16,192 research outputs found
Online and Stochastic Gradient Methods for Non-decomposable Loss Functions
Modern applications in sensitive domains such as biometrics and medicine
frequently require the use of non-decomposable loss functions such as
precision@k, F-measure etc. Compared to point loss functions such as
hinge-loss, these offer much more fine grained control over prediction, but at
the same time present novel challenges in terms of algorithm design and
analysis. In this work we initiate a study of online learning techniques for
such non-decomposable loss functions with an aim to enable incremental learning
as well as design scalable solvers for batch problems. To this end, we propose
an online learning framework for such loss functions. Our model enjoys several
nice properties, chief amongst them being the existence of efficient online
learning algorithms with sublinear regret and online to batch conversion
bounds. Our model is a provable extension of existing online learning models
for point loss functions. We instantiate two popular losses, prec@k and pAUC,
in our model and prove sublinear regret bounds for both of them. Our proofs
require a novel structural lemma over ranked lists which may be of independent
interest. We then develop scalable stochastic gradient descent solvers for
non-decomposable loss functions. We show that for a large family of loss
functions satisfying a certain uniform convergence property (that includes
prec@k, pAUC, and F-measure), our methods provably converge to the empirical
risk minimizer. Such uniform convergence results were not known for these
losses and we establish these using novel proof techniques. We then use
extensive experimentation on real life and benchmark datasets to establish that
our method can be orders of magnitude faster than a recently proposed cutting
plane method.Comment: 25 pages, 3 figures, To appear in the proceedings of the 28th Annual
Conference on Neural Information Processing Systems, NIPS 201
Predicting regression test failures using genetic algorithm-selected dynamic performance analysis metrics
A novel framework for predicting regression test failures is proposed. The basic principle embodied in the framework is to use performance analysis tools to capture the runtime behaviour of a program as it executes each test in a regression suite. The performance information is then used to build a dynamically predictive model of test outcomes. Our framework is evaluated using a genetic algorithm for dynamic metric selection in combination with state-of-the-art machine learning classifiers. We show that if a program is modified and some tests subsequently fail, then it is possible to predict with considerable accuracy which of the remaining tests will also fail which can be used to help prioritise tests in time constrained testing environments
Metamorphic Code Generation from LLVM IR Bytecode
Metamorphic software changes its internal structure across generations with its functionality remaining unchanged. Metamorphism has been employed by malware writers as a means of evading signature detection and other advanced detection strate- gies. However, code morphing also has potential security benefits, since it increases the “genetic diversity” of software. In this research, we have created a metamorphic code generator within the LLVM compiler framework. LLVM is a three-phase compiler that supports multiple source languages and target architectures. It uses a common intermediate representation (IR) bytecode in its optimizer. Consequently, any supported high-level programming language can be transformed to this IR bytecode as part of the LLVM compila- tion process. Our metamorphic generator functions at the IR bytecode level, which provides many advantages over previously developed metamorphic generators. The morphing techniques that we employ include dead code insertion—where the dead code is actually executed within the morphed code—and subroutine permutation. We have tested the effectiveness of our code morphing using hidden Markov model analysis
OPML: A One-Pass Closed-Form Solution for Online Metric Learning
To achieve a low computational cost when performing online metric learning
for large-scale data, we present a one-pass closed-form solution namely OPML in
this paper. Typically, the proposed OPML first adopts a one-pass triplet
construction strategy, which aims to use only a very small number of triplets
to approximate the representation ability of whole original triplets obtained
by batch-manner methods. Then, OPML employs a closed-form solution to update
the metric for new coming samples, which leads to a low space (i.e., )
and time (i.e., ) complexity, where is the feature dimensionality.
In addition, an extension of OPML (namely COPML) is further proposed to enhance
the robustness when in real case the first several samples come from the same
class (i.e., cold start problem). In the experiments, we have systematically
evaluated our methods (OPML and COPML) on three typical tasks, including UCI
data classification, face verification, and abnormal event detection in videos,
which aims to fully evaluate the proposed methods on different sample number,
different feature dimensionalities and different feature extraction ways (i.e.,
hand-crafted and deeply-learned). The results show that OPML and COPML can
obtain the promising performance with a very low computational cost. Also, the
effectiveness of COPML under the cold start setting is experimentally verified.Comment: 12 page
Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization
Creating impact in real-world settings requires artificial intelligence
techniques to span the full pipeline from data, to predictive models, to
decisions. These components are typically approached separately: a machine
learning model is first trained via a measure of predictive accuracy, and then
its predictions are used as input into an optimization algorithm which produces
a decision. However, the loss function used to train the model may easily be
misaligned with the end goal, which is to make the best decisions possible.
Hand-tuning the loss function to align with optimization is a difficult and
error-prone process (which is often skipped entirely).
We focus on combinatorial optimization problems and introduce a general
framework for decision-focused learning, where the machine learning model is
directly trained in conjunction with the optimization algorithm to produce
high-quality decisions. Technically, our contribution is a means of integrating
common classes of discrete optimization problems into deep learning or other
predictive models, which are typically trained via gradient descent. The main
idea is to use a continuous relaxation of the discrete problem to propagate
gradients through the optimization procedure. We instantiate this framework for
two broad classes of combinatorial problems: linear programs and submodular
maximization. Experimental results across a variety of domains show that
decision-focused learning often leads to improved optimization performance
compared to traditional methods. We find that standard measures of accuracy are
not a reliable proxy for a predictive model's utility in optimization, and our
method's ability to specify the true goal as the model's training objective
yields substantial dividends across a range of decision problems.Comment: Full version of paper accepted at AAAI 201
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