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You are on page 1of 50

EECS-6898, Columbia University - Fall, 2010

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 1

Brief Intro

About Me

PhD (Robotics Institute, School of Computer Science, CMU).

Discriminative Graphical Models for image understanding

Research Scientist at Google NY 15

th

St & 8

th

Ave

Large scale machine learning and computer vision

Very large scale matrix decompositions and nearest neighbor search

About You

Background in ML

Machine learning application area (e.g., vision/speech/biology/finance)

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 2

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 3

Machine Learning

Given a few examples (training data), make a machine learn how to

predict on new samples, or discover patterns in data

Statistics + Optimization + Computer Science

Past

Significant advances in last several decades but focus on relatively

small-scale applications academic publications on UCI datasets!

Large-scale kernel methods book (1998) has largest experiment with

~50K training points!

Current

Landscape of machine learning applications has changed dramatically

in last decade Web, Finance, Biology,

Throw more machines at it is not always a solution

Need to revisit traditional algorithms and models

A strong model with approximate solution Vs a weaker model with exact

solution?

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 4

Machine Learning

Traditional CS view: Polynomial time algorithm, Wow!

Large-scale learning: Sometimes even O(n) is bad!

Need a shift in the way we think about developing or applying machine

learning techniques

Simple example: Matrix multiplication

Our Goal: Add another dimension in the study of machine learning

techniques: scalability

n

n

=

)! (

3

n O

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 5

What is large scale

?

Many definitions

If data cannot fit in RAM

Algorithm dependent If a technique cannot be applied on a single

machine in reasonable time (e.g., for linear classifiers O(100K) is

medium size but for kernel classifiers, it is large)

The size of datasets can be so huge that even linear methods may not

be enough

Finding nearest neighbors from a database of O(B+) items (for retrieval,

kNN classification, density estimation, graph construction ...), is very

expensive

The desired models (i.e., classes) and parameters may be huge

Image categorization with O(10M) classes

Data may be arriving on-line as streams at a rate higher than the

learning rate of an algorithm

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 6

Large-Scale Data

Web applications have practically evolved as the largest consumers of

machine learning

Documents and blogs

User reviews

Social networks

Images and videos

Imaging every street / Creating Maps

Scanned books

Other Sources

Biology (Genes data)

Finance (fraud-detection, credit approval, time-series data)

Astronomy

Smart digital homes (continuous health records of a person)

Image/Video Search

O(B+) images on the web and photo sharing sites (picasa, flicker)

Large scale indexing and retrieval (meta-data/content)

Content-based automatic annotation: O(10M) classes ?

Object/event/location recognition

YouTube - more than 20 hours of video uploaded every minute

Even real-time algorithms are not sufficient!

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 7

Earth / Maps / StreetView

Make a single gigantic seamless image of 149

million Sq Km land area !

Understanding roads, buildings, etc. in the scene

Estimate green cover in a city

Face/Car detection in street images

Identify buildings, businesses,

Map all the streets

in the world !

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 8

Digital Library/Book Search

Want to scan tens of millions of books !

Document layout understanding

Text-image-table separation

Optical Character Recognition in hundreds of languages

Translation

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 9

Shopping/Product-Search

O(M) products, O(B) reviews

Sentiment Analysis

Product recommendation for O(100M) users

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 10

Sequence Data

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 11

Machine Translation

Speech Recognition

Stock Prediction

Sequence Data

Hundreds of languages

Millions of words

Huge number of models

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 12

Graphical Data

Social Networks

About 500M users

Information propagation

Recommendation systems

Effect of hubs

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 13

Human Cell Lineage Tree

History of body cells since conception

Leaves are current body cells

O(100T) leaves and O(100T) branches for one person

About 100K times bigger than Human Genome

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 14

[Shapiro E.]

