Archive for machine learning
Now that the deadline for AISTATS 2016 submissions is past, I can gladly report that we got the amazing number of 559 submissions, which is much more than what was submitted to the previous AISTATS conferences. To the point it made us fear for a little while [but not any longer!] that the conference room was not large enough. And hope that we had to install video connections in the hotel bar!
Which also means handling about the same amount of papers as a year of JRSS B submissions within a single month!, the way those submissions are handled for the AISTATS 2016 conference proceedings. The process is indeed [as in other machine learning conferences] to allocate papers to associate editors [or meta-reviewers or area chairs] with a bunch of papers and then have those AEs allocate papers to reviewers, all this within a few days, as the reviews have to be returned to authors within a month, for November 16 to be precise. This sounds like a daunting task but it proceeded rather smoothly due to a high degree of automation (this is machine-learning, after all!) in processing those papers, thanks to (a) the immediate response to the large majority of AEs and reviewers involved, who bid on the papers that were of most interest to them, and (b) a computer program called the Toronto Paper Matching System, developed by Laurent Charlin and Richard Zemel. Which tremendously helps with managing about everything! Even when accounting for the more formatted entries in such proceedings (with an 8 page limit) and the call to the conference participants for reviewing other papers, I remain amazed at the resulting difference in the time scales for handling papers in the fields of statistics and machine-learning. (There was a short lived attempt to replicate this type of processing for the Annals of Statistics, if I remember well.)
“Today, a week or two spent reading Jaynes’ book can be a life-changing experience.” (p.8)
I received this book by Peter Grindrod, Mathematical underpinnings of Analytics (theory and applications), from Oxford University Press, quite a while ago. (Not that long ago since the book got published in 2015.) As a book for review for CHANCE. And let it sit on my desk and in my travel bag for the same while as it was unclear to me that it was connected with Statistics and CHANCE. What is [are?!] analytics?! I did not find much of a definition of analytics when I at last opened the book, and even less mentions of statistics or machine-learning, but Wikipedia told me the following:
“Analytics is a multidimensional discipline. There is extensive use of mathematics and statistics, the use of descriptive techniques and predictive models to gain valuable knowledge from data—data analysis. The insights from data are used to recommend action or to guide decision making rooted in business context. Thus, analytics is not so much concerned with individual analyses or analysis steps, but with the entire methodology.”
Barring the absurdity of speaking of a “multidimensional discipline” [and even worse of linking with the mathematical notion of dimension!], this tells me analytics is a mix of data analysis and decision making. Hence relying on (some) statistics. Fine.
“Perhaps in ten years, time, the mathematics of behavioural analytics will be common place: every mathematics department will be doing some of it.”(p.10)
First, and to start with some positive words (!), a book that quotes both Friedrich Nietzsche and Patti Smith cannot get everything wrong! (Of course, including a most likely apocryphal quote from the now late Yogi Berra does not partake from this category!) Second, from a general perspective, I feel the book meanders its way through chapters towards a higher level of statistical consciousness, from graphs to clustering, to hidden Markov models, without precisely mentioning statistics or statistical model, while insisting very much upon Bayesian procedures and Bayesian thinking. Overall, I can relate to most items mentioned in Peter Grindrod’s book, but mostly by first reconstructing the notions behind. While I personally appreciate the distanced and often ironic tone of the book, reflecting upon the author’s experience in retail modelling, I am thus wondering at which audience Mathematical underpinnings of Analytics aims, for a practitioner would have a hard time jumping the gap between the concepts exposed therein and one’s practice, while a theoretician would require more formal and deeper entries on the topics broached by the book. I just doubt this entry will be enough to lead maths departments to adopt behavioural analytics as part of their curriculum… Continue reading
- 1 – 6 February, 2016 Learning
- 8 – 12 February, 2016 Mathématical statistics
- 15 – 19 February, 2016 Processes
- 22 – 26 February, 2016 Extremes, Copulas and Actuarial Science
- 29 February – 4 March, 2016 Bayesian statistics and algorithms
Each week will see minicourses of a few hours (2-3) and advanced talks, leaving time for interactions and collaborations. (I will give one of those minicourses on Bayesian foundations.) The scientific organisers of the B’ week are Gilles Celeux and Nicolas Chopin.
The CIRM is a wonderful meeting place, in the mountains between Marseilles and Cassis, with many trails to walk and run, and hundreds of fantastic climbing routes in the Calanques at all levels. (In February, the sea is too cold to contemplate swimming. The good side is that it is not too warm to climb and the risk of bush fire is very low!) We stayed there with Jean-Michel Marin a few years ago when preparing Bayesian Essentials. The maths and stats library is well-provided, with permanent access for quiet working sessions. This is the French version of the equally fantastic German Mathematik Forschungsinstitut Oberwolfach. There will be financial support available from the supporting societies and research bodies, at least for young participants and the costs if any are low, for excellent food and excellent lodging. Definitely not a scam conference!
Tonight, I am invited to give a speed-presenting talk at the Paris Machine Learning last meeting of Season 2, with the themes of DL, Recovering Robots, Vowpal Wabbit, Predcsis, Matlab, and Bayesian test [by yours truly!] The meeting will take place in Jussieu, Amphi 25, Here are my slides for the meeting:
As it happened, the meeting was quite crowded with talks and plagued with technical difficulties in transmitting talks from Berlin and Toronto, so I came to talk about three hours after the beginning, which was less than optimal for the most technical presentation of the evening. I actually wonder if I even managed to carry the main idea of replacing Bayes factors with posteriors of the mixture weight! [I had plenty of time to reflect upon this on my way back home as I had to wait for several and rare and crowded RER trains until one had enough room for me and my bike!]
[verbatim from the call for papers:]
Statistics and Computing is preparing a special issue on Bayesian Nonparametrics, for publication by early 2016. We invite researchers to submit manuscripts for publication in the special issue. We expect that the focus theme will increase the visibility and impact of papers in the volume.
By making use of infinite-dimensional mathematical structures, Bayesian nonparametric statistics allows the complexity of a learned model to grow as the size of a data set grows. This flexibility can be particularly suited to modern data sets but can also present a number of computational and modelling challenges. In this special issue, we will showcase novel applications of Bayesian nonparametric models, new computational tools and algorithms for learning these models, and new models for the diverse structures and relations that may be present in data.
To submit to the special issue, please use the Statistics and Computing online submission system. To indicate consideration for the special issue, choose “Special Issue: Bayesian Nonparametrics” as the article type. Papers must be prepared in accordance with the Statistics and Computing journal guidelines.
Papers will go through the usual peer review process. The special issue website will be updated with any relevant deadlines and information.
Deadline for manuscript submission: August 20, 2015
I did not read very far in the recent arXival by Neu and Bartók, but I got the impression that it was a version of ABC for bandit problems where the probabilities behind the bandit arms are not available but can be generated. Since the stopping rule found in the “Recurrence weighting for multi-armed bandits” is the generation of an arm equal to the learner’s draw (p.5). Since there is no tolerance there, the method is exact (“unbiased”). As no reference is made to the ABC literature, this may be after all a mere analogy…