Anytime Prediction

163 Pages·2014·4.69 MB·English

Anytime Prediction:
Efficient Ensemble Methods for Any
Computational Budget
Alexander Grubb
January21,2014
CMU-CS-14-100
SchoolofComputerScience
ComputerScienceDepartment
CarnegieMellonUniversity
Pittsburgh,PA15213
ThesisCommittee:
J.AndrewBagnell,Chair
AvrimBlum
MartialHebert
AlexanderSmola
HalDaume´ III,UniversityofMaryland
Submittedinpartialfulfillmentoftherequirements
forthedegreeofDoctorofPhilosophy
(cid:13)c 2014AlexanderGrubb
ThisworksupportedbyONRMURIgrantN00014-09-1-1052andtheU.SArmyResearchLaboratoryunderthe
CollaborativeTechnologyAllianceProgram,CooperativeAgreementW911NF-10-2-0016
Keywords: anytime prediction, budgeted prediction, functional gradient methods, boosting,
greedyoptimization,featureselection
Abstract
A modern practitioner of machine learning must often consider trade-offs between accuracy and
complexitywhenselectingfromavailablemachinelearningalgorithms. Predictiontaskscanrange
fromrequiring real-timeperformance tobeing largelyunconstrainedin theiruse ofcomputational
resources. In each setting, an ideal algorithm utilizes as much of the available computation as
possibletoprovidethemostaccurateresult.
Thisissueisfurthercomplicatedbyapplicationswherethecomputationalconstraintsarenotfixed
in advance. In many applications predictions are often needed in time to allow for adaptive be-
haviors which respond to real-time events. Such constraints often rely on a number of factors at
prediction time, making it difficult to select a fixed prediction algorithm a priori. In these situ-
ations, an ideal approach is to use an anytime prediction algorithm. Such an algorithm rapidly
producesaninitialpredictionandthencontinuestorefinetheresultastimeallows,producingfinal
resultswhichdynamicallyimprovetofitanycomputationalbudget.
Our approach uses a greedy, cost-aware extension of boosting which fuses the disparate areas of
functional gradient descent and greedy sparse approximation algorithms. By using a cost-greedy
selection procedure our algorithms provide an intuitive and effective way to trade-off computa-
tionalcostandaccuracyforanycomputationalbudget. Thisapproachlearnsasequenceofpredic-
torstoapplyastimeprogresses,usingeachnewresulttoupdateandimprovethecurrentprediction
as time allows. Furthermore, we present theoretical work in the different areas we have brought
together, and show that our anytime approach is guaranteed to achieve near-optimal performance
with respect to unknown prediction time budgets. We also present the results of applying our al-
gorithms to a number of problem domains such as classification and object detection that indicate
that our approach to anytime prediction is more efficient than trying to adapt a number of existing
methodstotheanytimepredictionproblem.
We also present a number of contributions in areas related to our primary focus. In the functional
gradient descent domain, we present convergence results for smooth objectives, and show that for
non-smooth objectives the widely used approach fails both in theory and in practice. To rectify
this we present new algorithms and corresponding convergence results for this domain. We also
present novel, time-based versions of a number of greedy feature selection algorithms and give
correspondingapproximationguaranteesfortheperformanceofthesealgorithms.

ForMax.

