nips nips2009 nips2009-122 knowledge-graph by maker-knowledge-mining

122 nips-2009-Label Selection on Graphs


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Author: Andrew Guillory, Jeff A. Bilmes

Abstract: We investigate methods for selecting sets of labeled vertices for use in predicting the labels of vertices on a graph. We specifically study methods which choose a single batch of labeled vertices (i.e. offline, non sequential methods). In this setting, we find common graph smoothness assumptions directly motivate simple label selection methods with interesting theoretical guarantees. These methods bound prediction error in terms of the smoothness of the true labels with respect to the graph. Some of these bounds give new motivations for previously proposed algorithms, and some suggest new algorithms which we evaluate. We show improved performance over baseline methods on several real world data sets. 1

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Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 edu Abstract We investigate methods for selecting sets of labeled vertices for use in predicting the labels of vertices on a graph. [sent-5, score-0.346]

2 We specifically study methods which choose a single batch of labeled vertices (i. [sent-6, score-0.242]

3 In this setting, we find common graph smoothness assumptions directly motivate simple label selection methods with interesting theoretical guarantees. [sent-9, score-0.495]

4 These methods bound prediction error in terms of the smoothness of the true labels with respect to the graph. [sent-10, score-0.393]

5 Assume we have an undirected graph of n nodes given by a symmetric weight matrix W . [sent-14, score-0.295]

6 The ith node in the graph has a label yi ∈ {0, 1} stored in a vector of labels y ∈ {0, 1}n . [sent-15, score-0.675]

7 We want to predict all of y from the labels yL for a labeled subset L ⊂ V = [n]. [sent-16, score-0.236]

8 In order to bound prediction error, we assume that the labels are smoothly varying with respect to the underlying graph. [sent-24, score-0.263]

9 The simple smoothness assumption we use is that i,j Wi,j |yi − yj | is small. [sent-25, score-0.512]

10 This smoothness assumption has been used by graph-based semi-supervised learning algorithms which compute y using a labeled set L chosen uniformly at random from V [Blum and ˆ Chawla, 2001, Hanneke, 2006, Pelckmans et al. [sent-27, score-0.289]

11 , 2006] and by online graph labeling methods that operate on an adversarially ordered stream of vertices [Pelckmans and Suykens, 2008, Brautbar, 2009, Herbster et al. [sent-29, score-0.371]

12 , 2008, 2005, Herbster, 2008] In this work we consider methods that make use of the smoothness assumption and structure of the graph in order to both select L as well as make predictions. [sent-30, score-0.243]

13 Our hope is to achieve higher prediction accuracy as compared to random label selection and other methods for choosing L. [sent-31, score-0.322]

14 The ˆ single batch, offline label selection problem is important in many real-world applications because it is often the case that problem constraints make requesting more than one batch of labels very costly. [sent-33, score-0.461]

15 For example, if requesting a label involves a time consuming, expensive experiment (potentially 1 involving human subjects), it may be significantly less costly to run a single batch of experiments in parallel as compared to running experiments in series. [sent-34, score-0.299]

16 We give several methods which, under the assumption i,j Wi,j |yi − yj | is small, guarantee the prediction error ||y − y ||2 will also be small. [sent-35, score-0.575]

17 Some of the bounds provide interesting justifications ˆ for previously used methods, and we show improved performance over random label selection and baseline submodular maximization methods on several real world data sets. [sent-36, score-0.541]

18 2 General Worst Case Bound We first give a simple worst case bound on prediction error in terms of label smoothness using few assumptions about the method used to select labels or make predictions. [sent-37, score-0.628]

19 The ˆ bound motivates an interesting method for selecting labeled points and provides a new motivation for a standard prediction method Blum and Chawla [2001] when used with arbitrarily selected L. [sent-41, score-0.334]

20 Define the graph cut function Γ(A, B) Ψ(L) i∈A,j∈B min T ⊆(V \L)=0 Wi,j . [sent-43, score-0.435]

21 Let Γ(T, (V \ T )) |T | Note this function is different from normalized cut (also called sparsest cut). [sent-44, score-0.249]

22 In this function, the denominator is simply |T | while for normalized cut the denominator is min(|T |, |V \ T |). [sent-45, score-0.249]

23 This difference is important: computing normalized cut is NP-hard, but we will show Ψ(L) can be computed in polynomial time. [sent-46, score-0.293]

24 Ψ(L) measures how easily we can cut a large portion of the graph away from L. [sent-47, score-0.366]

25 We show that Ψ(L) where L is the set of labeled vertices measures to what extent prediction error can be high relative to label smoothness. [sent-49, score-0.494]

26 This makes intuitive sense because if Ψ(L) is small than there is a large set of unlabeled nodes which are weakly connected to the remainder of the graph (including L). [sent-50, score-0.298]

27 For any y consistent with a labeled set L ˆ ||y − y ||2 ≤ ˆ 1 2Ψ(L) Wi,j (|yi − yj | ⊕ |ˆi − yj |) ≤ y ˆ i,j 1 ( Wi,j |yi − yj | + 2Ψ(L) i,j Wi,j |ˆi − yj |) y ˆ i,j where ⊕ is the XOR operator. [sent-52, score-1.828]

28 First note that I ∩ L = ∅ (none of the labeled points are incorrectly classified). [sent-55, score-0.239]

29 |I| = Γ(I, V \ I) |I| Γ(I, V \ I) ≤ Γ(I, V \ I) Ψ(L) Note that for all of the edges (i, j) counted in Γ(I, V \ I), yi = yj implies yi = yj and yi = yj ˆ ˆ ˆ ˆ implies yi = yj . [sent-56, score-2.441]

30 Then |I| ≤ The 1 2 1 2Ψ(L) Wi,j (|yi − yj | ⊕ |ˆi − yj |) y ˆ i,j term is introduced because the sum double counts edges. [sent-57, score-0.85]

31 This bound provides an interesting justification for the algorithm in Blum and Chawla [2001] and related methods when used with arbitrarily selected labeled sets. [sent-59, score-0.238]

32 The term involving the predicted labels, i,j Wi,j |ˆi − yj |, is the objective function minimized under the constraint yL = yL by the y ˆ ˆ algorithm of Blum and Chawla [2001]. [sent-60, score-0.425]

33 If y = argminy∈{0,1}n :ˆL =yL ˆ ˆ y Wi,j |ˆi − yj | y ˆ i,j for a labeled set L then ||y − y ||2 ≤ ˆ Proof. [sent-65, score-0.553]

34 1 Ψ(L) i,j Wi,j |yi − yj | i,j Wi,j |ˆi − yj | ≤ y ˆ i,j Wi,j |yi − yj | and the lemma Label propagation solves a version of this problem in which y is real valued [Bengio et al. [sent-67, score-1.507]

35 ˆ The bound also motivates a simple label selection method. [sent-69, score-0.337]

36 Our heuristic is then to simply add a random element from this cut to L. [sent-91, score-0.269]

37 In the next section, we describe a lower bound on the Ψ function based on a notion of graph covering. [sent-96, score-0.241]

38 In other words, every node in the graph is either in L or connected with total weight at least α to nodes in L (or both). [sent-102, score-0.331]

39 Then, α can replace Ψ(L) in the bound in the previous section for a looser upper bound on prediction error. [sent-109, score-0.282]

40 For any y consistent with a labeled set L that is an α-cover ˆ ||y − y ||2 ≤ ˆ 1 2α Wi,j (|yi − yj | ⊕ |ˆi − yj |) ≤ y ˆ i,j 1 ( Wi,j |yi − yj | + 2α i,j Wi,j |ˆi − yj |) y ˆ i,j where ⊕ is the XOR operator. [sent-112, score-1.828]

41 In particular, for a labeled set L that is an α cover, we assume unlabeled nodes are labeled with the weighted majority vote of neighbors in L. [sent-114, score-0.555]

42 In other words, set yi = yi for i ∈ L, and set yi = y for i ∈ L with y such that j∈L:yj =y Wi,j ≥ j∈L:yj =y Wi,j . [sent-115, score-0.531]

