Gradient Boosting Decision Tree (GBDT) is a popular machine learning algorithm, and has quite a few effective implementations such as XGBoost and pGBRT. Although many engineering optimizations have been adopted in these implementations, the efficiency and scalability are still unsatisfactory when the feature dimension is high and data size is large. A major reason is that for each feature, they need to scan all the data instances to estimate the information gain of all possible split points, which is very time consuming. To tackle this problem, we propose two novel techniques: \emph{Gradient-based One-Side Sampling} (GOSS) and \emph{Exclusive Feature Bundling} (EFB). With GOSS, we exclude a significant proportion of data instances with small gradients, and only use the rest to estimate the information gain. We prove that, since the data instances with larger gradients play a more important role in the computation of information gain, GOSS can obtain quite accurate estimation of the information gain with a much smaller data size. With EFB, we bundle mutually exclusive features (i.e., they rarely take nonzero values simultaneously), to reduce the number of features. We prove that finding the optimal bundling of exclusive features is NP-hard, but a greedy algorithm can achieve quite good approximation ratio (and thus can effectively reduce the number of features without hurting the accuracy of split point determination by much).

Self-paced learning and hard example mining re-weight training instances to improve learning accuracy. This paper presents two improved alternatives based on lightweight estimates of sample uncertainty in stochastic gradient descent (SGD): the variance in predicted probability of the correct class across iterations of mini-batch SGD, and the proximity of the correct class probability to the decision threshold. Extensive experimental results on six datasets show that our methods reliably improve accuracy in various network architectures, including additional gains on top of other popular training techniques, such as residual learning, momentum, ADAM, batch normalization, dropout, and distillation.

Learning from a few examples remains a key challenge in machine learning. Despite recent advances in important domains such as vision and language, the standard supervised deep learning paradigm does not offer a satisfactory solution for learning new concepts rapidly from little data. In this work, we employ ideas from metric learning based on deep neural features and from recent advances that augment neural networks with external memories. Our framework learns a network that maps a small labelled support set and an unlabelled example to its label, obviating the need for fine-tuning to adapt to new class types. We then define one-shot learning problems on vision (using Omniglot, ImageNet) and language tasks. Our algorithm improves one-shot accuracy on ImageNet from 82.2% to 87.8% and from 88% accuracy to 95% accuracy on Omniglot compared to competing approaches. We also demonstrate the usefulness of the same model on language modeling by introducing a one-shot task on the Penn Treebank.

High demand for computation resources severely hinders deployment of large-scale Deep Neural Networks (DNN) in resource constrained devices. In this work, we propose a Structured Sparsity Learning (SSL) method to regularize the structures (i.e., filters, channels, filter shapes, and layer depth) of DNNs. SSL can: (1) learn a compact structure from a bigger DNN to reduce computation cost; (2) obtain a hardware-friendly structured sparsity of DNN to efficiently accelerate the DNN's evaluation. Experimental results show that SSL achieves on average 5.1X and 3.1X speedups of convolutional layer computation of AlexNet against CPU and GPU, respectively, with off-the-shelf libraries. These speedups are about twice speedups of non-structured sparsity; (3) regularize the DNN structure to improve classification accuracy. The results show that for CIFAR-10, regularization on layer depth reduces a 20-layer Deep Residual Network (ResNet) to 18 layers while improves the accuracy from 91.25% to 92.60%, which is still higher than that of original ResNet with 32 layers.

Dimensionality reduction is one of the key issues in the design of effective machine learning methods for automatic induction. In this work, we introduce recursive maxima hunting (RMH) for variable selection in classification problems with functional data. In this context, variable selection techniques are especially attractive because they reduce the dimensionality, facilitate the interpretation and can improve the accuracy of the predictive models. The method, which is a recursive extension of maxima hunting (MH), performs variable selection by identifying the maxima of a relevance function, which measures the strength of the correlation of the predictor functional variable with the class label. At each stage, the information associated with the selected variable is removed by subtracting the conditional expectation of the process. The results of an extensive empirical evaluation are used to illustrate that, in the problems investigated, RMH has comparable or higher predictive accuracy than standard simensionality reduction techniques, such as PCA and PLS, and state-of-the-art feature selection methods for functional data, such as maxima hunting.

