2,321 research outputs found
Exponential Machines
Modeling interactions between features improves the performance of machine
learning solutions in many domains (e.g. recommender systems or sentiment
analysis). In this paper, we introduce Exponential Machines (ExM), a predictor
that models all interactions of every order. The key idea is to represent an
exponentially large tensor of parameters in a factorized format called Tensor
Train (TT). The Tensor Train format regularizes the model and lets you control
the number of underlying parameters. To train the model, we develop a
stochastic Riemannian optimization procedure, which allows us to fit tensors
with 2^160 entries. We show that the model achieves state-of-the-art
performance on synthetic data with high-order interactions and that it works on
par with high-order factorization machines on a recommender system dataset
MovieLens 100K.Comment: ICLR-2017 workshop track pape
Task-Driven Dictionary Learning
Modeling data with linear combinations of a few elements from a learned
dictionary has been the focus of much recent research in machine learning,
neuroscience and signal processing. For signals such as natural images that
admit such sparse representations, it is now well established that these models
are well suited to restoration tasks. In this context, learning the dictionary
amounts to solving a large-scale matrix factorization problem, which can be
done efficiently with classical optimization tools. The same approach has also
been used for learning features from data for other purposes, e.g., image
classification, but tuning the dictionary in a supervised way for these tasks
has proven to be more difficult. In this paper, we present a general
formulation for supervised dictionary learning adapted to a wide variety of
tasks, and present an efficient algorithm for solving the corresponding
optimization problem. Experiments on handwritten digit classification, digital
art identification, nonlinear inverse image problems, and compressed sensing
demonstrate that our approach is effective in large-scale settings, and is well
suited to supervised and semi-supervised classification, as well as regression
tasks for data that admit sparse representations.Comment: final draft post-refereein
Deep Generative Models for Reject Inference in Credit Scoring
Credit scoring models based on accepted applications may be biased and their
consequences can have a statistical and economic impact. Reject inference is
the process of attempting to infer the creditworthiness status of the rejected
applications. In this research, we use deep generative models to develop two
new semi-supervised Bayesian models for reject inference in credit scoring, in
which we model the data generating process to be dependent on a Gaussian
mixture. The goal is to improve the classification accuracy in credit scoring
models by adding reject applications. Our proposed models infer the unknown
creditworthiness of the rejected applications by exact enumeration of the two
possible outcomes of the loan (default or non-default). The efficient
stochastic gradient optimization technique used in deep generative models makes
our models suitable for large data sets. Finally, the experiments in this
research show that our proposed models perform better than classical and
alternative machine learning models for reject inference in credit scoring
GPstruct: Bayesian structured prediction using Gaussian processes
We introduce a conceptually novel structured prediction model, GPstruct, which is kernelized, non-parametric and Bayesian, by design. We motivate the model with respect to existing approaches, among others, conditional random fields (CRFs), maximum margin Markov networks (M ^3 N), and structured support vector machines (SVMstruct), which embody only a subset of its properties. We present an inference procedure based on Markov Chain Monte Carlo. The framework can be instantiated for a wide range of structured objects such as linear chains, trees, grids, and other general graphs. As a proof of concept, the model is benchmarked on several natural language processing tasks and a video gesture segmentation task involving a linear chain structure. We show prediction accuracies for GPstruct which are comparable to or exceeding those of CRFs and SVMstruct
Algorithms for estimating the parameters of factorisation machines
Since the introduction of factorisation machines in 2010, it became a popular prediction technique amongst machine learners who applied the method with success in several data science challenges such as Kaggle or KDD Cup. Despite these successes, factorisation machines are not often considered as a modelling technique in business, partly because large companies prefer tried and tested software for model implementation. Popular modelling techniques for prediction problems, such as generalised linear models, neural networks, and classification and regression trees, have been implemented in commercial software such as SAS which is widely used by banks, insurance, pharmaceutical and telecommunication companies. To popularise the use of factorisation machines in business, we implement algorithms for fitting factorisation machines in SAS. These algorithms minimise two loss functions, namely the weighted sum of squared errors and the weighted sum of absolute deviations using coordinate descent and nonlinear programming procedures. Using a simulation study, the above-mentioned routines are tested in terms of accuracy and efficiency. The prediction power of factorisation machines is then illustrated by analysing two data sets
Recommended from our members
Hybrid-Parallel Parameter Estimation for Frequentist and Bayesian Models
Distributed algorithms in machine learning follow two main flavors: horizontal partitioning, where the data is distributed across multiple slaves and vertical partitioning, where the model parameters are partitioned across multiple machines. The main drawback of the former strategy is that the model parameters need to be replicated on every machine. This is problematic when the number of parameters is very large, and hence cannot fit in a single machine. This drawback of the latter strategy is that the data needs to be replicated on each machine, thus failing to scale to massive datasets.The goal of this thesis is to achieve the best of both worlds by partitioning both - the data as well as the model parameters, thus enabling the training of more sophisticated models on massive datasets. In order to do so, we exploit a structure that is observed in several machine learning models, which we term as \textit{Double-Separability}. Double-Separability basically means that the objective function of the model can be decomposed into independent sub-functions which can be computed independently. For distributed machine learning, this implies that both data and model parameters can partitioned across machines and stochastic updates for parameters can be carried out independently and without any locking. Furthermore, double-separability naturally lends itself to developing efficient asynchronous algorithms which enable computation and communication to happen in parallel, offering further speedup. Some machine learning models such as Matrix Factorization directly exhibit double-separability in their objective function, however the majority of models do not. My work explores techniques to reformulate the objective function of such models to cast them into double-separable form. Often this involves introducing additional auxiliary variables that have nice interpretations. In this direction, I have developed Hybrid Parallel algorithms for machine learning tasks that include {\it Latent Collaborative Retrieval}, {\it Multinomial Logistic Regression}, {\it Variational Inference for Mixture of Exponential Families} and {\it Factorization Machines}. The software resulting from this work are available for public use under an open-source license
- …