43 If L is an α-cover and V \ L is labeled according to majority vote ||y − y ||2 ≤ ˆ 1 α Wi,j |yi − yj |(1 − |ˆi − yj |) ≤ y ˆ i,j 1 α Wi,j |yi − yj | i,j Proof. [sent-118, score-1.56]

44 For every incorrectly labeled node, there is a set of nodes Li = {j ∈ L : yi = yj } which ˆ ˆ satisfies yi = yj ∀j ∈ Li , and j∈Li Wi,j ≥ α/2. [sent-120, score-1.526]

45 We then have for every incorrectly labeled node a unique set of edges with total weight at least α/2 included inside the summation in the middle expression. [sent-121, score-0.312]

46 Then, we can replace F with 1 Fα (L) = min( Wi,j , α) n i j∈L and solve min |L| : Fα (L) ≥ α L⊆V This is a submodular set cover problem. [sent-130, score-0.246]

47 In particular, an α-cover is a dominating set for binary weight graphs and α = 1. [sent-137, score-0.263]

48 Finding the smallest dominating set L in a binary weight graph is N P -complete. [sent-142, score-0.351]

49 4 Normalized Cut Algorithm In this section we consider an algorithm that clusters the data set and replaces the Ψ function with a normalized cut value. [sent-148, score-0.292]

50 The normalized cut value for a set T ⊂ V is Γ(T, V \ T ) min(|T |, |V \ T |) In other words, normalized cut is the ratio between the cut value for T and minimum of the size of T and its complement. [sent-149, score-0.739]

51 Computing the minimum normalized cut for a graph is NP-hard. [sent-150, score-0.436]

52 Sk , 2) for each cluster request sufficient labels to estimate the majority class with probability at least 1 − δ/k, and 3) label all nodes in each cluster with the majority label for that cluster. [sent-154, score-1.065]

53 Here the probability 1 − δ/k is with respect to the choice of the labeled nodes used to estimate the majority class for each cluster. [sent-155, score-0.364]

54 If y labels every i ∈ Sl ˆ according to the estimated majority label for Sl then with probability at least 1 − δ 1 1 Wi,j |yi − yj | ≤ ||y − y ||2 ≤ ˆ Wi,j |yi − yj | 2φl 2φ i,j l i,j∈Sl where φl = min T ⊂Sl Γ(T, Sl \ T ) min(|T |, |Sl \ T |) and φ = min φl l 5 Proof. [sent-161, score-1.421]

55 By the union bound, the estimated majority labels for all of the clusters are correct with probability at least 1 − δ. [sent-162, score-0.278]

56 Let I be the set of incorrectly labeled nodes (errors). [sent-163, score-0.322]

57 I = l=1 Il Note that |Il | ≤ |Sl \ Il | since we labeled cluster according to the majority label for the cluster. [sent-166, score-0.533]

58 Then |Il | |I| = |Il | = Γ(Il , Sl \ Il ) Γ(Il , Sl \ Il ) l = l Γ(Il , Sl \ Il ) l min(|Il |, |Sl \ Il |) Γ(Il , Sl \ Il ) Γ(Il , Sl \ Il ) φl ≤ l For any i, j, with i ∈ Il and j ∈ Sl \ Il , we must have yi = yj . [sent-167, score-0.602]

59 Also, for any i, j with yi = yj and i, j ∈ Sl , either i ∈ Il or j ∈ Il . [sent-168, score-0.602]

60 In other words, there is a one-to-one correspondence between 1) edges i, j for which i, j ∈ Sl and either i ∈ Il or j ∈ Il and 2) edges i, j for which i, j ∈ Sl and yi = yj . [sent-169, score-0.668]

61 Note in practice we only label the unlabeled nodes in each cluster using the majority label estimates. [sent-171, score-0.745]

62 Using the true labels for the labeled nodes only decreases error, so the theorem still holds. [sent-172, score-0.383]

63 This is different from the standard normalized cut clustering problem; we do not care if clusters are strongly connected to each other only that each cluster is internally dense. [sent-176, score-0.457]

64 In our experiments, we try several standard clustering algorithms and achieve good real world performance, but it remains an interesting open question to design a clustering algorithm for directly maximizing φ. [sent-177, score-0.274]

65 An approach we have not yet tried is to use the error bound to choose between the results of different clustering algorithms. [sent-178, score-0.258]

66 If we uniformly sample labels from a cluster, standard results give that the probability of incorrectly estimating the majority decreases exponentially with the number of labels if the fraction of nodes in the minority class is bounded away from 1/2 by a constant. [sent-180, score-0.684]

67 We now show that if the labels are sufficiently smooth and the cluster is sufficiently dense then the fraction of nodes in the minority class is small. [sent-181, score-0.407]

68 The fraction of nodes in the minority class of S is at most i,j∈S Wi,j |yi − yj | φ|S| where φ = min T ⊂S Γ(T, S \ T ) min(|T |, |S \ T |) Proof. [sent-183, score-0.713]

69 Let S − be the set of nodes belonging to the minority class and S + be the set of nodes belonging to the other class. [sent-184, score-0.302]

70 In our experiments, we simply request a single label per cluster. [sent-187, score-0.236]

71 We cluster the data then label each cluster according to a single randomly chosen point. [sent-314, score-0.358]

72 We chose the number of clusters to be equal to the number of labeled points observing that if a cluster is split evenly amongst the two classes then we will have a high error rate regardless of how well we estimate the majority class. [sent-315, score-0.447]

73 We tried three clustering algorithms: a spectral clustering method [Ng et al. [sent-316, score-0.323]

74 As a baseline we use random label selection and prediction using the label propagation method of Bengio et al. [sent-318, score-0.684]

75 We also experimented with a method motivated by the graph covering bound, but for lack of space we omit these results. [sent-320, score-0.251]

76 We set k1 and k2 for each data set and label count to be the parameters which give the lowest average error rate for label propagation averaging over 100 trials and choosing from the set {5, 10, 50, 100}. [sent-327, score-0.557]

77 We tune the graph construction parameters to give low error for the baseline method to ensure any bias is in favor of the baseline as opposed to the new methods we propose. [sent-328, score-0.33]

78 We then report average error over 1000 trials in the 10 label case and 100 trials in the 100 label case for each combination of data set and algorithm. [sent-329, score-0.515]

79 These methods performed well matching or beating the baseline method on the 10 label trials and in some cases significantly improving performance. [sent-340, score-0.283]

80 In general, we expect label selection to help more when learning from very few labels. [sent-343, score-0.252]

81 The clustering methods which work best seem to be methods which minimize normalize cut like objectives. [sent-345, score-0.295]

82 This is not surprising given the presence of the normalized cut term in Theorem 4, but it is an open problem to give a clustering method for directly minimizing the bound. [sent-346, score-0.371]

83 One modification we tried is to use label propagation for prediction in conjunction with our label selection methods. [sent-351, score-0.608]

84 6 Related Work Previous work has also used clustering, covering, and other graph properties to guide label selection on graphs. [sent-353, score-0.408]

85 We are, however, the first to our knowledge to give bounds which relate prediction error to label smoothness for single batch label selection methods. [sent-354, score-0.805]

86 Most previous work on label selection methods for learning on graphs has considered active (i. [sent-355, score-0.361]

87 sequential) label selection [Zhu and Lafferty, 2003, Pucci et al. [sent-357, score-0.326]

88 [2007] show in this setting O(c log(n/c)) where c = i,j Wi,j |yi − yj | labels are sufficient and necessary to learn the labeling exactly under some balance assumptions. [sent-363, score-0.575]

89 In some cases, our bounds are better despite considering only non sequential label selection. [sent-365, score-0.257]

90 In comparison, our graph covering bound needs an α-cover with α = a/ . [sent-369, score-0.302]

91 For some graph topologies, the size of such a cover can grow sublinearly with n (for example if the graph contains large, dense clusters). [sent-370, score-0.36]

92 Other work has given generalization error bounds in terms of label smoothness [Pelckmans et al. [sent-375, score-0.461]

93 These bounds are PAC style which typically show that, roughly, the error rate decreases with O( i,j Wi,j |yi − yj |/(b|L|)) where b is the minimum 2-cut of the graph. [sent-378, score-0.558]

