Technology
Joint estimation of quantile planes over arbitrary predictor spaces
In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of non-crossing quantile planes over arbitrarily shaped convex predictor domains in any dimension by means of unconstrained scalar, vector and function valued parameters. Statistical models based on this parametrization inherit a fast computation of the likelihood function, enabling penalized likelihood or Bayesian approaches to model fitting. We introduce a complete Bayesian methodology by using Gaussian process prior distributions on the function valued parameters and develop a robust and efficient Markov chain Monte Carlo parameter estimation. The resulting method is shown to offer posterior consistency under mild tail and regularity conditions. We present several illustrative examples where the new method is compared against existing approaches and is found to offer better accuracy, coverage and model fit.
Best Subset Selection via a Modern Optimization Lens
Bertsimas, Dimitris, King, Angela, Mazumder, Rahul
In the last twenty-five years (1990-2014), algorithmic advances in integer optimization combined with hardware improvements have resulted in an astonishing 200 billion factor speedup in solving Mixed Integer Optimization (MIO) problems. We present a MIO approach for solving the classical best subset selection problem of choosing $k$ out of $p$ features in linear regression given $n$ observations. We develop a discrete extension of modern first order continuous optimization methods to find high quality feasible solutions that we use as warm starts to a MIO solver that finds provably optimal solutions. The resulting algorithm (a) provides a solution with a guarantee on its suboptimality even if we terminate the algorithm early, (b) can accommodate side constraints on the coefficients of the linear regression and (c) extends to finding best subset solutions for the least absolute deviation loss function. Using a wide variety of synthetic and real datasets, we demonstrate that our approach solves problems with $n$ in the 1000s and $p$ in the 100s in minutes to provable optimality, and finds near optimal solutions for $n$ in the 100s and $p$ in the 1000s in minutes. We also establish via numerical experiments that the MIO approach performs better than {\texttt {Lasso}} and other popularly used sparse learning procedures, in terms of achieving sparse solutions with good predictive power.
Dependent Indian Buffet Process-based Sparse Nonparametric Nonnegative Matrix Factorization
Xuan, Junyu, Lu, Jie, Zhang, Guangquan, Da Xu, Richard Yi, Luo, Xiangfeng
Nonnegative Matrix Factorization (NMF) aims to factorize a matrix into two optimized nonnegative matrices appropriate for the intended applications. The method has been widely used for unsupervised learning tasks, including recommender systems (rating matrix of users by items) and document clustering (weighting matrix of papers by keywords). However, traditional NMF methods typically assume the number of latent factors (i.e., dimensionality of the loading matrices) to be fixed. This assumption makes them inflexible for many applications. In this paper, we propose a nonparametric NMF framework to mitigate this issue by using dependent Indian Buffet Processes (dIBP). In a nutshell, we apply a correlation function for the generation of two stick weights associated with each pair of columns of loading matrices, while still maintaining their respective marginal distribution specified by IBP. As a consequence, the generation of two loading matrices will be column-wise (indirectly) correlated. Under this same framework, two classes of correlation function are proposed (1) using Bivariate beta distribution and (2) using Copula function. Both methods allow us to adopt our work for various applications by flexibly choosing an appropriate parameter settings. Compared with the other state-of-the art approaches in this area, such as using Gaussian Process (GP)-based dIBP, our work is seen to be much more flexible in terms of allowing the two corresponding binary matrix columns to have greater variations in their non-zero entries. Our experiments on the real-world and synthetic datasets show that three proposed models perform well on the document clustering task comparing standard NMF without predefining the dimension for the factor matrices, and the Bivariate beta distribution-based and Copula-based models have better flexibility than the GP-based model.
A model building framework for Answer Set Programming with external computations
Eiter, Thomas, Fink, Michael, Ianni, Giovambattista, Krennwallner, Thomas, Redl, Christoph, Schรผller, Peter
As software systems are getting increasingly connected, there is a need for equipping nonmonotonic logic programs with access to external sources that are possibly remote and may contain information in heterogeneous formats. To cater for this need, HEX programs were designed as a generalization of answer set programs with an API style interface that allows to access arbitrary external sources, providing great flexibility. Efficient evaluation of such programs however is challenging, and it requires to interleave external computation and model building; to decide when to switch between these tasks is difficult, and existing approaches have limited scalability in many real-world application scenarios. We present a new approach for the evaluation of logic programs with external source access, which is based on a configurable framework for dividing the non-ground program into possibly overlapping smaller parts called evaluation units. The latter will be processed by interleaving external evaluation and model building using an evaluation graph and a model graph, respectively, and by combining intermediate results. Experiments with our prototype implementation show a significant improvement compared to previous approaches. While designed for HEX-programs, the new evaluation approach may be deployed to related rule-based formalisms as well.
