Friday, June 05, 2015

Reader's comment: Long reads and the P-river, Hardware for Machine Learning and some implementation


Following up on his recent work, I sent the following to Or Zuk :
Stupid question: You've been doing bacterial community reconstruction with short reads, how does the arrival of long read technology like Oxford Nanopore Minion and PacBio RS II change these results ? [Crossing the P-river] In other words, were there computations you could not do with convex optimization and short reads that now are easily taken care of by any semi-smart greedy solver ? (Please let me know if my question makes any sense).
As usual, Or kindly responded with:
Not stupid at all - I recall that you mentioned once in your blog a 'phase transition' phenomena with reads getting longer for the problem of genome assembly [Note from Igor: probably this entry]. Our problem is a bit different (genome alignment to a known database, not genome assembly, but we align to multiple microbial genomes so we don't know to which genome does each read belong) but also exhibit a similar relation between read length and difficulty (I'm not sure if there is a sharp phase transition or it's more gradual - would be interesting to study the information theoretic properties of this problem).

In the limit of very short reads (think of a read of length '1' being 'A', 'C', 'G', 'T'), all the information you can gain is the total frequency of each nucleotide in your mixture and the problem of reconstructing species identities and frequencies is not statistically identifiable. As reads get longer, you may still have uncertainty in the assignment of each individual read, but the overall reads distribution can enable you to identify uniquely the species frequencies - the problem becomes identifiable, although computationally the problem may be hard (This is the regime we dealt with in our paper - see the analysis of this issue in our spire manuscript: http://arxiv.org/abs/1309.6919). As reads get longer indeed at some point the problem becomes easier, both computationally and statistically.

In the limit of very long reads (so each read covers the entire 16srRNA molecule) - the computational problem we studied becomes trivial - since we assume that the molecules for different species are different, you can easily assign each read to a unique species (at least in principle) - then to estimate the frequency of each species you simply count the corresponding number of reads.
Thanks Or ! 

The Hardware for Machine Learning entry and the new MLHardware tag triggered two answers. The first one from Piero Foscari :
Dear Igor,

thanks for expanding the scope of Nuit Blanche to ML hardware, and in general for keeping all of us informed (and educated)! Actually I would prefer if you had a tag for probabilistic programming because of the wider breadth and generality.

Anyway, you probably know about Vigoda @ Lyric labs and their stuff already, but just in case:
http://en.wikipedia.org/wiki/GP5_chip ...and dimple etc.
Among their papers: Hershey 2012 - Accelerating Inference - towards a full Language, Compiler and Hardware stack

Best regards
Piero

 Thanks Piero !

Still from the same story on Hardware for Machine Learning, here is an unexpected feel good story, Eric Jonas whose work was mentioned sent me the following:

Professor Carron, your blog made me want to work on compressive sensing many years ago. Now I'm a postdoc with Ben Recht at Berkeley. Imagine my surprise when you featured our paper on phase-space imaging on your blog this morning! I just wanted to say thanks for the blog over the years, it's really helped motivate my career, and now I really feel like I've come full-circle!


...Eric Jonas

Postdoc, AMPLab, 
UC Berkeley Electrical Engineering and Computer Science
I am OK with feel good stories ! Finally, Vlad just sent me an email about ShapeFit
Hi Igor,

The code will be publicly available on Paul Hand's website later today:
http://www.caam.rice.edu/~hand

Best,

-Vlad

I look forward to it and I will add it to the entry when it is out !



Image Credit: NASA/JPL-Caltech/Space Science Institute, Full-Res: N00241303.jpg was taken on June 04, 2015 and received on Earth June 05, 2015. The camera was pointing toward SATURN, and the image was taken using the CL1 and CL2 filters.

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ShapeFit: Exact location recovery from corrupted pairwise directions

Vladislav Voroninski just sent me the following:
Hi Igor,


I'm writing to report on a new algorithm for location recovery from corrupted relative direction observations, a necessary subtask of the Structure from Motion pipeline in computer vision (recovering 3D structure from a collection of images). This is joint work with Paul Hand and Choongbum Lee.


