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Masashi Sugiyama

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Published work

111 published item(s)

preprint2026arXiv

Data-dependent Exploration for Online Reinforcement Learning from Human Feedback

Online reinforcement learning from human feedback (RLHF) has emerged as a promising paradigm for aligning large language models (LLMs) by continuously collecting new preference feedback during training. A foundational challenge in this setting is exploration, which requires algorithms that enable the LLMs to generate informative comparisons that improve sample-efficiency in online RLHF. Existing exploration strategies often derive bonuses via on-policy expectations, which are difficult to estimate reliably from the limited historical preference data available during training; as a result, the policy can prematurely down-weight under-explored regions that may contain high-value behaviors. In this paper, we propose data-dependent exploration for preference optimization (DEPO), a simple and scalable method that leverages historical data to construct an extra uncertainty bonus for high-uncertainty regions, encouraging exploration toward potentially high-value data. Theoretically, we provide a data-dependent regret bound for the proposed algorithm, showing that it adapts to the hardness of the learning task itself and can be tighter than worst-case bounds in practice. Empirically, the proposed method consistently outperforms strong baselines across benchmarks, demonstrating improved sample efficiency.

preprint2026arXiv

Decomposing the Basic Abilities of Large Language Models: Mitigating Cross-Task Interference in Multi-Task Instruct-Tuning

Recently, the prominent performance of large language models (LLMs) has been largely driven by multi-task instruct-tuning. Unfortunately, this training paradigm suffers from a key issue, named cross-task interference, due to conflicting gradients over shared parameters among different tasks. Some previous methods mitigate this issue by isolating task-specific parameters, e.g., task-specific neuron selection and mixture-of-experts. In this paper, we empirically reveal that the cross-task interference still exists for the existing solutions because of many parameters also shared by different tasks, and accordingly, we propose a novel solution, namely Basic Abilities Decomposition for multi-task Instruct-Tuning (BADIT). Specifically, we empirically find that certain parameters are consistently co-activated, and that co-activated parameters naturally organize into base groups. This motivates us to analogize that LLMs encode several orthogonal basic abilities, and that any task can be represented as a linear combination of these abilities. Accordingly, we propose BADIT that decomposes LLM parameters into orthogonal high-singular-value LoRA experts representing basic abilities, and dynamically enforces their orthogonality during training via spherical clustering of rank-1 components. We conduct extensive experiments on the SuperNI benchmark with 6 LLMs, and empirical results demonstrate that BADIT can outperform SOTA methods and mitigate the degree of cross-task interference.

preprint2026arXiv

Embracing Biased Transition Matrices for Complementary-Label Learning with Many Classes

Complementary-label learning (CLL) is a weakly supervised paradigm where instances are labeled with classes they do not belong to. Despite a decade of research, CLL methods remain competitive mainly on 10-class classification, with scaling to large label spaces continuing to be an enduring bottleneck. This limitation stems from the common assumption of uniform label generation in traditional methods, which fatally dilutes the learning signal in many-class settings. In this paper, we demonstrate that this long-standing barrier can be overcome by deliberately designing a biased (non-uniform) generation process that restricts complementary labels to a subset of classes. This finding motivates us to propose Bias-Induced Constrained Labeling (BICL), a principled framework spanning data collection to training that leverages this bias. BICL enables effective learning on CIFAR-100 and TinyImageNet-200, achieving more than sevenfold accuracy improvements over traditional methods. Our findings establish a new trajectory for making CLL feasible for many classes in real-world applications.

preprint2026arXiv

Proteo-R1: Reasoning Foundation Models for De Novo Protein Design

Deep learning in \emph{de novo} protein design has achieved atomic-level fidelity. However, existing models remain largely non-deliberative: they directly synthesize molecular geometries without explicitly reasoning about which residues or interactions are functionally essential. As a result, design decisions are entangled with continuous sampling dynamics, limiting interpretability, controllability, and systematic reuse of biochemical knowledge. We introduce \textbf{Proteo-R1}, a reasoning-guided protein design framework that explicitly decouples \emph{molecular understanding} from \emph{geometric generation}. Proteo-R1 adopts a dual-expert architecture in which a multimodal large language model (MLLM) serves as an \emph{understanding expert}, analyzing protein sequences, structures, and textual context to identify key functional residues that govern binding and specificity. These residue-level decisions are then passed as hard constraints to a separate diffusion-based \emph{generation expert}, which performs conditional co-design while respecting the fixed interaction anchors. This factorization mirrors how human experts approach molecular engineering: first, reasoning about critical interactions, then optimizing geometry subject to those constraints. By operationalizing reasoning as explicit residue-level commitments rather than latent textual guidance, Proteo-R1 achieves stable, interpretable, and modular integration of LLM reasoning with state-of-the-art geometric generative models. Code, data, and demos are available at https://smiles724.github.io/r1/.

preprint2026arXiv

Shaping Schema via Language Representation as the Next Frontier for LLM Intelligence Expanding

Although natural language is the default medium for Large Language Models (LLMs), its limited expressive capacity creates a profound bottleneck for complex problem-solving. While recent advancements in AI have relied heavily on scaling, merely internalizing knowledge does not guarantee its effective application. Defining language representation as the linguistic and symbolic constructs used to map and model the real world, this paper argues that shaping schemas through advanced language representation is the next frontier for expanding LLM intelligence. We posit that an LLM's knowledge activation and organization -- its schema -- depends heavily on the structural and symbolic sophistication of the language used to represent a given task. This paper contributes both a formalization of this claim and the empirical evidence to support it. With a new formalization, we present multiple lines of evidence to support our position: Firstly, we review recent empirical practices and emerging methodologies that demonstrate the substantial performance gains achievable through deliberate language representation design, even without modifying model parameters or scale. Secondly, we conduct controlled experiments showing that LLM performance and its internal feature activations vary under different language representations of the same underlying task. Together, these findings highlight language representation design as a promising direction for future research.

preprint2024arXiv

The Survival Bandit Problem

We introduce and study a new variant of the multi-armed bandit problem (MAB), called the survival bandit problem (S-MAB). While in both problems, the objective is to maximize the so-called cumulative reward, in this new variant, the procedure is interrupted if the cumulative reward falls below a preset threshold. This simple yet unexplored extension of the MAB follows from many practical applications. For example, when testing two medicines against each other on voluntary patients, people's health are at stake, and it is necessary to be able to interrupt experiments if serious side effects occur or if the disease syndromes are not dissipated by the treatment. From a theoretical perspective, the S-MAB is the first variant of the MAB where the procedure may or may not be interrupted. We start by formalizing the S-MAB and we define its objective as the minimization of the so-called survival regret, which naturally generalizes the regret of the MAB. Then, we show that the objective of the S-MAB is considerably more difficult than the MAB, in the sense that contrary to the MAB, no policy can achieve a reasonably small (i.e., sublinear) survival regret. Instead, we minimize the survival regret in the sense of Pareto, i.e., we seek a policy whose cumulative reward cannot be improved for some problem instance without being sacrificed for another one. For that purpose, we identify two key components in the survival regret: the regret given no ruin (which corresponds to the regret in the MAB), and the probability that the procedure is interrupted, called the probability of ruin. We derive a lower bound on the probability of ruin, as well as policies whose probability of ruin matches the lower bound. Finally, based on a doubling trick on those policies, we derive a policy which minimizes the survival regret in the sense of Pareto, giving an answer to an open problem by Perotto et al. (COLT 2019).

preprint2023arXiv

Adapting to Online Label Shift with Provable Guarantees

The standard supervised learning paradigm works effectively when training data shares the same distribution as the upcoming testing samples. However, this stationary assumption is often violated in real-world applications, especially when testing data appear in an online fashion. In this paper, we formulate and investigate the problem of \emph{online label shift} (OLaS): the learner trains an initial model from the labeled offline data and then deploys it to an unlabeled online environment where the underlying label distribution changes over time but the label-conditional density does not. The non-stationarity nature and the lack of supervision make the problem challenging to be tackled. To address the difficulty, we construct a new unbiased risk estimator that utilizes the unlabeled data, which exhibits many benign properties albeit with potential non-convexity. Building upon that, we propose novel online ensemble algorithms to deal with the non-stationarity of the environments. Our approach enjoys optimal \emph{dynamic regret}, indicating that the performance is competitive with a clairvoyant who knows the online environments in hindsight and then chooses the best decision for each round. The obtained dynamic regret bound scales with the intensity and pattern of label distribution shift, hence exhibiting the adaptivity in the OLaS problem. Extensive experiments are conducted to validate the effectiveness and support our theoretical findings.

preprint2022arXiv

Adaptive Inertia: Disentangling the Effects of Adaptive Learning Rate and Momentum

Adaptive Moment Estimation (Adam), which combines Adaptive Learning Rate and Momentum, would be the most popular stochastic optimizer for accelerating the training of deep neural networks. However, it is empirically known that Adam often generalizes worse than Stochastic Gradient Descent (SGD). The purpose of this paper is to unveil the mystery of this behavior in the diffusion theoretical framework. Specifically, we disentangle the effects of Adaptive Learning Rate and Momentum of the Adam dynamics on saddle-point escaping and flat minima selection. We prove that Adaptive Learning Rate can escape saddle points efficiently, but cannot select flat minima as SGD does. In contrast, Momentum provides a drift effect to help the training process pass through saddle points, and almost does not affect flat minima selection. This partly explains why SGD (with Momentum) generalizes better, while Adam generalizes worse but converges faster. Furthermore, motivated by the analysis, we design a novel adaptive optimization framework named Adaptive Inertia, which uses parameter-wise adaptive inertia to accelerate the training and provably favors flat minima as well as SGD. Our extensive experiments demonstrate that the proposed adaptive inertia method can generalize significantly better than SGD and conventional adaptive gradient methods.

preprint2022arXiv

Adversarial Attack and Defense for Non-Parametric Two-Sample Tests

Non-parametric two-sample tests (TSTs) that judge whether two sets of samples are drawn from the same distribution, have been widely used in the analysis of critical data. People tend to employ TSTs as trusted basic tools and rarely have any doubt about their reliability. This paper systematically uncovers the failure mode of non-parametric TSTs through adversarial attacks and then proposes corresponding defense strategies. First, we theoretically show that an adversary can upper-bound the distributional shift which guarantees the attack's invisibility. Furthermore, we theoretically find that the adversary can also degrade the lower bound of a TST's test power, which enables us to iteratively minimize the test criterion in order to search for adversarial pairs. To enable TST-agnostic attacks, we propose an ensemble attack (EA) framework that jointly minimizes the different types of test criteria. Second, to robustify TSTs, we propose a max-min optimization that iteratively generates adversarial pairs to train the deep kernels. Extensive experiments on both simulated and real-world datasets validate the adversarial vulnerabilities of non-parametric TSTs and the effectiveness of our proposed defense. Source code is available at https://github.com/GodXuxilie/Robust-TST.git.

preprint2022arXiv

Discovering Diverse Solutions in Deep Reinforcement Learning by Maximizing State-Action-Based Mutual Information

Reinforcement learning algorithms are typically limited to learning a single solution for a specified task, even though diverse solutions often exist. Recent studies showed that learning a set of diverse solutions is beneficial because diversity enables robust few-shot adaptation. Although existing methods learn diverse solutions by using the mutual information as unsupervised rewards, such an approach often suffers from the bias of the gradient estimator induced by value function approximation. In this study, we propose a novel method that can learn diverse solutions without suffering the bias problem. In our method, a policy conditioned on a continuous or discrete latent variable is trained by directly maximizing the variational lower bound of the mutual information, instead of using the mutual information as unsupervised rewards as in previous studies. Through extensive experiments on robot locomotion tasks, we demonstrate that the proposed method successfully learns an infinite set of diverse solutions by learning continuous latent variables, which is more challenging than learning a finite number of solutions. Subsequently, we show that our method enables more effective few-shot adaptation compared with existing methods.

preprint2022arXiv

Equivariant Disentangled Transformation for Domain Generalization under Combination Shift

