694 research outputs found
Robust artificial neural networks and outlier detection. Technical report
Large outliers break down linear and nonlinear regression models. Robust
regression methods allow one to filter out the outliers when building a model.
By replacing the traditional least squares criterion with the least trimmed
squares criterion, in which half of data is treated as potential outliers, one
can fit accurate regression models to strongly contaminated data.
High-breakdown methods have become very well established in linear regression,
but have started being applied for non-linear regression only recently. In this
work, we examine the problem of fitting artificial neural networks to
contaminated data using least trimmed squares criterion. We introduce a
penalized least trimmed squares criterion which prevents unnecessary removal of
valid data. Training of ANNs leads to a challenging non-smooth global
optimization problem. We compare the efficiency of several derivative-free
optimization methods in solving it, and show that our approach identifies the
outliers correctly when ANNs are used for nonlinear regression
Towards Faster Training of Global Covariance Pooling Networks by Iterative Matrix Square Root Normalization
Global covariance pooling in convolutional neural networks has achieved
impressive improvement over the classical first-order pooling. Recent works
have shown matrix square root normalization plays a central role in achieving
state-of-the-art performance. However, existing methods depend heavily on
eigendecomposition (EIG) or singular value decomposition (SVD), suffering from
inefficient training due to limited support of EIG and SVD on GPU. Towards
addressing this problem, we propose an iterative matrix square root
normalization method for fast end-to-end training of global covariance pooling
networks. At the core of our method is a meta-layer designed with loop-embedded
directed graph structure. The meta-layer consists of three consecutive
nonlinear structured layers, which perform pre-normalization, coupled matrix
iteration and post-compensation, respectively. Our method is much faster than
EIG or SVD based ones, since it involves only matrix multiplications, suitable
for parallel implementation on GPU. Moreover, the proposed network with ResNet
architecture can converge in much less epochs, further accelerating network
training. On large-scale ImageNet, we achieve competitive performance superior
to existing counterparts. By finetuning our models pre-trained on ImageNet, we
establish state-of-the-art results on three challenging fine-grained
benchmarks. The source code and network models will be available at
http://www.peihuali.org/iSQRT-COVComment: Accepted to CVPR 201
Doubly Stochastic Variational Inference for Deep Gaussian Processes
Gaussian processes (GPs) are a good choice for function approximation as they
are flexible, robust to over-fitting, and provide well-calibrated predictive
uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of
GPs, but inference in these models has proved challenging. Existing approaches
to inference in DGP models assume approximate posteriors that force
independence between the layers, and do not work well in practice. We present a
doubly stochastic variational inference algorithm, which does not force
independence between layers. With our method of inference we demonstrate that a
DGP model can be used effectively on data ranging in size from hundreds to a
billion points. We provide strong empirical evidence that our inference scheme
for DGPs works well in practice in both classification and regression.Comment: NIPS 201
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