We provide theoretical guarantees of exact location recovery from corrupted observations (the first such result in the literature), and provide empirical evidence of the effectiveness of this algorithm and its stability to noise.


The paper just became available on Arxiv: http://arxiv.org/abs/1506.01437


Best,

Vlad
 Thanks Vlad ! here is the paper:


ShapeFit: Exact location recovery from corrupted pairwise directions by Paul Hand, Choongbum Lee, Vladislav Voroninski

Let t1,…,tn∈Rd and consider the location recovery problem: given a subset of pairwise direction observations {(ti−tj)/∥ti−tj∥2}i<j∈[n]×[n], where a constant fraction of these observations are arbitrarily corrupted, find {ti}ni=1 up to a global translation and scale. We propose a novel algorithm for the location recovery problem, which consists of a simple convex program over dn real variables. We prove that this program recovers a set of n i.i.d. Gaussian locations exactly and with high probability if the observations are given by an Erd\"{o}s-R\'{e}nyi graph, d is large enough, and provided that at most a constant fraction of observations involving any particular location are adversarially corrupted.

 
 
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Thursday, June 04, 2015

CT Brush and CancerZap!: two video games for computed tomography dose minimization

Dick Gordon sent me the following:

Dear Igor,

Graham Alvare and I just published:

Author: Alvare, G.; Gordon, R.
Year: 2015
Title: CT Brush and CancerZap!: two video games for computed tomography dose minimization
Journal: Theor Biol Med Model
Volume: 12
Issue: 1
Paper: #7

doi: 10.1186/s12976-015-0003-425962597

Abstract: BACKGROUND: X-ray dose from computed tomography (CT) scanners has become a significant public health concern. All CT scanners spray x-ray photons across a patient, including those using compressive sensing algorithms. New technologies make it possible to aim x-ray beams where they are most needed to form a diagnostic or screening image. We have designed a computer game, CT Brush, that takes advantage of this new flexibility. It uses a standard MART algorithm (Multiplicative Algebraic Reconstruction Technique), but with a user defined dynamically selected subset of the rays. The image appears as the player moves the CT brush over an initially blank scene, with dose accumulating with every "mouse down" move. The goal is to find the "tumor" with as few moves (least dose) as possible. RESULTS: We have successfully implemented CT Brush in Java and made it available publicly, requesting crowdsourced feedback on improving the open source code. With this experience, we also outline a "shoot 'em up game" CancerZap! for photon limited CT. CONCLUSIONS: We anticipate that human computing games like these, analyzed by methods similar to those used to understand eye tracking, will lead to new object dependent CT algorithms that will require significantly less dose than object independent nonlinear and compressive sensing algorithms that depend on sprayed photons. Preliminary results suggest substantial dose reduction is achievable.

URL: http://www.tbiomed.com/content/pdf/s12976-015-0003-4.pdf

http://www.biomedcentral.com/content/pdf/s12976-015-0003-4.pdf

....

We have obviously challenged the compressive sensing community in suggesting that humans do it better. Of course, our goal is automating human computing, but the result may be an algorithm that surpasses CS. We hope that some of your readers will try to prove us right or wrong. Either way, we invite them to play the CT Brush video game and give us some feedback and/or improved code. It's open source. Thanks.

Yours, -Dick Gordon
Thanks Dick !

The code is here: http://home.cc.umanitoba.ca/~alvare/ctbrush/

My take: yes, adaptive sampling is likely to be very effective and finding optimal sampling strategy using gaming is very interesting to say the least. Recall that the previous phase transitions found for CT imaging is good for non adaptive sampling and adaptive sampling is likely to bring improvement to those.
 
 
 
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Wednesday, June 03, 2015

Thesis: A Randomized Proper Orthogonal Decomposition Method for Reducing Large Linear Systems

 This is awesome because this is an honors thesis which means that this subject area is really not for specialists anymore, not even computer science folks (see previous tutorial) ! woohoo ! (implementations are available at the end of the document).

    The proper orthogonal decomposition (POD) method is a powerful tool for reducing large data systems which can quickly overwhelm modern computing tools. In this thesis we provide a link between randomized projections and statistical methods by introducing the randomized POD method. We also apply the POD method to a heat transfer finite element model and image compression. In doing so we demonstrate the practical use and quantify the error introduced by the POD method.


