arXiv subjects

Rong Zhu

Publications and source records attributed to Rong Zhu.

50 records · Page 3Linked to original sources

arXiv2020

FSPN: A New Class of Probabilistic Graphical Model

We introduce factorize sum split product networks (FSPNs), a new class of probabilistic graphical models (PGMs). FSPNs are designed to overcome the drawbacks of existing PGMs in terms of estimation accuracy and inference efficiency. Specifically, Bayesian networks (BNs) have low inference speed and performance of tree structured sum product networks(SPNs) significantly degrades in presence of highly correlated variables. FSPNs absorb their advantages by adaptively modeling the joint distribution of variables according to their dependence degree, so that one can simultaneously attain the two desirable goals: high estimation accuracy and fast inference speed. We present efficient probability inference and structure learning algorithms for FSPNs, along with a theoretical analysis and extensive evaluation evidence. Our experimental results on synthetic and benchmark datasets indicate the superiority of FSPN over other PGMs.

cs.AI↗

arXiv2019

AliGraph: A Comprehensive Graph Neural Network Platform

An increasing number of machine learning tasks require dealing with large graph datasets, which capture rich and complex relationship among potentially billions of elements. Graph Neural Network (GNN) becomes an effective way to address the graph learning problem by converting the graph data into a low dimensional space while keeping both the structural and property information to the maximum extent and constructing a neural network for training and referencing. However, it is challenging to provide an efficient graph storage and computation capabilities to facilitate GNN training and enable development of new GNN algorithms. In this paper, we present a comprehensive graph neural network system, namely AliGraph, which consists of distributed graph storage, optimized sampling operators and runtime to efficiently support not only existing popular GNNs but also a series of in-house developed ones for different scenarios. The system is currently deployed at Alibaba to support a variety of business scenarios, including product recommendation and personalized search at Alibaba's E-Commerce platform. By conducting extensive experiments on a real-world dataset with 492.90 million vertices, 6.82 billion edges and rich attributes, AliGraph performs an order of magnitude faster in terms of graph building (5 minutes vs hours reported from the state-of-the-art PowerGraph platform). At training, AliGraph runs 40%-50% faster with the novel caching strategy and demonstrates around 12 times speed up with the improved runtime. In addition, our in-house developed GNN models all showcase their statistically significant superiorities in terms of both effectiveness and efficiency (e.g., 4.12%-17.19% lift by F1 scores).

cs.DC↗

arXiv2018

Penalized matrix decomposition for denoising, compression, and improved demixing of functional imaging data

Calcium imaging has revolutionized systems neuroscience, providing the ability to image large neural populations with single-cell resolution. The resulting datasets are quite large, which has presented a barrier to routine open sharing of this data, slowing progress in reproducible research. State of the art methods for analyzing this data are based on non-negative matrix factorization (NMF); these approaches solve a non-convex optimization problem, and are effective when good initializations are available, but can break down in low-SNR settings where common initialization approaches fail. Here we introduce an approach to compressing and denoising functional imaging data. The method is based on a spatially-localized penalized matrix decomposition (PMD) of the data to separate (low-dimensional) signal from (temporally-uncorrelated) noise. This approach can be applied in parallel on local spatial patches and is therefore highly scalable, does not impose non-negativity constraints or require stringent identifiability assumptions (leading to significantly more robust results compared to NMF), and estimates all parameters directly from the data, so no hand-tuning is required. We have applied the method to a wide range of functional imaging data (including one-photon, two-photon, three-photon, widefield, somatic, axonal, dendritic, calcium, and voltage imaging datasets): in all cases, we observe ~2-4x increases in SNR and compression rates of 20-300x with minimal visible loss of signal, with no adjustment of hyperparameters; this in turn facilitates the process of demixing the observed activity into contributions from individual neurons. We focus on two challenging applications: dendritic calcium imaging data and voltage imaging data in the context of optogenetic stimulation. In both cases, we show that our new approach leads to faster and much more robust extraction of activity from the data.

q-bio.NC↗

arXiv2018

Skill and reliability of seasonal forecasts for the Chinese energy sector

We assess the skill and reliability of forecasts of winter and summer temperature, wind speed and irradiance over China, using the GloSea5 seasonal forecast system. Skill in such forecasts is important for the future development of seasonal climate services for the energy sector, allowing better estimates of forthcoming demand and renewable electricity supply. We find that although overall the skill from the direct model output is patchy, some high-skill regions of interest to the energy sector can be identified. In particular, winter mean wind speed is skilfully forecast around the coast of the South China Sea, related to skilful forecasts of the El Niño--Southern Oscillation. Such information could improve seasonal estimates of offshore wind power generation. Similarly, forecasts of winter irradiance have good skill in eastern central China, with possible use for solar power estimation. Much of China shows skill in summer temperatures, which derives from an upward trend. However, the region around Beijing retains this skill even when detrended. This temperature skill could be helpful in managing summer energy demand. While both the strengths and limitations of our results will need to be considered when developing seasonal climate services in the future, the outlook for such service development in China is promising.

