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Maximum subarray is a classical problem in computer science that given an array of numbers aims to find a contiguous subarray with the largest sum. We focus on its use for a noisy statistical problem of localizing an interval with a mean different from background. While a naive application of maximum subarray fails at this task, both a penalized and a constrained version can succeed. We show that the penalized version can be derived for common exponential family distributions, in a manner similar to the change-point detection literature, and we interpret the resulting optimal penalty value. The failure of the naive formulation is then explained by an analysis of the estimated interval boundaries. Experiments further quantify the effect of deviating from the optimal penalty. We also relate the penalized and constrained formulations and show that the solutions to the former lie on the convex hull of the solutions to the latter., Comment: 2023 IEEE International Conference on Acoustics, Speech, and Signal Processing. 5 pages, 7 figures. Replacement credits source of SAR image

Machine learning has become omnipresent with applications in various safety-critical domains such as medical, law, and transportation. In these domains, high-stake decisions provided by machine learning necessitate researchers to design interpretable models, where the prediction is understandable to a human. In interpretable machine learning, rule-based classifiers are particularly effective in representing the decision boundary through a set of rules comprising input features. The interpretability of rule-based classifiers is in general related to the size of the rules, where smaller rules are considered more interpretable. To learn such a classifier, the brute-force direct approach is to consider an optimization problem that tries to learn the smallest classification rule that has close to maximum accuracy. This optimization problem is computationally intractable due to its combinatorial nature and thus, the problem is not scalable in large datasets. To this end, in this paper we study the triangular relationship among the accuracy, interpretability, and scalability of learning rule-based classifiers. The contribution of this paper is an interpretable learning framework IMLI, that is based on maximum satisfiability (MaxSAT) for synthesizing classification rules expressible in proposition logic. Despite the progress of MaxSAT solving in the last decade, the straightforward MaxSAT-based solution cannot scale. Therefore, we incorporate an efficient incremental learning technique inside the MaxSAT formulation by integrating mini-batch learning and iterative rule-learning. In our experiments, IMLI achieves the best balance among prediction accuracy, interpretability, and scalability. As an application, we deploy IMLI in learning popular interpretable classifiers such as decision lists and decision sets., Comment: 41 Pages, Published in JAIR Vol. 74 (2022)

The wide adoption of machine learning approaches in the industry, government, medicine and science has renewed the interest in interpretable machine learning: many decisions are too important to be delegated to black-box techniques such as deep neural networks or kernel SVMs. Historically, problems of learning interpretable classifiers, including classification rules or decision trees, have been approached by greedy heuristic methods as essentially all the exact optimization formulations are NP-hard. Our primary contribution is a MaxSAT-based framework, called MLIC, which allows principled search for interpretable classification rules expressible in propositional logic. Our approach benefits from the revolutionary advances in the constraint satisfaction community to solve large-scale instances of such problems. In experimental evaluations over a collection of benchmarks arising from practical scenarios, we demonstrate its effectiveness: we show that the formulation can solve large classification problems with tens or hundreds of thousands of examples and thousands of features, and to provide a tunable balance of accuracy vs. interpretability. Furthermore, we show that in many problems interpretability can be obtained at only a minor cost in accuracy. The primary objective of the paper is to show that recent advances in the MaxSAT literature make it realistic to find optimal (or very high quality near-optimal) solutions to large-scale classification problems. The key goal of the paper is to excite researchers in both interpretable classification and in the CP community to take it further and propose richer formulations, and to develop bespoke solvers attuned to the problem of interpretable ML., Comment: Paper published in Proceedings of International Conference on Constraint Programming (CP), 2018

This is the Proceedings of the 2017 ICML Workshop on Human Interpretability in Machine Learning (WHI 2017), which was held in Sydney, Australia, August 10, 2017. Invited speakers were Tony Jebara, Pang Wei Koh, and David Sontag.