Acknowledgments
This document would certainly not exist without the support and input of my advisor, Drew Bag-
nell. His willingness to pursue my own ideas and his ability to guide me when my own insight
failed have been invaluable. I’m forever indebted to him for the immense amount of things I have
learnedfromhimovertheyears. MyonlyhopeformyresearchcareeristhatIcanapproachfuture
problemswiththesameeyefordeep,insightfulquestionsthatDrewhasbroughttoourwork.
I would also like to thank the rest of my committee: Avrim Blum, Martial Hebert, Alex Smola,
andHalDaume´ III.Theirtimeandinputhasimprovedthisworkinsomanyways. Thoughnoton
this list, Geoff Gordon has also provided many helpful insights and discussions and deserves an
unofficialspothere.
I havebeen fortunateenough to havea numberof other mentorsand advisorsthat have helpedme
reach this point. I’m very grateful to those who helped introduce me to academic research and
advised me throughout my undergraduate and early graduate career, particularly Dave Touretzky
andPaulRybski.
I’d also like to thank Steven Rudich. The Andrew’s Leap program that he runs for Pittsburgh-area
highschoolstudentsfosteredmyinterestinComputerScienceveryearlyonandultimatelyledme
to where I am today. Were it not for my involvement with this program so many years ago, I can’t
imaginehowmycareermighthaveunfolded.
ThroughoutthisworkI’vehadtheopportunitytocollaboratewithanumberofgreatpeople: Elliot
Cuzzillo, Felix Duvallet, Martial Hebert, Hanzhang Hu, and Dan Mun˜oz. Thank you for sharing
your work with me and giving me the opportunity to share mine. I am also grateful to Dave
Bradley and Nathan Ratliff. Their work on functional gradient methods helped greatly in shaping
and focusing my early work. This work would also not have been possible without a number of
informal collaborations. The conversations and insights gleaned from Debadeepta Dey, Ste´phane
Ross, Suvrit Sra, Kevin Waugh, Brian Ziebart and Jiaji Zhou, as well as the entire LairLab, have
beenimmenselyhelpful.
The community and atmosphere at Carnegie Mellon, especially the Computer Science program
have been wonderful throughout this process. My love of Pittsburgh is no secret, but the journey
vii
viii ACKNOWLEDGMENTS
that is graduate school is notorious for being difficult wherever you are. That my own personal
journey was as enjoyable as it was is a testament to the great people here. To name a few: Jim
Cipar, John Dickerson, Mike Dinitz, Jason Franklin, Sam Ganzfried, Tony Gitter, Severin Hacker,
Elie Krevat, Dan Mun˜oz, Abe Othman, Ste´phane Ross, Jiˇr´ı Sˇimsˇa, Jenn Tam, Kevin Waugh, and
ErikZawadzki. Yourfriendshiphasbeengreatlyuplifting.
Finally, I am most grateful to my family. I thank my parents, Suzan and Bob, for the unending
support and opportunity that they have provided throughout my life. This work is as much a
product of their effort as it is mine. As for my wife, Sarah, there is no amount of gratitude I can
give that can compensate for the amount of love, support and patience she has shown me. Thank
you.
Contents
1 Introduction 1
1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 RelatedWork . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Contributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
I Functional Gradient Methods 13
2 FunctionalGradientMethods 15
2.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.2 FunctionalGradientDescent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.3 RestrictedGradientDescent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.4 SmoothConvergenceResults . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.5 GeneralConvexConvergenceResults . . . . . . . . . . . . . . . . . . . . . . . . 30
2.6 Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3 FunctionalGradientExtensions 41
3.1 StructuredBoosting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.2 StackedBoosting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
II Greedy Optimization 51
4 BudgetedSubmodularFunctionMaximization 53
4.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
4.2 ApproximateSubmodularity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
4.3 ApproximateGreedyMaximization . . . . . . . . . . . . . . . . . . . . . . . . . 58
4.4 Bi-criteriaApproximationBoundsforArbitraryBudgets . . . . . . . . . . . . . . 60
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x CONTENTS
5 SparseApproximation 65
5.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
5.2 RegularizedSparseApproximation . . . . . . . . . . . . . . . . . . . . . . . . . . 69
5.3 ConstrainedSparseApproximation . . . . . . . . . . . . . . . . . . . . . . . . . . 76
5.4 GeneralizationtoSmoothLosses . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
5.5 SimultaneousSparseApproximation . . . . . . . . . . . . . . . . . . . . . . . . . 92
5.6 GroupedFeatures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
5.7 ExperimentalResults . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
III Anytime Prediction 105
6 SPEEDBOOST: AnytimePredictionAlgorithms 107
6.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
6.2 AnytimePredictionFramework . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
6.3 SPEEDBOOST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
6.4 TheoreticalGuarantees . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
6.5 ExperimentalResults . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
7 STRUCTUREDSPEEDBOOST: AnytimeStructuredPrediction 127
7.1 Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
7.2 AnytimeStructuredPrediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
7.3 AnytimeSceneUnderstanding . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
7.4 ExperimentalAnalysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
8 Conclusion 139
8.1 FutureDirections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
Bibliography 143