Tang, Ke
High-dimensional Black-box Optimization via Divide and Approximate Conquer
Yang, Peng, Tang, Ke, Yao, Xin
Divide and Conquer (DC) is conceptually well suited to high-dimensional optimization by decomposing a problem into multiple small-scale sub-problems. However, appealing performance can be seldom observed when the sub-problems are interdependent. This paper suggests that the major difficulty of tackling interdependent sub-problems lies in the precise evaluation of a partial solution (to a sub-problem), which can be overwhelmingly costly and thus makes sub-problems non-trivial to conquer. Thus, we propose an approximation approach, named Divide and Approximate Conquer (DAC), which reduces the cost of partial solution evaluation from exponential time to polynomial time. Meanwhile, the convergence to the global optimum (of the original problem) is still guaranteed. The effectiveness of DAC is demonstrated empirically on two sets of non-separable high-dimensional problems.
Active Learning from Crowds with Unsure Option
Zhong, Jinhong (University of Science and Technology of China) | Tang, Ke (University of Science and Technology of China) | Zhou, Zhi-Hua (Nanjing University)
Learning from crowds , where the labels of data instances are collected using a crowdsourcing way, has attracted much attention during the past few years. In contrast to a typical crowdsourcing setting where all data instances are assigned to annotators for labeling, active learning from crowds actively selects a subset of data instances and assigns them to the annotators, thereby reducing the cost of labeling. This paper goes a step further. Rather than assume all annotators must provide labels, we allow the annotators to express that they are unsure about the assigned data instances. By adding the “unsure” option, the workloads for the annotators are somewhat reduced, because saying “unsure” will be easier than trying to provide a crisp label for some difficult data instances. Moreover, it is safer to use “unsure” feedback than to use labels from reluctant annotators because the latter has more chance to be misleading. Furthermore, different annotators may experience difficulty in different data instances, and thus the unsure option provides a valuable ingredient for modeling crowds’ expertise. We propose the ALCU-SVM algorithm for this new learning problem. Experimental studies on simulated and real crowdsourcing data show that, by exploiting the unsure option, ALCU-SVM achieves very promising performance.
Towards Maximizing the Area Under the ROC Curve for Multi-Class Classification Problems
Tang, Ke (University of Science and Technology of China) | Wang, Rui (University of Science and Technology of China) | Chen, Tianshi (Chinese Academy of Sciences)
The Area Under the ROC Curve (AUC) metric has achieved a big success in binary classification problems since they measure the performance of classifiers without making any specific assumptions about the class distribution and misclassification costs. This is desirable because the class distribution and misclassification costs may be unknown during training process or even change in environment. MAUC, the extension of AUC to multi-class problems, has also attracted a lot of attention. However, despite the emergence of approaches for training classifiers with large AUC, little has been done for MAUC. This paper analyzes MAUC in-depth, and reveals that the maximization of MAUC can be achieved by decomposing the multi-class problem into a number of independent sub-problems. These sub-problems are formulated in the form of a “learning to rank” problem, for which well-established methods already exist. Based on the analysis, a method that employs RankBoost algorithm as the sub-problem solver is proposed to achieve classification systems with maximum MAUC. Empirical studies have shown the advantages of the proposed method over other eight relevant methods. Due to the importance of MAUC to multi-class cost-sensitive learning and class imbalanced learning problems, the proposed method is a general technique for both problems. It can also be generalized to accommodate other learning algorithms as the sub-problem solvers.
The Impact of Mutation Rate on the Computation Time of Evolutionary Dynamic Optimization
Chen, Tianshi, Chen, Yunji, Tang, Ke, Chen, Guoliang, Yao, Xin
Mutation has traditionally been regarded as an important operator in evolutionary algorithms. In particular, there have been many experimental studies which showed the effectiveness of adapting mutation rates for various static optimization problems. Given the perceived effectiveness of adaptive and self-adaptive mutation for static optimization problems, there have been speculations that adaptive and self-adaptive mutation can benefit dynamic optimization problems even more since adaptation and self-adaptation are capable of following a dynamic environment. However, few theoretical results are available in analyzing rigorously evolutionary algorithms for dynamic optimization problems. It is unclear when adaptive and self-adaptive mutation rates are likely to be useful for evolutionary algorithms in solving dynamic optimization problems. This paper provides the first rigorous analysis of adaptive mutation and its impact on the computation times of evolutionary algorithms in solving certain dynamic optimization problems. More specifically, for both individual-based and population-based EAs, we have shown that any time-variable mutation rate scheme will not significantly outperform a fixed mutation rate on some dynamic optimization problem instances. The proofs also offer some insights into conditions under which any time-variable mutation scheme is unlikely to be useful and into the relationships between the problem characteristics and algorithmic features (e.g., different mutation schemes).
Feature Selection for MAUC-Oriented Classification Systems
Wang, Rui, Tang, Ke
Feature selection is an important pre-processing step for many pattern classification tasks. Traditionally, feature selection methods are designed to obtain a feature subset that can lead to high classification accuracy. However, classification accuracy has recently been shown to be an inappropriate performance metric of classification systems in many cases. Instead, the Area Under the receiver operating characteristic Curve (AUC) and its multi-class extension, MAUC, have been proved to be better alternatives. Hence, the target of classification system design is gradually shifting from seeking a system with the maximum classification accuracy to obtaining a system with the maximum AUC/MAUC. Previous investigations have shown that traditional feature selection methods need to be modified to cope with this new objective. These methods most often are restricted to binary classification problems only. In this study, a filter feature selection method, namely MAUC Decomposition based Feature Selection (MDFS), is proposed for multi-class classification problems. To the best of our knowledge, MDFS is the first method specifically designed to select features for building classification systems with maximum MAUC. Extensive empirical results demonstrate the advantage of MDFS over several compared feature selection methods.