physics.ao-ph↗

arXiv2018

QuickIM: Efficient, Accurate and Robust Influence Maximization Algorithm on Billion-Scale Networks

The Influence Maximization (IM) problem aims at finding k seed vertices in a network, starting from which influence can be spread in the network to the maximum extent. In this paper, we propose QuickIM, the first versatile IM algorithm that attains all the desirable properties of a practically applicable IM algorithm at the same time, namely high time efficiency, good result quality, low memory footprint, and high robustness. On real-world social networks, QuickIM achieves the $Ω(n + m)$ lower bound on time complexity and $Ω(n)$ space complexity, where $n$ and $m$ are the number of vertices and edges in the network, respectively. Our experimental evaluation verifies the superiority of QuickIM. Firstly, QuickIM runs 1-3 orders of magnitude faster than the state-of-the-art IM algorithms. Secondly, except EasyIM, QuickIM requires 1-2 orders of magnitude less memory than the state-of-the-art algorithms. Thirdly, QuickIM always produces as good quality results as the state-of-the-art algorithms. Lastly, the time and the memory performance of QuickIM is independent of influence probabilities. On the largest network used in the experiments that contains more than 3.6 billion edges, QuickIM is able to find hundreds of influential seeds in less than 4 minutes, while all the state-of-the-art algorithms fail to terminate in an hour.

cs.SI↗

arXiv2018

Improved Horvitz-Thompson Estimator in Survey Sampling

The Horvitz-Thompson (HT) estimator is widely used in survey sampling. However, the variance of the HT estimator becomes large when the inclusion probabilities are highly heterogeneous. To overcome this shortcoming, in this paper, a hard-threshold method is used for the first-order inclusion probabilities, that is, we carefully choose a threshold value, then replace the inclusion probabilities smaller than the threshold by the threshold. By this shrinkage strategy, we propose a new estimator called improved Horvitz-Thompson (IHT) estimator to estimate the population total. The IHT estimator increases the estimation accuracy although it brings bias which is relatively small. We derive the IHT estimator's MSE and its unbiased estimator, and theoretically compare the IHT estimator with the HT estimator. We also apply our idea to construct the improved ratio estimator. We numerically analyze simulated and real data sets to illustrate that the proposed estimators are more efficient and robust than the classical estimators.

stat.ME↗

arXiv2018

Subsampled Optimization: Statistical Guarantees, Mean Squared Error Approximation, and Sampling Method

For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In this approach, one gets a surrogate dataset by sampling from the full data, and then obtains an approximate solution by solving the subsampled optimization based on the surrogate. One main theoretical contributions are to provide the asymptotic properties of the approximate solution with respect to the exact solution as statistical guarantees, and to rigorously derive an accurate approximation of the mean squared error (MSE) and an approximately unbiased MSE estimator. These results help us better diagnose the subsampled optimization in the context that a confidence region on the exact solution is provided using the approximate solution. The other consequence of our results is to propose an optimal sampling method, Hessian-based sampling, whose probabilities are proportional to the norms of Newton directions. Numerical experiments with least-squares and logistic regression show promising performance, in line with our results.

stat.ML↗

arXiv2018

Optimal Subsampling for Large Sample Logistic Regression

For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least squares estimate in linear regression, where statistical leverage scores are often used to define subsampling probabilities. In this paper, we propose fast subsampling algorithms to efficiently approximate the maximum likelihood estimate in logistic regression. We first establish consistency and asymptotic normality of the estimator from a general subsampling algorithm, and then derive optimal subsampling probabilities that minimize the asymptotic mean squared error of the resultant estimator. An alternative minimization criterion is also proposed to further reduce the computational cost. The optimal subsampling probabilities depend on the full data estimate, so we develop a two-step algorithm to approximate the optimal subsampling procedure. This algorithm is computationally efficient and has a significant reduction in computing time compared to the full data approach. Consistency and asymptotic normality of the estimator from a two-step algorithm are also established. Synthetic and real data sets are used to evaluate the practical performance of the proposed method.

stat.CO↗

arXiv2018

Gradient-based Sampling: An Adaptive Importance Sampling for Least-squares

In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the input data but independent on the response variable, however the response variable may also be informative for sampling. In this paper we propose an adaptive sampling called the gradient-based sampling which is dependent on both the input data and the output for fast solving of least-square (LS) problems. We draw the data points by random sampling from the full data according to their gradient values. This sampling is computationally saving, since the running time of computing the sampling probabilities is reduced to O(nd) where n is the full sample size and d is the dimension of the input. Theoretically, we establish an error bound analysis of the general importance sampling with respect to LS solution from full data. The result establishes an improved performance of the use of our gradient- based sampling. Synthetic and real data sets are used to empirically argue that the gradient-based sampling has an obvious advantage over existing sampling methods from two aspects of statistical efficiency and computational saving.

