Models, code, and papers for "Tsachy Weissman":

Scanning and Sequential Decision Making for Multi-Dimensional Data - Part II: the Noisy Case

May 20, 2007
Asaf Cohen, Tsachy Weissman, Neri Merhav

We consider the problem of sequential decision making on random fields corrupted by noise. In this scenario, the decision maker observes a noisy version of the data, yet judged with respect to the clean data. In particular, we first consider the problem of sequentially scanning and filtering noisy random fields. In this case, the sequential filter is given the freedom to choose the path over which it traverses the random field (e.g., noisy image or video sequence), thus it is natural to ask what is the best achievable performance and how sensitive this performance is to the choice of the scan. We formally define the problem of scanning and filtering, derive a bound on the best achievable performance and quantify the excess loss occurring when non-optimal scanners are used, compared to optimal scanning and filtering. We then discuss the problem of sequential scanning and prediction of noisy random fields. This setting is a natural model for applications such as restoration and coding of noisy images. We formally define the problem of scanning and prediction of a noisy multidimensional array and relate the optimal performance to the clean scandictability defined by Merhav and Weissman. Moreover, bounds on the excess loss due to sub-optimal scans are derived, and a universal prediction algorithm is suggested. This paper is the second part of a two-part paper. The first paper dealt with sequential decision making on noiseless data arrays, namely, when the decision maker is judged with respect to the same data array it observes.

* The second part of a two-part paper. 49 pages, 6 figures. Submitted to IEEE Trans. Inform. Theory 

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Universal Denoising of Discrete-time Continuous-Amplitude Signals

Jul 22, 2008
Kamakshi Sivaramakrishnan, Tsachy Weissman

We consider the problem of reconstructing a discrete-time signal (sequence) with continuous-valued components corrupted by a known memoryless channel. When performance is measured using a per-symbol loss function satisfying mild regularity conditions, we develop a sequence of denoisers that, although independent of the distribution of the underlying `clean' sequence, is universally optimal in the limit of large sequence length. This sequence of denoisers is universal in the sense of performing as well as any sliding window denoising scheme which may be optimized for the underlying clean signal. Our results are initially developed in a ``semi-stochastic'' setting, where the noiseless signal is an unknown individual sequence, and the only source of randomness is due to the channel noise. It is subsequently shown that in the fully stochastic setting, where the noiseless sequence is a stationary stochastic process, our schemes universally attain optimum performance. The proposed schemes draw from nonparametric density estimation techniques and are practically implementable. We demonstrate efficacy of the proposed schemes in denoising gray-scale images in the conventional additive white Gaussian noise setting, with additional promising results for less conventional noise distributions.

* 56 pages 

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Bias Correction with Jackknife, Bootstrap, and Taylor Series

Sep 05, 2018
Jiantao Jiao, Yanjun Han, Tsachy Weissman

We analyze the bias correction methods using jackknife, bootstrap, and Taylor series. We focus on the binomial model, and consider the problem of bias correction for estimating $f(p)$, where $f \in C[0,1]$ is arbitrary. We characterize the supremum norm of the bias of general jackknife and bootstrap estimators for any continuous functions, and demonstrate the in delete-$d$ jackknife, different values of $d$ may lead to drastically different behavior in jackknife. We show that in the binomial model, iterating the bootstrap bias correction infinitely many times may lead to divergence of bias and variance, and demonstrate that the bias properties of the bootstrap bias corrected estimator after $r-1$ rounds is exactly the same as that of the $r$-jackknife estimator if a bounded coefficients condition is satisfied.


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Local moment matching: A unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distance

Jun 26, 2018
Yanjun Han, Jiantao Jiao, Tsachy Weissman

We present \emph{Local Moment Matching (LMM)}, a unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distance. We construct an efficiently computable estimator that achieves the minimax rates in estimating the distribution up to permutation, and show that the plug-in approach of our unlabeled distribution estimator is "universal" in estimating symmetric functionals of discrete distributions. Instead of doing best polynomial approximation explicitly as in existing literature of functional estimation, the plug-in approach conducts polynomial approximation implicitly and attains the optimal sample complexity for the entropy, power sum and support size functionals.


