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Multilabel Classification using Bayesian Compressed
Sensing
Ashish Kapoor , Prateek Jain and Raajay Viswanathan
Microsoft Research, Redmond, USA
Microsoft Research, Bangalore, INDIA
akapoor, prajain, t-rviswa@
Abstract
In this paper, we present a Bayesian framework for multilabel classification using
compressed sensing. The key idea in compressed sensing for multilabel classi-
fication is to first project the label vector to a lower dimensional space using a
random transformation and then learn regression functions over these projections.
Our approach considers both of these components in a single probabilistic model,
thereby jointly optimizing over compression as well as learning tasks. We then
derive an efficient variational inference scheme that provides joint posterior distri-
bution over all the unobserved labels. The two key benefits of the model are that a)
it can naturally handle datasets that have missing labels and b) it can also measure
uncertainty in prediction. The uncertainty estimate provided by the model allows
for active learning paradigms where an oracle provides information about labels
that promise to be maximally informative for the prediction task. Our experiments
show significant boost over prior methods in terms of prediction performance over
benchmark datasets, both in the fully labeled and the missing labels case. Finally,
we also highlight various useful active learning scenarios that are enabled by the
probabilistic model.
1 Introductio
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