## 30 December 2009

### Some random NIPS thoughts...

I missed the first two days of NIPS due to teaching. Which is sad -- I heard there were great things on the first day. I did end up seeing a lot that was nice. But since I missed stuff, I'll instead post some paper suggests from one of my students, Piyush Rai, who was there. You can tell his biases from his selections, but that's life :). More of my thoughts after his notes...

Says Piyush:

There was an interesting tutorial by Gunnar Martinsson on using randomization to speed-up matrix factorization (SVD, PCA etc) of really really large matrices (by "large", I mean something like 106 x 106). People typically use Krylov subspace methods (e.g., the Lanczos algo) but these require multiple passes over the data. It turns out that with the randomized approach, you can do it in a single pass or a small number of passes (so it can be useful in a streaming setting). The idea is quite simple. Let's assume you want the top K evals/evecs of a large matrix A. The randomized method draws K *random* vectors from a Gaussian and uses them in some way (details here) to get a "smaller version" of A on which doing SVD can be very cheap. Having got the evals/evecs of B, a simple transformation will give you the same for the original matrix A.
The success of many matrix factorization methods (e.g., the Lanczos) also depends on how quickly the spectrum decays (eigenvalues) and they also suggest ways of dealing with cases where the spectrum doesn't quite decay that rapidly.

Some papers from the main conference that I found interesting:

Distribution Matching for Transduction (Alex Smola and 2 other guys): They use maximum mean discrepancy (MMD) to do predictions in a transduction setting (i.e., when you also have the test data at training time). The idea is to use the fact that we expect the output functions f(X) and f(X') to be the same or close to each other (X are training and X' are test inputs). So instead of using the standard regularized objective used in the inductive setting, they use the distribution discrepancy (measured by say D) of f(X) and f(X') as a regularizer. D actually decomposes over pairs of training and test examples so one can use a stochastic approximation of D (D_i for the i-th pair of training and test inputs) and do something like an SGD.

Semi-supervised Learning using Sparse Eigenfunction Bases (Sinha and Belkin from Ohio): This paper uses the cluster assumption of semi-supervised learning. They use unlabeled data to construct a set of basis functions and then use labeled data in the LASSO framework to select a sparse combination of basis functions to learn the final classifier.

Streaming k-means approximation (Nir Ailon et al.): This paper does an online optimization of the k-means objective function. The algo is based on the previously proposed kmeans++ algorithm.

The Wisdom of Crowds in the Recollection of Order Information. It's about aggregating rank information from various individuals to reconstruct the global ordering.

Dirichlet-Bernoulli Alignment: A Generative Model for Multi-Class Multi-Label Multi-Instance Corpora (by some folks at gatech): The problem setting is interesting here. Here the "multi-instance" is a bit of a misnomer. It means that each example in turn can consists of several sub-examples (which they call instances). E.g., a document consists of several paragraphs, or a webpage consists of text, images, videos.

Construction of Nonparametric Bayesian Models from Parametric Bayes Equations (Peter Orbanz): If you care about Bayesian nonparametrics. :) It basically builds on the Kolmogorov consistency theorem to formalize and sort of gives a recipe for the construction of nonparametric Bayesian models from their parametric counterparts. Seemed to be a good step in the right direction.

Indian Buffet Processes with Power-law Behavior (YWT and Dilan Gorur): This paper actually does the exact opposite of what I had thought of doing for IBP. The IBP (akin to the sense of the Dirichlet process) encourages the "rich-gets-richer" phenomena in the sense that a dish that has been already selected by a lot of customers is highly likely to be selected by future customers as well. This leads to the expected number of dishes (and thus the latent-features) to be something like O(alpha* log n). This paper tries to be even more aggressive and makes the relationship have a power-law behavior. What I wanted to do was a reverse behavior -- maybe more like a "socialist IBP" :) where the customers in IBP are sort of evenly distributed across the dishes.
The rest of this post are random thoughts that occurred to me at NIPS. Maybe some of them will get other people's wheels turning? This was originally an email I sent to my students, but I figured I might as well post it for the world. But forgive the lack of capitalization :):

persi diaconis' invited talk about reinforcing random walks... that is, you take a random walk, but every time you cross an edge, you increase the probability that you re-cross that edge (see coppersmith + diaconis, rolles + diaconis).... this relates to a post i had a while ago: nlpers.blogspot.com/2007/04/multinomial-on-graph.html ... i'm thinking that you could set up a reinforcing random walk on a graph to achieve this. the key problem is how to compute things -- basically want you want is to know for two nodes i,j in a graph and some n >= 0, whether there exists a walk from i to j that takes exactly n steps. seems like you could craft a clever data structure to answer this question, then set up a graph multinomial based on this, with reinforcement (the reinforcement basically looks like the additive counts you get from normal multinomials)... if you force n=1 and have a fully connected graph, you should recover a multinomial/dirichlet pair.

also from persi's talk, persi and some guy sergei (sergey?) have a paper on variable length markov chains that might be interesting to look at, perhaps related to frank wood's sequence memoizer paper from icml last year.

finally, also from persi's talk, steve mc_something from ohio has a paper on using common gamma distributions in different rows to set dependencies among markov chains... this is related to something i was thinking about a while ago where you want to set up transition matrices with stick-breaking processes, and to have a common, global, set of sticks that you draw from... looks like this steve mc_something guy has already done this (or something like it).

not sure what made me think of this, but related to a talk we had here a few weeks ago about unit tests in scheme, where they basically randomly sample programs to "hope" to find bugs... what about setting this up as an RL problem where your reward is high if you're able to find a bug with a "simple" program... something like 0 if you don't find a bug, or 1/`|P|` if you find a bug with program P. (i think this came up when i was talking to percy -- liang, the other one -- about some semantics stuff he's been looking at.) afaik, no one in PL land has tried ANYTHING remotely like this... it's a little tricky because of the infinite but discrete state space (of programs), but something like an NN-backed Q-learning might do something reasonable :P.

