Many problems of recent interest in statistics and machine learning can be posed in the framework of convex optimization. Due to the explosion in size and complexity of modern datasets, it is increasingly important to be able to solve problems with a very large number of features or training examples. As a result, both the decentralized collection or storage of these datasets as well as accompanying distributed solution methods are either necessary or at least highly desirable. In this review, we argue that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas. The method was developed in the 1970s, with roots in the 1950s, and is equivalent or closely related to many other algorithms, such as dual decomposition, the method of multipliers, Douglas–Rachford splitting, Spingarn's method of partial inverses, Dykstra's alternating projections, Bregman iterative algorithms for l1 problems, proximal methods, and others. After briefly surveying the theory and history of the algorithm, we discuss applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others. We also discuss general distributed optimization, extensions to the nonconvex setting, and efficient implementation, including some details on distributed MPI and Hadoop MapReduce implementations.

/pdf/distributed-optimization-and-statistical-learning-via-the-8s9gtddw0d.pdf

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

Machine Learning is the study of methods for programming computers to learn. Computers are applied to a wide range of tasks, and for most of these it is relatively easy for programmers to design and implement the necessary software. However, there are many tasks for which this is difficult or impossible. These can be divided into four general categories. First, there are problems for which there exist no human experts. For example, in modern automated manufacturing facilities, there is a need to predict machine failures before they occur by analyzing sensor readings. Because the machines are new, there are no human experts who can be interviewed by a programmer to provide the knowledge necessary to build a computer system. A machine learning system can study recorded data and subsequent machine failures and learn prediction rules. Second, there are problems where human experts exist, but where they are unable to explain their expertise. This is the case in many perceptual tasks, such as speech recognition, hand-writing recognition, and natural language understanding. Virtually all humans exhibit expert-level abilities on these tasks, but none of them can describe the detailed steps that they follow as they perform them. Fortunately, humans can provide machines with examples of the inputs and correct outputs for these tasks, so machine learning algorithms can learn to map the inputs to the outputs. Third, there are problems where phenomena are changing rapidly. In finance, for example, people would like to predict the future behavior of the stock market, of consumer purchases, or of exchange rates. These behaviors change frequently, so that even if a programmer could construct a good predictive computer program, it would need to be rewritten frequently. A learning program can relieve the programmer of this burden by constantly modifying and tuning a set of learned prediction rules. Fourth, there are applications that need to be customized for each computer user separately. Consider, for example, a program to filter unwanted electronic mail messages. Different users will need different filters. It is unreasonable to expect each user to program his or her own rules, and it is infeasible to provide every user with a software engineer to keep the rules up-to-date. A machine learning system can learn which mail messages the user rejects and maintain the filtering rules automatically. Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis. Statistics focuses on understanding the phenomena that have generated the data, often with the goal of testing different hypotheses about those phenomena. Data mining seeks to find patterns in the data that are understandable by people. Psychological studies of human learning aspire to understand the mechanisms underlying the various learning behaviors exhibited by people (concept learning, skill acquisition, strategy change, etc.).

Machine learning

Modern mobile devices have access to a wealth of data suitable for learning models, which in turn can greatly improve the user experience on the device. For example, language models can improve speech recognition and text entry, and image models can automatically select good photos. However, this rich data is often privacy sensitive, large in quantity, or both, which may preclude logging to the data center and training there using conventional approaches. We advocate an alternative that leaves the training data distributed on the mobile devices, and learns a shared model by aggregating locally-computed updates. We term this decentralized approach Federated Learning. 
We present a practical method for the federated learning of deep networks based on iterative model averaging, and conduct an extensive empirical evaluation, considering five different model architectures and four datasets. These experiments demonstrate the approach is robust to the unbalanced and non-IID data distributions that are a defining characteristic of this setting. Communication costs are the principal constraint, and we show a reduction in required communication rounds by 10-100x as compared to synchronized stochastic gradient descent.

Communication-Efficient Learning of Deep Networks from Decentralized Data

The key idea behind active learning is that a machine learning algorithm can achieve greater accuracy with fewer training labels if it is allowed to choose the data from which it learns. An active learner may pose queries, usually in the form of unlabeled data instances to be labeled by an oracle (e.g., a human annotator). Active learning is well-motivated in many modern machine learning problems, where unlabeled data may be abundant or easily obtained, but labels are difficult, time-consuming, or expensive to obtain. This report provides a general introduction to active learning and a survey of the literature. This includes a discussion of the scenarios in which queries can be formulated, and an overview of the query strategy frameworks proposed in the literature to date. An analysis of the empirical and theoretical evidence for successful active learning, a summary of problem setting variants and practical issues, and a discussion of related topics in machine learning research are also presented.

