Learning with a Wasserstein loss

Learning to predict multi-label outputs is challenging, but in many problems there is a natural metric on the outputs that can be used to improve predictions.In this paper we develop a loss function for multi-label learning, based on the Wasserstein distance. The Wasserstein distance provides a natural notion of dissimilarity for probability measures. Although optimizing with respect to the exact Wasserstein distance is costly, recent work has described a regularized approximation that is efficiently computed. We describe an efficient learning algorithm based on this regularization, as well as a novel extension of the Wasserstein distance from probability measures to unnormalized measures. We also describe a statistical learning bound for the loss. The Wasserstein loss can encourage smoothness of the predictions with respect to a chosen metric on the output space. We demonstrate this property on a real-data tag prediction problem, using the Yahoo Flickr Creative Commons dataset, outperforming a baseline that doesn't use the metric

Spatially-Aware Comparison and Consensus for Clusterings

This paper proposes a new distance metric between clusterings that incorporates information about the spatial distribution of points and clusters. Our approach builds on the idea of a Hilbert space-based representation of clusters as a combination of the representations of their constituent points. We use this representation and the underlying metric to design a spatially-aware consensus clustering procedure. This consensus procedure is implemented via a novel reduction to Euclidean clustering, and is both simple and efficient. All of our results apply to both soft and hard clusterings. We accompany these algorithms with a detailed experimental evaluation that demonstrates the efficiency and quality of our techniques.Comment: 12 Pages, 9 figures, Proceedings of 2011 Siam International Conference on Data Minin

ADCN: An Anisotropic Density-Based Clustering Algorithm for Discovering Spatial Point Patterns with Noise

Density-based clustering algorithms such as DBSCAN have been widely used for spatial knowledge discovery as they offer several key advantages compared to other clustering algorithms. They can discover clusters with arbitrary shapes, are robust to noise and do not require prior knowledge (or estimation) of the number of clusters. The idea of using a scan circle centered at each point with a search radius Eps to find at least MinPts points as a criterion for deriving local density is easily understandable and sufficient for exploring isotropic spatial point patterns. However, there are many cases that cannot be adequately captured this way, particularly if they involve linear features or shapes with a continuously changing density such as a spiral. In such cases, DBSCAN tends to either create an increasing number of small clusters or add noise points into large clusters. Therefore, in this paper, we propose a novel anisotropic density-based clustering algorithm (ADCN). To motivate our work, we introduce synthetic and real-world cases that cannot be sufficiently handled by DBSCAN (and OPTICS). We then present our clustering algorithm and test it with a wide range of cases. We demonstrate that our algorithm can perform as equally well as DBSCAN in cases that do not explicitly benefit from an anisotropic perspective and that it outperforms DBSCAN in cases that do. We show that our approach has the same time complexity as DBSCAN and OPTICS, namely O(n log n) when using a spatial index and O(n 2 ) otherwise. We provide an implementation and test the runtime over multiple cases. Finally, we apply DBSCAN, OPTICS, and ADCN to the task of extracting urban areas of interest (AOI) from geotagged photos in six cities. Visual comparison shows that, comparing to DBSCAN and OPTICS, ADCN is inclined to extract AOIs with linear shapes which follow the underline road networks. ADCN also turns out to connect clusters when the spatial distribution of them shows similar directions

Doctor of Philosophy

dissertationWith the tremendous growth of data produced in the recent years, it is impossible to identify patterns or test hypotheses without reducing data size. Data mining is an area of science that extracts useful information from the data by discovering patterns and structures present in the data. In this dissertation, we will largely focus on clustering which is often the first step in any exploratory data mining task, where items that are similar to each other are grouped together, making downstream data analysis robust. Different clustering techniques have different strengths, and the resulting groupings provide different perspectives on the data. Due to the unsupervised nature i.e., the lack of domain experts who can label the data, validation of results is very difficult. While there are measures that compute "goodness" scores for clustering solutions as a whole, there are few methods that validate the assignment of individual data items to their clusters. To address these challenges we focus on developing a framework that can generate, compare, combine, and evaluate different solutions to make more robust and significant statements about the data. In the first part of this dissertation, we present fast and efficient techniques to generate and combine different clustering solutions. We build on some recent ideas on efficient representations of clusters of partitions to develop a well founded metric that is spatially aware to compare clusterings. With the ability to compare clusterings, we describe a heuristic to combine different solutions to produce a single high quality clustering. We also introduce a Markov chain Monte Carlo approach to sample different clusterings from the entire landscape to provide the users with a variety of choices. In the second part of this dissertation, we build certificates for individual data items and study their influence on effective data reduction. We present a geometric approach by defining regions of influence for data items and clusters and use this to develop adaptive sampling techniques to speedup machine learning algorithms. This dissertation is therefore a systematic approach to study the landscape of clusterings in an attempt to provide a better understanding of the data

