Iteratively reweighted least squares for robust regression via SVM and ELM Machine Learning

The measure of most robust machine learning methods is reweighted. To overcome the optimization difficulty of the implicitly reweighted robust methods (including modifying loss functions and objectives), we try to use a more direct method: explicitly iteratively reweighted method to handle noise (even heavy-tailed noise and outlier) robustness. In this paper, an explicitly iterative reweighted framework based on two kinds of kernel based regression algorithm (LS-SVR and ELM) is established, and a novel weight selection strategy is proposed at the same time. Combining the proposed weight function with the iteratively reweighted framework, we propose two models iteratively reweighted least squares support vector machine (IRLS-SVR) and iteratively reweighted extreme learning machine (IRLS-ELM) to implement robust regression. Different from the traditional explicitly reweighted robust methods, we carry out multiple reweighted operations in our work to further improve robustness. The convergence and approximability of the proposed algorithms are proved theoretically. Moreover, the robustness of the algorithm is analyzed in detail from many angles. Experiments on both artificial data and benchmark datasets confirm the validity of the proposed methods.

Adaptive Sparseness Using Jeffreys Prior

Neural Information Processing Systems

In this paper we introduce a new sparseness inducing prior which does not involve any (hyper)parameters thatneed to be adjusted or estimated. Although other applications are possible, we focus here on supervised learning problems: regression and classification. Experiments withseveral publicly available benchmark data sets show that the proposed approach yields state-of-the-art performance. In particular, our method outperforms support vector machines and performs competitively with the best alternative techniques, both in terms of error rates and sparseness, although it involves no tuning or adjusting of sparsenesscontrolling hyper-parameters.

Non-iterative Label Propagation in Optimal Leading Forest Artificial Intelligence

Graph based semi-supervised learning (GSSL) has intuitive representation and can be improved by exploiting the matrix calculation. However, it has to perform iterative optimization to achieve a preset objective, which usually leads to low efficiency. Another inconvenience lying in GSSL is that when new data come, the graph construction and the optimization have to be conducted all over again. We propose a sound assumption, arguing that: the neighboring data points are not in peer-to-peer relation, but in a partial-ordered relation induced by the local density and distance between the data; and the label of a center can be regarded as the contribution of its followers. Starting from the assumption, we develop a highly efficient non-iterative label propagation algorithm based on a novel data structure named as optimal leading forest (LaPOLeaF). The major weaknesses of the traditional GSSL are addressed by this study. We further scale LaPOLeaF to accommodate big data by utilizing block distance matrix technique, parallel computing, and Locality-Sensitive Hashing (LSH). Experiments on large datasets have shown the promising results of the proposed methods.

The Relevance Vector Machine

Neural Information Processing Systems

The support vector machine (SVM) is a state-of-the-art technique for regression and classification, combining excellent generalisation properties with a sparse kernel representation. However, it does suffer from a number of disadvantages, notably the absence of probabilistic outputs,the requirement to estimate a tradeoff parameter and the need to utilise'Mercer' kernel functions. In this paper we introduce the Relevance Vector Machine (RVM), a Bayesian treatment ofa generalised linear model of identical functional form to the SVM. The RVM suffers from none of the above disadvantages, and examples demonstrate that for comparable generalisation performance, theRVM requires dramatically fewer kernel functions.

Variational Implicit Processes Machine Learning

This paper introduces the variational implicit processes (VIPs), a Bayesian nonparametric method based on a class of highly flexible priors over functions. Similar to Gaussian processes (GPs), in implicit processes (IPs), an implicit multivariate prior (data simulators, Bayesian neural networks, etc.) is placed over any finite collections of random variables. A novel and efficient variational inference algorithm for IPs is derived using wake-sleep updates, which gives analytic solutions and allows scalable hyper-parameter learning with stochastic optimization. Experiments on real-world regression datasets demonstrate that VIPs return better uncertainty estimates and superior performance over existing inference methods for GPs and Bayesian neural networks. With a Bayesian LSTM as the implicit prior, the proposed approach achieves state-of-the-art results on predicting power conversion efficiency of molecules based on raw chemical formulas.