Relevance Vector Machine (RVM) is a supervised learning algorithm extended from Support Vector Machine (SVM) based on the Bayesian sparsity model. Compared with the regression problem, RVM classification is difficult to be conducted because there is no closed-form solution for the weight parameter posterior. Original RVM classification algorithm used Newton's method in optimization to obtain the mode of weight parameter posterior then approximated it by a Gaussian distribution in Laplace's method. It would work but just applied the frequency methods in a Bayesian framework. This paper proposes a Generic Bayesian approach for the RVM classification. We conjecture that our algorithm achieves convergent estimates of the quantities of interest compared with the nonconvergent estimates of the original RVM classification algorithm. Furthermore, a Fully Bayesian approach with the hierarchical hyperprior structure for RVM classification is proposed, which improves the classification performance, especially in the imbalanced data problem. By the numeric studies, our proposed algorithms obtain high classification accuracy rates. The Fully Bayesian hierarchical hyperprior method outperforms the Generic one for the imbalanced data classification.
System identification, also known as learning forward models, transfer functions, system dynamics, etc., has a long tradition both in science and engineering in different fields. Particularly, it is a recurring theme in Reinforcement Learning research, where forward models approximate the state transition function of a Markov Decision Process by learning a mapping function from current state and action to the next state. This problem is commonly defined as a Supervised Learning problem in a direct way. This common approach faces several difficulties due to the inherent complexities of the dynamics to learn, for example, delayed effects, high non-linearity, non-stationarity, partial observability and, more important, error accumulation when using bootstrapped predictions (predictions based on past predictions), over large time horizons. Here we explore the use of Reinforcement Learning in this problem. We elaborate on why and how this problem fits naturally and sound as a Reinforcement Learning problem, and present some experimental results that demonstrate RL is a promising technique to solve these kind of problems.
We study the problem of sharing as many branching conditions of a given forest classifier or regressor as possible while keeping classification performance. As a constraint for preventing from accuracy degradation, we first consider the one that the decision paths of all the given feature vectors must not change. For a branching condition that a value of a certain feature is at most a given threshold, the set of values satisfying such constraint can be represented as an interval. Thus, the problem is reduced to the problem of finding the minimum set intersecting all the constraint-satisfying intervals for each set of branching conditions on the same feature. We propose an algorithm for the original problem using an algorithm solving this problem efficiently. The constraint is relaxed later to promote further sharing of branching conditions by allowing decision path change of a certain ratio of the given feature vectors or allowing a certain number of non-intersected constraint-satisfying intervals. We also extended our algorithm for both the relaxations. The effectiveness of our method is demonstrated through comprehensive experiments using 21 datasets (13 classification and 8 regression datasets in UCI machine learning repository) and 4 classifiers/regressors (random forest, extremely randomized trees, AdaBoost and gradient boosting).
The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm corresponds to a physical action that constrains the choices of the next available arms (actions). Motivated by this, we study an extension of MAB called the graph bandit, where an agent travels over a graph to maximize the reward collected from different nodes. The graph defines the agent's freedom in selecting the next available nodes at each step. We assume the graph structure is fully available, but the reward distributions are unknown. Built upon an offline graph-based planning algorithm and the principle of optimism, we design a learning algorithm, \texttt{G-UCB}, that balances long-term exploration-exploitation using the principle of optimism. We show that our proposed algorithm achieves $O(\sqrt{|S|T\log(T)}+D|S|\log T)$ learning regret, where $|S|$ is the number of nodes and $D$ is the diameter of the graph, which matches the theoretical lower bound $\Omega(\sqrt{|S|T})$ up to logarithmic factors. To our knowledge, this result is among the first tight regret bounds in non-episodic, un-discounted learning problems with known deterministic transitions. Numerical experiments confirm that our algorithm outperforms several benchmarks.
The estimation of the generalization error of classifiers often relies on a validation set. Such a set is hardly available in few-shot learning scenarios, a highly disregarded shortcoming in the field. In these scenarios, it is common to rely on features extracted from pre-trained neural networks combined with distance-based classifiers such as nearest class mean. In this work, we introduce a Gaussian model of the feature distribution. By estimating the parameters of this model, we are able to predict the generalization error on new classification tasks with few samples. We observe that accurate distance estimates between class-conditional densities are the key to accurate estimates of the generalization performance. Therefore, we propose an unbiased estimator for these distances and integrate it in our numerical analysis. We show that our approach outperforms alternatives such as the leave-one-out cross-validation strategy in few-shot settings.
