Technology
From Constraints to Resolution Rules, Part I: Conceptual Framework
Many real world problems naturally appear as constraints satisfaction problems (CSP), for which very efficient algorithms are known. Most of these involve the combination of two techniques: some direct propagation of constraints between variables (with the goal of reducing their sets of possible values) and some kind of structured search (depth-first, breadth-first,...). But when such blind search is not possible or not allowed or when one wants a 'constructive' or a 'pattern-based' solution, one must devise more complex propagation rules instead. In this case, one can introduce the notion of a candidate (a 'still possible' value for a variable). Here, we give this intuitive notion a well defined logical status, from which we can define the concepts of a resolution rule and a resolution theory. In order to keep our analysis as concrete as possible, we illustrate each definition with the well known Sudoku example. Part I proposes a general conceptual framework based on first order logic; with the introduction of chains and braids, Part II will give much deeper results.
From Constraints to Resolution Rules, Part II: chains, braids, confluence and T&E
In this Part II, we apply the general theory developed in Part I to a detailed analysis of the Constraint Satisfaction Problem (CSP). We show how specific types of resolution rules can be defined. In particular, we introduce the general notions of a chain and a braid. As in Part I, these notions are illustrated in detail with the Sudoku example - a problem known to be NP-complete and which is therefore typical of a broad class of hard problems. For Sudoku, we also show how far one can go in 'approximating' a CSP with a resolution theory and we give an empirical statistical analysis of how the various puzzles, corresponding to different sets of entries, can be classified along a natural scale of complexity. For any CSP, we also prove the confluence property of some Resolution Theories based on braids and we show how it can be used to define different resolution strategies. Finally, we prove that, in any CSP, braids have the same solving capacity as Trial-and-Error (T&E) with no guessing and we comment this result in the Sudoku case.
The BOSARIS Toolkit: Theory, Algorithms and Code for Surviving the New DCF
Brรผmmer, Niko, de Villiers, Edward
The change of two orders of magnitude in the 'new DCF' of NIST's SRE'10, relative to the 'old DCF' evaluation criterion, posed a difficult challenge for participants and evaluator alike. Initially, participants were at a loss as to how to calibrate their systems, while the evaluator underestimated the required number of evaluation trials. After the fact, it is now obvious that both calibration and evaluation require very large sets of trials. This poses the challenges of (i) how to decide what number of trials is enough, and (ii) how to process such large data sets with reasonable memory and CPU requirements. After SRE'10, at the BOSARIS Workshop, we built solutions to these problems into the freely available BOSARIS Toolkit. This paper explains the principles and algorithms behind this toolkit. The main contributions of the toolkit are: 1. The Normalized Bayes Error-Rate Plot, which analyses likelihood- ratio calibration over a wide range of DCF operating points. These plots also help in judging the adequacy of the sizes of calibration and evaluation databases. 2. Efficient algorithms to compute DCF and minDCF for large score files, over the range of operating points required by these plots. 3. A new score file format, which facilitates working with very large trial lists. 4. A faster logistic regression optimizer for fusion and calibration. 5. A principled way to define EER (equal error rate), which is of practical interest when the absolute error count is small.
Predictive Correlation Screening: Application to Two-stage Predictor Design in High Dimension
Firouzi, Hamed, Rajaratnam, Bala, Hero, Alfred
We introduce a new approach to variable selection, called Predictive Correlation Screening, for predictor design. Predictive Correlation Screening (PCS) implements false positive control on the selected variables, is well suited to small sample sizes, and is scalable to high dimensions. We establish asymptotic bounds for Familywise Error Rate (FWER), and resultant mean square error of a linear predictor on the selected variables. We apply Predictive Correlation Screening to the following two-stage predictor design problem. An experimenter wants to learn a multivariate predictor of gene expressions based on successive biological samples assayed on mRNA arrays. She assays the whole genome on a few samples and from these assays she selects a small number of variables using Predictive Correlation Screening. To reduce assay cost, she subsequently assays only the selected variables on the remaining samples, to learn the predictor coefficients. We show superiority of Predictive Correlation Screening relative to LASSO and correlation learning (sometimes popularly referred to in the literature as marginal regression or simple thresholding) in terms of performance and computational complexity.
Sparse projections onto the simplex
Kyrillidis, Anastasios, Becker, Stephen, and, Volkan Cevher, Koch, Christoph
Most learning methods with rank or sparsity constraints use convex relaxations, which lead to optimization with the nuclear norm or the $\ell_1$-norm. However, several important learning applications cannot benefit from this approach as they feature these convex norms as constraints in addition to the non-convex rank and sparsity constraints. In this setting, we derive efficient sparse projections onto the simplex and its extension, and illustrate how to use them to solve high-dimensional learning problems in quantum tomography, sparse density estimation and portfolio selection with non-convex constraints.
