Statistical models of word-sense disambiguation are often based on a small number of contextual features or on a model that is assumed to characterize the interactions among a set of features. Model selection is presented as an alternative to these approaches, where a sequential search of possible models is conducted in order to find the model that best characterizes the interactions among features. This paper expands existing model selection methodology and presents the first comparative study of model selection search strategies and evaluation criteria when applied to the problem of building probabilistic classifiers for word-sense disambiguation.
In order to utilize models with more complicated interactions among feature variables, @cite_8 introduce the use of sequential model selection and decomposable models for word--sense disambiguation. They recommended a model selection procedure using BSS and the exact conditional test in combination with a test for model predictive power. In their procedure, the exact conditional test was used to guide the generation of new models and the test of model predictive power was used to select the final model from among those generated during the search.
@cite_8
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The use of automated subset search algorithms is reviewed and issues concerning model selection and selection criteria are discussed. In addition, a Monte Carlo study is reported which presents data regarding the frequency with which authentic and noise variables are selected by automated subset algorithms. In particular, the effects of the correlation between predictor variables, the number of candidate predictor variables, the size of the sample, and the level of significance for entry and deletion of variables were studied for three automated subset algorithms: BACKWARD ELIMINATION, FORWARD SELECTION, and STEPWISE. Results indicated that: (1) the degree of correlation between the predictor variables affected the frequency with which authentic predictor variables found their way into the final model; (2) the number of candidate predictor variables affected the number of noise variables that gained entry to the model; (3) the size of the sample was of little practical importance in determining the number of authentic variables contained in the final model; and (4) the population multiple coefficient of determination could be faithfully estimated by adopting a statistic that is adjusted by the total number of candidate predictor variables rather than the number of variables in the final model. Recommender problems with large and dynamic item pools are ubiquitous in web applications like content optimization, online advertising and web search. Despite the availability of rich item meta-data, excess heterogeneity at the item level often requires inclusion of item-specific "factors" (or weights) in the model. However, since estimating item factors is computationally intensive, it poses a challenge for time-sensitive recommender problems where it is important to rapidly learn factors for new items (e.g., news articles, event updates, tweets) in an online fashion. In this paper, we propose a novel method called FOBFM (Fast Online Bilinear Factor Model) to learn item-specific factors quickly through online regression. The online regression for each item can be performed independently and hence the procedure is fast, scalable and easily parallelizable. However, the convergence of these independent regressions can be slow due to high dimensionality. The central idea of our approach is to use a large amount of historical data to initialize the online models based on offline features and learn linear projections that can effectively reduce the dimensionality. We estimate the rank of our linear projections by taking recourse to online model selection based on optimizing predictive likelihood. Through extensive experiments, we show that our method significantly and uniformly outperforms other competitive methods and obtains relative lifts that are in the range of 10-15 in terms of predictive log-likelihood, 200-300 for a rank correlation metric on a proprietary My Yahoo! dataset; it obtains 9 reduction in root mean squared error over the previously best method on a benchmark MovieLens dataset using a time-based train test data split. The recent proliferation of richly structured probabilistic models raises the question of how to automatically determine an appropriate model for a dataset. We investigate this question for a space of matrix decomposition models which can express a variety of widely used models from unsupervised learning. To enable model selection, we organize these models into a context-free grammar which generates a wide variety of structures through the compositional application of a few simple rules. We use our grammar to generically and efficiently infer latent components and estimate predictive likelihood for nearly 2500 structures using a small toolbox of reusable algorithms. Using a greedy search over our grammar, we automatically choose the decomposition structure from raw data by evaluating only a small fraction of all models. The proposed method typically finds the correct structure for synthetic data and backs off gracefully to simpler models under heavy noise. It learns sensible structures for datasets as diverse as image patches, motion capture, 20 Questions, and U.S. Senate votes, all using exactly the same code. Neural sequence models are widely used to model time-series data. Equally ubiquitous is the usage of beam search (BS) as an approximate inference algorithm to decode output sequences from