Machine learning systems may encounter unexpected problems when the data distribution changes in the deployment environment. A major reason is that certain combinations of domains and labels are not observed during training but appear in the test environment. Although various invariance-based algorithms can be applied, we find that the performance gain is often marginal. To formally analyze this issue, we provide a unique algebraic formulation of the combination shift problem based on the concepts of homomorphism, equivariance, and a refined definition of disentanglement. The algebraic requirements naturally derive a simple yet effective method, referred to as equivariant disentangled transformation (EDT), which augments the data based on the algebraic structures of labels and makes the transformation satisfy the equivariance and disentanglement requirements. Experimental results demonstrate that invariance may be insufficient, and it is important to exploit the equivariance structure in the combination shift problem.

preprint2022arXiv

Federated Learning from Only Unlabeled Data with Class-Conditional-Sharing Clients

Supervised federated learning (FL) enables multiple clients to share the trained model without sharing their labeled data. However, potential clients might even be reluctant to label their own data, which could limit the applicability of FL in practice. In this paper, we show the possibility of unsupervised FL whose model is still a classifier for predicting class labels, if the class-prior probabilities are shifted while the class-conditional distributions are shared among the unlabeled data owned by the clients. We propose federation of unsupervised learning (FedUL), where the unlabeled data are transformed into surrogate labeled data for each of the clients, a modified model is trained by supervised FL, and the wanted model is recovered from the modified model. FedUL is a very general solution to unsupervised FL: it is compatible with many supervised FL methods, and the recovery of the wanted model can be theoretically guaranteed as if the data have been labeled. Experiments on benchmark and real-world datasets demonstrate the effectiveness of FedUL. Code is available at https://github.com/lunanbit/FedUL.

preprint2022arXiv

Information-Theoretic Representation Learning for Positive-Unlabeled Classification

Recent advances in weakly supervised classification allow us to train a classifier only from positive and unlabeled (PU) data. However, existing PU classification methods typically require an accurate estimate of the class-prior probability, which is a critical bottleneck particularly for high-dimensional data. This problem has been commonly addressed by applying principal component analysis in advance, but such unsupervised dimension reduction can collapse underlying class structure. In this paper, we propose a novel representation learning method from PU data based on the information-maximization principle. Our method does not require class-prior estimation and thus can be used as a preprocessing method for PU classification. Through experiments, we demonstrate that our method combined with deep neural networks highly improves the accuracy of PU class-prior estimation, leading to state-of-the-art PU classification performance.

preprint2022arXiv

Instance-Dependent Label-Noise Learning with Manifold-Regularized Transition Matrix Estimation

In label-noise learning, estimating the transition matrix has attracted more and more attention as the matrix plays an important role in building statistically consistent classifiers. However, it is very challenging to estimate the transition matrix T(x), where x denotes the instance, because it is unidentifiable under the instance-dependent noise(IDN). To address this problem, we have noticed that, there are psychological and physiological evidences showing that we humans are more likely to annotate instances of similar appearances to the same classes, and thus poor-quality or ambiguous instances of similar appearances are easier to be mislabeled to the correlated or same noisy classes. Therefore, we propose assumption on the geometry of T(x) that "the closer two instances are, the more similar their corresponding transition matrices should be". More specifically, we formulate above assumption into the manifold embedding, to effectively reduce the degree of freedom of T(x) and make it stably estimable in practice. The proposed manifold-regularized technique works by directly reducing the estimation error without hurting the approximation error about the estimation problem of T(x). Experimental evaluations on four synthetic and two real-world datasets demonstrate that our method is superior to state-of-the-art approaches for label-noise learning under the challenging IDN.

preprint2022arXiv

Learning with Multiple Complementary Labels

A complementary label (CL) simply indicates an incorrect class of an example, but learning with CLs results in multi-class classifiers that can predict the correct class. Unfortunately, the problem setting only allows a single CL for each example, which notably limits its potential since our labelers may easily identify multiple CLs (MCLs) to one example. In this paper, we propose a novel problem setting to allow MCLs for each example and two ways for learning with MCLs. In the first way, we design two wrappers that decompose MCLs into many single CLs, so that we could use any method for learning with CLs. However, the supervision information that MCLs hold is conceptually diluted after decomposition. Thus, in the second way, we derive an unbiased risk estimator; minimizing it processes each set of MCLs as a whole and possesses an estimation error bound. We further improve the second way into minimizing properly chosen upper bounds. Experiments show that the former way works well for learning with MCLs but the latter is even better.

preprint2022arXiv

Learning with Proper Partial Labels

Partial-label learning is a kind of weakly-supervised learning with inexact labels, where for each training example, we are given a set of candidate labels instead of only one true label. Recently, various approaches on partial-label learning have been proposed under different generation models of candidate label sets. However, these methods require relatively strong distributional assumptions on the generation models. When the assumptions do not hold, the performance of the methods is not guaranteed theoretically. In this paper, we propose the notion of properness on partial labels. We show that this proper partial-label learning framework requires a weaker distributional assumption and includes many previous partial-label learning settings as special cases. We then derive a unified unbiased estimator of the classification risk. We prove that our estimator is risk-consistent, and we also establish an estimation error bound. Finally, we validate the effectiveness of our algorithm through experiments.

preprint2022arXiv

Mediated Uncoupled Learning: Learning Functions without Direct Input-output Correspondences

Ordinary supervised learning is useful when we have paired training data of input $X$ and output $Y$. However, such paired data can be difficult to collect in practice. In this paper, we consider the task of predicting $Y$ from $X$ when we have no paired data of them, but we have two separate, independent datasets of $X$ and $Y$ each observed with some mediating variable $U$, that is, we have two datasets $S_X = \{(X_i, U_i)\}$ and $S_Y = \{(U'_j, Y'_j)\}$. A naive approach is to predict $U$ from $X$ using $S_X$ and then $Y$ from $U$ using $S_Y$, but we show that this is not statistically consistent. Moreover, predicting $U$ can be more difficult than predicting $Y$ in practice, e.g., when $U$ has higher dimensionality. To circumvent the difficulty, we propose a new method that avoids predicting $U$ but directly learns $Y = f(X)$ by training $f(X)$ with $S_{X}$ to predict $h(U)$ which is trained with $S_{Y}$ to approximate $Y$. We prove statistical consistency and error bounds of our method and experimentally confirm its practical usefulness.

preprint2022arXiv

Meta Discovery: Learning to Discover Novel Classes given Very Limited Data

In novel class discovery (NCD), we are given labeled data from seen classes and unlabeled data from unseen classes, and we train clustering models for the unseen classes. However, the implicit assumptions behind NCD are still unclear. In this paper, we demystify assumptions behind NCD and find that high-level semantic features should be shared among the seen and unseen classes. Based on this finding, NCD is theoretically solvable under certain assumptions and can be naturally linked to meta-learning that has exactly the same assumption as NCD. Thus, we can empirically solve the NCD problem by meta-learning algorithms after slight modifications. This meta-learning-based methodology significantly reduces the amount of unlabeled data needed for training and makes it more practical, as demonstrated in experiments. The use of very limited data is also justified by the application scenario of NCD: since it is unnatural to label only seen-class data, NCD is sampling instead of labeling in causality. Therefore, unseen-class data should be collected on the way of collecting seen-class data, which is why they are novel and first need to be clustered.

preprint2022arXiv

New Tricks for Estimating Gradients of Expectations

We introduce a family of pairwise stochastic gradient estimators for gradients of expectations, which are related to the log-derivative trick, but involve pairwise interactions between samples. The simplest example of our new estimator, dubbed the fundamental trick estimator, is shown to arise from either a) introducing and approximating an integral representation based on the fundamental theorem of calculus, or b) applying the reparameterisation trick to an implicit parameterisation under infinitesimal perturbation of the parameters. From the former perspective we generalise to a reproducing kernel Hilbert space representation, giving rise to a locality parameter in the pairwise interactions mentioned above, yielding our representer trick estimator. The resulting estimators are unbiased and shown to offer an independent component of useful information in comparison with the log-derivative estimator. We provide a further novel theoretical analysis which further characterises the variance reduction afforded by the new techniques. Promising analytical and numerical examples confirm the theory and intuitions behind the new estimators.

preprint2022arXiv

NoiLIn: Improving Adversarial Training and Correcting Stereotype of Noisy Labels

Adversarial training (AT) formulated as the minimax optimization problem can effectively enhance the model's robustness against adversarial attacks. The existing AT methods mainly focused on manipulating the inner maximization for generating quality adversarial variants or manipulating the outer minimization for designing effective learning objectives. However, empirical results of AT always exhibit the robustness at odds with accuracy and the existence of the cross-over mixture problem, which motivates us to study some label randomness for benefiting the AT. First, we thoroughly investigate noisy labels (NLs) injection into AT's inner maximization and outer minimization, respectively and obtain the observations on when NL injection benefits AT. Second, based on the observations, we propose a simple but effective method -- NoiLIn that randomly injects NLs into training data at each training epoch and dynamically increases the NL injection rate once robust overfitting occurs. Empirically, NoiLIn can significantly mitigate the AT's undesirable issue of robust overfitting and even further improve the generalization of the state-of-the-art AT methods. Philosophically, NoiLIn sheds light on a new perspective of learning with NLs: NLs should not always be deemed detrimental, and even in the absence of NLs in the training set, we may consider injecting them deliberately. Codes are available in https://github.com/zjfheart/NoiLIn.

preprint2022arXiv

Pairwise Supervision Can Provably Elicit a Decision Boundary

Similarity learning is a general problem to elicit useful representations by predicting the relationship between a pair of patterns. This problem is related to various important preprocessing tasks such as metric learning, kernel learning, and contrastive learning. A classifier built upon the representations is expected to perform well in downstream classification; however, little theory has been given in literature so far and thereby the relationship between similarity and classification has remained elusive. Therefore, we tackle a fundamental question: can similarity information provably leads a model to perform well in downstream classification? In this paper, we reveal that a product-type formulation of similarity learning is strongly related to an objective of binary classification. We further show that these two different problems are explicitly connected by an excess risk bound. Consequently, our results elucidate that similarity learning is capable of solving binary classification by directly eliciting a decision boundary.

preprint2022arXiv

Pointwise Binary Classification with Pairwise Confidence Comparisons

To alleviate the data requirement for training effective binary classifiers in binary classification, many weakly supervised learning settings have been proposed. Among them, some consider using pairwise but not pointwise labels, when pointwise labels are not accessible due to privacy, confidentiality, or security reasons. However, as a pairwise label denotes whether or not two data points share a pointwise label, it cannot be easily collected if either point is equally likely to be positive or negative. Thus, in this paper, we propose a novel setting called pairwise comparison (Pcomp) classification, where we have only pairs of unlabeled data that we know one is more likely to be positive than the other. Firstly, we give a Pcomp data generation process, derive an unbiased risk estimator (URE) with theoretical guarantee, and further improve URE using correction functions. Secondly, we link Pcomp classification to noisy-label learning to develop a progressive URE and improve it by imposing consistency regularization. Finally, we demonstrate by experiments the effectiveness of our methods, which suggests Pcomp is a valuable and practically useful type of pairwise supervision besides the pairwise label.

preprint2022arXiv

Positive-Negative Momentum: Manipulating Stochastic Gradient Noise to Improve Generalization

It is well-known that stochastic gradient noise (SGN) acts as implicit regularization for deep learning and is essentially important for both optimization and generalization of deep networks. Some works attempted to artificially simulate SGN by injecting random noise to improve deep learning. However, it turned out that the injected simple random noise cannot work as well as SGN, which is anisotropic and parameter-dependent. For simulating SGN at low computational costs and without changing the learning rate or batch size, we propose the Positive-Negative Momentum (PNM) approach that is a powerful alternative to conventional Momentum in classic optimizers. The introduced PNM method maintains two approximate independent momentum terms. Then, we can control the magnitude of SGN explicitly by adjusting the momentum difference. We theoretically prove the convergence guarantee and the generalization advantage of PNM over Stochastic Gradient Descent (SGD). By incorporating PNM into the two conventional optimizers, SGD with Momentum and Adam, our extensive experiments empirically verified the significant advantage of the PNM-based variants over the corresponding conventional Momentum-based optimizers.

