Michael I. Jordan - UC Berkeley

Michael I. Jordan
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Michael I. Jordan
UC Berkeley
United States

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Computer Science - Learning (29)
Statistics - Machine Learning (24)
Mathematics - Optimization and Control (14)
Statistics - Methodology (9)
Statistics - Theory (7)
Mathematics - Statistics (7)
Computer Science - Data Structures and Algorithms (7)
Computer Science - Distributed; Parallel; and Cluster Computing (6)
Mathematics - Information Theory (4)
Computer Science - Information Theory (4)
Statistics - Computation (3)
Computer Science - Databases (3)
Mathematics - Numerical Analysis (2)
Mathematics - Probability (2)
Computer Science - Numerical Analysis (1)
Computer Science - Computational Complexity (1)
Computer Science - Computation and Language (1)
Computer Science - Robotics (1)
Computer Science - Neural and Evolutionary Computing (1)
Computer Science - Artificial Intelligence (1)
Statistics - Applications (1)
Computer Science - Discrete Mathematics (1)

Publications Authored By Michael I. Jordan

A significant literature has arisen to study ways to employing prior knowledge to improve power and precision of multiple testing procedures. Some common forms of prior knowledge may include (a) a priori beliefs about which hypotheses are null, modeled by non-uniform prior weights; (b) differing importances of hypotheses, modeled by differing penalties for false discoveries; (c) partitions of the hypotheses into known groups, indicating (dis)similarity of hypotheses; and (d) knowledge of independence, positive dependence or arbitrary dependence between hypotheses or groups, allowing for more aggressive or conservative procedures. We present a general framework for global null testing and false discovery rate (FDR) control that allows the scientist to incorporate all four types of prior knowledge (a)-(d) simultaneously. Read More

Machine learning applications are increasingly deployed not only to serve predictions using static models, but also as tightly-integrated components of feedback loops involving dynamic, real-time decision making. These applications pose a new set of requirements, none of which are difficult to achieve in isolation, but the combination of which creates a challenge for existing distributed execution frameworks: computation with millisecond latency at high throughput, adaptive construction of arbitrary task graphs, and execution of heterogeneous kernels over diverse sets of resources. We assert that a new distributed execution framework is needed for such ML applications and propose a candidate approach with a proof-of-concept architecture that achieves a 63x performance improvement over a state-of-the-art execution framework for a representative application. Read More

This paper shows that a perturbed form of gradient descent converges to a second-order stationary point in a number iterations which depends only poly-logarithmically on dimension (i.e., it is almost "dimension-free"). Read More

We consider the problem of decoding a discrete signal of categorical variables from the observation of several histograms of pooled subsets of it. We present an Approximate Message Passing (AMP) algorithm for recovering the signal in the random dense setting where each observed histogram involves a random subset of entries of size proportional to n. We characterize the performance of the algorithm in the asymptotic regime where the number of observations $m$ tends to infinity proportionally to n, by deriving the corresponding State Evolution (SE) equations and studying their dynamics. Read More

Recent work by Nesterov and Stich showed that momentum can be used to accelerate the rate of convergence for block Gauss-Seidel in the setting where a fixed partitioning of the coordinates is chosen ahead of time. We show that this setting is too restrictive, constructing instances where breaking locality by running non-accelerated Gauss-Seidel with randomly sampled coordinates substantially outperforms accelerated Gauss-Seidel with any fixed partitioning. Motivated by this finding, we analyze the accelerated block Gauss-Seidel algorithm in the random coordinate sampling setting. Read More

In Bayesian analysis, the posterior follows from the data and a choice of a prior and a likelihood. One hopes that the posterior is robust to reasonable variation in the choice of prior, since this choice is made by the modeler and is often somewhat subjective. A different, equally subjectively plausible choice of prior may result in a substantially different posterior, and so different conclusions drawn from the data. Read More

Momentum methods play a central role in optimization. Several momentum methods are provably optimal, and all use a technique called estimate sequences to analyze their convergence properties. The technique of estimate sequences has long been considered difficult to understand, leading many researchers to generate alternative, "more intuitive" methods and analyses. Read More

The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for the distributed environment, CoCoA, that has an efficient communication scheme and is applicable to a wide variety of problems in machine learning and signal processing. We extend the framework to cover general non-strongly convex regularizers, including L1-regularized problems like lasso, sparse logistic regression, and elastic net regularization, and show how earlier work can be derived as a special case. Read More