Active Learning Literature Survey

/pdf/semi-supervised-learning-literature-survey-4ccxy3rmmj.pdf

Semi-Supervised Learning Literature Survey

This paper presents a set of algorithms for distinguishing personal names with multiple real referents in text, based on little or no supervision. The approach utilizes an unsupervised clustering technique over a rich feature space of biographic facts, which are automatically extracted via a language-independent bootstrapping process. The induced clustering of named entities are then partitioned and linked to their real referents via the automatically extracted biographic data. Performance is evaluated based on both a test set of handlabeled multi-referent personal names and via automatically generated pseudonames.

/pdf/unsupervised-personal-name-disambiguation-5cpiz0dmd7.pdf

Unsupervised personal name disambiguation

Perceptron training is widely applied in the natural language processing community for learning complex structured models. Like all structured prediction learning frameworks, the structured perceptron can be costly to train as training complexity is proportional to inference, which is frequently non-linear in example sequence length. In this paper we investigate distributed training strategies for the structured perceptron as a means to reduce training times when computing clusters are available. We look at two strategies and provide convergence bounds for a particular mode of distributed structured perceptron training based on iterative parameter mixing (or averaging). We present experiments on two structured prediction problems -- named-entity recognition and dependency parsing -- to highlight the efficiency of this method.

/pdf/distributed-training-strategies-for-the-structured-3xhomon0az.pdf

Distributed Training Strategies for the Structured Perceptron

Training conditional maximum entropy models on massive data sets requires significant computational resources. We examine three common distributed training methods for conditional maxent: a distributed gradient computation method, a majority vote method, and a mixture weight method. We analyze and compare the CPU and network time complexity of each of these methods and present a theoretical analysis of conditional maxent models, including a study of the convergence of the mixture weight method, the most resource-efficient technique. We also report the results of large-scale experiments comparing these three methods which demonstrate the benefits of the mixture weight method: this method consumes less resources, while achieving a performance comparable to that of standard approaches.

/pdf/efficient-large-scale-distributed-training-of-conditional-37b1mvd3b2.pdf

Efficient Large-Scale Distributed Training of Conditional Maximum Entropy Models

It is difficult to apply machine learning to new domains because often we lack labeled problem instances. In this paper, we provide a solution to this problem that leverages domain knowledge in the form of affinities between input features and classes. For example, in a baseball vs. hockey text classification problem, even without any labeled data, we know that the presence of the word puck is a strong indicator of hockey. We refer to this type of domain knowledge as a labeled feature. In this paper, we propose a method for training discriminative probabilistic models with labeled features and unlabeled instances. Unlike previous approaches that use labeled features to create labeled pseudo-instances, we use labeled features directly to constrain the model's predictions on unlabeled instances. We express these soft constraints using generalized expectation (GE) criteria --- terms in a parameter estimation objective function that express preferences on values of a model expectation. In this paper we train multinomial logistic regression models using GE criteria, but the method we develop is applicable to other discriminative probabilistic models. The complete objective function also includes a Gaussian prior on parameters, which encourages generalization by spreading parameter weight to unlabeled features. Experimental results on text classification data sets show that this method outperforms heuristic approaches to training classifiers with labeled features. Experiments with human annotators show that it is more beneficial to spend limited annotation time labeling features rather than labeling instances. For example, after only one minute of labeling features, we can achieve 80% accuracy on the ibm vs. mac text classification problem using GE-FL, whereas ten minutes labeling documents results in an accuracy of only 77%

/pdf/learning-from-labeled-features-using-generalized-expectation-b2hg7sfyc7.pdf

Learning from labeled features using generalized expectation criteria

In this paper, we present an overview of generalized expectation criteria (GE), a simple, robust, scalable method for semi-supervised training using weakly-labeled data. GE fits model parameters by favoring models that match certain expectation constraints, such as marginal label distributions, on the unlabeled data. This paper shows how to apply generalized expectation criteria to two classes of parametric models: maximum entropy models and conditional random fields. Experimental results demonstrate accuracy improvements over supervised training and a number of other state-of-the-art semi-supervised learning methods for these models.

/pdf/generalized-expectation-criteria-for-semi-supervised-fele91nzc5.pdf

Gideon S. Mann

Papers

Unsupervised personal name disambiguation

Distributed Training Strategies for the Structured Perceptron

Efficient Large-Scale Distributed Training of Conditional Maximum Entropy Models

Learning from labeled features using generalized expectation criteria

Generalized Expectation Criteria for Semi-Supervised Learning with Weakly Labeled Data