to each cluster are, and how the data are balanced among the clusters. How well the data are balanced is measured by the entropy of the partition defined by the hard assignments. In addition to letting us predict and verify systematic differences between K-means and EM on specific examples, the decomposition allows us to give a rather general argument showing that K ?means will consistently find densities with less "overlap" than EM. We also study a third natural assignment method that we call posterior assignment, that is close in spirit to the soft assignments of EM, but leads to a surprisingly different algorithm.


Update Rules for Parameter Estimation in Bayesian Networks

arXiv.org Machine Learning

This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for parameter estimation that encompasses both on-line learning, where the model is continuously adapted to new data cases as they arrive, and the more traditional batch learning, where a pre-accumulated set of samples is used in a one-time model selection process. In the batch case, our framework encompasses both the gradient projection algorithm and the EM algorithm for Bayesian networks. The framework also leads to new on-line and batch parameter update schemes, including a parameterized version of EM. We provide both empirical and theoretical results indicating that parameterized EM allows faster convergence to the maximum likelihood parameters than does standard EM.


Centrality-constrained graph embedding

arXiv.org Machine Learning

Visual rendering of graphs is a key task in the mapping of complex network data. Although most graph drawing algorithms emphasize aesthetic appeal, certain applications such as travel-time maps place more importance on visualization of structural network properties. The present paper advocates a graph embedding approach with centrality considerations to comply with node hierarchy. The problem is formulated as one of constrained multi-dimensional scaling (MDS), and it is solved via block coordinate descent iterations with successive approximations and guaranteed convergence to a KKT point. In addition, a regularization term enforcing graph smoothness is incorporated with the goal of reducing edge crossings. Experimental results demonstrate that the algorithm converges, and can be used to efficiently embed large graphs on the order of thousands of nodes.


Factoring nonnegative matrices with linear programs

arXiv.org Machine Learning

This paper describes a new approach, based on linear programming, for computing nonnegative matrix factorizations (NMFs). The key idea is a data-driven model for the factorization where the most salient features in the data are used to express the remaining features. More precisely, given a data matrix X, the algorithm identifies a matrix C such that X approximately equals CX and some linear constraints. The constraints are chosen to ensure that the matrix C selects features; these features can then be used to find a low-rank NMF of X. A theoretical analysis demonstrates that this approach has guarantees similar to those of the recent NMF algorithm of Arora et al. (2012). In contrast with this earlier work, the proposed method extends to more general noise models and leads to efficient, scalable algorithms. Experiments with synthetic and real datasets provide evidence that the new approach is also superior in practice. An optimized C++ implementation can factor a multigigabyte matrix in a matter of minutes.