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138 nips-2010-Large Margin Multi-Task Metric Learning


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Author: Shibin Parameswaran, Kilian Q. Weinberger

Abstract: Multi-task learning (MTL) improves the prediction performance on multiple, different but related, learning problems through shared parameters or representations. One of the most prominent multi-task learning algorithms is an extension to support vector machines (svm) by Evgeniou et al. [15]. Although very elegant, multi-task svm is inherently restricted by the fact that support vector machines require each class to be addressed explicitly with its own weight vector which, in a multi-task setting, requires the different learning tasks to share the same set of classes. This paper proposes an alternative formulation for multi-task learning by extending the recently published large margin nearest neighbor (lmnn) algorithm to the MTL paradigm. Instead of relying on separating hyperplanes, its decision function is based on the nearest neighbor rule which inherently extends to many classes and becomes a natural fit for multi-task learning. We evaluate the resulting multi-task lmnn on real-world insurance data and speech classification problems and show that it consistently outperforms single-task kNN under several metrics and state-of-the-art MTL classifiers. 1

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 Although very elegant, multi-task svm is inherently restricted by the fact that support vector machines require each class to be addressed explicitly with its own weight vector which, in a multi-task setting, requires the different learning tasks to share the same set of classes. [sent-9, score-0.341]

2 This paper proposes an alternative formulation for multi-task learning by extending the recently published large margin nearest neighbor (lmnn) algorithm to the MTL paradigm. [sent-10, score-0.35]

3 Instead of relying on separating hyperplanes, its decision function is based on the nearest neighbor rule which inherently extends to many classes and becomes a natural fit for multi-task learning. [sent-11, score-0.382]

4 We evaluate the resulting multi-task lmnn on real-world insurance data and speech classification problems and show that it consistently outperforms single-task kNN under several metrics and state-of-the-art MTL classifiers. [sent-12, score-0.653]

5 One particularly successful instance of multi-task learning is its adaptation to support vector machines (svm) [14, 15]. [sent-22, score-0.148]

6 As a consequence, the MTL adaptation of svm [15] requires all tasks to share an identical set of labels (or require side-information about task dependencies) for meaningful tranfer of knowledge. [sent-24, score-0.466]

7 This is a serious limitation in many domains (binary or non-binary) where different tasks might not share the same classes (e. [sent-25, score-0.253]

8 introduced Large Margin Nearest Neighbor (lmnn) [20], an algorithm that translates the maximum margin learning principle behind svms to k-nearest neighbor classification (kNN) [9]. [sent-29, score-0.265]

9 Similar to svms, the solution of lmnn is also obtained through a convex optimization problem that maximizes a large margin 1 between input vectors from different classes. [sent-30, score-0.538]

10 However, instead of positioning a separating hyperplane, lmnn learns a Mahalanobis metric. [sent-31, score-0.485]

11 show that the lmnn metric improves the kNN classification accuracy to be en par with kernelized svms [20] . [sent-33, score-0.669]

12 Our algorithm learns one metric that is shared amongst all the tasks and one specific metric unique to each task. [sent-38, score-0.754]

13 We demonstrate on several multi-task settings that these shared metrics significantly reduce the overall classification error. [sent-40, score-0.198]

14 Further, our algorithm tends to outperform multi-task neural networks [6] and svm [15] on tasks with many class-labels. [sent-41, score-0.237]

15 To our knowledge, this paper introduces the first multi-task metric learning algorithm for the kNN rule that explicitly models the commonalities and specifics of different tasks. [sent-42, score-0.305]

16 2 Large Margin Nearest Neighbor Euclidean Metric This section describes the large margin nearest neighbor algorithm as introduced in [20]. [sent-43, score-0.35]

17 For now, we will focus on a single-task learning framework, with a training set consisting of n examples of dimensionality d, {(xi , yi )}n , where xi ∈ Rd and yi ∈ {1, 2, . [sent-44, score-0.209]

18 The Mahalanobis distance between two inputs xi and xj is defined as dM (xi , xj ) = (xi − xj ) M(xi − xj ), Mahalanobis Metric local neighborhood xi (1) M xi margin Similarly labeled (target neighbor) where M is a symmetric positive definite matrix Differently labeled (impostor) (M 0). [sent-49, score-0.986]

19 (1) reduces to the EuDifferently labeled (impostor) clidean metric if we set M to the identity matrix, i. [sent-51, score-0.298]

