KDD and MUCMD 2011

At KDD I enjoyed Stephen Boyd‘s invited talk about optimization quite a bit. However, the most interesting talk for me was David Haussler‘s. His talk started out with a formidable load of biological complexity. About half-way through you start wondering, “can this be used to help with cancer?” And at the end he connects it directly to use with a call to arms for the audience: cure cancer. The core thesis here is that cancer is a complex set of diseases which can be distentangled via genetic assays, allowing attacking the specific signature of individual cancers. However, the data quantity and complex dependencies within the data require systematic and relatively automatic prediction and analysis algorithms of the kind that we are best familiar with.

Some of the papers which interested me are:

  1. Kai-Wei Chang and Dan Roth, Selective Block Minimization for Faster Convergence of Limited Memory Large-Scale Linear Models, which is about effectively using a hard-example cache to speedup learning.
  2. Leland Wilkinson, Anushka Anand, and Dang Nhon Tuan, CHIRP: A New Classifier Based on Composite Hypercubes on Iterated Random Projections. The bar on creating new classifiers is pretty high. The approach here uses a combination of random projection and partition which appears to be compelling for some nonlinear and relatively high computation settings. They do a more thorough empirical evaluation than most papers.
  3. Zhuang Wang, Nemanja Djuric, Koby Crammer, and Slobodan Vucetic Trading Representability for Scalability: Adaptive Multi-Hyperplane Machine for Nonlinear Classification. The paper explores an interesting idea: having lots of weight vectors (effectively infinity) associated with a particular label, showing that algorithms on this representation can deal with lots of data as per linear predictors, but with superior-to-linear performance. The authors don’t use the hashing trick, but their representation is begging for it.
  4. Michael Bruckner and Tobias Scheffer, Stackelberg Games for Adversarial Prediction Problem. This is about email spam filtering, where the authors use a theory of adversarial equilibria to construct a more robust filter, at least in some cases. Demonstrating this on noninteractive data is inherently difficult.

There were also three papers that were about creating (or perhaps composing) learning systems to do something cool.

  1. Gideon Dror, Yehuda Koren, Yoelle Maarek, and Idan Szpektor, I Want to Answer, Who Has a Question? Yahoo! Answers Recommender System. This is about how to learn to route a question to the appropriate answerer automatically.
  2. Yehuda Koren, Edo Liberty, Yoelle Maarek, and Roman Sandler, Automatically Tagging Email by Leveraging Other Users’ Folders. This is about helping people organize their email with machine learning.
  3. D. Sculley, Matthew Eric Otey, Michael Pohl, Bridget Spitznagel, John Hainsworth, Yunkai Zhou, Detecting Adversarial Advertisements in the Wild. The title is an excellent abstract here, and there are quite a few details about the implementation.

I also attended MUCMD, a workshop on the Meaningful Use of Complex Medical Data shortly afterwards. This workshop is about the emergent area of using data to improve medicine. The combination of electronic health records, the economic importance of getting medicine right, and the relatively weak use of existing data implies there is much good work to do.

This finally gave us a chance to discuss radically superior medical trial designs based on work in exploration and learning 🙂

Jeff Hammerbacher‘s talk was a hilarilously blunt and well stated monologue about the need and how to gather data in a usable way.

Amongst the talks on using medical data, Suchi Saria‘s seemed the most mature. They’ve constructed a noninvasive test for problem infants which is radically superior to the existing Apgar score according to leave-one-out cross validation.

From the doctor’s side, there was discussion of the deep balkanization of data systems within hospitals, efforts to overcome that, and the (un)trustworthiness of data. Many issues clearly remain here, but it also looks like serious progress is being made.

Overall, the workshop went well, with the broad cross-section of talks providing quite a bit of extra context you don’t normally see. It left me believing that a community centered on MUCMD is rising now, with attendant workshops, conferences, etc… to be expected.

Fall Machine Learning Events

Many Machine Learning related events are coming up this fall.

  1. September 9, abstracts for the New York Machine Learning Symposium are due. Send a 2 page pdf, if interested, and note that we:
    1. widened submissions to be from anybody rather than students.
    2. set aside a larger fraction of time for contributed submissions.
  2. September 15, there is a machine learning meetup, where I’ll be discussing terascale learning at AOL.
  3. September 16, there is a CS&Econ day at New York Academy of Sciences. This is not ML focused, but it’s easy to imagine interest.
  4. September 23 and later NIPS workshop submissions start coming due. As usual, there are too many good ones, so I won’t be able to attend all those that interest me. I do hope some workshop makers consider ICML this coming summer, as we are increasing to a 2 day format for you. Here are a few that interest me:
    1. Big Learning is about dealing with lots of data. Abstracts are due September 30.
    2. The Bayes Bandits workshop. Abstracts are due September 23.
    3. The Personalized Medicine workshop
    4. The Learning Semantics workshop. Abstracts are due September 26.
    5. The ML Relations workshop. Abstracts are due September 30.
    6. The Hierarchical Learning workshop. Challenge submissions are due October 17, and abstracts are due October 21.
    7. The Computational Tradeoffs workshop. Abstracts are due October 17.
    8. The Model Selection workshop. Abstracts are due September 24.
  5. October 16-17 is the Singularity Summit in New York. This is for the AIists and only peripherally about ML.
  6. October 16-21 is a Predictive Analytics World in New York. As machine learning goes industrial, we see industrial-style conferences rapidly developing.
  7. October 21, there is the New York ML Symposium. In addition to what’s there, Chris Wiggins is looking into setting up a session for startups and those interested in them to get to know each other, as last year.
  8. Decembr 16-17 NIPS workshops in Granada, Spain.