these models. BS explores the search space in a greedy left-right fashion retaining only the top-B candidates - resulting in sequences that differ only slightly from each other. Producing lists of nearly identical sequences is not only computationally wasteful but also typically fails to capture the inherent ambiguity of complex AI tasks. To overcome this problem, we propose Diverse Beam Search (DBS), an alternative to BS that decodes a list of diverse outputs by optimizing for a diversity-augmented objective. We observe that our method finds better top-1 solutions by controlling for the exploration and exploitation of the search space - implying that DBS is a better search algorithm. Moreover, these gains are achieved with minimal computational or memory over- head as compared to beam search. To demonstrate the broad applicability of our method, we present results on image captioning, machine translation and visual question generation using both standard quantitative metrics and qualitative human studies. Further, we study the role of diversity for image-grounded language generation tasks as the complexity of the image changes. We observe that our method consistently outperforms BS and previously proposed techniques for diverse decoding from neural sequence models. We consider the problem of estimating the conditional distribution of a post-model-selection estimator where the conditioning is on the selected model. The notion of a post-model-selection estimator here refers to the combined procedure resulting from first selecting a model (e.g., by a model selection criterion like AIC or by a hypothesis testing procedure) and second estimating the parameters in the selected model (e.g., by least-squares or maximum likelihood), all based on the same data set. We show that it is impossible to estimate this distribution with reasonable accuracy even asymptotically. In particular, we show that no estimator for this distribution can be uniformly consistent (not even locally). This follows as a corollary to (local) minimax lower bounds on the performance of estimators for this distribution. Similar impossibility results are also obtained for the conditional distribution of linear functions (e.g., predictors) of the post-model-selection estimator. We propose robust methods for inference on the effect of a treatment variable on a scalar outcome in the presence of very many controls. Our setting is a partially linear model with possibly non-Gaussian and heteroscedastic disturbances. Our analysis allows the number of controls to be much larger than the sample size. To make informative inference feasible, we require the model to be approximately sparse; that is, we require that the effect of confounding factors can be controlled for up to a small approximation error by conditioning on a relatively small number of controls whose identities are unknown. The latter condition makes it possible to estimate the treatment effect by selecting approximately the right set of controls. We develop a novel estimation and uniformly valid inference method for the treatment effect in this setting, called the "post-double-selection" method. Our results apply to Lasso-type methods used for covariate selection as well as to any other model selection method that is able to find a sparse model with good approximation properties. The main attractive feature of our method is that it allows for imperfect selection of the controls and provides confidence intervals that are valid uniformly across a large class of models. In contrast, standard post-model selection estimators fail to provide uniform inference even in simple cases with a small, fixed number of controls. Thus our method resolves the problem of uniform inference after model selection for a large, interesting class of models. We illustrate the use of the developed methods with numerical simulations and an application to the effect of abortion on crime rates. We describe a probabilistic approach to content selection for meeting summarization. We use skipchain Conditional Random Fields (CRF) to model non-local pragmatic dependencies between paired utterances such as Question-Answer that typically appear together in summaries, and show that these models outperform linear-chain CRFs and Bayesian models in the task. We also discuss different approaches for ranking all utterances in a sequence using CRFs. Our best performing system achieves 91.3 of human performance when evaluated with the Pyramid evaluation metric, which represents a 3.9 absolute increase compared to our most competitive non-sequential classifier. We propose a novel sequential decision approach to modeling ordinal ratings in collaborative filtering problems. The rating process is assumed to start from the lowest level, evaluates against the latent utility at the corresponding level and moves up until a suitable ordinal level is found. Crucial to this generative process is the underlying utility random variables that govern the generation of ratings and their modelling choices. To this end, we make a novel use of the generalised extreme value distributions, which is found to be particularly suitable for our modeling tasks and at the same time, facilitate our inference and learning procedure. The proposed approach is flexible to incorporate features from both the user and the item. We evaluate the proposed framework on three well-known datasets: MovieLens, Dating Agency and Netflix. In all cases, it is demonstrated that the proposed work is competitive against state-of-the-art collaborative filtering methods. In this paper we explore the use of selectional preferences for detecting