20 The lmnn algorithm learns the matrix M for the Mahalanobis metric1 in eq. [sent-54, score-0.453]

21 (1) explicitly to enFigure 1: An illustration of a data set before and after hance k-nearest neighbor classification. [sent-55, score-0.164]

22 The circles represent points of equal distance to the Lmnn mimics the non-continuous and non- vector xi . [sent-57, score-0.138]

23 The Mahalanobis metric rescales directions to differentiable leave-one-out classification error of push impostors further away than target neighbors by a kNN with a convex loss function. [sent-58, score-0.501]

24 One of the advantages of lmnn over related work [12, 17] is that the (global) metric is optimized locally, which allows it to work with multi-modal data distributions and encourages better generalization. [sent-62, score-0.618]

25 To achieve this, the algorithm requires k target neighbors to be identified for every input prior to learning, which should become the k nearest neighbors after the optimization. [sent-63, score-0.328]

26 Usually, these are picked with the help of side-information, or in the absence thereof, as the k nearest neighbors within the same class based on Euclidean metric. [sent-64, score-0.209]

27 We use the notation j i to indicate that xj is a target neighbor of xi . [sent-65, score-0.471]

28 Lmnn learns a Mahalanobis metric that keeps each input xi closer to its target neighbors than other inputs with different class labels (impostors) — by a large margin. [sent-66, score-0.606]

29 For an input xi , target neighbor xj , and impostor xk , this relation can be expressed as a linear inequality constraint with respect to the squared distance d2 (·, ·): M d2 (xi , xk ) − d2 (xi , xj ) ≥ 1. [sent-67, score-0.804]

30 Here, all points on the circles have equal distance from xi . [sent-72, score-0.138]

31 Under the Mahalanobis metric this circle is deformed to an ellipsoid, which causes the impostors (marked as squares) to be further away than the target neighbors. [sent-73, score-0.397]

32 The semidefinite program (SDP) introduced by [20] moves target neighbors close by minimizing 2 j i dM (xi , xj ) while penalizing violations of the constraint in eq. [sent-74, score-0.274]

33 The latter is achieved through addi1 For simplicity we will refer to pseudo-metrics also as metrics as the distinction has no implications for our algorithm. [sent-76, score-0.128]

34 min M i, yk = yi }, the problem can be d2 (xi , xj ) + µ M j i ξijk (i,j,k)∈S subject to: (i, j, k) ∈ S: (1) d2 (xi , xk ) − d2 (xi , xj ) ≥ 1 − ξijk M M (2) ξijk ≥ 0 (3) M 0. [sent-83, score-0.337]

35 Each input (xi , yi ) belongs to exactly one of the tasks 1, . [sent-88, score-0.191]

36 An example xi ∈ It is classified by the rule yi = sign(xi (w0 + wt )). [sent-98, score-0.232]

37 ,wT T γ t wt t=0 2 2+ [1−yi (w0 + wt ) xi ]+ (3) t=1 i∈It where [a]+ = max(0, a). [sent-102, score-0.198]

38 In the extreme case, if γ0 → +∞, then w0 = 0 and all tasks are decoupled; on the other hand, when γ0 is small and γt>0 → +∞ we obtain wt>0 = 0 and all the tasks share the same decision function with weights w0 . [sent-105, score-0.368]

39 Although the mt-svm formulation is very elegant, it requires all tasks to share the same class labels. [sent-106, score-0.221]

40 4 Multi-Task Large Margin Nearest Neighbor In this section we combine large margin nearest neighbor classification from section 2 with the multi-task learning paradigm from section 3. [sent-108, score-0.387]

41 Our goal is to learn a metric dt (·, ·) for each of the T tasks that minimizes the kNN leave-one-out classification error. [sent-110, score-0.412]

42 Inspired by the methodology of the previous section, we model the commonalities between various tasks through a shared Mahalanobis metric with M0 0 and the task-specific idiosyncrasies with additional matrices M1 , . [sent-111, score-0.508]

43 We define the distance for task t as dt (xi , xj ) = (xi − xj ) (M0 + Mt )(xi − xj ). [sent-115, score-0.497]

44 (4) Intuitively, the metric defined by M0 picks up general trends across multiple data sets and Mt>0 specialize the metric further for each particular task. [sent-116, score-0.507]

45 If γ0 → ∞, the shared metric M0 reduces to the plain Euclidean metric and if γt>0 → ∞, the task-specific metrics Mt>0 become irrelevant zero matrices. [sent-139, score-0.648]

