nips nips2009 nips2009-240 knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Liwei Wang
Abstract: We study pool-based active learning in the presence of noise, i.e. the agnostic setting. Previous works have shown that the effectiveness of agnostic active learning depends on the learning problem and the hypothesis space. Although there are many cases on which active learning is very useful, it is also easy to construct examples that no active learning algorithm can have advantage. In this paper, we propose intuitively reasonable sufficient conditions under which agnostic active learning algorithm is strictly superior to passive supervised learning. We show that under some noise condition, if the Bayesian classification boundary and the underlying distribution are smooth to a finite order, active learning achieves polynomial improvement in the label complexity; if the boundary and the distribution are infinitely smooth, the improvement is exponential.
Reference: text
sentIndex sentText sentNum sentScore
1 cn Abstract We study pool-based active learning in the presence of noise, i. [sent-4, score-0.24]
2 Previous works have shown that the effectiveness of agnostic active learning depends on the learning problem and the hypothesis space. [sent-7, score-0.582]
3 Although there are many cases on which active learning is very useful, it is also easy to construct examples that no active learning algorithm can have advantage. [sent-8, score-0.48]
4 In this paper, we propose intuitively reasonable sufficient conditions under which agnostic active learning algorithm is strictly superior to passive supervised learning. [sent-9, score-0.683]
5 This is in contrast with the standard passive supervised learning, where the labeled examples are chosen randomly. [sent-17, score-0.232]
6 The simplest example that demonstrates the potential of active learning is to learn the optimal threshold on an interval. [sent-18, score-0.24]
7 there is no noise), then binary search only needs O(ln 1 ) labels to learn an -accurate classifier, while passive learning requires O( 1 ) labels. [sent-21, score-0.294]
8 In this case active learning can still give exponential savings in the label complexity [Das05]. [sent-23, score-0.466]
9 However, there are also very simple problems that active learning does not help at all. [sent-24, score-0.24]
10 Any active learning algorithms needs O( 1 ) label requests to learn an -accurate classifier [Han07]. [sent-26, score-0.4]
11 Of more interest and more realistic is the agnostic setting, where the class labels can be noisy so that the best classifier in the hypothesis space has a non-zero error ν. [sent-29, score-0.413]
12 For agnostic active learning, there 2 is no active learning algorithm that can always reduce label requests due to a lower bound Ω( ν2 ) for the label complexity [Kaa06]. [sent-30, score-1.057]
13 It is known that whether active learning helps or not depends on the distribution of the instance-label pairs and the hypothesis space. [sent-31, score-0.352]
14 Thus a natural question would be that under what conditions is active learning guaranteed to require fewer labels than passive learning. [sent-32, score-0.515]
15 1 In this paper we propose intuitively reasonable sufficient conditions under which active learning achieves lower label complexity than that of passive learning. [sent-33, score-0.629]
16 Specifically, we focus on the A2 algorithm [BAL06] which works in the agnostic setting. [sent-34, score-0.211]
17 Earlier work has discovered that the label complexity of A2 can be upper bounded by a parameter of the hypothesis space and the data distribution called disagreement coefficient [Han07]. [sent-35, score-0.579]
18 1 Related Works Our work is closely related to [CN07], in which the authors proved sample complexity bounds for problems with smooth classification boundary under Tsybakov’s noise condition [Tsy04]. [sent-39, score-0.515]
19 He introduced a different notion of smoothness and showed that this guarantees exponential improvement for active learning. [sent-43, score-0.321]
