Gradient descent is an iterative optimization algorithm that is used to optimize the weights of a machine learning model (linear regression, neural networks, etc.) by minimizing the cost function of that model. The intuition behind gradient descent is this: Picture the cost function (denoted by f(Θ) where Θ [Θ₁, … Θₙ]) plotted in n dimensions as a bowl. Imagine a randomly placed point on that bowl represented by n coordinates (this is the initial value of your cost function). The minimum of this "function" then will be the bottom of the bowl. The goal is then to reach to the bottom of the bowl (or minimize the cost) by progressively moving downwards on the bowl.
In this research article, we will be discussing keypoints about FlyingSquid through the paper'Fast and Three-rious: Speeding Up Weak Supervision with Triplet Methods' published in 2020 by Stanford Researchers. Weak supervision is a common method for building machine learning models without relying on ground truth annotations. It generates probabilistic training labels by estimating the accuracy of multiple noisy labeling sources (e.g., heuristics). While it might seem like the easiest way to get started with ML, weak supervised training can be costly and time-consuming in practice. A group of computer science researchers from Stanford University shows that, for a class of latent variable models highly applicable to weak supervision, they could find an explicit closed-form solution obviating the need for iterative solutions like stochastic gradient descent (SGD). The research team used these insights to build the FlyingSquid framework, which is faster than previous weak supervision approaches and requires fewer assumptions.
Many deep learning models pick up objectives using the gradient-descent method. Gradient-descent optimization needs a big number of training samples for a model to converge. That creates it out of shape for few-shot learning. We train our models to learn to achieve a sure objective in generic deep learning models. However, humans train to learn any objective. There are different optimization methods that emphasize learn-to-learn mechanisms.
Before training the model, let's dive into an important (hyper)parameter called learning rate that we will be optimizing in this workflow. Neural networks are trained using an optimization algorithm called stochastic gradient descent. In stochastic gradient descent, the error gradient for the current state of the model are estimated using back propagation, which mathematically means that we now have an intuitive understanding about the influence of changing weights on model performance. Using the error gradient, weights of the model are updated using a pre-determined step-size known as learning rate. In other words, learning rate is a variable that controls how much to change the model in response to the estimated error each time the model weights are updated.
Understanding the concept of the gradient is useful for understanding the logic of the gradient descent algorithm. Let's take a look at the explanation of the concept of stationary point in Wikipedia. As it can be understood from here, the gradient descent algorithm takes the points in the cost function and continues with the aim of reducing the derivative (slope) of these points in each iteration. The reason for this is to find the value whose slope is zero, in other words, the minimum point. When the coordinate values of this point are substituted in the hypothesis function, the function we obtain becomes the hypothesis function of the model with the least error we can create.
Welcome to the ninth update from the Gradient! If you were referred by a friend, subscribe and follow us on Twitter! This news edition's story is Sharing learnings from the first algorithmic bias bounty challenge. Summary Twitter's algorithmic bias bounty challenge, the first of its kind, recently concluded. While users had previously found the algorithm had a racial bias, the bounty uncovered a number of other biases and potential harms.
I had my first encounter with the Gradient Descent algorithm when I was learning about Linear Regression for the very first time. I devoured information about Gradient Descent as much as I could. Scouring through the internet looking for an explanation that would satisfy me. The most common explanation I found was analogous to the "going downhill on a cliff" experience. While this was really intuitive and easily comprehensible.
Several methods have been proposed to solve such derivative-free stochastic optimization problems, and we refer the reader to [3, 38] for surveys of these methods. A popular class of these methods estimate the gradients using function values and employ standard gradient-based optimization methods using these estimators. Quasi-Newton methods are recognized as one of the most powerful methods for solving deterministic optimization problems. These methods build quadratic models of the objective information using only gradient information. Recently, researchers have been adapting these methods for stochastic settings when the gradient information is available. The empirical results in  indicate that a careful implementation of these methods can be efficient compared with the popular stochastic gradient methods. We adapt these methods to make them suitable for situations where the gradients are estimated using function values. We propose finite-difference derivative-free stochastic quasi-Newton methods for solving (1) by exploiting common random number (CRN) evaluations of f.
Deception is a crucial tool in the cyberdefence repertoire, enabling defenders to leverage their informational advantage to reduce the likelihood of successful attacks. One way deception can be employed is through obscuring, or masking, some of the information about how systems are configured, increasing attacker's uncertainty about their targets. We present a novel game-theoretic model of the resulting defender-attacker interaction, where the defender chooses a subset of attributes to mask, while the attacker responds by choosing an exploit to execute. The strategies of both players have combinatorial structure with complex informational dependencies, and therefore even representing these strategies is not trivial. First, we show that the problem of computing an equilibrium of the resulting zero-sum defender-attacker game can be represented as a linear program with a combinatorial number of system configuration variables and constraints, and develop a constraint generation approach for solving this problem. Next, we present a novel highly scalable approach for approximately solving such games by representing the strategies of both players as neural networks. The key idea is to represent the defender's mixed strategy using a deep neural network generator, and then using alternating gradient-descent-ascent algorithm, analogous to the training of Generative Adversarial Networks. Our experiments, as well as a case study, demonstrate the efficacy of the proposed approach.
This blog introduces different types of multi classification systems. Multiclass classifiers can distinguish between more than two classes other than binary classifiers. Stochastic gradient descent (SGD) classifiers, Random Forest classifiers, and naive Bayes classifiers etc. are capable of handling multiple classes natively. On the other hand, Logistic Regression or Support Vector Machine classifiers are strictly binary classifiers. There are various strategies that you can use to perform multiclass classification with multiple binary classifiers.