94 For example, if a binary weight graph contains c cliques of size n/c then, we can find an α cover of size cα log(cα) giving an error rate of O( i,j Wi,j |yi − yj |/(nα)). [sent-380, score-0.728]

95 A line of work has examined mistake bounds in terms of label smoothness for online learning on graphs [Pelckmans and Suykens, 2008, Brautbar, 2009, Herbster et al. [sent-382, score-0.619]

96 Herbster [2008] also considers how cluster structure can improve mistake bounds in this setting and gives a mistake bound similar to our graph covering bound on prediction error. [sent-385, score-0.774]

97 Our work differs from this previous work by considering prediction error bounds for offline learning as opposed to mistake bounds for online learning. [sent-388, score-0.364]

98 The mistake bound setting is significantly different as the prediction method receives feedback after every prediction. [sent-389, score-0.244]

99 Learning from labeled and unlabeled data using graph mincuts. [sent-414, score-0.317]

100 An analysis of graph cut size for transductive learning. [sent-448, score-0.405]


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Second, from a theoretical perspective, this leads to a clear and well defined limit of the smoothness regularization term In (y), at least when σ → 0 slowly enough1 , namely when σ = ω( d log n/n). If σ → 0 as n → ∞, and as long as nσ d / log n → ∞, then after appropriate normalization, the regularizer converges to a density weighted gradient penalty term [7, 8]: d lim d+2 In (y) n→∞ Cσ (σ) d (y) d+2 I σ→0 Cσ = lim ∇y(x) 2 p(x)2 dx = J(y) = (5) Ω where C = Rd z 2 G( z )dz, and assuming 0 < C < ∞ (which is the case for both the Gaussian and the step filters). This energy functional J(f ) therefore encodes the notion of “smoothness” with respect to p(x) that is the basis of the SSL formulation (1) with the graph constructions specified by (3). To understand the behavior and appropriateness of (1) we must understand this functional and the associated limit problem: y (x) = arg min J(y) ˆ subject to y(xi ) = yi , i = 1, . . . , l (6) y p When σ = o( d 1/n) then all non-diagonal weights Wi,j vanish (points no longer have any “close by” p neighbors). We are not aware of an analysis covering the regime where σ decays roughly as d 1/n, but would be surprised if a qualitatively different meaningful limit is reached. 1 2 3 Graph Laplacian Regularization in R1 We begin by considering the solution of (6) for one dimensional data, i.e. d = 1 and x ∈ R. We first consider the situation where the support of p(x) is a continuous interval Ω = [a, b] ⊂ R (a and/or b may be infinite). Without loss of generality, we assume the labeled data is sorted in increasing order a x1 < x2 < · · · < xl b. Applying the theory of variational calculus, the solution y (x) ˆ satisfies inside each interval (xi , xi+1 ) the Euler-Lagrange equation d dy p2 (x) = 0. dx dx Performing two integrations and enforcing the constraints at the labeled points yields y(x) = yi + x 1/p2 (t)dt xi (yi+1 xi+1 1/p2 (t)dt xi − yi ) for xi x xi+1 (7) with y(x) = x1 for a x x1 and y(x) = xl for xl x b. If the support of p(x) is a union of disjoint intervals, the above analysis and the form of the solution applies in each interval separately. The solution (7) seems reasonable and desirable from the point of view of the “smoothness” assumptions: when p(x) is uniform, the solution interpolates linearly between labeled data points, whereas across low-density regions, where p(x) is close to zero, y(x) can change abruptly. Furthermore, the regularizer J(y) can be interpreted as a Reproducing Kernel Hilbert Space (RKHS) squared semi-norm, giving us additional insight into this choice of regularizer: b 1 Theorem 1. Let p(x) be a smooth density on Ω = [a, b] ⊂ R such that Ap = 4 a 1/p2 (t)dt < ∞. 2 Then, J(f ) can be written as a squared semi-norm J(f ) = f Kp induced by the kernel x′ ′ Kp (x, x ) = Ap − 1 2 x with a null-space of all constant functions. That is, f the RKHS induced by Kp . 1 p2 (t) dt Kp . (8) is the norm of the projection of f onto If p(x) is supported on several disjoint intervals, Ω = ∪i [ai , bi ], then J(f ) can be written as a squared semi-norm induced by the kernel 1 bi dt 4 ai p2 (t) ′ Kp (x, x ) = − 1 2 x′ dt x p2 (t) if x, x′ ∈ [ai , bi ] (9) if x ∈ [ai , bi ], x′ ∈ [aj , bj ], i = j 0 with a null-space spanned by indicator functions 1[ai ,bi ] (x) on the connected components of Ω. Proof. For any f (x) = i αi Kp (x, xi ) in the RKHS induced by Kp : df dx J(f ) = 2 p2 (x)dx = αi αj Jij (10) i,j where Jij = d d Kp (x, xi ) Kp (x, xj )p2 (x)dx dx dx When xi and xj are in different connected components of Ω, the gradients of Kp (·, xi ) and Kp (·, xj ) are never non-zero together and Jij = 0 = Kp (xi , xj ). When they are in the same connected component [a, b], and assuming w.l.o.g. a xi xj b: Jij = = xi 1 4 1 4 a b a 1 dt + p2 (t) 1 1 dt − p2 (t) 2 xj xi xj xi −1 dt + p2 (t) xj 1 dt p2 (t) 1 dt = Kp (xi , xj ). p2 (t) Substituting Jij = Kp (xi , xj ) into (10) yields J(f ) = 3 b αi αj Kp (xi , xj ) = f (11) Kp . Combining Theorem 1 with the Representer Theorem [13] establishes that the solution of (6) (or of any variant where the hard constraints are replaced by a data term) is of the form: l y(x) = αj Kp (x, xj ) + βi 1[ai ,bi ] (x), j=1 i where i ranges over the connected components [ai , bi ] of Ω, and we have: l J(y) = αi αj Kp (xi , xj ). (12) i,j=1 Viewing the regularizer as y 2 p suggests understanding (6), and so also its empirical approximaK tion (1), by interpreting Kp (x, x′ ) as a density-based “similarity measure” between x and x′ . This similarity measure indeed seems sensible: for a uniform density it is simply linearly decreasing as a function of the distance. When the density is non-uniform, two points are relatively similar only if they are connected by a region in which 1/p2 (x) is low, i.e. the density is high, but are much less “similar”, i.e. related to each other, when connected by a low-density region. Furthermore, there is no dependence between points in disjoint components separated by zero density regions. 4 Graph Laplacian Regularization in Higher Dimensions The analysis of the previous section seems promising, at it shows that in one dimension, the SSL method (1) is well posed and converges to a sensible limit. Regretfully, in higher dimensions this is not the case anymore. In the following theorem we show that the infimum of the limit problem (6) is zero and can be obtained by a sequence of functions which are certainly not a sensible extrapolation of the labeled points. Theorem 2. Let p(x) be a smooth density over Rd , d 2, bounded from above by some constant pmax , and let (x1 , y1 ), . . . , (xl , yl ) be any (non-repeating) set of labeled examples. There exist continuous functions yǫ (x), for any ǫ > 0, all satisfying the constraints yǫ (xj ) = yj , j = 1, . . . , l, such ǫ→0 ǫ→0 that J(yǫ ) −→ 0 but yǫ (x) −→ 0 for all x = xj , j = 1, . . . , l. Proof. We present a detailed proof for the case of l = 2 labeled points. The generalization of the proof to more labeled points is straightforward. Furthermore, without loss of generality, we assume the first labeled point is at x0 = 0 with y(x0 ) = 0 and the second labeled point is at x1 with x1 = 1 and y(x1 ) = 1. In addition, we assume that the ball B1 (0) of radius one centered around the origin is contained in Ω = {x ∈ Rd | p(x) > 0}. We first consider the case d > 2. Here, for any ǫ > 0, consider the function x ǫ yǫ (x) = min ,1 which indeed satisfies the two constraints yǫ (xi ) = yi , i = 0, 1. Then, J(yǫ ) = Bǫ (0) p2 (x) dx ǫ2 pmax ǫ2 dx = p2 Vd ǫd−2 max (13) Bǫ (0) where Vd is the volume of a unit ball in Rd . Hence, the sequence of functions yǫ (x) satisfy the constraints, but for d > 2, inf ǫ J(yǫ ) = 0. For d = 2, a more extreme example is necessary: consider the functions 2 x yǫ (x) = log +ǫ ǫ log 1+ǫ ǫ for x 1 and yǫ (x) = 1 for x > 1. These functions satisfy the two constraints yǫ (xi ) = yi , i = 0, 1 and: J(yǫ ) = 4 h “ ”i 1+ǫ 2 log ǫ 4πp2 max h “ ”i 1+ǫ 2 log ǫ x B1 (0) log ( x 1+ǫ ǫ 2 2 +ǫ)2 p2 (x)dx 4p2 h “ max ”i2 1+ǫ log ǫ 4πp2 max ǫ→0 = −→ 0. log 1+ǫ ǫ 4 1 0 r2 (r 2 +ǫ)2 2πrdr The implication of Theorem 2 is that regardless of the values at the labeled points, as u → ∞, the solution of (1) is not well posed. Asymptotically, the solution has the form of an almost everywhere constant function, with highly localized spikes near the labeled points, and so no learning is performed. In particular, an interpretation in terms of a density-based kernel Kp , as in the onedimensional case, is not possible. Our analysis also carries over to a formulation where a loss-based data term replaces the hard label constraints, as in l 1 y = arg min ˆ (y(xj ) − yj )2 + γIn (y) y(x) l j=1 In the limit of infinite unlabeled data, functions of the form yǫ (x) above have a zero data penalty term (since they exactly match the labels) and also drive the regularization term J(y) to zero. Hence, it is possible to drive the entire objective functional (the data term plus the regularization term) to zero with functions that do not generalize at all to unlabeled points. 