46 Therefore, if γt>0 → ∞ and γ0 is small, we learn a single metric M0 across all tasks. [sent-140, score-0.256]

47 In this case we want the result to be equivalent to applying lmnn on the union of all data sets. [sent-141, score-0.393]

48 In the other extreme case, when γ0 = 0 and γt>0 → ∞, we want our formulation to reduce to T independent lmnn algorithms. [sent-142, score-0.393]

49 Similar to the set of triples S defined in section 2, let St be the set of triples restricted to only vectors for task i, yk = yi }. [sent-143, score-0.241]

50 , St = {(i, j, k) ∈ I3 : j t of lmnn applied to each of the T tasks. [sent-147, score-0.393]

51 We refer to the resulting algorithm as multi-task large margin nearest neighbor (mt-lmnn). [sent-151, score-0.35]

52 ( 4) as dt (xi , xj ) = (xi − xj ) Lt Lt (xi − xj ), (6) which is equivalent to the Euclidean distance after the transformation xi → Lt xi . [sent-165, score-0.618]

53 , d(xi , xj ) = 0 if and only if xi = xj and d(·, ·) is a metric. [sent-173, score-0.324]

54 ,MT 2 F +   γt Mt t=1 2 d2 (xi , xj ) + ξijk  F + t (i,j)∈It ,j i (i,j,k)∈St subject to: ∀t, ∀(i, j, k) ∈ St : (1) d2 (xi , xk ) − d2 (xi , xj ) ≥ 1 − ξijk t t (2) ξijk ≥ 0 (3) M0 , M1 , . [sent-177, score-0.269]

55 One of the advantages of lmnn over alternative distance metric learning algorithms, for example NCA [17], is that it can be stated as a convex optimization problem. [sent-182, score-0.734]

56 This can be expressed as d2 (xi , xj ) = trace(M0 vij vij ) + trace(Mt vij vij ), (7) where vij = (xi − xj ). [sent-189, score-0.647]

57 We first provide a brief overview of the two datasets and then present results in various multi-task and domain adaptation settings. [sent-197, score-0.129]

58 The Isolet dataset was collected from 150 speakers uttering all characters in the English alphabet twice, i. [sent-198, score-0.164]

59 The five tasks differ because the groups of speakers vary greatly in the way they utter the characters of the English alphabets. [sent-206, score-0.268]

60 Our target variables consist of attributes 1, 4, 5, 6, 44 and 86, 2 Available for download from the UCI Machine Learning Repository. [sent-213, score-0.132]

61 10% Table 3: Error rates on label-compatible Isolet tasks when tested with task-specific train sets. [sent-267, score-0.186]

62 which indicate customer subtypes, customer age bracket, customer occupation, a discretized percentage of Roman Catholics in that area, contribution from a third party insurance and the last feature is a binary value that signifies if the customer has a caravan insurance policy. [sent-268, score-0.54]

63 The tasks have a different number of output labels but they share the same input data. [sent-269, score-0.263]

64 The neighborhood size k was fixed to k = 3, which is the setting recommended in the original lmnn publication [20]. [sent-277, score-0.421]

65 Our algorithm is very effective when the feature space is dense and when dealing with multi-label tasks with or without the same set of output labels. [sent-280, score-0.147]

66 The second subsection provides a brief demonstration of the use of mt-lmnn in the domain adaptation (or cold start) scenario. [sent-282, score-0.129]

67 In the label-compatible MTL scenario, all the tasks share the same label set. [sent-285, score-0.221]

68 The labelincompatible scenario arises when applying MTL to a group of multi-class classification tasks that do not share the same set of labels. [sent-286, score-0.312]

69 Label-Compatible Multi-task Learning The experiments in this setting were conducted on the Isolet data, where isolet1-5 are the 5 tasks and all of them share the same 26 labels. [sent-288, score-0.221]

70 85% is the metric obtained from lmnn trained 4 12. [sent-303, score-0.618]

71 01% and ignoring the multi-task aspect), “stlmnn” is single-task lmnn trained independent of other tasks. [sent-315, score-0.393]

72 A special case arises in terms of the kNN based classifiers in the label-compatible scenario: during the actual classification step, regardless what metric is used, the kNN training data set can either consist of only task specific 6 Task 1 2 3 4 5 Avg Euc 11. [sent-318, score-0.317]

