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Multilabel Classification using Bayesian Compressed Sensing
Ashish Kapoor · Raajay Viswanathan · Prateek Jain

Wed Dec 05 07:00 PM -- 12:00 AM (PST) @ Harrah’s Special Events Center 2nd Floor

In this paper, we present a Bayesian framework for multilabel classification using compressed sensing. The key idea in compressed sensing for multilabel classification is to first project the label vector to a lower dimensional space using a random transformation and then learn regression functions over these projections. Our approach considers both of these components in a single probabilistic model, thereby jointly optimizing over compression as well as learning tasks. We then derive an efficient variational inference scheme that provides joint posterior distribution over all the unobserved labels. The two key benefits of the model are that a) it can naturally handle datasets that have missing labels and b) it can also measure uncertainty in prediction. The uncertainty estimate provided by the model naturally allows for active learning paradigms where an oracle provides information about labels that promise to be maximally informative for the prediction task. Our experiments show significant boost over prior methods in terms of prediction performance over benchmark datasets, both in the fully labeled and the missing labels case. Finally, we also highlight various useful active learning scenarios that are enabled by the probabilistic model.

Author Information

Ashish Kapoor (Microsoft)
Raajay Viswanathan (Microsoft Research Lab India)
Prateek Jain (Microsoft Research)

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