Real-World Extensions To Scheduling Algorithms Based On Lagrangian Relaxation

Recently, efficient scheduling algorithms based on Lagrangian relaxation have been proposed for scheduling parallel machine systems and job shops. In this article, we develop real-world extensions to these scheduling methods. In the first part of the paper, we consider the problem of scheduling single operation jobs on parallel identical machines and extend the methodology to handle multiple classes of jobs, taking into account setup times and setup costs, The proposed methodology uses Lagrangian relaxation and simulated annealing in a hybrid framework, In the second part of the paper, we consider a Lagrangian relaxation based method for scheduling job shops and extend it to obtain a scheduling methodology for a real-world flexible manufacturing system with centralized material handling.

Efficient algorithms for learning kernels from multiple similarity matrices with general convex loss functions

In this paper we consider the problem of learning an n × n kernel matrix from m(1) similarity matrices under general convex loss. Past research have extensively studied the m = 1 case and have derived several algorithms which require sophisticated techniques like ACCP, SOCP, etc. The existing algorithms do not apply if one uses arbitrary losses and often can not handle m > 1 case. We present several provably convergent iterative algorithms, where each iteration requires either an SVM or a Multiple Kernel Learning (MKL) solver for m > 1 case. One of the major contributions of the paper is to extend the well knownMirror Descent(MD) framework to handle Cartesian product of psd matrices. This novel extension leads to an algorithm, called EMKL, which solves the problem in O(m2 log n 2) iterations; in each iteration one solves an MKL involving m kernels and m eigen-decomposition of n × n matrices. By suitably defining a restriction on the objective function, a faster version of EMKL is proposed, called REKL,which avoids the eigen-decomposition. An alternative to both EMKL and REKL is also suggested which requires only an SVMsolver. Experimental results on real world protein data set involving several similarity matrices illustrate the efficacy of the proposed algorithms.

Learning polyhedral classifiers using logistic function

In this paper we propose a new algorithm for learning polyhedral classifiers. In contrast to existing methods for learning polyhedral classifier which solve a constrained optimization problem, our method solves an unconstrained optimization problem. Our method is based on a logistic function based model for the posterior probability function. We propose an alternating optimization algorithm, namely, SPLA1 (Single Polyhedral Learning Algorithm1) which maximizes the loglikelihood of the training data to learn the parameters. We also extend our method to make it independent of any user specified parameter (e.g., number of hyperplanes required to form a polyhedral set) in SPLA2. We show the effectiveness of our approach with experiments on various synthetic and real world datasets and compare our approach with a standard decision tree method (OC1) and a constrained optimization based method for learning polyhedral sets.

Learning from positive and unlabelled examples using maximum margin clustering

Learning from Positive and Unlabelled examples (LPU) has emerged as an important problem in data mining and information retrieval applications. Existing techniques are not ideally suited for real world scenarios where the datasets are linearly inseparable, as they either build linear classifiers or the non-linear classifiers fail to achieve the desired performance. In this work, we propose to extend maximum margin clustering ideas and present an iterative procedure to design a non-linear classifier for LPU. In particular, we build a least squares support vector classifier, suitable for handling this problem due to symmetry of its loss function. Further, we present techniques for appropriately initializing the labels of unlabelled examples and for enforcing the ratio of positive to negative examples while obtaining these labels. Experiments on real-world datasets demonstrate that the non-linear classifier designed using the proposed approach gives significantly better generalization performance than the existing relevant approaches for LPU.

