Unsupervised feature learning with discriminative encoder

In recent years, deep discriminative models have achieved extraordinary performance on supervised learning tasks, significantly outperforming their generative counterparts. However, their success relies on the presence of a large amount of labeled data. How can one use the same discriminative models for learning useful features in the absence of labels? We address this question in this paper, by jointly modeling the distribution of data and latent features in a manner that explicitly assigns zero probability to unobserved data. Rather than maximizing the marginal probability of observed data, we maximize the joint probability of the data and the latent features using a two step EM-like procedure. To prevent the model from overfitting to our initial selection of latent features, we use adversarial regularization. Depending on the task, we allow the latent features to be one-hot or real-valued vectors and define a suitable prior on the features. For instance, one-hot features correspond to class labels and are directly used for the unsupervised and semi-supervised classification task, whereas real-valued feature vectors are fed as input to simple classifiers for auxiliary supervised discrimination tasks. The proposed model, which we dub discriminative encoder (or DisCoder), is flexible in the type of latent features that it can capture. The proposed model achieves state-of-the-art performance on several challenging tasks.Comment: 10 pages, 4 figures, International Conference on Data Mining, 201

Statistical Significance of the Netflix Challenge

Inspired by the legacy of the Netflix contest, we provide an overview of what has been learned---from our own efforts, and those of others---concerning the problems of collaborative filtering and recommender systems. The data set consists of about 100 million movie ratings (from 1 to 5 stars) involving some 480 thousand users and some 18 thousand movies; the associated ratings matrix is about 99% sparse. The goal is to predict ratings that users will give to movies; systems which can do this accurately have significant commercial applications, particularly on the world wide web. We discuss, in some detail, approaches to "baseline" modeling, singular value decomposition (SVD), as well as kNN (nearest neighbor) and neural network models; temporal effects, cross-validation issues, ensemble methods and other considerations are discussed as well. We compare existing models in a search for new models, and also discuss the mission-critical issues of penalization and parameter shrinkage which arise when the dimensions of a parameter space reaches into the millions. Although much work on such problems has been carried out by the computer science and machine learning communities, our goal here is to address a statistical audience, and to provide a primarily statistical treatment of the lessons that have been learned from this remarkable set of data.Comment: Published in at http://dx.doi.org/10.1214/11-STS368 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org