My blogs reporting quantitative financial analysis, artificial intelligence for stock investment & trading, and latest progress in signal processing and machine learning

Showing posts with label Machine Learning. Show all posts
Showing posts with label Machine Learning. Show all posts

Saturday, May 9, 2015

Yann LeCun's Comments on Extreme Learning Machine (ELM)

Yann LeCun (https://www.facebook.com/yann.lecun/posts/10152872571572143) in his Facebook commented on ELM, which I quoted below:

What's so great about "Extreme Learning Machines"?

There is an interesting sociological phenomenon taking place in some corners of machine learning right now. A small research community, largely centered in China, has rallied around the concept of "Extreme Learning Machines".

Frankly, I don't understand what's so great about ELM. Would someone please care to explain?

An ELM is basically a 2-layer neural net in which the first layer is fixed and random, and the second layer is trained. There is a number of issues with this idea.

First, the name: an ELM is *exactly* what Minsky & Papert call a Gamba Perceptron (a Perceptron whose first layer is a bunch of linear threshold units). The original 1958 Rosenblatt perceptron was an ELM in that the first layer was randomly connected.

Second, the method: connecting the first layer randomly is just about the stupidest thing you could do. People have spent the almost 60 years since the Perceptron to come up with better schemes to non-linearly expand the dimension of an input vector so as to make the data more separable (many of which are documented in the 1974 edition of Duda & Hart). Let's just list a few: using families of basis functions such as polynomials, using "kernel methods" in which the basis functions (aka neurons) are centered on the training samples, using clustering or GMM to place the centers of the basis functions where the data is (something we used to call RBF networks), and using gradient descent to optimize the position of the basis functions (aka a 2-layer neural net trained with backprop).

Setting the layer-one weights randomly (if you do it in an appropriate way) can possibly be effective if the function you are trying to learn is very simple, and the amount of labelled data is small. The advantages are similar to that of an SVM (though to a lesser extent): the number of parameters that need to be trained supervised is small (since the first layer is fixed) and easily regularized (since they constitute a linear classifier). But then, why not use an SVM or an RBF net in the first place?

There may be a very narrow area of simple classification problems with small datasets where this kind of 2-layer net with random first layer may perform OK. But you will never see them beat records on complex tasks, such as ImageNet or speech recognition.
http://www.extreme-learning-machines.org/

The EML's inventor, G.-B. Huang replied by pointing out that the answers can be found in his paper: "What are Extreme Learning Machines? Filling the Gap between Frank Rosenblatt's Dream and John von Neumann's Puzzle" (http://www.ntu.edu.sg/home/egbhuang/pdf/ELM-Rosenblatt-Neumann.pdf)



Thursday, January 26, 2012

Andrew Ng: Machine learning and AI via large scale brain simulations

The location is changed to: CALIT2 ~ Atkinson Hall Auditorium
Time: Monday, January 30th, 2012, 11:00 am

Abstract

By building large-scale simulations of cortical (brain) computations, can
we enable revolutionary progress in AI and machine learning? Machine
learning often works very well, but can be a lot of work to apply because
it requires spending a long time engineering the input representation (or
"features") for each specific problem. This is true for machine learning
applications in vision, audio, text/NLP and other problems.
To address this, researchers have recently developed "unsupervised feature
learning" and "deep learning" algorithms that can automatically learn
feature representations from unlabeled data, thus bypassing much of this
time-consuming engineering. Many of these algorithms are developed using
simple simulations of cortical (brain) computations, and build on such
ideas as sparse coding and deep belief networks. By doing so, they exploit
large amounts of unlabeled data (which is cheap and easy to obtain) to
learn a good feature representation. These methods have also surpassed the
previous state-of-the-art on a number of problems in vision, audio, and
text. In this talk, I describe some of the key ideas behind unsupervised
feature learning and deep learning, and present a few algorithms. I also
speculate on how large-scale brain simulations may enable us to make
significant progress in machine learning and AI, especially perception.
This talk will be broadly accessible, and will not assume a machine
learning background.

