Random Subspace NMF for Unsupervised Transfer Learning
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1 Random Subspace NMF for Unsupervised Transfer Learning Ievgen Redko & Younès Bennani Université Paris 13 - Institut Galilée - Sorbonne Paris Cité Laboratoire d'informatique de Paris-Nord - CNRS (UMR 7030)
2 What is Transfer Learning? w Transfer learning n Given a source domain DS and a learning task TS, a target domain DT and a target task TT, transfer learning aims to help improve the learning performance in DT using knowledge gained from DS and TS, where DS DT and TS TT. w Subspace paradigm n Simultaneously cluster the data into multiple subspaces to find a lower-dimensional subspace fitting each group of points. Source domain? Target domain Transfer Learning 2
3 Transfer Learning vs Traditional ML 3
4 What is Matrix factorization? Nonnegative Matrix Factorization Théorème : K-means NMF 4
5 Preliminary knowledge w Standard NMF X FG T, X R m n, F R m k, G R k n w Convex NMF (column vectors of F lie within the column space of X) X XWG T, X R m n, W R n k, G R k n w Multilayer NMF (we build up a system that has many layers or cascade connection of L mixing subsystems) X F 1 G 1, X R m n, F 1 R m k, G 1 R k n G i 1 F i G i i =1...L X F 1 F 2...F L G L. 5
6 Our approach: RS-NMF Clustering of the target task X T X T W T G T T M { X ssi } i=1 Knowledge Decomposition task in the source M { G i } i=1 k { G i } i=1 Select KNN among them with respect to a target partition = N k (G T ) link matrices between them k { W i } i=1 k { P T,{ W i } i=1 } Final factorization using link matrices X T P T W 1... W k G * T w w w w w Find initial partition and prototype matrix of the target task Build a sequence of partitions in different subspaces of a source task ( knowledge decomposition ) Find k nearest neighbors among them with respect to a target partition Find link matrices between them Use these link matrices to perform a final factorization 6
7 Initialization w Let us consider two tasks T S and T T defined by two matrices X S and X T w We perform Convex NMF on X T X T X T W T G T T n G T is an initial partition n P T = X T W T is a matrix of basis vectors that are linear combinations of the original data points. 7
8 Knowledge decomposition w Choose randomly m features of X S and perform any arbitrary type of NMF on the M sequence of the reduced matrices { X ssi } i=1 w Obtain a sequence of partition matrices that were calculated on the subspaces of X. M { G i } i=1 8
9 Random Subspace NMF Purity values
10 Defining neighborhood w Simply use any arbitrary similarity measure (any divergence measure or just a simple correlation function) to find k nearest neighbors of target task s partition G T. k { G i } i=1 = N k (G T ) w We use a simple correlation function given by the following expression corr(x,y ) = cov(x,y ) σ X σ Y 10
11 Learning link matrices w At this step we take each of the chosen matrices and perform the NMF of the following form: G i W i G i *, G i R k n, W i R k k, G * i Rk n i =1...k. w The idea behind constructing this sequence of link k matrices { W i } i=1 is that they capture the relationships between clusters and thus reflect the structure of a data set. 11
12 Final decomposition w Finally we have a sequence of matrices { k P T, W } i { } i=1 w Performing Multilayer NMF of the following form X T P T W 1... W k G * T gives the final partition G T*. 12
13 Evaluation criteria n Dunn s index (k denotes the number of clusters, i and j are cluster labels, d(c i, c j ) defines the between-cluster distance between clusters X i and X j ; d(x k ) represents the within-cluster of X k. Dunn = min 1 i k "( " d(c min i, c j ) %%( # # && $( $ max 1 k k (d(x k ))''( n Calinski-Harabasz index (S B is a between-cluster scatter matrix, S W is the internal scatter matrix, n p is a number of clustered samples and k is a number of clusters.) CH = trace(s B ) trace(s W ) n p 1 n p k 13
14 Dunn s index for transfer between different data sets 14
15 Calinski-Harabasz index for transfer between different data sets 15
16 WHY DOES IT WORK? Sparse Matrix Factorization [B. Neyshabur and R. Panigrahy, 2013] For a given binary matrix Y minimizing the total sparsity of the following decomposition Y = sign(x 1 sign(x 2 sign( X n ))) is equal to the computations in a deep neural network where each X i corresponds to the i th layer. Learning link matrices can be seen as learning nonnegative encoders between target and chosen partitions (i.e. injecting auxiliary knowledge in the corresponding layer of a deep neural network)
17 WHY DOES IT WORK ON THESE DATA SETS? Common assumption: transfer learning is useful only for closely related data sets [Rosenstein et al., 2004]. Is it really so?! Transfer learning using Kolmogorov complexity [M. M. Mahmud and S. R. Ray 2007] Performing transfer learning between data sets with a very tenuous connection Introducing an optimal transfer learning algorithm based on the universal distance to measure the relatedness between tasks
18 Future extensions of the algorithm w Multitask transfer learning extension of the algorithm w Finding possible range of suboptimal values of k beforehand depending on the minimum correlation level w Introducing additional constraints on link matrices (regularization terms, orthogonality constraints etc.) 18
19 Thank you for you attention! Feel free to ask questions if you have any. 19
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