Session
Spotlights
Dale Schuurmans
A Bayesian LDA-based model for semi-supervised part-of-speech tagging
Kristina N Toutanova · Mark Johnson
We present a novel Bayesian statistical model for semi-supervised part-of-speech tagging. Our model extends the Latent Dirichlet Allocation (LDA) model and incorporates the intuition that words' distributions over tags, p(t|w), are sparse. In addition we introduce a model for determining the set of possible tags of a word which captures important dependencies in the ambiguity classes of words. Our model outperforms the best previously proposed model for this task on a standard dataset.
Bayesian Policy Learning with Trans-Dimensional MCMC
Matthew Hoffman · Arnaud Doucet · Nando de Freitas · Ajay Jasra
A recently proposed formulation of the stochastic planning and control problem as one of parameter estimation for suitable artificial statistical models has led to the adoption of inference algorithms for this notoriously hard problem. At the algorithmic level, the focus has been on developing Expectation-Maximization (EM) algorithms. In this paper, we begin by making the crucial observation that the stochastic control problem can be reinterpreted as one of trans-dimensional inference. With this new understanding, we are able to propose a novel reversible jump Markov chain Monte Carlo (MCMC) algorithm that is more efficient than its EM counterparts. Moreover, it enables us to carry out full Bayesian policy search, without the need for gradients and with one single Markov chain. The new approach involves sampling directly from a distribution that is proportional to the reward and, consequently, performs better than classic simulations methods in situations where the reward is a rare event.
We show that any weak ranker that can achieve an area under the ROC curve slightly better than $1/2$ (which can be achieved by random guessing) can be efficiently boosted to achieve an area under the ROC curve arbitrarily close to 1. We further show that this boosting can be performed even in the presence of independent misclassification noise, given access to a noise-tolerant weak ranker.
Clustering is often formulated as the maximum likelihood estimation of a mixture model that explains the data. The EM algorithm widely used to solve the resulting optimization problem is inherently a gradient-descent method and is sensitive to initialization. The resulting solution is a local optimum in the neighborhood of the initial guess. This sensitivity to initialization presents a significant challenge in clustering large data sets into many clusters. In this paper, we present a different approach to approximate mixture fitting for clustering. We introduce an exemplar-based likelihood function that approximates the exact likelihood. This formulation leads to a convex minimization problem and an efficient algorithm with \emph{guaranteed convergence to the globally optimal solution}. The resulting clustering can be thought of as a probabilistic mapping of the data points to the set of exemplars that minimizes the average distance and the information-theoretic cost of mapping. We present experimental results illustrating the performance of our algorithm and its comparison with the conventional approach to mixture model clustering.
Incorporating invariances into a learning algorithm is a common problem in machine learning. We provide a convex formulation which can deal with arbitrary loss functions and arbitrary losses. In addition, it is a drop-in replacement for most optimization algorithms for kernels, including solvers of the SVMStruct family. The advantage of our setting is that it relies on column generation instead of modifying the underlying optimization problem directly.
Discovering Weakly-Interacting Factors in a Complex Stochastic Process
Charlie Frogner · Avi Pfeffer
Dynamic Bayesian networks are structured representations of stochastic processes. Despite their structure, exact inference in DBNs is generally intractable. One approach to approximate inference involves grouping the variables in the process into smaller factors and keeping independent beliefs over these factors. In this paper we present several techniques for decomposing a dynamic Bayesian network automatically to enable factored inference. We examine a number of features of a DBN that capture different types of dependencies that will cause error in factored inference. An empirical comparison shows that the most useful of these is a heuristic that estimates the mutual information introduced between factors by one step of belief propagation. In addition to features computed over entire factors, for efficiency we explored scores computed over pairs of variables. We present search methods that use these features, pairwise and not, to find a factorization, and compare their results on several datasets. Automatic factorization extends the applicability of factored inference to large, complex models that are undesirable to factor by hand. Moreover, tests on real DBNs show that automatic factorization can achieve significantly lower error in some cases.
We demonstrate that log-linear grammars with latent variables can be practically trained using discriminative methods. Central to efficient discriminative training is a hierarchical pruning procedure which allows feature expectations to be efficiently approximated. We investigate an EM alternating procedure as well as a direct, gradient-based procedure and show that direct optimization is superior. On full-scale treebank parsing experiments, the discriminative latent models outperform both the comparable generative latent models as well as the discriminative non-latent baselines.
Estimating divergence functionals and the likelihood ratio by penalized convex risk minimization
XuanLong Nguyen · Martin J Wainwright · Michael Jordan
We develop and analyze an algorithm for nonparametric estimation of divergence functionals and the density ratio of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which turns the estimation problem into a penalized convex risk minimization problem. We present a derivation of our kernel-based estimation algorithm and an analysis of convergence rates for the estimator. Our simulation results demonstrate the convergence behavior of our method, which compares favorably with existing methods in the literature.
A discriminative method is proposed for learning monotonic transformations of the training data jointly while estimating a large-margin classifier. Fixed monotonic transformations can be useful as a preprocessing step for many domains such as document classification, image histogram classification and gene microarray experiments. However, most classifiers only explore transformations through manual trial and error or via prior domain knowledge. The proposed method learns monotonic transformations automatically while training a large-margin classifier without any prior knowledge of the domain at hand. A monotonic piecewise linear function is learned which transforms data for subsequent processing by a linear hyperplane classifier. Two algorithmic implementations of the method are formalized. The first performs an alternating sequence of quadratic and linear programs to convergence until it obtains a locally optimal solution. A second algorithm is also provided using a convex semidefinite relaxation that overcomes initialization issues in the initial optimization problem. The effectiveness of these learned transformations on synthetic problems, text data and image data is demonstrated.