Sunday, September 11, 2011

Erroneous analyses widely exist in neuroscience (and beyond)

Today Neuroskeptic posted a new blog entry: "Neuroscience Fails Stats 101?", which introduced a recently published paper:

S.Nieuwenhuis, B.U.Forstmann, and E-J Wagenmakers, Erroneous analyses of interactions in neuroscience: a problem of significance, Nature Neuroscience, vol. 14, no. 9, 2011
The paper mainly discusses the significant tests. However, I'd to say, when people apply machine learning techniques to neuroscience data (e.g. EEG, fMRI), erroneous analyses (even logically wrong) also exist. Sometimes the erroneous analyses are not explicitly, but more harmful.

One example is the application of ICA on the EEG/MEG/fMRI data. A key assumption of ICA is the independence or uncorrelation of "sources". This assumption is obviously violated in these neuroscience data. But some people seem to be too brave when using ICA to do analysis.

I am not saying using ICA to analyze neuroscience data is wrong. My point is: people should be more careful when using it:

(1) First, you should deeply understand ICA. You need to read enough classical papers, or even carefully read a book (e.g. A.Hyvarinen's book: independent component analysis).

I saw some people only read one or two papers and then jumped to the "ICA-analysis" job. Due to the availability of various ICA toolboxes for neuroscience, some people even didn't read any paper, and even could not correctly write the basic ICA model (really!).

It's very dangerous. This is because ICA is a complicated model and unfortunately, neuroscience is a more complicated field (probably the most complicated field in science). In the world there is nobody that have exact knowledge on the "sources" of EEG/MEG/fMRI data. As a result, people don't know whether the ICA separation is successful. This is different to other fields, where people can easily know whether their ICA is successful. For example, when people use ICA to separate speech signals, they can listen the separated signals to know whether the ICA separation is successful or not.  But in neuroscience, you CAN NOT.  We still lacks of much knowledge on these "sources" of EEG/MEG/fMRI data. This requires the analyzers to deeply understand the mathematical tools they are using: the sensitivity, the robustness, the all kinds of possibility of failure, etc. 

It has been observed that ICA can split a signal emitted from an active brain area into two or more "independent sources". It has been observed that ICA only provides a temporal-averaged spatial distribution. It has also been observed that ICA fails when several brain activity are coupled. However, all these warnings are ignored by those brave people.

(2) Be careful when using two or more advanced machine learning analysis (e.g. ICA separation in a domain and then ICA separation in another domain, ICA followed by another exploring data analysis, etc). Due to the inconsistency of ICA models and neuroscience data, errors always exist. However, we don't have any knowledge on the errors from ICA. So, the errors from ICA is unpredictable, and such errors can also be unpredictably amplified when we use another advanced machine learning algorithm after ICA. The same goes to the use of other advanced algorithms successively.

In summary, ICA is a tiger, and to control it, the controller needs to be very skilled; otherwise, the controller will be seriously harmed by it.


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Nepenthes. x dyeriana.
This nepenthes was gaven by my friend, Bob, as a gift. It is a rare hybrid. Photo was taken by my friend Luo.

Thursday, June 23, 2011

Open problems in Bayesian statistics

Mike Jordan wrote a report on his interesting survey on 50 statisticians by asking them what are the open problems in Bayesian statistics. Here is his report:  http://members.bayesian.org/sites/default/files/fm/bulletins/1103.pdf

The top open problems in his report are as follows:

No.1. Model selection and hypothesis testing.

No.2. Computation and statistics.

No.3. Bayesian/frequentist relationships

No.4. Priors

No.5. Nonparametrics and semiparametrics


Andew Gelman made excellent comments on these problems. Here is the link: http://statisticsforum.wordpress.com/2011/04/28/what-are-the-open-problems-in-bayesian-statistics/

Wednesday, June 22, 2011

Speeding up Latent Dirichlet Allocation (LDA)

Alex has wrote a blog entry on the speed issue of LDA and released his fast LDA algorithm that performs on many computers. Here is the blog entry: http://blog.smola.org/post/6359713161/speeding-up-latent-dirichlet-allocation

In Purdue's MLSS 2011, I was lucky to attend his lectures on graphical models. I like his lectures. The only regret is that I really hope he could give more details on LDA and its variants; for example, giving a detailed development on a variant of LDA models. But I understand the time was limited. After all, the lectures serve for a seminar, not for a college class.

 (Image credit to Alex's Lecture Slides)