No Arabic abstract
Sparse Bayesian Learning (SBL) constructs an extremely sparse probabilistic model with very competitive generalization. However, SBL needs to invert a big covariance matrix with complexity O(M^3 ) (M: feature size) for updating the regularization priors, making it difficult for practical use. There are three issues in SBL: 1) Inverting the covariance matrix may obtain singular solutions in some cases, which hinders SBL from convergence; 2) Poor scalability to problems with high dimensional feature space or large data size; 3) SBL easily suffers from memory overflow for large-scale data. This paper addresses these issues with a newly proposed diagonal Quasi-Newton (DQN) method for SBL called DQN-SBL where the inversion of big covariance matrix is ignored so that the complexity and memory storage are reduced to O(M). The DQN-SBL is thoroughly evaluated on non-linear classifiers and linear feature selection using various benchmark datasets of different sizes. Experimental results verify that DQN-SBL receives competitive generalization with a very sparse model and scales well to large-scale problems.
This paper proposes a novel stochastic version of damped and regularized BFGS method for addressing the above problems.
On April 13th, 2019, OpenAI Five became the first AI system to defeat the world champions at an esports game. The game of Dota 2 presents novel challenges for AI systems such as long time horizons, imperfect information, and complex, continuous state-action spaces, all challenges which will become increasingly central to more capable AI systems. OpenAI Five leveraged existing reinforcement learning techniques, scaled to learn from batches of approximately 2 million frames every 2 seconds. We developed a distributed training system and tools for continual training which allowed us to train OpenAI Five for 10 months. By defeating the Dota 2 world champion (Team OG), OpenAI Five demonstrates that self-play reinforcement learning can achieve superhuman performance on a difficult task.
Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a compressive learning framework where we estimate model parameters from a sketch of the training data. This sketch is a collection of generalized moments of the underlying probability distribution of the data. It can be computed in a single pass on the training set, and is easily computable on streams or distributed datasets. The proposed framework shares similarities with compressive sensing, which aims at drastically reducing the dimension of high-dimensional signals while preserving the ability to reconstruct them. To perform the estimation task, we derive an iterative algorithm analogous to sparse reconstruction algorithms in the context of linear inverse problems. We exemplify our framework with the compressive estimation of a Gaussian Mixture Model (GMM), providing heuristics on the choice of the sketching procedure and theoretical guarantees of reconstruction. We experimentally show on synthetic data that the proposed algorithm yields results comparable to the classical Expectation-Maximization (EM) technique while requiring significantly less memory and fewer computations when the number of database elements is large. We further demonstrate the potential of the approach on real large-scale data (over 10 8 training samples) for the task of model-based speaker verification. Finally, we draw some connections between the proposed framework and approximate Hilbert space embedding of probability distributions using random features. We show that the proposed sketching operator can be seen as an innovative method to design translation-invariant kernels adapted to the analysis of GMMs. We also use this theoretical framework to derive information preservation guarantees, in the spirit of infinite-dimensional compressive sensing.
Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numerical difficulties of the SVMs will become severe with the increase of the sample size. Although there exist many solvers for the SVMs, only few of them are designed by exploiting the special structures of the SVMs. In this paper, we propose a highly efficient sparse semismooth Newton based augmented Lagrangian method for solving a large-scale convex quadratic programming problem with a linear equality constraint and a simple box constraint, which is generated from the dual problems of the SVMs. By leveraging the primal-dual error bound result, the fast local convergence rate of the augmented Lagrangian method can be guaranteed. Furthermore, by exploiting the second-order sparsity of the problem when using the semismooth Newton method,the algorithm can efficiently solve the aforementioned difficult problems. Finally, numerical comparisons demonstrate that the proposed algorithm outperforms the current state-of-the-art solvers for the large-scale SVMs.
Machine Learning (ML) is increasingly being used for computer aided diagnosis of brain related disorders based on structural magnetic resonance imaging (MRI) data. Most of such work employs biologically and medically meaningful hand-crafted features calculated from different regions of the brain. The construction of such highly specialized features requires a considerable amount of time, manual oversight and careful quality control to ensure the absence of errors in the computational process. Recent advances in Deep Representation Learning have shown great promise in extracting highly non-linear and information-rich features from data. In this paper, we present a novel large-scale deep unsupervised approach to learn generic feature representations of structural brain MRI scans, which requires no specialized domain knowledge or manual intervention. Our method produces low-dimensional representations of brain structure, which can be used to reconstruct brain images with very low error and exhibit performance comparable to FreeSurfer features on various classification tasks.