Sparse Bilinear Logistic Regression

In this paper, we introduce the concept of sparse bilinear logistic regression for decision problems involving explanatory variables that are two-dimensional matrices. Such problems are common in computer vision, brain-computer interfaces, style/content factorization, and parallel factor analysis. The underlying optimization problem is bi-convex; we study its solution and develop an efficient algorithm based on block coordinate descent. We provide a theoretical guarantee for global convergence and estimate the asymptotical convergence rate using the Kurdyka-{\L}ojasiewicz inequality. A range of experiments with simulated and real data demonstrate that sparse bilinear logistic regression outperforms current techniques in several important applications.Comment: 27 pages, 5 figure

Using an Hebbian learning rule for multi-class SVM classifiers.

http://journals.kluweronline.com/article.asp?PIPS=5384399Regarding biological visual classification, recent series of experiments have enlighten the fact that data classification can be realized in the human visual cortex with latencies of about 100-150 ms, which, considering the visual pathways latencies, is only compatible with a very specific processing architecture, described by models from Thorpe et al. Surprisingly enough, this experimental evidence is in coherence with algorithms derived from the statistical learning theory. More precisely, there is a double link: on one hand, the so-called Vapnik theory offers tools to evaluate and analyze the biological model performances and on the other hand, this model is an interesting front-end for algorithms derived from the Vapnik theory. The present contribution develops this idea, introducing a model derived from the statistical learning theory and using the biological model of Thorpe et al. We experiment its performances using a restrained sign language recognition experiment. This paper intends to be read by biologist as well as statistician, as a consequence basic material in both fields have been reviewed

Algorithms for Sparse Linear Classifiers in the Massive Data Setting

Classifiers favoring sparse solutions, such as support vector machines, relevance vector machines, LASSO-regression based classifiers, etc., provide competitive methods for classification problems in high dimensions. However, current algorithms for training sparse classifiers typically scale quite unfavorably with respect to the number of training examples. This paper proposes online and multi-pass algorithms for training sparse linear classifiers for high dimensional data. These algorithms have computational complexity and memory requirements that make learning on massive data sets feasible. The central idea that makes this possible is a straightforward quadratic approximation to the likelihood function

Multivariate Analysis of Tumour Gene Expression Profiles Applying Regularisation and Bayesian Variable Selection Techniques

High-throughput microarray technology is here to stay, e.g. in oncology for tumour classification and gene expression profiling to predict cancer pathology and clinical outcome. The global objective of this thesis is to investigate multivariate methods that are suitable for this task. After introducing the problem and the biological background, an overview of multivariate regularisation methods is given in Chapter 3 and the binary classification problem is outlined (Chapter 4). The focus of applications presented in Chapters 5 to 7 is on sparse binary classifiers that are both parsimonious and interpretable. Particular emphasis is on sparse penalised likelihood and Bayesian variable selection models, all in the context of logistic regression. The thesis concludes with a final discussion chapter. The variable selection problem is particularly challenging here, since the number of variables is much larger than the sample size, which results in an ill-conditioned problem with many equally good solutions. Thus, one open problem is the stability of gene expression profiles. In a resampling study, various characteristics including stability are compared between a variety of classifiers applied to five gene expression data sets and validated on two independent data sets. Bayesian variable selection provides an alternative to resampling for estimating the uncertainty in the selection of genes. MCMC methods are used for model space exploration, but because of the high dimensionality standard algorithms are computationally expensive and/or result in poor Markov chain mixing. A novel MCMC algorithm is presented that uses the dependence structure between input variables for finding blocks of variables to be updated together. This drastically improves mixing while keeping the computational burden acceptable. Several algorithms are compared in a simulation study. In an ovarian cancer application in Chapter 7, the best-performing MCMC algorithms are combined with parallel tempering and compared with an alternative method

Bayesian learning of sparse classifiers

Bayesian approaches to supervised learning use priors on the classifier parameters. However, few priors aim at achieving “sparse ” classifiers, where irrelevant/redundant parameters are automatically set to zero. Two well-known ways of obtaining sparse classifiers are: use a zero-mean Laplacian prior on the parameters, and the “support vector machine ” (SVM). Whether one uses a Laplacian prior or an SVM, one still needs to specify/estimate the parameters that control the degree of sparseness of the resulting classifiers. We propose a Bayesian approach to learning sparse classifiers which does not involve any parameters controlling the degree of sparseness. This is achieved by a hierarchical-Bayes interpretation of the Laplacian prior, followed by the adoption of a Jeffreys ’ non-informative hyper-prior. Implementation is carried out by an EM algorithm. Experimental evaluation of the proposed method shows that it performs competitively with (often better than) the best classification techniques available