Statistical Learning
A Split-Merge Framework for Comparing Clusterings
Xiang, Qiaoliang, Mao, Qi, Chai, Kian Ming, Chieu, Hai Leong, Tsang, Ivor, Zhao, Zhendong
Clustering evaluation measures are frequently used to evaluate the performance of algorithms. However, most measures are not properly normalized and ignore some information in the inherent structure of clusterings. We model the relation between two clusterings as a bipartite graph and propose a general component-based decomposition formula based on the components of the graph. Most existing measures are examples of this formula. In order to satisfy consistency in the component, we further propose a split-merge framework for comparing clusterings of different data sets. Our framework gives measures that are conditionally normalized, and it can make use of data point information, such as feature vectors and pairwise distances. We use an entropy-based instance of the framework and a coreference resolution data set to demonstrate empirically the utility of our framework over other measures.
Multiresolution Gaussian Processes
Fox, Emily B., Dunson, David B.
We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a random nested partition. Long-range dependencies are captured by the top-level GP while the partition points define the abrupt changes. Due to the inherent conjugacy of the GPs, one can analytically marginalize the GPs and compute the conditional likelihood of the observations given the partition tree. This property allows for efficient inference of the partition itself, for which we employ graph-theoretic techniques. We apply the multiresolution GP to the analysis of Magnetoencephalography (MEG) recordings of brain activity.
Estimating the Hessian by Back-propagating Curvature
Martens, James, Sutskever, Ilya, Swersky, Kevin
In this work we develop Curvature Propagation (CP), a general technique for efficiently computing unbiased approximations of the Hessian of any function that is computed using a computational graph. At the cost of roughly two gradient evaluations, CP can give a rank-1 approximation of the whole Hessian, and can be repeatedly applied to give increasingly precise unbiased estimates of any or all of the entries of the Hessian. Of particular interest is the diagonal of the Hessian, for which no general approach is known to exist that is both efficient and accurate. We show in experiments that CP turns out to work well in practice, giving very accurate estimates of the Hessian of neural networks, for example, with a relatively small amount of work. We also apply CP to Score Matching, where a diagonal of a Hessian plays an integral role in the Score Matching objective, and where it is usually computed exactly using inefficient algorithms which do not scale to larger and more complex models.
Learning Parameterized Skills
Da Silva, Bruno, Konidaris, George, Barto, Andrew
We introduce a method for constructing skills capable of solving tasks drawn from a distribution of parameterized reinforcement learning problems. The method draws example tasks from a distribution of interest and uses the corresponding learned policies to estimate the topology of the lower-dimensional piecewise-smooth manifold on which the skill policies lie. This manifold models how policy parameters change as task parameters vary. The method identifies the number of charts that compose the manifold and then applies non-linear regression in each chart to construct a parameterized skill by predicting policy parameters from task parameters. We evaluate our method on an underactuated simulated robotic arm tasked with learning to accurately throw darts at a parameterized target location.
Proximal methods for the latent group lasso penalty
Villa, Silvia, Rosasco, Lorenzo, Mosci, Sofia, Verri, Alessandro
We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to nonsmooth problems that are difficult to optimize, and we propose in this paper a suitable version of an accelerated proximal method to solve them. We prove convergence of a nested procedure, obtained composing an accelerated proximal method with an inner algorithm for computing the proximity operator. By exploiting the geometrical properties of the penalty, we devise a new active set strategy, thanks to which the inner iteration is relatively fast, thus guaranteeing good computational performances of the overall algorithm. Our approach allows to deal with high dimensional problems without pre-processing for dimensionality reduction, leading to better computational and prediction performances with respect to the state-of-the art methods, as shown empirically both on toy and real data.
An Improved Bound for the Nystrom Method for Large Eigengap
Mahdavi, Mehrdad, Yang, Tianbao, Jin, Rong
We develop an improved bound for the approximation error of the Nystr\"{o}m method under the assumption that there is a large eigengap in the spectrum of kernel matrix. This is based on the empirical observation that the eigengap has a significant impact on the approximation error of the Nystr\"{o}m method. Our approach is based on the concentration inequality of integral operator and the theory of matrix perturbation. Our analysis shows that when there is a large eigengap, we can improve the approximation error of the Nystr\"{o}m method from $O(N/m^{1/4})$ to $O(N/m^{1/2})$ when measured in Frobenius norm, where $N$ is the size of the kernel matrix, and $m$ is the number of sampled columns.