0

50

100

150

B20 B19 B16 B17 B18 B15 B14 B7 B6 A6 A5 A7 A8 B8 B10 B9 B11 B12 B13 A20 A19 A16 A17 A15 A14 A18 A3 A4 A1 A2 B1 B2 B3 B5 B4 A13 A12 A9 A10 A11

Streaming Data

News/Blogs/Social Networks

Data arrives at a rate faster than we can learn from it

Data distribution is usually not fixed !

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 15

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 16

Massive Data

Blessing or Liability?

Blessing

Traditional theoretical analysis for many algorithms in statistics and

machine learning suggest better learning as the training size increases

(e.g., histogram is a very good approximation of true data density)

Even simple techniques such as kNN can yield optimal results

Stronger contextual features can be used without worrying about

sparsity (e.g., n-grams with bigger n

for sequence data)

Liability

How to handle huge amounts of data for training?

After a certain limit, does more data matter?

Much of the data is unlabeled?

Usually very noisy data (especially from the Web, e.g., image search)

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 17

Things to worry about

Training time

Usually offline but incremental learning for fast arriving data

Memory requirement

10 M books * 300 pages * 10 MB/page = 30,000 TB

Loading time may overwhelm training

Need to be creative about data storage lossless compression

Test time

Yes, that can depend on the training data size! (kernel methods)

Trivial Solutions

Subsample the data, run standard methods

accuracy may suffer, does not address large-scale modeling issues (e.g.,

many classes)

Simply run through multiple machines

Map-reduce style or message-passing style but algorithms may not

parallelizable

Good baseline !

Distributed computing architecture on a cluster of machines

Data is chunked and passed to multiple machines

Advantages

Massively parallel thousands of nodes with generic hardware

Fault-tolerant

Laws of diminishing returns

High network costs

Probability of at least one machine failing becomes high

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 18

Hardware based solutions

MapReduce

mappers

reducer(s)

Data

(key

in

,val

in

)

i

(key

out

,val

out

)

i

Average color histogram from

a billion images

(key

in

,val

in

)

i

=(image-id, pixel-val)

(key

out

,val

out

)

i

=(0, 3D-hist)

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 19

Hardware based solutions

GPUs

Based on CUDA parallel computing architecture from Nvidia

Emphasis on executing many concurrent threads slowly instead of one

thread fast as in CPUs

Advantages

Massively parallel

Hundreds of cores, millions of threads

High throughput

Limitations

May not be applicable for all tasks

Generic hardware (CPUs) closing the gap

Applications

Used successfully for many ML methods, e.g., Deep Networks (both

Neural as well as Belief).

Training cut down from weeks to hours

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 20

Data labeling Tools

Inexpensive, fast, can control quality!

Major Learning Paradigms

Supervised Learning

Regression (to predict a continuous output)

Classification (to predict a class or category)

Ranking (to predict rank ordering)

Unsupervised Learning

Clustering

Density Estimation

Dimensionality Reduction

Reconstruction - Sparse Coding

Semi-supervised Learning

Graph propagation

Manifold regularization

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 21

Next: Explore popular techniques from these paradigms to check their

scalability and what tools are needed to make them scalable.

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 22

Regression

Expected age of the most likely viewer of this video?

Given: A labeled training set,

Goal: Learn a predictive function

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 23

Regression

Linear Regression

n i i i

y x

... 1

} , {

=

i

d

i

y x ,

0

) ; ( w x w w x f

T

+ =

w w y x w w L

T

i

i i

T

+ =

2

) ( ) (

Absorbing in and augmenting with extra 1

0

w

w s x

i

'

w w w X y w X y

T T T T

+ = ) ( ) (

Xy I XX w

T 1

) (

+ =

regularizer squared loss

) , ( ~

2

I x w y

i

T

i

) , 0 ( ~

1

I w

) 100 ( ~ ), 100 ( ~ K O d M O n

x

y

Given: A labeled training set,

Goal: Learn a predictive function

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 24

Regression

Linear Regression

n i i i

y x

... 1

} , {

=

i

d

i

y x ,

0

) ; ( w x w w x f

T

+ =

Xy I XX w

T 1

) (

+ =

) 100 ( ~ ), 100 ( ~ K O d M O n

) (

2

nd O

) (

3

d O

Matrix multiplication is slower than inversion!