4.1 Numerical Example We illustrate the phenomenon detailed by Theorem 2 with a simple example. Consider a density p(x) in R2 , which is a mixture of two unit variance spherical Gaussians, one per class, centered at the origin and at (4, 0). We sample a total of n = 3000 points, and label two points from each of the two components (four total). We then construct a similarity matrix using a Gaussian filter with σ = 0.4. Figure 1 depicts the predictor y (x) obtained from (1). In fact, two different predictors are shown, ˆ obtained by different numerical methods for solving (1). Both methods are based on the observation that the solution y (x) of (1) satisfies: ˆ n y (xi ) = ˆ n Wij y (xj ) / ˆ j=1 Wij on all unlabeled points i = l + 1, . . . , l + u. (14) j=1 Combined with the constraints of (1), we obtain a system of linear equations that can be solved by Gaussian elimination (here invoked through MATLAB’s backslash operator). This is the method used in the top panels of Figure 1. Alternatively, (14) can be viewed as an update equation for y (xi ), ˆ which can be solved via the power method, or label propagation [2, 6]: start with zero labels on the unlabeled points and iterate (14), while keeping the known labels on x1 , . . . , xl . This is the method used in the bottom panels of Figure 1. As predicted, y (x) is almost constant for almost all unlabeled points. Although all values are very ˆ close to zero, thresholding at the “right” threshold does actually produce sensible results in terms of the true -1/+1 labels. However, beyond being inappropriate for regression, a very flat predictor is still problematic even from a classification perspective. First, it is not possible to obtain a meaningful confidence measure for particular labels. Second, especially if the size of each class is not known apriori, setting the threshold between the positive and negative classes is problematic. In our example, setting the threshold to zero yields a generalization error of 45%. The differences between the two numerical methods for solving (1) also point out to another problem with the ill-posedness of the limit problem: the solution is numerically very un-stable. A more quantitative evaluation, that also validates that the effect in Figure 1 is not a result of choosing a “wrong” bandwidth σ, is given in Figure 2. We again simulated data from a mixture of two Gaussians, one Gaussian per class, this time in 20 dimensions, with one labeled point per class, and an increasing number of unlabeled points. In Figure 2 we plot the squared error, and the classification error of the resulting predictor y (x). We plot the classification error both when a threshold ˆ of zero is used (i.e. the class is determined by sign(ˆ(x))) and with the ideal threshold minimizing y the test error. For each unlabeled sample size, we choose the bandwidth σ yielding the best test performance (this is a “cheating” approach which provides a lower bound on the error of the best method for selecting the bandwidth). As the number of unlabeled examples increases the squared error approaches 1, indicating a flat predictor. Using a threshold of zero leads to an increase in the classification error, possibly due to numerical instability. Interestingly, although the predictors become very flat, the classification error using the ideal threshold actually improves slightly. Note that 5 DIRECT INVERSION SQUARED ERROR SIGN ERROR: 45% OPTIMAL BANDWIDTH 1 0.9 1 5 0 4 2 0.85 y(x) > 0 y(x) < 0 6 0.95 10 0 0 −1 10 0 200 400 600 800 0−1 ERROR (THRESHOLD=0) 0.32 −5 10 0 5 −10 0 −10 −5 −5 0 5 10 10 1 0 0 200 400 600 800 OPTIMAL BANDWIDTH 0.5 0 0 200 400 600 800 0−1 ERROR (IDEAL THRESHOLD) 0.19 5 200 400 600 800 OPTIMAL BANDWIDTH 1 0.28 SIGN ERR: 17.1 0.3 0.26 POWER METHOD 0 1.5 8 0 0.18 −1 10 6 0.17 4 −5 10 0 5 −10 0 −5 −10 −5 0 5 10 Figure 1: Left plots: Minimizer of Eq. (1). Right plots: the resulting classification according to sign(y). The four labeled points are shown by green squares. Top: minimization via Gaussian elimination (MATLAB backslash). Bottom: minimization via label propagation with 1000 iterations - the solution has not yet converged, despite small residuals of the order of 2 · 10−4 . 0.16 0 200 400 600 800 2 0 200 400 600 800 Figure 2: Squared error (top), classification error with a threshold of zero (center) and minimal classification error using ideal threhold (bottom), of the minimizer of (1) as a function of number of unlabeled points. For each error measure and sample size, the bandwidth minimizing the test error was used, and is plotted. ideal classification performance is achieved with a significantly larger bandwidth than the bandwidth minimizing the squared loss, i.e. when the predictor is even flatter. 4.2 Probabilistic Interpretation, Exit and Hitting Times As mentioned above, the Laplacian regularization method (1) has a probabilistic interpretation in terms of a random walk on the weighted graph. Let x(t) denote a random walk on the graph with transition matrix M = D−1 W where D is a diagonal matrix with Dii = j Wij . Then, for the binary classification case with yi = ±1 we have [15]: y (xi ) = 2 Pr x(t) hits a point labeled +1 before hitting a point labeled -1 x(0) = xi − 1 ˆ We present an interpretation of our analysis in terms of the limiting properties of this random walk. Consider, for simplicity, the case where the two classes are separated by a low density region. Then, the random walk has two intrinsic quantities of interest. The first is the mean exit time from one cluster to the other, and the other is the mean hitting time to the labeled points in that cluster. As the number of unlabeled points increases and σ → 0, the random walk converges to a diffusion process [12]. While the mean exit time then converges to a finite value corresponding to its diffusion analogue, the hitting time to a labeled point increases to infinity (as these become absorbing boundaries of measure zero). With more and more unlabeled data the random walk will fully mix, forgetting where it started, before it hits any label. Thus, the probability of hitting +1 before −1 will become uniform across the entire graph, independent of the starting location xi , yielding a flat predictor. 5 Keeping σ Finite At this point, a reader may ask whether the problems found in higher dimensions are due to taking the limit σ → 0. One possible objection is that there is an intrinsic characteristic scale for the data σ0 where (with high probability) all points at a distance xi − xj < σ0 have the same label. If this is the case, then it may not necessarily make sense to take values of σ < σ0 in constructing W . However, keeping σ finite while taking the number of unlabeled points to infinity does not resolve the problem. On the contrary, even the one-dimensional case becomes ill-posed in this case. To see this, consider a function y(x) which is zero everywhere except at the labeled points, where y(xj ) = yj . With a finite number of labeled points of measure zero, I (σ) (y) = 0 in any dimension 6 50 points 500 points 3500 points 1 1 0.5 0.5 0.5 0 0 0 −0.5 y 1 −0.5 −0.5 −1 −2 0 2 4 6 −1 −2 0 2 4 6 −1 −2 0 2 4 6 x Figure 3: Minimizer of (1) for a 1-d problem with a fixed σ = 0.4, two labeled points and an increasing number of unlabeled points. and for any fixed σ > 0. While this limiting function is discontinuous, it is also possible to construct ǫ→0 a sequence of continuous functions yǫ that all satisfy the constraints and for which I (σ) (yǫ ) −→ 0. This behavior is illustrated in Figure 3. We generated data from a mixture of two 1-D Gaussians centered at the origin and at x = 4, with one Gaussian labeled −1 and the other +1. We used two labeled points at the centers of the Gaussians and an increasing number of randomly drawn unlabeled points. As predicted, with a fixed σ, although the solution is reasonable when the number of unlabeled points is small, it becomes flatter, with sharp spikes on the labeled points, as u → ∞. 