A Feature Selection Method for Multivariate Performance Measures

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for classification error. In this paper, we propose a generalized sparse regularizer. Based on the proposed regularizer, we present a unified feature selection framework for general loss functions. In particular, we study the novel feature selection paradigm by optimizing multivariate performance measures. The resultant formulation is a challenging problem for high-dimensional data. Hence, a two-layer cutting plane algorithm is proposed to solve this problem, and the convergence is presented. In addition, we adapt the proposed method to optimize multivariate measures for multiple instance learning problems. The analyses by comparing with the state-of-the-art feature selection methods show that the proposed method is superior to others. Extensive experiments on large-scale and high-dimensional real world datasets show that the proposed method outperforms $l_1$-SVM and SVM-RFE when choosing a small subset of features, and achieves significantly improved performances over SVM$^{perf}$ in terms of $F_1$-score

From Cutting Planes Algorithms to Compression Schemes and Active Learning

Cutting-plane methods are well-studied localization(and optimization) algorithms. We show that they provide a natural framework to perform machinelearning ---and not just to solve optimization problems posed by machinelearning--- in addition to their intended optimization use. In particular, theyallow one to learn sparse classifiers and provide good compression schemes.Moreover, we show that very little effort is required to turn them intoeffective active learning methods. This last property provides a generic way todesign a whole family of active learning algorithms from existing passivemethods. We present numerical simulations testifying of the relevance ofcutting-plane methods for passive and active learning tasks.Comment: IJCNN 2015, Jul 2015, Killarney, Ireland. 2015, \<http://www.ijcnn.org/\&g

Structured Learning of Tree Potentials in CRF for Image Segmentation

We propose a new approach to image segmentation, which exploits the advantages of both conditional random fields (CRFs) and decision trees. In the literature, the potential functions of CRFs are mostly defined as a linear combination of some pre-defined parametric models, and then methods like structured support vector machines (SSVMs) are applied to learn those linear coefficients. We instead formulate the unary and pairwise potentials as nonparametric forests---ensembles of decision trees, and learn the ensemble parameters and the trees in a unified optimization problem within the large-margin framework. In this fashion, we easily achieve nonlinear learning of potential functions on both unary and pairwise terms in CRFs. Moreover, we learn class-wise decision trees for each object that appears in the image. Due to the rich structure and flexibility of decision trees, our approach is powerful in modelling complex data likelihoods and label relationships. The resulting optimization problem is very challenging because it can have exponentially many variables and constraints. We show that this challenging optimization can be efficiently solved by combining a modified column generation and cutting-planes techniques. Experimental results on both binary (Graz-02, Weizmann horse, Oxford flower) and multi-class (MSRC-21, PASCAL VOC 2012) segmentation datasets demonstrate the power of the learned nonlinear nonparametric potentials.Comment: 10 pages. Appearing in IEEE Transactions on Neural Networks and Learning System