Matrix inversion is intractable!

First-order linear solvers ? b Aw =

) 100 ( ~ ), 100 ( ~ K O d M O n

But this is just linear !

Given: A labeled training set,

Goal: Learn a predictive function

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 25

Regression

Kernel Ridge Regression

n i i i

y x

... 1

} , {

=

i

d

i

y x ,

x

y

) , ( ) ; (

1

i

n

i

i

x x k x f

=

= Ignore bias for now

Given: A labeled training set,

Goal: Learn a predictive function

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 26

n i i i

y x

... 1

} , {

=

i

d

i

y x ,

y I K

1

) (

+ =

) (

2

d n O

) (

3

n O

is a measure of similarity between any two points. For mercer kernels: ) , ( y x k

) ( ). ( ) , ( y x y x k =

Gaussian kernel:

polynomial kernel:

) / exp( ) , (

2

2

y x y x k =

0

) . ( ) , (

d

b y x y x k + =

) 100 ( ~ ), 100 ( ~ K O d M O n

Number of parameters

same as number of points!

K ~ 40,000 TB!

Low-rank approximations

Building K and its inversion is intractable!

x

y

) , ( ) ; (

1

i

n

i

i

x x k x f

=

=

Regression

Kernel Ridge Regression

Given: A labeled training set,

Goal: Learn a predictive function

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 27

y I K

1

) (

+ =

) (

3

n O

Training

Testing ) , ( ) (

1

i

n

i

i

x x k x f

=

=

Too slow for most practical purposes

Need to induce sparsity in - L

1

prior

Optimization not as clean as for L

2

but not very difficult

Grows linearly with n

Can we approximate the kernel problem with a linear one?

Sparse methods

n i i i

y x

... 1

} , {

=

i

d

i

y x ,

Number of parameters

same as number of points!

) , ( ) ; (

1

i

n

i

i

x x k x f

=

=

Regression

Kernel Ridge Regression

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 28

Classification

Is this email spam/fraud?

Given a labeled training set,

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 29

Classification

Support Vector Machine

n i i i

y x

... 1

} , {

=

} 1 , 1 { ,

i

d

i

y x

) sgn( ) ; (

0

w x w w x f

T

+ =

w

1

0

= + w x w

T

1

0

= + w x w

T

0

0

= + w x w

T

w w

T

/ 2

w w

T

min

1 ) (

0

+ w x w y

i

T

i

s.t.

Want to learn

i

Given a labeled training set,

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 30

Classification

Support Vector Machine

n i i i

y x

... 1

} , {

=

} 1 , 1 { ,

i

d

i

y x

) sgn( ) ; (

0

w x w w x f

T

+ =

w

1

0

= + w x w

T

1

0

= + w x w

T

0

0

= + w x w

T

w w

T

/ 2

w w

T

min

+

i

i

C

1 ) (

0

+ w x w y

i

T

i

i

0

i

s.t.

Want to learn

i

Given a labeled training set,

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 31

Classification

Support Vector Machine

n i i i

y x

... 1

} , {

=

} 1 , 1 { ,

i

d

i

y x

) sgn( ) ; (

0

w x w w x f

T

+ =

w

1

0

= + w x w

T

1

0

= + w x w

T

0

0

= + w x w

T

w w

T

/ 2

Using Lagrange multipliers (with KKT conditions)

j j

T

i j

n

j i

i i

n

i

i

x x y y ) ( max

, 1

=

0 =

i

i i

y

C

i

0

=

i

i i i

x y w

w w

T

min

+

i

i

C

1 ) (

0

+ w x w y

i

T

i

i

0

i

Dual

Primal

s.t.

