arXiv subjects

Haoyi Xiong

Publications and source records attributed to Haoyi Xiong.

113 records · Page 7Linked to original sources

arXiv2019

Quasi-potential as an implicit regularizer for the loss function in the stochastic gradient descent

We interpret the variational inference of the Stochastic Gradient Descent (SGD) as minimizing a new potential function named the \textit{quasi-potential}. We analytically construct the quasi-potential function in the case when the loss function is convex and admits only one global minimum point. We show in this case that the quasi-potential function is related to the noise covariance structure of SGD via a partial differential equation of Hamilton-Jacobi type. This relation helps us to show that anisotropic noise leads to faster escape than isotropic noise. We then consider the dynamics of SGD in the case when the loss function is non-convex and admits several different local minima. In this case, we demonstrate an example that shows how the noise covariance structure plays a role in "implicit regularization", a phenomenon in which SGD favors some particular local minimum points. This is done through the relation between the noise covariance structure and the quasi-potential function. Our analysis is based on Large Deviations Theory (LDT), and they are validated by numerical experiments.

cs.LG↗

arXiv2017

CSWA: Aggregation-Free Spatial-Temporal Community Sensing

In this paper, we present a novel community sensing paradigm -- {C}ommunity {S}ensing {W}ithout {A}ggregation}. CSWA is designed to obtain the environment information (e.g., air pollution or temperature) in each subarea of the target area, without aggregating sensor and location data collected by community members. CSWA operates on top of a secured peer-to-peer network over the community members and proposes a novel \emph{Decentralized Spatial-Temporal Compressive Sensing} framework based on \emph{Parallelized Stochastic Gradient Descent}. Through learning the \emph{low-rank structure} via distributed optimization, CSWA approximates the value of the sensor data in each subarea (both covered and uncovered) for each sensing cycle using the sensor data locally stored in each member's mobile device. Simulation experiments based on real-world datasets demonstrate that CSWA exhibits low approximation error (i.e., less than $0.2 ^\circ$C in city-wide temperature sensing task and $10$ units of PM2.5 index in urban air pollution sensing) and performs comparably to (sometimes better than) state-of-the-art algorithms based on the data aggregation and centralized computation.

cs.LG↗

arXiv2017

FWDA: a Fast Wishart Discriminant Analysis with its Application to Electronic Health Records Data Classification

Linear Discriminant Analysis (LDA) on Electronic Health Records (EHR) data is widely-used for early detection of diseases. Classical LDA for EHR data classification, however, suffers from two handicaps: the ill-posed estimation of LDA parameters (e.g., covariance matrix), and the "linear inseparability" of EHR data. To handle these two issues, in this paper, we propose a novel classifier FWDA -- Fast Wishart Discriminant Analysis, that makes predictions in an ensemble way. Specifically, FWDA first surrogates the distribution of inverse covariance matrices using a Wishart distribution estimated from the training data, then "weighted-averages" the classification results of multiple LDA classifiers parameterized by the sampled inverse covariance matrices via a Bayesian Voting scheme. The weights for voting are optimally updated to adapt each new input data, so as to enable the nonlinear classification. Theoretical analysis indicates that FWDA possesses a fast convergence rate and a robust performance on high dimensional data. Extensive experiments on large-scale EHR dataset show that our approach outperforms state-of-the-art algorithms by a large margin.

cs.LG↗

arXiv2016

CT-Mapper: Mapping Sparse Multimodal Cellular Trajectories using a Multilayer Transportation Network

Mobile phone data have recently become an attractive source of information about mobility behavior. Since cell phone data can be captured in a passive way for a large user population, they can be harnessed to collect well-sampled mobility information. In this paper, we propose CT-Mapper, an unsupervised algorithm that enables the mapping of mobile phone traces over a multimodal transport network. One of the main strengths of CT-Mapper is its capability to map noisy sparse cellular multimodal trajectories over a multilayer transportation network where the layers have different physical properties and not only to map trajectories associated with a single layer. Such a network is modeled by a large multilayer graph in which the nodes correspond to metro/train stations or road intersections and edges correspond to connections between them. The mapping problem is modeled by an unsupervised HMM where the observations correspond to sparse user mobile trajectories and the hidden states to the multilayer graph nodes. The HMM is unsupervised as the transition and emission probabilities are inferred using respectively the physical transportation properties and the information on the spatial coverage of antenna base stations. To evaluate CT-Mapper we collected cellular traces with their corresponding GPS trajectories for a group of volunteer users in Paris and vicinity (France). We show that CT-Mapper is able to accurately retrieve the real cell phone user paths despite the sparsity of the observed trace trajectories. Furthermore our transition probability model is up to 20% more accurate than other naive models.

cs.SI↗

arXiv2013

CRUC: Cold-start Recommendations Using Collaborative Filtering in Internet of Things

The Internet of Things (IoT) aims at interconnecting everyday objects (including both things and users) and then using this connection information to provide customized user services. However, IoT does not work in its initial stages without adequate acquisition of user preferences. This is caused by cold-start problem that is a situation where only few users are interconnected. To this end, we propose CRUC scheme - Cold-start Recommendations Using Collaborative Filtering in IoT, involving formulation, filtering and prediction steps. Extensive experiments over real cases and simulation have been performed to evaluate the performance of CRUC scheme. Experimental results show that CRUC efficiently solves the cold-start problem in IoT.

cs.IR↗