Learning and inference with Wasserstein metrics

Thesis: Ph. D., Massachusetts Institute of Technology, Department of Brain and Cognitive Sciences, 2018.Cataloged from PDF version of thesis.Includes bibliographical references (pages 131-143).This thesis develops new approaches for three problems in machine learning, using tools from the study of optimal transport (or Wasserstein) distances between probability distributions. Optimal transport distances capture an intuitive notion of similarity between distributions, by incorporating the underlying geometry of the domain of the distributions. Despite their intuitive appeal, optimal transport distances are often difficult to apply in practice, as computing them requires solving a costly optimization problem. In each setting studied here, we describe a numerical method that overcomes this computational bottleneck and enables scaling to real data. In the first part, we consider the problem of multi-output learning in the presence of a metric on the output domain. We develop a loss function that measures the Wasserstein distance between the prediction and ground truth, and describe an efficient learning algorithm based on entropic regularization of the optimal transport problem. We additionally propose a novel extension of the Wasserstein distance from probability measures to unnormalized measures, which is applicable in settings where the ground truth is not naturally expressed as a probability distribution. We show statistical learning bounds for both the Wasserstein loss and its unnormalized counterpart. The Wasserstein loss can encourage smoothness of the predictions with respect to a chosen metric on the output space. We demonstrate this property on a real-data image tagging problem, outperforming a baseline that doesn't use the metric. In the second part, we consider the probabilistic inference problem for diffusion processes. Such processes model a variety of stochastic phenomena and appear often in continuous-time state space models. Exact inference for diffusion processes is generally intractable. In this work, we describe a novel approximate inference method, which is based on a characterization of the diffusion as following a gradient flow in a space of probability densities endowed with a Wasserstein metric. Existing methods for computing this Wasserstein gradient flow rely on discretizing the underlying domain of the diffusion, prohibiting their application to problems in more than several dimensions. In the current work, we propose a novel algorithm for computing a Wasserstein gradient flow that operates directly in a space of continuous functions, free of any underlying mesh. We apply our approximate gradient flow to the problem of filtering a diffusion, showing superior performance where standard filters struggle. Finally, we study the ecological inference problem, which is that of reasoning from aggregate measurements of a population to inferences about the individual behaviors of its members. This problem arises often when dealing with data from economics and political sciences, such as when attempting to infer the demographic breakdown of votes for each political party, given only the aggregate demographic and vote counts separately. Ecological inference is generally ill-posed, and requires prior information to distinguish a unique solution. We propose a novel, general framework for ecological inference that allows for a variety of priors and enables efficient computation of the most probable solution. Unlike previous methods, which rely on Monte Carlo estimates of the posterior, our inference procedure uses an efficient fixed point iteration that is linearly convergent. Given suitable prior information, our method can achieve more accurate inferences than existing methods. We additionally explore a sampling algorithm for estimating credible regions.by Charles Frogner.Ph. D

Comparing Clusterings in Space

This paper proposes a new method for comparing clusterings both partitionally and geometrically. Our approach is motivated by the following observation: the vast majority of previous techniques for comparing clusterings are entirely partitional, i.e., they examine assignments of points in set theoretic terms after they have been partitioned. In doing so, these methods ignore the spatial layout of the data, disregarding the fact that this information is responsible for generating the clusterings to begin with. We demonstrate that this leads to a variety of failure modes. Previous comparison techniques often fail to differentiate between significant changes made in data being clustered. We formulate a new measure for comparing clusterings that combines spatial and partitional information into a single measure using optimization theory. Doing so eliminates pathological conditions in previous approaches. It also simultaneously removes common limitations, such as that each clustering must have the same number of clusters or they are over identical datasets. This approach is stable, easily implemented, and has strong intuitive appeal. spatial properties as well as their cluster membership assignments. We view a clustering as a partition of a set of points located in a space with an associated distance function. This view is natural, since popular clustering algorithms, e.g., k-means, spectral clustering, affinity propagation, etc., take as input not only a collection of points to be clustered but also a distance function on the space in which the points lie. This distance function may be specified implicitly and it may be transformed by a kernel, but it must be defined one way or another and its properties are crucial to a clustering algorithm’s output. In contrast, almost all existing clustering comparison techniques ignore the distances between points, treating clusterings as partitions of disembodied atoms. While this approach has merit under some circumstances, it seems surprising to ignore the distance func