Generating Compact Tree Ensembles via Annealing

Tree ensembles are flexible predictive models that can capture relevant variables and to some extent their interactions in a compact and interpretable manner. Most algorithms for obtaining tree ensembles are based on versions of boosting or Random Forest. Previous work showed that boosting algorithms exhibit a cyclic behavior of selecting the same tree again and again due to the way the loss is optimized. At the same time, Random Forest is not based on loss optimization and obtains a more complex and less interpretable model. In this paper we present a novel method for obtaining compact tree ensembles by growing a large pool of trees in parallel with many independent boosting threads and then selecting a small subset and updating their leaf weights by loss optimization. We allow for the trees in the initial pool to have different depths which further helps with generalization. Experiments on real datasets show that the obtained model has usually a smaller loss than boosting, which is also reflected in a lower misclassification error on the test set.Comment: Comparison with Random Forest included in the results sectio

Subgraph covers -- An information theoretic approach to motif analysis in networks

Many real world networks contain a statistically surprising number of certain subgraphs, called network motifs. In the prevalent approach to motif analysis, network motifs are detected by comparing subgraph frequencies in the original network with a statistical null model. In this paper we propose an alternative approach to motif analysis where network motifs are defined to be connectivity patterns that occur in a subgraph cover that represents the network using minimal total information. A subgraph cover is defined to be a set of subgraphs such that every edge of the graph is contained in at least one of the subgraphs in the cover. Some recently introduced random graph models that can incorporate significant densities of motifs have natural formulations in terms of subgraph covers and the presented approach can be used to match networks with such models. To prove the practical value of our approach we also present a heuristic for the resulting NP-hard optimization problem and give results for several real world networks.Comment: 10 pages, 7 tables, 1 Figur

Learning to Select Pre-Trained Deep Representations with Bayesian Evidence Framework

We propose a Bayesian evidence framework to facilitate transfer learning from pre-trained deep convolutional neural networks (CNNs). Our framework is formulated on top of a least squares SVM (LS-SVM) classifier, which is simple and fast in both training and testing, and achieves competitive performance in practice. The regularization parameters in LS-SVM is estimated automatically without grid search and cross-validation by maximizing evidence, which is a useful measure to select the best performing CNN out of multiple candidates for transfer learning; the evidence is optimized efficiently by employing Aitken's delta-squared process, which accelerates convergence of fixed point update. The proposed Bayesian evidence framework also provides a good solution to identify the best ensemble of heterogeneous CNNs through a greedy algorithm. Our Bayesian evidence framework for transfer learning is tested on 12 visual recognition datasets and illustrates the state-of-the-art performance consistently in terms of prediction accuracy and modeling efficiency.Comment: Appearing in CVPR-2016 (oral presentation

Ensemble Learning for Free with Evolutionary Algorithms ?

Evolutionary Learning proceeds by evolving a population of classifiers, from which it generally returns (with some notable exceptions) the single best-of-run classifier as final result. In the meanwhile, Ensemble Learning, one of the most efficient approaches in supervised Machine Learning for the last decade, proceeds by building a population of diverse classifiers. Ensemble Learning with Evolutionary Computation thus receives increasing attention. The Evolutionary Ensemble Learning (EEL) approach presented in this paper features two contributions. First, a new fitness function, inspired by co-evolution and enforcing the classifier diversity, is presented. Further, a new selection criterion based on the classification margin is proposed. This criterion is used to extract the classifier ensemble from the final population only (Off-line) or incrementally along evolution (On-line). Experiments on a set of benchmark problems show that Off-line outperforms single-hypothesis evolutionary learning and state-of-art Boosting and generates smaller classifier ensembles