Optimization
Incremental Learning and Selective Sampling via Parametric Optimization Framework for SVM
We propose a framework based on a parametric quadratic programming (QP) technique to solve the support vector machine (SVM) training problem. This framework, can be specialized to obtain two SVM optimization methods. The first solves the fixed bias problem, while the second starts with an optimal solution for a fixed bias problem and adjusts the bias until the optimal value is found. The later method can be applied in conjunction with any other existing technique which obtains a fixed bias solution. Moreover, the second method can also be used independently to solve the complete SVM training problem. A combination of these two methods is more flexible than each individual method and, among other things, produces an incremental algorithm which exactly solve the 1-Norm Soft Margin SVM optimization problem. Applying Selective Sampling techniques may further boost convergence.
On the Convergence of Leveraging
Rรคtsch, Gunnar, Mika, Sebastian, Warmuth, Manfred K. K.
We give an unified convergence analysis of ensemble learning methods including e.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.
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: that the 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 four algorithms for training a classifier subject to this domain constraint, and present results showing that each algorithm yields a reliable improvement in performance.
Constructing Distributed Representations Using Additive Clustering
If the promise of computational modeling is to be fully realized in higherlevel cognitive domains 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 constructing binary 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. We present 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. Extensive empirical 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.
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.
Learning Lateral Interactions for Feature Binding and Sensory Segmentation
We present a new approach to the supervised learning of lateral interactions for the competitive layer model (CLM) dynamic feature binding architecture. The method is based on consistency conditions, which were recently shown to characterize the attractor states of this linear threshold recurrent network. For a given set of training examples the learning problem is formulated as a convex quadratic optimization problem in the lateral interaction weights. An efficient dimension reduction of the learning problem can be achieved by using a linear superposition of basis interactions. We show the successful application of the method to a medical image segmentation problem of fluorescence microscope cell images.
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.
Direct value-approximation for factored MDPs
Schuurmans, Dale, Patrascu, Relu
We present a simple approach for computing reasonable policies for factored Markov decision processes (MDPs), when the optimal value function can be approximated by a compact linear form. Our method is based on solving a single linear program that approximates the best linear fit to the optimal value function. By applying an efficient constraint generation procedure we obtain an iterative solution method that tackles concise linear programs. This direct linear programming approach experimentally yields a significant reduction in computation time over approximate value-and policy-iteration methods (sometimes reducing several hours to a few seconds). However, the quality of the solutions produced by linear programming is weaker-usually about twice the approximation error for the same approximating class. Nevertheless, the speed advantage allows one to use larger approximation classes to achieve similar error in reasonable time.
Approximate Dynamic Programming via Linear Programming
Farias, Daniela, Roy, Benjamin V.
The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large-scale stochastic control problems. We study an efficient method based on linear programming for approximating solutions to such problems. The approach "fits" a linear combination of pre-selected basis functions to the dynamic programming cost-to- go function. We develop bounds on the approximation error and present experimental results in the domain of queueing network control, providing empirical support for the methodology.
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, we provide a general probabilistic framework for clustering data into a set of classes organized as a taxonomy, where each class is associated with a probabilistic model from which the data was generated. The clustering algorithm simultaneously optimizes three things: the assignment of data instances to clusters, the models 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 agglomerative clustering 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.