A linear programming approach for estimating the structure of a sparse linear genetic network from transcript profiling data

Background: A genetic network can be represented as a directed graph in which a node corresponds to a gene and a directed edge specifies the direction of influence of one gene on another. The reconstruction of such networks from transcript profiling data remains an important yet challenging endeavor. A transcript profile specifies the abundances of many genes in a biological sample of interest. Prevailing strategies for learning the structure of a genetic network from high-dimensional transcript profiling data assume sparsity and linearity. Many methods consider relatively small directed graphs, inferring graphs with up to a few hundred nodes. This work examines large undirected graphs representations of genetic networks, graphs with many thousands of nodes where an undirected edge between two nodes does not indicate the direction of influence, and the problem of estimating the structure of such a sparse linear genetic network (SLGN) from transcript profiling data. Results: The structure learning task is cast as a sparse linear regression problem which is then posed as a LASSO (l1-constrained fitting) problem and solved finally by formulating a Linear Program (LP). A bound on the Generalization Error of this approach is given in terms of the Leave-One-Out Error. The accuracy and utility of LP-SLGNs is assessed quantitatively and qualitatively using simulated and real data. The Dialogue for Reverse Engineering Assessments and Methods (DREAM) initiative provides gold standard data sets and evaluation metrics that enable and facilitate the comparison of algorithms for deducing the structure of networks. The structures of LP-SLGNs estimated from the INSILICO1, INSILICO2 and INSILICO3 simulated DREAM2 data sets are comparable to those proposed by the first and/or second ranked teams in the DREAM2 competition. The structures of LP-SLGNs estimated from two published Saccharomyces cerevisae cell cycle transcript profiling data sets capture known regulatory associations. In each S. cerevisiae LP-SLGN, the number of nodes with a particular degree follows an approximate power law suggesting that its degree distributions is similar to that observed in real-world networks. Inspection of these LP-SLGNs suggests biological hypotheses amenable to experimental verification. Conclusion: A statistically robust and computationally efficient LP-based method for estimating the topology of a large sparse undirected graph from high-dimensional data yields representations of genetic networks that are biologically plausible and useful abstractions of the structures of real genetic networks. Analysis of the statistical and topological properties of learned LP-SLGNs may have practical value; for example, genes with high random walk betweenness, a measure of the centrality of a node in a graph, are good candidates for intervention studies and hence integrated computational – experimental investigations designed to infer more realistic and sophisticated probabilistic directed graphical model representations of genetic networks. The LP-based solutions of the sparse linear regression problem described here may provide a method for learning the structure of transcription factor networks from transcript profiling and transcription factor binding motif data.

Semi-Supervised Classification Using Sparse Gaussian Process Regression

Gaussian Processes (GPs) are promising Bayesian methods for classification and regression problems. They have also been used for semi-supervised learning tasks. In this paper, we propose a new algorithm for solving semi-supervised binary classification problem using sparse GP regression (GPR) models. It is closely related to semi-supervised learning based on support vector regression (SVR) and maximum margin clustering. The proposed algorithm is simple and easy to implement. It gives a sparse solution directly unlike the SVR based algorithm. Also, the hyperparameters are estimated easily without resorting to expensive cross-validation technique. Use of sparse GPR model helps in making the proposed algorithm scalable. Preliminary results on synthetic and real-world data sets demonstrate the efficacy of the new algorithm.

Chance constrained uncertain classification via robust optimization

This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out to be intractable. The key novelty is in employing Bernstein bounding schemes to relax the CCP as a convex second order cone program whose solution is guaranteed to satisfy the probabilistic constraint. Prior to this work, only the Chebyshev based relaxations were exploited in learning algorithms. Bernstein bounds employ richer partial information and hence can be far less conservative than Chebyshev bounds. Due to this efficient modeling of uncertainty, the resulting classifiers achieve higher classification margins and hence better generalization. Methodologies for classifying uncertain test data points and error measures for evaluating classifiers robust to uncertain data are discussed. Experimental results on synthetic and real-world datasets show that the proposed classifiers are better equipped to handle data uncertainty and outperform state-of-the-art in many cases.

Robust Formulations for Handling Uncertainty in Kernel Matrices

We study the problem of uncertainty in the entries of the Kernel matrix, arising in SVM formulation. Using Chance Constraint Programming and a novel large deviation inequality we derive a formulation which is robust to such noise. The resulting formulation applies when the noise is Gaussian, or has finite support. The formulation in general is non-convex, but in several cases of interest it reduces to a convex program. The problem of uncertainty in kernel matrix is motivated from the real world problem of classifying proteins when the structures are provided with some uncertainty. The formulation derived here naturally incorporates such uncertainty in a principled manner leading to significant improvements over the state of the art. 1.

