Archive for machine learning

machine learning-based approach to likelihood-free inference

Posted in Statistics with tags , , , , , , , , , , , on March 3, 2017 by xi'an

polyptych painting within the TransCanada Pipeline Pavilion, Banff Centre, Banff, March 21, 2012At ABC’ory last week, Kyle Cranmer gave an extended talk on estimating the likelihood ratio by classification tools. Connected with a 2015 arXival. The idea is that the likelihood ratio is invariant by a transform s(.) that is monotonic with the likelihood ratio itself. It took me a few minutes (after the talk) to understand what this meant. Because it is a transform that actually depends on the parameter values in the denominator and the numerator of the ratio. For instance the ratio itself is a proper transform in the sense that the likelihood ratio based on the distribution of the likelihood ratio under both parameter values is the same as the original likelihood ratio. Or the (naïve Bayes) probability version of the likelihood ratio. Which reminds me of the invariance in Fearnhead and Prangle (2012) of the Bayes estimate given x and of the Bayes estimate given the Bayes estimate. I also feel there is a connection with Geyer’s logistic regression estimate of normalising constants mentioned several times on the ‘Og. (The paper mentions in the conclusion the connection with this problem.)

Now, back to the paper (which I read the night after the talk to get a global perspective on the approach), the ratio is of course unknown and the implementation therein is to estimate it by a classification method. Estimating thus the probability for a given x to be from one versus the other distribution. Once this estimate is produced, its distributions under both values of the parameter can be estimated by density estimation, hence an estimated likelihood ratio be produced. With better prospects since this is a one-dimensional quantity. An objection to this derivation is that it intrinsically depends on the pair of parameters θ¹ and θ² used therein. Changing to another pair requires a new ratio, new simulations, and new density estimations. When moving to a continuous collection of parameter values, in a classical setting, the likelihood ratio involves two maxima, which can be formally represented in (3.3) as a maximum over a likelihood ratio based on the estimated densities of likelihood ratios, except that each evaluation of this ratio seems to require another simulation. (Which makes the comparison with ABC more complex than presented in the paper [p.18], since ABC major computational hurdle lies in the production of the reference table and to a lesser degree of the local regression, both items that can be recycled for any new dataset.) A smoothing step is then to include the pair of parameters θ¹ and θ² as further inputs of the classifier.  There still remains the computational burden of simulating enough values of s(x) towards estimating its density for every new value of θ¹ and θ². And while the projection from x to s(x) does effectively reduce the dimension of the problem to one, the method still aims at estimating with some degree of precision the density of x, so cannot escape the curse of dimensionality. The sleight of hand resides in the classification step, since it is equivalent to estimating the likelihood ratio. I thus fail to understand how and why a poor classifier can then lead to a good approximations of the likelihood ratio “obtained by calibrating s(x)” (p.16). Where calibrating means estimating the density.

career advices by Cédric Villani

Posted in Kids, pictures, Travel, University life with tags , , , , , , on January 26, 2017 by xi'an

athens1
Le Monde has launched a series of tribunes proposing career advices from 35 personalities, among whom this week (Jan. 4, 2017) Cédric Villani. His suggestion for younger generations is to invest in artificial intelligence and machine learning. While acknowledging this still is a research  topic, then switching to robotics [although this is mostly a separate. The most powerful advice in this interview is to start with a specialisation when aiming at a large spectrum of professional opportunities, gaining the opening from exchanges with people and places. And cultures. Concluding with a federalist statement I fully share.

weapons of math destruction [book review]

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , , , , , , , on December 15, 2016 by xi'an

wmd As I had read many comments and reviews about this book, including one by Arthur Charpentier, on Freakonometrics, I eventually decided to buy it from my Amazon Associate savings (!). With a strong a priori bias, I am afraid, gathered from reading some excerpts, comments, and the overall advertising about it. And also because the book reminded me of another quantic swan. Not to mention the title. After reading it, I am afraid I cannot tell my ascertainment has changed much.

“Models are opinions embedded in mathematics.” (p.21)

The core message of this book is that the use of algorithms and AI methods to evaluate and rank people is unsatisfactory and unfair. From predicting recidivism to fire high school teachers, from rejecting loan applications to enticing the most challenged categories to enlist for for-profit colleges. Which is indeed unsatisfactory and unfair. Just like using the h index and citation ranking for promotion or hiring. (The book mentions the controversial hiring of many adjunct faculty by KAU to boost its ranking.) But this conclusion is not enough of an argument to write a whole book. Or even to blame mathematics for the unfairness: as far as I can tell, mathematics has nothing to do with unfairness. Some analysts crunch numbers, produce a score, and then managers make poor decisions. The use of mathematics throughout the book is thus completely inappropriate, when the author means statistics, machine learning, data mining, predictive algorithms, neural networks, &tc. (OK, there is a small section on Operations Research on p.127, but I figure deep learning can bypass the maths.) Continue reading