Comparative Study and Optimization of Feature-Extraction Techniques for Content based Image Retrieval
Chadha, Aman, Mallik, Sushmit, Johar, Ravdeep
The aim of a Content-Based Image Retrieval (CBIR) system, also known as Query by Image Content (QBIC), is to help users to retrieve relevant images based on their contents. CBIR technologies provide a method to find images in large databases by using unique descriptors from a trained image. The image descriptors include texture, color, intensity and shape of the object inside an image. Several feature-extraction techniques viz., Average RGB, Color Moments, Co-occurrence, Local Color Histogram, Global Color Histogram and Geometric Moment have been critically compared in this paper. However, individually these techniques result in poor performance. So, combinations of these techniques have also been evaluated and results for the most efficient combination of techniques have been presented and optimized for each class of image query. We also propose an improvement in image retrieval performance by introducing the idea of Query modification through image cropping. It enables the user to identify a region of interest and modify the initial query to refine and personalize the image retrieval results.
The expected performance of stellar parametrization with Gaia spectrophotometry
Liu, C., Bailer-Jones, C. A. L., Sordo, R., Vallenari, A., Borrachero, R., Luri, X., Sartoretti, P.
Gaia will obtain astrometry and spectrophotometry for essentially all sources in the sky down to a broad band magnitude limit of G=20, an expected yield of 10^9 stars. Its main scientific objective is to reveal the formation and evolution of our Galaxy through chemo-dynamical analysis. In addition to inferring positions, parallaxes and proper motions from the astrometry, we must also infer the astrophysical parameters of the stars from the spectrophotometry, the BP/RP spectrum. Here we investigate the performance of three different algorithms (SVM, ILIUM, Aeneas) for estimating the effective temperature, line-of-sight interstellar extinction, metallicity and surface gravity of A-M stars over a wide range of these parameters and over the full magnitude range Gaia will observe (G=6-20mag). One of the algorithms, Aeneas, infers the posterior probability density function over all parameters, and can optionally take into account the parallax and the Hertzsprung-Russell diagram to improve the estimates. For all algorithms the accuracy of estimation depends on G and on the value of the parameters themselves, so a broad summary of performance is only approximate. For stars at G=15 with less than two magnitudes extinction, we expect to be able to estimate Teff to within 1%, logg to 0.1-0.2dex, and [Fe/H] (for FGKM stars) to 0.1-0.2dex, just using the BP/RP spectrum (mean absolute error statistics are quoted). Performance degrades at larger extinctions, but not always by a large amount. Extinction can be estimated to an accuracy of 0.05-0.2mag for stars across the full parameter range with a priori unknown extinction between 0 and 10mag. Performance degrades at fainter magnitudes, but even at G=19 we can estimate logg to better than 0.2dex for all spectral types, and [Fe/H] to within 0.35dex for FGKM stars, for extinctions below 1mag.
Practical Bayesian Optimization of Machine Learning Algorithms
Snoek, Jasper, Larochelle, Hugo, Adams, Ryan P.
Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of thumb, or sometimes brute-force search. Much more appealing is the idea of developing automatic approaches which can optimize the performance of a given learning algorithm to the task at hand. In this work, we consider the automatic tuning problem within the framework of Bayesian optimization, in which a learning algorithm's generalization performance is modeled as a sample from a Gaussian process (GP). The tractable posterior distribution induced by the GP leads to efficient use of the information gathered by previous experiments, enabling optimal choices about what parameters to try next. Here we show how the effects of the Gaussian process prior and the associated inference procedure can have a large impact on the success or failure of Bayesian optimization. We show that thoughtful choices can lead to results that exceed expert-level performance in tuning machine learning algorithms. We also describe new algorithms that take into account the variable cost (duration) of learning experiments and that can leverage the presence of multiple cores for parallel experimentation. We show that these proposed algorithms improve on previous automatic procedures and can reach or surpass human expert-level optimization on a diverse set of contemporary algorithms including latent Dirichlet allocation, structured SVMs and convolutional neural networks.
Document Clustering Evaluation: Divergence from a Random Baseline
De Vries, Christopher M., Geva, Shlomo, Trotman, Andrew
Divergence from a random baseline is a technique for the evaluation of document clustering. It ensures cluster quality measures are performing work that prevents ineffective clusterings from giving high scores to clusterings that provide no useful result. These concepts are defined and analysed using intrinsic and extrinsic approaches to the evaluation of document cluster quality. This includes the classical clusters to categories approach and a novel approach that uses ad hoc information retrieval. The divergence from a random baseline approach is able to differentiate ineffective clusterings encountered in the INEX XML Mining track. It also appears to perform a normalisation similar to the Normalised Mutual Information (NMI) measure but it can be applied to any measure of cluster quality. When it is applied to the intrinsic measure of distortion as measured by RMSE, subtraction from a random baseline provides a clear optimum that is not apparent otherwise. This approach can be applied to any clustering evaluation. This paper describes its use in the context of document clustering evaluation.