arXiv subjects

Teemu Roos

Publications and source records attributed to Teemu Roos.

27 records · Page 2Linked to original sources

arXiv2018

Efficient Autotuning of Hyperparameters in Approximate Nearest Neighbor Search

Approximate nearest neighbor algorithms are used to speed up nearest neighbor search in a wide array of applications. However, current indexing methods feature several hyperparameters that need to be tuned to reach an acceptable accuracy--speed trade-off. A grid search in the parameter space is often impractically slow due to a time-consuming index-building procedure. Therefore, we propose an algorithm for automatically tuning the hyperparameters of indexing methods based on randomized space-partitioning trees. In particular, we present results using randomized k-d trees, random projection trees and randomized PCA trees. The tuning algorithm adds minimal overhead to the index-building process but is able to find the optimal hyperparameters accurately. We demonstrate that the algorithm is significantly faster than existing approaches, and that the indexing methods used are competitive with the state-of-the-art methods in query time while being faster to build.

cs.DS↗

arXiv2018

An Application of Storage-Optimal MatDot Codes for Coded Matrix Multiplication: Fast k-Nearest Neighbors Estimation

We propose a novel application of coded computing to the problem of the nearest neighbor estimation using MatDot Codes [Fahim. et.al. 2017], that are known to be optimal for matrix multiplication in terms of recovery threshold under storage constraints. In approximate nearest neighbor algorithms, it is common to construct efficient in-memory indexes to improve query response time. One such strategy is Multiple Random Projection Trees (MRPT), which reduces the set of candidate points over which Euclidean distance calculations are performed. However, this may result in a high memory footprint and possibly paging penalties for large or high-dimensional data. Here we propose two techniques to parallelize MRPT, that exploit data and model parallelism respectively, by dividing both the data storage and the computation efforts among different nodes in a distributed computing cluster. This is especially critical when a single compute node cannot hold the complete dataset in memory. We also propose a novel coded computation strategy based on MatDot codes for the model-parallel architecture that, in a straggler-prone environment, achieves the storage-optimal recovery threshold, i.e., the number of nodes that are required to serve a query. We experimentally demonstrate that, in the absence of straggling, our distributed approaches require less query time than execution on a single processing node, providing near-linear speedups with respect to the number of worker nodes. Through our experiments on real systems with simulated straggling, we also show that our strategy achieves a faster query execution than the uncoded strategy in a straggler-prone environment.

cs.IT↗

arXiv2017

Learning non-parametric Markov networks with mutual information

We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual information which is used to create a non-parametric test for multivariate conditional independence. This independence test is then combined with an efficient constraint-based algorithm for learning the graph structure. The performance of the method is evaluated on several synthetic data sets and it is shown to learn considerably more accurate structures than competing methods when the dependencies between the variables involve non-linearities.

cs.LG↗

arXiv2016

Fast k-NN search

Efficient index structures for fast approximate nearest neighbor queries are required in many applications such as recommendation systems. In high-dimensional spaces, many conventional methods suffer from excessive usage of memory and slow response times. We propose a method where multiple random projection trees are combined by a novel voting scheme. The key idea is to exploit the redundancy in a large number of candidate sets obtained by independently generated random projections in order to reduce the number of expensive exact distance evaluations. The method is straightforward to implement using sparse projections which leads to a reduced memory footprint and fast index construction. Furthermore, it enables grouping of the required computations into big matrix multiplications, which leads to additional savings due to cache effects and low-level parallelization. We demonstrate by extensive experiments on a wide variety of data sets that the method is faster than existing partitioning tree or hashing based approaches, making it the fastest available technique on high accuracy levels.

stat.ML↗

arXiv2016

Learning Gaussian Graphical Models With Fractional Marginal Pseudo-likelihood

We propose a Bayesian approximate inference method for learning the dependence structure of a Gaussian graphical model. Using pseudo-likelihood, we derive an analytical expression to approximate the marginal likelihood for an arbitrary graph structure without invoking any assumptions about decomposability. The majority of the existing methods for learning Gaussian graphical models are either restricted to decomposable graphs or require specification of a tuning parameter that may have a substantial impact on learned structures. By combining a simple sparsity inducing prior for the graph structures with a default reference prior for the model parameters, we obtain a fast and easily applicable scoring function that works well for even high-dimensional data. We demonstrate the favourable performance of our approach by large-scale comparisons against the leading methods for learning non-decomposable Gaussian graphical models. A theoretical justification for our method is provided by showing that it yields a consistent estimator of the graph structure.

stat.ML↗

arXiv2014

Bayesian Properties of Normalized Maximum Likelihood and its Fast Computation

The normalized maximized likelihood (NML) provides the minimax regret solution in universal data compression, gambling, and prediction, and it plays an essential role in the minimum description length (MDL) method of statistical modeling and estimation. Here we show that the normalized maximum likelihood has a Bayes-like representation as a mixture of the component models, even in finite samples, though the weights of linear combination may be both positive and negative. This representation addresses in part the relationship between MDL and Bayes modeling. This representation has the advantage of speeding the calculation of marginals and conditionals required for coding and prediction applications.

cs.IT↗

arXiv2014

User-Generated Free-Form Gestures for Authentication: Security and Memorability

This paper studies the security and memorability of free-form multitouch gestures for mobile authentication. Towards this end, we collected a dataset with a generate-test-retest paradigm where participants (N=63) generated free-form gestures, repeated them, and were later retested for memory. Half of the participants decided to generate one-finger gestures, and the other half generated multi-finger gestures. Although there has been recent work on template-based gestures, there are yet no metrics to analyze security of either template or free-form gestures. For example, entropy-based metrics used for text-based passwords are not suitable for capturing the security and memorability of free-form gestures. Hence, we modify a recently proposed metric for analyzing information capacity of continuous full-body movements for this purpose. Our metric computed estimated mutual information in repeated sets of gestures. Surprisingly, one-finger gestures had higher average mutual information. Gestures with many hard angles and turns had the highest mutual information. The best-remembered gestures included signatures and simple angular shapes. We also implemented a multitouch recognizer to evaluate the practicality of free-form gestures in a real authentication system and how they perform against shoulder surfing attacks. We conclude the paper with strategies for generating secure and memorable free-form gestures, which present a robust method for mobile authentication.

cs.CR↗

arXiv2012

Let Us Dance Just a Little Bit More --- On the Information Capacity of the Human Motor System

Fitts' law is a fundamental tool in measuring the capacity of the human motor system. However, it is, by definition, limited to aimed movements toward spatially expanded targets. We revisit its information-theoretic basis with the goal of generalizing it into unconstrained trained movement such as dance and sports. The proposed new measure is based on a subject's ability to accurately reproduce a complex movement pattern. We demonstrate our framework using motion-capture data from professional dance performances.

cs.IT↗

arXiv2006

MDL Denoising Revisited

We refine and extend an earlier MDL denoising criterion for wavelet-based denoising. We start by showing that the denoising problem can be reformulated as a clustering problem, where the goal is to obtain separate clusters for informative and non-informative wavelet coefficients, respectively. This suggests two refinements, adding a code-length for the model index, and extending the model in order to account for subband-dependent coefficient distributions. A third refinement is derivation of soft thresholding inspired by predictive universal coding with weighted mixtures. We propose a practical method incorporating all three refinements, which is shown to achieve good performance and robustness in denoising both artificial and natural signals.

cs.IT↗