Want to learn

Testing O(d)

Fast training in O(n)

cutting-plane

stachastic gradient descent

quasi-Newton

coordinate descent

i

Given a labeled training set,

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 32

Classification

Kernel SVM

n i i i

y x

... 1

} , {

=

} 1 , 1 { ,

i

d

i

y x

=

i

i i i

x y w ) (

) ) ( sgn( ) ; (

0

w x w w x f

T

+ =

Cannot solve in primal

since (x) is unknown!

) ( ). ( ) , ( y x y x k =

Given a labeled training set,

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 33

Classification

Kernel SVM

n i i i

y x

... 1

} , {

=

} 1 , 1 { ,

i

d

i

y x

Dual

=

i

i i i

x y w ) (

K

T T

1 max

0 = y

T

C

i

0

) ( ~ ) (

3 2

n O n O

) ( ) (# n O O

sv

Testing

Training

Low-rank approximation of K

Linear approximation of K

) ( ). ( ) , ( y x y x k = ) ) ( sgn( ) ; (

0

w x w w x f

T

+ =

Cannot solve in primal

since (x) is unknown!

) ) , ( sgn( ) ; (

0

x x k y x f

i i

i

i

+ =

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 34

Ranking

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 35

Ranking

A simple margin-based formulation

2

) , , (

) 1 , 0 max( min

F

T

x x q

T

W Wx q Wx q + +

+

+

x W q x q f

T

= ) , (

d

x q ,

Given a query q

and a database X

Given many (query, relevant, irrelevant) triplets

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 36

Ranking

A simple margin-based formulation

2

) , , (

) 1 , 0 max( min

F

T

x x q

T

W Wx q Wx q + +

+

+

x W q x q f

T

= ) , (

d

x q ,

Given a query q

and a database X

Given many (query, relevant, irrelevant) triplets

O(n

3

) triplets for dataset of size n

O(d

2

) complexity

large d in many applications

Low-rank approximation or sparse W

First order methods very successful

d d

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 37

Distance Metric Learning

Given a large collection of items and associated

features, find a similarity metric!

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 38

Distance Metric Learning

Many applications

kNN-classification, clustering, density estimation, graph construction

n i i

x

... 1

} {

=

[Weinberger K. et al.]

) ( min

) , (

j i

S x x

A

x x d

j i

1 ) ( ) (

j i A k i A

x x d x x d ) , , ( k j i

0 f A

Semi-Definite Programming (SDP): ~O(d

3

)

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 39

Unsupervised

Kernel Density Estimation

Given an unlabeled training set, learn a

nonparametric density function

To compute data likelihood (e.g. for Bayesian prediction)

For large datasets, nonparametric density can approximate true density

very well

n i i

x

... 1

} {

=

) (x p

d

i

x

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 40

Unsupervised

Kernel Density Estimation

Given a unlabeled training set, learn a nonparametric density

function

n i i

x

... 1

} {

=

) (x p

=

n

i

i

h

x x

k

h n

x p

1

1 1

) (

) , (

2

I x

i

- Too expensive for large n

- Many kernels have rapid (exponential) fall off

- Nearest Neighbors sufficient but expensive for large n

Large-scale Approximate NN search

- Similar arguments for training parametric models e.g., Gaussian Mixture Models

with large number of components!

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 41

Dimensionality Reduction / Clustering

Each face represented by 10K-dim vector (i.e., pixels)

Faces are structured objects so dim reduction is possible

Extract millions of face images from Web

Can we also find meaningful clusters?