We extend the adaptive regression spline model by incorporating saturation, the natural requirement that a function extend as a constant outside a certain range. We fit saturating splines to data using a convex optimization problem over a space of measures, which we solve using an efficient algorithm based on the conditional gradient method. Unlike many existing approaches, our algorithm solves the original infinite-dimensional (for splines of degree at least two) optimization problem without pre-specified knot locations. Read More

We develop and analyze a procedure for gradient-based optimization that we refer to as stochastically controlled stochastic gradient (SCSG). As a member of the SVRG family of algorithms, SCSG makes use of gradient estimates at two scales. Unlike most existing algorithms in this family, both the computation cost and the communication cost of SCSG do not necessarily scale linearly with the sample size n; indeed, these costs are independent of n when the target accuracy is low. Read More

We provide two fundamental results on the population (infinite-sample) likelihood function of Gaussian mixture models with $M \geq 3$ components. Our first main result shows that the population likelihood function has bad local maxima even in the special case of equally-weighted mixtures of well-separated and spherical Gaussians. We prove that the log-likelihood value of these bad local maxima can be arbitrarily worse than that of any global optimum, thereby resolving an open question of Srebro (2007). Read More

Bayesian hierarchical models are increasing popular in economics. When using hierarchical models, it is useful not only to calculate posterior expectations, but also to measure the robustness of these expectations to reasonable alternative prior choices. We use variational Bayes and linear response methods to provide fast, accurate posterior means and robustness measures with an application to measuring the effectiveness of microcredit in the developing world. Read More

We present CYCLADES, a general framework for parallelizing stochastic optimization algorithms in a shared memory setting. CYCLADES is asynchronous during shared model updates, and requires no memory locking mechanisms, similar to HOGWILD!-type algorithms. Unlike HOGWILD!, CYCLADES introduces no conflicts during the parallel execution, and offers a black-box analysis for provable speedups across a large family of algorithms. Read More

We present a Communication-efficient Surrogate Likelihood (CSL) framework for solving distributed statistical inference problems. CSL provides a communication-efficient surrogate to the global likelihood that can be used for low-dimensional estimation, high-dimensional regularized estimation and Bayesian inference. For low-dimensional estimation, CSL provably improves upon naive averaging schemes and facilitates the construction of confidence intervals. Read More

Deep networks rely on massive amounts of labeled data to learn powerful models. For a target task short of labeled data, transfer learning enables model adaptation from a different source domain. This paper addresses deep transfer learning under a more general scenario that the joint distributions of features and labels may change substantially across domains. Read More

Slow mixing is the central hurdle when working with Markov chains, especially those used for Monte Carlo approximations (MCMC). In many applications, it is only of interest to estimate the stationary expectations of a small set of functions, and so the usual definition of mixing based on total variation convergence may be too conservative. Accordingly, we introduce function-specific analogs of mixing times and spectral gaps, and use them to prove Hoeffding-like function-specific concentration inequalities. Read More

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the risk of the resulting statistical estimators. We develop private versions of classical information-theoretic bounds, in particular those due to Le Cam, Fano, and Assouad. These inequalities allow for a precise characterization of statistical rates under local privacy constraints and the development of provably (minimax) optimal estimation procedures. Read More

We derive a construction of the beta process that allows for the atoms with significant measure to be drawn first. Our representation is based on an extension of the Sethuraman (1994) construction of the Dirichlet process, and therefore we refer to it as a stick-breaking construction. Our first proof uses a limiting case argument of finite arrays. Read More

Kernel methods provide an attractive framework for aggregating and learning from ranking data, and so understanding the fundamental properties of kernels over permutations is a question of broad interest. We provide a detailed analysis of the Fourier spectra of the standard Kendall and Mallows kernels, and a new class of polynomial-type kernels. We prove that the Kendall kernel has exactly two irreducible representations at which the Fourier transform is non-zero, and moreover, the associated matrices are rank one. Read More

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelerated methods from a continuous-time perspective. Read More

Given a weighted graph with $N$ vertices, consider a real-valued regression problem in a semi-supervised setting, where one observes $n$ labeled vertices, and the task is to label the remaining ones. We present a theoretical study of $\ell_p$-based Laplacian regularization under a $d$-dimensional geometric random graph model. We provide a variational characterization of the performance of this regularized learner as $N$ grows to infinity while $n$ stays constant, the associated optimality conditions lead to a partial differential equation that must be satisfied by the associated function estimate $\hat{f}$. Read More

