Towards ultrahigh dimensional feature selection for big data

In this paper, we present a new adaptive feature scaling scheme for ultrahigh-dimensional feature selection on Big Data, and then reformulate it as a convex semi-infinite programming (SIP) problem. To address the SIP, we propose an eficient feature generating paradigm. Different from traditional gradient-based approaches that conduct optimization on all input features, the proposed paradigm iteratively activates a group of features, and solves a sequence of multiple kernel learning (MKL) subproblems. To further speed up the training, we propose to solve the MKL subproblems in their primal forms through a modified accelerated proximal gradient approach. Due to such optimization scheme, some eficient cache techniques are also developed. The feature generating paradigm is guaranteed to converge globally under mild conditions, and can achieve lower feature selection bias. Moreover, the proposed method can tackle two challenging tasks in feature selection: 1) group-based feature selection with complex structures, and 2) nonlinear feature selection with explicit feature mappings. Comprehensive experiments on a wide range of synthetic and real-world data sets of tens of million data points with O(1014) features demonstrate the competitive performance of the proposed method over state-of-the-art feature selection methods in terms of generalization performance and training eficiency. © 2014 Mingkui Tan, Ivor W. Tsang and Li Wang

Methods for Learning Structured Prediction in Semantic Segmentation of Natural Images

Automatic segmentation and recognition of semantic classes in natural images is an important open problem in computer vision. In this work, we investigate three different approaches to recognition: without supervision, with supervision on level of images, and with supervision on the level of pixels. The thesis comprises three parts. The first part introduces a clustering algorithm that optimizes a novel information-theoretic objective function. We show that the proposed algorithm has clear advantages over standard algorithms from the literature on a wide array of datasets. Clustering algorithms are an important building block for higher-level computer vision applications, in particular for semantic segmentation. The second part of this work proposes an algorithm for automatic segmentation and recognition of object classes in natural images, that learns a segmentation model solely from annotation in the form of presence and absence of object classes in images. The third and main part of this work investigates one of the most popular approaches to the task of object class segmentation and semantic segmentation, based on conditional random fields and structured prediction. We investigate several learning algorithms, in particular in combination with approximate inference procedures. We show how structured models for image segmentation can be learned exactly in practical settings, even in the presence of many loops in the underlying neighborhood graphs. The introduced methods provide results advancing the state-of-the-art on two complex benchmark datasets for semantic segmentation, the MSRC-21 Dataset of RGB images and the NYU V2 Dataset or RGB-D images of indoor scenes. Finally, we introduce a software library that al- lows us to perform extensive empirical comparisons of state-of-the-art structured learning approaches. This allows us to characterize their practical properties in a range of applications, in particular for semantic segmentation and object class segmentation.Methoden zum Lernen von Strukturierter Vorhersage in Semantischer Segmentierung von Natürlichen Bildern Automatische Segmentierung und Erkennung von semantischen Klassen in natür- lichen Bildern ist ein wichtiges offenes Problem des maschinellen Sehens. In dieser Arbeit untersuchen wir drei möglichen Ansätze der Erkennung: ohne Überwachung, mit Überwachung auf Ebene von Bildern und mit Überwachung auf Ebene von Pixeln. Diese Arbeit setzt sich aus drei Teilen zusammen. Im ersten Teil der Arbeit schlagen wir einen Clustering-Algorithmus vor, der eine neuartige, informationstheoretische Zielfunktion optimiert. Wir zeigen, dass der vorgestellte Algorithmus üblichen Standardverfahren aus der Literatur gegenüber klare Vorteile auf vielen verschiedenen Datensätzen hat. Clustering ist ein wichtiger Baustein in vielen Applikationen des machinellen Sehens, insbesondere in der automatischen Segmentierung. Der zweite Teil dieser Arbeit stellt ein Verfahren zur automatischen Segmentierung und Erkennung von Objektklassen in natürlichen Bildern vor, das mit Hilfe von Supervision in Form von Klassen-Vorkommen auf Bildern in der Lage ist ein Segmentierungsmodell zu lernen. Der dritte Teil der Arbeit untersucht einen der am weitesten verbreiteten Ansätze zur semantischen Segmentierung und Objektklassensegmentierung, Conditional Random Fields, verbunden mit Verfahren der strukturierten Vorhersage. Wir untersuchen verschiedene Lernalgorithmen des strukturierten Lernens, insbesondere im Zusammenhang mit approximativer Vorhersage. Wir zeigen, dass es möglich ist trotz des Vorhandenseins von Kreisen in den betrachteten Nachbarschaftsgraphen exakte strukturierte Modelle zur Bildsegmentierung zu lernen. Mit den vorgestellten Methoden bringen wir den Stand der Kunst auf zwei komplexen Datensätzen zur semantischen Segmentierung voran, dem MSRC-21 Datensatz von RGB-Bildern und dem NYU V2 Datensatz von RGB-D Bildern von Innenraum-Szenen. Wir stellen außerdem eine Software-Bibliothek vor, die es erlaubt einen weitreichenden Vergleich der besten Lernverfahren für strukturiertes Lernen durchzuführen. Unsere Studie erlaubt uns eine Charakterisierung der betrachteten Algorithmen in einer Reihe von Anwendungen, insbesondere der semantischen Segmentierung und Objektklassensegmentierung

