Thursday, December 26, 2013

Provable Algorithms for Machine Learning Problems

Very interesting thesis at the crossroad between matrix factorization and machine learning: Provable Algorithms for Machine Learning Problems by Rong Ge
Modern machine learning algorithms can extract useful information from text, images and videos. All these applications involve solving NP-hard problems in average case using heuristics. What properties of the input allow it to be solved e ciently? Theoretically analyzing the heuristics is very challenging. Few results were known. This thesis takes a di erent approach: we identify natural properties of the input, then design new algorithms that provably works assuming the input has these properties. We are able to give new, provable and sometimes practical algorithms for learning tasks related to text corpus, images and social networks.
The fi rst part of the thesis presents new algorithms for learning thematic structure in documents. We show under a reasonable assumption, it is possible to provably learn many topic models, including the famous Latent Dirichlet Allocation. Our algorithm is the first provable algorithms for topic modeling. An implementation runs 50 times faster than latest MCMC implementation and produces comparable results. The second part of the thesis provides ideas for provably learning deep, sparse representations. We start with sparse linear representations, and give the fi rst algorithm for dictionary learning problem with provable guarantees. Then we apply similar ideas to deep learning: under reasonable assumptions our algorithms can learn a deep network built by denoising autoencoders.
The fi nal part of the thesis develops a framework for learning latent variable models. We demonstrate how various latent variable models can be reduced to orthogonal tensor decomposition, and then be solved using tensor power method. We give a tight sample complexity analysis for tensor power method, which reduces the number of sample required for learning many latent variable models.
In theory, the assumptions in this thesis help us understand why intractable problems in machine learning can often be solved; in practice, the results suggest inherently new iii approaches for machine learning. We hope the assumptions and algorithms inspire new research problems and learning algorithms.

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