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 Optimization


Identifying The Most Informative Features Using A Structurally Interacting Elastic Net

arXiv.org Machine Learning

Feature selection can efficiently identify the most informative features with respect to the target feature used in training. However, state-of-the-art vector-based methods are unable to encapsulate the relationships between feature samples into the feature selection process, thus leading to significant information loss. To address this problem, we propose a new graph-based structurally interacting elastic net method for feature selection. Specifically, we commence by constructing feature graphs that can incorporate pairwise relationship between samples. With the feature graphs to hand, we propose a new information theoretic criterion to measure the joint relevance of different pairwise feature combinations with respect to the target feature graph representation. This measure is used to obtain a structural interaction matrix where the elements represent the proposed information theoretic measure between feature pairs. We then formulate a new optimization model through the combination of the structural interaction matrix and an elastic net regression model for the feature subset selection problem. This allows us to a) preserve the information of the original vectorial space, b) remedy the information loss of the original feature space caused by using graph representation, and c) promote a sparse solution and also encourage correlated features to be selected. Because the proposed optimization problem is non-convex, we develop an efficient alternating direction multiplier method (ADMM) to locate the optimal solutions. Extensive experiments on various datasets demonstrate the effectiveness of the proposed method. Keywords: Feature Selection; Graph; Interacting Elastic Net; Sparse; ADMM 1. Introduction There has recently been a rapid growth in both the size and dimension of the data encountered in many real world applications of pattern recognition including image processing, bioinformatics, and financial analysis. Finding useful information and building effective prediction models from such data presents new challenges for machine learning and pattern recognition [1]. One way to overcome this problem is to develop efficient spectral methods including stochastic neighbour embedding [2], elastic embedding methods [3] and feature selection [4] methods to reduce the dimensionality of the data.


On the Intriguing Connections of Regularization, Input Gradients and Transferability of Evasion and Poisoning Attacks

arXiv.org Machine Learning

Transferability captures the ability of an attack against a machine-learning model to be effective against a different, potentially unknown, model. Studying transferability of attacks has gained interest in the last years due to the deployment of cyber-attack detection services based on machine learning. For these applications of machine learning, service providers avoid disclosing information about their machine-learning algorithms. As a result, attackers trying to bypass detection are forced to craft their attacks against a surrogate model instead of the actual target model used by the service. While previous work has shown that finding test-time transferable attack samples is possible, it is not well understood how an attacker may construct adversarial examples that are likely to transfer against different models, in particular in the case of training-time poisoning attacks. In this paper, we present the first empirical analysis aimed to investigate the transferability of both test-time evasion and training-time poisoning attacks. We provide a unifying, formal definition of transferability of such attacks and show how it relates to the input gradients of the surrogate and of the target classification models. We assess to which extent some of the most well-known machine-learning systems are vulnerable to transfer attacks, and explain why such attacks succeed (or not) across different models. To this end, we leverage some interesting connections highlighted in this work among the adversarial vulnerability of machine-learning models, their regularization hyperparameters and input gradients.


Optimal and Low-Complexity Dynamic Spectrum Access for RF-Powered Ambient Backscatter System with Online Reinforcement Learning

arXiv.org Artificial Intelligence

Ambient backscatter has been introduced with a wide range of applications for low power wireless communications. In this article, we propose an optimal and low-complexity dynamic spectrum access framework for RFpowered ambient backscatter system. Under the dynamics of the ambient signals, we first adopt the Markov decision process (MDP) framework to obtain the optimal policy for the secondary transmitter, aiming to maximize the system throughput. However, the MDP-based optimization requires complete knowledge of environment parameters, e.g., the probability of a channel to be idle and the probability of a successful packet transmission, that may not be practical to obtain. To cope with such incomplete knowledge of the environment, we develop a low-complexity online reinforcement learning algorithm that allows the secondary transmitter to "learn" from its decisions and then attain the optimal policy. Simulation results show that the proposed learning algorithm not only efficiently deals with the dynamics of the environment, but also improves the average throughput up to 50% and reduces the blocking probability and delay up to 80% compared with conventional methods. Dynamic spectrum access (DSA) has been considered as a promising solution to improve the utilization of radio spectrum [2]. As DSA standard frameworks, the Federal Communications Commission and the European Telecommunications Standardization Institute have recently proposed Spectrum Access Systems (SAS) and Licensed Shared Access (LSA) respectively [3]. In both SAS and LSA, spectrum users are prioritized at different levels/tiers (e.g., there are three types of users with a decreasing order of priority: Incumbent Users (IUs), Priority Access Licensees (PALs), and General Authorized Access (GAAs)). Without loss of generality, in this work, we refer users with higher priority as IUs and users with lower priority as secondary users (SUs). DSA harvests under-utilized spectrum chunks by allowing an SU to dynamically access (temporarily) idle spectrum bands/whitespaces to transmit data.


Learning Optimized Risk Scores

arXiv.org Machine Learning

Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data because they need to be calibrated, sparse, use small integer coefficients and obey application-specific constraints. In this paper, we present a new machine learning approach to learn risk scores. We formulate the risk score problem as a mixed integer nonlinear program, and present a new cutting plane algorithm for non-convex settings to efficiently recover its optimal solution. We improve our algorithm with specialized techniques to generate feasible solutions, narrow the optimality gap, and reduce data-related computation. Our approach can fit risk scores in a way that scales linearly in the number of samples, provides a certificate of optimality, and obeys real-world constraints without parameter tuning or post-processing. We illustrate the performance benefits of this approach through an extensive set of numerical experiments, where we compare risk scores built using our approach to those built using heuristic approaches. We also discuss the practical benefits of our approach through an application where we build a customized risk score for ICU seizure prediction in collaboration with the Massachusetts General Hospital.