preprint2022arXiv

Probabilistic Margins for Instance Reweighting in Adversarial Training

Reweighting adversarial data during training has been recently shown to improve adversarial robustness, where data closer to the current decision boundaries are regarded as more critical and given larger weights. However, existing methods measuring the closeness are not very reliable: they are discrete and can take only a few values, and they are path-dependent, i.e., they may change given the same start and end points with different attack paths. In this paper, we propose three types of probabilistic margin (PM), which are continuous and path-independent, for measuring the aforementioned closeness and reweighting adversarial data. Specifically, a PM is defined as the difference between two estimated class-posterior probabilities, e.g., such the probability of the true label minus the probability of the most confusing label given some natural data. Though different PMs capture different geometric properties, all three PMs share a negative correlation with the vulnerability of data: data with larger/smaller PMs are safer/riskier and should have smaller/larger weights. Experiments demonstrate that PMs are reliable measurements and PM-based reweighting methods outperform state-of-the-art methods.

preprint2022arXiv

Rethinking Class-Prior Estimation for Positive-Unlabeled Learning

Given only positive (P) and unlabeled (U) data, PU learning can train a binary classifier without any negative data. It has two building blocks: PU class-prior estimation (CPE) and PU classification; the latter has been well studied while the former has received less attention. Hitherto, the distributional-assumption-free CPE methods rely on a critical assumption that the support of the positive data distribution cannot be contained in the support of the negative data distribution. If this is violated, those CPE methods will systematically overestimate the class prior; it is even worse that we cannot verify the assumption based on the data. In this paper, we rethink CPE for PU learning-can we remove the assumption to make CPE always valid? We show an affirmative answer by proposing Regrouping CPE (ReCPE) that builds an auxiliary probability distribution such that the support of the positive data distribution is never contained in the support of the negative data distribution. ReCPE can work with any CPE method by treating it as the base method. Theoretically, ReCPE does not affect its base if the assumption already holds for the original probability distribution; otherwise, it reduces the positive bias of its base. Empirically, ReCPE improves all state-of-the-art CPE methods on various datasets, implying that the assumption has indeed been violated here.

preprint2022arXiv

Semi-Supervised AUC Optimization based on Positive-Unlabeled Learning

Maximizing the area under the receiver operating characteristic curve (AUC) is a standard approach to imbalanced classification. So far, various supervised AUC optimization methods have been developed and they are also extended to semi-supervised scenarios to cope with small sample problems. However, existing semi-supervised AUC optimization methods rely on strong distributional assumptions, which are rarely satisfied in real-world problems. In this paper, we propose a novel semi-supervised AUC optimization method that does not require such restrictive assumptions. We first develop an AUC optimization method based only on positive and unlabeled data (PU-AUC) and then extend it to semi-supervised learning by combining it with a supervised AUC optimization method. We theoretically prove that, without the restrictive distributional assumptions, unlabeled data contribute to improving the generalization performance in PU and semi-supervised AUC optimization methods. Finally, we demonstrate the practical usefulness of the proposed methods through experiments.

preprint2022arXiv

To Smooth or Not? When Label Smoothing Meets Noisy Labels

Label smoothing (LS) is an arising learning paradigm that uses the positively weighted average of both the hard training labels and uniformly distributed soft labels. It was shown that LS serves as a regularizer for training data with hard labels and therefore improves the generalization of the model. Later it was reported LS even helps with improving robustness when learning with noisy labels. However, we observed that the advantage of LS vanishes when we operate in a high label noise regime. Intuitively speaking, this is due to the increased entropy of $\mathbb{P}(\text{noisy label}|X)$ when the noise rate is high, in which case, further applying LS tends to "over-smooth" the estimated posterior. We proceeded to discover that several learning-with-noisy-labels solutions in the literature instead relate more closely to negative/not label smoothing (NLS), which acts counter to LS and defines as using a negative weight to combine the hard and soft labels! We provide understandings for the properties of LS and NLS when learning with noisy labels. Among other established properties, we theoretically show NLS is considered more beneficial when the label noise rates are high. We provide extensive experimental results on multiple benchmarks to support our findings too. Code is publicly available at https://github.com/UCSC-REAL/negative-label-smoothing.

preprint2022arXiv

Towards Adversarially Robust Deep Image Denoising

This work systematically investigates the adversarial robustness of deep image denoisers (DIDs), i.e, how well DIDs can recover the ground truth from noisy observations degraded by adversarial perturbations. Firstly, to evaluate DIDs' robustness, we propose a novel adversarial attack, namely Observation-based Zero-mean Attack ({\sc ObsAtk}), to craft adversarial zero-mean perturbations on given noisy images. We find that existing DIDs are vulnerable to the adversarial noise generated by {\sc ObsAtk}. Secondly, to robustify DIDs, we propose an adversarial training strategy, hybrid adversarial training ({\sc HAT}), that jointly trains DIDs with adversarial and non-adversarial noisy data to ensure that the reconstruction quality is high and the denoisers around non-adversarial data are locally smooth. The resultant DIDs can effectively remove various types of synthetic and adversarial noise. We also uncover that the robustness of DIDs benefits their generalization capability on unseen real-world noise. Indeed, {\sc HAT}-trained DIDs can recover high-quality clean images from real-world noise even without training on real noisy data. Extensive experiments on benchmark datasets, including Set68, PolyU, and SIDD, corroborate the effectiveness of {\sc ObsAtk} and {\sc HAT}.

preprint2022arXiv

Universal approximation property of invertible neural networks

Invertible neural networks (INNs) are neural network architectures with invertibility by design. Thanks to their invertibility and the tractability of Jacobian, INNs have various machine learning applications such as probabilistic modeling, generative modeling, and representation learning. However, their attractive properties often come at the cost of restricting the layer designs, which poses a question on their representation power: can we use these models to approximate sufficiently diverse functions? To answer this question, we have developed a general theoretical framework to investigate the representation power of INNs, building on a structure theorem of differential geometry. The framework simplifies the approximation problem of diffeomorphisms, which enables us to show the universal approximation properties of INNs. We apply the framework to two representative classes of INNs, namely Coupling-Flow-based INNs (CF-INNs) and Neural Ordinary Differential Equations (NODEs), and elucidate their high representation power despite the restrictions on their architectures.

preprint2021arXiv

$γ$-ABC: Outlier-Robust Approximate Bayesian Computation Based on a Robust Divergence Estimator

Approximate Bayesian computation (ABC) is a likelihood-free inference method that has been employed in various applications. However, ABC can be sensitive to outliers if a data discrepancy measure is chosen inappropriately. In this paper, we propose to use a nearest-neighbor-based $γ$-divergence estimator as a data discrepancy measure. We show that our estimator possesses a suitable theoretical robustness property called the redescending property. In addition, our estimator enjoys various desirable properties such as high flexibility, asymptotic unbiasedness, almost sure convergence, and linear-time computational complexity. Through experiments, we demonstrate that our method achieves significantly higher robustness than existing discrepancy measures.

preprint2021arXiv

A Diffusion Theory For Deep Learning Dynamics: Stochastic Gradient Descent Exponentially Favors Flat Minima

Stochastic Gradient Descent (SGD) and its variants are mainstream methods for training deep networks in practice. SGD is known to find a flat minimum that often generalizes well. However, it is mathematically unclear how deep learning can select a flat minimum among so many minima. To answer the question quantitatively, we develop a density diffusion theory (DDT) to reveal how minima selection quantitatively depends on the minima sharpness and the hyperparameters. To the best of our knowledge, we are the first to theoretically and empirically prove that, benefited from the Hessian-dependent covariance of stochastic gradient noise, SGD favors flat minima exponentially more than sharp minima, while Gradient Descent (GD) with injected white noise favors flat minima only polynomially more than sharp minima. We also reveal that either a small learning rate or large-batch training requires exponentially many iterations to escape from minima in terms of the ratio of the batch size and learning rate. Thus, large-batch training cannot search flat minima efficiently in a realistic computational time.

preprint2021arXiv

A Survey of Label-noise Representation Learning: Past, Present and Future

Classical machine learning implicitly assumes that labels of the training data are sampled from a clean distribution, which can be too restrictive for real-world scenarios. However, statistical-learning-based methods may not train deep learning models robustly with these noisy labels. Therefore, it is urgent to design Label-Noise Representation Learning (LNRL) methods for robustly training deep models with noisy labels. To fully understand LNRL, we conduct a survey study. We first clarify a formal definition for LNRL from the perspective of machine learning. Then, via the lens of learning theory and empirical study, we figure out why noisy labels affect deep models' performance. Based on the theoretical guidance, we categorize different LNRL methods into three directions. Under this unified taxonomy, we provide a thorough discussion of the pros and cons of different categories. More importantly, we summarize the essential components of robust LNRL, which can spark new directions. Lastly, we propose possible research directions within LNRL, such as new datasets, instance-dependent LNRL, and adversarial LNRL. We also envision potential directions beyond LNRL, such as learning with feature-noise, preference-noise, domain-noise, similarity-noise, graph-noise and demonstration-noise.

preprint2021arXiv

Butterfly: One-step Approach towards Wildly Unsupervised Domain Adaptation

In unsupervised domain adaptation (UDA), classifiers for the target domain (TD) are trained with clean labeled data from the source domain (SD) and unlabeled data from TD. However, in the wild, it is difficult to acquire a large amount of perfectly clean labeled data in SD given limited budget. Hence, we consider a new, more realistic and more challenging problem setting, where classifiers have to be trained with noisy labeled data from SD and unlabeled data from TD -- we name it wildly UDA (WUDA). We show that WUDA ruins all UDA methods if taking no care of label noise in SD, and to this end, we propose a Butterfly framework, a powerful and efficient solution to WUDA. Butterfly maintains four deep networks simultaneously, where two take care of all adaptations (i.e., noisy-to-clean, labeled-to-unlabeled, and SD-to-TD-distributional) and then the other two can focus on classification in TD. As a consequence, Butterfly possesses all the conceptually necessary components for solving WUDA. Experiments demonstrate that, under WUDA, Butterfly significantly outperforms existing baseline methods.

preprint2021arXiv

Confidence Scores Make Instance-dependent Label-noise Learning Possible

In learning with noisy labels, for every instance, its label can randomly walk to other classes following a transition distribution which is named a noise model. Well-studied noise models are all instance-independent, namely, the transition depends only on the original label but not the instance itself, and thus they are less practical in the wild. Fortunately, methods based on instance-dependent noise have been studied, but most of them have to rely on strong assumptions on the noise models. To alleviate this issue, we introduce confidence-scored instance-dependent noise (CSIDN), where each instance-label pair is equipped with a confidence score. We find with the help of confidence scores, the transition distribution of each instance can be approximately estimated. Similarly to the powerful forward correction for instance-independent noise, we propose a novel instance-level forward correction for CSIDN. We demonstrate the utility and effectiveness of our method through multiple experiments under synthetic label noise and real-world unknown noise.

preprint2021arXiv

Guided Interpolation for Adversarial Training

To enhance adversarial robustness, adversarial training learns deep neural networks on the adversarial variants generated by their natural data. However, as the training progresses, the training data becomes less and less attackable, undermining the robustness enhancement. A straightforward remedy is to incorporate more training data, but sometimes incurring an unaffordable cost. In this paper, to mitigate this issue, we propose the guided interpolation framework (GIF): in each epoch, the GIF employs the previous epoch's meta information to guide the data's interpolation. Compared with the vanilla mixup, the GIF can provide a higher ratio of attackable data, which is beneficial to the robustness enhancement; it meanwhile mitigates the model's linear behavior between classes, where the linear behavior is favorable to generalization but not to the robustness. As a result, the GIF encourages the model to predict invariantly in the cluster of each class. Experiments demonstrate that the GIF can indeed enhance adversarial robustness on various adversarial training methods and various datasets.