noncompositional verb-object combinations. To characterise the arguments in a given grammatical relationship we experiment with three models of selectional preference. Two use WordNet and one uses the entries from a distributional thesaurus as classes for representation. In previous work on selectional preference acquisition, the classes used for representation are selected according to the coverage of argument tokens rather than being selected according to the coverage of argument types. In our distributional thesaurus models and one of the methods using WordNet we select classes for representing the preferences by virtue of the number of argument types that they cover, and then only tokens under these classes which are representative of the argument head data are used to estimate the probability distribution for the selectional preference model. We demonstrate a highly signicant correlation between measures which use these ‘typebased’ selectional preferences and compositionality judgements from a data set used in previous research. The type-based models perform better than the models which use tokens for selecting the classes. Furthermore, the models which use the automatically acquired thesaurus entries produced the best results. The correlation for the thesaurus models is stronger than any of the individual features used in previous research on the same dataset. Combinatorial property testing, initiated by Rubinfeld and Sudan [23] and formally defined by Goldreich, Goldwasser and Ron in [18], deals with the following relaxation of decision problems: Given a fixed property P and an input f, distinguish between the case that f satisfies P, and the case that no input that differs from f in less than some fixed fraction of the places satisfies P. An (e, q)-test for P is a randomized algorithm that queries at most q places of an input f and distinguishes with probability 2 3 between the case that f has the property and the case that at least an e-fraction of the places of f need to be changed in order for it to have the property. Here we concentrate on labeled, d-dimensional grids, where the grid is viewed as a partially ordered set (poset) in the standard way (i.e. as a product order of total orders). The main result here presents an (e, poly(1 e))-test for every property of 0 1 labeled, d-dimensional grids that is characterized by a finite collection of forbidden induced posets. Such properties include the “monotonicity” property studied in [9,8,13], other more complicated forbidden chain patterns, and general forbidden poset patterns. We also present a (less efficient) test for such properties of labeled grids with larger fixed size alphabets. All the above tests have in addition a 1-sided error probability. This class of properties is related to properties that are defined by certain first order formulae with no quantifier alternation over the syntax containing the grid order relations. We also show that with one quantifier alternation, a certain property can be defined, for which no test with query complexity of O(n 1 4) (for a small enough fixed e) exists. The above results identify new classes of properties that are defined by means of restricted logics, and that are efficiently testable. They also lay out a platform that bridges some previous results. Reducing the dimensionality of datasets is a fundamental step in the task of building a classification model. Feature selection is the process of selecting a smaller subset of features from the original one in order to enhance the performance of the classification model. The problem is known to be NP-hard, and despite the existence of several algorithms there is not one that outperforms the others in all scenarios. Due to the complexity of the problem usually feature selection algorithms have to compromise the quality of their solutions in order to execute in a practicable amount of time. Parallel computing techniques emerge as a potential solution to tackle this problem. There are several approaches that already execute feature selection in parallel resorting to synchronous models. These are preferred due to their simplicity and capability to use with any feature selection algorithm. However, synchronous models implement pausing points during the execution flow, which decrease the parallel performance. In this paper, we discuss the challenges of executing feature selection algorithms in parallel using asynchronous models, and present a feature selection algorithm that favours these models. Furthermore, we present two strategies for an asynchronous parallel execution not only of our algorithm but of any other feature selection approach. The first strategy solves the problem using the distributed memory paradigm, while the second exploits the use of shared memory. We evaluate the parallel performance of our strategies using up to 32 cores. The results show near linear speedups for both strategies, with the shared memory strategy outperforming the distributed one. Additionally, we provide an example of adapting our strategies to execute the Sequential forward Search asynchronously. We further test this version versus a synchronous one. Our results revealed that, by using an asynchronous strategy, we are able to save an average of 7.5 of the execution time. In this work we investigate optimal geographical caching in heterogeneous cellular networks where different types of base stations (BSs) have different cache capacities. Users request files from a content library according to a known probability distribution. The performance metric is the total hit probability, which is the probability that a user at an