arXiv subjects

Mahito Sugiyama

Publications and source records attributed to Mahito Sugiyama.

At least 37 records · Page 2Linked to original sources

arXiv2022

Fast Rank-1 NMF for Missing Data with KL Divergence

We propose a fast non-gradient-based method of rank-1 non-negative matrix factorization (NMF) for missing data, called A1GM, that minimizes the KL divergence from an input matrix to the reconstructed rank-1 matrix. Our method is based on our new finding of an analytical closed-formula of the best rank-1 non-negative multiple matrix factorization (NMMF), a variety of NMF. NMMF is known to exactly solve NMF for missing data if positions of missing values satisfy a certain condition, and A1GM transforms a given matrix so that the analytical solution to NMMF can be applied. We empirically show that A1GM is more efficient than a gradient method with competitive reconstruction errors.

stat.ML↗

arXiv2021

Fast Tucker Rank Reduction for Non-Negative Tensors Using Mean-Field Approximation

We present an efficient low-rank approximation algorithm for non-negative tensors. The algorithm is derived from our two findings: First, we show that rank-1 approximation for tensors can be viewed as a mean-field approximation by treating each tensor as a probability distribution. Second, we theoretically provide a sufficient condition for distribution parameters to reduce Tucker ranks of tensors; interestingly, this sufficient condition can be achieved by iterative application of the mean-field approximation. Since the mean-field approximation is always given as a closed formula, our findings lead to a fast low-rank approximation algorithm without using a gradient method. We empirically demonstrate that our algorithm is faster than the existing non-negative Tucker rank reduction methods and achieves competitive or better approximation of given tensors.

stat.ML↗

arXiv2021

Unintended Effects on Adaptive Learning Rate for Training Neural Network with Output Scale Change

A multiplicative constant scaling factor is often applied to the model output to adjust the dynamics of neural network parameters. This has been used as one of the key interventions in an empirical study of lazy and active behavior. However, we show that the combination of such scaling and a commonly used adaptive learning rate optimizer strongly affects the training behavior of the neural network. This is problematic as it can cause \emph{unintended behavior} of neural networks, resulting in the misinterpretation of experimental results. Specifically, for some scaling settings, the effect of the adaptive learning rate disappears or is strongly influenced by the scaling factor. To avoid the unintended effect, we present a modification of an optimization algorithm and demonstrate remarkable differences between adaptive learning rate optimization and simple gradient descent, especially with a small ($<1.0$) scaling factor.

cs.LG↗

arXiv2021

Hierarchical Probabilistic Model for Blind Source Separation via Legendre Transformation

We present a novel blind source separation (BSS) method, called information geometric blind source separation (IGBSS). Our formulation is based on the log-linear model equipped with a hierarchically structured sample space, which has theoretical guarantees to uniquely recover a set of source signals by minimizing the KL divergence from a set of mixed signals. Source signals, received signals, and mixing matrices are realized as different layers in our hierarchical sample space. Our empirical results have demonstrated on images and time series data that our approach is superior to well established techniques and is able to separate signals with complex interactions.

stat.ML↗

arXiv2021

Fast Rank Reduction for Non-negative Matrices via Mean Field Theory

We propose an efficient matrix rank reduction method for non-negative matrices, whose time complexity is quadratic in the number of rows or columns of a matrix. Our key insight is to formulate rank reduction as a mean-field approximation by modeling matrices via a log-linear model on structured sample space, which allows us to solve the rank reduction as convex optimization. The highlight of this formulation is that the optimal solution that minimizes the KL divergence from a given matrix can be analytically computed in a closed form. We empirically show that our rank reduction method is faster than NMF and its popular variant, lraNMF, while achieving competitive low rank approximation error on synthetic and real-world datasets.

stat.ML↗

arXiv2020

Double Descent Risk and Volume Saturation Effects: A Geometric Perspective

The appearance of the double-descent risk phenomenon has received growing interest in the machine learning and statistics community, as it challenges well-understood notions behind the U-shaped train-test curves. Motivated through Rissanen's minimum description length (MDL), Balasubramanian's Occam's Razor, and Amari's information geometry, we investigate how the logarithm of the model volume: $\log V$, works to extend intuition behind the AIC and BIC model selection criteria. We find that for the particular model classes of isotropic linear regression and statistical lattices, the $\log V$ term may be decomposed into a sum of distinct components, each of which assist in their explanations of the appearance of this phenomenon. In particular they suggest why generalization error does not necessarily continue to grow with increasing model dimensionality.