For massive and heterogeneous modern data sets, it is of fundamental interest to provide guarantees on the accuracy of estimation when computational resources are limited. In the application of learning to rank, we provide a hierarchy of rank-breaking mechanisms ordered by the complexity in thus generated sketch of the data. This allows the number of data points collected to be gracefully traded off against computational resources available, while guaranteeing the desired level of accuracy. Theoretical guarantees on the proposed generalized rank-breaking implicitly provide such trade-offs, which can be explicitly characterized under certain canonical scenarios on the structure of the data.

We present Memory Augmented Policy Optimization (MAPO), a simple and novel way to leverage a memory buffer of promising trajectories to reduce the variance of policy gradient estimate. MAPO is applicable to deterministic environments with discrete actions, such as structured prediction and combinatorial optimization tasks. We express the expected return objective as a weighted sum of two terms: an expectation over the high-reward trajectories inside the memory buffer, and a separate expectation over trajectories outside the buffer. To make an efficient algorithm of MAPO, we propose: (1) memory weight clipping to accelerate and stabilize training; (2) systematic exploration to discover high-reward trajectories; (3) distributed sampling from inside and outside of the memory buffer to scale up training. MAPO improves the sample efficiency and robustness of policy gradient, especially on tasks with sparse rewards. We evaluate MAPO on weakly supervised program synthesis from natural language (semantic parsing). On the WikiTableQuestions benchmark, we improve the state-of-the-art by 2.6%, achieving an accuracy of 46.3%. On the WikiSQL benchmark, MAPO achieves an accuracy of 74.9% with only weak supervision, outperforming several strong baselines with full supervision. Our source code is available at https://goo.gl/TXBp4e

In extreme classification problems, learning algorithms are required to map instances to labels from an extremely large label set. We build on a recent extreme classification framework with logarithmic time and space (LTLS), and on a general approach for error correcting output coding (ECOC) with loss-based decoding, and introduce a flexible and efficient approach accompanied by theoretical bounds. Our framework employs output codes induced by graphs, for which we show how to perform efficient loss-based decoding to potentially improve accuracy. In addition, our framework offers a tradeoff between accuracy, model size and prediction time. We show how to find the sweet spot of this tradeoff using only the training data. Our experimental study demonstrates the validity of our assumptions and claims, and shows that our method is competitive with state-of-the-art algorithms.

We study the problem of fast and efficient classification of sequential data (such as time-series) on tiny devices, which is critical for various IoT related applications like audio keyword detection or gesture detection. Such tasks are cast as a standard classification task by sliding windows over the data stream to construct data points. Deploying such classification modules on tiny devices is challenging as predictions over sliding windows of data need to be invoked continuously at a high frequency. Each such predictor instance in itself is expensive as it evaluates large models over long windows of data. In this paper, we address this challenge by exploiting the following two observations about classification tasks arising in typical IoT related applications: (a) the signature of a particular class (e.g. an audio keyword) typically occupies a small fraction of the overall data, and (b) class signatures tend to be discernible early on in the data. We propose a method, EMI-RNN, that exploits these observations by using a multiple instance learning formulation along with an early prediction technique to learn a model that achieves better accuracy compared to baseline models, while simultaneously reducing computation by a large fraction. For instance, on a gesture detection benchmark [ 25 ], EMI-RNN improves standard LSTM model's accuracy by up to 1% while requiring 72x less computation. This enables us to deploy such models for continuous real-time prediction on a small device such as Raspberry Pi0 and Arduino variants, a task that the baseline LSTM could not achieve. Finally, we also provide an analysis of our multiple instance learning algorithm in a simple setting and show that the proposed algorithm converges to the global optima at a linear rate, one of the first such result in this domain.

There is a natural correlation between the visual and auditive elements of a video. In this work we leverage this connection to learn general and effective models for both audio and video analysis from self-supervised temporal synchronization. We demonstrate that a calibrated curriculum learning scheme, a careful choice of negative examples, and the use of a contrastive loss are critical ingredients to obtain powerful multi-sensory representations from models optimized to discern temporal synchronization of audio-video pairs. Without further fine-tuning, the resulting audio features achieve performance superior or comparable to the state-of-the-art on established audio classification benchmarks (DCASE2014 and ESC-50). At the same time, our visual subnet provides a very effective initialization to improve the accuracy of video-based action recognition models: compared to learning from scratch, our self-supervised pretraining yields a remarkable gain of +19.9% in action recognition accuracy on UCF101 and a boost of +17.7% on HMDB51.