High-dimensional linear models have been widely studied, but the developments in high-dimensional generalized linear models, or GLMs, have been slower. In this paper, we propose an empirical or data-driven prior leading to an empirical Bayes posterior distribution which can be used for estimation of and inference on the coefficient vector in a high-dimensional GLM, as well as for variable selection. We prove that our proposed posterior concentrates around the true/sparse coefficient vector at the optimal rate, provide conditions under which the posterior can achieve variable selection consistency, and prove a Bernstein--von Mises theorem that implies asymptotically valid uncertainty quantification. Computation of the proposed empirical Bayes posterior is simple and efficient, and is shown to perform well in simulations compared to existing Bayesian and non-Bayesian methods in terms of estimation and variable selection.
相關內容
Most state-of-the-art machine learning techniques revolve around the optimisation of loss functions. Defining appropriate loss functions is therefore critical to successfully solving problems in this field. We present a survey of the most commonly used loss functions for a wide range of different applications, divided into classification, regression, ranking, sample generation and energy based modelling. Overall, we introduce 33 different loss functions and we organise them into an intuitive taxonomy. Each loss function is given a theoretical backing and we describe where it is best used. This survey aims to provide a reference of the most essential loss functions for both beginner and advanced machine learning practitioners.
We hypothesize that due to the greedy nature of learning in multi-modal deep neural networks, these models tend to rely on just one modality while under-fitting the other modalities. Such behavior is counter-intuitive and hurts the models' generalization, as we observe empirically. To estimate the model's dependence on each modality, we compute the gain on the accuracy when the model has access to it in addition to another modality. We refer to this gain as the conditional utilization rate. In the experiments, we consistently observe an imbalance in conditional utilization rates between modalities, across multiple tasks and architectures. Since conditional utilization rate cannot be computed efficiently during training, we introduce a proxy for it based on the pace at which the model learns from each modality, which we refer to as the conditional learning speed. We propose an algorithm to balance the conditional learning speeds between modalities during training and demonstrate that it indeed addresses the issue of greedy learning. The proposed algorithm improves the model's generalization on three datasets: Colored MNIST, Princeton ModelNet40, and NVIDIA Dynamic Hand Gesture.
This dissertation studies a fundamental open challenge in deep learning theory: why do deep networks generalize well even while being overparameterized, unregularized and fitting the training data to zero error? In the first part of the thesis, we will empirically study how training deep networks via stochastic gradient descent implicitly controls the networks' capacity. Subsequently, to show how this leads to better generalization, we will derive {\em data-dependent} {\em uniform-convergence-based} generalization bounds with improved dependencies on the parameter count. Uniform convergence has in fact been the most widely used tool in deep learning literature, thanks to its simplicity and generality. Given its popularity, in this thesis, we will also take a step back to identify the fundamental limits of uniform convergence as a tool to explain generalization. In particular, we will show that in some example overparameterized settings, {\em any} uniform convergence bound will provide only a vacuous generalization bound. With this realization in mind, in the last part of the thesis, we will change course and introduce an {\em empirical} technique to estimate generalization using unlabeled data. Our technique does not rely on any notion of uniform-convergece-based complexity and is remarkably precise. We will theoretically show why our technique enjoys such precision. We will conclude by discussing how future work could explore novel ways to incorporate distributional assumptions in generalization bounds (such as in the form of unlabeled data) and explore other tools to derive bounds, perhaps by modifying uniform convergence or by developing completely new tools altogether.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite giving a near-perfect fit to training data without any explicit effort to control model complexity, these methods exhibit excellent predictive accuracy. We conjecture that specific principles underlie these phenomena: that overparametrization allows gradient methods to find interpolating solutions, that these methods implicitly impose regularization, and that overparametrization leads to benign overfitting. We survey recent theoretical progress that provides examples illustrating these principles in simpler settings. We first review classical uniform convergence results and why they fall short of explaining aspects of the behavior of deep learning methods. We give examples of implicit regularization in simple settings, where gradient methods lead to minimal norm functions that perfectly fit the training data. Then we review prediction methods that exhibit benign overfitting, focusing on regression problems with quadratic loss. For these methods, we can decompose the prediction rule into a simple component that is useful for prediction and a spiky component that is useful for overfitting but, in a favorable setting, does not harm prediction accuracy. We focus specifically on the linear regime for neural networks, where the network can be approximated by a linear model. In this regime, we demonstrate the success of gradient flow, and we consider benign overfitting with two-layer networks, giving an exact asymptotic analysis that precisely demonstrates the impact of overparametrization. We conclude by highlighting the key challenges that arise in extending these insights to realistic deep learning settings.
