9.2MLMar 21, 2024
Non-Convex Robust Hypothesis Testing using Sinkhorn Uncertainty SetsJie Wang, Rui Gao, Yao Xie
We present a new framework to address the non-convex robust hypothesis testing problem, wherein the goal is to seek the optimal detector that minimizes the maximum of worst-case type-I and type-II risk functions. The distributional uncertainty sets are constructed to center around the empirical distribution derived from samples based on Sinkhorn discrepancy. Given that the objective involves non-convex, non-smooth probabilistic functions that are often intractable to optimize, existing methods resort to approximations rather than exact solutions. To tackle the challenge, we introduce an exact mixed-integer exponential conic reformulation of the problem, which can be solved into a global optimum with a moderate amount of input data. Subsequently, we propose a convex approximation, demonstrating its superiority over current state-of-the-art methodologies in literature. Furthermore, we establish connections between robust hypothesis testing and regularized formulations of non-robust risk functions, offering insightful interpretations. Our numerical study highlights the satisfactory testing performance and computational efficiency of the proposed framework.
1.2SIJun 23, 2019
Cross-Platform Modeling of Users' Behavior on Social MediaHaiqian Gu, Jie Wang, Ziwen Wang et al.
With the booming development and popularity of mobile applications, different verticals accumulate abundant data of user information and social behavior, which are spontaneous, genuine and diversified. However, each platform describes user's portraits in only certain aspect, resulting in difficult combination of those internet footprints together. In our research, we proposed a modeling approach to analyze user's online behavior across different social media platforms. Structured and unstructured data of same users shared by NetEase Music and Sina Weibo have been collected for cross-platform analysis of correlations between music preference and other users' characteristics. Based on music tags of genre and mood, genre cluster of five groups and mood cluster of four groups have been formed by computing their collected song lists with K-means method. Moreover, with the help of user data of Weibo, correlations between music preference (i.e. genre, mood) and Big Five personalities (BFPs) and basic information (e.g. gender, resident region, tags) have been comprehensively studied, building up full-scale user portraits with finer grain. Our findings indicate that people's music preference could be linked with their real social activities. For instance, people living in mountainous areas generally prefer folk music, while those in urban areas like pop music more. Interestingly, dog lovers could love sad music more than cat lovers. Moreover, our proposed cross-platform modeling approach could be adapted to other verticals, providing an online automatic way for profiling users in a more precise and comprehensive way.
0.2CLMay 23, 2019
Deep learning based mood tagging for Chinese song lyricsJie Wang, Yilin Yang
Nowadays, listening music has been and will always be an indispensable part of our daily life. In recent years, sentiment analysis of music has been widely used in the information retrieval systems, personalized recommendation systems and so on. Due to the development of deep learning, this paper commits to find an effective approach for mood tagging of Chinese song lyrics. To achieve this goal, both machine-learning and deep-learning models have been studied and compared. Eventually, a CNN-based model with pre-trained word embedding has been demonstrated to effectively extract the distribution of emotional features of Chinese lyrics, with at least 15 percentage points higher than traditional machine-learning methods (i.e. TF-IDF+SVM and LIWC+SVM), and 7 percentage points higher than other deep-learning models (i.e. RNN, LSTM). In this paper, more than 160,000 lyrics corpus has been leveraged for pre-training word embedding for mood tagging boost.
21.0LGJul 16, 2013
A Safe Screening Rule for Sparse Logistic RegressionJie Wang, Jiayu Zhou, Jun Liu et al.
The l1-regularized logistic regression (or sparse logistic regression) is a widely used method for simultaneous classification and feature selection. Although many recent efforts have been devoted to its efficient implementation, its application to high dimensional data still poses significant challenges. In this paper, we present a fast and effective sparse logistic regression screening rule (Slores) to identify the 0 components in the solution vector, which may lead to a substantial reduction in the number of features to be entered to the optimization. An appealing feature of Slores is that the data set needs to be scanned only once to run the screening and its computational cost is negligible compared to that of solving the sparse logistic regression problem. Moreover, Slores is independent of solvers for sparse logistic regression, thus Slores can be integrated with any existing solver to improve the efficiency. We have evaluated Slores using high-dimensional data sets from different applications. Extensive experimental results demonstrate that Slores outperforms the existing state-of-the-art screening rules and the efficiency of solving sparse logistic regression is improved by one magnitude in general.