Learning Task Relatedness in Multi-Task Learning for Images in Context

Multimedia applications often require concurrent solutions to multiple tasks. These tasks hold clues to each-others solutions, however as these relations can be complex this remains a rarely utilized property. When task relations are explicitly defined based on domain knowledge multi-task learning (MTL) offers such concurrent solutions, while exploiting relatedness between multiple tasks performed over the same dataset. In most cases however, this relatedness is not explicitly defined and the domain expert knowledge that defines it is not available. To address this issue, we introduce Selective Sharing, a method that learns the inter-task relatedness from secondary latent features while the model trains. Using this insight, we can automatically group tasks and allow them to share knowledge in a mutually beneficial way. We support our method with experiments on 5 datasets in classification, regression, and ranking tasks and compare to strong baselines and state-of-the-art approaches showing a consistent improvement in terms of accuracy and parameter counts. In addition, we perform an activation region analysis showing how Selective Sharing affects the learned representation.Comment: To appear in ICMR 2019 (Oral + Lightning Talk + Poster

A Framework to Adjust Dependency Measure Estimates for Chance

Estimating the strength of dependency between two variables is fundamental for exploratory analysis and many other applications in data mining. For example: non-linear dependencies between two continuous variables can be explored with the Maximal Information Coefficient (MIC); and categorical variables that are dependent to the target class are selected using Gini gain in random forests. Nonetheless, because dependency measures are estimated on finite samples, the interpretability of their quantification and the accuracy when ranking dependencies become challenging. Dependency estimates are not equal to 0 when variables are independent, cannot be compared if computed on different sample size, and they are inflated by chance on variables with more categories. In this paper, we propose a framework to adjust dependency measure estimates on finite samples. Our adjustments, which are simple and applicable to any dependency measure, are helpful in improving interpretability when quantifying dependency and in improving accuracy on the task of ranking dependencies. In particular, we demonstrate that our approach enhances the interpretability of MIC when used as a proxy for the amount of noise between variables, and to gain accuracy when ranking variables during the splitting procedure in random forests.Comment: In Proceedings of the 2016 SIAM International Conference on Data Minin

Learning from the machine: interpreting machine learning algorithms for point- and extended- source classification

We investigate star-galaxy classification for astronomical surveys in the context of four methods enabling the interpretation of black-box machine learning systems. The first is outputting and exploring the decision boundaries as given by decision tree based methods, which enables the visualization of the classification categories. Secondly, we investigate how the Mutual Information based Transductive Feature Selection (MINT) algorithm can be used to perform feature pre-selection. If one would like to provide only a small number of input features to a machine learning classification algorithm, feature pre-selection provides a method to determine which of the many possible input properties should be selected. Third is the use of the tree-interpreter package to enable popular decision tree based ensemble methods to be opened, visualized, and understood. This is done by additional analysis of the tree based model, determining not only which features are important to the model, but how important a feature is for a particular classification given its value. Lastly, we use decision boundaries from the model to revise an already existing method of classification, essentially asking the tree based method where decision boundaries are best placed and defining a new classification method. We showcase these techniques by applying them to the problem of star-galaxy separation using data from the Sloan Digital Sky Survey (hereafter SDSS). We use the output of MINT and the ensemble methods to demonstrate how more complex decision boundaries improve star-galaxy classification accuracy over the standard SDSS frames approach (reducing misclassifications by up to $\approx33\%$). We then show how tree-interpreter can be used to explore how relevant each photometric feature is when making a classification on an object by object basis.Comment: 12 pages, 8 figures, 8 table

The equivalence of information-theoretic and likelihood-based methods for neural dimensionality reduction

Stimulus dimensionality-reduction methods in neuroscience seek to identify a low-dimensional space of stimulus features that affect a neuron's probability of spiking. One popular method, known as maximally informative dimensions (MID), uses an information-theoretic quantity known as "single-spike information" to identify this space. Here we examine MID from a model-based perspective. We show that MID is a maximum-likelihood estimator for the parameters of a linear-nonlinear-Poisson (LNP) model, and that the empirical single-spike information corresponds to the normalized log-likelihood under a Poisson model. This equivalence implies that MID does not necessarily find maximally informative stimulus dimensions when spiking is not well described as Poisson. We provide several examples to illustrate this shortcoming, and derive a lower bound on the information lost when spiking is Bernoulli in discrete time bins. To overcome this limitation, we introduce model-based dimensionality reduction methods for neurons with non-Poisson firing statistics, and show that they can be framed equivalently in likelihood-based or information-theoretic terms. Finally, we show how to overcome practical limitations on the number of stimulus dimensions that MID can estimate by constraining the form of the non-parametric nonlinearity in an LNP model. We illustrate these methods with simulations and data from primate visual cortex

A Factor-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection

In this article, we propose a factor-adjusted multiple testing (FAT) procedure based on factor-adjusted p-values in a linear factor model involving some observable and unobservable factors, for the purpose of selecting skilled funds in empirical finance. The factor-adjusted p-values were obtained after extracting the latent common factors by the principal component method. Under some mild conditions, the false discovery proportion can be consistently estimated even if the idiosyncratic errors are allowed to be weakly correlated across units. Furthermore, by appropriately setting a sequence of threshold values approaching zero, the proposed FAT procedure enjoys model selection consistency. Extensive simulation studies and a real data analysis for selecting skilled funds in the U.S. financial market are presented to illustrate the practical utility of the proposed method. Supplementary materials for this article are available online