4 research outputs found
Online Optimization Methods for the Quantification Problem
The estimation of class prevalence, i.e., the fraction of a population that
belongs to a certain class, is a very useful tool in data analytics and
learning, and finds applications in many domains such as sentiment analysis,
epidemiology, etc. For example, in sentiment analysis, the objective is often
not to estimate whether a specific text conveys a positive or a negative
sentiment, but rather estimate the overall distribution of positive and
negative sentiments during an event window. A popular way of performing the
above task, often dubbed quantification, is to use supervised learning to train
a prevalence estimator from labeled data.
Contemporary literature cites several performance measures used to measure
the success of such prevalence estimators. In this paper we propose the first
online stochastic algorithms for directly optimizing these
quantification-specific performance measures. We also provide algorithms that
optimize hybrid performance measures that seek to balance quantification and
classification performance. Our algorithms present a significant advancement in
the theory of multivariate optimization and we show, by a rigorous theoretical
analysis, that they exhibit optimal convergence. We also report extensive
experiments on benchmark and real data sets which demonstrate that our methods
significantly outperform existing optimization techniques used for these
performance measures.Comment: 26 pages, 6 figures. A short version of this manuscript will appear
in the proceedings of the 22nd ACM SIGKDD Conference on Knowledge Discovery
and Data Mining, KDD 201
Online Learning of Noisy Data
Abstract鈥擶e study online learning of linear and kernel-based predictors, when individual examples are corrupted by random noise, and both examples and noise type can be chosen adversarially and change over time. We begin with the setting where some auxiliary information on the noise distribution is provided, and we wish to learn predictors with respect to the squared loss. Depending on the auxiliary information, we show how one can learn linear and kernel-based predictors, using just 1 or 2 noisy copies of each example. We then turn to discuss a general setting where virtually nothing is known about the noise distribution, and one wishes to learn with respect to general losses and using linear and kernel-based predictors. We show how this can be achieved using a random, essentially constant number of noisy copies of each example. Allowing multiple copies cannot be avoided: Indeed, we show that the setting becomes impossible when only one noisy copy of each instance can be accessed. To obtain our results we introduce several novel techniques, some of which might be of independent interest. I