463 research outputs found
Bounded Coordinate-Descent for Biological Sequence Classification in High Dimensional Predictor Space
We present a framework for discriminative sequence classification where the
learner works directly in the high dimensional predictor space of all
subsequences in the training set. This is possible by employing a new
coordinate-descent algorithm coupled with bounding the magnitude of the
gradient for selecting discriminative subsequences fast. We characterize the
loss functions for which our generic learning algorithm can be applied and
present concrete implementations for logistic regression (binomial
log-likelihood loss) and support vector machines (squared hinge loss).
Application of our algorithm to protein remote homology detection and remote
fold recognition results in performance comparable to that of state-of-the-art
methods (e.g., kernel support vector machines). Unlike state-of-the-art
classifiers, the resulting classification models are simply lists of weighted
discriminative subsequences and can thus be interpreted and related to the
biological problem
CoCoA: A General Framework for Communication-Efficient Distributed Optimization
The scale of modern datasets necessitates the development of efficient
distributed optimization methods for machine learning. We present a
general-purpose framework for distributed computing environments, CoCoA, that
has an efficient communication scheme and is applicable to a wide variety of
problems in machine learning and signal processing. We extend the framework to
cover general non-strongly-convex regularizers, including L1-regularized
problems like lasso, sparse logistic regression, and elastic net
regularization, and show how earlier work can be derived as a special case. We
provide convergence guarantees for the class of convex regularized loss
minimization objectives, leveraging a novel approach in handling
non-strongly-convex regularizers and non-smooth loss functions. The resulting
framework has markedly improved performance over state-of-the-art methods, as
we illustrate with an extensive set of experiments on real distributed
datasets
Primal-Dual Rates and Certificates
We propose an algorithm-independent framework to equip existing optimization
methods with primal-dual certificates. Such certificates and corresponding rate
of convergence guarantees are important for practitioners to diagnose progress,
in particular in machine learning applications. We obtain new primal-dual
convergence rates, e.g., for the Lasso as well as many L1, Elastic Net, group
Lasso and TV-regularized problems. The theory applies to any norm-regularized
generalized linear model. Our approach provides efficiently computable duality
gaps which are globally defined, without modifying the original problems in the
region of interest.Comment: appearing at ICML 2016 - Proceedings of the 33rd International
Conference on Machine Learning, New York, NY, USA, 2016. JMLR: W&CP volume 4
Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation
Many modern computer vision and machine learning applications rely on solving
difficult optimization problems that involve non-differentiable objective
functions and constraints. The alternating direction method of multipliers
(ADMM) is a widely used approach to solve such problems. Relaxed ADMM is a
generalization of ADMM that often achieves better performance, but its
efficiency depends strongly on algorithm parameters that must be chosen by an
expert user. We propose an adaptive method that automatically tunes the key
algorithm parameters to achieve optimal performance without user oversight.
Inspired by recent work on adaptivity, the proposed adaptive relaxed ADMM
(ARADMM) is derived by assuming a Barzilai-Borwein style linear gradient. A
detailed convergence analysis of ARADMM is provided, and numerical results on
several applications demonstrate fast practical convergence.Comment: CVPR 201
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