2,778 research outputs found
ChoiceRank: Identifying Preferences from Node Traffic in Networks
Understanding how users navigate in a network is of high interest in many
applications. We consider a setting where only aggregate node-level traffic is
observed and tackle the task of learning edge transition probabilities. We cast
it as a preference learning problem, and we study a model where choices follow
Luce's axiom. In this case, the marginal counts of node visits are a
sufficient statistic for the transition probabilities. We show how to
make the inference problem well-posed regardless of the network's structure,
and we present ChoiceRank, an iterative algorithm that scales to networks that
contains billions of nodes and edges. We apply the model to two clickstream
datasets and show that it successfully recovers the transition probabilities
using only the network structure and marginal (node-level) traffic data.
Finally, we also consider an application to mobility networks and apply the
model to one year of rides on New York City's bicycle-sharing system.Comment: Accepted at ICML 201
A kernel-based framework for learning graded relations from data
Driven by a large number of potential applications in areas like
bioinformatics, information retrieval and social network analysis, the problem
setting of inferring relations between pairs of data objects has recently been
investigated quite intensively in the machine learning community. To this end,
current approaches typically consider datasets containing crisp relations, so
that standard classification methods can be adopted. However, relations between
objects like similarities and preferences are often expressed in a graded
manner in real-world applications. A general kernel-based framework for
learning relations from data is introduced here. It extends existing approaches
because both crisp and graded relations are considered, and it unifies existing
approaches because different types of graded relations can be modeled,
including symmetric and reciprocal relations. This framework establishes
important links between recent developments in fuzzy set theory and machine
learning. Its usefulness is demonstrated through various experiments on
synthetic and real-world data.Comment: This work has been submitted to the IEEE for possible publication.
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Decentralized Matrix Factorization with Heterogeneous Differential Privacy
Conventional matrix factorization relies on centralized collection of users'
data for recommendation, which might introduce an increased risk of privacy
leakage especially when the recommender is untrusted. Existing differentially
private matrix factorization methods either assume the recommender is trusted,
or can only provide a uniform level of privacy protection for all users and
items with untrusted recommender. In this paper, we propose a novel
Heterogeneous Differentially Private Matrix Factorization algorithm (denoted as
HDPMF) for untrusted recommender. To the best of our knowledge, we are the
first to achieve heterogeneous differential privacy for decentralized matrix
factorization in untrusted recommender scenario. Specifically, our framework
uses modified stretching mechanism with an innovative rescaling scheme to
achieve better trade off between privacy and accuracy. Meanwhile, by allocating
privacy budget properly, we can capture homogeneous privacy preference within a
user/item but heterogeneous privacy preference across different users/items.
Theoretical analysis confirms that HDPMF renders rigorous privacy guarantee,
and exhaustive experiments demonstrate its superiority especially in strong
privacy guarantee, high dimension model and sparse dataset scenario.Comment: Accepted by the 22nd IEEE International Conference on Trust, Security
and Privacy in Computing and Communications (TrustCom-2023
Testing a DSGE model of the EU using indirect inference
We use the method of indirect inference, using the bootstrap, to test the Smets and Wouters model of the EU against a VAR auxiliary equation describing their data; the test is based on the Wald statistic. We find that their model generates excessive variance compared with the data. If the errors are scaled down, then the original model marginally passes the Wald test. We compare a New Classical version of the model which passes the test but generates a combination of excessive inflation variance and inadequate output variance. If the large consumption and investment errors are removed as possibly due to low frequency events, then the New Classical version passes easily while the original version is strongly rejected.Bootstrap, DSGE Model, VAR model, Model of EU, indirect inference, Wald statistic.
A Scale Mixture Perspective of Multiplicative Noise in Neural Networks
Corrupting the input and hidden layers of deep neural networks (DNNs) with
multiplicative noise, often drawn from the Bernoulli distribution (or
'dropout'), provides regularization that has significantly contributed to deep
learning's success. However, understanding how multiplicative corruptions
prevent overfitting has been difficult due to the complexity of a DNN's
functional form. In this paper, we show that when a Gaussian prior is placed on
a DNN's weights, applying multiplicative noise induces a Gaussian scale
mixture, which can be reparameterized to circumvent the problematic likelihood
function. Analysis can then proceed by using a type-II maximum likelihood
procedure to derive a closed-form expression revealing how regularization
evolves as a function of the network's weights. Results show that
multiplicative noise forces weights to become either sparse or invariant to
rescaling. We find our analysis has implications for model compression as it
naturally reveals a weight pruning rule that starkly contrasts with the
commonly used signal-to-noise ratio (SNR). While the SNR prunes weights with
large variances, seeing them as noisy, our approach recognizes their robustness
and retains them. We empirically demonstrate our approach has a strong
advantage over the SNR heuristic and is competitive to retraining with soft
targets produced from a teacher model
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