This paper considers kernels invariant to translation, rotation and dilation. We show that no non-trivial positive definite (p.d.) kernels exist which are radial and dilation invariant, only conditionally positive definite (c.p.d.) ones. Accordingly, we discuss the c.p.d. case and provide some novel analysis, including an elementary derivation of a c.p.d. representer theorem. On the practical side, we give a support vector machine (s.v.m.) algorithm for arbitrary c.p.d. kernels. For the thinplate kernel this leads to a classifier with only one parameter (the amount of regularisation), which we demonstrate to be as effective as an s.v.m. with the Gaussian kernel, even though the Gaussian involves a second parameter (the length scale).
Regret Minimization in Games with Incomplete Information
Martin A Zinkevich · Michael Johanson · Michael Bowling · Carmelo Piccione
Extensive games are a powerful model of multiagent decision-making scenarios with incomplete information. Finding a Nash equilibrium for very large instances of these games has received a great deal of recent attention. In this paper, we describe a new technique for solving large games based on regret minimization. In particular, we introduce the notion of counterfactual regret, which exploits the degree of incomplete information in an extensive game. We show how minimizing counterfactual regret minimizes overall regret, and therefore in self-play can be used to compute a Nash equilibrium. We demonstrate this technique in the domain of poker, showing we can solve abstractions of limit Texas Hold'em with as many as 10^12 states, two orders of magnitude larger than previous methods.
Resampling Methods for Protein Structure Prediction with Rosetta
Ben Blum · David Baker · Michael Jordan · Philip Bradley · Rhiju Das · David Kim
Rosetta is one of the leading algorithms for protein structure prediction today. It is a Monte Carlo energy minimization method requiring many random restarts to find structures with low energy. In this paper we present a resampling technique for structure prediction of small alpha/beta proteins using Rosetta. From an initial round of Rosetta sampling, we learn properties of the energy landscape that guide a subsequent round of sampling toward lower-energy structures. Rather than attempt to fit the full energy landscape, we use feature selection methods--L1-regularized linear regression--to identify structural features that give rise to low energy. We then enrich these structural features in the second sampling round. Results are presented across a benchmark set of nine small alpha/beta proteins demonstrating that our methods seldom impair, and frequently improve, Rosetta's performance.
Semi-supervised methods use unlabeled data in addition to labeled data to construct predictors. While existing semi-supervised methods have shown some promising empirical performance, their development has been based largely based on heuristics. In this paper we study semi-supervised learning from the viewpoint of minimax theory. Our first result shows that some common methods based on manifold regularization and graph Laplacians do not lead to faster minimax rates of convergence. Thus, the estimators that use the unlabeled data do not have smaller risk than the estimators that use only labeled data. We then develop several new approaches that provably lead to improved performance. The statistical tools of minimax analysis are thus used to offer some new perspective on the problem of semi-supervised learning.
In many structured prediction problems, the highest-scoring labeling is hard to compute exactly, leading to the use of approximate inference methods. However, when inference is used in a learning algorithm, a good approximation of the score may not be sufficient. We show in particular that learning can fail even with an approximate inference method with rigorous approximation guarantees. There are two reasons for this. First, approximate methods can effectively reduce the expressivity of an underlying model by making it impossible to choose parameters that reliably give good predictions. Second, approximations can respond to parameter changes in such a way that standard learning algorithms are misled. In contrast, we give two positive results in the form of learning bounds for the use of LP-relaxed inference in structured perceptron and empirical risk minimization settings. We argue that without understanding combinations of inference and learning, such as these, that are appropriately compatible, learning performance under approximate inference cannot be guaranteed.
The Value of Labeled and Unlabeled Examples when the Model is Imperfect
Kaushik Sinha · Mikhail Belkin
Semi-supervised learning, i.e. learning from both labeled and unlabeled data has received significant attention in the machine learning literature in recent years. Still our understanding of the theoretical foundations of the usefulness of unlabeled data remains somewhat limited. The simplest and the best understood situation is when the data is described by an identifiable mixture model, and where each class comes from a pure component. This natural setup and its implications ware analyzed in \cite{ratsaby95,castelli96a}. One important result was that in certain regimes, labeled data becomes exponentially more valuable than unlabeled data. However, in most realistic situations, one would not expect that the data comes from a parametric mixture distribution with identifiable components. There have been recent efforts to analyze the non-parametric situation, for example, cluster'' andmanifold'' assumptions have been suggested as a basis for analysis. Still, a satisfactory and fairly complete theoretical understanding of the nonparametric problem, similar to that in \cite{ratsaby95,castelli96a} has not yet been developed. In this paper we investigate an intermediate situation, when the data comes from a probability distribution, which can be modeled, but not perfectly, by an identifiable mixture distribution. This seems applicable to many situation, when, for example, a mixture of Gaussians is used to model the data. the contribution of this paper is an analysis of the role of labeled and unlabeled data depending on the amount of imperfection in the model.