We show that gradient descent converges to a local minimizer, almost surely with random initialization. This is proved by applying the Stable Manifold Theorem from dynamical systems theory. Read More

The recent success of deep neural networks relies on massive amounts of labeled data. For a target task where labeled data is unavailable, domain adaptation can transfer a learner from a different source domain. In this paper, we propose a new approach to domain adaptation in deep networks that can jointly learn adaptive classifiers and transferable features from labeled data in the source domain and unlabeled data in the target domain. Read More

We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic model fits a set of observations, and derive a new class of powerful goodness-of-fit tests that are widely applicable for complex and high dimensional distributions, even for those with computationally intractable normalization constants. Both theoretical and empirical properties of our methods are studied thoroughly. Read More

Despite the importance of sparsity in many large-scale applications, there are few methods for distributed optimization of sparsity-inducing objectives. In this paper, we present a communication-efficient framework for L1-regularized optimization in the distributed environment. By viewing classical objectives in a more general primal-dual setting, we develop a new class of methods that can be efficiently distributed and applied to common sparsity-inducing models, such as Lasso, sparse logistic regression, and elastic net-regularized problems. Read More

With the growth of data and necessity for distributed optimization methods, solvers that work well on a single machine must be re-designed to leverage distributed computation. Recent work in this area has been limited by focusing heavily on developing highly specific methods for the distributed environment. These special-purpose methods are often unable to fully leverage the competitive performance of their well-tuned and customized single machine counterparts. Read More

In Bayesian analysis, the posterior follows from the data and a choice of a prior and a likelihood. One hopes that the posterior is robust to reasonable variation in the choice of prior and likelihood, since this choice is made by the modeler and is necessarily somewhat subjective. Despite the fundamental importance of the problem and a considerable body of literature, the tools of robust Bayes are not commonly used in practice. Read More

We study non-convex empirical risk minimization for learning halfspaces and neural networks. For loss functions that are $L$-Lipschitz continuous, we present algorithms to learn halfspaces and multi-layer neural networks that achieve arbitrarily small excess risk $\epsilon>0$. The time complexity is polynomial in the input dimension $d$ and the sample size $n$, but exponential in the quantity $(L/\epsilon^2)\log(L/\epsilon)$. Read More

Training deep networks is a time-consuming process, with networks for object recognition often requiring multiple days to train. For this reason, leveraging the resources of a cluster to speed up training is an important area of work. However, widely-popular batch-processing computational frameworks like MapReduce and Spark were not designed to support the asynchronous and communication-intensive workloads of existing distributed deep learning systems. Read More

Scalable distributed dataflow systems have recently experienced widespread adoption, with commodity dataflow engines such as Hadoop and Spark, and even commodity SQL engines routinely supporting increasingly sophisticated analytics tasks (e.g., support vector machines, logistic regression, collaborative filtering). Read More

We study the improper learning of multi-layer neural networks. Suppose that the neural network to be learned has $k$ hidden layers and that the $\ell_1$-norm of the incoming weights of any neuron is bounded by $L$. We present a kernel-based method, such that with probability at least $1 - \delta$, it learns a predictor whose generalization error is at most $\epsilon$ worse than that of the neural network. Read More

We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as a recent approach to variance reduction for stochastic gradient descent from Johnson and Zhang (2013). Read More

We introduce and analyze stochastic optimization methods where the input to each gradient update is perturbed by bounded noise. We show that this framework forms the basis of a unified approach to analyze asynchronous implementations of stochastic optimization algorithms.In this framework, asynchronous stochastic optimization algorithms can be thought of as serial methods operating on noisy inputs. Read More

Given a similarity graph between items, correlation clustering (CC) groups similar items together and dissimilar ones apart. One of the most popular CC algorithms is KwikCluster: an algorithm that serially clusters neighborhoods of vertices, and obtains a 3-approximation ratio. Unfortunately, KwikCluster in practice requires a large number of clustering rounds, a potential bottleneck for large graphs. Read More

