Online Passive- Aggressive Algorithms

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1 Online Passive- Aggressive Algorithms Jean-Baptiste Behuet 28/11/2007 Tutor: Eneldo Loza Mencía Seminar aus Maschinellem Lernen WS07/08

2 Overview Online algorithms Online Binary Classification Problem Perceptron Algorithm 3 versions of the Passive-Aggressive Algorithm Loss bounds, Comparison with the Perceptron Other learning problems Experiments Conclusion 2

3 Online Algorithms Sequence of rounds t: Instance x t as input Predicts ŷ t as output Receives correct output y t Updates prediction mechanism 3

4 Online Binary Classification: Perceptron Algorithm Round t: instance x t R n with label classification fonction based on weight vector w t R n defines hyperplane separating the 2 classes prediction: signed margin: ŷ t =sign w t. x t b correct if margin > 0 y t w t. x t b y t { 1,1} Goal: incrementally learn w t (incrementally modify hyperplane) 4

5 Online Binary Classification: Perceptron Algorithm (2) Start with random hyperplane (random w 0 ) At each round t of the algorithm: receives x t and predicts ŷ t = sign(w t.x t + b t ) receives correct y t and updates the hyperplane Update minimizes the distance of misclassified exemples to the boundary w t 1 = w t ρ y t ŷ t x t with ρ > 0 learning rate (the hyperplane is updated when an error occurs) 5

6 Passive-Aggressive Algorithm for binary classification Want: margin 1 as often as possible (not only correctly classified exemples) Hinge-loss fonction: Loss suffered at round t: Number of prediction mistakes l t 2 6

7 Passive-Aggressive Algorithm for binary classification (2) Initialization: Update: w 1 = 0,...,0 w t+1 solution of constrained optimization problem: w t+1 has the form: 7

8 Passive-Aggressive Algorithm for binary classification (3) Trade-off: w t+1 required to have no loss on current exemple w t+1 as close as possible to w t " Passive-Aggressive " : " passive " when l t = 0 " aggressive " otherwise: w t+1 forced to satisfy the constraint l t = 0 on the current exemple 8

9 Two variations of the PA algorithm Problem of aggressiveness in case of noise PA-I: PA-II: with C aggressiveness parameter same update form as for PA: for PA-I for PA-II 9

10 Relative loss bounds Number of prediction mistakes l t 2 Comparison of the loss attained by PA with the loss attained by a fixed classifier sign(u.x) For the original PA algorithm: t x t R and l t * = 0 10

11 Relative loss bounds (2) For the original PA algorithm: For PA-I: t x t = 1, u R n t x t R, u R n For PA-II: t x t 2 R 2, u R n 11

12 Comparison with the Perceptron Algorithm Bounds are comparable both in separable (PA) and non-separable (PA-I, PA-II) cases 12

13 Generalization to the non-linear case: Principle map the data space into a feature space where the data is now linearly separable K(w,x) is the inner product of the vectors Φ(w) and Φ(x) algorithm learns w' t (weight vector in feature space H) and predicts ŷ t = sign w ' t T.Ф x t feature map Φ: χ H replace (w.x) by Mercer Kernel K(w,x) (non-linear function) 13

14 Other problems Regression Uniclass prediction Multiclass problems 14

15 Regression main difference with the binary problem: y { 1,1}, y R instance x t R n prediction ŷ t = w t. x t ε-sensitive hinge loss function: 15

16 Regression: PA algorithms Initialization: Update: w 1 = 0,...,0 w t+1 solution of constrained optimization problem: w t+1 has the form: Same loss bounds as for binary classification 16

17 Uniclass prediction Principle of a round: no input x t predicts the next element of the sequence to be w t receives y t and suffers loss: Equivalent: find the center elements are within a radius of ε 17

18 Uniclass prediction: PA algorithms Update: w t +1 solution of optimization problem: w t+1 has the form: 18

19 Principle: Multiclass multilabel classification set of all possible labels receives instance x t (associated with relevant labels) outputs a score for each of the k labels prediction vector R k Y ={1,..., k } receives the set of " relevant " labels Y t for x t " relevant " must be ranked higher than " irrelevant " updates the prediction mechanism 19

20 Multiclass multilabel: Problem settings feature vector: Φ(x,y) = (Φ 1 (x,y),..., Φ d (x,y)) (set of features: Φ 1,..., Φ d ) Prediction vector: wt R d Margin of the exemple (x t,y t ): 20

21 Multiclass multilabel: Problem settings (2) Margin: difference between score of the lowest ranked relevant label score of the highest ranked irrelevant label Hinge-loss function: 21

22 Multiclass multilabel: PA algorithms Equivalence: w t+1 solution of optimization problem: w t+1 has the form: 22

23 Experiments 1. Robustness to noise 2. Effect of the aggressiveness parameter C 3. Multiclass problems: comparison with other online algorithms 23

24 Experiment 1: Robustness to noise Binary classification, 4000 generated exemples (results averaged on 10 repetitions) Instance noise label noise Find optimal fixed linear classifier (brute force) C = Low noise level: High noise level: 3 make similar number of errors PA-I and PA-II outperform PA 24

25 Experiment 2: Effect of C C " aggressiveness parameter " Results meet the theoretic loss bounds Rule: when there is noise in data, C should be small 25

26 Experiment 2: Effect of C (2) Evolution of error rate with the number of exemples 26

27 Experiment 3: Multiclass problems Use standard multiclass datasets: USPS, MNIST Comparison of the multiclass PA algorithms with: multiclass versions of the Perceptron algorithm MIRA (Margin Infused Relaxed Algorithm) PA-I and MIRA comparable but MIRA solves a complex optimisation problem for each update PA: simple expression 27

28 Conclusion Further research: extension to other problems conversion to batch algorithms PA with bounded memory constraints (memory requirements imposed when using Mercer Kernels) 28

29 References Crammer, Koby. Dekel, Ofer. Keshet, Joseph. Shalev-Shwartz, Shai. Singer, Yoram. " Online Passive-Aggressive Algorithms ". Jerusalem, 2006 < (20 Oct. 2007) Schiele, Bernt. "Maschinelles Lernen - Statistische Verfahren". Darmstadt: Technische Universität Darmstadt, 18. Mai 2oo7 < slides/ ml svm2-v1.pdf> (16 Nov. 2007) Rojas, Raul. "Perceptron Learning". Neural Networks - A Systematic Introduction. Springer-Verlag, Berlin, 1996 < (22 Nov. 2007) Rodriguez, Carlos C. "The Kernel Trick". October 25, 2004 <omega.albany.edu:8008/machine-learning-dir/notes-dir/ker1/ ker1.pdf> (26 Nov. 2007) 29

30 Thank you for your attention Questions? 30

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