9.9LGApr 3, 2021
A Large-scale Study on Unsupervised Outlier Model Selection: Do Internal Strategies Suffice?Martin Q. Ma, Yue Zhao, Xiaorong Zhang et al.
Given an unsupervised outlier detection task, how should one select a detection algorithm as well as its hyperparameters (jointly called a model)? Unsupervised model selection is notoriously difficult, in the absence of hold-out validation data with ground-truth labels. Therefore, the problem is vastly understudied. In this work, we study the feasibility of employing internal model evaluation strategies for selecting a model for outlier detection. These so-called internal strategies solely rely on the input data (without labels) and the output (outlier scores) of the candidate models. We setup (and open-source) a large testbed with 39 detection tasks and 297 candidate models comprised of 8 detectors and various hyperparameter configurations. We evaluate 7 different strategies on their ability to discriminate between models w.r.t. detection performance, without using any labels. Our study reveals room for progress -- we find that none would be practically useful, as they select models only comparable to a state-of-the-art detector (with random configuration).
Self-supervised Representation Learning with Relative Predictive CodingYao-Hung Hubert Tsai, Martin Q. Ma, Muqiao Yang et al.
This paper introduces Relative Predictive Coding (RPC), a new contrastive representation learning objective that maintains a good balance among training stability, minibatch size sensitivity, and downstream task performance. The key to the success of RPC is two-fold. First, RPC introduces the relative parameters to regularize the objective for boundedness and low variance. Second, RPC contains no logarithm and exponential score functions, which are the main cause of training instability in prior contrastive objectives. We empirically verify the effectiveness of RPC on benchmark vision and speech self-supervised learning tasks. Lastly, we relate RPC with mutual information (MI) estimation, showing RPC can be used to estimate MI with low variance.
Complex Transformer: A Framework for Modeling Complex-Valued SequenceMuqiao Yang, Martin Q. Ma, Dongyu Li et al.
While deep learning has received a surge of interest in a variety of fields in recent years, major deep learning models barely use complex numbers. However, speech, signal and audio data are naturally complex-valued after Fourier Transform, and studies have shown a potentially richer representation of complex nets. In this paper, we propose a Complex Transformer, which incorporates the transformer model as a backbone for sequence modeling; we also develop attention and encoder-decoder network operating for complex input. The model achieves state-of-the-art performance on the MusicNet dataset and an In-phase Quadrature (IQ) signal dataset.