Sparse Bilinear Logistic Regression

In this paper, we introduce the concept of sparse bilinear logistic regression for decision problems involving explanatory variables that are two-dimensional matrices. Such problems are common in computer vision, brain-computer interfaces, style/content factorization, and parallel factor analysis. The underlying optimization problem is bi-convex; we study its solution and develop an efficient algorithm based on block coordinate descent. We provide a theoretical guarantee for global convergence and estimate the asymptotical convergence rate using the Kurdyka-{\L}ojasiewicz inequality. A range of experiments with simulated and real data demonstrate that sparse bilinear logistic regression outperforms current techniques in several important applications.Comment: 27 pages, 5 figure

FiBiNET: Combining Feature Importance and Bilinear feature Interaction for Click-Through Rate Prediction

Advertising and feed ranking are essential to many Internet companies such as Facebook and Sina Weibo. Among many real-world advertising and feed ranking systems, click through rate (CTR) prediction plays a central role. There are many proposed models in this field such as logistic regression, tree based models, factorization machine based models and deep learning based CTR models. However, many current works calculate the feature interactions in a simple way such as Hadamard product and inner product and they care less about the importance of features. In this paper, a new model named FiBiNET as an abbreviation for Feature Importance and Bilinear feature Interaction NETwork is proposed to dynamically learn the feature importance and fine-grained feature interactions. On the one hand, the FiBiNET can dynamically learn the importance of features via the Squeeze-Excitation network (SENET) mechanism; on the other hand, it is able to effectively learn the feature interactions via bilinear function. We conduct extensive experiments on two real-world datasets and show that our shallow model outperforms other shallow models such as factorization machine(FM) and field-aware factorization machine(FFM). In order to improve performance further, we combine a classical deep neural network(DNN) component with the shallow model to be a deep model. The deep FiBiNET consistently outperforms the other state-of-the-art deep models such as DeepFM and extreme deep factorization machine(XdeepFM).Comment: 8 pages,5 figure

Supervised Dictionary Learning

It is now well established that sparse signal models are well suited to restoration tasks and can effectively be learned from audio, image, and video data. Recent research has been aimed at learning discriminative sparse models instead of purely reconstructive ones. This paper proposes a new step in that direction, with a novel sparse representation for signals belonging to different classes in terms of a shared dictionary and multiple class-decision functions. The linear variant of the proposed model admits a simple probabilistic interpretation, while its most general variant admits an interpretation in terms of kernels. An optimization framework for learning all the components of the proposed model is presented, along with experimental results on standard handwritten digit and texture classification tasks

Block stochastic gradient iteration for convex and nonconvex optimization

The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD) method, on the other hand, handles problems with multiple blocks of variables by updating them one at a time; when the blocks of variables are easier to update individually than together, BCD has a lower per-iteration cost. This paper introduces a method that combines the features of SG and BCD for problems with many components in the objective and with multiple (blocks of) variables. Specifically, a block stochastic gradient (BSG) method is proposed for solving both convex and nonconvex programs. At each iteration, BSG approximates the gradient of the differentiable part of the objective by randomly sampling a small set of data or sampling a few functions from the sum term in the objective, and then, using those samples, it updates all the blocks of variables in either a deterministic or a randomly shuffled order. Its convergence for both convex and nonconvex cases are established in different senses. In the convex case, the proposed method has the same order of convergence rate as the SG method. In the nonconvex case, its convergence is established in terms of the expected violation of a first-order optimality condition. The proposed method was numerically tested on problems including stochastic least squares and logistic regression, which are convex, as well as low-rank tensor recovery and bilinear logistic regression, which are nonconvex

Hybrid approximate message passing

Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical inference problems. This paper presents a systematic framework for incorporating such approximate message passing (AMP) methods in general graphical models. The key concept is a partition of dependencies of a general graphical model into strong and weak edges, with the weak edges representing interactions through aggregates of small, linearizable couplings of variables. AMP approximations based on the Central Limit Theorem can be readily applied to aggregates of many weak edges and integrated with standard message passing updates on the strong edges. The resulting algorithm, which we call hybrid generalized approximate message passing (HyGAMP), can yield significantly simpler implementations of sum-product and max-sum loopy belief propagation. By varying the partition of strong and weak edges, a performance--complexity trade-off can be achieved. Group sparsity and multinomial logistic regression problems are studied as examples of the proposed methodology.The work of S. Rangan was supported in part by the National Science Foundation under Grants 1116589, 1302336, and 1547332, and in part by the industrial affiliates of NYU WIRELESS. The work of A. K. Fletcher was supported in part by the National Science Foundation under Grants 1254204 and 1738286 and in part by the Office of Naval Research under Grant N00014-15-1-2677. The work of V. K. Goyal was supported in part by the National Science Foundation under Grant 1422034. The work of E. Byrne and P. Schniter was supported in part by the National Science Foundation under Grant CCF-1527162. (1116589 - National Science Foundation; 1302336 - National Science Foundation; 1547332 - National Science Foundation; 1254204 - National Science Foundation; 1738286 - National Science Foundation; 1422034 - National Science Foundation; CCF-1527162 - National Science Foundation; NYU WIRELESS; N00014-15-1-2677 - Office of Naval Research

An Efficient Primal-Dual Prox Method for Non-Smooth Optimization

We study the non-smooth optimization problems in machine learning, where both the loss function and the regularizer are non-smooth functions. Previous studies on efficient empirical loss minimization assume either a smooth loss function or a strongly convex regularizer, making them unsuitable for non-smooth optimization. We develop a simple yet efficient method for a family of non-smooth optimization problems where the dual form of the loss function is bilinear in primal and dual variables. We cast a non-smooth optimization problem into a minimax optimization problem, and develop a primal dual prox method that solves the minimax optimization problem at a rate of $O(1/T)$ {assuming that the proximal step can be efficiently solved}, significantly faster than a standard subgradient descent method that has an $O(1/\sqrt{T})$ convergence rate. Our empirical study verifies the efficiency of the proposed method for various non-smooth optimization problems that arise ubiquitously in machine learning by comparing it to the state-of-the-art first order methods

Compact Bilinear Pooling

Bilinear models has been shown to achieve impressive performance on a wide range of visual tasks, such as semantic segmentation, fine grained recognition and face recognition. However, bilinear features are high dimensional, typically on the order of hundreds of thousands to a few million, which makes them impractical for subsequent analysis. We propose two compact bilinear representations with the same discriminative power as the full bilinear representation but with only a few thousand dimensions. Our compact representations allow back-propagation of classification errors enabling an end-to-end optimization of the visual recognition system. The compact bilinear representations are derived through a novel kernelized analysis of bilinear pooling which provide insights into the discriminative power of bilinear pooling, and a platform for further research in compact pooling methods. Experimentation illustrate the utility of the proposed representations for image classification and few-shot learning across several datasets.Comment: Camera ready version for CVP