Model Theory of XPath on Data Trees. Part I: Bisimulation and Characterization
Figueira, Diego, Figueira, Santiago, Areces, Carlos
We investigate model theoretic properties of XPath with data (in)equality tests over the class of data trees, i.e., the class of trees where each node contains a label from a finite alphabet and a data value from an infinite domain. We provide notions of (bi)simulations for XPpath logics containing the child, parent, ancestor and descendant axes to navigate the tree. We show that these notions precisely characterize the equivalence relation associated with each logic. We study formula complexity measures consisting of the number of nested axes and nested subformulas in a formula; these notions are akin to the notion of quantifier rank in first-order logic. We show characterization results for fine grained notions of equivalence and (bi)simulation that take into account these complexity measures. We also prove that positive fragments of these logics correspond to the formulas preserved under (non-symmetric) simulations. We show that the logic including the child axis is equivalent to the fragment of first-order logic invariant under the corresponding notion of bisimulation. If upward navigation is allowed the characterization fails but a weaker result can still be established. These results hold both over the class of possibly infinite data trees and over the class of finite data trees. Besides their intrinsic theoretical value, we argue that bi-simulations are useful tools to prove (non)expressivity results for the logics studied here, and we substantiate this claim with examples.
Linear Convergence of Variance-Reduced Stochastic Gradient without Strong Convexity
Stochastic gradient algorithms estimate the gradient based on only one or a few samples and enjoy low computational cost per iteration. They have been widely used in large-scale optimization problems. However, stochastic gradient algorithms are usually slow to converge and achieve sub-linear convergence rates, due to the inherent variance in the gradient computation. To accelerate the convergence, some variance-reduced stochastic gradient algorithms, e.g., proximal stochastic variance-reduced gradient (Prox-SVRG) algorithm, have recently been proposed to solve strongly convex problems. Under the strongly convex condition, these variance-reduced stochastic gradient algorithms achieve a linear convergence rate. However, many machine learning problems are convex but not strongly convex. In this paper, we introduce Prox-SVRG and its projected variant called Variance-Reduced Projected Stochastic Gradient (VRPSG) to solve a class of non-strongly convex optimization problems widely used in machine learning. As the main technical contribution of this paper, we show that both VRPSG and Prox-SVRG achieve a linear convergence rate without strong convexity. A key ingredient in our proof is a Semi-Strongly Convex (SSC) inequality which is the first to be rigorously proved for a class of non-strongly convex problems in both constrained and regularized settings. Moreover, the SSC inequality is independent of algorithms and may be applied to analyze other stochastic gradient algorithms besides VRPSG and Prox-SVRG, which may be of independent interest. To the best of our knowledge, this is the first work that establishes the linear convergence rate for the variance-reduced stochastic gradient algorithms on solving both constrained and regularized problems without strong convexity.
Analysis of Microarray Data using Artificial Intelligence Based Techniques
Microarray is one of the essential technologies used by the biologist to measure genome-wide expression levels of genes in a particular organism under some particular conditions or stimuli. As microarrays technologies have become more prevalent, the challenges of analyzing these data for getting better insight about biological processes have essentially increased. Due to availability of artificial intelligence based sophisticated computational techniques, such as artificial neural networks, fuzzy logic, genetic algorithms, and many other nature-inspired algorithms, it is possible to analyse microarray gene expression data in more better way. Here, we reviewed artificial intelligence based techniques for the analysis of microarray gene expression data. Further, challenges in the field and future work direction have also been suggested.
Locally Non-linear Embeddings for Extreme Multi-label Learning
Bhatia, Kush, Jain, Himanshu, Kar, Purushottam, Jain, Prateek, Varma, Manik
The objective in extreme multi-label learning is to train a classifier that can automatically tag a novel data point with the most relevant subset of labels from an extremely large label set. Embedding based approaches make training and prediction tractable by assuming that the training label matrix is low-rank and hence the effective number of labels can be reduced by projecting the high dimensional label vectors onto a low dimensional linear subspace. Still, leading embedding approaches have been unable to deliver high prediction accuracies or scale to large problems as the low rank assumption is violated in most real world applications. This paper develops the X-One classifier to address both limitations. The main technical contribution in X-One is a formulation for learning a small ensemble of local distance preserving embeddings which can accurately predict infrequently occurring (tail) labels. This allows X-One to break free of the traditional low-rank assumption and boost classification accuracy by learning embeddings which preserve pairwise distances between only the nearest label vectors. We conducted extensive experiments on several real-world as well as benchmark data sets and compared our method against state-of-the-art methods for extreme multi-label classification. Experiments reveal that X-One can make significantly more accurate predictions then the state-of-the-art methods including both embeddings (by as much as 35%) as well as trees (by as much as 6%). X-One can also scale efficiently to data sets with a million labels which are beyond the pale of leading embedding methods.
A New Approach to Probabilistic Programming Inference
Wood, Frank, van de Meent, Jan Willem, Mansinghka, Vikash
We introduce and demonstrate a new approach to inference in expressive probabilistic programming languages based on particle Markov chain Monte Carlo. Our approach is simple to implement and easy to parallelize. It applies to Turing-complete probabilistic programming languages and supports accurate inference in models that make use of complex control flow, including stochastic recursion. It also includes primitives from Bayesian nonparametric statistics. Our experiments show that this approach can be more efficient than previously introduced single-site Metropolis-Hastings methods.
A Logic of Knowing How
In this paper, we propose a single-agent modal logic framework for reasoning about goal-direct "knowing how" based on ideas from linguistics, philosophy, modal logic and automated planning. We first define a modal language to express "I know how to guarantee phi given psi" with a semantics not based on standard epistemic models but labelled transition systems that represent the agent's knowledge of his own abilities. A sound and complete proof system is given to capture the valid reasoning patterns about "knowing how" where the most important axiom suggests its compositional nature.