Fast optimization of Multithreshold Entropy Linear Classifier

Multithreshold Entropy Linear Classifier (MELC) is a density based model which searches for a linear projection maximizing the Cauchy-Schwarz Divergence of dataset kernel density estimation. Despite its good empirical results, one of its drawbacks is the optimization speed. In this paper we analyze how one can speed it up through solving an approximate problem. We analyze two methods, both similar to the approximate solutions of the Kernel Density Estimation querying and provide adaptive schemes for selecting a crucial parameters based on user-specified acceptable error. Furthermore we show how one can exploit well known conjugate gradients and L-BFGS optimizers despite the fact that the original optimization problem should be solved on the sphere. All above methods and modifications are tested on 10 real life datasets from UCI repository to confirm their practical usability.Comment: Presented at Theoretical Foundations of Machine Learning 2015 (http://tfml.gmum.net), final version published in Schedae Informaticae Journa

Calculation of Densities of States and Spectral Functions by Chebyshev Recursion and Maximum Entropy

We present an efficient algorithm for calculating spectral properties of large sparse Hamiltonian matrices such as densities of states and spectral functions. The combination of Chebyshev recursion and maximum entropy achieves high energy resolution without significant roundoff error, machine precision or numerical instability limitations. If controlled statistical or systematic errors are acceptable, cpu and memory requirements scale linearly in the number of states. The inference of spectral properties from moments is much better conditioned for Chebyshev moments than for power moments. We adapt concepts from the kernel polynomial approximation, a linear Chebyshev approximation with optimized Gibbs damping, to control the accuracy of Fourier integrals of positive non-analytic functions. We compare the performance of kernel polynomial and maximum entropy algorithms for an electronic structure example.Comment: 8 pages RevTex, 3 postscript figure

Communications-Inspired Projection Design with Application to Compressive Sensing

We consider the recovery of an underlying signal x \in C^m based on projection measurements of the form y=Mx+w, where y \in C^l and w is measurement noise; we are interested in the case l < m. It is assumed that the signal model p(x) is known, and w CN(w;0,S_w), for known S_W. The objective is to design a projection matrix M \in C^(l x m) to maximize key information-theoretic quantities with operational significance, including the mutual information between the signal and the projections I(x;y) or the Renyi entropy of the projections h_a(y) (Shannon entropy is a special case). By capitalizing on explicit characterizations of the gradients of the information measures with respect to the projections matrix, where we also partially extend the well-known results of Palomar and Verdu from the mutual information to the Renyi entropy domain, we unveil the key operations carried out by the optimal projections designs: mode exposure and mode alignment. Experiments are considered for the case of compressive sensing (CS) applied to imagery. In this context, we provide a demonstration of the performance improvement possible through the application of the novel projection designs in relation to conventional ones, as well as justification for a fast online projections design method with which state-of-the-art adaptive CS signal recovery is achieved.Comment: 25 pages, 7 figures, parts of material published in IEEE ICASSP 2012, submitted to SIIM

Extreme Entropy Machines: Robust information theoretic classification

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information theoretic way by investigating applicability of entropy measures as a classification model objective function. We focus on quadratic Renyi's entropy and connected Cauchy-Schwarz Divergence which leads to the construction of Extreme Entropy Machines (EEM). The main contribution of this paper is proposing a model based on the information theoretic concepts which on the one hand shows new, entropic perspective on known linear classifiers and on the other leads to a construction of very robust method competetitive with the state of the art non-information theoretic ones (including Support Vector Machines and Extreme Learning Machines). Evaluation on numerous problems spanning from small, simple ones from UCI repository to the large (hundreads of thousands of samples) extremely unbalanced (up to 100:1 classes' ratios) datasets shows wide applicability of the EEM in real life problems and that it scales well

Designing labeled graph classifiers by exploiting the R\'enyi entropy of the dissimilarity representation

Representing patterns as labeled graphs is becoming increasingly common in the broad field of computational intelligence. Accordingly, a wide repertoire of pattern recognition tools, such as classifiers and knowledge discovery procedures, are nowadays available and tested for various datasets of labeled graphs. However, the design of effective learning procedures operating in the space of labeled graphs is still a challenging problem, especially from the computational complexity viewpoint. In this paper, we present a major improvement of a general-purpose classifier for graphs, which is conceived on an interplay between dissimilarity representation, clustering, information-theoretic techniques, and evolutionary optimization algorithms. The improvement focuses on a specific key subroutine devised to compress the input data. We prove different theorems which are fundamental to the setting of the parameters controlling such a compression operation. We demonstrate the effectiveness of the resulting classifier by benchmarking the developed variants on well-known datasets of labeled graphs, considering as distinct performance indicators the classification accuracy, computing time, and parsimony in terms of structural complexity of the synthesized classification models. The results show state-of-the-art standards in terms of test set accuracy and a considerable speed-up for what concerns the computing time.Comment: Revised versio

Information Theoretical Estimators Toolbox

We present ITE (information theoretical estimators) a free and open source, multi-platform, Matlab/Octave toolbox that is capable of estimating many different variants of entropy, mutual information, divergence, association measures, cross quantities, and kernels on distributions. Thanks to its highly modular design, ITE supports additionally (i) the combinations of the estimation techniques, (ii) the easy construction and embedding of novel information theoretical estimators, and (iii) their immediate application in information theoretical optimization problems. ITE also includes a prototype application in a central problem class of signal processing, independent subspace analysis and its extensions.Comment: 5 pages; ITE toolbox: https://bitbucket.org/szzoli/ite