i also saw a very cool "survey of vision" talk by bill freeman... one of the big problems they talked about was that no one has a good p(image) prior model. the example given was that you usually have de-noising models like p(image)*p(noisy image|image) and you can weight p(image) by ^alpha... as alpha goes to zero, you should just get a copy of your noisy image... as alpha goes to infinity, you should end up getting a good image, maybe not the one you *want*, but an image nonetheless. this doesn't happen.

one way you can see that this doesn't happen is in the following task. take two images and overlay them. now try to separate the two. you *clearly* need a good prior p(image) to do this, since you've lost half your information.

i was thinking about what this would look like in language land. one option would be to take two sentences and randomly interleave their words, and try to separate them out. i actually think that we could solve this tasks pretty well. you could probably formulate it as a FST problem, backed by a big n-gram language model. alternatively, you could take two DOCUMENTS and randomly interleave their sentences, and try to separate them out. i think we would fail MISERABLY on this task, since it requires actually knowing what discourse structure looks like. a sentence n-gram model wouldn't work, i don't think. (although maybe it would? who knows.) anyway, i thought it was an interesting thought experiment. i'm trying to think if this is actually a real world problem... it reminds me a bit of a paper a year or so ago where they try to do something similar on IRC logs, where you try to track who is speaking when... you could also do something similar on movie transcripts.

hierarchical topic models with latent hierarchies drawn from the coalescent, kind of like hdp, but not quite. (yeah yeah i know i'm like a parrot with the coalescent, but it's pretty freaking awesome :P.)

That's it! Hope you all had a great holiday season, and enjoy your New Years (I know I'm going skiing. A lot. So there, Fernando! :)).

## 16 December 2009

### From Kivenen/Warmuth and EG to CW learning and Adaptive Regularization

This post is a bit of a historical retrospective, because it's only been recently that these things have aligned themselves in my head.

The all goes back to Jyrki Kivenen and Manfred Warmuth's paper on exponentiated gradient descent that dates back to STOC 1995. For those who haven't read this paper, or haven't read it recently, it's a great read (although it tends to repeat itself a lot). It's particularly interesting because they derive gradient descent and exponentiated gradient descent (GD and EG) as a consequence of other assumptions.

In particular, suppose we have an online learning problem, where at each time step we receive an example x, make a linear prediction (w'x) and then suffer a loss. The idea is that if we suffer no loss, then we leave w as is; if we do suffer a loss, then we want to balance two goals:

1. Change w enough so that we wouldn't make this error again
2. Don't change w too much
The key question is how to define "too much." Suppose that we measure changes in w by looking at Euclidean distance between the updated w and the old w. If we work through the math for enforcing 1 while minimizing 2, we derive the gradient descent update rule that's been used for optimizing, eg., perceptrons for squared loss for ages.

The magic is what happens if we use something other than Euclidean distance. If, instead, we assume that the ws are all positive, we can use an (unnormalized) KL divergence to measure differences between weight vectors. Doing this leads to multiplicative updates, or the exponentiated gradient algorithm.

(Obvious (maybe?) open question: what happens if you replace the distance with some other divergence, say a Bregman, or alpha or phi-divergence?)

This line of thinking leads naturally to Crammer et al.'s work on Online Passive Aggressive algorithms, from JMLR 2006. Here, the idea remains the same, but instead of simply ensuring that we make a correct classification, ala rule (1) above, we ensure that we make a correct classification with a margin of at least 1. They use Euclidean distance to measure the difference in weight vectors, and, for many cases, can get closed-form updates that look GD-like, but not exactly GD. (Aside: what happens if you use, eg., KL instead of Euclidean?)

Two years later, Mark Dredze, Koby Crammer and Fernando Pereira presented Confidence-Weighted Linear Classification. The idea here is the same: don't change the weight vectors too much, but achieve good classification. The insight here is to represent weight vectors by distributions over weight vectors, and the goal is to change these distributions enough, but not too much. Here, we go back to KL, because KL makes more sense for distributions, and make a Gaussian assumption on the weight vector distribution. (This has close connections both to PAC-Bayes and, if I'm wearing my Bayesian hat, Kalman filtering when you make a Gaussian assumption on the posterior, even though it's not really Gaussian... it would be interesting to see how these similarities play out.)

The cool thing here is that you effectively get variable learning rates on different parameters, where confident parameters get moved less. (In practice, one really awesome effect is that you tend to only need one pass over your training data to do a good job!) If you're interested in the Bayesian connection, you can get a very similar style algorithm if you do EP on a Bayesian classification algorithm (by Stern, Herbrich and Graepel), which is what Microsoft Bing uses for online ads.

This finally bring us to NIPS this year, where Koby Crammer, Alex Kulesza and Mark Dredze presented work on Adaptive Regularization of Weight Vectors. Here, they take Confidence Weighted classification and turn the constraints into pieces of the regularizer (somewhat akin to doing a Lagrangian trick). Doing so allows them to derive a representer theorem. But again, the intuition is exactly the same: don't change the classifier too much, but enough.

All in all, this is a very interesting line of work. The reason I'm posting about it is because I think seeing the connections makes it easier to sort these different ideas into bins in my head, depending on what your loss is (squared versus hinge), what your classifier looks like (linear versus distribution over linear) and what your notion of "similar classifiers" is (Euclidean or KL).

(Aside: Tong Zhang has a paper on regularized winnow methods, which fits in here somewhere, but not quite as cleanly.)