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Anthony C. Davison

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2 papers
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2

JMLR Journal 2019 Journal Article

Fast Automatic Smoothing for Generalized Additive Models

  • Yousra El-Bachir
  • Anthony C. Davison

Generalized additive models (GAMs) are regression models wherein parameters of probability distributions depend on input variables through a sum of smooth functions, whose degrees of smoothness are selected by $L_2$ regularization. Such models have become the de-facto standard nonlinear regression models when interpretability and flexibility are required, but reliable and fast methods for automatic smoothing in large data sets are still lacking. We develop a general methodology for automatically learning the optimal degree of $L_2$ regularization for GAMs using an empirical Bayes approach. The smooth functions are penalized by hyper-parameters that are learned simultaneously by maximization of a marginal likelihood using an approximate expectation-maximization algorithm. The latter involves a double Laplace approximation at the E-step, and leads to an efficient M-step. Empirical analysis shows that the resulting algorithm is numerically stable, faster than the best existing methods and achieves state-of-the-art accuracy. For illustration, we apply it to an important and challenging problem in the analysis of extremal data. [abs] [ pdf ][ bib ] &copy JMLR 2019. ( edit, beta )

ICML Conference 2019 Conference Paper

Overcoming Multi-model Forgetting

  • Yassine Benyahia
  • Kaicheng Yu
  • Kamil Bennani-Smires
  • Martin Jaggi
  • Anthony C. Davison
  • Mathieu Salzmann
  • Claudiu Musat

We identify a phenomenon, which we refer to as multi-model forgetting, that occurs when sequentially training multiple deep networks with partially-shared parameters; the performance of previously-trained models degrades as one optimizes a subsequent one, due to the overwriting of shared parameters. To overcome this, we introduce a statistically-justified weight plasticity loss that regularizes the learning of a model’s shared parameters according to their importance for the previous models, and demonstrate its effectiveness when training two models sequentially and for neural architecture search. Adding weight plasticity in neural architecture search preserves the best models to the end of the search and yields improved results in both natural language processing and computer vision tasks.

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