stat.ML↗

arXiv2017

Diversified Coherent Core Search on Multi-Layer Graphs

Mining dense subgraphs on multi-layer graphs is an interesting problem, which has witnessed lots of applications in practice. To overcome the limitations of the quasi-clique-based approach, we propose d-coherent core (d-CC), a new notion of dense subgraph on multi-layer graphs, which has several elegant properties. We formalize the diversified coherent core search (DCCS) problem, which finds k d-CCs that can cover the largest number of vertices. We propose a greedy algorithm with an approximation ratio of 1 - 1/e and two search algorithms with an approximation ratio of 1/4. The experiments verify that the search algorithms are faster than the greedy algorithm and produce comparably good results as the greedy algorithm in practice. As opposed to the quasi-clique-based approach, our DCCS algorithms can fast detect larger dense subgraphs that cover most of the quasi-clique-based results.

cs.DB↗

arXiv2015

SimRank Computation on Uncertain Graphs

SimRank is a similarity measure between vertices in a graph, which has become a fundamental technique in graph analytics. Recently, many algorithms have been proposed for efficient evaluation of SimRank similarities. However, the existing SimRank computation algorithms either overlook uncertainty in graph structures or is based on an unreasonable assumption (Du et al). In this paper, we study SimRank similarities on uncertain graphs based on the possible world model of uncertain graphs. Following the random-walk-based formulation of SimRank on deterministic graphs and the possible worlds model of uncertain graphs, we define random walks on uncertain graphs for the first time and show that our definition of random walks satisfies Markov's property. We formulate the SimRank measure based on random walks on uncertain graphs. We discover a critical difference between random walks on uncertain graphs and random walks on deterministic graphs, which makes all existing SimRank computation algorithms on deterministic graphs inapplicable to uncertain graphs. To efficiently compute SimRank similarities, we propose three algorithms, namely the baseline algorithm with high accuracy, the sampling algorithm with high efficiency, and the two-phase algorithm with comparable efficiency as the sampling algorithm and about an order of magnitude smaller relative error than the sampling algorithm. The extensive experiments and case studies verify the effectiveness of our SimRank measure and the efficiency of our SimRank computation algorithms.

cs.DB↗

arXiv2015

Poisson Subsampling Algorithms for Large Sample Linear Regression in Massive Data

Large sample size brings the computation bottleneck for modern data analysis. Subsampling is one of efficient strategies to handle this problem. In previous studies, researchers make more fo- cus on subsampling with replacement (SSR) than on subsampling without replacement (SSWR). In this paper we investigate a kind of SSWR, poisson subsampling (PSS), for fast algorithm in ordinary least-square problem. We establish non-asymptotic property, i.e, the error bound of the correspond- ing subsample estimator, which provide a tradeoff between computation cost and approximation efficiency. Besides the non-asymptotic result, we provide asymptotic consistency and normality of the subsample estimator. Methodologically, we propose a two-step subsampling algorithm, which is efficient with respect to a statistical objective and independent on the linear model assumption.. Synthetic and real data are used to empirically study our proposed subsampling strategies. We argue by these empirical studies that, (1) our proposed two-step algorithm has obvious advantage when the assumed linear model does not accurate, and (2) the PSS strategy performs obviously better than SSR when the subsampling ratio increases.

stat.ML↗

arXiv2015

Optimal Subsampling Approaches for Large Sample Linear Regression

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample from the original full sample and uses it as a surrogate for subsequent computation and estimation. In this paper, we study subsampling methods under two scenarios: approximating the full sample ordinary least-square (OLS) estimator and estimating the coefficients in linear regression. We present two algorithms, weighted estimation algorithm and unweighted estimation algorithm, and analyze asymptotic behaviors of their resulting subsample estimators under general conditions. For the weighted estimation algorithm, we propose a criterion for selecting the optimal sampling probability by making use of the asymptotic results. On the basis of the criterion, we provide two novel subsampling methods, the optimal subsampling and the predictor- length subsampling methods. The predictor-length subsampling method is based on the L2 norm of predictors rather than leverage scores. Its computational cost is scalable. For unweighted estimation algorithm, we show that its resulting subsample estimator is not consistent to the full sample OLS estimator. However, it has better performance than the weighted estimation algorithm for estimating the coefficients. Simulation studies and a real data example are used to demonstrate the effectiveness of our proposed subsampling methods.

stat.ME↗

arXiv2014

Semiparametric Small Area Estimation of Crop Acreage under Partially Linear Model

Small area estimation under linear mixed models often assumes that the small area effect is random effect in almost all previous studies. However, in this paper a new approach is proposed explaining small area effect as the unknown function of an area-indicative variable, which is a kind of semiparametric models. The nonparametric part for area effect is represented by using penalized splines, from which the estimation and inference are done in the linear mixed model framework. The mean-squared error of empirical estimators is shown, and the testing for small area effect also considered. Additionally, some numerical simulations are demonstrated to express the good performance of this method.

stat.ME↗