Tuesday, July 27, 2010

A Unified Algorithmic Framework for Multi-Dimensional Scaling, Philosophy and the practice of Bayesian statistics

Here are some of the reading I took with me in a place away from the interwebs.

As we all know, many issues in machine learning depends crucially on an initial good distance measure, From Suresh's tweet, here is: A Unified Algorithmic Framework for Multi-Dimensional Scaling by Arvind Agarwal, Jeff M. Phillips, Suresh Venkatasubramanian. The abstract reads:
In this paper, we propose a unified algorithmic framework for solving many known variants of \mds. Our algorithm is a simple iterative scheme with guaranteed convergence, and is \emph{modular}; by changing the internals of a single subroutine in the algorithm, we can switch cost functions and target spaces easily. In addition to the formal guarantees of convergence, our algorithms are accurate; in most cases, they converge to better quality solutions than existing methods, in comparable time. We expect that this framework will be useful for a number of \mds variants that have not yet been studied. 
Our framework extends to embedding high-dimensional points lying on a sphere to points on a lower dimensional sphere, preserving geodesic distances. As a compliment to this result, we also extend the Johnson-Lindenstrauss Lemma to this spherical setting, where projecting to a random $O((1/\eps^2) \log n)$-dimensional sphere causes $\eps$-distortion.

A press release can be found here.The Matlab code implementing the Euclidian MDS is here.

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science.
Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework.

Cosma wrote a small blog entry on his paper here.

Other items to read include:

* Paul Graham's The top idea in your mind
* From Suresh 's blog here are some interesting links: to read and ponder:

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