arbitrary location in the plane will find the content that it requires in one of the BSs that it is covered by. We consider the problem of optimally placing content in all BSs jointly. As this problem is not convex, we provide a heuristic scheme by finding the optimal placement policy for one type of base station conditioned on the placement in all other types. We demonstrate that these individual optimization problems are convex and we provide an analytical solution. As an illustration, we find the optimal placement policy of the small base stations (SBSs) depending on the placement policy of the macro base stations (MBSs). We show how the hit probability evolves as the deployment density of the SBSs varies. We show that the heuristic of placing the most popular content in the MBSs is almost optimal after deploying the SBSs with optimal placement policies. Also, for the SBSs no such heuristic can be used; the optimal placement is significantly better than storing the most popular content. Finally, we show that solving the individual problems to find the optimal placement policies for different types of BSs iteratively, namely repeatedly updating the placement policies, does not improve the performance. In this paper, we propose three criteria for efficient sample selection in case of data stream regression problems within an online active learning context. The selection becomes important whenever the target values, which guide the update of the regressors as well as the implicit model structures, are costly or time-consuming to measure and also in case when very fast models updates are required to cope with stream mining real-time demands. Reducing the selected samples as much as possible while keeping the predictive accuracy of the models on a high level is, thus, a central challenge. This should be ideally achieved in unsupervised and single-pass manner. Our selection criteria rely on three aspects: 1) the extrapolation degree combined with the model's nonlinearity degree , which is measured in terms of a new specific homogeneity criterion among adjacent local approximators; 2) the uncertainty in model outputs, which can be measured in terms of confidence intervals using so-called adaptive local error bars — we integrate a weighted localization of an incremental noise level estimator and propose formulas for online merging of local error bars; 3) the uncertainty in model parameters, which is estimated by the so-called A-optimality criterion, which relies on the Fisher information matrix. The selection criteria are developed in combination with evolving generalized Takagi–Sugeno (TS) fuzzy models (containing rules in arbitrarily rotated position), as it could be shown in previous publications that these outperform conventional evolving TS models (containing axis-parallel rules). The results based on three high-dimensional real-world streaming problems show that a model update based on only 10 –20 selected samples can still achieve similar accumulated model errors over time to the case when performing a full model update on all samples. This can be achieved with a negligible sensitivity on the size of the active learning latency buffer. Random sampling with the same percentages of samples selected, however, achieved much higher error rates. Hence, the intelligence in our sample selection concept leads to an economic balance between model accuracy and measurement as well computational costs for model updates. We develop a framework for post model selection inference, via marginal screening, in linear regression. At the core of this framework is a result that characterizes the exact distribution of linear functions of the response @math , conditional on the model being selected ( condition on selection" framework). This allows us to construct valid confidence intervals and hypothesis tests for regression coefficients that account for the selection procedure. In contrast to recent work in high-dimensional statistics, our results are exact (non-asymptotic) and require no eigenvalue-like assumptions on the design matrix @math . Furthermore, the computational cost of marginal regression, constructing confidence intervals and hypothesis testing is negligible compared to the cost of linear regression, thus making our methods particularly suitable for extremely large datasets. Although we focus on marginal screening to illustrate the applicability of the condition on selection framework, this framework is much more broadly applicable. We show how to apply the proposed framework to several other selection procedures including orthogonal matching pursuit, non-negative least squares, and marginal screening+Lasso. Summary We consider a multiple-hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block of hypotheses. A rejection rule in this setting amounts to a procedure for choosing the stopping point k. This setting is inspired by the sequential nature of many model selection problems, where choosing a stopping point or a model is equivalent to rejecting all hypotheses up to that point and none thereafter. We propose two new testing procedures and prove that they control the false discovery rate in the ordered testing setting. We also show how the methods can be applied to model selection by using recent results on p-values in sequential model selection settings. Abstract This paper proposes a stochastic and dynamic mixed-integer linear program (SD-MILP) for optimal coordinated bidding of a risk-averse profit-maximizing hydropower producer. The day-ahead, intra-day, and real-time markets are considered. To model and predict day-ahead, intra-day, and real-time prices, the