Multiclass Core Vector Machine

Even though several techniques have been proposed in the literature for achieving multiclass classification using Support Vector Machine(SVM), the scalability aspect of these approaches to handle large data sets still needs much of exploration. Core Vector Machine(CVM) is a technique for scaling up a two class SVM to handle large data sets. In this paper we propose a Multiclass Core Vector Machine(MCVM). Here we formulate the multiclass SVM problem as a Quadratic Programming(QP) problem defining an SVM with vector valued output. This QP problem is then solved using the CVM technique to achieve scalability to handle large data sets. Experiments done with several large synthetic and real world data sets show that the proposed MCVM technique gives good generalization performance as that of SVM at a much lesser computational expense. Further, it is observed that MCVM scales well with the size of the data set.

Rough Core Vector Clustering

Support Vector Clustering has gained reasonable attention from the researchers in exploratory data analysis due to firm theoretical foundation in statistical learning theory. Hard Partitioning of the data set achieved by support vector clustering may not be acceptable in real world scenarios. Rough Support Vector Clustering is an extension of Support Vector Clustering to attain a soft partitioning of the data set. But the Quadratic Programming Problem involved in Rough Support Vector Clustering makes it computationally expensive to handle large datasets. In this paper, we propose Rough Core Vector Clustering algorithm which is a computationally efficient realization of Rough Support Vector Clustering. Here Rough Support Vector Clustering problem is formulated using an approximate Minimum Enclosing Ball problem and is solved using an approximate Minimum Enclosing Ball finding algorithm. Experiments done with several Large Multi class datasets such as Forest cover type, and other Multi class datasets taken from LIBSVM page shows that the proposed strategy is efficient, finds meaningful soft cluster abstractions which provide a superior generalization performance than the SVM classifier.

Error, Confidence, and Cost in Engineering Computations

The questions that one should answer in engineering computations - deterministic, probabilistic/randomized, as well as heuristic - are (i) how good the computed results/outputs are and (ii) how much the cost in terms of amount of computation and the amount of storage utilized in getting the outputs is. The absolutely errorfree quantities as well as the completely errorless computations done in a natural process can never be captured by any means that we have at our disposal. While the computations including the input real quantities in nature/natural processes are exact, all the computations that we do using a digital computer or are carried out in an embedded form are never exact. The input data for such computations are also never exact because any measuring instrument has inherent error of a fixed order associated with it and this error, as a matter of hypothesis and not as a matter of assumption, is not less than 0.005 per cent. Here by error we imply relative error bounds. The fact that exact error is never known under any circumstances and any context implies that the term error is nothing but error-bounds. Further, in engineering computations, it is the relative error or, equivalently, the relative error-bounds (and not the absolute error) which is supremely important in providing us the information regarding the quality of the results/outputs. Another important fact is that inconsistency and/or near-consistency in nature, i.e., in problems created from nature is completely nonexistent while in our modelling of the natural problems we may introduce inconsistency or near-inconsistency due to human error or due to inherent non-removable error associated with any measuring device or due to assumptions introduced to make the problem solvable or more easily solvable in practice. Thus if we discover any inconsistency or possibly any near-inconsistency in a mathematical model, it is certainly due to any or all of the three foregoing factors. We do, however, go ahead to solve such inconsistent/near-consistent problems and do get results that could be useful in real-world situations. The talk considers several deterministic, probabilistic, and heuristic algorithms in numerical optimisation, other numerical and statistical computations, and in PAC (probably approximately correct) learning models. It highlights the quality of the results/outputs through specifying relative error-bounds along with the associated confidence level, and the cost, viz., amount of computations and that of storage through complexity. It points out the limitation in error-free computations (wherever possible, i.e., where the number of arithmetic operations is finite and is known a priori) as well as in the usage of interval arithmetic. Further, the interdependence among the error, the confidence, and the cost is discussed.