Many proteoforms - arising from alternative splicing, post-translational modifications (PTMs), or paralogous genes - have distinct biological functions, such as histone PTM proteoforms. However, their quantification by existing bottom-up mass-spectrometry (MS) methods is undermined by peptide-specific biases. To avoid these biases, we developed and implemented a first-principles model (HIquant) for quantifying proteoform stoichiometries. We characterized when MS data allow inferring proteoform stoichiometries by HIquant, derived an algorithm for optimal inference, and demonstrated experimentally high accuracy in quantifying fractional PTM occupancy without using external standards, even in the challenging case of the histone modification code. HIquant server is implemented at: https://web.northeastern.edu/slavov/2014_HIquant/

This is the Proceedings of the 2016 ICML Workshop on Human Interpretability in Machine Learning (WHI 2016), which was held in New York, NY, June 23, 2016. Invited speakers were Susan Athey, Rich Caruana, Jacob Feldman, Percy Liang, and Hanna Wallach.

As a contribution to interpretable machine learning research, we develop a novel optimization framework for learning accurate and sparse two-level Boolean rules. We consider rules in both conjunctive normal form (AND-of-ORs) and disjunctive normal form (OR-of-ANDs). A principled objective function is proposed to trade classification accuracy and interpretability, where we use Hamming loss to characterize accuracy and sparsity to characterize interpretability. We propose efficient procedures to optimize these objectives based on linear programming (LP) relaxation, block coordinate descent, and alternating minimization. Experiments show that our new algorithms provide very good tradeoffs between accuracy and interpretability., Comment: presented at 2016 ICML Workshop on Human Interpretability in Machine Learning (WHI 2016), New York, NY

Computation of the trace of a matrix function plays an important role in many scientific computing applications, including applications in machine learning, computational physics (e.g., lattice quantum chromodynamics), network analysis and computational biology (e.g., protein folding), just to name a few application areas. We propose a linear-time randomized algorithm for approximating the trace of matrix functions of large symmetric matrices. Our algorithm is based on coupling function approximation using Chebyshev interpolation with stochastic trace estimators (Hutchinson's method), and as such requires only implicit access to the matrix, in the form of a function that maps a vector to the product of the matrix and the vector. We provide rigorous approximation error in terms of the extremal eigenvalue of the input matrix, and the Bernstein ellipse that corresponds to the function at hand. Based on our general scheme, we provide algorithms with provable guarantees for important matrix computations, including log-determinant, trace of matrix inverse, Estrada index, Schatten p-norm, and testing positive definiteness. We experimentally evaluate our algorithm and demonstrate its effectiveness on matrices with tens of millions dimensions.

This paper proposes algorithms for learning two-level Boolean rules in Conjunctive Normal Form (CNF, i.e. AND-of-ORs) or Disjunctive Normal Form (DNF, i.e. OR-of-ANDs) as a type of human-interpretable classification model, aiming for a favorable trade-off between the classification accuracy and the simplicity of the rule. Two formulations are proposed. The first is an integer program whose objective function is a combination of the total number of errors and the total number of features used in the rule. We generalize a previously proposed linear programming (LP) relaxation from one-level to two-level rules. The second formulation replaces the 0-1 classification error with the Hamming distance from the current two-level rule to the closest rule that correctly classifies a sample. Based on this second formulation, block coordinate descent and alternating minimization algorithms are developed. Experiments show that the two-level rules can yield noticeably better performance than one-level rules due to their dramatically larger modeling capacity, and the two algorithms based on the Hamming distance formulation are generally superior to the other two-level rule learning methods in our comparison. A proposed approach to binarize any fractional values in the optimal solutions of LP relaxations is also shown to be effective.

Logarithms of determinants of large positive definite matrices appear ubiquitously in machine learning applications including Gaussian graphical and Gaussian process models, partition functions of discrete graphical models, minimum-volume ellipsoids, metric learning and kernel learning. Log-determinant computation involves the Cholesky decomposition at the cost cubic in the number of variables, i.e., the matrix dimension, which makes it prohibitive for large-scale applications. We propose a linear-time randomized algorithm to approximate log-determinants for very large-scale positive definite and general non-singular matrices using a stochastic trace approximation, called the Hutchinson method, coupled with Chebyshev polynomial expansions that both rely on efficient matrix-vector multiplications. We establish rigorous additive and multiplicative approximation error bounds depending on the condition number of the input matrix. In our experiments, the proposed algorithm can provide very high accuracy solutions at orders of magnitude faster time than the Cholesky decomposition and Schur completion, and enables us to compute log-determinants of matrices involving tens of millions of variables.

