Technology
Answering Fuzzy Conjunctive Queries over Finitely Valued Fuzzy Ontologies
Borgwardt, Stefan, Mailis, Theofilos, Peñaloza, Rafael, Turhan, Anni-Yasmin
Fuzzy Description Logics (DLs) provide a means for representing vague knowledge about an application domain. In this paper, we study fuzzy extensions of conjunctive queries (CQs) over the DL $\mathcal{SROIQ}$ based on finite chains of degrees of truth. To answer such queries, we extend a well-known technique that reduces the fuzzy ontology to a classical one, and use classical DL reasoners as a black box. We improve the complexity of previous reduction techniques for finitely valued fuzzy DLs, which allows us to prove tight complexity results for answering certain kinds of fuzzy CQs. We conclude with an experimental evaluation of a prototype implementation, showing the feasibility of our approach.
Language Models for Image Captioning: The Quirks and What Works
Devlin, Jacob, Cheng, Hao, Fang, Hao, Gupta, Saurabh, Deng, Li, He, Xiaodong, Zweig, Geoffrey, Mitchell, Margaret
Two recent approaches have achieved state-of-the-art results in image captioning. The first uses a pipelined process where a set of candidate words is generated by a convolutional neural network (CNN) trained on images, and then a maximum entropy (ME) language model is used to arrange these words into a coherent sentence. The second uses the penultimate activation layer of the CNN as input to a recurrent neural network (RNN) that then generates the caption sequence. In this paper, we compare the merits of these different language modeling approaches for the first time by using the same state-of-the-art CNN as input. We examine issues in the different approaches, including linguistic irregularities, caption repetition, and data set overlap. By combining key aspects of the ME and RNN methods, we achieve a new record performance over previously published results on the benchmark COCO dataset. However, the gains we see in BLEU do not translate to human judgments.
Accelerating Optimization via Adaptive Prediction
We present a powerful general framework for designing data-dependent optimization algorithms, building upon and unifying recent techniques in adaptive regularization, optimistic gradient predictions, and problem-dependent randomization. We first present a series of new regret guarantees that hold at any time and under very minimal assumptions, and then show how different relaxations recover existing algorithms, both basic as well as more recent sophisticated ones. Finally, we show how combining adaptivity, optimism, and problem-dependent randomization can guide the design of algorithms that benefit from more favorable guarantees than recent state-of-the-art methods.
On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalities
Rakhlin, Alexander, Sridharan, Karthik
We study an equivalence of (i) deterministic pathwise statements appearing in the online learning literature (termed \emph{regret bounds}), (ii) high-probability tail bounds for the supremum of a collection of martingales (of a specific form arising from uniform laws of large numbers for martingales), and (iii) in-expectation bounds for the supremum. By virtue of the equivalence, we prove exponential tail bounds for norms of Banach space valued martingales via deterministic regret bounds for the online mirror descent algorithm with an adaptive step size. We extend these results beyond the linear structure of the Banach space: we define a notion of \emph{martingale type} for general classes of real-valued functions and show its equivalence (up to a logarithmic factor) to various sequential complexities of the class (in particular, the sequential Rademacher complexity and its offset version). For classes with the general martingale type 2, we exhibit a finer notion of variation that allows partial adaptation to the function indexing the martingale. Our proof technique rests on sequential symmetrization and on certifying the \emph{existence} of regret minimization strategies for certain online prediction problems.
Lifted Relational Neural Networks
Sourek, Gustav, Aschenbrenner, Vojtech, Zelezny, Filip, Kuzelka, Ondrej
We propose a method combining relational-logic representations with neural network learning. A general lifted architecture, possibly reflecting some background domain knowledge, is described through relational rules which may be handcrafted or learned. The relational rule-set serves as a template for unfolding possibly deep neural networks whose structures also reflect the structures of given training or testing relational examples. Different networks corresponding to different examples share their weights, which co-evolve during training by stochastic gradient descent algorithm. The framework allows for hierarchical relational modeling constructs and learning of latent relational concepts through shared hidden layers weights corresponding to the rules. Discovery of notable relational concepts and experiments on 78 relational learning benchmarks demonstrate favorable performance of the method.
Consistent Estimation of Low-Dimensional Latent Structure in High-Dimensional Data
Chen, Xiongzhi, Storey, John D.