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Scanning and Sequential Decision Making for Multi-Dimensional Data - Part I: the Noiseless Case

May 08, 2007
Asaf Cohen, Neri Merhav, Tsachy Weissman

We investigate the problem of scanning and prediction ("scandiction", for short) of multidimensional data arrays. This problem arises in several aspects of image and video processing, such as predictive coding, for example, where an image is compressed by coding the error sequence resulting from scandicting it. Thus, it is natural to ask what is the optimal method to scan and predict a given image, what is the resulting minimum prediction loss, and whether there exist specific scandiction schemes which are universal in some sense. Specifically, we investigate the following problems: First, modeling the data array as a random field, we wish to examine whether there exists a scandiction scheme which is independent of the field's distribution, yet asymptotically achieves the same performance as if this distribution was known. This question is answered in the affirmative for the set of all spatially stationary random fields and under mild conditions on the loss function. We then discuss the scenario where a non-optimal scanning order is used, yet accompanied by an optimal predictor, and derive bounds on the excess loss compared to optimal scanning and prediction. This paper is the first part of a two-part paper on sequential decision making for multi-dimensional data. It deals with clean, noiseless data arrays. The second part deals with noisy data arrays, namely, with the case where the decision maker observes only a noisy version of the data, yet it is judged with respect to the original, clean data.

* 46 pages, 2 figures. Revised version: title changed, section 1 revised, section 3.1 added, a few minor/technical corrections made 

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Approximate Profile Maximum Likelihood

Dec 19, 2017
Dmitri S. Pavlichin, Jiantao Jiao, Tsachy Weissman

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML has appealing theoretical properties, but is difficult to compute exactly. Inspired by observations gleaned from exactly solvable cases, we look for an approximate PML solution, which, intuitively, clumps comparably frequent symbols into one symbol. This amounts to lower-bounding a certain matrix permanent by summing over a subgroup of the symmetric group rather than the whole group during the computation. We extensively experiment with the approximate solution, and find the empirical performance of our approach is competitive and sometimes significantly better than state-of-the-art performance for various estimation problems.


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NECST: Neural Joint Source-Channel Coding

Nov 19, 2018
Kristy Choi, Kedar Tatwawadi, Tsachy Weissman, Stefano Ermon

For reliable transmission across a noisy communication channel, classical results from information theory show that it is asymptotically optimal to separate out the source and channel coding processes. However, this decomposition can fall short in the finite bit-length regime, as it requires non-trivial tuning of hand-crafted codes and assumes infinite computational power for decoding. In this work, we propose Neural Error Correcting and Source Trimming (\modelname) codes to jointly learn the encoding and decoding processes in an end-to-end fashion. By adding noise into the latent codes to simulate the channel during training, we learn to both compress and error-correct given a fixed bit-length and computational budget. We obtain codes that are not only competitive against several capacity-approaching channel codes, but also learn useful robust representations of the data for downstream tasks such as classification. Finally, we learn an extremely fast neural decoder, yielding almost an order of magnitude in speedup compared to standard decoding methods based on iterative belief propagation.


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On Estimation of $L_{r}$-Norms in Gaussian White Noise Models

Nov 09, 2017
Yanjun Han, Jiantao Jiao, Rajarshi Mukherjee, Tsachy Weissman

We provide a complete picture of asymptotically minimax estimation of $L_r$-norms (for any $r\ge 1$) of the mean in Gaussian white noise model over Nikolskii-Besov spaces. In this regard, we complement the work of Lepski, Nemirovski and Spokoiny (1999), who considered the cases of $r=1$ (with poly-logarithmic gap between upper and lower bounds) and $r$ even (with asymptotically sharp upper and lower bounds) over H\"{o}lder spaces. We additionally consider the case of asymptotically adaptive minimax estimation and demonstrate a difference between even and non-even $r$ in terms of an investigator's ability to produce asymptotically adaptive minimax estimators without paying a penalty.