preprint2021arXiv

Learning from Aggregate Observations

We study the problem of learning from aggregate observations where supervision signals are given to sets of instances instead of individual instances, while the goal is still to predict labels of unseen individuals. A well-known example is multiple instance learning (MIL). In this paper, we extend MIL beyond binary classification to other problems such as multiclass classification and regression. We present a general probabilistic framework that accommodates a variety of aggregate observations, e.g., pairwise similarity/triplet comparison for classification and mean/difference/rank observation for regression. Simple maximum likelihood solutions can be applied to various differentiable models such as deep neural networks and gradient boosting machines. Moreover, we develop the concept of consistency up to an equivalence relation to characterize our estimator and show that it has nice convergence properties under mild assumptions. Experiments on three problem settings -- classification via triplet comparison and regression via mean/rank observation indicate the effectiveness of the proposed method.

preprint2021arXiv

Learning from Similarity-Confidence Data

Weakly supervised learning has drawn considerable attention recently to reduce the expensive time and labor consumption of labeling massive data. In this paper, we investigate a novel weakly supervised learning problem of learning from similarity-confidence (Sconf) data, where we aim to learn an effective binary classifier from only unlabeled data pairs equipped with confidence that illustrates their degree of similarity (two examples are similar if they belong to the same class). To solve this problem, we propose an unbiased estimator of the classification risk that can be calculated from only Sconf data and show that the estimation error bound achieves the optimal convergence rate. To alleviate potential overfitting when flexible models are used, we further employ a risk correction scheme on the proposed risk estimator. Experimental results demonstrate the effectiveness of the proposed methods.

preprint2021arXiv

LocalDrop: A Hybrid Regularization for Deep Neural Networks

In neural networks, developing regularization algorithms to settle overfitting is one of the major study areas. We propose a new approach for the regularization of neural networks by the local Rademacher complexity called LocalDrop. A new regularization function for both fully-connected networks (FCNs) and convolutional neural networks (CNNs), including drop rates and weight matrices, has been developed based on the proposed upper bound of the local Rademacher complexity by the strict mathematical deduction. The analyses of dropout in FCNs and DropBlock in CNNs with keep rate matrices in different layers are also included in the complexity analyses. With the new regularization function, we establish a two-stage procedure to obtain the optimal keep rate matrix and weight matrix to realize the whole training model. Extensive experiments have been conducted to demonstrate the effectiveness of LocalDrop in different models by comparing it with several algorithms and the effects of different hyperparameters on the final performances.

preprint2021arXiv

Robust Imitation Learning from Noisy Demonstrations

Robust learning from noisy demonstrations is a practical but highly challenging problem in imitation learning. In this paper, we first theoretically show that robust imitation learning can be achieved by optimizing a classification risk with a symmetric loss. Based on this theoretical finding, we then propose a new imitation learning method that optimizes the classification risk by effectively combining pseudo-labeling with co-training. Unlike existing methods, our method does not require additional labels or strict assumptions about noise distributions. Experimental results on continuous-control benchmarks show that our method is more robust compared to state-of-the-art methods.

preprint2021arXiv

Scalable Evaluation and Improvement of Document Set Expansion via Neural Positive-Unlabeled Learning

We consider the situation in which a user has collected a small set of documents on a cohesive topic, and they want to retrieve additional documents on this topic from a large collection. Information Retrieval (IR) solutions treat the document set as a query, and look for similar documents in the collection. We propose to extend the IR approach by treating the problem as an instance of positive-unlabeled (PU) learning -- i.e., learning binary classifiers from only positive and unlabeled data, where the positive data corresponds to the query documents, and the unlabeled data is the results returned by the IR engine. Utilizing PU learning for text with big neural networks is a largely unexplored field. We discuss various challenges in applying PU learning to the setting, including an unknown class prior, extremely imbalanced data and large-scale accurate evaluation of models, and we propose solutions and empirically validate them. We demonstrate the effectiveness of the method using a series of experiments of retrieving PubMed abstracts adhering to fine-grained topics. We demonstrate improvements over the base IR solution and other baselines.

preprint2021arXiv

Source-free Domain Adaptation via Distributional Alignment by Matching Batch Normalization Statistics

In this paper, we propose a novel domain adaptation method for the source-free setting. In this setting, we cannot access source data during adaptation, while unlabeled target data and a model pretrained with source data are given. Due to lack of source data, we cannot directly match the data distributions between domains unlike typical domain adaptation algorithms. To cope with this problem, we propose utilizing batch normalization statistics stored in the pretrained model to approximate the distribution of unobserved source data. Specifically, we fix the classifier part of the model during adaptation and only fine-tune the remaining feature encoder part so that batch normalization statistics of the features extracted by the encoder match those stored in the fixed classifier. Additionally, we also maximize the mutual information between the features and the classifier's outputs to further boost the classification performance. Experimental results with several benchmark datasets show that our method achieves competitive performance with state-of-the-art domain adaptation methods even though it does not require access to source data.

preprint2021arXiv

Understanding the Interaction of Adversarial Training with Noisy Labels

Noisy labels (NL) and adversarial examples both undermine trained models, but interestingly they have hitherto been studied independently. A recent adversarial training (AT) study showed that the number of projected gradient descent (PGD) steps to successfully attack a point (i.e., find an adversarial example in its proximity) is an effective measure of the robustness of this point. Given that natural data are clean, this measure reveals an intrinsic geometric property -- how far a point is from its class boundary. Based on this breakthrough, in this paper, we figure out how AT would interact with NL. Firstly, we find if a point is too close to its noisy-class boundary (e.g., one step is enough to attack it), this point is likely to be mislabeled, which suggests to adopt the number of PGD steps as a new criterion for sample selection for correcting NL. Secondly, we confirm AT with strong smoothing effects suffers less from NL (without NL corrections) than standard training (ST), which suggests AT itself is an NL correction. Hence, AT with NL is helpful for improving even the natural accuracy, which again illustrates the superiority of AT as a general-purpose robust learning criterion.

preprint2020arXiv

Are Registration Uncertainty and Error Monotonically Associated

In image-guided neurosurgery, current commercial systems usually provide only rigid registration, partly because it is harder to predict, validate and understand non-rigid registration error. For instance, when surgeons see a discrepancy in aligned image features, they may not be able to distinguish between registration error and actual tissue deformation caused by tumor resection. In this case, the spatial distribution of registration error could help them make more informed decisions, e.g., ignoring the registration where the estimated error is high. However, error estimates are difficult to acquire. Probabilistic image registration (PIR) methods provide measures of registration uncertainty, which could be a surrogate for assessing the registration error. It is intuitive and believed by many clinicians that high uncertainty indicates a large error. However, the monotonic association between uncertainty and error has not been examined in image registration literature. In this pilot study, we attempt to address this fundamental problem by looking at one PIR method, the Gaussian process (GP) registration. We systematically investigate the relation between GP uncertainty and error based on clinical data and show empirically that there is a weak-to-moderate positive monotonic correlation between point-wise GP registration uncertainty and non-rigid registration error.

preprint2020arXiv

Attacks Which Do Not Kill Training Make Adversarial Learning Stronger

Adversarial training based on the minimax formulation is necessary for obtaining adversarial robustness of trained models. However, it is conservative or even pessimistic so that it sometimes hurts the natural generalization. In this paper, we raise a fundamental question---do we have to trade off natural generalization for adversarial robustness? We argue that adversarial training is to employ confident adversarial data for updating the current model. We propose a novel approach of friendly adversarial training (FAT): rather than employing most adversarial data maximizing the loss, we search for least adversarial (i.e., friendly adversarial) data minimizing the loss, among the adversarial data that are confidently misclassified. Our novel formulation is easy to implement by just stopping the most adversarial data searching algorithms such as PGD (projected gradient descent) early, which we call early-stopped PGD. Theoretically, FAT is justified by an upper bound of the adversarial risk. Empirically, early-stopped PGD allows us to answer the earlier question negatively---adversarial robustness can indeed be achieved without compromising the natural generalization.

preprint2020arXiv

Binary Classification from Positive Data with Skewed Confidence

Positive-confidence (Pconf) classification [Ishida et al., 2018] is a promising weakly-supervised learning method which trains a binary classifier only from positive data equipped with confidence. However, in practice, the confidence may be skewed by bias arising in an annotation process. The Pconf classifier cannot be properly learned with skewed confidence, and consequently, the classification performance might be deteriorated. In this paper, we introduce the parameterized model of the skewed confidence, and propose the method for selecting the hyperparameter which cancels out the negative impact of skewed confidence under the assumption that we have the misclassification rate of positive samples as a prior knowledge. We demonstrate the effectiveness of the proposed method through a synthetic experiment with simple linear models and benchmark problems with neural network models. We also apply our method to drivers' drowsiness prediction to show that it works well with a real-world problem where confidence is obtained based on manual annotation.

preprint2020arXiv

Calibrated Surrogate Maximization of Linear-fractional Utility in Binary Classification

Complex classification performance metrics such as the F${}_β$-measure and Jaccard index are often used, in order to handle class-imbalanced cases such as information retrieval and image segmentation. These performance metrics are not decomposable, that is, they cannot be expressed in a per-example manner, which hinders a straightforward application of M-estimation widely used in supervised learning. In this paper, we consider linear-fractional metrics, which are a family of classification performance metrics that encompasses many standard ones such as the F${}_β$-measure and Jaccard index, and propose methods to directly maximize performances under those metrics. A clue to tackle their direct optimization is a calibrated surrogate utility, which is a tractable lower bound of the true utility function representing a given metric. We characterize sufficient conditions which make the surrogate maximization coincide with the maximization of the true utility. Simulation results on benchmark datasets validate the effectiveness of our calibrated surrogate maximization especially if the sample sizes are extremely small.

preprint2020arXiv

Classification from Triplet Comparison Data

Learning from triplet comparison data has been extensively studied in the context of metric learning, where we want to learn a distance metric between two instances, and ordinal embedding, where we want to learn an embedding in an Euclidean space of the given instances that preserves the comparison order as well as possible. Unlike fully-labeled data, triplet comparison data can be collected in a more accurate and human-friendly way. Although learning from triplet comparison data has been considered in many applications, an important fundamental question of whether we can learn a classifier only from triplet comparison data has remained unanswered. In this paper, we give a positive answer to this important question by proposing an unbiased estimator for the classification risk under the empirical risk minimization framework. Since the proposed method is based on the empirical risk minimization framework, it inherently has the advantage that any surrogate loss function and any model, including neural networks, can be easily applied. Furthermore, we theoretically establish an estimation error bound for the proposed empirical risk minimizer. Finally, we provide experimental results to show that our method empirically works well and outperforms various baseline methods.

preprint2020arXiv

Do Public Datasets Assure Unbiased Comparisons for Registration Evaluation?

