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Multi-Label Prediction via Compressed Sensing (0902.1284v2)

Published 8 Feb 2009 in cs.LG

Abstract: We consider multi-label prediction problems with large output spaces under the assumption of output sparsity -- that the target (label) vectors have small support. We develop a general theory for a variant of the popular error correcting output code scheme, using ideas from compressed sensing for exploiting this sparsity. The method can be regarded as a simple reduction from multi-label regression problems to binary regression problems. We show that the number of subproblems need only be logarithmic in the total number of possible labels, making this approach radically more efficient than others. We also state and prove robustness guarantees for this method in the form of regret transform bounds (in general), and also provide a more detailed analysis for the linear prediction setting.

Citations (440)

Summary

  • The paper introduces a novel method that leverages compressed sensing to reduce multi-label prediction to a logarithmic number of subproblems.
  • It demonstrates significant efficiency improvements by accurately recovering sparse signals in massive label spaces with reduced computational cost.
  • The approach provides robustness guarantees via derived regret transform bounds, extending the theoretical framework for high-dimensional prediction.

Multi-Label Prediction via Compressed Sensing

The paper under review explores an innovative approach to multi-label prediction problems, particularly in scenarios where the output space is significantly large but sparse. The authors propose leveraging ideas from compressed sensing to enhance the efficiency and effectiveness of multi-label prediction tasks.

Problem Context and Approach

In multi-label prediction, particularly with massive label sets, conventional methods like the one-against-all strategy become computationally expensive. The authors address this by exploiting output sparsity, which refers to the fact that even though the label space is vast, only a few labels are typically relevant for any given instance.

The approach presented involves a reduction from multi-label regression problems to binary regression problems, utilizing a variant of the error correcting output code scheme. Central to this methodology is the application of compressed sensing techniques, which enable the recovery of sparse signals from significantly fewer observations—a principle leveraged to handle large output spaces efficiently.

Key Contributions and Results

The prominent contributions of this work include:

  1. Theoretical Framework: A formal integration of compressed sensing principles into multi-label prediction is established, enabling prediction with only a logarithmic number of subproblems relative to the number of possible labels.
  2. Efficiency: The proposed method drastically reduces the number of required predictions, making it feasible to apply in very large-scale scenarios with minimal computational overhead.
  3. Robustness Guarantees: The authors derive regret transform bounds, providing robustness guarantees for their method and demonstrating its applicability to the linear prediction setting.

Numerical results underline the efficiency of the method, particularly emphasizing its robustness against output sparsity. Notably, the number of subproblems need only be logarithmic in relation to the total number of labels, making this approach a compelling alternative to traditional strategies that scale poorly with increasing label dimensions.

Implications and Future Directions

From a practical standpoint, this method offers a substantial reduction in computational demand for multi-label tasks, enabling applications in high-dimensional spaces previously deemed impractical due to resource constraints.

On the theoretical front, this paper broadens the scope of compressed sensing applications in machine learning, particularly highlighting its utility in transforming complex, high-dimensional prediction problems into manageable subproblems.

Future research could explore refining the choice of compression functions, exploring advanced reconstruction algorithms, and extending the framework to incorporate structured sparsity patterns, potentially enhancing performance even further for specific domain applications.

In sum, this investigation presents a compelling paradigm for handling multi-label prediction with large label spaces, heralding significant implications for both research and application in fields grappling with high-dimensional data.