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Register a new userCoresets for Estimating Means and Mean Square Error with Limited Greedy Samples
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In a number of situations, collecting a function value for every data point may be prohibitively expensive, and random sampling ignores any structure in the underlying data. We introduce a scalable optimization algorithm with no correction steps (in contrast to Frank-Wolfe and its variants), a variant of gradient ascent for coreset selection in graphs, that greedily selects a weighted subset of vertices that are deemed most important to sample. Our algorithm estimates the mean of the function by taking a weighted sum only at these vertices, and we provably bound the estimation error in terms of the location and weights of the selected vertices in the graph. In addition, we consider the case where nodes have different selection costs and provide bounds on the quality of the low-cost selected coresets. We demonstrate the benefits of our algorithm on the semi-supervised node classification of graph convolutional neural network, point clouds and structured graphs, as well as sensor placement where the cost of placing sensors depends on the location of the placement. We also elucidate that the empirical convergence of our proposed method is faster than random selection and various clustering methods while still respecting sensor placement cost. The paper concludes with validation of the developed algorithm on both synthetic and real datasets, demonstrating that it outperforms the current state of the art.
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Coreset is usually a small weighted subset of $n$ input points in $mathbb{R}^d$, that provably approximates their loss function for a given set of queries (models, classifiers, etc.). Coresets become increasingly common in machine learning since existing heuristics or inefficient algorithms may be improved by running them possibly many times on the small coreset that can be maintained for streaming distributed data. Coresets can be obtained by sensitivity (importance) sampling, where its size is proportional to the total sum of sensitivities. Unfortunately, computing the sensitivity of each point is problem dependent and may be harder to compute than the original optimization problem at hand. We suggest a generic framework for computing sensitivities (and thus coresets) for wide family of loss functions which we call near-convex functions. This is by suggesting the $f$-SVD factorization that generalizes the SVD factorization of matrices to functions. Example applications include coresets that are either new or significantly improves previous results, such as SVM, Logistic regression, M-estimators, and $ell_z$-regression. Experimental results and open source are also provided.
We design and mathematically analyze sampling-based algorithms for regularized loss minimization problems that are implementable in popular computational models for large data, in which the access to the data is restricted in some way. Our main result is that if the regularizers effect does not become negligible as the norm of the hypothesis scales, and as the data scales, then a uniform sample of modest size is with high probability a coreset. In the case that the loss function is either logistic regression or soft-margin support vector machines, and the regularizer is one of the common recommended choices, this result implies that a uniform sample of size $O(d sqrt{n})$ is with high probability a coreset of $n$ points in $Re^d$. We contrast this upper bound with two lower bounds. The first lower bound shows that our analysis of uniform sampling is tight; that is, a smaller uniform sample will likely not be a core set. The second lower bound shows that in some sense uniform sampling is close to optimal, as significantly smaller core sets do not generally exist.
Biclustering is the task of simultaneously clustering the rows and columns of the data matrix into different subgroups such that the rows and columns within a subgroup exhibit similar patterns. In this paper, we consider the case of producing block-diagonal biclusters. We provide a new formulation of the biclustering problem based on the idea of minimizing the empirical clustering risk. We develop and prove a consistency result with respect to the empirical clustering risk. Since the optimization problem is combinatorial in nature, finding the global minimum is computationally intractable. In light of this fact, we propose a simple and novel algorithm that finds a local minimum by alternating the use of an adapted version of the k-means clustering algorithm between columns and rows. We evaluate and compare the performance of our algorithm to other related biclustering methods on both simulated data and real-world gene expression data sets. The results demonstrate that our algorithm is able to detect meaningful structures in the data and outperform other competing biclustering methods in various settings and situations.
PAC-learning usually aims to compute a small subset ($varepsilon$-sample/net) from $n$ items, that provably approximates a given loss function for every query (model, classifier, hypothesis) from a given set of queries, up to an additive error $varepsilonin(0,1)$. Coresets generalize this idea to support multiplicative error $1pmvarepsilon$. Inspired by smoothed analysis, we suggest a natural generalization: approximate the emph{average} (instead of the worst-case) error over the queries, in the hope of getting smaller subsets. The dependency between errors of different queries implies that we may no longer apply the Chernoff-Hoeffding inequality for a fixed query, and then use the VC-dimension or union bound. This paper provides deterministic and randomized algorithms for computing such coresets and $varepsilon$-samples of size independent of $n$, for any finite set of queries and loss function. Example applications include new and improved coreset constructions for e.g. streaming vector summarization [ICML17] and $k$-PCA [NIPS16]. Experimental results with open source code are provided.
Modern neural networks have the capacity to overfit noisy labels frequently found in real-world datasets. Although great progress has been made, existing techniques are limited in providing theoretical guarantees for the performance of the neural networks trained with noisy labels. Here we propose a novel approach with strong theoretical guarantees for robust training of deep networks trained with noisy labels. The key idea behind our method is to select weighted subsets (coresets) of clean data points that provide an approximately low-rank Jacobian matrix. We then prove that gradient descent applied to the subsets do not overfit the noisy labels. Our extensive experiments corroborate our theory and demonstrate that deep networks trained on our subsets achieve a significantly superior performance compared to state-of-the art, e.g., 6% increase in accuracy on CIFAR-10 with 80% noisy labels, and 7% increase in accuracy on mini Webvision.
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