Search arXiv⌕ Search

arXiv subjects

Han Liu

Publications and source records attributed to Han Liu.

At least 325 records · Page 18Linked to original sources
arXiv2019

Long time behavior of solutions to the 3D Hall-magneto-hydrodynamics system with one diffusion

This paper studies the asymptotic behavior of smooth solutions to the generalized Hall-magneto-hydrodynamics system (1.1) with one single diffusion on the whole space $\mathbb R^3$. We establish that, in the inviscid resistive case, the energy $\|b(t)\|_2^2$ vanishes and $\|u(t)\|_2^2$ converges to a constant as time tends to infinity provided the velocity is bounded in $W^{1-α,\frac3α}(\mathbb R^3)$; in the viscous non-resistive case, the energy $\|u(t)\|_2^2$ vanishes and $\|b(t)\|_2^2$ converges to a constant provided the magnetic field is bounded in $W^{1-β,\infty}(\mathbb R^3)$. In summary, one single diffusion, being as weak as $(-Δ)^αb$ or $(-Δ)^βu$ with small enough $α, β$, is sufficient to prevent asymptotic energy oscillations for certain smooth solutions to the system.

math.AP↗
arXiv2019

On Fast Convergence of Proximal Algorithms for SQRT-Lasso Optimization: Don't Worry About Its Nonsmooth Loss Function

Many machine learning techniques sacrifice convenient computational structures to gain estimation robustness and modeling flexibility. However, by exploring the modeling structures, we find these "sacrifices" do not always require more computational efforts. To shed light on such a "free-lunch" phenomenon, we study the square-root-Lasso (SQRT-Lasso) type regression problem. Specifically, we show that the nonsmooth loss functions of SQRT-Lasso type regression ease tuning effort and gain adaptivity to inhomogeneous noise, but is not necessarily more challenging than Lasso in computation. We can directly apply proximal algorithms (e.g. proximal gradient descent, proximal Newton, and proximal Quasi-Newton algorithms) without worrying the nonsmoothness of the loss function. Theoretically, we prove that the proximal algorithms combined with the pathwise optimization scheme enjoy fast convergence guarantees with high probability. Numerical results are provided to support our theory.

cs.LG↗
arXiv2019

Tensor Graphical Model: Non-convex Optimization and Statistical Inference

We consider the estimation and inference of graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we assume the data follow a tensor normal distribution whose covariance has a Kronecker product structure. A critical challenge in the estimation and inference of this model is the fact that its penalized maximum likelihood estimation involves minimizing a non-convex objective function. To address it, this paper makes two contributions: (i) In spite of the non-convexity of this estimation problem, we prove that an alternating minimization algorithm, which iteratively estimates each sparse precision matrix while fixing the others, attains an estimator with an optimal statistical rate of convergence. (ii) We propose a de-biased statistical inference procedure for testing hypotheses on the true support of the sparse precision matrices, and employ it for testing a growing number of hypothesis with false discovery rate (FDR) control. The asymptotic normality of our test statistic and the consistency of FDR control procedure are established. Our theoretical results are backed up by thorough numerical studies and our real applications on neuroimaging studies of Autism spectrum disorder and users' advertising click analysis bring new scientific findings and business insights. The proposed methods are encoded into a publicly available R package Tlasso.

stat.ML↗
arXiv2019

Marginal Policy Gradients: A Unified Family of Estimators for Bounded Action Spaces with Applications

Many complex domains, such as robotics control and real-time strategy (RTS) games, require an agent to learn a continuous control. In the former, an agent learns a policy over $\mathbb{R}^d$ and in the latter, over a discrete set of actions each of which is parametrized by a continuous parameter. Such problems are naturally solved using policy based reinforcement learning (RL) methods, but unfortunately these often suffer from high variance leading to instability and slow convergence. Unnecessary variance is introduced whenever policies over bounded action spaces are modeled using distributions with unbounded support by applying a transformation $T$ to the sampled action before execution in the environment. Recently, the variance reduced clipped action policy gradient (CAPG) was introduced for actions in bounded intervals, but to date no variance reduced methods exist when the action is a direction, something often seen in RTS games. To this end we introduce the angular policy gradient (APG), a stochastic policy gradient method for directional control. With the marginal policy gradients family of estimators we present a unified analysis of the variance reduction properties of APG and CAPG; our results provide a stronger guarantee than existing analyses for CAPG. Experimental results on a popular RTS game and a navigation task show that the APG estimator offers a substantial improvement over the standard policy gradient.