With the increasing availability of new image registration approaches, an unbiased evaluation is becoming more needed so that clinicians can choose the most suitable approaches for their applications. Current evaluations typically use landmarks in manually annotated datasets. As a result, the quality of annotations is crucial for unbiased comparisons. Even though most data providers claim to have quality control over their datasets, an objective third-party screening can be reassuring for intended users. In this study, we use the variogram to screen the manually annotated landmarks in two datasets used to benchmark registration in image-guided neurosurgeries. The variogram provides an intuitive 2D representation of the spatial characteristics of annotated landmarks. Using variograms, we identified potentially problematic cases and had them examined by experienced radiologists. We found that (1) a small number of annotations may have fiducial localization errors; (2) the landmark distribution for some cases is not ideal to offer fair comparisons. If unresolved, both findings could incur bias in registration evaluation.

preprint2020arXiv

Few-shot Domain Adaptation by Causal Mechanism Transfer

We study few-shot supervised domain adaptation (DA) for regression problems, where only a few labeled target domain data and many labeled source domain data are available. Many of the current DA methods base their transfer assumptions on either parametrized distribution shift or apparent distribution similarities, e.g., identical conditionals or small distributional discrepancies. However, these assumptions may preclude the possibility of adaptation from intricately shifted and apparently very different distributions. To overcome this problem, we propose mechanism transfer, a meta-distributional scenario in which a data generating mechanism is invariant among domains. This transfer assumption can accommodate nonparametric shifts resulting in apparently different distributions while providing a solid statistical basis for DA. We take the structural equations in causal modeling as an example and propose a novel DA method, which is shown to be useful both theoretically and experimentally. Our method can be seen as the first attempt to fully leverage the structural causal models for DA.

preprint2020arXiv

Learning from Noisy Similar and Dissimilar Data

With the widespread use of machine learning for classification, it becomes increasingly important to be able to use weaker kinds of supervision for tasks in which it is hard to obtain standard labeled data. One such kind of supervision is provided pairwise---in the form of Similar (S) pairs (if two examples belong to the same class) and Dissimilar (D) pairs (if two examples belong to different classes). This kind of supervision is realistic in privacy-sensitive domains. Although this problem has been looked at recently, it is unclear how to learn from such supervision under label noise, which is very common when the supervision is crowd-sourced. In this paper, we close this gap and demonstrate how to learn a classifier from noisy S and D labeled data. We perform a detailed investigation of this problem under two realistic noise models and propose two algorithms to learn from noisy S-D data. We also show important connections between learning from such pairwise supervision data and learning from ordinary class-labeled data. Finally, we perform experiments on synthetic and real world datasets and show our noise-informed algorithms outperform noise-blind baselines in learning from noisy pairwise data.

preprint2020arXiv

Mitigating Overfitting in Supervised Classification from Two Unlabeled Datasets: A Consistent Risk Correction Approach

The recently proposed unlabeled-unlabeled (UU) classification method allows us to train a binary classifier only from two unlabeled datasets with different class priors. Since this method is based on the empirical risk minimization, it works as if it is a supervised classification method, compatible with any model and optimizer. However, this method sometimes suffers from severe overfitting, which we would like to prevent in this paper. Our empirical finding in applying the original UU method is that overfitting often co-occurs with the empirical risk going negative, which is not legitimate. Therefore, we propose to wrap the terms that cause a negative empirical risk by certain correction functions. Then, we prove the consistency of the corrected risk estimator and derive an estimation error bound for the corrected risk minimizer. Experiments show that our proposal can successfully mitigate overfitting of the UU method and significantly improve the classification accuracy.

preprint2020arXiv

On the Applicability of Registration Uncertainty

Estimating the uncertainty in (probabilistic) image registration enables, e.g., surgeons to assess the operative risk based on the trustworthiness of the registered image data. If surgeons receive inaccurately calculated registration uncertainty and misplace unwarranted confidence in the alignment solutions, severe consequences may result. For probabilistic image registration (PIR), the predominant way to quantify the registration uncertainty is using summary statistics of the distribution of transformation parameters. The majority of existing research focuses on trying out different summary statistics as well as a means to exploit them. Distinctively, in this paper, we study two rarely examined topics: (1) whether those summary statistics of the transformation distribution most informatively represent the registration uncertainty; (2) Does utilizing the registration uncertainty always be beneficial. We show that there are two types of uncertainties: the transformation uncertainty, Ut, and label uncertainty Ul. The conventional way of using Ut to quantify Ul is inappropriate and can be misleading. By a real data experiment, we also share a potentially critical finding that making use of the registration uncertainty may not always be an improvement.

preprint2020arXiv

Online Dense Subgraph Discovery via Blurred-Graph Feedback

Dense subgraph discovery aims to find a dense component in edge-weighted graphs. This is a fundamental graph-mining task with a variety of applications and thus has received much attention recently. Although most existing methods assume that each individual edge weight is easily obtained, such an assumption is not necessarily valid in practice. In this paper, we introduce a novel learning problem for dense subgraph discovery in which a learner queries edge subsets rather than only single edges and observes a noisy sum of edge weights in a queried subset. For this problem, we first propose a polynomial-time algorithm that obtains a nearly-optimal solution with high probability. Moreover, to deal with large-sized graphs, we design a more scalable algorithm with a theoretical guarantee. Computational experiments using real-world graphs demonstrate the effectiveness of our algorithms.

preprint2020arXiv

Principled analytic classifier for positive-unlabeled learning via weighted integral probability metric

We consider the problem of learning a binary classifier from only positive and unlabeled observations (called PU learning). Recent studies in PU learning have shown superior performance theoretically and empirically. However, most existing algorithms may not be suitable for large-scale datasets because they face repeated computations of a large Gram matrix or require massive hyperparameter optimization. In this paper, we propose a computationally efficient and theoretically grounded PU learning algorithm. The proposed PU learning algorithm produces a closed-form classifier when the hypothesis space is a closed ball in reproducing kernel Hilbert space. In addition, we establish upper bounds of the estimation error and the excess risk. The obtained estimation error bound is sharper than existing results and the derived excess risk bound has an explicit form, which vanishes as sample sizes increase. Finally, we conduct extensive numerical experiments using both synthetic and real datasets, demonstrating improved accuracy, scalability, and robustness of the proposed algorithm.

preprint2020arXiv

Progressive Identification of True Labels for Partial-Label Learning

Partial-label learning (PLL) is a typical weakly supervised learning problem, where each training instance is equipped with a set of candidate labels among which only one is the true label. Most existing methods elaborately designed learning objectives as constrained optimizations that must be solved in specific manners, making their computational complexity a bottleneck for scaling up to big data. The goal of this paper is to propose a novel framework of PLL with flexibility on the model and optimization algorithm. More specifically, we propose a novel estimator of the classification risk, theoretically analyze the classifier-consistency, and establish an estimation error bound. Then we propose a progressive identification algorithm for approximately minimizing the proposed risk estimator, where the update of the model and identification of true labels are conducted in a seamless manner. The resulting algorithm is model-independent and loss-independent, and compatible with stochastic optimization. Thorough experiments demonstrate it sets the new state of the art.

preprint2020arXiv

Solving NP-Hard Problems on Graphs with Extended AlphaGo Zero

There have been increasing challenges to solve combinatorial optimization problems by machine learning. Khalil et al. proposed an end-to-end reinforcement learning framework, S2V-DQN, which automatically learns graph embeddings to construct solutions to a wide range of problems. To improve the generalization ability of their Q-learning method, we propose a novel learning strategy based on AlphaGo Zero which is a Go engine that achieved a superhuman level without the domain knowledge of the game. Our framework is redesigned for combinatorial problems, where the final reward might take any real number instead of a binary response, win/lose. In experiments conducted for five kinds of NP-hard problems including {\sc MinimumVertexCover} and {\sc MaxCut}, our method is shown to generalize better to various graphs than S2V-DQN. Furthermore, our method can be combined with recently-developed graph neural network (GNN) models such as the \emph{Graph Isomorphism Network}, resulting in even better performance. This experiment also gives an interesting insight into a suitable choice of GNN models for each task.

preprint2020arXiv

Support vector comparison machines

In ranking problems, the goal is to learn a ranking function from labeled pairs of input points. In this paper, we consider the related comparison problem, where the label indicates which element of the pair is better, or if there is no significant difference. We cast the learning problem as a margin maximization, and show that it can be solved by converting it to a standard SVM. We use simulated nonlinear patterns, a real learning to rank sushi data set, and a chess data set to show that our proposed SVMcompare algorithm outperforms SVMrank when there are equality pairs.

preprint2020arXiv

Time-varying Gaussian Process Bandit Optimization with Non-constant Evaluation Time

The Gaussian process bandit is a problem in which we want to find a maximizer of a black-box function with the minimum number of function evaluations. If the black-box function varies with time, then time-varying Bayesian optimization is a promising framework. However, a drawback with current methods is in the assumption that the evaluation time for every observation is constant, which can be unrealistic for many practical applications, e.g., recommender systems and environmental monitoring. As a result, the performance of current methods can be degraded when this assumption is violated. To cope with this problem, we propose a novel time-varying Bayesian optimization algorithm that can effectively handle the non-constant evaluation time. Furthermore, we theoretically establish a regret bound of our algorithm. Our bound elucidates that a pattern of the evaluation time sequence can hugely affect the difficulty of the problem. We also provide experimental results to validate the practical effectiveness of the proposed method.

preprint2020arXiv

Unbiased Risk Estimators Can Mislead: A Case Study of Learning with Complementary Labels

In weakly supervised learning, unbiased risk estimator(URE) is a powerful tool for training classifiers when training and test data are drawn from different distributions. Nevertheless, UREs lead to overfitting in many problem settings when the models are complex like deep networks. In this paper, we investigate reasons for such overfitting by studying a weakly supervised problem called learning with complementary labels. We argue the quality of gradient estimation matters more in risk minimization. Theoretically, we show that a URE gives an unbiased gradient estimator(UGE). Practically, however, UGEs may suffer from huge variance, which causes empirical gradients to be usually far away from true gradients during minimization. To this end, we propose a novel surrogate complementary loss(SCL) framework that trades zero bias with reduced variance and makes empirical gradients more aligned with true gradients in the direction. Thanks to this characteristic, SCL successfully mitigates the overfitting issue and improves URE-based methods.

preprint2016arXiv

Class-prior Estimation for Learning from Positive and Unlabeled Data

We consider the problem of estimating the class prior in an unlabeled dataset. Under the assumption that an additional labeled dataset is available, the class prior can be estimated by fitting a mixture of class-wise data distributions to the unlabeled data distribution. However, in practice, such an additional labeled dataset is often not available. In this paper, we show that, with additional samples coming only from the positive class, the class prior of the unlabeled dataset can be estimated correctly. Our key idea is to use properly penalized divergences for model fitting to cancel the error caused by the absence of negative samples. We further show that the use of the penalized $L_1$-distance gives a computationally efficient algorithm with an analytic solution. The consistency, stability, and estimation error are theoretically analyzed. Finally, we experimentally demonstrate the usefulness of the proposed method.

preprint2016arXiv

Faster Stochastic Variational Inference using Proximal-Gradient Methods with General Divergence Functions

Several recent works have explored stochastic gradient methods for variational inference that exploit the geometry of the variational-parameter space. However, the theoretical properties of these methods are not well-understood and these methods typically only apply to conditionally-conjugate models. We present a new stochastic method for variational inference which exploits the geometry of the variational-parameter space and also yields simple closed-form updates even for non-conjugate models. We also give a convergence-rate analysis of our method and many other previous methods which exploit the geometry of the space. Our analysis generalizes existing convergence results for stochastic mirror-descent on non-convex objectives by using a more general class of divergence functions. Beyond giving a theoretical justification for a variety of recent methods, our experiments show that new algorithms derived in this framework lead to state of the art results on a variety of problems. Further, due to its generality, we expect that our theoretical analysis could also apply to other applications.

preprint2016arXiv

Geometry-aware stationary subspace analysis

In many real-world applications data exhibits non-stationarity, i.e., its distribution changes over time. One approach to handling non-stationarity is to remove or minimize it before attempting to analyze the data. In the context of brain computer interface (BCI) data analysis this may be done by means of stationary subspace analysis (SSA). The classic SSA method finds a matrix that projects the data onto a stationary subspace by optimizing a cost function based on a matrix divergence. In this work we present an alternative method for SSA based on a symmetrized version of this matrix divergence. We show that this frames the problem in terms of distances between symmetric positive definite (SPD) matrices, suggesting a geometric interpretation of the problem. Stemming from this geometric viewpoint, we introduce and analyze a method which utilizes the geometry of the SPD matrix manifold and the invariance properties of its metrics. Most notably we show that these invariances alleviate the need to whiten the input matrices, a common step in many SSA methods which often introduces errors. We demonstrate the usefulness of our technique in experiments on both synthesized and real-world data.

