Cumulon: Simplified Matrix-Based Data Analytics in the Cloud

Cumulon is a system aimed at simplifying the development and deployment of statistical analysis of big data in public clouds. Cumulon allows users to program in their familiar language of matrices and linear algebra, without worrying about how to map data and computation to specific hardware and cloud software platforms. Given user-specified requirements in terms of time, monetary cost, and risk tolerance, Cumulon automatically makes intelligent decisions on implementation alternatives, execution parameters, as well as hardware provisioning and configuration settings -- such as what type of machines and how many of them to acquire. Cumulon also supports clouds with auction-based markets: it effectively utilizes computing resources whose availability varies according to market conditions, and suggests best bidding strategies for them. Cumulon explores two alternative approaches toward supporting such markets, with different trade-offs between system and optimization complexity. Experimental study is conducted to show the efficiency of Cumulon's execution engine, as well as the optimizer's effectiveness in finding the optimal plan in the vast plan space.

Communications inspired linear discriminant analysis

We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label. By harnessing a recent theoretical result on the gradient of mutual information, the above optimization problem can be solved directly using gradient descent, without requiring simplification of the objective function. Theoretical analysis and empirical comparison are made between the proposed method and two closely related methods, and comparisons are also made with a method in which Rényi entropy is used to define the mutual information (in this case the gradient may be computed simply, under a special parameter setting). Relative to these alternative approaches, the proposed method achieves promising results on real datasets. Copyright 2012 by the author(s)/owner(s).

Learning from Geometry

Subspaces and manifolds are two powerful models for high dimensional signals. Subspaces model linear correlation and are a good fit to signals generated by physical systems, such as frontal images of human faces and multiple sources impinging at an antenna array. Manifolds model sources that are not linearly correlated, but where signals are determined by a small number of parameters. Examples are images of human faces under different poses or expressions, and handwritten digits with varying styles. However, there will always be some degree of model mismatch between the subspace or manifold model and the true statistics of the source. This dissertation exploits subspace and manifold models as prior information in various signal processing and machine learning tasks.

A near-low-rank Gaussian mixture model measures proximity to a union of linear or affine subspaces. This simple model can effectively capture the signal distribution when each class is near a subspace. This dissertation studies how the pairwise geometry between these subspaces affects classification performance. When model mismatch is vanishingly small, the probability of misclassification is determined by the product of the sines of the principal angles between subspaces. When the model mismatch is more significant, the probability of misclassification is determined by the sum of the squares of the sines of the principal angles. Reliability of classification is derived in terms of the distribution of signal energy across principal vectors. Larger principal angles lead to smaller classification error, motivating a linear transform that optimizes principal angles. This linear transformation, termed TRAIT, also preserves some specific features in each class, being complementary to a recently developed Low Rank Transform (LRT). Moreover, when the model mismatch is more significant, TRAIT shows superior performance compared to LRT.

The manifold model enforces a constraint on the freedom of data variation. Learning features that are robust to data variation is very important, especially when the size of the training set is small. A learning machine with large numbers of parameters, e.g., deep neural network, can well describe a very complicated data distribution. However, it is also more likely to be sensitive to small perturbations of the data, and to suffer from suffer from degraded performance when generalizing to unseen (test) data.

From the perspective of complexity of function classes, such a learning machine has a huge capacity (complexity), which tends to overfit. The manifold model provides us with a way of regularizing the learning machine, so as to reduce the generalization error, therefore mitigate overfiting. Two different overfiting-preventing approaches are proposed, one from the perspective of data variation, the other from capacity/complexity control. In the first approach, the learning machine is encouraged to make decisions that vary smoothly for data points in local neighborhoods on the manifold. In the second approach, a graph adjacency matrix is derived for the manifold, and the learned features are encouraged to be aligned with the principal components of this adjacency matrix. Experimental results on benchmark datasets are demonstrated, showing an obvious advantage of the proposed approaches when the training set is small.

Stochastic optimization makes it possible to track a slowly varying subspace underlying streaming data. By approximating local neighborhoods using affine subspaces, a slowly varying manifold can be efficiently tracked as well, even with corrupted and noisy data. The more the local neighborhoods, the better the approximation, but the higher the computational complexity. A multiscale approximation scheme is proposed, where the local approximating subspaces are organized in a tree structure. Splitting and merging of the tree nodes then allows efficient control of the number of neighbourhoods. Deviation (of each datum) from the learned model is estimated, yielding a series of statistics for anomaly detection. This framework extends the classical {\em changepoint detection} technique, which only works for one dimensional signals. Simulations and experiments highlight the robustness and efficacy of the proposed approach in detecting an abrupt change in an otherwise slowly varying low-dimensional manifold.

Nonholonomically Constrained Dynamics and Optimization of Rolling Isolation Systems

Rolling Isolation Systems provide a simple and effective means for protecting components from horizontal floor vibrations. In these systems a platform rolls on four steel balls which, in turn, rest within shallow bowls. The trajectories of the balls is uniquely determined by the horizontal and rotational velocity components of the rolling platform, and thus provides nonholonomic constraints. In general, the bowls are not parabolic, so the potential energy function of this system is not quadratic. This thesis presents the application of Gauss's Principle of Least Constraint to the modeling of rolling isolation platforms. The equations of motion are described in terms of a redundant set of constrained coordinates. Coordinate accelerations are uniquely determined at any point in time via Gauss's Principle by solving a linearly constrained quadratic minimization. In the absence of any modeled damping, the equations of motion conserve energy. This mathematical model is then used to find the bowl profile that minimizes response acceleration subject to displacement constraint.