6 Fourier-Eigenvector Based Methods Before we conclude, we discuss a different approach for SSL, also based on the Graph Laplacian, suggested by Belkin and Niyogi [3]. Instead of using the Laplacian as a regularizer, constraining candidate predictors y(x) non-parametrically to those with small In (y) values, here the predictors are constrained to the low-dimensional space spanned by the first few eigenvectors of the Laplacian: The similarity matrix W is computed as before, and the Graph Laplacian matrix L = D − W is considered (recall D is a diagonal matrix with Dii = j Wij ). Only predictors p j=1 aj ej y (x) = ˆ (15) spanned by the first p eigenvectors e1 , . . . , ep of L (with smallest eigenvalues) are considered. The coefficients aj are chosen by minimizing a loss function on the labeled data, e.g. the squared loss: (ˆ1 , . . . , ap ) = arg min a ˆ l j=1 (yj − y (xj ))2 . ˆ (16) Unlike the Laplacian Regularization method (1), the Laplacian Eigenvector method (15)–(16) is well posed in the limit u → ∞. This follows directly from the convergence of the eigenvectors of the graph Laplacian to the eigenfunctions of the corresponding Laplace-Beltrami operator [10, 4]. Eigenvector based methods were shown empirically to provide competitive generalization performance on a variety of simulated and real world problems. Belkin and Niyogi [3] motivate the approach by arguing that ‘the eigenfunctions of the Laplace-Beltrami operator provide a natural basis for functions on the manifold and the desired classification function can be expressed in such a basis’. In our view, the success of the method is actually not due to data lying on a low-dimensional manifold, but rather due to the low density separation assumption, which states that different class labels form high-density clusters separated by low density regions. Indeed, under this assumption and with sufficient separation between the clusters, the eigenfunctions of the graph Laplace-Beltrami operator are approximately piecewise constant in each of the clusters, as in spectral clustering [12, 11], providing a basis for a labeling that is constant within clusters but variable across clusters. In other settings, such as data uniformly distributed on a manifold but without any significant cluster structure, the success of eigenvector based methods critically depends on how well can the unknown classification function be approximated by a truncated expansion with relatively few eigenvectors. We illustrate this issue with the following three-dimensional example: Let p(x) denote the uniform density in the box [0, 1] × [0, 0.8] × [0, 0.6], where the box lengths are different to prevent eigenvalue multiplicity. Consider learning three different functions, y1 (x) = 1x1 >0.5 , y2 (x) = 1x1 >x2 /0.8 and y3 (x) = 1x2 /0.8>x3 /0.6 . Even though all three functions are relatively simple, all having a linear separating boundary between the classes on the manifold, as shown in the experiment described in Figure 4, the Eigenvector based method (15)–(16) gives markedly different generalization performances on the three targets. This happens both when the number of eigenvectors p is set to p = l/5 as suggested by Belkin and Niyogi, as well as for the optimal (oracle) value of p selected on the test set (i.e. a “cheating” choice representing an upper bound on the generalization error of this method). 7 Prediction Error (%) p = #labeled points/5 40 optimal p 20 labeled points 40 Approx. Error 50 20 20 0 20 20 40 60 # labeled points 0 10 20 40 60 # labeled points 0 0 5 10 15 # eigenvectors 0 0 5 10 15 # eigenvectors Figure 4: Left three panels: Generalization Performance of the Eigenvector Method (15)–(16) for the three different functions described in the text. All panels use n = 3000 points. Prediction counts the number of sign agreements with the true labels. Rightmost panel: best fit when many (all 3000) points are used, representing the best we can hope for with a few leading eigenvectors. The reason for this behavior is that y2 (x) and even more so y3 (x) cannot be as easily approximated by the very few leading eigenfunctions—even though they seem “simple” and “smooth”, they are significantly more complicated than y1 (x) in terms of measure of simplicity implied by the Eigenvector Method. Since the density is uniform, the graph Laplacian converges to the standard Laplacian and its eigenfunctions have the form ψi,j,k (x) = cos(iπx1 ) cos(jπx2 /0.8) cos(kπx3 /0.6), making it hard to represent simple decision boundaries which are not axis-aligned. 7 Discussion Our results show that a popular SSL method, the Laplacian Regularization method (1), is not wellbehaved in the limit of infinite unlabeled data, despite its empirical success in various SSL tasks. The empirical success might be due to two reasons. First, it is possible that with a large enough number of labeled points relative to the number of unlabeled points, the method is well behaved. This regime, where the number of both labeled and unlabeled points grow while l/u is fixed, has recently been analyzed by Wasserman and Lafferty [9]. However, we do not find this regime particularly satisfying as we would expect that having more unlabeled data available should improve performance, rather than require more labeled points or make the problem ill-posed. It also places the user in a delicate situation of choosing the “just right” number of unlabeled points without any theoretical guidance. Second, in our experiments we noticed that although the predictor y (x) becomes extremely flat, in ˆ binary tasks, it is still typically possible to find a threshold leading to a good classification performance. We do not know of any theoretical explanation for such behavior, nor how to characterize it. Obtaining such an explanation would be very interesting, and in a sense crucial to the theoretical foundation of the Laplacian Regularization method. On a very practical level, such a theoretical understanding might allow us to correct the method so as to avoid the numerical instability associated with flat predictors, and perhaps also make it appropriate for regression. The reason that the Laplacian regularizer (1) is ill-posed in the limit is that the first order gradient is not a sufficient penalty in high dimensions. This fact is well known in spline theory, where the Sobolev Embedding Theorem [1] indicates one must control at least d+1 derivatives in Rd . In the 2 context of Laplacian regularization, this can be done using the iterated Laplacian: replacing the d+1 graph Laplacian matrix L = D − W , where D is the diagonal degree matrix, with L 2 (matrix to d+1 the 2 power). In the infinite unlabeled data limit, this corresponds to regularizing all order- d+1 2 (mixed) partial derivatives. In the typical case of a low-dimensional manifold in a high dimensional ambient space, the order of iteration should correspond to the intrinsic, rather then ambient, dimensionality, which poses a practical problem of estimating this usually unknown dimensionality. We are not aware of much practical work using the iterated Laplacian, nor a good understanding of its appropriateness for SSL. A different approach leading to a well-posed solution is to include also an ambient regularization term [5]. However, the properties of the solution and in particular its relation to various assumptions about the “smoothness” of y(x) relative to p(x) remain unclear. Acknowledgments The authors would like to thank the anonymous referees for valuable suggestions. The research of BN was supported by the Israel Science Foundation (grant 432/06). 8 References [1] R.A. Adams, Sobolev Spaces, Academic Press (New York), 1975. [2] A. Azran, The rendevous algorithm: multiclass semi-supervised learning with Markov Random Walks, ICML, 2007. [3] M. Belkin, P. Niyogi, Using manifold structure for partially labelled classification, NIPS, vol. 15, 2003. [4] M. Belkin and P. Niyogi, Convergence of Laplacian Eigenmaps, NIPS 19, 2007. [5] M. Belkin, P. Niyogi and S. Sindhwani, Manifold Regularization: A Geometric Framework for Learning from Labeled and Unlabeled Examples, JMLR, 7:2399-2434, 2006. [6] Y. Bengio, O. Delalleau, N. Le Roux, label propagation and quadratic criterion, in Semi-Supervised Learning, Chapelle, Scholkopf and Zien, editors, MIT Press, 2006. [7] O. Bosquet, O. Chapelle, M. Hein, Measure Based Regularization, NIPS, vol. 16, 2004. [8] M. Hein, Uniform convergence of adaptive graph-based regularization, COLT, 2006. [9] J. Lafferty, L. Wasserman, Statistical Analysis of Semi-Supervised Regression, NIPS, vol. 20, 2008. [10] U. von Luxburg, M. Belkin and O. Bousquet, Consistency of spectral clustering, Annals of Statistics, vol. 36(2), 2008. [11] M. Meila, J. Shi. A random walks view of spectral segmentation, AI and Statistics, 2001. [12] B. Nadler, S. Lafon, I.G. Kevrekidis, R.R. Coifman, Diffusion maps, spectral clustering and eigenfunctions of Fokker-Planck operators, NIPS, vol. 18, 2006. [13] B. Sch¨ lkopf, A. Smola, Learning with Kernels, MIT Press, 2002. o [14] D. Zhou, O. Bousquet, T. Navin Lal, J. Weston, B. Sch¨ lkopf, Learning with local and global consistency, o NIPS, vol. 16, 2004. [15] X. Zhu, Z. Ghahramani, J. Lafferty, Semi-Supervised Learning using Gaussian fields and harmonic functions, ICML, 2003. 9

