Sequential Tests for Large-Scale Learning.

Abstract:

:We argue that when faced with big data sets, learning and inference algorithms should compute updates using only subsets of data items. We introduce algorithms that use sequential hypothesis tests to adaptively select such a subset of data points. The statistical properties of this subsampling process can be used to control the efficiency and accuracy of learning or inference. In the context of learning by optimization, we test for the probability that the update direction is no more than 90 degrees in the wrong direction. In the context of posterior inference using Markov chain Monte Carlo, we test for the probability that our decision to accept or reject a sample is wrong. We experimentally evaluate our algorithms on a number of models and data sets.

journal_name

Neural Comput

journal_title

Neural computation

authors

Korattikara A,Chen Y,Welling M

doi

10.1162/NECO_a_00796

subject

Has Abstract

pub_date

2016-01-01 00:00:00

pages

45-70

issue

1

eissn

0899-7667

issn

1530-888X

pii

10.1162/NECO_a_00796

journal_volume

28

pub_type

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