machines learning but not teaching…

Posted in Books, pictures with tags , , , , , , , on October 28, 2016 by xi'an

A few weeks after the editorial “Algorithms and Blues“, Nature offers another (general public) entry on AIs and their impact on society, entitled “The Black Box of AI“. The call is less on open source AIs and more on accountability, namely the fact that decisions produced by AIS and impacting people one way or another should be accountable. Rather than excused by the way out “the computer said so”. What the article exposes is how (close to) impossible this is when the algorithms are based on black-box structures like neural networks and other deep-learning algorithms. While optimised to predict as accurately as possible one outcome given a vector of inputs, hence learning in that way how the inputs impact this output [in the same range of values], these methods do not learn in a more profound way in that they very rarely explain why the output occurs given the inputs. Hence, given a neural network that predicts go moves or operates a self-driving car, there is a priori no knowledge to be gathered from this network about the general rules of how humans play go or drive cars. This rather obvious feature means that algorithms that determine the severity of a sentence cannot be argued as being rational and hence should not be used per se (or that the judicial system exploiting them should be sued). The article is not particularly deep (learning), but it mentions a few machine-learning players like Pierre Baldi, Zoubin Ghahramani and Stéphane Mallat, who comments on the distance existing between those networks and true (and transparent) explanations. And on the fact that the human brain itself goes mostly unexplained. [I did not know I could include such dynamic images on WordPress!]

Florid’AISTATS

Posted in pictures, R, Statistics, Travel, University life with tags , , , , , , , , , on August 31, 2016 by xi'an

The next AISTATS conference is taking place in Florida, Fort Lauderdale, on April 20-22. (The website keeps the same address one conference after another, which means all my links to the AISTATS 2016 conference in Cadiz are no longer valid. And that the above sunset from Florida is named… cadiz.jpg!) The deadline for paper submission is October 13 and there are two novel features:

  1. Fast-track for Electronic Journal of Statistics: Authors of a small number of accepted papers will be invited to submit an extended version for fast-track publication in a special issue of the Electronic Journal of Statistics (EJS) after the AISTATS decisions are out. Details on how to prepare such extended journal paper submission will be announced after the AISTATS decisions.
  2. Review-sharing with NIPS: Papers previously submitted to NIPS 2016 are required to declare their previous NIPS paper ID, and optionally supply a one-page letter of revision (similar to a revision letter to journal editors; anonymized) in supplemental materials. AISTATS reviewers will have access to the previous anonymous NIPS reviews. Other than this, all submissions will be treated equally.

I find both initiatives worth applauding and replicating in other machine-learning conferences. Particularly in regard with the recent debate we had at Annals of Statistics.

what to do with refereed conference proceedings?

Posted in Books, Statistics, University life with tags , , , , , , on August 8, 2016 by xi'an

In the recent days, we have had a lively discussion among AEs of the Annals of Statistics, as to whether or not set up a policy regarding publications of documents that have already been published in a shortened (8 pages) version in a machine learning conference like NIPS. Or AISTATS. While I obviously cannot disclose details here, the debate is quite interesting and may bring the machine learning and statistics communities closer if resolved in a certain way. My own and personal opinion on that matter is that what matters most is what’s best for Annals of Statistics rather than the authors’ tenure or the different standards in the machine learning community. If the submitted paper is based on a brilliant and novel idea that can appeal to a sufficiently wide part of the readership and if the maths support of that idea is strong enough, we should publish the paper. Whether or not an eight-page preliminary version has been previously published in a conference proceeding like NIPS does not seem particularly relevant to me, as I find those short papers mostly unreadable and hence do not read them. Since Annals of Statistics runs an anti-plagiarism software that is most likely efficient, blatant cases of duplications could be avoided. Of course, this does not solve all issues and papers with similar contents can and will end up being published. However, this is also the case for statistics journals and statistics, in the sense that brilliant ideas sometimes end up being split between two or three major journals.

postdoc position at Monash, Melbourne

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , on June 21, 2016 by xi'an

tram in front of Flinders St. Station, Melbourne, July 28, 2012[David Dowe sent me the following ad for a position of research fellow in statistics, machine learning, and Astrophysics at Monash University, Melbourne.]

RESEARCH FELLOW: in Statistics and Machine Learning for Astrophysics, Monash University, Australia, deadline 31 July.

We seek to fill a 2.5 year post-doctoral fellowship dedicated to extensions and applications of the Bayesian Minimum Message Length (MML) technique to the analysis of spectroscopic data from recent large astronomical surveys, such as GALAH (GALactic Archaeology with HERMES).  The position is based jointly within the Monash Centre for Astrophysics (MoCA, in the School of Physics and Astronomy) and the Faculty of Information Technology (FIT).

The successful applicant will develop and extend the MML method as needed, applying it to spectroscopic data from the GALAH project, with an aim to understanding nucleosynthesis in stars as well as the formation and evolution of our Galaxy (“galactic archaeology”). The position is based at the Clayton campus (in suburban Melbourne, Australia) of Monash University, which hosts approximately 56,000 equivalent full-time students spread across its Australian and off-shore campuses, and approximately 3500 academic staff.

 The successful applicant will work with world experts in both the Bayesian information-theoretic MML method as well as nuclear astrophysics.  The immediate supervisors will be Professor John Lattanzio (MoCA), Associate Professor David Dowe (FIT) and Dr Aldeida Aleti (FIT).