Self-Adaptive Surrogate-Assisted Covariance Matrix Adaptation Evolution Strategy

This paper presents a novel mechanism to adapt surrogate-assisted population-based algorithms. This mechanism is applied to ACM-ES, a recently proposed surrogate-assisted variant of CMA-ES. The resulting algorithm, saACM-ES, adjusts online the lifelength of the current surrogate model (the number of CMA-ES generations before learning a new surrogate) and the surrogate hyper-parameters. Both heuristics significantly improve the quality of the surrogate model, yielding a significant speed-up of saACM-ES compared to the ACM-ES and CMA-ES baselines. The empirical validation of saACM-ES on the BBOB-2012 noiseless testbed demonstrates the efficiency and the scalability w.r.t the problem dimension and the population size of the proposed approach, that reaches new best results on some of the benchmark problems.Comment: Genetic and Evolutionary Computation Conference (GECCO 2012) (2012

One-Class Classification: Taxonomy of Study and Review of Techniques

One-class classification (OCC) algorithms aim to build classification models when the negative class is either absent, poorly sampled or not well defined. This unique situation constrains the learning of efficient classifiers by defining class boundary just with the knowledge of positive class. The OCC problem has been considered and applied under many research themes, such as outlier/novelty detection and concept learning. In this paper we present a unified view of the general problem of OCC by presenting a taxonomy of study for OCC problems, which is based on the availability of training data, algorithms used and the application domains applied. We further delve into each of the categories of the proposed taxonomy and present a comprehensive literature review of the OCC algorithms, techniques and methodologies with a focus on their significance, limitations and applications. We conclude our paper by discussing some open research problems in the field of OCC and present our vision for future research.Comment: 24 pages + 11 pages of references, 8 figure

Response Surface Methodology for Optimizing Hyper Parameters

The performance of an algorithm often largely depends on some hyper parameter which should be optimized before its usage. Since most conventional optimization methods suffer from some drawbacks, we developed an alternative way to find the best hyper parameter values. Contrary to the well known procedures, the new optimization algorithm is based on statistical methods since it uses a combination of Linear Mixed Effect Models and Response Surface Methodology techniques. In particular, the Method of Steepest Ascent which is well known for the case of an Ordinary Least Squares setting and a linear response surface has been generalized to be applicable for repeated measurements situations and for response surfaces of order o ?Ü 2. --repeated measurements,Random Intercepts Model,deterministic error terms,Method of Steepest Ascent,Support Vector Machine

DeepSphere: Efficient spherical Convolutional Neural Network with HEALPix sampling for cosmological applications

Convolutional Neural Networks (CNNs) are a cornerstone of the Deep Learning toolbox and have led to many breakthroughs in Artificial Intelligence. These networks have mostly been developed for regular Euclidean domains such as those supporting images, audio, or video. Because of their success, CNN-based methods are becoming increasingly popular in Cosmology. Cosmological data often comes as spherical maps, which make the use of the traditional CNNs more complicated. The commonly used pixelization scheme for spherical maps is the Hierarchical Equal Area isoLatitude Pixelisation (HEALPix). We present a spherical CNN for analysis of full and partial HEALPix maps, which we call DeepSphere. The spherical CNN is constructed by representing the sphere as a graph. Graphs are versatile data structures that can act as a discrete representation of a continuous manifold. Using the graph-based representation, we define many of the standard CNN operations, such as convolution and pooling. With filters restricted to being radial, our convolutions are equivariant to rotation on the sphere, and DeepSphere can be made invariant or equivariant to rotation. This way, DeepSphere is a special case of a graph CNN, tailored to the HEALPix sampling of the sphere. This approach is computationally more efficient than using spherical harmonics to perform convolutions. We demonstrate the method on a classification problem of weak lensing mass maps from two cosmological models and compare the performance of the CNN with that of two baseline classifiers. The results show that the performance of DeepSphere is always superior or equal to both of these baselines. For high noise levels and for data covering only a smaller fraction of the sphere, DeepSphere achieves typically 10% better classification accuracy than those baselines. Finally, we show how learned filters can be visualized to introspect the neural network.Comment: arXiv admin note: text overlap with arXiv:astro-ph/0409513 by other author

"Virus hunting" using radial distance weighted discrimination

Motivated by the challenge of using DNA-seq data to identify viruses in human blood samples, we propose a novel classification algorithm called "Radial Distance Weighted Discrimination" (or Radial DWD). This classifier is designed for binary classification, assuming one class is surrounded by the other class in very diverse radial directions, which is seen to be typical for our virus detection data. This separation of the 2 classes in multiple radial directions naturally motivates the development of Radial DWD. While classical machine learning methods such as the Support Vector Machine and linear Distance Weighted Discrimination can sometimes give reasonable answers for a given data set, their generalizability is severely compromised because of the linear separating boundary. Radial DWD addresses this challenge by using a more appropriate (in this particular case) spherical separating boundary. Simulations show that for appropriate radial contexts, this gives much better generalizability than linear methods, and also much better than conventional kernel based (nonlinear) Support Vector Machines, because the latter methods essentially use much of the information in the data for determining the shape of the separating boundary. The effectiveness of Radial DWD is demonstrated for real virus detection.Comment: Published at http://dx.doi.org/10.1214/15-AOAS869 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Two-Stage Metric Learning

In this paper, we present a novel two-stage metric learning algorithm. We first map each learning instance to a probability distribution by computing its similarities to a set of fixed anchor points. Then, we define the distance in the input data space as the Fisher information distance on the associated statistical manifold. This induces in the input data space a new family of distance metric with unique properties. Unlike kernelized metric learning, we do not require the similarity measure to be positive semi-definite. Moreover, it can also be interpreted as a local metric learning algorithm with well defined distance approximation. We evaluate its performance on a number of datasets. It outperforms significantly other metric learning methods and SVM.Comment: Accepted for publication in ICML 201

Black-box optimization benchmarking of IPOP-saACM-ES on the BBOB-2012 noisy testbed

In this paper, we study the performance of IPOP-saACM-ES, recently proposed self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategy. The algorithm was tested using restarts till a total number of function evaluations of $10^6D$ was reached, where $D$ is the dimension of the function search space. The experiments show that the surrogate model control allows IPOP-saACM-ES to be as robust as the original IPOP-aCMA-ES and outperforms the latter by a factor from 2 to 3 on 6 benchmark problems with moderate noise. On 15 out of 30 benchmark problems in dimension 20, IPOP-saACM-ES exceeds the records observed during BBOB-2009 and BBOB-2010.Comment: Genetic and Evolutionary Computation Conference (GECCO 2012) (2012