%Aigaion2 BibTeX export from Idiap Publications
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@INPROCEEDINGS{Canevet_ICML_2016,
         author = {Can{\'{e}}vet, Olivier and Jose, Cijo and Fleuret, Francois},
       projects = {Idiap, DASH},
          month = jun,
          title = {Importance Sampling Tree for Large-scale Empirical Expectation},
      booktitle = {Proceedings of the International Conference on Machine Learning (ICML)},
           year = {2016},
       location = {New-York},
       abstract = {We propose a tree-based procedure inspired by the Monte-Carlo Tree Search that dynamically modulates an importance-based sampling to prioritize computation, while getting unbiased estimates of weighted sums. We apply this generic method to learning on very large training sets, and to the evaluation of large-scale SVMs.

The core idea is to reformulate the estimation of a score - whether a loss or a prediction estimate - as an empirical expectation, and to use such a tree whose leaves carry the samples to focus efforts over the problematic "heavy weight" ones.

We illustrate the potential of this approach on three problems: to improve Adaboost and a multi-layer perceptron on 2D synthetic tasks with several million points, to train a large-scale convolution network on several millions deformations of the CIFAR data-set, and to compute the response of a SVM with several hundreds of thousands of support vectors. In each case, we show how it either cuts down computation by more than one order of magnitude and/or allows to get better loss estimates.}
}