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Demystifying ResNet

May 20, 2017
Sihan Li, Jiantao Jiao, Yanjun Han, Tsachy Weissman

The Residual Network (ResNet), proposed in He et al. (2015), utilized shortcut connections to significantly reduce the difficulty of training, which resulted in great performance boosts in terms of both training and generalization error. It was empirically observed in He et al. (2015) that stacking more layers of residual blocks with shortcut 2 results in smaller training error, while it is not true for shortcut of length 1 or 3. We provide a theoretical explanation for the uniqueness of shortcut 2. We show that with or without nonlinearities, by adding shortcuts that have depth two, the condition number of the Hessian of the loss function at the zero initial point is depth-invariant, which makes training very deep models no more difficult than shallow ones. Shortcuts of higher depth result in an extremely flat (high-order) stationary point initially, from which the optimization algorithm is hard to escape. The shortcut 1, however, is essentially equivalent to no shortcuts, which has a condition number exploding to infinity as the number of layers grows. We further argue that as the number of layers tends to infinity, it suffices to only look at the loss function at the zero initial point. Extensive experiments are provided accompanying our theoretical results. We show that initializing the network to small weights with shortcut 2 achieves significantly better results than random Gaussian (Xavier) initialization, orthogonal initialization, and shortcuts of deeper depth, from various perspectives ranging from final loss, learning dynamics and stability, to the behavior of the Hessian along the learning process.


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Beyond Maximum Likelihood: from Theory to Practice

Sep 26, 2014
Jiantao Jiao, Kartik Venkat, Yanjun Han, Tsachy Weissman

Maximum likelihood is the most widely used statistical estimation technique. Recent work by the authors introduced a general methodology for the construction of estimators for functionals in parametric models, and demonstrated improvements - both in theory and in practice - over the maximum likelihood estimator (MLE), particularly in high dimensional scenarios involving parameter dimension comparable to or larger than the number of samples. This approach to estimation, building on results from approximation theory, is shown to yield minimax rate-optimal estimators for a wide class of functionals, implementable with modest computational requirements. In a nutshell, a message of this recent work is that, for a wide class of functionals, the performance of these essentially optimal estimators with $n$ samples is comparable to that of the MLE with $n \ln n$ samples. In the present paper, we highlight the applicability of the aforementioned methodology to statistical problems beyond functional estimation, and show that it can yield substantial gains. For example, we demonstrate that for learning tree-structured graphical models, our approach achieves a significant reduction of the required data size compared with the classical Chow--Liu algorithm, which is an implementation of the MLE, to achieve the same accuracy. The key step in improving the Chow--Liu algorithm is to replace the empirical mutual information with the estimator for mutual information proposed by the authors. Further, applying the same replacement approach to classical Bayesian network classification, the resulting classifiers uniformly outperform the previous classifiers on 26 widely used datasets.


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Estimating the Fundamental Limits is Easier than Achieving the Fundamental Limits

Oct 01, 2017
Jiantao Jiao, Yanjun Han, Irena Fischer-Hwang, Tsachy Weissman

We show through case studies that it is easier to estimate the fundamental limits of data processing than to construct explicit algorithms to achieve those limits. Focusing on binary classification, data compression, and prediction under logarithmic loss, we show that in the finite space setting, when it is possible to construct an estimator of the limits with vanishing error with $n$ samples, it may require at least $n\ln n$ samples to construct an explicit algorithm to achieve the limits.


