No Arabic abstract
Contemporary machine learning applications often involve classification tasks with many classes. Despite their extensive use, a precise understanding of the statistical properties and behavior of classification algorithms is still missing, especially in modern regimes where the number of classes is rather large. In this paper, we take a step in this direction by providing the first asymptotically precise analysis of linear multiclass classification. Our theoretical analysis allows us to precisely characterize how the test error varies over different training algorithms, data distributions, problem dimensions as well as number of classes, inter/intra class correlations and class priors. Specifically, our analysis reveals that the classification accuracy is highly distribution-dependent with different algorithms achieving optimal performance for different data distributions and/or training/features sizes. Unlike linear regression/binary classification, the test error in multiclass classification relies on intricate functions of the trained model (e.g., correlation between some of the trained weights) whose asymptotic behavior is difficult to characterize. This challenge is already present in simple classifiers, such as those minimizing a square loss. Our novel theoretical techniques allow us to overcome some of these challenges. The insights gained may pave the way for a precise understanding of other classification algorithms beyond those studied in this paper.
Deep Q-Learning is an important reinforcement learning algorithm, which involves training a deep neural network, called Deep Q-Network (DQN), to approximate the well-known Q-function. Although wildly successful under laboratory conditions, serious gaps between theory and practice as well as a lack of formal guarantees prevent its use in the real world. Adopting a dynamical systems perspective, we provide a theoretical analysis of a popular version of Deep Q-Learning under realistic and verifiable assumptions. More specifically, we prove an important result on the convergence of the algorithm, characterizing the asymptotic behavior of the learning process. Our result sheds light on hitherto unexplained properties of the algorithm and helps understand empirical observations, such as performance inconsistencies even after training. Unlike previous theories, our analysis accommodates state Markov processes with multiple stationary distributions. In spite of the focus on Deep Q-Learning, we believe that our theory may be applied to understand other deep learning algorithms
Generative Adversarial Networks (GANs) have been successful in producing outstanding results in areas as diverse as image, video, and text generation. Building on these successes, a large number of empirical studies have validated the benefits of the cousin approach called Wasserstein GANs (WGANs), which brings stabilization in the training process. In the present paper, we add a new stone to the edifice by proposing some theoretical advances in the properties of WGANs. First, we properly define the architecture of WGANs in the context of integral probability metrics parameterized by neural networks and highlight some of their basic mathematical features. We stress in particular interesting optimization properties arising from the use of a parametric 1-Lipschitz discriminator. Then, in a statistically-driven approach, we study the convergence of empirical WGANs as the sample size tends to infinity, and clarify the adversarial effects of the generator and the discriminator by underlining some trade-off properties. These features are finally illustrated with experiments using both synthetic and real-world datasets.
Semi-supervised learning (SSL) uses unlabeled data for training and has been shown to greatly improve performance when compared to a supervised approach on the labeled data available. This claim depends both on the amount of labeled data available and on the algorithm used. In this paper, we compute analytically the gap between the best fully-supervised approach using only labeled data and the best semi-supervised approach using both labeled and unlabeled data. We quantify the best possible increase in performance obtained thanks to the unlabeled data, i.e. we compute the accuracy increase due to the information contained in the unlabeled data. Our work deals with a simple high-dimensional Gaussian mixture model for the data in a Bayesian setting. Our rigorous analysis builds on recent theoretical breakthroughs in high-dimensional inference and a large body of mathematical tools from statistical physics initially developed for spin glasses.
This paper introduces a new online learning framework for multiclass classification called learning with diluted bandit feedback. At every time step, the algorithm predicts a candidate label set instead of a single label for the observed example. It then receives feedback from the environment whether the actual label lies in this candidate label set or not. This feedback is called diluted bandit feedback. Learning in this setting is even more challenging than the bandit feedback setting, as there is more uncertainty in the supervision. We propose an algorithm for multiclass classification using dilute bandit feedback (MC-DBF), which uses the exploration-exploitation strategy to predict the candidate set in each trial. We show that the proposed algorithm achieves O(T^{1-frac{1}{m+2}}) mistake bound if candidate label set size (in each step) is m. We demonstrate the effectiveness of the proposed approach with extensive simulations.
Linear classification has been widely used in many high-dimensional applications like text classification. To perform linear classification for large-scale tasks, we often need to design distributed learning methods on a cluster of multiple machines. In this paper, we propose a new distributed learning method, called feature-distributed stochastic variance reduced gradient (FD-SVRG) for high-dimensional linear classification. Unlike most existing distributed learning methods which are instance-distributed, FD-SVRG is feature-distributed. FD-SVRG has lower communication cost than other instance-distributed methods when the data dimensionality is larger than the number of data instances. Experimental results on real data demonstrate that FD-SVRG can outperform other state-of-the-art distributed methods for high-dimensional linear classification in terms of both communication cost and wall-clock time, when the dimensionality is larger than the number of instances in training data.