Models, code, and papers for "Scott Powers":
Recurrent neural networks (RNNs) are powerful and effective for processing sequential data. However, RNNs are usually considered "black box" models whose internal structure and learned parameters are not interpretable. In this paper, we propose an interpretable RNN based on the sequential iterative soft-thresholding algorithm (SISTA) for solving the sequential sparse recovery problem, which models a sequence of correlated observations with a sequence of sparse latent vectors. The architecture of the resulting SISTA-RNN is implicitly defined by the computational structure of SISTA, which results in a novel stacked RNN architecture. Furthermore, the weights of the SISTA-RNN are perfectly interpretable as the parameters of a principled statistical model, which in this case include a sparsifying dictionary, iterative step size, and regularization parameters. In addition, on a particular sequential compressive sensing task, the SISTA-RNN trains faster and achieves better performance than conventional state-of-the-art black box RNNs, including long-short term memory (LSTM) RNNs.
Recurrent neural networks are powerful models for processing sequential data, but they are generally plagued by vanishing and exploding gradient problems. Unitary recurrent neural networks (uRNNs), which use unitary recurrence matrices, have recently been proposed as a means to avoid these issues. However, in previous experiments, the recurrence matrices were restricted to be a product of parameterized unitary matrices, and an open question remains: when does such a parameterization fail to represent all unitary matrices, and how does this restricted representational capacity limit what can be learned? To address this question, we propose full-capacity uRNNs that optimize their recurrence matrix over all unitary matrices, leading to significantly improved performance over uRNNs that use a restricted-capacity recurrence matrix. Our contribution consists of two main components. First, we provide a theoretical argument to determine if a unitary parameterization has restricted capacity. Using this argument, we show that a recently proposed unitary parameterization has restricted capacity for hidden state dimension greater than 7. Second, we show how a complete, full-capacity unitary recurrence matrix can be optimized over the differentiable manifold of unitary matrices. The resulting multiplicative gradient step is very simple and does not require gradient clipping or learning rate adaptation. We confirm the utility of our claims by empirically evaluating our new full-capacity uRNNs on both synthetic and natural data, achieving superior performance compared to both LSTMs and the original restricted-capacity uRNNs.
We propose the nuclear norm penalty as an alternative to the ridge penalty for regularized multinomial regression. This convex relaxation of reduced-rank multinomial regression has the advantage of leveraging underlying structure among the response categories to make better predictions. We apply our method, nuclear penalized multinomial regression (NPMR), to Major League Baseball play-by-play data to predict outcome probabilities based on batter-pitcher matchups. The interpretation of the results meshes well with subject-area expertise and also suggests a novel understanding of what differentiates players.
In this paper, we propose a novel recurrent neural network architecture for speech separation. This architecture is constructed by unfolding the iterations of a sequential iterative soft-thresholding algorithm (ISTA) that solves the optimization problem for sparse nonnegative matrix factorization (NMF) of spectrograms. We name this network architecture deep recurrent NMF (DR-NMF). The proposed DR-NMF network has three distinct advantages. First, DR-NMF provides better interpretability than other deep architectures, since the weights correspond to NMF model parameters, even after training. This interpretability also provides principled initializations that enable faster training and convergence to better solutions compared to conventional random initialization. Second, like many deep networks, DR-NMF is an order of magnitude faster at test time than NMF, since computation of the network output only requires evaluating a few layers at each time step. Third, when a limited amount of training data is available, DR-NMF exhibits stronger generalization and separation performance compared to sparse NMF and state-of-the-art long-short term memory (LSTM) networks. When a large amount of training data is available, DR-NMF achieves lower yet competitive separation performance compared to LSTM networks.
Most speech enhancement algorithms make use of the short-time Fourier transform (STFT), which is a simple and flexible time-frequency decomposition that estimates the short-time spectrum of a signal. However, the duration of short STFT frames are inherently limited by the nonstationarity of speech signals. The main contribution of this paper is a demonstration of speech enhancement and automatic speech recognition in the presence of reverberation and noise by extending the length of analysis windows. We accomplish this extension by performing enhancement in the short-time fan-chirp transform (STFChT) domain, an overcomplete time-frequency representation that is coherent with speech signals over longer analysis window durations than the STFT. This extended coherence is gained by using a linear model of fundamental frequency variation of voiced speech signals. Our approach centers around using a single-channel minimum mean-square error log-spectral amplitude (MMSE-LSA) estimator proposed by Habets, which scales coefficients in a time-frequency domain to suppress noise and reverberation. In the case of multiple microphones, we preprocess the data with either a minimum variance distortionless response (MVDR) beamformer, or a delay-and-sum beamformer (DSB). We evaluate our algorithm on both speech enhancement and recognition tasks for the REVERB challenge dataset. Compared to the same processing done in the STFT domain, our approach achieves significant improvement in terms of objective enhancement metrics (including PESQ---the ITU-T standard measurement for speech quality). In terms of automatic speech recognition (ASR) performance as measured by word error rate (WER), our experiments indicate that the STFT with a long window is more effective for ASR.
When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of electronic medical records (EMRs) that are only just recently being leveraged to inform better treatment recommendations. These data present a unique challenge because they are high-dimensional and observational. Our goal is to make personalized treatment recommendations based on the outcomes for past patients similar to a new patient. We propose and analyze three methods for estimating heterogeneous treatment effects using observational data. Our methods perform well in simulations using a wide variety of treatment effect functions, and we present results of applying the two most promising methods to data from The SPRINT Data Analysis Challenge, from a large randomized trial of a treatment for high blood pressure.
Bayesian optimization is an elegant solution to the hyperparameter optimization problem in machine learning. Building a reliable and robust Bayesian optimization service requires careful testing methodology and sound statistical analysis. In this talk we will outline our development of an evaluation framework to rigorously test and measure the impact of changes to the SigOpt optimization service. We present an overview of our evaluation system and discuss how this framework empowers our research engineers to confidently and quickly make changes to our core optimization engine