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Applying the theory of variational calculus, the solution y (x) ˆ satisfies inside each interval (xi , xi+1 ) the Euler-Lagrange equation d dy p2 (x) = 0. dx dx Performing two integrations and enforcing the constraints at the labeled points yields y(x) = yi + x 1/p2 (t)dt xi (yi+1 xi+1 1/p2 (t)dt xi − yi ) for xi x xi+1 (7) with y(x) = x1 for a x x1 and y(x) = xl for xl x b. If the support of p(x) is a union of disjoint intervals, the above analysis and the form of the solution applies in each interval separately. The solution (7) seems reasonable and desirable from the point of view of the “smoothness” assumptions: when p(x) is uniform, the solution interpolates linearly between labeled data points, whereas across low-density regions, where p(x) is close to zero, y(x) can change abruptly. Furthermore, the regularizer J(y) can be interpreted as a Reproducing Kernel Hilbert Space (RKHS) squared semi-norm, giving us additional insight into this choice of regularizer: b 1 Theorem 1. Let p(x) be a smooth density on Ω = [a, b] ⊂ R such that Ap = 4 a 1/p2 (t)dt < ∞. 2 Then, J(f ) can be written as a squared semi-norm J(f ) = f Kp induced by the kernel x′ ′ Kp (x, x ) = Ap − 1 2 x with a null-space of all constant functions. That is, f the RKHS induced by Kp . 1 p2 (t) dt Kp . (8) is the norm of the projection of f onto If p(x) is supported on several disjoint intervals, Ω = ∪i [ai , bi ], then J(f ) can be written as a squared semi-norm induced by the kernel 1 bi dt 4 ai p2 (t) ′ Kp (x, x ) = − 1 2 x′ dt x p2 (t) if x, x′ ∈ [ai , bi ] (9) if x ∈ [ai , bi ], x′ ∈ [aj , bj ], i = j 0 with a null-space spanned by indicator functions 1[ai ,bi ] (x) on the connected components of Ω. Proof. For any f (x) = i αi Kp (x, xi ) in the RKHS induced by Kp : df dx J(f ) = 2 p2 (x)dx = αi αj Jij (10) i,j where Jij = d d Kp (x, xi ) Kp (x, xj )p2 (x)dx dx dx When xi and xj are in different connected components of Ω, the gradients of Kp (·, xi ) and Kp (·, xj ) are never non-zero together and Jij = 0 = Kp (xi , xj ). When they are in the same connected component [a, b], and assuming w.l.o.g. a xi xj b: Jij = = xi 1 4 1 4 a b a 1 dt + p2 (t) 1 1 dt − p2 (t) 2 xj xi xj xi −1 dt + p2 (t) xj 1 dt p2 (t) 1 dt = Kp (xi , xj ). p2 (t) Substituting Jij = Kp (xi , xj ) into (10) yields J(f ) = 3 b αi αj Kp (xi , xj ) = f (11) Kp . Combining Theorem 1 with the Representer Theorem [13] establishes that the solution of (6) (or of any variant where the hard constraints are replaced by a data term) is of the form: l y(x) = αj Kp (x, xj ) + βi 1[ai ,bi ] (x), j=1 i where i ranges over the connected components [ai , bi ] of Ω, and we have: l J(y) = αi αj Kp (xi , xj ). (12) i,j=1 Viewing the regularizer as y 2 p suggests understanding (6), and so also its empirical approximaK tion (1), by interpreting Kp (x, x′ ) as a density-based “similarity measure” between x and x′ . This similarity measure indeed seems sensible: for a uniform density it is simply linearly decreasing as a function of the distance. When the density is non-uniform, two points are relatively similar only if they are connected by a region in which 1/p2 (x) is low, i.e. the density is high, but are much less “similar”, i.e. related to each other, when connected by a low-density region. Furthermore, there is no dependence between points in disjoint components separated by zero density regions. 4 Graph Laplacian Regularization in Higher Dimensions The analysis of the previous section seems promising, at it shows that in one dimension, the SSL method (1) is well posed and converges to a sensible limit. Regretfully, in higher dimensions this is not the case anymore. In the following theorem we show that the infimum of the limit problem (6) is zero and can be obtained by a sequence of functions which are certainly not a sensible extrapolation of the labeled points. Theorem 2. Let p(x) be a smooth density over Rd , d 2, bounded from above by some constant pmax , and let (x1 , y1 ), . . . , (xl , yl ) be any (non-repeating) set of labeled examples. There exist continuous functions yǫ (x), for any ǫ > 0, all satisfying the constraints yǫ (xj ) = yj , j = 1, . . . , l, such ǫ→0 ǫ→0 that J(yǫ ) −→ 0 but yǫ (x) −→ 0 for all x = xj , j = 1, . . . , l. Proof. We present a detailed proof for the case of l = 2 labeled points. The generalization of the proof to more labeled points is straightforward. Furthermore, without loss of generality, we assume the first labeled point is at x0 = 0 with y(x0 ) = 0 and the second labeled point is at x1 with x1 = 1 and y(x1 ) = 1. In addition, we assume that the ball B1 (0) of radius one centered around the origin is contained in Ω = {x ∈ Rd | p(x) > 0}. We first consider the case d > 2. Here, for any ǫ > 0, consider the function x ǫ yǫ (x) = min ,1 which indeed satisfies the two constraints yǫ (xi ) = yi , i = 0, 1. Then, J(yǫ ) = Bǫ (0) p2 (x) dx ǫ2 pmax ǫ2 dx = p2 Vd ǫd−2 max (13) Bǫ (0) where Vd is the volume of a unit ball in Rd . Hence, the sequence of functions yǫ (x) satisfy the constraints, but for d > 2, inf ǫ J(yǫ ) = 0. For d = 2, a more extreme example is necessary: consider the functions 2 x yǫ (x) = log +ǫ ǫ log 1+ǫ ǫ for x 1 and yǫ (x) = 1 for x > 1. These functions satisfy the two constraints yǫ (xi ) = yi , i = 0, 1 and: J(yǫ ) = 4 h “ ”i 1+ǫ 2 log ǫ 4πp2 max h “ ”i 1+ǫ 2 log ǫ x B1 (0) log ( x 1+ǫ ǫ 2 2 +ǫ)2 p2 (x)dx 4p2 h “ max ”i2 1+ǫ log ǫ 4πp2 max ǫ→0 = −→ 0. log 1+ǫ ǫ 4 1 0 r2 (r 2 +ǫ)2 2πrdr The implication of Theorem 2 is that regardless of the values at the labeled points, as u → ∞, the solution of (1) is not well posed. Asymptotically, the solution has the form of an almost everywhere constant function, with highly localized spikes near the labeled points, and so no learning is performed. In particular, an interpretation in terms of a density-based kernel Kp , as in the onedimensional case, is not possible. Our analysis also carries over to a formulation where a loss-based data term replaces the hard label constraints, as in l 1 y = arg min ˆ (y(xj ) − yj )2 + γIn (y) y(x) l j=1 In the limit of infinite unlabeled data, functions of the form yǫ (x) above have a zero data penalty term (since they exactly match the labels) and also drive the regularization term J(y) to zero. Hence, it is possible to drive the entire objective functional (the data term plus the regularization term) to zero with functions that do not generalize at all to unlabeled points. 4.1 Numerical Example We illustrate the phenomenon detailed by Theorem 2 with a simple example. Consider a density p(x) in R2 , which is a mixture of two unit variance spherical Gaussians, one per class, centered at the origin and at (4, 0). We sample a total of n = 3000 points, and label two points from each of the two components (four total). We then construct a similarity matrix using a Gaussian filter with σ = 0.4. Figure 1 depicts the predictor y (x) obtained from (1). In fact, two different predictors are shown, ˆ obtained by different numerical methods for solving (1). Both methods are based on the observation that the solution y (x) of (1) satisfies: ˆ n y (xi ) = ˆ n Wij y (xj ) / ˆ j=1 Wij on all unlabeled points i = l + 1, . . . , l + u. (14) j=1 Combined with the constraints of (1), we obtain a system of linear equations that can be solved by Gaussian elimination (here invoked through MATLAB’s backslash operator). This is the method used in the top panels of Figure 1. Alternatively, (14) can be viewed as an update equation for y (xi ), ˆ which can be solved via the power method, or label propagation [2, 6]: start with zero labels on the unlabeled points and iterate (14), while keeping