Mondrian Forests for Large-Scale Regression when Uncertainty Matters

Many real-world regression problems demand a measure of the uncertainty associated with each prediction. Standard decision forests deliver efficient state-of-the-art predictive performance, but high-quality uncertainty estimates are lacking. Gaussian processes (GPs) deliver uncertainty estimates, but scaling GPs to large-scale data sets comes at the cost of approximating the uncertainty estimates. We extend Mondrian forests, first proposed by Lakshminarayanan et al. (2014) for classification problems, to the large-scale non-parametric regression setting. Using a novel hierarchical Gaussian prior that dovetails with the Mondrian forest framework, we obtain principled uncertainty estimates, while still retaining the computational advantages of decision forests. Through a combination of illustrative examples, real-world large-scale datasets, and Bayesian optimization benchmarks, we demonstrate that Mondrian forests outperform approximate GPs on large-scale regression tasks and deliver better-calibrated uncertainty assessments than decision-forest-based methods.Comment: Proceedings of the 19th International Conference on Artificial Intelligence and Statistics (AISTATS) 2016, Cadiz, Spain. JMLR: W&CP volume 5

Efficient Benchmarking of Algorithm Configuration Procedures via Model-Based Surrogates

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration (AC) problem has attracted much attention from the machine learning community. However, the proper evaluation of new AC procedures is hindered by two key hurdles. First, AC benchmarks are hard to set up. Second and even more significantly, they are computationally expensive: a single run of an AC procedure involves many costly runs of the target algorithm whose performance is to be optimized in a given AC benchmark scenario. One common workaround is to optimize cheap-to-evaluate artificial benchmark functions (e.g., Branin) instead of actual algorithms; however, these have different properties than realistic AC problems. Here, we propose an alternative benchmarking approach that is similarly cheap to evaluate but much closer to the original AC problem: replacing expensive benchmarks by surrogate benchmarks constructed from AC benchmarks. These surrogate benchmarks approximate the response surface corresponding to true target algorithm performance using a regression model, and the original and surrogate benchmark share the same (hyper-)parameter space. In our experiments, we construct and evaluate surrogate benchmarks for hyperparameter optimization as well as for AC problems that involve performance optimization of solvers for hard combinatorial problems, drawing training data from the runs of existing AC procedures. We show that our surrogate benchmarks capture overall important characteristics of the AC scenarios, such as high- and low-performing regions, from which they were derived, while being much easier to use and orders of magnitude cheaper to evaluate

Distributional Regression for Data Analysis

Flexible modeling of how an entire distribution changes with covariates is an important yet challenging generalization of mean-based regression that has seen growing interest over the past decades in both the statistics and machine learning literature. This review outlines selected state-of-the-art statistical approaches to distributional regression, complemented with alternatives from machine learning. Topics covered include the similarities and differences between these approaches, extensions, properties and limitations, estimation procedures, and the availability of software. In view of the increasing complexity and availability of large-scale data, this review also discusses the scalability of traditional estimation methods, current trends, and open challenges. Illustrations are provided using data on childhood malnutrition in Nigeria and Australian electricity prices.Comment: Accepted for publication in Annual Review of Statistics and its Applicatio

Entity Personalized Talent Search Models with Tree Interaction Features

Talent Search systems aim to recommend potential candidates who are a good match to the hiring needs of a recruiter expressed in terms of the recruiter's search query or job posting. Past work in this domain has focused on linear and nonlinear models which lack preference personalization in the user-level due to being trained only with globally collected recruiter activity data. In this paper, we propose an entity-personalized Talent Search model which utilizes a combination of generalized linear mixed (GLMix) models and gradient boosted decision tree (GBDT) models, and provides personalized talent recommendations using nonlinear tree interaction features generated by the GBDT. We also present the offline and online system architecture for the productionization of this hybrid model approach in our Talent Search systems. Finally, we provide offline and online experiment results benchmarking our entity-personalized model with tree interaction features, which demonstrate significant improvements in our precision metrics compared to globally trained non-personalized models.Comment: This paper has been accepted for publication at ACM WWW 201

Towards Efficient and Scalable Acceleration of Online Decision Tree Learning on FPGA

Decision trees are machine learning models commonly used in various application scenarios. In the era of big data, traditional decision tree induction algorithms are not suitable for learning large-scale datasets due to their stringent data storage requirement. Online decision tree learning algorithms have been devised to tackle this problem by concurrently training with incoming samples and providing inference results. However, even the most up-to-date online tree learning algorithms still suffer from either high memory usage or high computational intensity with dependency and long latency, making them challenging to implement in hardware. To overcome these difficulties, we introduce a new quantile-based algorithm to improve the induction of the Hoeffding tree, one of the state-of-the-art online learning models. The proposed algorithm is light-weight in terms of both memory and computational demand, while still maintaining high generalization ability. A series of optimization techniques dedicated to the proposed algorithm have been investigated from the hardware perspective, including coarse-grained and fine-grained parallelism, dynamic and memory-based resource sharing, pipelining with data forwarding. We further present a high-performance, hardware-efficient and scalable online decision tree learning system on a field-programmable gate array (FPGA) with system-level optimization techniques. Experimental results show that our proposed algorithm outperforms the state-of-the-art Hoeffding tree learning method, leading to 0.05% to 12.3% improvement in inference accuracy. Real implementation of the complete learning system on the FPGA demonstrates a 384x to 1581x speedup in execution time over the state-of-the-art design.Comment: appear as a conference paper in FCCM 201