On the Bayes-optimality of F-measure maximizers

The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction. Optimizing this measure is a statistically and computationally challenging problem, since no closed-form solution exists. Adopting a decision-theoretic perspective, this article provides a formal and experimental analysis of different approaches for maximizing the F-measure. We start with a Bayes-risk analysis of related loss functions, such as Hamming loss and subset zero-one loss, showing that optimizing such losses as a surrogate of the F-measure leads to a high worst-case regret. Subsequently, we perform a similar type of analysis for F-measure maximizing algorithms, showing that such algorithms are approximate, while relying on additional assumptions regarding the statistical distribution of the binary response variables. Furthermore, we present a new algorithm which is not only computationally efficient but also Bayes-optimal, regardless of the underlying distribution. To this end, the algorithm requires only a quadratic (with respect to the number of binary responses) number of parameters of the joint distribution. We illustrate the practical performance of all analyzed methods by means of experiments with multi-label classification problems

F-measure Maximization in Multi-Label Classification with Conditionally Independent Label Subsets

We discuss a method to improve the exact F-measure maximization algorithm called GFM, proposed in (Dembczynski et al. 2011) for multi-label classification, assuming the label set can be can partitioned into conditionally independent subsets given the input features. If the labels were all independent, the estimation of only $m$ parameters ($m$ denoting the number of labels) would suffice to derive Bayes-optimal predictions in $O(m^2)$ operations. In the general case, $m^2+1$ parameters are required by GFM, to solve the problem in $O(m^3)$ operations. In this work, we show that the number of parameters can be reduced further to $m^2/n$, in the best case, assuming the label set can be partitioned into $n$ conditionally independent subsets. As this label partition needs to be estimated from the data beforehand, we use first the procedure proposed in (Gasse et al. 2015) that finds such partition and then infer the required parameters locally in each label subset. The latter are aggregated and serve as input to GFM to form the Bayes-optimal prediction. We show on a synthetic experiment that the reduction in the number of parameters brings about significant benefits in terms of performance

Robustness maximization of parallel multichannel systems

Bit error rate (BER) minimization and SNR-gap maximization, two robustness optimization problems, are solved, under average power and bit-rate constraints, according to the waterfilling policy. Under peak-power constraint the solutions differ and this paper gives bit-loading solutions of both robustness optimization problems over independent parallel channels. The study is based on analytical approach with generalized Lagrangian relaxation tool and on greedy-type algorithm approach. Tight BER expressions are used for square and rectangular quadrature amplitude modulations. Integer bit solution of analytical continuous bit-rates is performed with a new generalized secant method. The asymptotic convergence of both robustness optimizations is proved for both analytical and algorithmic approaches. We also prove that, in conventional margin maximization problem, the equivalence between SNR-gap maximization and power minimization does not hold with peak-power limitation. Based on a defined dissimilarity measure, bit-loading solutions are compared over power line communication channel for multicarrier systems. Simulation results confirm the asymptotic convergence of both allocation policies. In non asymptotic regime the allocation policies can be interchanged depending on the robustness measure and the operating point of the communication system. The low computational effort of the suboptimal solution based on analytical approach leads to a good trade-off between performance and complexity.Comment: 27 pages, 8 figures, submitted to IEEE Trans. Inform. Theor

Probabilistic Reconstruction in Compressed Sensing: Algorithms, Phase Diagrams, and Threshold Achieving Matrices

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement protocols in a wide range of applications. Using an interdisciplinary approach, we have recently proposed in [arXiv:1109.4424] a strategy that allows compressed sensing to be performed at acquisition rates approaching to the theoretical optimal limits. In this paper, we give a more thorough presentation of our approach, and introduce many new results. We present the probabilistic approach to reconstruction and discuss its optimality and robustness. We detail the derivation of the message passing algorithm for reconstruction and expectation max- imization learning of signal-model parameters. We further develop the asymptotic analysis of the corresponding phase diagrams with and without measurement noise, for different distribution of signals, and discuss the best possible reconstruction performances regardless of the algorithm. We also present new efficient seeding matrices, test them on synthetic data and analyze their performance asymptotically.Comment: 42 pages, 37 figures, 3 appendixe

Easy implementable algorithm for the geometric measure of entanglement

We present an easy implementable algorithm for approximating the geometric measure of entanglement from above. The algorithm can be applied to any multipartite mixed state. It involves only the solution of an eigenproblem and finding a singular value decomposition, no further numerical techniques are needed. To provide examples, the algorithm was applied to the isotropic states of 3 qubits and the 3-qubit XX model with external magnetic field.Comment: 9 pages, 3 figure