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 convergence rate analysis


Towards Convergence Rate Analysis of Random Forests for Classification

Neural Information Processing Systems

Random forests have been one of the successful ensemble algorithms in machine learning. The basic idea is to construct a large number of random trees individually and make prediction based on an average of their predictions. The great successes have attracted much attention on the consistency of random forests, mostly focusing on regression. This work takes one step towards convergence rates of random forests for classification. We present the first finite-sample rate O(n^{-1/(8d+2)}) on the convergence of pure random forests for classification, which can be improved to be of O(n^{-1/(3.87d+2)}) by considering the midpoint splitting mechanism. We introduce another variant of random forests, which follow Breiman's original random forests but with different mechanisms on splitting dimensions and positions. We get a convergence rate O(n^{-{1}/(d+2)}(\ln n)^{{1}/(d+2)}) for the variant of random forests, which reaches the minimax rate, except for a factor (\ln n)^{{1}/(d+2)}, of the optimal plug-in classifier under the L-Lipschitz assumption. We achieve tighter convergence rate O(\sqrt{\ln n/n}) under proper assumptions over structural data.


Review for NeurIPS paper: Towards Convergence Rate Analysis of Random Forests for Classification

Neural Information Processing Systems

Weaknesses: - The studied algorithms remain quite far from real random forests (no bootstrap sampling, split choices are fully independent of the data, trees are pruned, etc.) - As in other results in the literature, convergence rates for forests are by-product of convergence rate of individual trees (using Lemma 1). The results therefore do not really show the benefit of using forests instead of trees in terms of convergence rate. This should be discussed in the paper I think. No real conclusion is drawn from the theoretical results that would help better understand standard RF or suggest modification to these methods. I think this kind of very technical contribution would be more appropriate for a journal submission than for a conference (given the limited time allotted for reviewing).


Review for NeurIPS paper: Towards Convergence Rate Analysis of Random Forests for Classification

Neural Information Processing Systems

The paper provides finite-sample convergence rates for two simplified variants of random forests. Overall, the contribution is purely theoretical. I personally think that this work shed new interesting ideas on the behavior of a learning algorithm that is intensively used world wide. This work clearly deserve a poster acceptation at NeurIPS.


Towards Convergence Rate Analysis of Random Forests for Classification

Neural Information Processing Systems

Random forests have been one of the successful ensemble algorithms in machine learning. The basic idea is to construct a large number of random trees individually and make prediction based on an average of their predictions. The great successes have attracted much attention on the consistency of random forests, mostly focusing on regression. This work takes one step towards convergence rates of random forests for classification. We present the first finite-sample rate O(n {-1/(8d 2)}) on the convergence of pure random forests for classification, which can be improved to be of O(n {-1/(3.87d


Convergence Rate Analysis of MAP Coordinate Minimization Algorithms

Neural Information Processing Systems

Finding maximum a posteriori (MAP) assignments in graphical models is an important task in many applications. Since the problem is generally hard, linear programming (LP) relaxations are often used. Solving these relaxations efficiently is thus an important practical problem. In recent years, several authors have proposed message passing updates corresponding to coordinate descent in the dual LP. However, these are generally not guaranteed to converge to a global optimum.


Convergence Rate Analysis of MAP Coordinate Minimization Algorithms

Neural Information Processing Systems

Finding maximum aposteriori (MAP) assignments in graphical models is an important task in many applications. Since the problem is generally hard, linear programming (LP) relaxations are often used. Solving these relaxations efficiently is thus an important practical problem. In recent years, several authors have proposed message passing updates corresponding to coordinate descent in the dual LP. However,these are generally not guaranteed to converge to a global optimum.


Convex Analysis of the Mean Field Langevin Dynamics

arXiv.org Machine Learning

As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the convergence property of the dynamics is of great theoretical interest. In this work, we give a simple and self-contained convergence rate analysis of the mean field Langevin dynamics with respect to the (regularized) objective function in both continuous and discrete time settings. The key ingredient of our proof is a proximal Gibbs distribution $p_q$ associated with the dynamics, which, in combination of techniques in [Vempala and Wibisono (2019)], allows us to develop a convergence theory parallel to classical results in convex optimization. Furthermore, we reveal that $p_q$ connects to the duality gap in the empirical risk minimization setting, which enables efficient empirical evaluation of the algorithm convergence.


Convergence Rate Analysis of MAP Coordinate Minimization Algorithms

Neural Information Processing Systems

Finding maximum aposteriori (MAP) assignments in graphical models is an important task in many applications. Since the problem is generally hard, linear programming (LP) relaxations are often used. Solving these relaxations efficiently is thus an important practical problem. In recent years, several authors have proposed message passing updates corresponding to coordinate descent in the dual LP. However,these are generally not guaranteed to converge to a global optimum. One approach to remedy this is to smooth the LP, and perform coordinate descent on the smoothed dual.


Convergence Rate Analysis of MAP Coordinate Minimization Algorithms

Neural Information Processing Systems

Finding maximum aposteriori (MAP) assignments in graphical models is an important task in many applications. Since the problem is generally hard, linear programming (LP) relaxations are often used. Solving these relaxations efficiently is thus an important practical problem. In recent years, several authors have proposed message passing updates corresponding to coordinate descent in the dual LP. However,these are generally not guaranteed to converge to a global optimum. One approach to remedy this is to smooth the LP, and perform coordinate descent on the smoothed dual. However, little is known about the convergence rate of this procedure. Here we perform a thorough rate analysis of such schemes and derive primal and dual convergence rates. We also provide a simple dual to primal mapping that yields feasible primal solutions with a guaranteed rate of convergence. Empirical evaluation supports our theoretical claims and shows that the method is highly competitive with state of the art approaches that yield global optima.