preprint2016arXiv

Non-Gaussian Component Analysis with Log-Density Gradient Estimation

Non-Gaussian component analysis (NGCA) is aimed at identifying a linear subspace such that the projected data follows a non-Gaussian distribution. In this paper, we propose a novel NGCA algorithm based on log-density gradient estimation. Unlike existing methods, the proposed NGCA algorithm identifies the linear subspace by using the eigenvalue decomposition without any iterative procedures, and thus is computationally reasonable. Furthermore, through theoretical analysis, we prove that the identified subspace converges to the true subspace at the optimal parametric rate. Finally, the practical performance of the proposed algorithm is demonstrated on both artificial and benchmark datasets.

preprint2016arXiv

Policy Search with High-Dimensional Context Variables

Direct contextual policy search methods learn to improve policy parameters and simultaneously generalize these parameters to different context or task variables. However, learning from high-dimensional context variables, such as camera images, is still a prominent problem in many real-world tasks. A naive application of unsupervised dimensionality reduction methods to the context variables, such as principal component analysis, is insufficient as task-relevant input may be ignored. In this paper, we propose a contextual policy search method in the model-based relative entropy stochastic search framework with integrated dimensionality reduction. We learn a model of the reward that is locally quadratic in both the policy parameters and the context variables. Furthermore, we perform supervised linear dimensionality reduction on the context variables by nuclear norm regularization. The experimental results show that the proposed method outperforms naive dimensionality reduction via principal component analysis and a state-of-the-art contextual policy search method.

preprint2016arXiv

Reinterpreting the Transformation Posterior in Probabilistic Image Registration

Probabilistic image registration methods estimate the posterior distribution of transformation. The conventional way of interpreting the transformation posterior is to use the mode as the most likely transformation and assign its corresponding intensity to the registered voxel. Meanwhile, summary statistics of the posterior are employed to evaluate the registration uncertainty, that is the trustworthiness of the registered image. Despite the wide acceptance, this convention has never been justified. In this paper, based on illustrative examples, we question the correctness and usefulness of conventional methods. In order to faithfully translate the transformation posterior, we propose to encode the variability of values into a novel data type called ensemble fields. Ensemble fields can serve as a complement to the registered image and a foundation for developing advanced methods to characterize the uncertainty in registration-based tasks. We demonstrate the potential of ensemble fields by pilot examples

preprint2016arXiv

Structure Learning of Partitioned Markov Networks

We learn the structure of a Markov Network between two groups of random variables from joint observations. Since modelling and learning the full MN structure may be hard, learning the links between two groups directly may be a preferable option. We introduce a novel concept called the \emph{partitioned ratio} whose factorization directly associates with the Markovian properties of random variables across two groups. A simple one-shot convex optimization procedure is proposed for learning the \emph{sparse} factorizations of the partitioned ratio and it is theoretically guaranteed to recover the correct inter-group structure under mild conditions. The performance of the proposed method is experimentally compared with the state of the art MN structure learning methods using ROC curves. Real applications on analyzing bipartisanship in US congress and pairwise DNA/time-series alignments are also reported.

preprint2016arXiv

Support Consistency of Direct Sparse-Change Learning in Markov Networks

We study the problem of learning sparse structure changes between two Markov networks $P$ and $Q$. Rather than fitting two Markov networks separately to two sets of data and figuring out their differences, a recent work proposed to learn changes \emph{directly} via estimating the ratio between two Markov network models. In this paper, we give sufficient conditions for \emph{successful change detection} with respect to the sample size $n_p, n_q$, the dimension of data $m$, and the number of changed edges $d$. When using an unbounded density ratio model we prove that the true sparse changes can be consistently identified for $n_p = Ω(d^2 \log \frac{m^2+m}{2})$ and $n_q = Ω({n_p^2})$, with an exponentially decaying upper-bound on learning error. Such sample complexity can be improved to $\min(n_p, n_q) = Ω(d^2 \log \frac{m^2+m}{2})$ when the boundedness of the density ratio model is assumed. Our theoretical guarantee can be applied to a wide range of discrete/continuous Markov networks.

preprint2016arXiv

Theoretical Comparisons of Positive-Unlabeled Learning against Positive-Negative Learning

In PU learning, a binary classifier is trained from positive (P) and unlabeled (U) data without negative (N) data. Although N data is missing, it sometimes outperforms PN learning (i.e., ordinary supervised learning). Hitherto, neither theoretical nor experimental analysis has been given to explain this phenomenon. In this paper, we theoretically compare PU (and NU) learning against PN learning based on the upper bounds on estimation errors. We find simple conditions when PU and NU learning are likely to outperform PN learning, and we prove that, in terms of the upper bounds, either PU or NU learning (depending on the class-prior probability and the sizes of P and N data) given infinite U data will improve on PN learning. Our theoretical findings well agree with the experimental results on artificial and benchmark data even when the experimental setup does not match the theoretical assumptions exactly.

preprint2015arXiv

Bandit-Based Task Assignment for Heterogeneous Crowdsourcing

We consider a task assignment problem in crowdsourcing, which is aimed at collecting as many reliable labels as possible within a limited budget. A challenge in this scenario is how to cope with the diversity of tasks and the task-dependent reliability of workers, e.g., a worker may be good at recognizing the name of sports teams, but not be familiar with cosmetics brands. We refer to this practical setting as heterogeneous crowdsourcing. In this paper, we propose a contextual bandit formulation for task assignment in heterogeneous crowdsourcing, which is able to deal with the exploration-exploitation trade-off in worker selection. We also theoretically investigate the regret bounds for the proposed method, and demonstrate its practical usefulness experimentally.

preprint2015arXiv

Direct Estimation of the Derivative of Quadratic Mutual Information with Application in Supervised Dimension Reduction

A typical goal of supervised dimension reduction is to find a low-dimensional subspace of the input space such that the projected input variables preserve maximal information about the output variables. The dependence maximization approach solves the supervised dimension reduction problem through maximizing a statistical dependence between projected input variables and output variables. A well-known statistical dependence measure is mutual information (MI) which is based on the Kullback-Leibler (KL) divergence. However, it is known that the KL divergence is sensitive to outliers. On the other hand, quadratic MI (QMI) is a variant of MI based on the $L_2$ distance which is more robust against outliers than the KL divergence, and a computationally efficient method to estimate QMI from data, called least-squares QMI (LSQMI), has been proposed recently. For these reasons, developing a supervised dimension reduction method based on LSQMI seems promising. However, not QMI itself, but the derivative of QMI is needed for subspace search in supervised dimension reduction, and the derivative of an accurate QMI estimator is not necessarily a good estimator of the derivative of QMI. In this paper, we propose to directly estimate the derivative of QMI without estimating QMI itself. We show that the direct estimation of the derivative of QMI is more accurate than the derivative of the estimated QMI. Finally, we develop a supervised dimension reduction algorithm which efficiently uses the proposed derivative estimator, and demonstrate through experiments that the proposed method is more robust against outliers than existing methods.

preprint2015arXiv

Homotopy Continuation Approaches for Robust SV Classification and Regression

In support vector machine (SVM) applications with unreliable data that contains a portion of outliers, non-robustness of SVMs often causes considerable performance deterioration. Although many approaches for improving the robustness of SVMs have been studied, two major challenges remain in robust SVM learning. First, robust learning algorithms are essentially formulated as non-convex optimization problems. It is thus important to develop a non-convex optimization method for robust SVM that can find a good local optimal solution. The second practical issue is how one can tune the hyperparameter that controls the balance between robustness and efficiency. Unfortunately, due to the non-convexity, robust SVM solutions with slightly different hyper-parameter values can be significantly different, which makes model selection highly unstable. In this paper, we address these two issues simultaneously by introducing a novel homotopy approach to non-convex robust SVM learning. Our basic idea is to introduce parametrized formulations of robust SVM which bridge the standard SVM and fully robust SVM via the parameter that represents the influence of outliers. We characterize the necessary and sufficient conditions of the local optimal solutions of robust SVM, and develop an algorithm that can trace a path of local optimal solutions when the influence of outliers is gradually decreased. An advantage of our homotopy approach is that it can be interpreted as simulated annealing, a common approach for finding a good local optimal solution in non-convex optimization problems. In addition, our homotopy method allows stable and efficient model selection based on the path of local optimal solutions. Empirical performances of the proposed approach are demonstrated through intensive numerical experiments both on robust classification and regression problems.

preprint2015arXiv

Online Markov decision processes with policy iteration

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and theoretically establish a sublinear regret bound. A notable advantage of the proposed algorithm is that it can be easily combined with function approximation, and thus large and possibly continuous state spaces can be efficiently handled. Through experiments, we demonstrate the usefulness of the proposed algorithm.

preprint2015arXiv

Regularized Multi-Task Learning for Multi-Dimensional Log-Density Gradient Estimation

Log-density gradient estimation is a fundamental statistical problem and possesses various practical applications such as clustering and measuring non-Gaussianity. A naive two-step approach of first estimating the density and then taking its log-gradient is unreliable because an accurate density estimate does not necessarily lead to an accurate log-density gradient estimate. To cope with this problem, a method to directly estimate the log-density gradient without density estimation has been explored, and demonstrated to work much better than the two-step method. The objective of this paper is to further improve the performance of this direct method in multi-dimensional cases. Our idea is to regard the problem of log-density gradient estimation in each dimension as a task, and apply regularized multi-task learning to the direct log-density gradient estimator. We experimentally demonstrate the usefulness of the proposed multi-task method in log-density gradient estimation and mode-seeking clustering.

preprint2015arXiv

Supervised LogEuclidean Metric Learning for Symmetric Positive Definite Matrices

Metric learning has been shown to be highly effective to improve the performance of nearest neighbor classification. In this paper, we address the problem of metric learning for Symmetric Positive Definite (SPD) matrices such as covariance matrices, which arise in many real-world applications. Naively using standard Mahalanobis metric learning methods under the Euclidean geometry for SPD matrices is not appropriate, because the difference of SPD matrices can be a non-SPD matrix and thus the obtained solution can be uninterpretable. To cope with this problem, we propose to use a properly parameterized LogEuclidean distance and optimize the metric with respect to kernel-target alignment, which is a supervised criterion for kernel learning. Then the resulting non-trivial optimization problem is solved by utilizing the Riemannian geometry. Finally, we experimentally demonstrate the usefulness of our LogEuclidean metric learning algorithm on real-world classification tasks for EEG signals and texture patches.

preprint2015arXiv

Task Selection for Bandit-Based Task Assignment in Heterogeneous Crowdsourcing

Task selection (picking an appropriate labeling task) and worker selection (assigning the labeling task to a suitable worker) are two major challenges in task assignment for crowdsourcing. Recently, worker selection has been successfully addressed by the bandit-based task assignment (BBTA) method, while task selection has not been thoroughly investigated yet. In this paper, we experimentally compare several task selection strategies borrowed from active learning literature, and show that the least confidence strategy significantly improves the performance of task assignment in crowdsourcing.

preprint2015arXiv

Theoretical and Experimental Analyses of Tensor-Based Regression and Classification

We theoretically and experimentally investigate tensor-based regression and classification. Our focus is regularization with various tensor norms, including the overlapped trace norm, the latent trace norm, and the scaled latent trace norm. We first give dual optimization methods using the alternating direction method of multipliers, which is computationally efficient when the number of training samples is moderate. We then theoretically derive an excess risk bound for each tensor norm and clarify their behavior. Finally, we perform extensive experiments using simulated and real data and demonstrate the superiority of tensor-based learning methods over vector- and matrix-based learning methods.

preprint2014arXiv

Clustering via Mode Seeking by Direct Estimation of the Gradient of a Log-Density

Mean shift clustering finds the modes of the data probability density by identifying the zero points of the density gradient. Since it does not require to fix the number of clusters in advance, the mean shift has been a popular clustering algorithm in various application fields. A typical implementation of the mean shift is to first estimate the density by kernel density estimation and then compute its gradient. However, since good density estimation does not necessarily imply accurate estimation of the density gradient, such an indirect two-step approach is not reliable. In this paper, we propose a method to directly estimate the gradient of the log-density without going through density estimation. The proposed method gives the global solution analytically and thus is computationally efficient. We then develop a mean-shift-like fixed-point algorithm to find the modes of the density for clustering. As in the mean shift, one does not need to set the number of clusters in advance. We empirically show that the proposed clustering method works much better than the mean shift especially for high-dimensional data. Experimental results further indicate that the proposed method outperforms existing clustering methods.

