Neural architecture search (NAS) automates the design of deep neural networks. One of the main challenges in searching complex and non-continuous architectures is to compare the similarity of networks that the conventional Euclidean metric may fail to capture. Optimal transport (OT) is resilient to such complex structure by considering the minimal cost for transporting a network into another. However, the OT is generally not negative definite which may limit its ability to build the positive-definite kernels required in many kernel-dependent frameworks. Building upon tree-Wasserstein (TW), which is a negative definite variant of OT, we develop a novel discrepancy for neural architectures, and demonstrate it within a Gaussian process surrogate model for the sequential NAS settings. Furthermore, we derive a novel parallel NAS, using quality k-determinantal point process on the GP posterior, to select diverse and high-performing architectures from a discrete set of candidates. Empirically, we demonstrate that our TW-based approaches outperform other baselines in both sequential and parallel NAS.
Recent studies identified that sequential Recommendation is improved by the attention mechanism. By following this development, we propose Relation-Aware Kernelized Self-Attention (RKSA) adopting a self-attention mechanism of the Transformer with augmentation of a probabilistic model. The original self-attention of Transformer is a deterministic measure without relation-awareness. Therefore, we introduce a latent space to the self-attention, and the latent space models the recommendation context from relation as a multivariate skew-normal distribution with a kernelized covariance matrix from c…
Vrije Universiteit Amsterdam(阿姆斯特丹自由大学);University of Amsterdam(阿姆斯特丹大学)
Conventional neural architectures for sequential data present important limitations. Recurrent networks suffer from exploding and vanishing gradients, small effective memory horizons, and must be trained sequentially. Convolutional networks are unable to handle sequences of unknown size and their memory horizon must be defined a priori. In this work, we show that all these problems can be solved by formulating convolutional kernels in CNNs as continuous functions. The resulting Continuous Kernel Convolution (CKConv) allows us to model arbitrarily long sequences in a parallel manner, within a s…
This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian processes framework, the computational bottlenecks are the inversion of the (regularized) kernel matrix and the computation of the hyper-parameters defining the kernel. The main contributions of this paper are two-fold. First, we formalize an approach to compute the inverse of the kernel matrix using randomized matrix factorization algorithms in a streaming scenar…
University of Oxford(牛津大学);Carnegie Mellon University(卡内基梅隆大学)
The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given context and an action taken by an agent. In contrast to Bayesian optimization, the arguments of the function are not under agent's control, but are indirectly determined by the agent's action based on a given context. If the information of the features is to be included in the maximization problem, the full conditional distribution of such features, rather …
In this article we perform an asymptotic analysis of Bayesian parallel kernel density estimators introduced by Neiswanger, Wang and Xing (2014). We derive the asymptotic expansion of the mean integrated squared error for the full data posterior estimator and investigate the properties of asymptotically optimal bandwidth parameters. Our analysis demonstrates that partitioning data into subsets requires a non-trivial choice of bandwidth parameters that optimizes the estimation error.
The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these problems. However, these methods are inherently sequential and do not in their standard formulation allow for parallelization in the time domain. In this paper, we present a set of parallel formulas that replace the existing sequential ones in order to achieve lower time (span) complexity. Our experimental results done with a graphics processing unit (GPU) …
University College London(伦敦大学学院);University of Oxford(牛津大学)
We present a novel framework for kernel learning with sequential data of any kind, such as time series, sequences of graphs, or strings. Our approach is based on signature features which can be seen as an ordered variant of sample (cross-)moments; it allows to obtain a "sequentialized" version of any static kernel. The sequential kernels are efficiently computable for discrete sequences and are shown to approximate a continuous moment form in a sampling sense. A number of known kernels for sequences arise as "sequentializations" of suitable static kernels: string kernels may be obtained as a s…
Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less samples in average. For a binary detection problem, it is well known that for known density functions accumulating the likelihood ratio statistics is time optimal under a fixed error rate constraint. This paper considers the problem of learning a binary sequential detector from training samples when density functions are unavailable. We formulate the proble…
University of Southern California(南加州大学);Hanyang University(汉阳大学)
We study a pool-based sequential active learning (AL), in which one sample is queried at each time from a large pool of unlabeled data according to a selection criterion. For this framework, we propose two selection criteria, named expected-kernel-discrepancy (EKD) and expected-kernel-loss (EKL), by leveraging the particular structure of multiple kernel learning (MKL). Also, it is identified that the proposed EKD and EKL successfully generalize the concepts of popular query-by-committee (QBC) and expected-model-change (EMC), respectively. Via experimental results with real-data sets, we verify…
Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on prior assumptions on the hypothesis space, e.g., the known kernel of a Reproducing Kernel Hilbert Space (RKHS). Hand-designing such kernels is error prone, and misspecification may lead to poor or unsafe performance. In this work, we propose to meta-learn a kernel from offline data (Meta-KeL). For the case where the unknown kernel is a combination of known ba…
INRIA(法国国家信息与自动化研究所);École Normale Supérieure(巴黎高等师范学院);University of Cambridge(剑桥大学)
Recently, the Frank-Wolfe optimization algorithm was suggested as a procedure to obtain adaptive quadrature rules for integrals of functions in a reproducing kernel Hilbert space (RKHS) with a potentially faster rate of convergence than Monte Carlo integration (and "kernel herding" was shown to be a special case of this procedure). In this paper, we propose to replace the random sampling step in a particle filter by Frank-Wolfe optimization. By optimizing the position of the particles, we can obtain better accuracy than random or quasi-Monte Carlo sampling. In applications where the evaluation…
Sequential Kernel-based Conditional Independence Testing via Adaptive Betting
Department of Computer Science, University of British Columbia, Vancouver, Canada(不列颠哥伦比亚大学计算机科学系,温哥华,加拿大);Alberta Machine Intelligence Institute, Edmonton, Canada(阿尔伯塔机器智能研究所,爱德蒙顿,加拿大)
Glasgow College, University of Electronic Science and Technology of China(电子科技大学格拉斯哥学院);School of Mathematical Sciences, University of Electronic Science and Technology of China(电子科技大学数学科学学院);School of Computer Science and Engineering, University of Electronic Science and Technology of China(电子科技大学计算机科学与工程学院)
Recurrent neural networks have been widely used in sequence learning tasks. In previous studies, the performance of the model has always been improved by either wider or deeper structures. However, the former becomes more prone to overfitting, while the latter is difficult to optimize. In this paper, we propose a simple new model named Thick-Net, by expanding the network from another dimension: thickness. Multiple parallel values are obtained via more sets of parameters in each hidden state, and the maximum value is selected as the final output among parallel intermediate outputs. Notably, Thi…
Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from the previous examples. Prior approaches to parallelizing linear learners using SGD, such as HOGWILD! and ALLREDUCE, do not honor these dependencies across threads and thus can potentially suffer poor convergence rates and/or poor scalability. This paper proposes SYMSGD, a parallel SGD algorithm that, to a first-order approximation, retains the sequential sema…
University of Reading(雷丁大学);Universidad Nacional del Nordeste(东北国立大学);CONICET(阿根廷国家科学技术研究委员会);National Centre for Earth Observation(国家地球观测中心)
In this work, a novel sequential Monte Carlo filter is introduced which aims at efficient sampling of high-dimensional state spaces with a limited number of particles. Particles are pushed forward from the prior to the posterior density using a sequence of mappings that minimizes the Kullback-Leibler divergence between the posterior and the sequence of intermediate densities. The sequence of mappings represents a gradient flow. A key ingredient of the mappings is that they are embedded in a reproducing kernel Hilbert space, which allows for a practical and efficient algorithm. The embedding pr…
University of California, Davis(加州大学戴维斯分校);University of Texas, Austin(德克萨斯大学奥斯汀分校)
Kernel machines often yield superior predictive performance on various tasks; however, they suffer from severe computational challenges. In this paper, we show how to overcome the important challenge of speeding up kernel machines. In particular, we develop a parallel block minimization framework for solving kernel machines, including kernel SVM and kernel logistic regression. Our framework proceeds by dividing the problem into smaller subproblems by forming a block-diagonal approximation of the Hessian matrix. The subproblems are then solved approximately in parallel. After that, a communicat…
Peking University(北京大学);The Hong Kong University of Science and Technology (Guangzhou)(香港科技大学(广州));University of Central Florida(中佛罗里达大学)
Point-of-Interest (POI) recommendation, which benefits from the proliferation of GPS-enabled devices and location-based social networks (LBSNs), plays an increasingly important role in recommender systems. It aims to provide users with the convenience to discover their interested places to visit based on previous visits and current status. Most existing methods usually merely leverage recurrent neural networks (RNNs) to explore sequential influences for recommendation. Despite the effectiveness, these methods not only neglect topological geographical influences among POIs, but also fail to mod…
Chongqing Radio and TV University(重庆广播电视大学);Chongqing University(重庆大学)
Labeled speech data from patients with Parkinsons disease (PD) are scarce, and the statistical distributions of training and test data differ significantly in the existing datasets. To solve these problems, dimensional reduction and sample augmentation must be considered. In this paper, a novel PD classification algorithm based on sparse kernel transfer learning combined with a parallel optimization of samples and features is proposed. Sparse transfer learning is used to extract effective structural information of PD speech features from public datasets as source domain data, and the fast ADDM…
Hanoi University of Science and Technology(河内理工大学);The Graduate University for Advanced Studies, SOKENDAI(综合研究大学院大学(SOKENDAI));National Institute of Informatics(国立信息学研究所)
Kernel segmentation aims at partitioning a data sequence into several non-overlapping segments that may have nonlinear and complex structures. In general, it is formulated as a discrete optimization problem with combinatorial constraints. A popular algorithm for optimally solving this problem is dynamic programming (DP), which has quadratic computation and memory requirements. Given that sequences in practice are too long, this algorithm is not a practical approach. Although many heuristic algorithms have been proposed to approximate the optimal segmentation, they have no guarantee on the qual…