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 42

Dimensionality Reduction

Linear dimensionality reduction

Principal Component Analysis (PCA), Multidimensional Scaling (MDS)

Need to compute singular vectors of data matrix X

Randomized methods: randomly sample a few directions from a fixed

distribution for projections with high probability preserves the pairwise

distance given enough projections

Nonlinear dimensionality reduction (manifold learning)

n d ) (

2

nd O

Minimize weighted distances between neighbors

1. Find t

nearest neighbors for each image : O(n

2

)

2. Compute weight matrix W:

Laplacian

Eigenmaps/Spectral Clustering

=

otherwise 0

~ if ) / exp(

2

2

j i x x

W

j i

ij

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 43

Minimize weighted distances between neighbors

1. Find t

nearest neighbors for each image : O(n

2

)

2. Compute weight matrix W:

Laplacian

Eigenmaps/Spectral Clustering

=

otherwise 0

~ if ) / exp(

2

2

j i x x

W

j i

ij

Approximate Nearest Neighbors

For 10M points

155 yrs on one machine

10 weeks on 1000 machines

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 44

Minimize weighted distances between neighbors

1. Find t

nearest neighbors for each image : O(n

2

)

2. Compute weight matrix W:

3. Compute normalized Laplacian

4. Optimal k

reduced dims: U

k

Laplacian

Eigenmaps/Spectral Clustering

Fast matrix-vector product based methods for sparse matrix

=

otherwise 0

~ if ) / exp(

2

2

j i x x

W

j i

ij

2 / 1 2 / 1

= WD D I G

=

j

ij ii

W D

Approximate Nearest Neighbors

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 45

Bottom eigenvectors of G, ignoring last

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 46

Semisupervised

Goal: Gender Classification

A few labeled faces are available but many unlabeled

Female

Male

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 47

Semisupervised

Graph Propagation

Given a labeled set,

and an unlabeled set

Want to find the labels for unlabeled points

Steps:

1. Build a sparse neighborhood graph using all the points

2. Construct the symmetric weight matrix W

3. Compute a stochastic transition matrix T by normalizing columns of W

l i i i

y x

... 1

)} , {(

=

} ,..., 1 { , C y x

i

d

i

u l l i i

x

+ + = ,..., 1

} {

u l l i i

y

+ + = ,..., 1

} {

Intuition: Neighboring points have similar labels

l ul uu u

Y T T I Y

1

) (

=

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 48

Semisupervised

Graph Propagation

Given a labeled set,

and an unlabeled set

Want to find the labels for unlabeled points

Steps:

1. Build a sparse neighborhood graph using all the points

2. Construct the symmetric weight matrix W

3. Compute a stochastic transition matrix T by normalizing columns of W

l i i i

y x

... 1

)} , {(

=

} ,..., 1 { , C y x

i

d

i

u l l i i

x

+ + = ,..., 1

} {

u l l i i

y

+ + = ,..., 1

} {

Intuition: Neighboring points have similar labels

l ul uu u

Y T T I Y

1

) (

=

n n sparse

Manifold regularization: Loss over labeled pts and smoothness of

labels over all the points Complexity similar to manifold learning

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 49

Topics

Randomized Algorithms

Matrix Approximations I (low-rank approximation, decomposition)

Matrix Approximations II (sparse matrices, matrix completion)

Approximate Nearest Neighbor Search I (trees)

Approximate Nearest Neighbor Search II (hashes)

Fast Optimization (first-order methods)

Kernel Methods I (fast training)

Kernel Methods II (fast testing)

Dimensionality Reduction (linear and nonlinear methods)

Sparse Methods/Streaming (sparse coding...)

Sanjiv

Kumar9/8/2010 EECS6898 LargeScaleMachineLearning 50

Course Overview

13 classes, Tuesdays 12:35 2:25 pm

TA: J un Wang / J unfeng He

Office hours: Tuesdays 2:25 pm 3:25 pm (email: sanjivk@google.com)

Course Website: www.sanjivk.com/EECS6898

Evaluation

Three assignments, 20% x 3, No midterm

One final project (~6 weeks long), 40%

Final based on project presentation and report

Focus on algorithms and tools that make large-scale learning possible!

Can be applied to many existing machine learning algorithms

Practical performance and utility

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