stat.ML↗

arXiv2020

Additive Poisson Process: Learning Intensity of Higher-Order Interaction in Stochastic Processes

We present the Additive Poisson Process (APP), a novel framework that can model the higher-order interaction effects of the intensity functions in stochastic processes using lower dimensional projections. Our model combines the techniques in information geometry to model higher-order interactions on a statistical manifold and in generalized additive models to use lower-dimensional projections to overcome the effects from the curse of dimensionality. Our approach solves a convex optimization problem by minimizing the KL divergence from a sample distribution in lower dimensional projections to the distribution modeled by an intensity function in the stochastic process. Our empirical results show that our model is able to use samples observed in the lower dimensional space to estimate the higher-order intensity function with extremely sparse observations.

stat.ML↗

arXiv2019

Bias-Variance Trade-Off in Hierarchical Probabilistic Models Using Higher-Order Feature Interactions

Hierarchical probabilistic models are able to use a large number of parameters to create a model with a high representation power. However, it is well known that increasing the number of parameters also increases the complexity of the model which leads to a bias-variance trade-off. Although it is a classical problem, the bias-variance trade-off between hidden layers and higher-order interactions have not been well studied. In our study, we propose an efficient inference algorithm for the log-linear formulation of the higher-order Boltzmann machine using a combination of Gibbs sampling and annealed importance sampling. We then perform a bias-variance decomposition to study the differences in hidden layers and higher-order interactions. Our results have shown that using hidden layers and higher-order interactions have a comparable error with a similar order of magnitude and using higher-order interactions produce less variance for smaller sample size.

stat.ML↗

arXiv2019

Finding Statistically Significant Interactions between Continuous Features

The search for higher-order feature interactions that are statistically significantly associated with a class variable is of high relevance in fields such as Genetics or Healthcare, but the combinatorial explosion of the candidate space makes this problem extremely challenging in terms of computational efficiency and proper correction for multiple testing. While recent progress has been made regarding this challenge for binary features, we here present the first solution for continuous features. We propose an algorithm which overcomes the combinatorial explosion of the search space of higher-order interactions by deriving a lower bound on the p-value for each interaction, which enables us to massively prune interactions that can never reach significance and to thereby gain more statistical power. In our experiments, our approach efficiently detects all significant interactions in a variety of synthetic and real-world datasets.

stat.ML↗

arXiv2018

Learning Graph Representation via Formal Concept Analysis

We present a novel method that can learn a graph representation from multivariate data. In our representation, each node represents a cluster of data points and each edge represents the subset-superset relationship between clusters, which can be mutually overlapped. The key to our method is to use formal concept analysis (FCA), which can extract hierarchical relationships between clusters based on the algebraic closedness property. We empirically show that our method can effectively extract hierarchical structures of clusters compared to the baseline method.

cs.LG↗

arXiv2018

Tensor Balancing on Statistical Manifold

We solve tensor balancing, rescaling an Nth order nonnegative tensor by multiplying N tensors of order N - 1 so that every fiber sums to one. This generalizes a fundamental process of matrix balancing used to compare matrices in a wide range of applications from biology to economics. We present an efficient balancing algorithm with quadratic convergence using Newton's method and show in numerical experiments that the proposed algorithm is several orders of magnitude faster than existing ones. To theoretically prove the correctness of the algorithm, we model tensors as probability distributions in a statistical manifold and realize tensor balancing as projection onto a submanifold. The key to our algorithm is that the gradient of the manifold, used as a Jacobian matrix in Newton's method, can be analytically obtained using the Moebius inversion formula, the essential of combinatorial mathematics. Our model is not limited to tensor balancing, but has a wide applicability as it includes various statistical and machine learning models such as weighted DAGs and Boltzmann machines.

stat.ME↗

arXiv2018

Legendre Decomposition for Tensors

We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an input tensor. We empirically show that Legendre decomposition can more accurately reconstruct tensors than other nonnegative tensor decomposition methods.