Stochastic algorithms are efficient approaches to solving machine learning and optimization problems. In this paper, we propose a general framework called Splash for parallelizing stochastic algorithms on multi-node distributed systems. Splash consists of a programming interface and an execution engine. Read More

Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model variables (sometimes severely) and provides no information about model variable covariance. We generalize linear response methods from statistical physics to deliver accurate uncertainty estimates for model variables---both for individual variables and coherently across variables. Read More

Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical and applied machine learning literature. In this paper, we analyze a recently proposed technique known as "self-normalization", which introduces a regularization term in training to penalize log normalizers for deviating from zero. Read More

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large datasets typical of modern machine learning. The recently proposed consensus Monte Carlo algorithm removes this limitation by partitioning the data and drawing samples conditional on each partition in parallel (Scott et al, 2013). Read More

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main challenges are the large number of samples typically required, and the difficulty of obtaining stable and steady improvement despite the nonstationarity of the incoming data. We address the first challenge by using value functions to substantially reduce the variance of policy gradient estimates at the cost of some bias, with an exponentially-weighted estimator of the advantage function that is analogous to TD(lambda). Read More

We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Bayesian approach can achieve variable-selection consistency under relatively mild conditions on the design matrix. We then demonstrate that the statistical criterion of posterior concentration need not imply the computational desideratum of rapid mixing of the MCMC algorithm. Read More

For the problem of high-dimensional sparse linear regression, it is known that an $\ell_0$-based estimator can achieve a $1/n$ "fast" rate on the prediction error without any conditions on the design matrix, whereas in absence of restrictive conditions on the design matrix, popular polynomial-time methods only guarantee the $1/\sqrt{n}$ "slow" rate. In this paper, we show that the slow rate is intrinsic to a broad class of M-estimators. In particular, for estimators based on minimizing a least-squares cost function together with a (possibly non-convex) coordinate-wise separable regularizer, there is always a "bad" local optimum such that the associated prediction error is lower bounded by a constant multiple of $1/\sqrt{n}$. Read More

We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy Optimization (TRPO). This algorithm is similar to natural policy gradient methods and is effective for optimizing large nonlinear policies such as neural networks. Read More

Distributed optimization methods for large-scale machine learning suffer from a communication bottleneck. It is difficult to reduce this bottleneck while still efficiently and accurately aggregating partial work from different machines. In this paper, we present a novel generalization of the recent communication-efficient primal-dual framework (CoCoA) for distributed optimization. Read More

Recent studies reveal that a deep neural network can learn transferable features which generalize well to novel tasks for domain adaptation. However, as deep features eventually transition from general to specific along the network, the feature transferability drops significantly in higher layers with increasing domain discrepancy. Hence, it is important to formally reduce the dataset bias and enhance the transferability in task-specific layers. Read More

We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms introduced in Lessard et al. (2014), reducing algorithm convergence to verifying the stability of a dynamical system. Read More

We study the following generalized matrix rank estimation problem: given an $n \times n$ matrix and a constant $c \geq 0$, estimate the number of eigenvalues that are greater than $c$. In the distributed setting, the matrix of interest is the sum of $m$ matrices held by separate machines. We show that any deterministic algorithm solving this problem must communicate $\Omega(n^2)$ bits, which is order-equivalent to transmitting the whole matrix. Read More

The proliferation of massive datasets combined with the development of sophisticated analytical techniques have enabled a wide variety of novel applications such as improved product recommendations, automatic image tagging, and improved speech-driven interfaces. These and many other applications can be supported by Predictive Analytic Queries (PAQs). A major obstacle to supporting PAQs is the challenging and expensive process of identifying and training an appropriate predictive model. Read More

We demonstrate how to calculate posteriors for general CRM-based priors and likelihoods for Bayesian nonparametric models. We further show how to represent Bayesian nonparametric priors as a sequence of finite draws using a size-biasing approach---and how to represent full Bayesian nonparametric models via finite marginals. Motivated by conjugate priors based on exponential family representations of likelihoods, we introduce a notion of exponential families for CRMs, which we call exponential CRMs. Read More

To support complex data-intensive applications such as personalized recommendations, targeted advertising, and intelligent services, the data management community has focused heavily on the design of systems to support training complex models on large datasets. Unfortunately, the design of these systems largely ignores a critical component of the overall analytics process: the deployment and serving of models at scale. In this work, we present Velox, a new component of the Berkeley Data Analytics Stack. Read More