the known labels on x1 , . . . , xl . This is the method used in the bottom panels of Figure 1. As predicted, y (x) is almost constant for almost all unlabeled points. Although all values are very ˆ close to zero, thresholding at the “right” threshold does actually produce sensible results in terms of the true -1/+1 labels. However, beyond being inappropriate for regression, a very flat predictor is still problematic even from a classification perspective. First, it is not possible to obtain a meaningful confidence measure for particular labels. Second, especially if the size of each class is not known apriori, setting the threshold between the positive and negative classes is problematic. In our example, setting the threshold to zero yields a generalization error of 45%. The differences between the two numerical methods for solving (1) also point out to another problem with the ill-posedness of the limit problem: the solution is numerically very un-stable. A more quantitative evaluation, that also validates that the effect in Figure 1 is not a result of choosing a “wrong” bandwidth σ, is given in Figure 2. We again simulated data from a mixture of two Gaussians, one Gaussian per class, this time in 20 dimensions, with one labeled point per class, and an increasing number of unlabeled points. In Figure 2 we plot the squared error, and the classification error of the resulting predictor y (x). We plot the classification error both when a threshold ˆ of zero is used (i.e. the class is determined by sign(ˆ(x))) and with the ideal threshold minimizing y the test error. For each unlabeled sample size, we choose the bandwidth σ yielding the best test performance (this is a “cheating” approach which provides a lower bound on the error of the best method for selecting the bandwidth). As the number of unlabeled examples increases the squared error approaches 1, indicating a flat predictor. Using a threshold of zero leads to an increase in the classification error, possibly due to numerical instability. Interestingly, although the predictors become very flat, the classification error using the ideal threshold actually improves slightly. Note that 5 DIRECT INVERSION SQUARED ERROR SIGN ERROR: 45% OPTIMAL BANDWIDTH 1 0.9 1 5 0 4 2 0.85 y(x) > 0 y(x) < 0 6 0.95 10 0 0 −1 10 0 200 400 600 800 0−1 ERROR (THRESHOLD=0) 0.32 −5 10 0 5 −10 0 −10 −5 −5 0 5 10 10 1 0 0 200 400 600 800 OPTIMAL BANDWIDTH 0.5 0 0 200 400 600 800 0−1 ERROR (IDEAL THRESHOLD) 0.19 5 200 400 600 800 OPTIMAL BANDWIDTH 1 0.28 SIGN ERR: 17.1 0.3 0.26 POWER METHOD 0 1.5 8 0 0.18 −1 10 6 0.17 4 −5 10 0 5 −10 0 −5 −10 −5 0 5 10 Figure 1: Left plots: Minimizer of Eq. (1). Right plots: the resulting classification according to sign(y). The four labeled points are shown by green squares. Top: minimization via Gaussian elimination (MATLAB backslash). Bottom: minimization via label propagation with 1000 iterations - the solution has not yet converged, despite small residuals of the order of 2 · 10−4 . 0.16 0 200 400 600 800 2 0 200 400 600 800 Figure 2: Squared error (top), classification error with a threshold of zero (center) and minimal classification error using ideal threhold (bottom), of the minimizer of (1) as a function of number of unlabeled points. For each error measure and sample size, the bandwidth minimizing the test error was used, and is plotted. ideal classification performance is achieved with a significantly larger bandwidth than the bandwidth minimizing the squared loss, i.e. when the predictor is even flatter. 4.2 Probabilistic Interpretation, Exit and Hitting Times As mentioned above, the Laplacian regularization method (1) has a probabilistic interpretation in terms of a random walk on the weighted graph. 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While the mean exit time then converges to a finite value corresponding to its diffusion analogue, the hitting time to a labeled point increases to infinity (as these become absorbing boundaries of measure zero). With more and more unlabeled data the random walk will fully mix, forgetting where it started, before it hits any label. Thus, the probability of hitting +1 before −1 will become uniform across the entire graph, independent of the starting location xi , yielding a flat predictor. 5 Keeping σ Finite At this point, a reader may ask whether the problems found in higher dimensions are due to taking the limit σ → 0. One possible objection is that there is an intrinsic characteristic scale for the data σ0 where (with high probability) all points at a distance xi − xj < σ0 have the same label. If this is the case, then it may not necessarily make sense to take values of σ < σ0 in constructing W . However, keeping σ finite while taking the number of unlabeled points to infinity does not resolve the problem. On the contrary, even the one-dimensional case becomes ill-posed in this case. To see this, consider a function y(x) which is zero everywhere except at the labeled points, where y(xj ) = yj . With a finite number of labeled points of measure zero, I (σ) (y) = 0 in any dimension 6 50 points 500 points 3500 points 1 1 0.5 0.5 0.5 0 0 0 −0.5 y 1 −0.5 −0.5 −1 −2 0 2 4 6 −1 −2 0 2 4 6 −1 −2 0 2 4 6 x Figure 3: Minimizer of (1) for a 1-d problem with a fixed σ = 0.4, two labeled points and an increasing number of unlabeled points. and for any fixed σ > 0. While this limiting function is discontinuous, it is also possible to construct ǫ→0 a sequence of continuous functions yǫ that all satisfy the constraints and for which I (σ) (yǫ ) −→ 0. This behavior is illustrated in Figure 3. We generated data from a mixture of two 1-D Gaussians centered at the origin and at x = 4, with one Gaussian labeled −1 and the other +1. We used two labeled points at the centers of the Gaussians and an increasing number of randomly drawn unlabeled points. As predicted, with a fixed σ, although the solution is reasonable when the number of unlabeled points is small, it becomes flatter, with sharp spikes on the labeled points, as u → ∞. 6 Fourier-Eigenvector Based Methods Before we conclude, we discuss a different approach for SSL, also based on the Graph Laplacian, suggested by Belkin and Niyogi [3]. Instead of using the Laplacian as a regularizer, constraining candidate predictors y(x) non-parametrically to those with small In (y) values, here the predictors are constrained to the low-dimensional space spanned by the first few eigenvectors of the Laplacian: The similarity matrix W is computed as before, and the Graph Laplacian matrix L = D − W is considered (recall D is a diagonal matrix with Dii = j Wij ). Only predictors p j=1 aj ej y (x) = ˆ (15) spanned by the first p eigenvectors e1 , . . . , ep of L (with smallest eigenvalues) are considered. The coefficients aj are chosen by minimizing a loss function on the labeled data, e.g. the squared loss: (ˆ1 , . . . , ap ) = arg min a ˆ l j=1 (yj − y (xj ))2 . ˆ (16) Unlike the Laplacian Regularization method (1), the Laplacian Eigenvector method (15)–(16) is well posed in the limit u → ∞. This follows directly from the convergence of the eigenvectors of the graph Laplacian to the eigenfunctions of the corresponding Laplace-Beltrami operator [10, 4]. Eigenvector based methods were shown empirically to provide competitive generalization performance on a variety of simulated and real world problems. Belkin and Niyogi [3] motivate the approach by arguing that ‘the eigenfunctions of the Laplace-Beltrami operator provide a natural basis for functions on the manifold and the desired classification function can be expressed in such a basis’. In our view, the success of the method is actually not due to data lying on a low-dimensional