Automated Grain Yield Behavior Classification

A method for classifying grain stress evolution behaviors using unsupervised learning techniques is presented. The method is applied to analyze grain stress histories measured in-situ using high-energy X-ray diffraction microscopy (HEDM) from the aluminum-lithium alloy Al-Li 2099 at the elastic-plastic transition (yield). The unsupervised learning process automatically classified the grain stress histories into four groups: major softening, no work-hardening or softening, moderate work-hardening, and major work-hardening. The orientation and spatial dependence of these four groups are discussed. In addition, the generality of the classification process to other samples is explored

Learning Graphical Models Using Multiplicative Weights

We give a simple, multiplicative-weight update algorithm for learning undirected graphical models or Markov random fields (MRFs). The approach is new, and for the well-studied case of Ising models or Boltzmann machines, we obtain an algorithm that uses a nearly optimal number of samples and has quadratic running time (up to logarithmic factors), subsuming and improving on all prior work. Additionally, we give the first efficient algorithm for learning Ising models over general alphabets. Our main application is an algorithm for learning the structure of t-wise MRFs with nearly-optimal sample complexity (up to polynomial losses in necessary terms that depend on the weights) and running time that is $n^{O(t)}$. In addition, given $n^{O(t)}$ samples, we can also learn the parameters of the model and generate a hypothesis that is close in statistical distance to the true MRF. All prior work runs in time $n^{\Omega(d)}$ for graphs of bounded degree d and does not generate a hypothesis close in statistical distance even for t=3. We observe that our runtime has the correct dependence on n and t assuming the hardness of learning sparse parities with noise. Our algorithm--the Sparsitron-- is easy to implement (has only one parameter) and holds in the on-line setting. Its analysis applies a regret bound from Freund and Schapire's classic Hedge algorithm. It also gives the first solution to the problem of learning sparse Generalized Linear Models (GLMs)