Fast Cross-Validation via Sequential Testing

With the increasing size of today's data sets, finding the right parameter configuration in model selection via cross-validation can be an extremely time-consuming task. In this paper we propose an improved cross-validation procedure which uses nonparametric testing coupled with sequential analysis to determine the best parameter set on linearly increasing subsets of the data. By eliminating underperforming candidates quickly and keeping promising candidates as long as possible, the method speeds up the computation while preserving the capability of the full cross-validation. Theoretical considerations underline the statistical power of our procedure. The experimental evaluation shows that our method reduces the computation time by a factor of up to 120 compared to a full cross-validation with a negligible impact on the accuracy

Meta Clustering for Collaborative Learning

An emerging number of learning scenarios involve a set of learners/analysts each equipped with a unique dataset and algorithm, who may collaborate with each other to enhance their learning performance. From the perspective of a particular learner, a careless collaboration with task-irrelevant other learners is likely to incur modeling error. A crucial problem is to search for the most appropriate collaborators so that their data and modeling resources can be effectively leveraged. Motivated by this, we propose to study the problem of `meta clustering', where the goal is to identify subsets of relevant learners whose collaboration will improve the performance of each individual learner. In particular, we study the scenario where each learner is performing a supervised regression, and the meta clustering aims to categorize the underlying supervised relations (between responses and predictors) instead of the raw data. We propose a general method named as Select-Exchange-Cluster (SEC) for performing such a clustering. Our method is computationally efficient as it does not require each learner to exchange their raw data. We prove that the SEC method can accurately cluster the learners into appropriate collaboration sets according to their underlying regression functions. Synthetic and real data examples show the desired performance and wide applicability of SEC to a variety of learning tasks

Capturing Evolution Genes for Time Series Data

The modeling of time series is becoming increasingly critical in a wide variety of applications. Overall, data evolves by following different patterns, which are generally caused by different user behaviors. Given a time series, we define the evolution gene to capture the latent user behaviors and to describe how the behaviors lead to the generation of time series. In particular, we propose a uniform framework that recognizes different evolution genes of segments by learning a classifier, and adopt an adversarial generator to implement the evolution gene by estimating the segments' distribution. Experimental results based on a synthetic dataset and five real-world datasets show that our approach can not only achieve a good prediction results (e.g., averagely +10.56% in terms of F1), but is also able to provide explanations of the results.Comment: a preprint version. arXiv admin note: text overlap with arXiv:1703.10155 by other author

Learning Invariant Representations with a Nonparametric Nadaraya-Watson Head

Machine learning models will often fail when deployed in an environment with a data distribution that is different than the training distribution. When multiple environments are available during training, many methods exist that learn representations which are invariant across the different distributions, with the hope that these representations will be transportable to unseen domains. In this work, we present a nonparametric strategy for learning invariant representations based on the recently-proposed Nadaraya-Watson (NW) head. The NW head makes a prediction by comparing the learned representations of the query to the elements of a support set that consists of labeled data. We demonstrate that by manipulating the support set, one can encode different causal assumptions. In particular, restricting the support set to a single environment encourages the model to learn invariant features that do not depend on the environment. We present a causally-motivated setup for our modeling and training strategy and validate on three challenging real-world domain generalization tasks in computer vision.Comment: Accepted to NeurIPS 202

Tune in to your emotions: a robust personalized affective music player

The emotional power of music is exploited in a personalized affective music player (AMP) that selects music for mood enhancement. A biosignal approach is used to measure listeners’ personal emotional reactions to their own music as input for affective user models. Regression and kernel density estimation are applied to model the physiological changes the music elicits. Using these models, personalized music selections based on an affective goal state can be made. The AMP was validated in real-world trials over the course of several weeks. Results show that our models can cope with noisy situations and handle large inter-individual differences in the music domain. The AMP augments music listening where its techniques enable automated affect guidance. Our approach provides valuable insights for affective computing and user modeling, for which the AMP is a suitable carrier application

Meta Learning for Causal Direction

The inaccessibility of controlled randomized trials due to inherent constraints in many fields of science has been a fundamental issue in causal inference. In this paper, we focus on distinguishing the cause from effect in the bivariate setting under limited observational data. Based on recent developments in meta learning as well as in causal inference, we introduce a novel generative model that allows distinguishing cause and effect in the small data setting. Using a learnt task variable that contains distributional information of each dataset, we propose an end-to-end algorithm that makes use of similar training datasets at test time. We demonstrate our method on various synthetic as well as real-world data and show that it is able to maintain high accuracy in detecting directions across varying dataset sizes