stat.ML↗

arXiv2018

Transductive Boltzmann Machines

We present transductive Boltzmann machines (TBMs), which firstly achieve transductive learning of the Gibbs distribution. While exact learning of the Gibbs distribution is impossible by the family of existing Boltzmann machines due to combinatorial explosion of the sample space, TBMs overcome the problem by adaptively constructing the minimum required sample space from data to avoid unnecessary generalization. We theoretically provide bias-variance decomposition of the KL divergence in TBMs to analyze its learnability, and empirically demonstrate that TBMs are superior to the fully visible Boltzmann machines and popularly used restricted Boltzmann machines in terms of efficiency and effectiveness.

stat.ML↗

arXiv2016

Information Decomposition on Structured Space

We build information geometry for a partially ordered set of variables and define the orthogonal decomposition of information theoretic quantities. The natural connection between information geometry and order theory leads to efficient decomposition algorithms. This generalization of Amari's seminal work on hierarchical decomposition of probability distributions on event combinations enables us to analyze high-order statistical interactions arising in neuroscience, biology, and machine learning.

cs.IT↗

arXiv2016

Selective Inference Approach for Statistically Sound Predictive Pattern Mining

Discovering statistically significant patterns from databases is an important challenging problem. The main obstacle of this problem is in the difficulty of taking into account the selection bias, i.e., the bias arising from the fact that patterns are selected from extremely large number of candidates in databases. In this paper, we introduce a new approach for predictive pattern mining problems that can address the selection bias issue. Our approach is built on a recently popularized statistical inference framework called selective inference. In selective inference, statistical inferences (such as statistical hypothesis testing) are conducted based on sampling distributions conditional on a selection event. If the selection event is characterized in a tractable way, statistical inferences can be made without minding selection bias issue. However, in pattern mining problems, it is difficult to characterize the entire selection process of mining algorithms. Our main contribution in this paper is to solve this challenging problem for a class of predictive pattern mining problems by introducing a novel algorithmic framework. We demonstrate that our approach is useful for finding statistically significant patterns from databases.

stat.ML↗

arXiv2015

Fast and Memory-Efficient Significant Pattern Mining via Permutation Testing

We present a novel algorithm, Westfall-Young light, for detecting patterns, such as itemsets and subgraphs, which are statistically significantly enriched in one of two classes. Our method corrects rigorously for multiple hypothesis testing and correlations between patterns through the Westfall-Young permutation procedure, which empirically estimates the null distribution of pattern frequencies in each class via permutations. In our experiments, Westfall-Young light dramatically outperforms the current state-of-the-art approach in terms of both runtime and memory efficiency on popular real-world benchmark datasets for pattern mining. The key to this efficiency is that unlike all existing methods, our algorithm neither needs to solve the underlying frequent itemset mining problem anew for each permutation nor needs to store the occurrence list of all frequent patterns. Westfall-Young light opens the door to significant pattern mining on large datasets that previously led to prohibitive runtime or memory costs.

stat.ML↗

arXiv2015

Significant Subgraph Mining with Multiple Testing Correction

The problem of finding itemsets that are statistically significantly enriched in a class of transactions is complicated by the need to correct for multiple hypothesis testing. Pruning untestable hypotheses was recently proposed as a strategy for this task of significant itemset mining. It was shown to lead to greater statistical power, the discovery of more truly significant itemsets, than the standard Bonferroni correction on real-world datasets. An open question, however, is whether this strategy of excluding untestable hypotheses also leads to greater statistical power in subgraph mining, in which the number of hypotheses is much larger than in itemset mining. Here we answer this question by an empirical investigation on eight popular graph benchmark datasets. We propose a new efficient search strategy, which always returns the same solution as the state-of-the-art approach and is approximately two orders of magnitude faster. Moreover, we exploit the dependence between subgraphs by considering the effective number of tests and thereby further increase the statistical power.

stat.ME↗

arXiv2014

Identifying Higher-order Combinations of Binary Features

Finding statistically significant interactions between binary variables is computationally and statistically challenging in high-dimensional settings, due to the combinatorial explosion in the number of hypotheses. Terada et al. recently showed how to elegantly address this multiple testing problem by excluding non-testable hypotheses. Still, it remains unclear how their approach scales to large datasets. We here proposed strategies to speed up the approach by Terada et al. and evaluate them thoroughly in 11 real-world benchmark datasets. We observe that one approach, incremental search with early stopping, is orders of magnitude faster than the current state-of-the-art approach.

stat.ML↗