 
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Tutorial: A Practical Guide to Randomized Matrix Computations with MATLAB Implementations


A Practical Guide to Randomized Matrix Computations with MATLAB Implementations by Shusen Wang

Matrix operations such as matrix inversion, eigenvalue decomposition, singular value decomposition are ubiquitous in real-world applications. Unfortunately, many of these matrix operations so time and memory expensive that they are prohibitive when the scale of data is large. In real-world applications, since the data themselves are noisy, machine-precision matrix operations are not necessary at all, and one can sacrifice a reasonable amount of accuracy for computational efficiency.
In recent years, a bunch of randomized algorithms have been devised to make matrix computations more scalable. Mahoney (2011) and Woodruff (2014) have written excellent but very technical reviews of the randomized algorithms. Differently, the focus of this manuscript is on intuitions, algorithm derivation, and implementations, and should be accessible to those with knowledge in elementary matrix algebra. The algorithms introduced in this manuscript are all summarized in a user-friendly way, and they can be implemented in lines of MATLAB code. The readers can easily follow the implementations even if they do not understand the maths and algorithms.
The tutorial page as well as the matlab implementation mentioned in the tutorial are here. This will be added to the Matrix Factorization Jungle page.

 
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Stable Autoencoding: A Flexible Framework for Regularized Low-Rank Matrix Estimation - implementation -

 
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Tuesday, June 02, 2015

ICML 2015 papers are out


The proceedings for ICML 2015 which is to take place in Lille, is out. Here is a small sample of papers that we mentioned before or are of interest to the general themes covered on Nuit Blanche:

Towards a Lower Sample Complexity for Robust One-bit Compressed Sensing
Rongda Zhu, Quanquan Gu
A Nearly-Linear Time Framework for Graph-Structured Sparsity
Chinmay Hegde, Piotr Indyk, Ludwig Schmidt
Large-scale log-determinant computation through stochastic Chebyshev expansions
Insu Han, Dmitry Malioutov, Jinwoo Shin
Compressing Neural Networks with the Hashing Trick
Wenlin Chen, James Wilson, Stephen Tyree, Kilian Weinberger, Yixin Chen
Multi-view Sparse Co-clustering via Proximal Alternating Linearized Minimization
Jiangwen Sun, Jin Lu, Tingyang Xu, Jinbo Bi
Learning Word Representations with Hierarchical Sparse Coding
Dani Yogatama, Manaal Faruqui, Chris Dyer, Noah Smith
Theory of Dual-sparse Regularized Randomized Reduction
Tianbao Yang, Lijun Zhang, Rong Jin, Shenghuo Zhu
Streaming Sparse Principal Component Analysis
Wenzhuo Yang, Huan Xu
Multi-view Sparse Co-clustering via Proximal Alternating Linearized Minimization
Jiangwen Sun, Jin Lu, Tingyang Xu, Jinbo Bi
Inferring Graphs from Cascades: A Sparse Recovery Framework
Jean Pouget-Abadie, Thibaut Horel
Swept Approximate Message Passing for Sparse Estimation
Andre Manoel, Florent Krzakala, Eric Tramel, Lenka Zdeborovà
Blitz: A Principled Meta-Algorithm for Scaling Sparse Optimization
Tyler Johnson, Carlos Guestrin
Sparse Variational Inference for Generalized GP Models
Rishit Sheth, Yuyang Wang, Roni Khardon
A Deterministic Analysis of Noisy Sparse Subspace Clustering for Dimensionality-reduced Data
Yining Wang, Yu-Xiang Wang, Aarti Singh
Geometric Conditions for Subspace-Sparse Recovery
Chong You, Rene Vidal
Scaling up Natural Gradient by Sparsely Factorizing the Inverse Fisher Matrix
Roger Grosse, Ruslan Salakhudinov
Sparse Subspace Clustering with Missing Entries
Congyuan Yang, Daniel Robinson, Rene Vidal
Theory of Dual-sparse Regularized Randomized Reduction
Tianbao Yang, Lijun Zhang, Rong Jin, Shenghuo Zhu
Statistical and Algorithmic Perspectives on Randomized Sketching for Ordinary Least-Squares
Garvesh Raskutti, Michael Mahoney
The Power of Randomization: Distributed Submodular Maximization on Massive Datasets
Rafael Barbosa, Alina Ene, Huy Nguyen, Justin Ward
A Unified Framework for Outlier-Robust PCA-like Algorithms
Wenzhuo Yang, Huan Xu
Streaming Sparse Principal Component Analysis
Wenzhuo Yang, Huan Xu
A Stochastic PCA and SVD Algorithm with an Exponential Convergence Rate
Ohad Shamir
Pushing the Limits of Affine Rank Minimization by Adapting Probabilistic PCA
Bo Xin, David Wipf
A Unified Framework for Outlier-Robust PCA-like Algorithms
Wenzhuo Yang, Huan Xu
Stay on path: PCA along graph paths
Megasthenis Asteris, Anastasios Kyrillidis, Alex Dimakis, Han-Gyol Yi, Bharath Chandrasekaran
Deep Learning with Limited Numerical Precision
Suyog Gupta, Ankur Agrawal, Kailash Gopalakrishnan, Pritish Narayanan
Training Deep Convolutional Neural Networks to Play Go
Christopher Clark, Amos Storkey
 