20 But his work focused on the realizable case and does not apply to the agnostic setting studied here. [sent-44, score-0.243]
21 Soon after A2 , Dasgupta, Hsu and Monteleoni [DHM07] proposed an elegant agnostic active learning algorithm. [sent-45, score-0.451]
22 It reduces active learning to a series of supervised learning problems. [sent-46, score-0.28]
23 If the hypothesis space has a finite VC dimension, it has a better label complexity than A2 . [sent-47, score-0.316]
24 It is not known whether it holds for more general hypothesis space such as the smooth boundary class analyzed in this paper. [sent-49, score-0.487]
25 In our active learning model, the algorithm has access to a pool of unlabeled examples from DX . [sent-55, score-0.29]
26 For any unlabeled point x, the algorithm can ask for its label y, which is generated from the conditional distribution at x. [sent-56, score-0.142]
27 A2 is the first rigorous agnostic active learning algorithm. [sent-63, score-0.451]
28 It was shown that A2 is never much worse than passive learning in terms of the label complexity. [sent-66, score-0.351]
29 The key observation that A2 can be superior to passive learning is that, since our goal is ˆ ˆ to choose an h such that erD (h) ≤ erD (h∗ ) + , we only need to compare the errors of hypotheses. [sent-67, score-0.23]
30 To achieve such a statistical guarantee, the algorithm must be provided with a uniform convergence bound over the hypothesis space. [sent-71, score-0.213]
31 The other space is the region of disagreement DIS(Vi ), which is the set of all x ∈ X for which there are hypotheses in Vi that disagree on x. [sent-73, score-0.235]
32 Requesting labels of the instances from DIS(Vi ) allows A2 require fewer labels than passive learning. [sent-77, score-0.365]
33 This process, and in turn the label complexity of A2 , are nicely characterized by the disagreement coefficient θ introduced in [Han07]. [sent-79, score-0.352]
34 Definition 1 Let ρ(·, ·) be the pseudo-metric on a hypothesis space H induced by DX . [sent-80, score-0.138]
35 The disagreement coefficient θ( ) is θ( ) = sup r≥ PrX∼DX (X ∈ DIS(B(h∗ , r))) , r (1) where h∗ = arg minh∈H erD (h). [sent-83, score-0.211]
36 3 Main Results As mentioned earlier, whether active learning helps or not depends on the distribution and the hypothesis space. [sent-85, score-0.352]
37 There are simple examples such as learning intervals for which active learning has no advantage. [sent-86, score-0.259]
38 In this section we provide intuitively reasonable conditions under which the A2 algorithm is strictly superior to passive learning. [sent-89, score-0.211]
39 Our main results (Theorem 11 and Theorem 12) show that if the learning problem has a smooth Bayes classification boundary, and the distribution DX has a density bounded by a smooth function, then under some noise condition A2 saves label requests. [sent-90, score-0.807]
40 1 we formally define the smoothness and introduce the hypothesis space, which contains smooth classifiers. [sent-93, score-0.379]
41 We show a uniform convergence bound of order O(n−1/2 ) for this hypothesis space. [sent-94, score-0.213]
42 2 is the main technical part, where we give upper bounds for the disagreement coefficient of smooth problems. [sent-97, score-0.455]
43 3 we show that under some noise condition, there is a sharper bound for the label complexity in terms of the disagreement coefficient. [sent-99, score-0.469]
44 Define the K-norm as f K := Dk f (x) − Dk f (x ) , x−x |k|=K−1x,x ∈Ω max sup|Dk f (x)| + max |k|≤K−1x∈Ω where Dk = ∂ k1 x1 sup (2) ∂ |k| , · · · ∂ kd xd is the differential operator. [sent-104, score-0.29]
45 Definition 2 (Finite Smooth Functions) A function f is said to be Kth order smooth with respect to a constant C, if f K ≤ C. [sent-105, score-0.278]
46 The set of Kth order smooth functions is defined as K FC := {f : f K ≤ C}. [sent-106, score-0.224]
47 (3) Thus Kth order smooth functions have uniformly bounded partial derivatives up to order K − 1, and the K − 1th order partial derivatives are Lipschitz. [sent-107, score-0.384]