Hashing has been widely used in approximate nearest search for large-scale database retrieval for its computation and storage efficiency. Deep hashing, which devises convolutional neural network architecture to exploit and extract the semantic information or feature of images, has received increasing attention recently. In this survey, several deep supervised hashing methods for image retrieval are evaluated and I conclude three main different directions for deep supervised hashing methods. Several comments are made at the end. Moreover, to break through the bottleneck of the existing hashing methods, I propose a Shadow Recurrent Hashing(SRH) method as a try. Specifically, I devise a CNN architecture to extract the semantic features of images and design a loss function to encourage similar images projected close. To this end, I propose a concept: shadow of the CNN output. During optimization process, the CNN output and its shadow are guiding each other so as to achieve the optimal solution as much as possible. Several experiments on dataset CIFAR-10 show the satisfying performance of SRH.
Most algorithms for representation learning and link prediction in relational data have been designed for static data. However, the data they are applied to usually evolves with time, such as friend graphs in social networks or user interactions with items in recommender systems. This is also the case for knowledge bases, which contain facts such as (US, has president, B. Obama, [2009-2017]) that are valid only at certain points in time. For the problem of link prediction under temporal constraints, i.e., answering queries such as (US, has president, ?, 2012), we propose a solution inspired by the canonical decomposition of tensors of order 4. We introduce new regularization schemes and present an extension of ComplEx (Trouillon et al., 2016) that achieves state-of-the-art performance. Additionally, we propose a new dataset for knowledge base completion constructed from Wikidata, larger than previous benchmarks by an order of magnitude, as a new reference for evaluating temporal and non-temporal link prediction methods.
When and why can a neural network be successfully trained? This article provides an overview of optimization algorithms and theory for training neural networks. First, we discuss the issue of gradient explosion/vanishing and the more general issue of undesirable spectrum, and then discuss practical solutions including careful initialization and normalization methods. Second, we review generic optimization methods used in training neural networks, such as SGD, adaptive gradient methods and distributed methods, and theoretical results for these algorithms. Third, we review existing research on the global issues of neural network training, including results on bad local minima, mode connectivity, lottery ticket hypothesis and infinite-width analysis.
Graph representation learning for hypergraphs can be used to extract patterns among higher-order interactions that are critically important in many real world problems. Current approaches designed for hypergraphs, however, are unable to handle different types of hypergraphs and are typically not generic for various learning tasks. Indeed, models that can predict variable-sized heterogeneous hyperedges have not been available. Here we develop a new self-attention based graph neural network called Hyper-SAGNN applicable to homogeneous and heterogeneous hypergraphs with variable hyperedge sizes. We perform extensive evaluations on multiple datasets, including four benchmark network datasets and two single-cell Hi-C datasets in genomics. We demonstrate that Hyper-SAGNN significantly outperforms the state-of-the-art methods on traditional tasks while also achieving great performance on a new task called outsider identification. Hyper-SAGNN will be useful for graph representation learning to uncover complex higher-order interactions in different applications.
Machine-learning models have demonstrated great success in learning complex patterns that enable them to make predictions about unobserved data. In addition to using models for prediction, the ability to interpret what a model has learned is receiving an increasing amount of attention. However, this increased focus has led to considerable confusion about the notion of interpretability. In particular, it is unclear how the wide array of proposed interpretation methods are related, and what common concepts can be used to evaluate them. We aim to address these concerns by defining interpretability in the context of machine learning and introducing the Predictive, Descriptive, Relevant (PDR) framework for discussing interpretations. The PDR framework provides three overarching desiderata for evaluation: predictive accuracy, descriptive accuracy and relevancy, with relevancy judged relative to a human audience. Moreover, to help manage the deluge of interpretation methods, we introduce a categorization of existing techniques into model-based and post-hoc categories, with sub-groups including sparsity, modularity and simulatability. To demonstrate how practitioners can use the PDR framework to evaluate and understand interpretations, we provide numerous real-world examples. These examples highlight the often under-appreciated role played by human audiences in discussions of interpretability. Finally, based on our framework, we discuss limitations of existing methods and directions for future work. We hope that this work will provide a common vocabulary that will make it easier for both practitioners and researchers to discuss and choose from the full range of interpretation methods.
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191