Fast greedy algorithms for dictionary selection with generalized sparsity constraints

arXiv.org Machine Learning

In dictionary selection, several atoms are selected from finite candidates that successfully approximate given data points in the sparse representation. We propose a novel efficient greedy algorithm for dictionary selection. Not only does our algorithm work much faster than the known methods, but it can also handle more complex sparsity constraints, such as average sparsity. Using numerical experiments, we show that our algorithm outperforms the known methods for dictionary selection, achieving competitive performances with dictionary learning algorithms in a smaller running time.


ADM for grid CRF loss in CNN segmentation

arXiv.org Machine Learning

Variants of gradient descent (GD) dominate CNN loss minimization in computer vision. But, as we show, some powerful loss functions are practically useless only due to their poor optimization by GD. In the context of weakly-supervised CNN segmentation, we present a general ADM approach to regularized losses, which are inspired by well-known MRF/CRF models in "shallow" segmentation. While GD fails on the popular nearest-neighbor Potts loss, ADM splitting with $\alpha$-expansion solver significantly improves optimization of such grid CRF losses yielding state-of-the-art training quality. Denser CRF losses become amenable to basic GD, but they produce lower quality object boundaries in agreement with known noisy performance of dense CRF inference in shallow segmentation.


QoS aware Automatic Web Service Composition with Multiple objectives

arXiv.org Artificial Intelligence

With an increasing number of web services, providing an end-to-end Quality of Service (QoS) guarantee in responding to user queries is becoming an important concern. Multiple QoS parameters (e.g., response time, latency, throughput, reliability, availability, success rate) are associated with a service, thereby, service composition with a large number of candidate services is a challenging multi-objective optimization problem. In this paper, we study the multi-constrained multi-objective QoS aware web service composition problem and propose three different approaches to solve the same, one optimal, based on Pareto front construction and two other based on heuristically traversing the solution space. We compare the performance of the heuristics against the optimal, and show the effectiveness of our proposals over other classical approaches for the same problem setting, with experiments on WSC-2009 and ICEBE-2005 datasets.


Molecular Hypergraph Grammar with its Application to Molecular Optimization

arXiv.org Machine Learning

This paper is concerned with a molecular optimization framework using variational autoencoders (VAEs). In this paradigm, VAE allows us to convert a molecular graph into/from its latent continuous vector, and therefore, the molecular optimization problem can be solved by continuous optimization techniques. One of the longstanding issues in this area is that it is difficult to always generate valid molecules. The very recent work called the junction tree variational autoencoder (JT-VAE) successfully solved this issue by generating a molecule fragment-by-fragment. While it achieves the state-of-the-art performance, it requires several neural networks to be trained, which predict which atoms are used to connect fragments and stereochemistry of each bond. In this paper, we present a molecular hypergraph grammar variational autoencoder (MHG-VAE), which uses a single VAE to address the issue. Our idea is to develop a novel graph grammar for molecular graphs called molecular hypergraph grammar (MHG), which can specify the connections between fragments and the stereochemistry on behalf of neural networks. This capability allows us to address the issue using only a single VAE. We empirically demonstrate the effectiveness of MHG-VAE over existing methods.


Escaping Saddle Points in Constrained Optimization

arXiv.org Machine Learning

In this paper, we focus on escaping from saddle points in smooth nonconvex optimization problems subject to a convex set $\mathcal{C}$. We propose a generic framework that yields convergence to a second-order stationary point of the problem, if the convex set $\mathcal{C}$ is simple for a quadratic objective function. To be more precise, our results hold if one can find a $\rho$-approximate solution of a quadratic program subject to $\mathcal{C}$ in polynomial time, where $\rho<1$ is a positive constant that depends on the structure of the set $\mathcal{C}$. Under this condition, we show that the sequence of iterates generated by the proposed framework reaches an $(\epsilon,\gamma)$-second order stationary point (SOSP) in at most $\mathcal{O}(\max\{\epsilon^{-2},\rho^{-3}\gamma^{-3}\})$ iterations. We further characterize the overall arithmetic operations to reach an SOSP when the convex set $\mathcal{C}$ can be written as a set of quadratic constraints. Finally, we extend our results to the stochastic setting and characterize the number of stochastic gradient and Hessian evaluations to reach an $(\epsilon,\gamma)$-SOSP.


Learning Optimal Fair Policies

arXiv.org Machine Learning

We consider the problem of learning optimal policies from observational data in a way that satisfies certain fairness criteria. The issue of fairness arises where some covariates used in decision making are sensitive features, or are correlated with sensitive features. (Nabi and Shpitser 2018) formalized fairness in the context of regression problems as constraining the causal effects of sensitive features along certain disallowed causal pathways. The existence of these causal effects may be called retrospective unfairness in the sense of already being present in the data before analysis begins, and may be due to discriminatory practices or the biased way in which variables are defined or recorded. In the context of learning policies, what we call prospective bias, i.e., the inappropriate dependence of learned policies on sensitive features, is also possible. In this paper, we use methods from causal and semiparametric inference to learn optimal policies in a way that addresses both retrospective bias in the data, and prospective bias due to the policy. In addition, our methods appropriately address statistical bias due to model misspecification and confounding bias, which are important in the estimation of path-specific causal effects from observational data. We apply our methods to both synthetic data and real criminal justice data.