We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system identification and econometrics. The special case when all dependent and independent variables have the same level of uncorrelated Gaussian noise, known as ordinary TLS, can be solved by singular value decomposition (SVD). However, SVD cannot solve many important practical TLS problems with realistic noise structure, such as having varying measurement noise, known structure on the errors, or large outliers requiring robust error-norms. To solve such problems, we develop convex relaxation approaches for a general class of structured TLS (STLS). We show both theoretically and experimentally, that while the plain nuclear norm relaxation incurs large approximation errors for STLS, the re-weighted nuclear norm approach is very effective, and achieves better accuracy on challenging STLS problems than popular non-convex solvers. We describe a fast solution based on augmented Lagrangian formulation, and apply our approach to an important class of biological problems that use population average measurements to infer cell-type and physiological-state specific expression levels that are very hard to measure directly., Comment: 9 pages, 4 figures

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical optimization of such penalties involves solving problems with l1-norms in the objective many times. Using the direct link of reweighted l1-penalties to the concave log-regularizer for sparsity, we derive a simple prox-like algorithm for the log-regularized formulation. The proximal splitting step of the algorithm has a closed form solution, and we call the algorithm 'log-thresholding' in analogy to soft thresholding for the l1-penalty. We establish convergence results, and demonstrate that log-thresholding provides more accurate sparse reconstructions compared to both soft and hard thresholding. Furthermore, the approach can be directly extended to optimization over matrices with penalty for rank (i.e. the nuclear norm penalty and its re-weigthed version), where we suggest a singular-value log-thresholding approach., Comment: 5 pages, 4 figures

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable performance by bounding the number of samples required for a given level of signal sparsity. However, using these bounds to minimize the number of samples requires a-priori knowledge of the sparsity of the unknown signal, or the decay structure for near-sparse signals. Furthermore, there are some popular recovery methods for which no such bounds are known. In this paper, we investigate an alternative scenario where observations are available in sequence. For any recovery method, this means that there is now a sequence of candidate reconstructions. We propose a method to estimate the reconstruction error directly from the samples themselves, for every candidate in this sequence. This estimate is universal in the sense that it is based only on the measurement ensemble, and not on the recovery method or any assumed level of sparsity of the unknown signal. With these estimates, one can now stop observations as soon as there is reasonable certainty of either exact or sufficiently accurate reconstruction. They also provide a way to obtain "run-time" guarantees for recovery methods that otherwise lack a-priori performance bounds. We investigate both continuous (e.g. Gaussian) and discrete (e.g. Bernoulli) random measurement ensembles, both for exactly sparse and general near-sparse signals, and with both noisy and noiseless measurements., Comment: to appear in IEEE transactions on Special Topics in Signal Processing

We develop a general framework for MAP estimation in discrete and Gaussian graphical models using Lagrangian relaxation techniques. The key idea is to reformulate an intractable estimation problem as one defined on a more tractable graph, but subject to additional constraints. Relaxing these constraints gives a tractable dual problem, one defined by a thin graph, which is then optimized by an iterative procedure. When this iterative optimization leads to a consistent estimate, one which also satisfies the constraints, then it corresponds to an optimal MAP estimate of the original model. Otherwise there is a ``duality gap'', and we obtain a bound on the optimal solution. Thus, our approach combines convex optimization with dynamic programming techniques applicable for thin graphs. The popular tree-reweighted max-product (TRMP) method may be seen as solving a particular class of such relaxations, where the intractable graph is relaxed to a set of spanning trees. We also consider relaxations to a set of small induced subgraphs, thin subgraphs (e.g. loops), and a connected tree obtained by ``unwinding'' cycles. In addition, we propose a new class of multiscale relaxations that introduce ``summary'' variables. The potential benefits of such generalizations include: reducing or eliminating the ``duality gap'' in hard problems, reducing the number or Lagrange multipliers in the dual problem, and accelerating convergence of the iterative optimization procedure., Comment: 10 pages, presented at 45th Allerton conference on communication, control and computing, to appear in proceedings