235,200 research outputs found
Blending Learning and Inference in Structured Prediction
In this paper we derive an efficient algorithm to learn the parameters of
structured predictors in general graphical models. This algorithm blends the
learning and inference tasks, which results in a significant speedup over
traditional approaches, such as conditional random fields and structured
support vector machines. For this purpose we utilize the structures of the
predictors to describe a low dimensional structured prediction task which
encourages local consistencies within the different structures while learning
the parameters of the model. Convexity of the learning task provides the means
to enforce the consistencies between the different parts. The
inference-learning blending algorithm that we propose is guaranteed to converge
to the optimum of the low dimensional primal and dual programs. Unlike many of
the existing approaches, the inference-learning blending allows us to learn
efficiently high-order graphical models, over regions of any size, and very
large number of parameters. We demonstrate the effectiveness of our approach,
while presenting state-of-the-art results in stereo estimation, semantic
segmentation, shape reconstruction, and indoor scene understanding
Sparse Median Graphs Estimation in a High Dimensional Semiparametric Model
In this manuscript a unified framework for conducting inference on complex
aggregated data in high dimensional settings is proposed. The data are assumed
to be a collection of multiple non-Gaussian realizations with underlying
undirected graphical structures. Utilizing the concept of median graphs in
summarizing the commonality across these graphical structures, a novel
semiparametric approach to modeling such complex aggregated data is provided
along with robust estimation of the median graph, which is assumed to be
sparse. The estimator is proved to be consistent in graph recovery and an upper
bound on the rate of convergence is given. Experiments on both synthetic and
real datasets are conducted to illustrate the empirical usefulness of the
proposed models and methods
Machine learning stochastic design models.
Due to the fluid nature of the early stages of the design process, it is difficult to obtain deterministic product design evaluations. This is primarily due to the flexibility of the design at this stage, namely that there can be multiple interpretations of a single design concept. However, it is important for designers to understand how these design concepts are likely to fulfil the original specification, thus enabling the designer to select or bias towards solutions with favourable outcomes. One approach is to create a stochastic model of the design domain. This paper tackles the issues of using a product database to induce a Bayesian model that represents the relationships between the design parameters and characteristics. A greedy learning algorithm is presented and illustrated using a simple case study
Ten virtues of structured graphs
This paper extends the invited talk by the first author about the virtues
of structured graphs. The motivation behind the talk and this paper relies on our
experience on the development of ADR, a formal approach for the design of styleconformant,
reconfigurable software systems. ADR is based on hierarchical graphs
with interfaces and it has been conceived in the attempt of reconciling software architectures
and process calculi by means of graphical methods. We have tried to
write an ADR agnostic paper where we raise some drawbacks of flat, unstructured
graphs for the design and analysis of software systems and we argue that hierarchical,
structured graphs can alleviate such drawbacks
Foundational principles for large scale inference: Illustrations through correlation mining
When can reliable inference be drawn in the "Big Data" context? This paper
presents a framework for answering this fundamental question in the context of
correlation mining, with implications for general large scale inference. In
large scale data applications like genomics, connectomics, and eco-informatics
the dataset is often variable-rich but sample-starved: a regime where the
number of acquired samples (statistical replicates) is far fewer than the
number of observed variables (genes, neurons, voxels, or chemical
constituents). Much of recent work has focused on understanding the
computational complexity of proposed methods for "Big Data." Sample complexity
however has received relatively less attention, especially in the setting when
the sample size is fixed, and the dimension grows without bound. To
address this gap, we develop a unified statistical framework that explicitly
quantifies the sample complexity of various inferential tasks. Sampling regimes
can be divided into several categories: 1) the classical asymptotic regime
where the variable dimension is fixed and the sample size goes to infinity; 2)
the mixed asymptotic regime where both variable dimension and sample size go to
infinity at comparable rates; 3) the purely high dimensional asymptotic regime
where the variable dimension goes to infinity and the sample size is fixed.
Each regime has its niche but only the latter regime applies to exa-scale data
dimension. We illustrate this high dimensional framework for the problem of
correlation mining, where it is the matrix of pairwise and partial correlations
among the variables that are of interest. We demonstrate various regimes of
correlation mining based on the unifying perspective of high dimensional
learning rates and sample complexity for different structured covariance models
and different inference tasks
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