manifold, but rather due to the low density separation assumption, which states that different class labels form high-density clusters separated by low density regions. Indeed, under this assumption and with sufficient separation between the clusters, the eigenfunctions of the graph Laplace-Beltrami operator are approximately piecewise constant in each of the clusters, as in spectral clustering [12, 11], providing a basis for a labeling that is constant within clusters but variable across clusters. In other settings, such as data uniformly distributed on a manifold but without any significant cluster structure, the success of eigenvector based methods critically depends on how well can the unknown classification function be approximated by a truncated expansion with relatively few eigenvectors. We illustrate this issue with the following three-dimensional example: Let p(x) denote the uniform density in the box [0, 1] × [0, 0.8] × [0, 0.6], where the box lengths are different to prevent eigenvalue multiplicity. Consider learning three different functions, y1 (x) = 1x1 >0.5 , y2 (x) = 1x1 >x2 /0.8 and y3 (x) = 1x2 /0.8>x3 /0.6 . Even though all three functions are relatively simple, all having a linear separating boundary between the classes on the manifold, as shown in the experiment described in Figure 4, the Eigenvector based method (15)–(16) gives markedly different generalization performances on the three targets. This happens both when the number of eigenvectors p is set to p = l/5 as suggested by Belkin and Niyogi, as well as for the optimal (oracle) value of p selected on the test set (i.e. a “cheating” choice representing an upper bound on the generalization error of this method). 7 Prediction Error (%) p = #labeled points/5 40 optimal p 20 labeled points 40 Approx. Error 50 20 20 0 20 20 40 60 # labeled points 0 10 20 40 60 # labeled points 0 0 5 10 15 # eigenvectors 0 0 5 10 15 # eigenvectors Figure 4: Left three panels: Generalization Performance of the Eigenvector Method (15)–(16) for the three different functions described in the text. All panels use n = 3000 points. Prediction counts the number of sign agreements with the true labels. Rightmost panel: best fit when many (all 3000) points are used, representing the best we can hope for with a few leading eigenvectors. The reason for this behavior is that y2 (x) and even more so y3 (x) cannot be as easily approximated by the very few leading eigenfunctions—even though they seem “simple” and “smooth”, they are significantly more complicated than y1 (x) in terms of measure of simplicity implied by the Eigenvector Method. Since the density is uniform, the graph Laplacian converges to the standard Laplacian and its eigenfunctions have the form ψi,j,k (x) = cos(iπx1 ) cos(jπx2 /0.8) cos(kπx3 /0.6), making it hard to represent simple decision boundaries which are not axis-aligned. 7 Discussion Our results show that a popular SSL method, the Laplacian Regularization method (1), is not wellbehaved in the limit of infinite unlabeled data, despite its empirical success in various SSL tasks. The empirical success might be due to two reasons. First, it is possible that with a large enough number of labeled points relative to the number of unlabeled points, the method is well behaved. This regime, where the number of both labeled and unlabeled points grow while l/u is fixed, has recently been analyzed by Wasserman and Lafferty [9]. However, we do not find this regime particularly satisfying as we would expect that having more unlabeled data available should improve performance, rather than require more labeled points or make the problem ill-posed. It also places the user in a delicate situation of choosing the “just right” number of unlabeled points without any theoretical guidance. Second, in our experiments we noticed that although the predictor y (x) becomes extremely flat, in ˆ binary tasks, it is still typically possible to find a threshold leading to a good classification performance. We do not know of any theoretical explanation for such behavior, nor how to characterize it. Obtaining such an explanation would be very interesting, and in a sense crucial to the theoretical foundation of the Laplacian Regularization method. On a very practical level, such a theoretical understanding might allow us to correct the method so as to avoid the numerical instability associated with flat predictors, and perhaps also make it appropriate for regression. The reason that the Laplacian regularizer (1) is ill-posed in the limit is that the first order gradient is not a sufficient penalty in high dimensions. This fact is well known in spline theory, where the Sobolev Embedding Theorem [1] indicates one must control at least d+1 derivatives in Rd . In the 2 context of Laplacian regularization, this can be done using the iterated Laplacian: replacing the d+1 graph Laplacian matrix L = D − W , where D is the diagonal degree matrix, with L 2 (matrix to d+1 the 2 power). In the infinite unlabeled data limit, this corresponds to regularizing all order- d+1 2 (mixed) partial derivatives. In the typical case of a low-dimensional manifold in a high dimensional ambient space, the order of iteration should correspond to the intrinsic, rather then ambient, dimensionality, which poses a practical problem of estimating this usually unknown dimensionality. We are not aware of much practical work using the iterated Laplacian, nor a good understanding of its appropriateness for SSL. A different approach leading to a well-posed solution is to include also an ambient regularization term [5]. However, the properties of the solution and in particular its relation to various assumptions about the “smoothness” of y(x) relative to p(x) remain unclear. Acknowledgments The authors would like to thank the anonymous referees for valuable suggestions. The research of BN was supported by the Israel Science Foundation (grant 432/06). 8 References [1] R.A. Adams, Sobolev Spaces, Academic Press (New York), 1975. [2] A. Azran, The rendevous algorithm: multiclass semi-supervised learning with Markov Random Walks, ICML, 2007. [3] M. Belkin, P. Niyogi, Using manifold structure for partially labelled classification, NIPS, vol. 15, 2003. [4] M. Belkin and P. Niyogi, Convergence of Laplacian Eigenmaps, NIPS 19, 2007. [5] M. Belkin, P. Niyogi and S. Sindhwani, Manifold Regularization: A Geometric Framework for Learning from Labeled and Unlabeled Examples, JMLR, 7:2399-2434, 2006. [6] Y. Bengio, O. Delalleau, N. Le Roux, label propagation and quadratic criterion, in Semi-Supervised Learning, Chapelle, Scholkopf and Zien, editors, MIT Press, 2006. [7] O. Bosquet, O. Chapelle, M. Hein, Measure Based Regularization, NIPS, vol. 16, 2004. [8] M. Hein, Uniform convergence of adaptive graph-based regularization, COLT, 2006. [9] J. Lafferty, L. Wasserman, Statistical Analysis of Semi-Supervised Regression, NIPS, vol. 20, 2008. [10] U. von Luxburg, M. Belkin and O. Bousquet, Consistency of spectral clustering, Annals of Statistics, vol. 36(2), 2008. [11] M. Meila, J. Shi. A random walks view of spectral segmentation, AI and Statistics, 2001. [12] B. Nadler, S. Lafon, I.G. Kevrekidis, R.R. Coifman, Diffusion maps, spectral clustering and eigenfunctions of Fokker-Planck operators, NIPS, vol. 18, 2006. [13] B. Sch¨ lkopf, A. Smola, Learning with Kernels, MIT Press, 2002. o [14] D. Zhou, O. Bousquet, T. Navin Lal, J. Weston, B. Sch¨ lkopf, Learning with local and global consistency, o NIPS, vol. 16, 2004. [15] X. Zhu, Z. Ghahramani, J. Lafferty, Semi-Supervised Learning using Gaussian fields and harmonic functions, ICML, 2003. 9

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