Efficient Methods for Robust Classification Under Uncertainty in Kernel Matrices

In this paper we study the problem of designing SVM classifiers when the kernel matrix, K, is affected by uncertainty. Specifically K is modeled as a positive affine combination of given positive semi definite kernels, with the coefficients ranging in a norm-bounded uncertainty set. We treat the problem using the Robust Optimization methodology. This reduces the uncertain SVM problem into a deterministic conic quadratic problem which can be solved in principle by a polynomial time Interior Point (IP) algorithm. However, for large-scale classification problems, IP methods become intractable and one has to resort to first-order gradient type methods. The strategy we use here is to reformulate the robust counterpart of the uncertain SVM problem as a saddle point problem and employ a special gradient scheme which works directly on the convex-concave saddle function. The algorithm is a simplified version of a general scheme due to Juditski and Nemirovski (2011). It achieves an O(1/T-2) reduction of the initial error after T iterations. A comprehensive empirical study on both synthetic data and real-world protein structure data sets show that the proposed formulations achieve the desired robustness, and the saddle point based algorithm outperforms the IP method significantly.

A sequential dual method for structural SVMs

In many real world prediction problems the output is a structured object like a sequence or a tree or a graph. Such problems range from natural language processing to compu- tational biology or computer vision and have been tackled using algorithms, referred to as structured output learning algorithms. We consider the problem of structured classifi- cation. In the last few years, large margin classifiers like sup-port vector machines (SVMs) have shown much promise for structured output learning. The related optimization prob -lem is a convex quadratic program (QP) with a large num-ber of constraints, which makes the problem intractable for large data sets. This paper proposes a fast sequential dual method (SDM) for structural SVMs. The method makes re-peated passes over the training set and optimizes the dual variables associated with one example at a time. The use of additional heuristics makes the proposed method more efficient. We present an extensive empirical evaluation of the proposed method on several sequence learning problems.Our experiments on large data sets demonstrate that the proposed method is an order of magnitude faster than state of the art methods like cutting-plane method and stochastic gradient descent method (SGD). Further, SDM reaches steady state generalization performance faster than the SGD method. The proposed SDM is thus a useful alternative for large scale structured output learning.

Infinite push: a new support vector ranking algorithm that directly optimizes accuracy at the absolute top of the list

Ranking problems have become increasingly important in machine learning and data mining in recent years, with applications ranging from information retrieval and recommender systems to computational biology and drug discovery. In this paper, we describe a new ranking algorithm that directly maximizes the number of relevant objects retrieved at the absolute top of the list. The algorithm is a support vector style algorithm, but due to the different objective, it no longer leads to a quadratic programming problem. Instead, the dual optimization problem involves l1, ∞ constraints; we solve this dual problem using the recent l1, ∞ projection method of Quattoni et al (2009). Our algorithm can be viewed as an l∞-norm extreme of the lp-norm based algorithm of Rudin (2009) (albeit in a support vector setting rather than a boosting setting); thus we refer to the algorithm as the ‘Infinite Push’. Experiments on real-world data sets confirm the algorithm’s focus on accuracy at the absolute top of the list.

A Simple Label Switching Algorithm for Semisupervised Structural SVMs

In structured output learning, obtaining labeled data for real-world applications is usually costly, while unlabeled examples are available in abundance. Semisupervised structured classification deals with a small number of labeled examples and a large number of unlabeled structured data. In this work, we consider semisupervised structural support vector machines with domain constraints. The optimization problem, which in general is not convex, contains the loss terms associated with the labeled and unlabeled examples, along with the domain constraints. We propose a simple optimization approach that alternates between solving a supervised learning problem and a constraint matching problem. Solving the constraint matching problem is difficult for structured prediction, and we propose an efficient and effective label switching method to solve it. The alternating optimization is carried out within a deterministic annealing framework, which helps in effective constraint matching and avoiding poor local minima, which are not very useful. The algorithm is simple and easy to implement. Further, it is suitable for any structured output learning problem where exact inference is available. Experiments on benchmark sequence labeling data sets and a natural language parsing data set show that the proposed approach, though simple, achieves comparable generalization performance.