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Register a new userRandom Forests for Adaptive Nearest Neighbor Estimation of Information-Theoretic Quantities
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Information-theoretic quantities, such as conditional entropy and mutual information, are critical data summaries for quantifying uncertainty. Current widely used approaches for computing such quantities rely on nearest neighbor methods and exhibit both strong performance and theoretical guarantees in certain simple scenarios. However, existing approaches fail in high-dimensional settings and when different features are measured on different scales.We propose decision forest-based adaptive nearest neighbor estimators and show that they are able to effectively estimate posterior probabilities, conditional entropies, and mutual information even in the aforementioned settings.We provide an extensive study of efficacy for classification and posterior probability estimation, and prove certain forest-based approaches to be consistent estimators of the true posteriors and derived information-theoretic quantities under certain assumptions. In a real-world connectome application, we quantify the uncertainty about neuron type given various cellular features in the Drosophila larva mushroom body, a key challenge for modern neuroscience.
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We describe Information Forests, an approach to classification that generalizes Random Forests by replacing the splitting criterion of non-leaf nodes from a discriminative one -- based on the entropy of the label distribution -- to a generative one -- based on maximizing the information divergence between the class-conditional distributions in the resulting partitions. The basic idea consists of deferring classification until a measure of classification confidence is sufficiently high, and instead breaking down the data so as to maximize this measure. In an alternative interpretation, Information Forests attempt to partition the data into subsets that are as informative as possible for the purpose of the task, which is to classify the data. Classification confidence, or informative content of the subsets, is quantified by the Information Divergence. Our approach relates to active learning, semi-supervised learning, mixed generative/discriminative learning.
Given a data set $mathcal{D}$ containing millions of data points and a data consumer who is willing to pay for $$X$ to train a machine learning (ML) model over $mathcal{D}$, how should we distribute this $$X$ to each data point to reflect its value? In this paper, we define the relative value of data via the Shapley value, as it uniquely possesses properties with appealing real-world interpretations, such as fairness, rationality and decentralizability. For general, bounded utility functions, the Shapley value is known to be challenging to compute: to get Shapley values for all $N$ data points, it requires $O(2^N)$ model evaluations for exact computation and $O(Nlog N)$ for $(epsilon, delta)$-approximation. In this paper, we focus on one popular family of ML models relying on $K$-nearest neighbors ($K$NN). The most surprising result is that for unweighted $K$NN classifiers and regressors, the Shapley value of all $N$ data points can be computed, exactly, in $O(Nlog N)$ time -- an exponential improvement on computational complexity! Moreover, for $(epsilon, delta)$-approximation, we are able to develop an algorithm based on Locality Sensitive Hashing (LSH) with only sublinear complexity $O(N^{h(epsilon,K)}log N)$ when $epsilon$ is not too small and $K$ is not too large. We empirically evaluate our algorithms on up to $10$ million data points and even our exact algorithm is up to three orders of magnitude faster than the baseline approximation algorithm. The LSH-based approximation algorithm can accelerate the value calculation process even further. We then extend our algorithms to other scenarios such as (1) weighed $K$NN classifiers, (2) different data points are clustered by different data curators, and (3) there are data analysts providing computation who also requires proper valuation.
Nonparametric estimation of mutual information is used in a wide range of scientific problems to quantify dependence between variables. The k-nearest neighbor (knn) methods are consistent, and therefore expected to work well for large sample size. These methods use geometrically regular local volume elements. This practice allows maximum localization of the volume elements, but can also induce a bias due to a poor description of the local geometry of the underlying probability measure. We introduce a new class of knn estimators that we call geometric knn estimators (g-knn), which use more complex local volume elements to better model the local geometry of the probability measures. As an example of this class of estimators, we develop a g-knn estimator of entropy and mutual information based on elliptical volume elements, capturing the local stretching and compression common to a wide range of dynamical systems attractors. A series of numerical examples in which the thickness of the underlying distribution and the sample sizes are varied suggest that local geometry is a source of problems for knn methods such as the Kraskov-St{o}gbauer-Grassberger (KSG) estimator when local geometric effects cannot be removed by global preprocessing of the data. The g-knn method performs well despite the manipulation of the local geometry. In addition, the examples suggest that the g-knn estimators can be of particular relevance to applications in which the system is large, but data size is limited.
Existing guarantees in terms of rigorous upper bounds on the generalization error for the original random forest algorithm, one of the most frequently used machine learning methods, are unsatisfying. We discuss and evaluate various PAC-Bayesian approaches to derive such bounds. The bounds do not require additional hold-out data, because the out-of-bag samples from the bagging in the training process can be exploited. A random forest predicts by taking a majority vote of an ensemble of decision trees. The first approach is to bound the error of the vote by twice the error of the corresponding Gibbs classifier (classifying with a single member of the ensemble selected at random). However, this approach does not take into account the effect of averaging out of errors of individual classifiers when taking the majority vote. This effect provides a significant boost in performance when the errors are independent or negatively correlated, but when the correlations are strong the advantage from taking the majority vote is small. The second approach based on PAC-Bayesian C-bounds takes dependencies between ensemble members into account, but it requires estimating correlations between the errors of the individual classifiers. When the correlations are high or the estimation is poor, the bounds degrade. In our experiments, we compute generalization bounds for random forests on various benchmark data sets. Because the individual decision trees already perform well, their predictions are highly correlated and the C-bounds do not lead to satisfactory results. For the same reason, the bounds based on the analysis of Gibbs classifiers are typically superior and often reasonably tight. Bounds based on a validation set coming at the cost of a smaller training set gave better performance guarantees, but worse performance in most experiments.
The k-Nearest Neighbors (kNN) classifier is a fundamental non-parametric machine learning algorithm. However, it is well known that it suffers from the curse of dimensionality, which is why in practice one often applies a kNN classifier on top of a (pre-trained) feature transformation. From a theoretical perspective, most, if not all theoretical results aimed at understanding the kNN classifier are derived for the raw feature space. This leads to an emerging gap between our theoretical understanding of kNN and its practical applications. In this paper, we take a first step towards bridging this gap. We provide a novel analysis on the convergence rates of a kNN classifier over transformed features. This analysis requires in-depth understanding of the properties that connect both the transformed space and the raw feature space. More precisely, we build our convergence bound upon two key properties of the transformed space: (1) safety -- how well can one recover the raw posterior from the transformed space, and (2) smoothness -- how complex this recovery function is. Based on our result, we are able to explain why some (pre-trained) feature transformations are better suited for a kNN classifier than other. We empirically validate that both properties have an impact on the kNN convergence on 30 feature transformations with 6 benchmark datasets spanning from the vision to the text domain.
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