Machine Learning (Theory)

12/26/2010

NIPS 2010

I enjoyed attending NIPS this year, with several things interesting me. For the conference itself:

  1. Peter Welinder, Steve Branson, Serge Belongie, and Pietro Perona, The Multidimensional Wisdom of Crowds. This paper is about using mechanical turk to get label information, with results superior to a majority vote approach.
  2. David McAllester, Tamir Hazan, and Joseph Keshet Direct Loss Minimization for Structured Prediction. This is about another technique for directly optimizing the loss in structured prediction, with an application to speech recognition.
  3. Mohammad Saberian and Nuno Vasconcelos Boosting Classifier Cascades. This is about an algorithm for simultaneously optimizing loss and computation in a classifier cascade construction. There were several other papers on cascades which are worth looking at if interested.
  4. Alan Fern and Prasad Tadepalli, A Computational Decision Theory for Interactive Assistants. This paper carves out some forms of natural not-MDP problems and shows their RL-style solution is tractable. It’s good to see people moving beyond MDPs, which at this point are both well understood and limited.
  5. Oliver Williams and Frank McSherry Probabilistic Inference and Differential Privacy. This paper is about a natural and relatively unexplored, and potentially dominating approach for achieving differential privacy and learning.

I also attended two workshops—Coarse-To-Fine and LCCC which were a fine combination. The first was about more efficient (and sometimes more effective) methods for learning which start with coarse information and refine, while the second was about parallelization and distribution of learning algorithms. Together, they were about how to learn fast and effective solutions.

The CtF workshop could have been named “Integrating breadth first search and learning”. I was somewhat (I hope not too) pesky, discussing Searn repeatedly during questions, since it seems quite plausible that a good application of Searn would compete with and plausibly improve on results from several of the talks. Eventually, I hope the conventional wisdom shifts to a belief that search and learning must be integrated for efficiency and robustness reasons. The talks in this workshop were uniformly strong in making that case. I was particularly interested in Drew‘s talk on a plausible improvement on Searn.

The level of agreement in approaches at the LCCC workshop was much lower, with people discussing many radically different approaches.

  1. Should data be organized by feature partition or example partition? Fernando points out that features often scale sublinearly in the number of examples, implying that an example partition addresses scale better. However, basic learning theory tells us that if the number of parameters scales sublinearly in the number of examples, then the value of additional samples asymptotes, implying a mismatched solution design. My experience is that a ‘not enough features’ problem can be dealt with by throwing all the missing features you couldn’t properly previously use, for example personalization.
  2. How can we best leverage existing robust distributed filesystem/MapReduce frameworks? There was near unanimity on the belief that MapReduce itself is of limited value for machine learning, but the step forward is unclear. I liked what Markus said: that no one wants to abandon the ideas of robustly storing data and moving small amounts of code to large amounts of data. The best way to leverage this capability to build great algorithms remains unclear to me.
  3. Every speaker was in agreement that their approach was faster, but there was great disagreement about what “fast” meant in an absolute sense. This forced me to think about an absolute measure of (input complexity)/(time) where we see results between 100 features/s and 10*106 features/s being considered “fast” depending on who is speaking. This scale disparity is remarkably extreme. A related detail is that the strength of baseline algorithms varies greatly.

I hope we’ll discover convincing answers to these questions in the near future.

12/4/2010

Vowpal Wabbit, version 5.0, and the second heresy

I’ve released version 5.0 of the Vowpal Wabbit online learning software. The major number has changed since the last release because I regard all earlier versions as obsolete—there are several new algorithms & features including substantial changes and upgrades to the default learning algorithm.

The biggest changes are new algorithms:

  1. Nikos and I improved the default algorithm. The basic update rule still uses gradient descent, but the size of the update is carefully controlled so that it’s impossible to overrun the label. In addition, the normalization has changed. Computationally, these changes are virtually free and yield better results, sometimes much better. Less careful updates can be reenabled with –loss_function classic, although results are still not identical to previous due to normalization changes.
  2. Nikos also implemented the per-feature learning rates as per these two papers. Often, this works better than the default algorithm. It isn’t the default because it isn’t (yet) as adaptable in terms of learning rate decay. This is enabled with –adaptive and learned regressors are compatible with the default. Computationally, you might see a factor of 4 slowdown if using ‘-q’. Nikos noticed that the phenomenal quake inverse square root hack applies making this substantially faster than a naive implementation.
  3. Nikos and Daniel also implemented active learning derived from this paper, usable via –active_simulation (to test parameters on an existing supervised dataset) or –active_learning (to do the real thing). This runs at full speed which is much faster than is reasonable in any active learning scenario. We see this approach dominating supervised learning on all classification datasets so far, often with far fewer labeled examples required, as the theory predicts. The learned predictor is compatible with the default.
  4. Olivier helped me implement preconditioned conjugate gradient based on Jonathan Shewchuk‘s tutorial. This is a batch algorithm and hence requires multiple passes over any dataset to do something useful. Each step of conjugate gradient requires 2 passes. The advantage of cg is that it converges relatively quickly via the use of second derivative information. This can be particularly helpful if your features are of widely differing scales. The use of –regularization 0.001 (or smaller) is almost required with –conjugate_gradient as it will otherwise overfit hard. This implementation has two advantages over the basic approach: it implicitly computes a Hessian in O(n) time where n is the number of features and it operates out of core, hence making it applicable to datasets that don’t conveniently fit in RAM. The learned predictor is compatible with the default, although you’ll notice that a factor of 8 more RAM is required when learning.
  5. Matt Hoffman and I implemented Online Latent Dirichlet Allocation. This code is still experimental and likely to change over the next week. It really does a minibatch update under the hood. The code appears to be substantially faster than Matt’s earlier python implementation making this probably the most efficient LDA anywhere. LDA is still much slower than online linear learning as it is quite computationally heavy in comparison—perhaps a good candidate for GPU optimization.
  6. Nikos, Daniel, and I have been experimenting with more online cluster parallel learning algorithms (–corrective, –backprop, –delayed_global). We aren’t yet satisfied with these although they are improving. Details are at the LCCC workshop.

In addition, Ariel added a test suite, Shravan helped with ngrams, and there are several other minor new features and bug fixes including a very subtle one caught by Vaclav.

The documentation on the website hasn’t kept up with the code. I’m planning to rectify that over the next week, and have a new tutorial starting at 2pm in the LCCC room for those interested. Yes, I’ll not be skiing :)

12/2/2010

Traffic Prediction Problem

Slashdot points out the Traffic Prediction Challenge which looks pretty fun. The temporal aspect seems to be very common in many real-world problems and somewhat understudied.

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