preprint2014arXiv

Conditional Density Estimation with Dimensionality Reduction via Squared-Loss Conditional Entropy Minimization

Regression aims at estimating the conditional mean of output given input. However, regression is not informative enough if the conditional density is multimodal, heteroscedastic, and asymmetric. In such a case, estimating the conditional density itself is preferable, but conditional density estimation (CDE) is challenging in high-dimensional space. A naive approach to coping with high-dimensionality is to first perform dimensionality reduction (DR) and then execute CDE. However, such a two-step process does not perform well in practice because the error incurred in the first DR step can be magnified in the second CDE step. In this paper, we propose a novel single-shot procedure that performs CDE and DR simultaneously in an integrated way. Our key idea is to formulate DR as the problem of minimizing a squared-loss variant of conditional entropy, and this is solved via CDE. Thus, an additional CDE step is not needed after DR. We demonstrate the usefulness of the proposed method through extensive experiments on various datasets including humanoid robot transition and computer art.

preprint2014arXiv

Direct Density-Derivative Estimation and Its Application in KL-Divergence Approximation

Estimation of density derivatives is a versatile tool in statistical data analysis. A naive approach is to first estimate the density and then compute its derivative. However, such a two-step approach does not work well because a good density estimator does not necessarily mean a good density-derivative estimator. In this paper, we give a direct method to approximate the density derivative without estimating the density itself. Our proposed estimator allows analytic and computationally efficient approximation of multi-dimensional high-order density derivatives, with the ability that all hyper-parameters can be chosen objectively by cross-validation. We further show that the proposed density-derivative estimator is useful in improving the accuracy of non-parametric KL-divergence estimation via metric learning. The practical superiority of the proposed method is experimentally demonstrated in change detection and feature selection.

preprint2014arXiv

Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation

We propose a new method for detecting changes in Markov network structure between two sets of samples. Instead of naively fitting two Markov network models separately to the two data sets and figuring out their difference, we \emph{directly} learn the network structure change by estimating the ratio of Markov network models. This density-ratio formulation naturally allows us to introduce sparsity in the network structure change, which highly contributes to enhancing interpretability. Furthermore, computation of the normalization term, which is a critical bottleneck of the naive approach, can be remarkably mitigated. We also give the dual formulation of the optimization problem, which further reduces the computation cost for large-scale Markov networks. Through experiments, we demonstrate the usefulness of our method.

preprint2014arXiv

Efficient Reuse of Previous Experiences to Improve Policies in Real Environment

In this study, we show that a movement policy can be improved efficiently using the previous experiences of a real robot. Reinforcement Learning (RL) is becoming a popular approach to acquire a nonlinear optimal policy through trial and error. However, it is considered very difficult to apply RL to real robot control since it usually requires many learning trials. Such trials cannot be executed in real environments because unrealistic time is necessary and the real system's durability is limited. Therefore, in this study, instead of executing many learning trials, we propose to use a recently developed RL algorithm, importance-weighted PGPE, by which the robot can efficiently reuse previously sampled data to improve it's policy parameters. We apply importance-weighted PGPE to CB-i, our real humanoid robot, and show that it can learn a target reaching movement and a cart-pole swing up movement in a real environment without using any prior knowledge of the task or any carefully designed initial trajectory.

preprint2014arXiv

Transductive Learning with Multi-class Volume Approximation

Given a hypothesis space, the large volume principle by Vladimir Vapnik prioritizes equivalence classes according to their volume in the hypothesis space. The volume approximation has hitherto been successfully applied to binary learning problems. In this paper, we extend it naturally to a more general definition which can be applied to several transductive problem settings, such as multi-class, multi-label and serendipitous learning. Even though the resultant learning method involves a non-convex optimization problem, the globally optimal solution is almost surely unique and can be obtained in O(n^3) time. We theoretically provide stability and error analyses for the proposed method, and then experimentally show that it is promising.

preprint2013arXiv

Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation

The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation between time-series samples from two retrospective segments. Our method uses the relative Pearson divergence as a divergence measure, and it is accurately and efficiently estimated by a method of direct density-ratio estimation. Through experiments on artificial and real-world datasets including human-activity sensing, speech, and Twitter messages, we demonstrate the usefulness of the proposed method.

preprint2013arXiv

Clustering Unclustered Data: Unsupervised Binary Labeling of Two Datasets Having Different Class Balances

We consider the unsupervised learning problem of assigning labels to unlabeled data. A naive approach is to use clustering methods, but this works well only when data is properly clustered and each cluster corresponds to an underlying class. In this paper, we first show that this unsupervised labeling problem in balanced binary cases can be solved if two unlabeled datasets having different class balances are available. More specifically, estimation of the sign of the difference between probability densities of two unlabeled datasets gives the solution. We then introduce a new method to directly estimate the sign of the density difference without density estimation. Finally, we demonstrate the usefulness of the proposed method against several clustering methods on various toy problems and real-world datasets.

preprint2013arXiv

Density Ratio Hidden Markov Models

Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however, their classification performance is a drawback. In this paper we apply ideas from the field of density ratio estimation to bypass the difficult step of learning likelihood functions in HMMs. By reformulating inference and model fitting in terms of density ratios and applying a fast kernel-based estimation method, we show that it is possible to obtain a striking increase in discriminative performance while retaining the probabilistic qualities of the HMM. We demonstrate experimentally that this formulation makes more efficient use of training data than alternative approaches.

preprint2013arXiv

Efficient Sample Reuse in Policy Gradients with Parameter-based Exploration

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy gradient estimates for reliable policy updates. In this paper, we combine the following three ideas and give a highly effective policy gradient method: (a) the policy gradients with parameter based exploration, which is a recently proposed policy search method with low variance of gradient estimates, (b) an importance sampling technique, which allows us to reuse previously gathered data in a consistent way, and (c) an optimal baseline, which minimizes the variance of gradient estimates with their unbiasedness being maintained. For the proposed method, we give theoretical analysis of the variance of gradient estimates and show its usefulness through extensive experiments.

preprint2013arXiv

Fast learning rate of multiple kernel learning: Trade-off between sparsity and smoothness

We investigate the learning rate of multiple kernel learning (MKL) with $\ell_1$ and elastic-net regularizations. The elastic-net regularization is a composition of an $\ell_1$-regularizer for inducing the sparsity and an $\ell_2$-regularizer for controlling the smoothness. We focus on a sparse setting where the total number of kernels is large, but the number of nonzero components of the ground truth is relatively small, and show sharper convergence rates than the learning rates have ever shown for both $\ell_1$ and elastic-net regularizations. Our analysis reveals some relations between the choice of a regularization function and the performance. If the ground truth is smooth, we show a faster convergence rate for the elastic-net regularization with less conditions than $\ell_1$-regularization; otherwise, a faster convergence rate for the $\ell_1$-regularization is shown.

preprint2013arXiv

Model-Based Policy Gradients with Parameter-Based Exploration by Least-Squares Conditional Density Estimation

The goal of reinforcement learning (RL) is to let an agent learn an optimal control policy in an unknown environment so that future expected rewards are maximized. The model-free RL approach directly learns the policy based on data samples. Although using many samples tends to improve the accuracy of policy learning, collecting a large number of samples is often expensive in practice. On the other hand, the model-based RL approach first estimates the transition model of the environment and then learns the policy based on the estimated transition model. Thus, if the transition model is accurately learned from a small amount of data, the model-based approach can perform better than the model-free approach. In this paper, we propose a novel model-based RL method by combining a recently proposed model-free policy search method called policy gradients with parameter-based exploration and the state-of-the-art transition model estimator called least-squares conditional density estimation. Through experiments, we demonstrate the practical usefulness of the proposed method.

preprint2013arXiv

Semi-Supervised Information-Maximization Clustering

Semi-supervised clustering aims to introduce prior knowledge in the decision process of a clustering algorithm. In this paper, we propose a novel semi-supervised clustering algorithm based on the information-maximization principle. The proposed method is an extension of a previous unsupervised information-maximization clustering algorithm based on squared-loss mutual information to effectively incorporate must-links and cannot-links. The proposed method is computationally efficient because the clustering solution can be obtained analytically via eigendecomposition. Furthermore, the proposed method allows systematic optimization of tuning parameters such as the kernel width, given the degree of belief in the must-links and cannot-links. The usefulness of the proposed method is demonstrated through experiments.

preprint2012arXiv

Artist Agent: A Reinforcement Learning Approach to Automatic Stroke Generation in Oriental Ink Painting

Oriental ink painting, called Sumi-e, is one of the most appealing painting styles that has attracted artists around the world. Major challenges in computer-based Sumi-e simulation are to abstract complex scene information and draw smooth and natural brush strokes. To automatically find such strokes, we propose to model the brush as a reinforcement learning agent, and learn desired brush-trajectories by maximizing the sum of rewards in the policy search framework. We also provide elaborate design of actions, states, and rewards tailored for a Sumi-e agent. The effectiveness of our proposed approach is demonstrated through simulated Sumi-e experiments.

preprint2012arXiv

Density-Difference Estimation

We address the problem of estimating the difference between two probability densities. A naive approach is a two-step procedure of first estimating two densities separately and then computing their difference. However, such a two-step procedure does not necessarily work well because the first step is performed without regard to the second step and thus a small error incurred in the first stage can cause a big error in the second stage. In this paper, we propose a single-shot procedure for directly estimating the density difference without separately estimating two densities. We derive a non-parametric finite-sample error bound for the proposed single-shot density-difference estimator and show that it achieves the optimal convergence rate. The usefulness of the proposed method is also demonstrated experimentally.

preprint2012arXiv

Dependence Maximizing Temporal Alignment via Squared-Loss Mutual Information

The goal of temporal alignment is to establish time correspondence between two sequences, which has many applications in a variety of areas such as speech processing, bioinformatics, computer vision, and computer graphics. In this paper, we propose a novel temporal alignment method called least-squares dynamic time warping (LSDTW). LSDTW finds an alignment that maximizes statistical dependency between sequences, measured by a squared-loss variant of mutual information. The benefit of this novel information-theoretic formulation is that LSDTW can align sequences with different lengths, different dimensionality, high non-linearity, and non-Gaussianity in a computationally efficient manner. In addition, model parameters such as an initial alignment matrix can be systematically optimized by cross-validation. We demonstrate the usefulness of LSDTW through experiments on synthetic and real-world Kinect action recognition datasets.

preprint2012arXiv

Designing various component analysis at will

This paper provides a generic framework of component analysis (CA) methods introducing a new expression for scatter matrices and Gram matrices, called Generalized Pairwise Expression (GPE). This expression is quite compact but highly powerful: The framework includes not only (1) the standard CA methods but also (2) several regularization techniques, (3) weighted extensions, (4) some clustering methods, and (5) their semi-supervised extensions. This paper also presents quite a simple methodology for designing a desired CA method from the proposed framework: Adopting the known GPEs as templates, and generating a new method by combining these templates appropriately.

preprint2012arXiv

Feature Selection via L1-Penalized Squared-Loss Mutual Information

Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As an attempt to take feature interaction into account, we propose L1-LSMI, an L1-regularization based algorithm that maximizes a squared-loss variant of mutual information between selected features and outputs. Numerical results show that L1-LSMI performs well in handling redundancy, detecting non-linear dependency, and considering feature interaction.

preprint2012arXiv

Information-theoretic Semi-supervised Metric Learning via Entropy Regularization

We propose a general information-theoretic approach called Seraph (SEmi-supervised metRic leArning Paradigm with Hyper-sparsity) for metric learning that does not rely upon the manifold assumption. Given the probability parameterized by a Mahalanobis distance, we maximize the entropy of that probability on labeled data and minimize it on unlabeled data following entropy regularization, which allows the supervised and unsupervised parts to be integrated in a natural and meaningful way. Furthermore, Seraph is regularized by encouraging a low-rank projection induced from the metric. The optimization of Seraph is solved efficiently and stably by an EM-like scheme with the analytical E-Step and convex M-Step. Experiments demonstrate that Seraph compares favorably with many well-known global and local metric learning methods.

