Learning to rank via combining representations

Learning to rank -- producing a ranked list of items specific to a query and with respect to a set of supervisory items -- is a problem of general interest. The setting we consider is one in which no analytic description of what constitutes a good ranking is available. Instead, we have a collection of representations and supervisory information consisting of a (target item, interesting items set) pair. We demonstrate -- analytically, in simulation, and in real data examples -- that learning to rank via combining representations using an integer linear program is effective when the supervision is as light as "these few items are similar to your item of interest." While this nomination task is of general interest, for specificity we present our methodology from the perspective of vertex nomination in graphs. The methodology described herein is model agnostic.

A general approach to progressive learning

In biological learning, data is used to improve performance on the task at hand, while simultaneously improving performance on both previously encountered tasks and as yet unconsidered future tasks. In contrast, classical machine learning starts from a blank slate, or tabula rasa, using data only for the single task at hand. While typical transfer learning algorithms can improve performance on future tasks, their performance degrades upon learning new tasks. Many recent approaches have attempted to mitigate this issue, called catastrophic forgetting, to maintain performance given new tasks. But striving to avoid forgetting sets the goal unnecessarily low: the goal of progressive learning, whether biological or artificial, is to improve performance on all tasks (including past and future) with any new data. We propose a general approach to progressive learning that ensembles representations, rather than learners. We show that ensembling representations---including representations learned by decision forests or neural networks---enables both forward and backward transfer on a variety of simulated and real data tasks, including vision, language, and adversarial tasks. This work suggests that further improvements in progressive learning may follow from a deeper understanding of how biological learning achieves such high degrees of efficiency.

A New Age of Computing and the Brain

The history of computer science and brain sciences are intertwined. In his unfinished manuscript "The Computer and the Brain," von Neumann debates whether or not the brain can be thought of as a computing machine and identifies some of the similarities and differences between natural and artificial computation. Turing, in his 1950 article in Mind, argues that computing devices could ultimately emulate intelligence, leading to his proposed Turing test. Herbert Simon predicted in 1957 that most psychological theories would take the form of a computer program. In 1976, David Marr proposed that the function of the visual system could be abstracted and studied at computational and algorithmic levels that did not depend on the underlying physical substrate. In December 2014, a two-day workshop supported by the Computing Community Consortium (CCC) and the National Science Foundation's Computer and Information Science and Engineering Directorate (NSF CISE) was convened in Washington, DC, with the goal of bringing together computer scientists and brain researchers to explore these new opportunities and connections, and develop a new, modern dialogue between the two research communities. Specifically, our objectives were: 1. To articulate a conceptual framework for research at the interface of brain sciences and computing and to identify key problems in this interface, presented in a way that will attract both CISE and brain researchers into this space. 2. To inform and excite researchers within the CISE research community about brain research opportunities and to identify and explain strategic roles they can play in advancing this initiative. 3. To develop new connections, conversations and collaborations between brain sciences and CISE researchers that will lead to highly relevant and competitive proposals, high-impact research, and influential publications.

The Chi-Square Test of Distance Correlation

Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to test any type of dependency structure given sufficient sample size. One major bottleneck is the testing process: because the null distribution of distance correlation depends on the underlying random variables and metric choice, it typically requires a permutation test to estimate the null and compute the p-value, which is very costly for large amount of data. To overcome the difficulty, we propose a centered chi-square distribution, demonstrate it well-approximates the null distribution of unbiased distance correlation, and prove upper tail dominance and distribution bound between them. The resulting distance correlation chi-square test is a nonparametric test for independence, is valid and universally consistent using any strong negative type metric or characteristic kernel, enjoys a similar finite-sample testing power as the standard permutation test, and is provably the most powerful test of distance correlation among all valid tests with known distribution.

The Exact Equivalence of Independence Testing and Two-Sample Testing

Testing independence and testing equality of distributions are two tightly related statistical hypotheses. Several distance and kernel-based statistics are recently proposed to achieve universally consistent testing for either hypothesis. On the distance side, the distance correlation is proposed for independence testing, and the energy statistic is proposed for two-sample testing. On the kernel side, the Hilbert-Schmidt independence criterion is proposed for independence testing and the maximum mean discrepancy is proposed for two-sample testing. In this paper, we show that two-sample testing are special cases of independence testing via an auxiliary label vector, and prove that distance correlation is exactly equivalent to the energy statistic in terms of the population statistic, the sample statistic, and the testing p-value via permutation test. The equivalence can be further generalized to K-sample testing and extended to the kernel regime. As a consequence, it suffices to always use an independence statistic to test equality of distributions, which enables better interpretability of the test statistic and more efficient testing.

AutoGMM: Automatic Gaussian Mixture Modeling in Python

Gaussian mixture modeling is a fundamental tool in clustering, as well as discriminant analysis and semiparametric density estimation. However, estimating the optimal model for any given number of components is an NP-hard problem, and estimating the number of components is in some respects an even harder problem. In R, a popular package called mclust addresses both of these problems. However, Python has lacked such a package. We therefore introduce AutoGMM, a Python algorithm for automatic Gaussian mixture modeling. AutoGMM builds upon scikit-learn's AgglomerativeClustering and GaussianMixture classes, with certain modifications to make the results more stable. Empirically, on several different applications, AutoGMM performs approximately as well as mclust. This algorithm is freely available and therefore further shrinks the gap between functionality of R and Python for data science.

Manifold Forests: Closing the Gap on Neural Networks

Decision forests (DF), in particular random forests and gradient boosting trees, have demonstrated state-of-the-art accuracy compared to other methods in many supervised learning scenarios. In particular, DFs dominate other methods in tabular data, that is, when the feature space is unstructured, so that the signal is invariant to permuting feature indices. However, in structured data lying on a manifold---such as images, text, and speech---neural nets (NN) tend to outperform DFs. We conjecture that at least part of the reason for this is that the input to NN is not simply the feature magnitudes, but also their indices (for example, the convolution operation uses "feature locality"). In contrast, na\"ive DF implementations fail to explicitly consider feature indices. A recently proposed DF approach demonstrates that DFs, for each node, implicitly sample a random matrix from some specific distribution. Here, we build on that to show that one can choose distributions in a \emph{manifold aware fashion}. For example, for image classification, rather than randomly selecting pixels, one can randomly select contiguous patches. We demonstrate the empirical performance of data living on three different manifolds: images, time-series, and a torus. In all three cases, our Manifold Forest (\Mf) algorithm empirically dominates other state-of-the-art approaches that ignore feature space structure, achieving a lower classification error on all sample sizes. This dominance extends to the MNIST data set as well. Moreover, both training and test time is significantly faster for manifold forests as compared to deep nets. This approach, therefore, has promise to enable DFs and other machine learning methods to close the gap with deep nets on manifold-valued data.