cs.LG↗
arXiv2019

Machine Learning Forcefield for Silicate Glasses

Developing accurate, transferable, and computationally-efficient interatomic forcefields is key to facilitate the modeling of silicate glasses. However, the high number of forcefield parameters that need to be optimized render traditional parameterization methods poorly efficient or potentially subject to bias. Here, we present a new forcefield parameterization methodology based on ab initio molecular dynamics simulations, Gaussian process regression, and Bayesian optimization. By taking the example of glassy silica, we show that our methodology yields a new interatomic forcefield that offers an unprecedented description of the atomic structure of silica. This methodology offers a new route to efficiently parameterize new empirical interatomic forcefields for silicate glasses with very limited need for intuition.

cond-mat.mtrl-sci↗
arXiv2019

Fully Implicit Online Learning

Regularized online learning is widely used in machine learning applications. In online learning, performing exact minimization ($i.e.,$ implicit update) is known to be beneficial to the numerical stability and structure of solution. In this paper we study a class of regularized online algorithms without linearizing the loss function or the regularizer, which we call \emph{fully implicit online learning} (FIOL). We show that for arbitrary Bregman divergence, FIOL has the $O(\sqrt{T})$ regret for general convex setting and $O(\log T)$ regret for strongly convex setting, and the regret has an one-step improvement effect because it avoids the approximation error of linearization. Then we propose efficient algorithms to solve the subproblem of FIOL. We show that even if the solution of the subproblem has no closed form, it can be solved with complexity comparable to the linearized online algoritms. Experiments validate the proposed approaches.

cs.LG↗
arXiv2018

TStarBots: Defeating the Cheating Level Builtin AI in StarCraft II in the Full Game

Starcraft II (SC2) is widely considered as the most challenging Real Time Strategy (RTS) game. The underlying challenges include a large observation space, a huge (continuous and infinite) action space, partial observations, simultaneous move for all players, and long horizon delayed rewards for local decisions. To push the frontier of AI research, Deepmind and Blizzard jointly developed the StarCraft II Learning Environment (SC2LE) as a testbench of complex decision making systems. SC2LE provides a few mini games such as MoveToBeacon, CollectMineralShards, and DefeatRoaches, where some AI agents have achieved the performance level of human professional players. However, for full games, the current AI agents are still far from achieving human professional level performance. To bridge this gap, we present two full game AI agents in this paper - the AI agent TStarBot1 is based on deep reinforcement learning over a flat action structure, and the AI agent TStarBot2 is based on hard-coded rules over a hierarchical action structure. Both TStarBot1 and TStarBot2 are able to defeat the built-in AI agents from level 1 to level 10 in a full game (1v1 Zerg-vs-Zerg game on the AbyssalReef map), noting that level 8, level 9, and level 10 are cheating agents with unfair advantages such as full vision on the whole map and resource harvest boosting. To the best of our knowledge, this is the first public work to investigate AI agents that can defeat the built-in AI in the StarCraft II full game.

cs.AI↗
arXiv2018

Performance assessment of the deep learning technologies in grading glaucoma severity

Objective: To validate and compare the performance of eight available deep learning architectures in grading the severity of glaucoma based on color fundus images. Materials and Methods: We retrospectively collected a dataset of 5978 fundus images and their glaucoma severities were annotated by the consensus of two experienced ophthalmologists. We preprocessed the images to generate global and local regions of interest (ROIs), namely the global field-of-view images and the local disc region images. We then divided the generated images into three independent sub-groups for training, validation, and testing purposes. With the datasets, eight convolutional neural networks (CNNs) (i.e., VGG16, VGG19, ResNet, DenseNet, InceptionV3, InceptionResNet, Xception, and NASNetMobile) were trained separately to grade glaucoma severity, and validated quantitatively using the area under the receiver operating characteristic (ROC) curve and the quadratic kappa score. Results: The CNNs, except VGG16 and VGG19, achieved average kappa scores of 80.36% and 78.22% when trained from scratch on global and local ROIs, and 85.29% and 82.72% when fine-tuned using the pre-trained weights, respectively. VGG16 and VGG19 achieved reasonable accuracy when trained from scratch, but they failed when using pre-trained weights for global and local ROIs. Among these CNNs, the DenseNet had the highest classification accuracy (i.e., 75.50%) based on pre-trained weights when using global ROIs, as compared to 65.50% when using local ROIs. Conclusion: The experiments demonstrated the feasibility of the deep learning technology in grading glaucoma severity. In particular, global field-of-view images contain relatively richer information that may be critical for glaucoma assessment, suggesting that we should use the entire field-of-view of a fundus image for training a deep learning network.

cs.CV↗
arXiv2018

Efficient, Certifiably Optimal Clustering with Applications to Latent Variable Graphical Models