48 Definition 3 (Infinitely Smooth Functions) A function f is said to be infinitely smooth with respect to a constant C, if f K ≤ C for all nonnegative integers K. [sent-108, score-0.32]
49 The set of infinitely smooth functions ∞ is denoted by FC . [sent-109, score-0.224]
50 K Definition 4 (Hypotheses with Smooth Boundaries) A set of hypotheses HC defined on [0, 1]d+1 K is said to have Kth order smooth boundaries, if for every h ∈ HC , the classification boundary is a Kth order smooth function on [0, 1]d . [sent-111, score-0.617]
51 Similarly, ∞ ∞ a hypothesis space HC is said to have infinitely smooth boundaries, if for every h ∈ HC the d classification boundary is the graph an infinitely smooth function on [0, 1] . [sent-120, score-0.72]
52 Previous results on the label complexity of A2 assumes the hypothesis space has finite VC dimension. [sent-121, score-0.335]
53 2 1 ln δ n and LB(S, h, δ) = erS (h) − λ 1 ln δ n , where S is of size n. [sent-137, score-0.268]
54 Disagreement Coefficient The disagreement coefficient θ plays an important role for the label complexity of active learning algorithms. [sent-138, score-0.592]
55 In fact previous negative examples for which active learning does not work are all the results of large θ. [sent-139, score-0.24]
56 For instance the interval learning problem, θ( ) = 1 , which leads to the same label complexity as passive learning. [sent-140, score-0.408]
57 In the following two theorems we show that the disagreement coefficient θ( ) for smooth problems is small. [sent-141, score-0.435]
58 , xd+1 ) C such that there exists a Kth order smooth function g(x1 , . [sent-146, score-0.224]
59 , xd+1 ) C such that there exist an infinitely smooth function g(x1 , . [sent-166, score-0.224]
60 , xd ) and two constants 0 < α ≤ β such that αg(x1 , . [sent-169, score-0.273]
61 The key points in the theorems are: the classification boundaries are smooth; and the density is bounded from above and below by constants times a smooth function. [sent-182, score-0.499]
62 Let fh∗ (x) and fh (x) be the classification boundaries of h∗ and h, and suppose ρ(h, h∗ ) is small, where ρ(h, h∗ ) = Prx∼DX (h(x) = h∗ (x)) is the pseudo metric. [sent-187, score-0.3]
63 If the classification boundaries and the density are all smooth, then the two boundaries have to be close to each other everywhere. [sent-188, score-0.223]
64 Hence only the points close to the classification boundary of h∗ can be in DIS(B(h∗ , )), which leads to a small disagreement coefficient. [sent-190, score-0.274]
65 If there exists a Kth ˜ ˜ ˜ order smooth function Φ and 0 < α ≤ β such that α|Φ(x)| ≤ |Φ(x)| ≤ β|Φ(x)| for all x ∈ [0, 1]d , K d 1 K+d then Φ ∞ = O(r K+d ) = O(r · ( r ) ), where Φ ∞ = supx∈[0,1]d |Φ(x)|. [sent-193, score-0.224]
66 If there exists an infinitely ˜ ˜ ˜ smooth function Φ and 0 < α ≤ β such that α|Φ(x)| ≤ |Φ(x)| ≤ β|Φ(x)| for all x ∈ [0, 1]d , then Φ ∞ = O(r · logd ( 1 )) r We will briefly describe the ideas of the proofs of these two lemmas in the Appendix. [sent-195, score-0.355]
67 Let fh , fh∗ ∈ FC be the corresponding classification boundaries of h and h∗ respectively. [sent-201, score-0.275]
68 If r is sufficiently small, we must have ∗ ρ(h, h ) = ∗ 1 Pr (h(X) = h (X)) = dx . [sent-202, score-0.258]
69 ,xd ) ˜ We assert that there is a Kth order smooth function Φh (x1 , . [sent-228, score-0.224]
70 , xd ) and two constants 0 < u ≤ v ˜ ˜ such that u|Φh | ≤ |Φh | ≤ v|Φh |. [sent-231, score-0.273]
71 To see this, remember that fh and fh∗ are Kth order smooth functions; and the density p is upper and lower bounded by constants times a Kth order smooth f (x1 ,. [sent-232, score-0.825]
72 r Now consider the region of disagreement of B(h∗ , r). [sent-251, score-0.174]
73 Hence Pr (x ∈ DIS(B(h∗ , r))) = X∼DX ≤ 2 sup h∈B(h∗ ,r) [0,1]d Φh 1 ∞ dx Pr X∼DX x ∈ ∪h∈B(h∗ ,r) {x : h(x) = h∗ (x)} d . [sent-253, score-0.295]
74 3 Label Complexity It was shown in [Han07] that the label complexity of A2 is O θ2 ν2 2 + 1 polylog 1 1 δ ln , (5) where ν = minh∈H erD (h). [sent-260, score-0.381]
75 When ≥ ν, our previous results on the disagreement coefficient already imply polynomial or exponential improvements for A2 . [sent-261, score-0.226]
