Optimization
Prodding the ROC Curve: Constrained Optimization of Classifier Performance
Mozer, Michael C., Dodier, Robert, Colagrosso, Michael D., Guerra-Salcedo, Cesar, Wolniewicz, Richard
When designing a two-alternative classifier, one ordinarily aims to maximize the classifier's ability to discriminate between members of the two classes. We describe a situation in a real-world business application of machine-learning prediction in which an additional constraint is placed on the nature of the solution: thatthe classifier achieve a specified correct acceptance or correct rejection rate (i.e., that it achieve a fixed accuracy on members of one class or the other). Our domain is predicting churn in the telecommunications industry. Churn refers to customers who switch from one service provider to another. We propose fouralgorithms for training a classifier subject to this domain constraint, and present results showing that each algorithm yields a reliable improvement in performance.
A General Greedy Approximation Algorithm with Applications
Greedy approximation algorithms have been frequently used to obtain sparse solutions to learning problems. In this paper, we present a general greedy algorithm for solving a class of convex optimization problems. We derive a bound on the rate of approximation for this algorithm, and show that our algorithm includes a number of earlier studies as special cases.
The Concave-Convex Procedure (CCCP)
Yuille, Alan L., Rangarajan, Anand
We introduce the Concave-Convex procedure (CCCP) which constructs discretetime iterative dynamical systems which are guaranteed to monotonically decrease global optimization/energy functions. It can be applied to (almost) any optimization problem and many existing algorithms can be interpreted in terms of CCCP. In particular, we prove relationships to some applications of Legendre transform techniques. We then illustrate CCCP by applications to Potts models, linear assignment, EM algorithms, and Generalized Iterative Scaling (GIS). CCCP can be used both as a new way to understand existing optimization algorithms and as a procedure for generating new algorithms. 1 Introduction There is a lot of interest in designing discrete time dynamical systems for inference and learning (see, for example, [10], [3], [7], [13]).
Probabilistic Abstraction Hierarchies
Segal, Eran, Koller, Daphne, Ormoneit, Dirk
Many domains are naturally organized in an abstraction hierarchy or taxonomy, where the instances in "nearby" classes in the taxonomy are similar. In this paper, weprovide a general probabilistic framework for clustering data into a set of classes organized as a taxonomy, where each class is associated with a probabilistic modelfrom which the data was generated. The clustering algorithm simultaneously optimizes three things: the assignment of data instances to clusters, themodels associated with the clusters, and the structure of the abstraction hierarchy. A unique feature of our approach is that it utilizes global optimization algorithms for both of the last two steps, reducing the sensitivity to noise and the propensity to local maxima that are characteristic of algorithms such as hierarchical agglomerativeclustering that only take local steps. We provide a theoretical analysis for our algorithm, showing that it converges to a local maximum of the joint likelihood of model and data.
Matching Free Trees with Replicator Equations
Motivated by our recent work on rooted tree matching, in this paper we provide a solution to the problem of matching two free (i.e., unrooted) trees by constructing an association graph whose maximal cliques are in one-to-one correspondence with maximal common subtrees. We then solve the problem using simple replicator dynamics from evolutionary game theory. Experiments on hundreds of uniformly random trees are presented. The results are impressive: despite the inherent inability of these simple dynamics to escape from local optima, they always returned a globally optimal solution.
On the Convergence of Leveraging
Rätsch, Gunnar, Mika, Sebastian, Warmuth, Manfred K.
We give an unified convergence analysis of ensemble learning methods includinge.g. AdaBoost, Logistic Regression and the Least-Square- Boost algorithm for regression. These methods have in common that they iteratively call a base learning algorithm which returns hypotheses that are then linearly combined. We show that these methods are related to the Gauss-Southwell method known from numerical optimization and state non-asymptotical convergence results for all these methods. Our analysis includes -norm regularized cost functions leading to a clean and general way to regularize ensemble learning.
Constructing Distributed Representations Using Additive Clustering
If the promise of computational modeling is to be fully realized in higherlevel cognitivedomains such as language processing, principled methods must be developed to construct the semantic representations used in such models. In this paper, we propose the use of an established formalism from mathematical psychology, additive clustering, as a means of automatically constructingbinary representations for objects using only pairwise similarity data. However, existing methods for the unsupervised learning of additive clustering models do not scale well to large problems. Wepresent a new algorithm for additive clustering, based on a novel heuristic technique for combinatorial optimization. The algorithm is simpler than previous formulations and makes fewer independence assumptions. Extensiveempirical tests on both human and synthetic data suggest that it is more effective than previous methods and that it also scales better to larger problems. By making additive clustering practical, we take a significant step toward scaling connectionist models beyond hand-coded examples.
Finding the Key to a Synapse
Natschläger, Thomas, Maass, Wolfgang
Experimental data have shown that synapses are heterogeneous: different synapses respond with different sequences of amplitudes of postsynaptic responses to the same spike train. Neither the role of synaptic dynamics itself nor the role of the heterogeneity of synaptic dynamics for computations in neural circuits is well understood. We present in this article methods that make it feasible to compute for a given synapse with known synaptic parameters the spike train that is optimally fitted to the synapse, for example in the sense that it produces the largest sum of postsynaptic responses. To our surprise we find that most of these optimally fitted spike trains match common firing patterns of specific types of neurons that are discussed in the literature. 1 Introduction A large number of experimental studies have shown that biological synapses have an inherent dynamics, which controls how the pattern of amplitudes of postsynaptic responses depends on the temporal pattern of the incoming spike train. Various quantitative models have been proposed involving a small number of characteristic parameters, that allow us to predict the response of a given synapse to a given spike train once proper values for these characteristic synaptic parameters have been found. The analysis of this article is based on the model of [1], where three parameters U, F, D control the dynamics of a synapse and a fourth parameter A - which corresponds to the synaptic "weight" in static synapse models - scales the absolute sizes of the postsynaptic responses. The resulting model predicts the amplitude Ak for the kth spike in a spike train with interspike intervals (lSI's) .60
Improved Output Coding for Classification Using Continuous Relaxation
Output coding is a general method for solving multiclass problems by reducing them to multiple binary classification problems. Previous research on output coding has employed, almost solely, predefined discrete codes. We describe an algorithm that improves the performance of output codes by relaxing them to continuous codes. The relaxation procedure is cast as an optimization problem and is reminiscent of the quadratic program for support vector machines. We describe experiments with the proposed algorithm, comparing it to standard discrete output codes. The experimental results indicate that continuous relaxations of output codes often improve the generalization performance, especially for short codes.
APRICODD: Approximate Policy Construction Using Decision Diagrams
St-Aubin, Robert, Hoey, Jesse, Boutilier, Craig
We propose a method of approximate dynamic programming for Markov decision processes (MDPs) using algebraic decision diagrams (ADDs). We produce near-optimal value functions and policies with much lower time and space requirements than exact dynamic programming. Our method reduces the sizes of the intermediate value functions generated during value iteration by replacing the values at the terminals of the ADD with ranges of values. Our method is demonstrated on a class of large MDPs (with up to 34 billion states), and we compare the results with the optimal value functions.