Motivated by the task of clustering either $d$ variables or $d$ points into $K$ groups, we investigate efficient algorithms to solve the Peng-Wei (P-W) $K$-means semi-definite programming (SDP) relaxation. The P-W SDP has been shown in the literature to have good statistical properties in a variety of settings, but remains intractable to solve in practice. To this end we propose FORCE, a new algorithm to solve this SDP relaxation. Compared to the naive interior point method, our method reduces the computational complexity of solving the SDP from $\tilde{O}(d^7\logε^{-1})$ to $\tilde{O}(d^{6}K^{-2}ε^{-1})$ arithmetic operations for an $ε$-optimal solution. Our method combines a primal first-order method with a dual optimality certificate search, which when successful, allows for early termination of the primal method. We show for certain variable clustering problems that, with high probability, FORCE is guaranteed to find the optimal solution to the SDP relaxation and provide a certificate of exact optimality. As verified by our numerical experiments, this allows FORCE to solve the P-W SDP with dimensions in the hundreds in only tens of seconds. For a variation of the P-W SDP where $K$ is not known a priori a slight modification of FORCE reduces the computational complexity of solving this problem as well: from $\tilde{O}(d^7\logε^{-1})$ using a standard SDP solver to $\tilde{O}(d^{4}ε^{-1})$.

stat.ML↗
arXiv2018

Super-pixel cloud detection using Hierarchical Fusion CNN

Cloud detection plays a very important role in the process of remote sensing images. This paper designs a super-pixel level cloud detection method based on convolutional neural network (CNN) and deep forest. Firstly, remote sensing images are segmented into super-pixels through the combination of SLIC and SEEDS. Structured forests is carried out to compute edge probability of each pixel, based on which super-pixels are segmented more precisely. Segmented super-pixels compose a super-pixel level remote sensing database. Though cloud detection is essentially a binary classification problem, our database is labeled into four categories: thick cloud, cirrus cloud, building and other culture, to improve the generalization ability of our proposed models. Secondly, super-pixel level database is used to train our cloud detection models based on CNN and deep forest. Considering super-pixel level remote sensing images contain less semantic information compared with general object classification database, we propose a Hierarchical Fusion CNN (HFCNN). It takes full advantage of low-level features like color and texture information and is more applicable to cloud detection task. In test phase, every super-pixel in remote sensing images is classified by our proposed models and then combined to recover final binary mask by our proposed distance metric, which is used to determine ambiguous super-pixels. Experimental results show that, compared with conventional methods, HFCNN can achieve better precision and recall.

cs.CV↗
arXiv2018

Parametrized Deep Q-Networks Learning: Reinforcement Learning with Discrete-Continuous Hybrid Action Space

Most existing deep reinforcement learning (DRL) frameworks consider either discrete action space or continuous action space solely. Motivated by applications in computer games, we consider the scenario with discrete-continuous hybrid action space. To handle hybrid action space, previous works either approximate the hybrid space by discretization, or relax it into a continuous set. In this paper, we propose a parametrized deep Q-network (P- DQN) framework for the hybrid action space without approximation or relaxation. Our algorithm combines the spirits of both DQN (dealing with discrete action space) and DDPG (dealing with continuous action space) by seamlessly integrating them. Empirical results on a simulation example, scoring a goal in simulated RoboCup soccer and the solo mode in game King of Glory (KOG) validate the efficiency and effectiveness of our method.

cs.LG↗
arXiv2018

Discrete Factorization Machines for Fast Feature-based Recommendation

User and item features of side information are crucial for accurate recommendation. However, the large number of feature dimensions, e.g., usually larger than 10^7, results in expensive storage and computational cost. This prohibits fast recommendation especially on mobile applications where the computational resource is very limited. In this paper, we develop a generic feature-based recommendation model, called Discrete Factorization Machine (DFM), for fast and accurate recommendation. DFM binarizes the real-valued model parameters (e.g., float32) of every feature embedding into binary codes (e.g., boolean), and thus supports efficient storage and fast user-item score computation. To avoid the severe quantization loss of the binarization, we propose a convergent updating rule that resolves the challenging discrete optimization of DFM. Through extensive experiments on two real-world datasets, we show that 1) DFM consistently outperforms state-of-the-art binarized recommendation models, and 2) DFM shows very competitive performance compared to its real-valued version (FM), demonstrating the minimized quantization loss. This work is accepted by IJCAI 2018.