73 90% Table 5: Error rates on Isolet label-incompatible tasks with task-specific train sets. [sent-360, score-0.186]

74 The kNN results obtained from using pooled training sets at the classification phase is shown in table 4. [sent-406, score-0.145]

75 Both sets of results, in table 3 and 4, show that mt-lmnn obtains considerable improvement over its single-task counterparts on all 5 tasks and generally outperforms the other multi-task algorithms based on neural networks and support vector machines. [sent-407, score-0.304]

76 Label-Incompatible Multi-task Learning To demonstrate mt-lmnn’s ability to learn multiple tasks having different sets of class labels, we ran experiments on the CoIL dataset and on artificially incompatible versions of Isolet tasks. [sent-408, score-0.173]

77 Also, U-lmnn cannot be used with CoIL data tasks since all of them share the same input. [sent-410, score-0.221]

78 For each original subset of Isolet we picked 10 labels at random and reduced the dataset to only examples with these labels (resulting in 600 data points per set and different sets of output labels). [sent-411, score-0.149]

79 Table 5 shows the results of the kNN algorithm under the various metrics along with single-task and multi-task versions of svm and neural networks on these tasks. [sent-412, score-0.218]

80 The classification error rates on CoIL data tasks are shown in Table 6. [sent-414, score-0.186]

81 The multi-task neural network and svm have a hard time with most of the tasks and, at times perform worse than their single-task versions. [sent-415, score-0.203]

82 Both svm and neural networks perform very well on the tasks with the least number of classes, whereas mt-lmnn does very well in tasks with many classes (in particular 40-way classification of task 1). [sent-417, score-0.479]

83 2 Domain Adaptation Domain adaptation attempts to learn a severely undersampled target domain, with the help of source domains with plenty of data, that may not have the same sample distribution as that of the target. [sent-419, score-0.183]

84 In such cases, we would like the learned classifier to gracefully adapt its recognition / classification rule to the target domain as more data becomes available. [sent-421, score-0.187]

85 Unlike the previous setting, we now have one specific target task which can be heavily under-sampled. [sent-422, score-0.162]

86 We evaluate the domain adaptation capability of mt-lmnn with isolet1-4 as the source and isolet5 as the target domain across varying amounts of available labeled target data. [sent-423, score-0.437]

87 7 11 Test error rate in % In the absence of any training data from 10 isolet5 (also referred to as the cold-start 9 scenario), we used the global metric M0 learned by mt-lmnn on tasks isolet1-4. [sent-425, score-0.401]

88 U8 EUC lmnn and mt-lmnn global metric perform U-LMNN 7 much better than the Euclidean metric, with MT-LMNN 6 U-lmnn giving slightly better classification. [sent-426, score-0.618]

89 6 Related Work Caruana was the first to demonstrate results on multi-task learning for k-nearest neighbor regression and locally weighted averaging [6]. [sent-438, score-0.164]

90 In contrast, our work focuses on classification and learns different metrics with shared components. [sent-440, score-0.258]

91 However, our method uses a different optimization and learns metrics rather than separating hyperplanes. [sent-447, score-0.245]

92 To our knowledge, it is the first metric learning algorithm that embraces the multi-task learning paradigm that goes beyond feature re-weighting for pooled training data. [sent-449, score-0.341]

93 Mt-lmnn consistently outperformed single-task metrics for kNN in almost all of the learning settings and obtains better classification results than multi-task neural networks and support-vector machines. [sent-451, score-0.162]

94 Addressing a major limitation of mt-svm, mt-lmnn is applicable (and effective) on multiple multi-class tasks with different sets of classes. [sent-452, score-0.173]

95 This MTL framework can also be easily adapted for other metric learning algorithms including the online version of lmnn [7]. [sent-453, score-0.618]

96 A further research extension is to incorporate known structure by introducing additional sub-global metrics that are shared only by a strict subset of the tasks. [sent-454, score-0.198]

97 The nearest neighbor classification rule is a natural fit for multi-task learning, if accompanied with a suitable metric. [sent-455, score-0.318]

98 By extending one of the state-of-the-art metric learning algorithms to the multi-task learning paradigm, mt-lmnn provides a more integrative methodology for metric learning across multiple learning problems. [sent-456, score-0.481]

99 Fast speaker adaptation using constrained estimation of Gaussian mixtures. [sent-538, score-0.139]

100 Distance metric learning for large margin nearest neighbor classification. [sent-590, score-0.575]


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