Blending Learning and Inference in Structured Prediction

In this paper we derive an efficient algorithm to learn the parameters of structured predictors in general graphical models. This algorithm blends the learning and inference tasks, which results in a significant speedup over traditional approaches, such as conditional random fields and structured support vector machines. For this purpose we utilize the structures of the predictors to describe a low dimensional structured prediction task which encourages local consistencies within the different structures while learning the parameters of the model. Convexity of the learning task provides the means to enforce the consistencies between the different parts. The inference-learning blending algorithm that we propose is guaranteed to converge to the optimum of the low dimensional primal and dual programs. Unlike many of the existing approaches, the inference-learning blending allows us to learn efficiently high-order graphical models, over regions of any size, and very large number of parameters. We demonstrate the effectiveness of our approach, while presenting state-of-the-art results in stereo estimation, semantic segmentation, shape reconstruction, and indoor scene understanding

Scalable large margin pairwise learning algorithms

2019 Summer.Includes bibliographical references.Classification is a major task in machine learning and data mining applications. Many of these applications involve building a classification model using a large volume of imbalanced data. In such an imbalanced learning scenario, the area under the ROC curve (AUC) has proven to be a reliable performance measure to evaluate a classifier. Therefore, it is desirable to develop scalable learning algorithms that maximize the AUC metric directly. The kernelized AUC maximization machines have established a superior generalization ability compared to linear AUC machines. However, the computational cost of the kernelized machines hinders their scalability. To address this problem, we propose a large-scale nonlinear AUC maximization algorithm that learns a batch linear classifier on approximate feature space computed via the k-means Nyström method. The proposed algorithm is shown empirically to achieve comparable AUC classification performance or even better than the kernel AUC machines, while its training time is faster by several orders of magnitude. However, the computational complexity of the linear batch model compromises its scalability when training sizable datasets. Hence, we develop a second-order online AUC maximization algorithms based on a confidence-weighted model. The proposed algorithms exploit the second-order information to improve the convergence rate and implement a fixed-size buffer to address the multivariate nature of the AUC objective function. We also extend our online linear algorithms to consider an approximate feature map constructed using random Fourier features in an online setting. The results show that our proposed algorithms outperform or are at least comparable to the competing online AUC maximization methods. Despite their scalability, we notice that online first and second-order AUC maximization methods are prone to suboptimal convergence. This can be attributed to the limitation of the hypothesis space. A potential improvement can be attained by learning stochastic online variants. However, the vanilla stochastic methods also suffer from slow convergence because of the high variance introduced by the stochastic process. We address the problem of slow convergence by developing a fast convergence stochastic AUC maximization algorithm. The proposed stochastic algorithm is accelerated using a unique combination of scheduled regularization update and scheduled averaging. The experimental results show that the proposed algorithm performs better than the state-of-the-art online and stochastic AUC maximization methods in terms of AUC classification accuracy. Moreover, we develop a proximal variant of our accelerated stochastic AUC maximization algorithm. The proposed method applies the proximal operator to the hinge loss function. Therefore, it evaluates the gradient of the loss function at the approximated weight vector. Experiments on several benchmark datasets show that our proximal algorithm converges to the optimal solution faster than the previous AUC maximization algorithms

Efficient Optimization of F

F-measure is one of the most commonly used performance metrics in classification, particularly when the classes are highly imbalanced. Direct optimization of this measure is often challenging, since no closed form solution exists. Current algorithms design the classifiers by using the approximations to the F-measure. These algorithms are not efficient and do not scale well to the large datasets. To fill the gap, in this paper, we propose a novel algorithm, which can efficiently optimize F-measure with cost-sensitive SVM. First of all, we present an explicit transformation from the optimization of F-measure to cost-sensitive SVM. Then we adopt bundle method to solve the inner optimization. For the problem where the existing bundle method may have the fluctuations in the primal objective during iterations, an additional line search procedure is involved, which can alleviate the fluctuations problem and make our algorithm more efficient. Empirical studies on the large-scale datasets demonstrate that our algorithm can provide significant speedups over current state-of-the-art F-measure based learners, while obtaining better (or comparable) precise solutions