Harmonic Exponential Families on Manifolds
Taco Cohen, Max Welling
 
Kernel Interpolation for Scalable Structured Gaussian Processes (KISS-GP)
Andrew Wilson, Hannes Nickisch
Learning Deep Structured Models
Liang-Chieh Chen, Alexander Schwing, Alan Yuille, Raquel Urtasun
Scalable Deep Poisson Factor Analysis for Topic Modeling
Zhe Gan, Changyou Chen, Ricardo Henao, David Carlson, Lawrence Carin

Scalable Bayesian Optimization Using Deep Neural Networks
Jasper Snoek, Oren Rippel, Kevin Swersky, Ryan Kiros, Nadathur Satish, Narayanan Sundaram, Mostofa Patwary, Mr Prabhat, Ryan Adams
Deep Unsupervised Learning using Nonequilibrium Thermodynamics
Jascha Sohl-Dickstein, Eric Weiss, Niru Maheswaranathan, Surya Ganguli
A Deeper Look at Planning as Learning from Replay
Harm Vanseijen, Rich Sutton

 
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Inferring Graphs from Cascades: A Sparse Recovery Framework



Inferring Graphs from Cascades: A Sparse Recovery Framework by Jean Pouget-Abadie, Thibaut Horel

In the Network Inference problem, one seeks to recover the edges of an unknown graph from the observations of cascades propagating over this graph. In this paper, we approach this problem from the sparse recovery perspective. We introduce a general model of cascades, including the voter model and the independent cascade model, for which we provide the first algorithm which recovers the graph's edges with high probability and $O(s\log m)$ measurements where $s$ is the maximum degree of the graph and $m$ is the number of nodes. Furthermore, we show that our algorithm also recovers the edge weights (the parameters of the diffusion process) and is robust in the context of approximate sparsity. Finally we prove an almost matching lower bound of $\Omega(s\log\frac{m}{s})$ and validate our approach empirically on synthetic graphs.
so what is a cascade you say ? it's a measurement showing all times of arrival of a disease at each element of a network for a disease source taken at random for each measurement. Reminds me of the time of flight cameras trying to describe a room ( see here, here, here and here)
 

Estimating Diffusion Network Structures: Recovery Conditions, Sample Complexity & Soft-thresholding Algorithm by Hadi Daneshmand, Manuel Gomez-Rodriguez, Le Song, Bernhard Schoelkopf