Holt–Winter (HW) and the Generalized Autoregressive Conditional Heteroscedastic (GARCH) predictors are combined using a proposed Markov switch. The discrete behavior of intra-day and real-time prices is modeled as different Markov states. The proposed Markov-based HW–GARCH model with a standard scenario generation-reduction technique is used to capture the uncertainty in day-ahead, intra-day, and real-time prices. The time-dependent conditional value at risk (T-CVaR) is proposed to model the risk of trading in different considered markets. The convex combination of the expected profit and T-CVaR is used as the objective of SD-MILP. The Markov-based HW–GARCH is modeled in Matlab and the SD-MILP is coded in GAMS. The Markov-based HW–GARCH predictor and the SD-MILP are used to develop the bidding curve of a three-reservoir hydropower producer using the electricity prices from the Nordic power market. To further examine the developed models a seven-reservoir hydropower producer is also studied. For these two cases, the coordinated bidding curves are derived and discussed. We present an instance-specific test-time dynamic feature selection algorithm. Our algorithm sequentially chooses features given previously selected features and their values. It stops the selection process to make a prediction according to a user-specified accuracy-cost trade-off. We cast the sequential decision-making problem as a Markov Decision Process and apply imitation learning techniques. We address the problem of learning and inference jointly in a simple multiclass classification setting. Experimental results on UCI datasets show that our approach achieves the same or higher accuracy using only a small fraction of features than static feature selection methods. As a new way of training generative models, Generative Adversarial Nets (GAN) that uses a discriminative model to guide the training of the generative model has enjoyed considerable success in generating real-valued data. However, it has limitations when the goal is for generating sequences of discrete tokens. A major reason lies in that the discrete outputs from the generative model make it difficult to pass the gradient update from the discriminative model to the generative model. Also, the discriminative model can only assess a complete sequence, while for a partially generated sequence, it is non-trivial to balance its current score and the future one once the entire sequence has been generated. In this paper, we propose a sequence generation framework, called SeqGAN, to solve the problems. Modeling the data generator as a stochastic policy in reinforcement learning (RL), SeqGAN bypasses the generator differentiation problem by directly performing gradient policy update. The RL reward signal comes from the GAN discriminator judged on a complete sequence, and is passed back to the intermediate state-action steps using Monte Carlo search. Extensive experiments on synthetic data and real-world tasks demonstrate significant improvements over strong baselines. Conditional random fields (, 2001) are quite effective at sequence labeling tasks like shallow parsing (Sha and Pereira, 2003) and named-entity extraction (McCallum and Li, 2003). CRFs are log-linear, allowing the incorporation of arbitrary features into the model. To train on unlabeled data, we require unsupervised estimation methods for log-linear models; few exist. We describe a novel approach, contrastive estimation. We show that the new technique can be intuitively understood as exploiting implicit negative evidence and is computationally efficient. Applied to a sequence labeling problem---POS tagging given a tagging dictionary and unlabeled text---contrastive estimation outperforms EM (with the same feature set), is more robust to degradations of the dictionary, and can largely recover by modeling additional features. We introduce a conditional generative model for learning to disentangle the hidden factors of variation within a set of labeled observations, and separate them into complementary codes. One code summarizes the specified factors of variation associated with the labels. The other summarizes the remaining unspecified variability. During training, the only available source of supervision comes from our ability to distinguish among different observations belonging to the same class. Examples of such observations include images of a set of labeled objects captured at different viewpoints, or recordings of set of speakers dictating multiple phrases. In both instances, the intra-class diversity is the source of the unspecified factors of variation: each object is observed at multiple viewpoints, and each speaker dictates multiple phrases. Learning to disentangle the specified factors from the unspecified ones becomes easier when strong supervision is possible. Suppose that during training, we have access to pairs of images, where each pair shows two different objects captured from the same viewpoint. This source of alignment allows us to solve our task using existing methods. However, labels for the unspecified factors are usually unavailable in realistic scenarios where data acquisition is not strictly controlled. We address the problem of disentaglement in this more general setting by combining deep convolutional autoencoders with a form of adversarial training. Both factors of variation are implicitly captured in the organization of the learned embedding space, and can be used for solving single-image analogies. Experimental results on synthetic and real datasets show that the proposed method is capable of generalizing to unseen classes and intra-class variabilities.