Technology
Generalized Cross Entropy Loss for Training Deep Neural Networks with Noisy Labels
Deep neural networks (DNNs) have achieved tremendous success in a variety of applications across many disciplines. Yet, their superior performance comes with the expensive cost of requiring correctly annotated large-scale datasets. Moreover, due to DNNs' rich capacity, errors in training labels can hamper performance. To combat this problem, mean absolute error (MAE) has recently been proposed as a noise-robust alternative to the commonly-used categorical cross entropy (CCE) loss. However, as we show in this paper, MAE can perform poorly with DNNs and large-scale datasets. Here, we present a theoretically grounded set of noise-robust loss functions that can be seen as a generalization of MAE and CCE. Proposed loss functions can be readily applied with any existing DNN architecture and algorithm, while yielding good performance in a wide range of noisy label scenarios. We report results from experiments conducted with CIFAR-10, CIFAR-100 and FASHION-MNIST datasets and synthetically generated noisy labels.
Low-rank Interaction with Sparse Additive Effects Model for Large Data Frames
Many applications of machine learning involve the analysis of large data frames -- matrices collecting heterogeneous measurements (binary, numerical, counts, etc.) across samples -- with missing values. Low-rank models, as studied by Udell et al. (2016), are popular in this framework for tasks such as visualization, clustering and missing value imputation. Yet, available methods with statistical guarantees and efficient optimization do not allow explicit modeling of main additive effects such as row and column, or covariate effects. In this paper, we introduce a low-rank interaction and sparse additive effects (LORIS) model which combines matrix regression on a dictionary and low-rank design, to estimate main effects and interactions simultaneously. We provide statistical guarantees in the form of upper bounds on the estimation error of both components. Then, we introduce a mixed coordinate gradient descent (MCGD) method which provably converges sub-linearly to an optimal solution and is computationally efficient for large scale data sets. We show on simulated and survey data that the method has a clear advantage over current practices.
Proximal Graphical Event Models
Event datasets include events that occur irregularly over the timeline and are prevalent in numerous domains. We introduce proximal graphical event models (PGEM) as a representation of such datasets. PGEMs belong to a broader family of models that characterize relationships between various types of events, where the rate of occurrence of an event type depends only on whether or not its parents have occurred in the most recent history. The main advantage over the state of the art models is that they are entirely data driven and do not require additional inputs from the user, which can require knowledge of the domain such as choice of basis functions or hyperparameters in graphical event models. We theoretically justify our learning of optimal windows for parental history and the choices of parental sets, and the algorithm are sound and complete in terms of parent structure learning.
Differentially Private Change-Point Detection
The change-point detection problem seeks to identify distributional changes at an unknown change-point k* in a stream of data. This problem appears in many important practical settings involving personal data, including biosurveillance, fault detection, finance, signal detection, and security systems. The field of differential privacy offers data analysis tools that provide powerful worst-case privacy guarantees. We study the statistical problem of change-point problem through the lens of differential privacy. We give private algorithms for both online and offline change-point detection, analyze these algorithms theoretically, and then provide empirical validation of these results.
Learning latent variable structured prediction models with Gaussian perturbations
The standard margin-based structured prediction commonly uses a maximum loss over all possible structured outputs. The large-margin formulation including latent variables not only results in a non-convex formulation but also increases the search space by a factor of the size of the latent space. Recent work has proposed the use of the maximum loss over random structured outputs sampled independently from some proposal distribution, with theoretical guarantees. We extend this work by including latent variables. We study a new family of loss functions under Gaussian perturbations and analyze the effect of the latent space on the generalization bounds. We show that the non-convexity of learning with latent variables originates naturally, as it relates to a tight upper bound of the Gibbs decoder distortion with respect to the latent space. Finally, we provide a formulation using random samples and relaxations that produces a tighter upper bound of the Gibbs decoder distortion up to a statistical accuracy, which enables a polynomial time evaluation of the objective function. We illustrate the method with synthetic experiments and a computer vision application.
Learning Versatile Filters for Efficient Convolutional Neural Networks
This paper introduces versatile filters to construct efficient convolutional neural network. Considering the demands of efficient deep learning techniques running on cost-effective hardware, a number of methods have been developed to learn compact neural networks. Most of these works aim to slim down filters in different ways, e.g., investigating small, sparse or binarized filters. In contrast, we treat filters from an additive perspective. A series of secondary filters can be derived from a primary filter. These secondary filters all inherit in the primary filter without occupying more storage, but once been unfolded in computation they could significantly enhance the capability of the filter by integrating information extracted from different receptive fields. Besides spatial versatile filters, we additionally investigate versatile filters from the channel perspective. The new techniques are general to upgrade filters in existing CNNs. Experimental results on benchmark datasets and neural networks demonstrate that CNNs constructed with our versatile filters are able to achieve comparable accuracy as that of original filters, but require less memory and FLOPs.
Sample-Efficient Reinforcement Learning with Stochastic Ensemble Value Expansion
There is growing interest in combining model-free and model-based approaches in reinforcement learning with the goal of achieving the high performance of model-free algorithms with low sample complexity. This is difficult because an imperfect dynamics model can degrade the performance of the learning algorithm, and in sufficiently complex environments, the dynamics model will always be imperfect. As a result, a key challenge is to combine model-based approaches with model-free learning in such a way that errors in the model do not degrade performance. We propose stochastic ensemble value expansion (STEVE), a novel model-based technique that addresses this issue. By dynamically interpolating between model rollouts of various horizon lengths, STEVE ensures that the model is only utilized when doing so does not introduce significant errors. Our approach outperforms model-free baselines on challenging continuous control benchmarks with an order-of-magnitude increase in sample efficiency.
Parsimonious Bayesian deep networks
Combining Bayesian nonparametrics and a forward model selection strategy, we construct parsimonious Bayesian deep networks (PBDNs) that infer capacity-regularized network architectures from the data and require neither cross-validation nor fine-tuning when training the model. One of the two essential components of a PBDN is the development of a special infinite-wide single-hidden-layer neural network, whose number of active hidden units can be inferred from the data. The other one is the construction of a greedy layer-wise learning algorithm that uses a forward model selection criterion to determine when to stop adding another hidden layer. We develop both Gibbs sampling and stochastic gradient descent based maximum a posteriori inference for PBDNs, providing state-of-the-art classification accuracy and interpretable data subtypes near the decision boundaries, while maintaining low computational complexity for out-of-sample prediction.
Embedding Logical Queries on Knowledge Graphs
Learning low-dimensional embeddings of knowledge graphs is a powerful approach used to predict unobserved or missing edges between entities. However, an open challenge in this area is developing techniques that can go beyond simple edge prediction and handle more complex logical queries, which might involve multiple unobserved edges, entities, and variables. For instance, given an incomplete biological knowledge graph, we might want to predict em what drugs are likely to target proteins involved with both diseases X and Y? -- a query that requires reasoning about all possible proteins that might interact with diseases X and Y. Here we introduce a framework to efficiently make predictions about conjunctive logical queries -- a flexible but tractable subset of first-order logic -- on incomplete knowledge graphs. In our approach, we embed graph nodes in a low-dimensional space and represent logical operators as learned geometric operations (e.g., translation, rotation) in this embedding space. By performing logical operations within a low-dimensional embedding space, our approach achieves a time complexity that is linear in the number of query variables, compared to the exponential complexity required by a naive enumeration-based approach. We demonstrate the utility of this framework in two application studies on real-world datasets with millions of relations: predicting logical relationships in a network of drug-gene-disease interactions and in a graph-based representation of social interactions derived from a popular web forum.