In recent years there has been growing attention to interpretable machine learning models which can give explanatory insights on their behavior. Thanks to their interpretability, decision trees have been intensively studied for classification tasks, and due to the remarkable advances in mixed-integer programming (MIP), various approaches have been proposed to formulate the problem of training an Optimal Classification Tree (OCT) as a MIP model. We present a novel mixed-integer quadratic formulation for the OCT problem, which exploits the generalization capabilities of Support Vector Machines for binary classification. Our model, denoted as Margin Optimal Classification Tree (MARGOT), encompasses the use of maximum margin multivariate hyperplanes nested in a binary tree structure. To enhance the interpretability of our approach, we analyse two alternative versions of MARGOT, which include feature selection constraints inducing local sparsity of the hyperplanes. First, MARGOT has been tested on non-linearly separable synthetic datasets in 2-dimensional feature space to provide a graphical representation of the maximum margin approach. Finally, the proposed models have been tested on benchmark datasets from the UCI repository. The MARGOT formulation turns out to be easier to solve than other OCT approaches, and the generated tree better generalizes on new observations. The two interpretable versions are effective in selecting the most relevant features and maintaining good prediction quality.
Methods for learning optimal policies use causal machine learning models to create human-interpretable rules for making choices around the allocation of different policy interventions. However, in realistic policy-making contexts, decision-makers often care about trade-offs between outcomes, not just singlemindedly maximising utility for one outcome. This paper proposes an approach termed Multi-Objective Policy Learning (MOPoL) which combines optimal decision trees for policy learning with a multi-objective Bayesian optimisation approach to explore the trade-off between multiple outcomes. It does this by building a Pareto frontier of non-dominated models for different hyperparameter settings. The key here is that a low-cost surrogate function can be an accurate proxy for the very computationally costly optimal tree in terms of expected regret. This surrogate can be fit many times with different hyperparameter values to proxy the performance of the optimal model. The method is applied to a real-world case-study of conditional cash transfers in Morocco where hybrid (partially optimal, partially greedy) policy trees provide good performance as a surrogate for optimal trees while being computationally cheap enough to feasibly fit a Pareto frontier.
Weakly-supervised text classification aims to train a classifier using only class descriptions and unlabeled data. Recent research shows that keyword-driven methods can achieve state-of-the-art performance on various tasks. However, these methods not only rely on carefully-crafted class descriptions to obtain class-specific keywords but also require substantial amount of unlabeled data and takes a long time to train. This paper proposes FastClass, an efficient weakly-supervised classification approach. It uses dense text representation to retrieve class-relevant documents from external unlabeled corpus and selects an optimal subset to train a classifier. Compared to keyword-driven methods, our approach is less reliant on initial class descriptions as it no longer needs to expand each class description into a set of class-specific keywords. Experiments on a wide range of classification tasks show that the proposed approach frequently outperforms keyword-driven models in terms of classification accuracy and often enjoys orders-of-magnitude faster training speed.
Graph neural networks (GNNs) are a popular class of machine learning models whose major advantage is their ability to incorporate a sparse and discrete dependency structure between data points. Unfortunately, GNNs can only be used when such a graph-structure is available. In practice, however, real-world graphs are often noisy and incomplete or might not be available at all. With this work, we propose to jointly learn the graph structure and the parameters of graph convolutional networks (GCNs) by approximately solving a bilevel program that learns a discrete probability distribution on the edges of the graph. This allows one to apply GCNs not only in scenarios where the given graph is incomplete or corrupted but also in those where a graph is not available. We conduct a series of experiments that analyze the behavior of the proposed method and demonstrate that it outperforms related methods by a significant margin.
With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.
High spectral dimensionality and the shortage of annotations make hyperspectral image (HSI) classification a challenging problem. Recent studies suggest that convolutional neural networks can learn discriminative spatial features, which play a paramount role in HSI interpretation. However, most of these methods ignore the distinctive spectral-spatial characteristic of hyperspectral data. In addition, a large amount of unlabeled data remains an unexploited gold mine for efficient data use. Therefore, we proposed an integration of generative adversarial networks (GANs) and probabilistic graphical models for HSI classification. Specifically, we used a spectral-spatial generator and a discriminator to identify land cover categories of hyperspectral cubes. Moreover, to take advantage of a large amount of unlabeled data, we adopted a conditional random field to refine the preliminary classification results generated by GANs. Experimental results obtained using two commonly studied datasets demonstrate that the proposed framework achieved encouraging classification accuracy using a small number of data for training.