cs.IR↗
arXiv2018

A convex formulation for high-dimensional sparse sliced inverse regression

Sliced inverse regression is a popular tool for sufficient dimension reduction, which replaces covariates with a minimal set of their linear combinations without loss of information on the conditional distribution of the response given the covariates. The estimated linear combinations include all covariates, making results difficult to interpret and perhaps unnecessarily variable, particularly when the number of covariates is large. In this paper, we propose a convex formulation for fitting sparse sliced inverse regression in high dimensions. Our proposal estimates the subspace of the linear combinations of the covariates directly and performs variable selection simultaneously. We solve the resulting convex optimization problem via the linearized alternating direction methods of multiplier algorithm, and establish an upper bound on the subspace distance between the estimated and the true subspaces. Through numerical studies, we show that our proposal is able to identify the correct covariates in the high-dimensional setting.

stat.ML↗
arXiv2018

Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow

Sparse generalized eigenvalue problem (GEP) plays a pivotal role in a large family of high-dimensional statistical models, including sparse Fisher's discriminant analysis, canonical correlation analysis, and sufficient dimension reduction. Sparse GEP involves solving a non-convex optimization problem. Most existing methods and theory in the context of specific statistical models that are special cases of the sparse GEP require restrictive structural assumptions on the input matrices. In this paper, we propose a two-stage computational framework to solve the sparse GEP. At the first stage, we solve a convex relaxation of the sparse GEP. Taking the solution as an initial value, we then exploit a nonconvex optimization perspective and propose the truncated Rayleigh flow method (Rifle) to estimate the leading generalized eigenvector. We show that Rifle converges linearly to a solution with the optimal statistical rate of convergence for many statistical models. Theoretically, our method significantly improves upon the existing literature by eliminating structural assumptions on the input matrices for both stages. To achieve this, our analysis involves two key ingredients: (i) a new analysis of the gradient based method on nonconvex objective functions, and (ii) a fine-grained characterization of the evolution of sparsity patterns along the solution path. Thorough numerical studies are provided to validate the theoretical results.

stat.ML↗
arXiv2018

Online ICA: Understanding Global Dynamics of Nonconvex Optimization via Diffusion Processes

Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain less well understood in theory. In this paper, we propose a new analytic paradigm based on diffusion processes to characterize the global dynamics of nonconvex statistical optimization. As a concrete example, we study stochastic gradient descent (SGD) for the tensor decomposition formulation of independent component analysis. In particular, we cast different phases of SGD into diffusion processes, i.e., solutions to stochastic differential equations. Initialized from an unstable equilibrium, the global dynamics of SGD transit over three consecutive phases: (i) an unstable Ornstein-Uhlenbeck process slowly departing from the initialization, (ii) the solution to an ordinary differential equation, which quickly evolves towards the desirable local minimum, and (iii) a stable Ornstein-Uhlenbeck process oscillating around the desirable local minimum. Our proof techniques are based upon Stroock and Varadhan's weak convergence of Markov chains to diffusion processes, which are of independent interest.

stat.ML↗
arXiv2018

Diffusion Approximations for Online Principal Component Estimation and Global Convergence

In this paper, we propose to adopt the diffusion approximation tools to study the dynamics of Oja's iteration which is an online stochastic gradient descent method for the principal component analysis. Oja's iteration maintains a running estimate of the true principal component from streaming data and enjoys less temporal and spatial complexities. We show that the Oja's iteration for the top eigenvector generates a continuous-state discrete-time Markov chain over the unit sphere. We characterize the Oja's iteration in three phases using diffusion approximation and weak convergence tools. Our three-phase analysis further provides a finite-sample error bound for the running estimate, which matches the minimax information lower bound for principal component analysis under the additional assumption of bounded samples.

stat.ML↗
arXiv2018

Curse of Heterogeneity: Computational Barriers in Sparse Mixture Models and Phase Retrieval

We study the fundamental tradeoffs between statistical accuracy and computational tractability in the analysis of high dimensional heterogeneous data. As examples, we study sparse Gaussian mixture model, mixture of sparse linear regressions, and sparse phase retrieval model. For these models, we exploit an oracle-based computational model to establish conjecture-free computationally feasible minimax lower bounds, which quantify the minimum signal strength required for the existence of any algorithm that is both computationally tractable and statistically accurate. Our analysis shows that there exist significant gaps between computationally feasible minimax risks and classical ones. These gaps quantify the statistical price we must pay to achieve computational tractability in the presence of data heterogeneity. Our results cover the problems of detection, estimation, support recovery, and clustering, and moreover, resolve several conjectures of Azizyan et al. (2013, 2015); Verzelen and Arias-Castro (2017); Cai et al. (2016). Interestingly, our results reveal a new but counter-intuitive phenomenon in heterogeneous data analysis that more data might lead to less computation complexity.

math.ST↗