8,769 research outputs found
Coactive Learning for Locally Optimal Problem Solving
Coactive learning is an online problem solving setting where the solutions
provided by a solver are interactively improved by a domain expert, which in
turn drives learning. In this paper we extend the study of coactive learning to
problems where obtaining a globally optimal or near-optimal solution may be
intractable or where an expert can only be expected to make small, local
improvements to a candidate solution. The goal of learning in this new setting
is to minimize the cost as measured by the expert effort over time. We first
establish theoretical bounds on the average cost of the existing coactive
Perceptron algorithm. In addition, we consider new online algorithms that use
cost-sensitive and Passive-Aggressive (PA) updates, showing similar or improved
theoretical bounds. We provide an empirical evaluation of the learners in
various domains, which show that the Perceptron based algorithms are quite
effective and that unlike the case for online classification, the PA algorithms
do not yield significant performance gains.Comment: AAAI 2014 paper, including appendice
Surrogate Functions for Maximizing Precision at the Top
The problem of maximizing precision at the top of a ranked list, often dubbed
Precision@k (prec@k), finds relevance in myriad learning applications such as
ranking, multi-label classification, and learning with severe label imbalance.
However, despite its popularity, there exist significant gaps in our
understanding of this problem and its associated performance measure.
The most notable of these is the lack of a convex upper bounding surrogate
for prec@k. We also lack scalable perceptron and stochastic gradient descent
algorithms for optimizing this performance measure. In this paper we make key
contributions in these directions. At the heart of our results is a family of
truly upper bounding surrogates for prec@k. These surrogates are motivated in a
principled manner and enjoy attractive properties such as consistency to prec@k
under various natural margin/noise conditions.
These surrogates are then used to design a class of novel perceptron
algorithms for optimizing prec@k with provable mistake bounds. We also devise
scalable stochastic gradient descent style methods for this problem with
provable convergence bounds. Our proofs rely on novel uniform convergence
bounds which require an in-depth analysis of the structural properties of
prec@k and its surrogates. We conclude with experimental results comparing our
algorithms with state-of-the-art cutting plane and stochastic gradient
algorithms for maximizing [email protected]: To appear in the the proceedings of the 32nd International Conference
on Machine Learning (ICML 2015
OBOE: Collaborative Filtering for AutoML Model Selection
Algorithm selection and hyperparameter tuning remain two of the most
challenging tasks in machine learning. Automated machine learning (AutoML)
seeks to automate these tasks to enable widespread use of machine learning by
non-experts. This paper introduces OBOE, a collaborative filtering method for
time-constrained model selection and hyperparameter tuning. OBOE forms a matrix
of the cross-validated errors of a large number of supervised learning models
(algorithms together with hyperparameters) on a large number of datasets, and
fits a low rank model to learn the low-dimensional feature vectors for the
models and datasets that best predict the cross-validated errors. To find
promising models for a new dataset, OBOE runs a set of fast but informative
algorithms on the new dataset and uses their cross-validated errors to infer
the feature vector for the new dataset. OBOE can find good models under
constraints on the number of models fit or the total time budget. To this end,
this paper develops a new heuristic for active learning in time-constrained
matrix completion based on optimal experiment design. Our experiments
demonstrate that OBOE delivers state-of-the-art performance faster than
competing approaches on a test bed of supervised learning problems. Moreover,
the success of the bilinear model used by OBOE suggests that AutoML may be
simpler than was previously understood
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