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Universal Reinforcement Learning

Jul 22, 2009
Vivek F. Farias, Ciamac C. Moallemi, Tsachy Weissman, Benjamin Van Roy

We consider an agent interacting with an unmodeled environment. At each time, the agent makes an observation, takes an action, and incurs a cost. Its actions can influence future observations and costs. The goal is to minimize the long-term average cost. We propose a novel algorithm, known as the active LZ algorithm, for optimal control based on ideas from the Lempel-Ziv scheme for universal data compression and prediction. We establish that, under the active LZ algorithm, if there exists an integer $K$ such that the future is conditionally independent of the past given a window of $K$ consecutive actions and observations, then the average cost converges to the optimum. Experimental results involving the game of Rock-Paper-Scissors illustrate merits of the algorithm.


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LFZip: Lossy compression of multivariate floating-point time series data via improved prediction

Nov 01, 2019
Shubham Chandak, Kedar Tatwawadi, Chengtao Wen, Lingyun Wang, Juan Aparicio, Tsachy Weissman

Time series data compression is emerging as an important problem with the growth in IoT devices and sensors. Due to the presence of noise in these datasets, lossy compression can often provide significant compression gains without impacting the performance of downstream applications. In this work, we propose an error-bounded lossy compressor, LFZip, for multivariate floating-point time series data that provides guaranteed reconstruction up to user-specified maximum absolute error. The compressor is based on the prediction-quantization-entropy coder framework and benefits from improved prediction using linear models and neural networks. We evaluate the compressor on several time series datasets where it outperforms the existing state-of-the-art error-bounded lossy compressors. The code and data are available at https://github.com/shubhamchandak94/LFZip


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Entropy Rate Estimation for Markov Chains with Large State Space

Sep 24, 2018
Yanjun Han, Jiantao Jiao, Chuan-Zheng Lee, Tsachy Weissman, Yihong Wu, Tiancheng Yu

Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed that the sample complexity is sublinear in $S$, and [Valiant--Valiant2011] showed that consistent estimation of Shannon entropy is possible if and only if the sample size $n$ far exceeds $\frac{S}{\log S}$. In this paper we consider the problem of estimating the entropy rate of a stationary reversible Markov chain with $S$ states from a sample path of $n$ observations. We show that: (1) As long as the Markov chain mixes not too slowly, i.e., the relaxation time is at most $O(\frac{S}{\ln^3 S})$, consistent estimation is achievable when $n \gg \frac{S^2}{\log S}$. (2) As long as the Markov chain has some slight dependency, i.e., the relaxation time is at least $1+\Omega(\frac{\ln^2 S}{\sqrt{S}})$, consistent estimation is impossible when $n \lesssim \frac{S^2}{\log S}$. Under both assumptions, the optimal estimation accuracy is shown to be $\Theta(\frac{S^2}{n \log S})$. In comparison, the empirical entropy rate requires at least $\Omega(S^2)$ samples to be consistent, even when the Markov chain is memoryless. In addition to synthetic experiments, we also apply the estimators that achieve the optimal sample complexity to estimate the entropy rate of the English language in the Penn Treebank and the Google One Billion Words corpora, which provides a natural benchmark for language modeling and relates it directly to the widely used perplexity measure.

* Published as a conference paper on NIPS 2018 

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Humans are still the best lossy image compressors

Oct 29, 2018
Ashutosh Bhown, Soham Mukherjee, Sean Yang, Shubham Chandak, Irena Fischer-Hwang, Kedar Tatwawadi, Tsachy Weissman

Lossy image compression has been studied extensively in the context of typical loss functions such as RMSE, MS-SSIM, etc. However, it is not well understood what loss function might be most appropriate for human perception. Furthermore, the availability of massive public image datasets appears to have hardly been exploited in image compression. In this work, we perform compression experiments in which one human describes images to another, using publicly available images and text instructions. These image reconstructions are rated by human scorers on the Amazon Mechanical Turk platform and compared to reconstructions obtained by existing image compressors. In our experiments, the humans outperform the state of the art compressor WebP in the MTurk survey on most images, which shows that there is significant room for improvement in image compression for human perception. The images, results and additional data is available at https://compression.stanford.edu/human-compression.


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