The Large Scale Learning Survey Tutorial

Ron Bekkerman initiated an effort to create an edited book on parallel machine learning that Misha and I have been helping with. The breadth of efforts to parallelize machine learning surprised me: I was only aware of a small fraction initially.

This put us in a unique position, with knowledge of a wide array of different efforts, so it is natural to put together a survey tutorial on the subject of parallel learning for KDD, tomorrow. This tutorial is not limited to the book itself however, as several interesting new algorithms have come out since we started inviting chapters.

This tutorial should interest anyone trying to use machine learning on significant quantities of data, anyone interested in developing algorithms for such, and of course who has bragging rights to the fastest learning algorithm on planet earth 🙂

(Also note the Modeling with Hadoop tutorial just before ours which deals with one way of trying to speed up learning algorithms. We have almost no overlap.)

Vowpal Wabbit 6.0

I just released Vowpal Wabbit 6.0. Since the last version:

  1. VW is now 2-3 orders of magnitude faster at linear learning, primarily thanks to Alekh. Given the baseline, this is loads of fun, allowing us to easily deal with terafeature datasets, and dwarfing the scale of any other open source projects. The core improvement here comes from effective parallelization over kilonode clusters (either Hadoop or not). This code is highly scalable, so it even helps with clusters of size 2 (and doesn’t hurt for clusters of size 1). The core allreduce technique appears widely and easily reused—we’ve already used it to parallelize Conjugate Gradient, LBFGS, and two variants of online learning. We’ll be documenting how to do this more thoroughly, but for now “README_cluster” and associated scripts should provide a good starting point.
  2. The new LBFGS code from Miro seems to commonly dominate the existing conjugate gradient code in time/quality tradeoffs.
  3. The new matrix factorization code from Jake adds a core algorithm.
  4. We finally have basic persistent daemon support, again with Jake’s help.
  5. Adaptive gradient calculations can now be made dimensionally correct, following up on Paul’s post, yielding a better algorithm. And Nikos sped it up further with SSE native inverse square root.
  6. The LDA core is perhaps twice as fast after Paul educated us about SSE and representational gymnastics.

All of the above was done without adding significant new dependencies, so the code should compile easily.

The VW mailing list has been slowly growing, and is a good place to ask questions.

Enjoy.

Interesting thing at UAI 2011

I had a chance to attend UAI this year, where several papers interested me, including:

  1. Hoifung Poon and Pedro Domingos Sum-Product Networks: A New Deep Architecture. We’ve already discussed this one, but in a nutshell, they identify a large class of efficiently normalizable distributions and do learning with it.
  2. Yao-Liang Yu and Dale Schuurmans, Rank/norm regularization with closed-form solutions: Application to subspace clustering. This paper is about matrices, and in particular they prove that certain matrices are the solution of matrix optimizations. I’m not matrix inclined enough to fully appreciate this one, but I believe many others may be, and anytime closed form solutions come into play, you get 2 order of magnitude speedups, as they show experimentally.
  3. Laurent Charlin, Richard Zemel and Craig Boutilier, A Framework for Optimizing Paper Matching. This is about what works in matching papers to reviewers, as has been tested at several previous NIPS. We are looking into using this system for ICML 2012.

In addition I wanted to comment on Karl Friston‘s invited talk. At the outset, he made a claim that seems outlandish to me: The way the brain works is to minimize surprise as measured by a probabilistic model. The majority of the talk was not actually about this—instead it was about how probabilistic models can plausibly do things that you might not have thought possible, such as birdsong. Nevertheless, I think several of us in the room ended up stuck on the claim in questions afterward.

My personal belief is that world modeling (probabilistic or not) is a useful subroutine for intelligence, but it could not possibly be the entirety of intelligence. A key reason for this is the bandwidth of our senses—we simply take in too much information to model everything with equal attention. It seems critical for the efficient functioning of intelligence that only things which might plausibly matter are modeled, and only to the degree that matters. In other words, I do not model the precise placement of items on my desk, or even the precise content of my desk, because these details simply do not matter.

This argument can be made in another way. Suppose for the moment that all the brain does is probabilistic modeling. Then, the primary notion of failure to model is “surprise”, which is low probability events occurring. Surprises (stumbles, car wrecks, and other accidents) certainly can be unpleasant, but this could be correct if modeling is a subroutine as well. The clincher is that there are many unpleasant things which are not surprises, including keeping your head under water, fasting, and self-inflicted wounds.

Accounting for the unpleasantness of these events requires more than probabilistic modeling. In other words, it requires rewards, which is why reinforcement learning is important. As a byproduct, rewards also naturally create a focus of attention, addressing the computational efficiency issue. Believing that intelligence is just probabilistic modeling is another example of simple wrong answer.