Information spreads across social and technological networks, but often the network structures are hidden from us and we only observe the traces left by the diffusion processes, called cascades. Can we recover the hidden network structures from these observed cascades? What kind of cascades and how many cascades do we need? Are there some network structures which are more difficult than others to recover? Can we design efficient inference algorithms with provable guarantees?
Despite the increasing availability of cascade data and methods for inferring networks from these data, a thorough theoretical understanding of the above questions remains largely unexplored in the literature. In this paper, we investigate the network structure inference problem for a general family of continuous-time diffusion models using an l1-regularized likelihood maximization framework. We show that, as long as the cascade sampling process satisfies a natural incoherence condition, our framework can recover the correct network structure with high probability if we observe O(d3logN) cascades, where d is the maximum number of parents of a node and N is the total number of nodes. Moreover, we develop a simple and efficient soft-thresholding inference algorithm, which we use to illustrate the consequences of our theoretical results, and show that our framework outperforms other alternatives in practice.
 
 
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Monday, June 01, 2015

Hardware for Machine Learning



In the same way I featured hardware designed specifically to materialize compressive sensing, I am also going to start a new tag around all the hardware that is focused on getting machine learning computations done. The tag will be MLHardware

I am not sure what area of knowledge this is mapping to as it can be pretty large, but my focus will be on new technologies that make Machine Learning a first class citizen in that same way Matlab made matrices first class citizen. Graphics cards use will surely be part of that tag but so will any improvement on Quantum computers, stochastic hardware, probabilistic computing and more. I also welcome any information on meetings focused on the matter. From following Eric Jonas' page, I stumbled upon these two interesting papers:



The brain interprets ambiguous sensory information faster and more reliably than modern computers, using neurons that are slower and less reliable than logic gates. But Bayesian inference, which underpins many computational models of perception and cognition, appears computationally challenging even given modern transistor speeds and energy budgets. The computational principles and structures needed to narrow this gap are unknown. Here we show how to build fast Bayesian computing machines using intentionally stochastic, digital parts, narrowing this efficiency gap by multiple orders of magnitude. We find that by connecting stochastic digital components according to simple mathematical rules, one can build massively parallel, low precision circuits that solve Bayesian inference problems and are compatible with the Poisson firing statistics of cortical neurons. We evaluate circuits for depth and motion perception, perceptual learning and causal reasoning, each performing inference over 10,000+ latent variables in real time - a 1,000x speed advantage over commodity microprocessors. These results suggest a new role for randomness in the engineering and reverse-engineering of intelligent computation.


Stochastic Digital Circuits for Probabilistic Inference by Vikash Mansinghka, Eric Jonas, Josh Tenenbaum

We introduce combinational stochastic logic, an abstraction that generalizes deterministic digital circuit design (based on Boolean logic gates) to the probabilistic setting. We show how this logic can be combined with techniques from contemporary digital design to generate stateless and stateful circuits for exact and approximate sampling from a range of probability distributions. We focus on Markov chain Monte Carlo algorithms for Markov random fields, using massively parallel circuits. We implement these circuits on commodity reconfigurable logic and estimate the resulting performance in time, space and price. Using our approach, these simple and general algorithms could beaffordably run for thousands of iterations on models with hundreds of thousands of variables in real time

Date: 08 May 2015
Satellite: Rosetta
Depicts: Comet 67P/Churyumov-Gerasimenko
Copyright: ESA/Rosetta/NAVCAM, CC BY-SA IGO 3.0
 
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3D imaging in volumetric scattering media using phase-space measurements

Here is an interesting paper -that also mentions our recent article -



3D imaging in volumetric scattering media using phase-space measurements  by Hsiou-Yuan Liu, Eric Jonas, Lei Tian, Jingshan Zhong, Benjamin Recht, and Laura Waller
We demonstrate the use of phase-space imaging for 3D localization of multiple point sources inside scattering material. The effect of scattering is to spread angular (spatial frequency) information, which can be measured by phase space imaging. We derive a multi-slice forward model for homogenous volumetric scattering, then develop a reconstruction algorithm that exploits sparsity in order to further constrain the problem. By using 4D measurements for 3D reconstruction, the dimensionality mismatch provides significant robustness to multiple scattering, with either static or dynamic diffusers. Experimentally, our high-resolution 4D phase-space data is collected by a spectrogram setup, with results successfully recovering the 3D positions of multiple LEDs embedded in turbid scattering media.
 
 
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