preprint2012arXiv

Parametric Return Density Estimation for Reinforcement Learning

Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or the expected shortfall are sometimes preferred in real applications. Here, we describe a parametric method for estimating density of the returns, which allows us to handle various criteria in a unified manner. We first extend the Bellman equation for the conditional expected return to cover a conditional probability density of the returns. Then we derive an extension of the TD-learning algorithm for estimating the return densities in an unknown environment. As test instances, several parametric density estimation algorithms are presented for the Gaussian, Laplace, and skewed Laplace distributions. We show that these algorithms lead to risk-sensitive as well as robust RL paradigms through numerical experiments.

preprint2012arXiv

Semi-Supervised Learning of Class Balance under Class-Prior Change by Distribution Matching

In real-world classification problems, the class balance in the training dataset does not necessarily reflect that of the test dataset, which can cause significant estimation bias. If the class ratio of the test dataset is known, instance re-weighting or resampling allows systematical bias correction. However, learning the class ratio of the test dataset is challenging when no labeled data is available from the test domain. In this paper, we propose to estimate the class ratio in the test dataset by matching probability distributions of training and test input data. We demonstrate the utility of the proposed approach through experiments.

preprint2012arXiv

SERAPH: Semi-supervised Metric Learning Paradigm with Hyper Sparsity

We propose a general information-theoretic approach called Seraph (SEmi-supervised metRic leArning Paradigm with Hyper-sparsity) for metric learning that does not rely upon the manifold assumption. Given the probability parameterized by a Mahalanobis distance, we maximize the entropy of that probability on labeled data and minimize it on unlabeled data following entropy regularization, which allows the supervised and unsupervised parts to be integrated in a natural and meaningful way. Furthermore, Seraph is regularized by encouraging a low-rank projection induced from the metric. The optimization of Seraph is solved efficiently and stably by an EM-like scheme with the analytical E-Step and convex M-Step. Experiments demonstrate that Seraph compares favorably with many well-known global and local metric learning methods.

preprint2011arXiv

Fast Convergence Rate of Multiple Kernel Learning with Elastic-net Regularization

We investigate the learning rate of multiple kernel leaning (MKL) with elastic-net regularization, which consists of an $\ell_1$-regularizer for inducing the sparsity and an $\ell_2$-regularizer for controlling the smoothness. We focus on a sparse setting where the total number of kernels is large but the number of non-zero components of the ground truth is relatively small, and prove that elastic-net MKL achieves the minimax learning rate on the $\ell_2$-mixed-norm ball. Our bound is sharper than the convergence rates ever shown, and has a property that the smoother the truth is, the faster the convergence rate is.

preprint2011arXiv

Information-Maximization Clustering based on Squared-Loss Mutual Information

Information-maximization clustering learns a probabilistic classifier in an unsupervised manner so that mutual information between feature vectors and cluster assignments is maximized. A notable advantage of this approach is that it only involves continuous optimization of model parameters, which is substantially easier to solve than discrete optimization of cluster assignments. However, existing methods still involve non-convex optimization problems, and therefore finding a good local optimal solution is not straightforward in practice. In this paper, we propose an alternative information-maximization clustering method based on a squared-loss variant of mutual information. This novel approach gives a clustering solution analytically in a computationally efficient way via kernel eigenvalue decomposition. Furthermore, we provide a practical model selection procedure that allows us to objectively optimize tuning parameters included in the kernel function. Through experiments, we demonstrate the usefulness of the proposed approach.

preprint2011arXiv

Least-Squares Independence Regression for Non-Linear Causal Inference under Non-Gaussian Noise

The discovery of non-linear causal relationship under additive non-Gaussian noise models has attracted considerable attention recently because of their high flexibility. In this paper, we propose a novel causal inference algorithm called least-squares independence regression (LSIR). LSIR learns the additive noise model through the minimization of an estimator of the squared-loss mutual information between inputs and residuals. A notable advantage of LSIR over existing approaches is that tuning parameters such as the kernel width and the regularization parameter can be naturally optimized by cross-validation, allowing us to avoid overfitting in a data-dependent fashion. Through experiments with real-world datasets, we show that LSIR compares favorably with a state-of-the-art causal inference method.

preprint2011arXiv

Relative Density-Ratio Estimation for Robust Distribution Comparison

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution comparison such as outlier detection, transfer learning, and two-sample homogeneity test. However, since density-ratio functions often possess high fluctuation, divergence estimation is still a challenging task in practice. In this paper, we propose to use relative divergences for distribution comparison, which involves approximation of relative density-ratios. Since relative density-ratios are always smoother than corresponding ordinary density-ratios, our proposed method is favorable in terms of the non-parametric convergence speed. Furthermore, we show that the proposed divergence estimator has asymptotic variance independent of the model complexity under a parametric setup, implying that the proposed estimator hardly overfits even with complex models. Through experiments, we demonstrate the usefulness of the proposed approach.

preprint2011arXiv

Sharp Convergence Rate and Support Consistency of Multiple Kernel Learning with Sparse and Dense Regularization

We theoretically investigate the convergence rate and support consistency (i.e., correctly identifying the subset of non-zero coefficients in the large sample limit) of multiple kernel learning (MKL). We focus on MKL with block-l1 regularization (inducing sparse kernel combination), block-l2 regularization (inducing uniform kernel combination), and elastic-net regularization (including both block-l1 and block-l2 regularization). For the case where the true kernel combination is sparse, we show a sharper convergence rate of the block-l1 and elastic-net MKL methods than the existing rate for block-l1 MKL. We further show that elastic-net MKL requires a milder condition for being consistent than block-l1 MKL. For the case where the optimal kernel combination is not exactly sparse, we prove that elastic-net MKL can achieve a faster convergence rate than the block-l1 and block-l2 MKL methods by carefully controlling the balance between the block-l1and block-l2 regularizers. Thus, our theoretical results overall suggest the use of elastic-net regularization in MKL.

preprint2011arXiv

Sufficient Component Analysis for Supervised Dimension Reduction

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient component analysis (SCA), which is computationally more efficient than existing methods. In our method, a solution is computed by iteratively performing dependence estimation and maximization: Dependence estimation is analytically carried out by recently-proposed least-squares mutual information (LSMI), and dependence maximization is also analytically carried out by utilizing the Epanechnikov kernel. Through large-scale experiments on real-world image classification and audio tagging problems, the proposed method is shown to compare favorably with existing dimension reduction approaches.

preprint2011arXiv

Super-Linear Convergence of Dual Augmented-Lagrangian Algorithm for Sparsity Regularized Estimation

We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We theoretically show under some conditions that DAL converges super-linearly in a non-asymptotic and global sense. Due to a special modelling of sparse estimation problems in the context of machine learning, the assumptions we make are milder and more natural than those made in conventional analysis of augmented Lagrangian algorithms. In addition, the new interpretation enables us to generalize DAL to wide varieties of sparse estimation problems. We experimentally confirm our analysis in a large scale $\ell_1$-regularized logistic regression problem and extensively compare the efficiency of DAL algorithm to previously proposed algorithms on both synthetic and benchmark datasets.

preprint2011arXiv

The Degrees of Freedom of Partial Least Squares Regression

The derivation of statistical properties for Partial Least Squares regression can be a challenging task. The reason is that the construction of latent components from the predictor variables also depends on the response variable. While this typically leads to good performance and interpretable models in practice, it makes the statistical analysis more involved. In this work, we study the intrinsic complexity of Partial Least Squares Regression. Our contribution is an unbiased estimate of its Degrees of Freedom. It is defined as the trace of the first derivative of the fitted values, seen as a function of the response. We establish two equivalent representations that rely on the close connection of Partial Least Squares to matrix decompositions and Krylov subspace techniques. We show that the Degrees of Freedom depend on the collinearity of the predictor variables: The lower the collinearity is, the higher the Degrees of Freedom are. In particular, they are typically higher than the naive approach that defines the Degrees of Freedom as the number of components. Further, we illustrate how the Degrees of Freedom approach can be used for the comparison of different regression methods. In the experimental section, we show that our Degrees of Freedom estimate in combination with information criteria is useful for model selection.

preprint2010arXiv

Cross-Domain Object Matching with Model Selection

The goal of cross-domain object matching (CDOM) is to find correspondence between two sets of objects in different domains in an unsupervised way. Photo album summarization is a typical application of CDOM, where photos are automatically aligned into a designed frame expressed in the Cartesian coordinate system. CDOM is usually formulated as finding a mapping from objects in one domain (photos) to objects in the other domain (frame) so that the pairwise dependency is maximized. A state-of-the-art CDOM method employs a kernel-based dependency measure, but it has a drawback that the kernel parameter needs to be determined manually. In this paper, we propose alternative CDOM methods that can naturally address the model selection problem. Through experiments on image matching, unpaired voice conversion, and photo album summarization tasks, the effectiveness of the proposed methods is demonstrated.

preprint2010arXiv

f-divergence estimation and two-sample homogeneity test under semiparametric density-ratio models

A density ratio is defined by the ratio of two probability densities. We study the inference problem of density ratios and apply a semi-parametric density-ratio estimator to the two-sample homogeneity test. In the proposed test procedure, the f-divergence between two probability densities is estimated using a density-ratio estimator. The f-divergence estimator is then exploited for the two-sample homogeneity test. We derive the optimal estimator of f-divergence in the sense of the asymptotic variance, and then investigate the relation between the proposed test procedure and the existing score test based on empirical likelihood estimator. Through numerical studies, we illustrate the adequacy of the asymptotic theory for finite-sample inference.

preprint2010arXiv

Multi-parametric Solution-path Algorithm for Instance-weighted Support Vector Machines

An instance-weighted variant of the support vector machine (SVM) has attracted considerable attention recently since they are useful in various machine learning tasks such as non-stationary data analysis, heteroscedastic data modeling, transfer learning, learning to rank, and transduction. An important challenge in these scenarios is to overcome the computational bottleneck---instance weights often change dynamically or adaptively, and thus the weighted SVM solutions must be repeatedly computed. In this paper, we develop an algorithm that can efficiently and exactly update the weighted SVM solutions for arbitrary change of instance weights. Technically, this contribution can be regarded as an extension of the conventional solution-path algorithm for a single regularization parameter to multiple instance-weight parameters. However, this extension gives rise to a significant problem that breakpoints (at which the solution path turns) have to be identified in high-dimensional space. To facilitate this, we introduce a parametric representation of instance weights. We also provide a geometric interpretation in weight space using a notion of critical region: a polyhedron in which the current affine solution remains to be optimal. Then we find breakpoints at intersections of the solution path and boundaries of polyhedrons. Through extensive experiments on various practical applications, we demonstrate the usefulness of the proposed algorithm.

preprint2009arXiv

Dual Augmented Lagrangian Method for Efficient Sparse Reconstruction

We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is much larger than the number of observations because of the dual formulation. Moreover, the primal variable is explicitly updated and the sparsity in the solution is exploited. Numerical comparison with the state-of-the-art algorithms shows that the proposed algorithm is favorable when the design matrix is poorly conditioned or dense and very large.

preprint2009arXiv

Lanczos Approximations for the Speedup of Kernel Partial Least Squares Regression

The runtime for Kernel Partial Least Squares (KPLS) to compute the fit is quadratic in the number of examples. However, the necessity of obtaining sensitivity measures as degrees of freedom for model selection or confidence intervals for more detailed analysis requires cubic runtime, and thus constitutes a computational bottleneck in real-world data analysis. We propose a novel algorithm for KPLS which not only computes (a) the fit, but also (b) its approximate degrees of freedom and (c) error bars in quadratic runtime. The algorithm exploits a close connection between Kernel PLS and the Lanczos algorithm for approximating the eigenvalues of symmetric matrices, and uses this approximation to compute the trace of powers of the kernel matrix in quadratic runtime.