76 However, when < ν, the label complexity becomes O( 1 ), the same as passive learning whatever θ is. [sent-262, score-0.435]
77 In fact, without any as2 2 sumption on the noise, the O( 1 ) result is inevitable due to the Ω( ν2 ) lower bound of agnostic 2 active learning [Kaa06]. [sent-263, score-0.498]
78 A remarkable notion is due to Tsybakov [Tsy04], which was first introduced for passive learning. [sent-265, score-0.211]
79 Castro and Nowak [CN07] noticed that Tsybakov’s noise condition is also important in active learning. [sent-271, score-0.332]
80 They proved label complexity bounds in terms of κ for the membership-query setting. [sent-272, score-0.201]
81 Hence for large κ, active learning has very limited improvement over passive learning whatever other factors are. [sent-275, score-0.531]
82 Recently, Hanneke [Han09] obtained similar label complexity for pool-based model. [sent-276, score-0.178]
83 He showed the labels requested by A2 is O(θ2 ln 1 ln 1 ) for the bounded noise case, i. [sent-277, score-0.531]
84 Here we slightly δ 6 generalize Hanneke’s result to unbounded noise by introducing the following noise condition. [sent-280, score-0.171]
85 Under this noise condition, A2 has a better label complexity. [sent-284, score-0.191]
86 Theorem 10 Assume that the learning problem satisfies the noise condition (8) and DX has a density upper bounded by a constant M . [sent-285, score-0.292]
87 For any hypothesis space H that has a O(n−1/2 ) uniform convergence bound, if the Bayes classifier h∗ is in H, then with probability at least 1 − δ, A2 outputs ˆ ˆ h ∈ H with erD (h) ≤ erD (h∗ ) + , and the number of labels requested by the algorithm is at most 1 2 O(θ ( ) · ln δ · polylog( 1 )). [sent-286, score-0.464]
88 If ∆(Vi ) ≤ 2 θ( ), due to the O(n−1/2 ) uniform convergence bound, O(θ2 ( ) ln 1 ) labels suffices δ to make ∆(Vi )(U B(Si , h, δ ) − LB(Si , h, δ )) ≤ for all h ∈ DIS(Vi ) and the algorithm stops. [sent-289, score-0.252]
89 By the noise assumption (9) we have that if γ(h) ln then ∆(Vi ) < 1 2 ∆(Vjk ). [sent-295, score-0.204]
90 Note that (10) holds if γ(h) ≤ c ∆(Vjk ) θ( ) ln θ( ) ∆(Vj ) k ∆(Vjk ) ) ln 1 , and in turn if γ(h) ≤ c θ( since ∆(Vjk ) ≥ ∆(Vi ) > 2 θ( ). [sent-297, score-0.293]
91 But to have the last inequality, the algorithm only needs to label O(θ2 ( ) ln2 1 ln 1 ) instances from DIS(Vi ). [sent-298, score-0.281]
92 So the total number of labels requested by A2 is δ O(θ2 ( ) ln 1 ln3 1 ) δ Now we give our main label complexity bounds for agnostic active learning. [sent-299, score-0.905]
93 ∗ K Assume that the Bayes classifier h of the learning problem is in HC ; the noise condition (8) holds; and DX has a density bounded by a Kth order smooth function as in Theorem 6. [sent-302, score-0.462]
94 Then the A2 ˆ ˆ algorithm outputs h with error rate erD (h) ≤ erD (h∗ ) + and the number of labels requested is at 2d ˜ ˜ most O 1 K+d ln 1 , where in O we hide the polylog 1 term. [sent-303, score-0.341]
95 δ Proof Note that the density DX is upper bounded by a smooth function implies that it is also upper bounded by a constant M . [sent-304, score-0.475]
96 Assume that ∞ the Bayes classifier h∗ of the learning problem is in HC ; the noise condition (8) holds; and DX has a density bounded by an infinitely smooth function as in Theorem 7. [sent-309, score-0.462]
97 Then the A2 algorithm ˆ ˆ outputs h with error rate erD (h) ≤ erD (h∗ ) + and the number of labels requested is at most 1 1 O polylog ln δ . [sent-310, score-0.341]
98 Although we assume that the classification boundary is the graph of a function, our results can be generalized to the case that the boundaries are a finite number of functions. [sent-312, score-0.185]
99 In addition, by techniques in [Dud99] (page 259), our results may generalize to problems which have intrinsic smooth boundaries (not only graphs of functions). [sent-320, score-0.309]
100 A bound on the label complexity of agnostic active learning. [sent-402, score-0.657]
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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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