Multi-Task Kernel Null-Space for One-Class Classification

The one-class kernel spectral regression (OC-KSR), the regression-based formulation of the kernel null-space approach has been found to be an effective Fisher criterion-based methodology for one-class classification (OCC), achieving state-of-the-art performance in one-class classification while providing relatively high robustness against data corruption. This work extends the OC-KSR methodology to a multi-task setting where multiple one-class problems share information for improved performance. By viewing the multi-task structure learning problem as one of compositional function learning, first, the OC-KSR method is extended to learn multiple tasks' structure \textit{linearly} by posing it as an instantiation of the separable kernel learning problem in a vector-valued reproducing kernel Hilbert space where an output kernel encodes tasks' structure while another kernel captures input similarities. Next, a non-linear structure learning mechanism is proposed which captures multiple tasks' relationships \textit{non-linearly} via an output kernel. The non-linear structure learning method is then extended to a sparse setting where different tasks compete in an output composition mechanism, leading to a sparse non-linear structure among multiple problems. Through extensive experiments on different data sets, the merits of the proposed multi-task kernel null-space techniques are verified against the baseline as well as other existing multi-task one-class learning techniques

Anomaly Detection with Domain Adaptation

We study the problem of semi-supervised anomaly detection with domain adaptation. Given a set of normal data from a source domain and a limited amount of normal examples from a target domain, the goal is to have a well-performing anomaly detector in the target domain. We propose the Invariant Representation Anomaly Detection (IRAD) to solve this problem where we first learn to extract a domain-invariant representation. The extraction is achieved by an across-domain encoder trained together with source-specific encoders and generators by adversarial learning. An anomaly detector is then trained using the learnt representations. We evaluate IRAD extensively on digits images datasets (MNIST, USPS and SVHN) and object recognition datasets (Office-Home). Experimental results show that IRAD outperforms baseline models by a wide margin across different datasets. We derive a theoretical lower bound for the joint error that explains the performance decay from overtraining and also an upper bound for the generalization error

Meta-Learning for Relative Density-Ratio Estimation

The ratio of two probability densities, called a density-ratio, is a vital quantity in machine learning. In particular, a relative density-ratio, which is a bounded extension of the density-ratio, has received much attention due to its stability and has been used in various applications such as outlier detection and dataset comparison. Existing methods for (relative) density-ratio estimation (DRE) require many instances from both densities. However, sufficient instances are often unavailable in practice. In this paper, we propose a meta-learning method for relative DRE, which estimates the relative density-ratio from a few instances by using knowledge in related datasets. Specifically, given two datasets that consist of a few instances, our model extracts the datasets' information by using neural networks and uses it to obtain instance embeddings appropriate for the relative DRE. We model the relative density-ratio by a linear model on the embedded space, whose global optimum solution can be obtained as a closed-form solution. The closed-form solution enables fast and effective adaptation to a few instances, and its differentiability enables us to train our model such that the expected test error for relative DRE can be explicitly minimized after adapting to a few instances. We empirically demonstrate the effectiveness of the proposed method by using three problems: relative DRE, dataset comparison, and outlier detection.Comment: 17 page

On-edge Multi-task Transfer Learning: Model and Practice with Data-driven Task Allocation

On edge devices, data scarcity occurs as a common problem where transfer learning serves as a widely-suggested remedy. Nevertheless, transfer learning imposes a heavy computation burden to resource-constrained edge devices. Existing task allocation works usually assume all submitted tasks are equally important, leading to inefficient resource allocation at a task level when directly applied in Multi-task Transfer Learning (MTL). To address these issues, we first reveal that it is crucial to measure the impact of tasks on overall decision performance improvement and quantify \emph{task importance}. We then show that task allocation with task importance for MTL (TATIM) is a variant of the NP-complete Knapsack problem, where the complicated computation to solve this problem needs to be conducted repeatedly under varying contexts. To solve TATIM with high computational efficiency, we propose a Data-driven Cooperative Task Allocation (DCTA) approach. Finally, we evaluate the performance of DCTA by not only a trace-driven simulation, but also a new comprehensive real-world AIOps case study that bridges model and practice via a new architecture and main components design within the AIOps system. Extensive experiments show that our DCTA reduces 3.24 times of processing time, and saves 48.4\% energy consumption compared with the state-of-the-art when solving TATIM.Comment: 15 pages, published in IEEE TRANSACTIONS ON Parallel and Distributed Systems, VOL. 31, NO. 6, JUNE 202