Roborobo! a Fast Robot Simulator for Swarm and Collective Robotics
Bredeche, Nicolas, Montanier, Jean-Marc, Weel, Berend, Haasdijk, Evert
Roborobo! is a multi-platform, highly portable, robot simulator for large-scale collective robotics experiments. Roborobo! is coded in C++, and follows the KISS guideline ("Keep it simple"). Therefore, its external dependency is solely limited to the widely available SDL library for fast 2D Graphics. Roborobo! is based on a Khepera/ePuck model. It is targeted for fast single and multi-robots simulation, and has already been used in more than a dozen published research mainly concerned with evolutionary swarm robotics, including environment-driven self-adaptation and distributed evolutionary optimization, as well as online onboard embodied evolution and embodied morphogenesis.
Convergence of latent mixing measures in finite and infinite mixture models
This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of mixing measures and f-divergence functionals such as Hellinger and Kullback-Leibler distances on the space of mixture distributions is investigated in detail using various identifiability conditions. Convergence in Wasserstein metrics for discrete measures implies convergence of individual atoms that provide support for the measures, thereby providing a natural interpretation of convergence of clusters in clustering applications where mixture models are typically employed. Convergence rates of posterior distributions for latent mixing measures are established, for both finite mixtures of multivariate distributions and infinite mixtures based on the Dirichlet process.
Predicting Behavior in Unstructured Bargaining with a Probability Distribution
In experimental tests of human behavior in unstructured bargaining games, typically many joint utility outcomes are found to occur, not just one. This suggests we predict the outcome of such a game as a probability distribution. This is in contrast to what is conventionally done (e.g, in the Nash bargaining solution), which is predict a single outcome. We show how to translate Nash's bargaining axioms to provide a distribution over outcomes rather than a single outcome. We then prove that a subset of those axioms forces the distribution over utility outcomes to be a power-law distribution. Unlike Nash's original result, our result holds even if the feasible set is finite. When the feasible set is convex and comprehensive, the mode of the power law distribution is the Harsanyi bargaining solution, and if we require symmetry it is the Nash bargaining solution. However, in general these modes of the joint utility distribution are not the experimentalist's Bayes-optimal predictions for the joint utility. Nor are the bargains corresponding to the modes of those joint utility distributions the modes of the distribution over bargains in general, since more than one bargain may result in the same joint utility. After introducing distributional bargaining solution concepts, we show how an external regulator can use them to optimally design an unstructured bargaining scenario. Throughout we demonstrate our analysis in computational experiments involving flight rerouting negotiations in the National Airspace System. We emphasize that while our results are formulated for unstructured bargaining, they can also be used to make predictions for noncooperative games where the modeler knows the utility functions of the players over possible outcomes of the game, but does not know the move spaces the players use to determine those outcomes.
The PAV algorithm optimizes binary proper scoring rules
Brummer, Niko, Preez, Johan du
There has been much recent interest in application of the pool-adjacent-violators (PAV) algorithm for the purpose of calibrating the probabilistic outputs of automatic pattern recognition and machine learning algorithms. Special cost functions, known as proper scoring rules form natural objective functions to judge the goodness of such calibration. We show that for binary pattern classifiers, the non-parametric optimization of calibration, subject to a monotonicity constraint, can be solved by PAV and that this solution is optimal for all regular binary proper scoring rules. This extends previous results which were limited to convex binary proper scoring rules. We further show that this result holds not only for calibration of probabilities, but also for calibration of log-likelihood-ratios, in which case optimality holds independently of the prior probabilities of the pattern classes.
Relevance As a Metric for Evaluating Machine Learning Algorithms
Gopalakrishna, Aravind Kota, Ozcelebi, Tanir, Liotta, Antonio, Lukkien, Johan J.
In machine learning, the choice of a learning algorithm that is suitable for the application domain is critical. The performance metric used to compare different algorithms must also reflect the concerns of users in the application domain under consideration. In this work, we propose a novel probability-based performance metric called Relevance Score for evaluating supervised learning algorithms. We evaluate the proposed metric through empirical analysis on a dataset gathered from an intelligent lighting pilot installation. In comparison to the commonly used Classification Accuracy metric, the Relevance Score proves to be more appropriate for a certain class of applications.