We consider the problem of extracting a low-dimensional, linear latent variable structure from high-dimensional random variables. Specifically, we show that under mild conditions and when this structure manifests itself as a linear space that spans the conditional means, it is possible to consistently recover the structure using only information up to the second moments of these random variables. This finding, specialized to one-parameter exponential families whose variance function is quadratic in their means, allows for the derivation of an explicit estimator of such latent structure. This approach serves as a latent variable model estimator and as a tool for dimension reduction for a high-dimensional matrix of data composed of many related variables. Our theoretical results are verified by simulation studies and an application to genomic data.
On the Robustness of Regularized Pairwise Learning Methods Based on Kernels
Christmann, Andreas, Zhou, Ding-Xuan
Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is regularized minimization of the error entropy loss which has recently attracted quite some interest from the viewpoint of consistency and learning rates. This paper shows that such RPL methods have additionally good statistical robustness properties, if the loss function and the kernel are chosen appropriately. We treat two cases of particular interest: (i) a bounded and non-convex loss function and (ii) an unbounded convex loss function satisfying a certain Lipschitz type condition.
The intrinsic value of HFO features as a biomarker of epileptic activity
Gliske, Stephen V., Moon, Kevin R., Stacey, William C., Hero, Alfred O. III
High frequency oscillations (HFOs) are a promising biomarker of epileptic brain tissue and activity. HFOs additionally serve as a prototypical example of challenges in the analysis of discrete events in high-temporal resolution, intracranial EEG data. Two primary challenges are 1) dimensionality reduction, and 2) assessing feasibility of classification. Dimensionality reduction assumes that the data lie on a manifold with dimension less than that of the feature space. However, previous HFO analyses have assumed a linear manifold, global across time, space (i.e. recording electrode/channel), and individual patients. Instead, we assess both a) whether linear methods are appropriate and b) the consistency of the manifold across time, space, and patients. We also estimate bounds on the Bayes classification error to quantify the distinction between two classes of HFOs (those occurring during seizures and those occurring due to other processes). This analysis provides the foundation for future clinical use of HFO features and buides the analysis for other discrete events, such as individual action potentials or multi-unit activity.
Correlational Neural Networks
Chandar, Sarath, Khapra, Mitesh M., Larochelle, Hugo, Ravindran, Balaraman
Common Representation Learning (CRL), wherein different descriptions (or views) of the data are embedded in a common subspace, is receiving a lot of attention recently. Two popular paradigms here are Canonical Correlation Analysis (CCA) based approaches and Autoencoder (AE) based approaches. CCA based approaches learn a joint representation by maximizing correlation of the views when projected to the common subspace. AE based methods learn a common representation by minimizing the error of reconstructing the two views. Each of these approaches has its own advantages and disadvantages. For example, while CCA based approaches outperform AE based approaches for the task of transfer learning, they are not as scalable as the latter. In this work we propose an AE based approach called Correlational Neural Network (CorrNet), that explicitly maximizes correlation among the views when projected to the common subspace. Through a series of experiments, we demonstrate that the proposed CorrNet is better than the above mentioned approaches with respect to its ability to learn correlated common representations. Further, we employ CorrNet for several cross language tasks and show that the representations learned using CorrNet perform better than the ones learned using other state of the art approaches.
On Wasserstein Two Sample Testing and Related Families of Nonparametric Tests
Ramdas, Aaditya, Garcia, Nicolas, Cuturi, Marco
Nonparametric two sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is old and rich, with a wide variety of statistics having being intelligently designed and analyzed, both for the unidimensional and the multivariate setting. Our contribution is to tie together many of these tests, drawing connections between seemingly very different statistics. In this work, our central object is the Wasserstein distance, as we form a chain of connections from univariate methods like the Kolmogorov-Smirnov test, PP/QQ plots and ROC/ODC curves, to multivariate tests involving energy statistics and kernel based maximum mean discrepancy. Some connections proceed through the construction of a \textit{smoothed} Wasserstein distance, and others through the pursuit of a "distribution-free" Wasserstein test. Some observations in this chain are implicit in the literature, while others seem to have not been noticed thus far. Given nonparametric two sample testing's classical and continued importance, we aim to provide useful connections for theorists and practitioners familiar with one subset of methods but not others.