15 research outputs found
On Causal and Anticausal Learning
We consider the problem of function estimation in the case where an
underlying causal model can be inferred. This has implications for popular
scenarios such as covariate shift, concept drift, transfer learning and
semi-supervised learning. We argue that causal knowledge may facilitate some
approaches for a given problem, and rule out others. In particular, we
formulate a hypothesis for when semi-supervised learning can help, and
corroborate it with empirical results.Comment: Appears in Proceedings of the 29th International Conference on
Machine Learning (ICML 2012). arXiv admin note: substantial text overlap with
arXiv:1112.273
Invariant Models for Causal Transfer Learning
Methods of transfer learning try to combine knowledge from several related
tasks (or domains) to improve performance on a test task. Inspired by causal
methodology, we relax the usual covariate shift assumption and assume that it
holds true for a subset of predictor variables: the conditional distribution of
the target variable given this subset of predictors is invariant over all
tasks. We show how this assumption can be motivated from ideas in the field of
causality. We focus on the problem of Domain Generalization, in which no
examples from the test task are observed. We prove that in an adversarial
setting using this subset for prediction is optimal in Domain Generalization;
we further provide examples, in which the tasks are sufficiently diverse and
the estimator therefore outperforms pooling the data, even on average. If
examples from the test task are available, we also provide a method to transfer
knowledge from the training tasks and exploit all available features for
prediction. However, we provide no guarantees for this method. We introduce a
practical method which allows for automatic inference of the above subset and
provide corresponding code. We present results on synthetic data sets and a
gene deletion data set
Efficient Training of Graph-Regularized Multitask SVMs
We present an optimization framework for graph-regularized multi-task SVMs based on the primal formulation of the problem. Previous approaches employ a so-called multi-task kernel (MTK) and thus are inapplicable when the numbers of training examples n is large (typically n < 20,000, even for just a few tasks). In this paper, we present a primal optimization criterion, allowing for general loss functions, and derive its dual representation. Building on the work of Hsieh et al. [1,2], we derive an algorithm for optimizing the large-margin objective and prove its convergence. Our computational experiments show a speedup of up to three orders of magnitude over LibSVM and SVMLight for several standard benchmarks as well as challenging data sets from the application domain of computational biology. Combining our optimization methodology with the COFFIN large-scale learning framework [3], we are able to train a multi-task SVM using over 1,000,000 training points stemming from 4 different tasks. An efficient C++ implementation of our algorithm is being made publicly available as a part of the SHOGUN machine learning toolbox [4]
A review of domain adaptation without target labels
Domain adaptation has become a prominent problem setting in machine learning
and related fields. This review asks the question: how can a classifier learn
from a source domain and generalize to a target domain? We present a
categorization of approaches, divided into, what we refer to as, sample-based,
feature-based and inference-based methods. Sample-based methods focus on
weighting individual observations during training based on their importance to
the target domain. Feature-based methods revolve around on mapping, projecting
and representing features such that a source classifier performs well on the
target domain and inference-based methods incorporate adaptation into the
parameter estimation procedure, for instance through constraints on the
optimization procedure. Additionally, we review a number of conditions that
allow for formulating bounds on the cross-domain generalization error. Our
categorization highlights recurring ideas and raises questions important to
further research.Comment: 20 pages, 5 figure