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- Published on Saturday, 01 March 2014 20:29

Sergey and me gave an interview on Shogun and Google Summer of Code. Here it is:

The internet. More specifically #shogun on irc.freenode.net. Wasn’t IRC that thing that our big brothers used as a socialising substitute when they were teenagers back in the 90s? Anyways. We are talking to two of the hottest upcoming figures in machine learning open-source software, the Russian software entrepreneur Sergey Lisitsyn, and the big German machine Heiko Strathmann.

**Hi guys, glad to meet you. Would you mind introducing yourself?**

Sergey **(S)**: Hey, I am Sergey. If you ask me what do I do apart from Shogun - I am currently working as a software engineer and finishing my Master’s studies at Samara State Aerospace University. I joined Shogun in 2011 as a student and now I am doing my best to help guys from the Shogun team to keep up with GSoC 2014.

Heiko **(H)**: Hej, my name is Heiko. I do a Phd in Neuroscience & Machine Learning at the Gatsby Institute in London and joined Shogun three years ago during GSoC. I love open-source since my days in school.

**Your project, Shogun, is about Machine Learning. That sounds scary and sexy, but what is it really?**

**H**: My grandmother recently sent me an email asking about this ‘maschinelles Lernen’. I replied it is the art of finding structure in data in an automated way. She replied: Since when are you an artist? And what is this “data”? I showed her the movie PI by Darren Aronofsky where the main character at some point is able to predict stock prices after realising “the pattern”, and said that’s what we want to do with a computer. Since then, she is worried about me because the guy puts a drill into his head in the end….. Another cool application is for example to model brain patterns to allow people to learn how to use a prosthesis faster.

**S**: Or have you seen your iPhone detects faces? That’s just a Support Vector Machine (SVM). It employs kernels which are inner products of non-linear mappings of Haar features into a reproducing kernel Hilbert Space so that it minimizes ….

**Yeah, okok... What is the history of Shogun in the GSoC?**

**S****:** The project got started by Sören in his student days around 15 years ago. It was a research only tool for a couple of years before being made public. Over the years, more and more people joined, but the biggest boost came from GSoC...

**H**: We just got accepted into our 4th year in that program. We had 5+8+8 students so far who all successfully did the program with us. Wow I guess that’s a few million dollars. (EDITOR: actually 105,000$.) GSoC students forced Shogun to grow up in many ways: github, a farm of buildbots, proper unit-testing, a cloud-service, web-demos, etc were all set up by students. Also, the diversity of algorithms from latest research increased a lot. From the GSoC money, we were able to fund our first Shogun workshop in Berlin last summer.

**How did you two got into Shogun and GSoC? Did the money play a role?**

**H**: I was doing my undergraduate project back in 2010, which actually involved kernel SVMs, and used Shogun. I thought it would be a nice idea of putting my ideas into it -- also I was lonely coding just on my own. 2010, they were rejected from GSoC, but I eventually implemented my ideas in 2011. The money to me was very useful as I was planning to move to London soon. Being totally broke in that city one year later, I actually paid my rent from my second participation’s stipend - which I got for implementing ideas from my Master’s project at uni. Since 2013, I mentor other students and help organising the project. I think I would have stayed around without the money, but it would have been a bit tougher.

**S**: We were having a really hard winter in Russia. While I was walking my bear and clearing the roof of the snow, I realised I forgot to turn off my nuclear missile system…..

**H**: Tales!

**S**: Okay, so on another cold night I noticed a message on GSoC somewhere and then I just glanced over the list of accepted organizations and Shogun’s description was quite interesting so I joined a chat and started talking to people - the whole thing was breathtaking for me. As for the money - well, I was a student and was about to start my first part-time job as a developer - it was like a present for me but it didn’t play the main role!

**H**: To make it short: Sergey suddenly appeared and rocked the house coding in lightspeed, drinking Vodka.

**But now you are not paid anymore, while still spending a lot of time on the project. What motivates you to do this?**

**S**: This just involves you and you feels like you participate in something useful. Such kind of appreciation is important!

**H**: Mentoring students is very rewarding indeed! Some of those guys are insanely motivated and talented. It is very nice to interact with the community with people from all over the world sharing the same interest. Trying to be a scientist, GSoC is also very useful in producing tools that myself or my colleagues need, but that nobody has the time to build properly. You see, there are all sorts of synergic effects in GSoC and my day-job at university, such as meeting new people or getting a job since you know how to code in a team.

**How does this work? Did you ever publish papers based on GSoC work?**

**S****:** Yeah, I actually published a paper based on my GSoC 2011 work. It is called ‘Tapkee: An Efficient Dimension Reduction Library’ and was recently published in the Journal of Machine Learning Research. We started writing it up with my mentor Christian (Widmer) and later Fernando (Iglesias) joined our efforts. It took enormous amount of time but we did it! Tapkee by the way is a Russian word for slippers.

**H**: I worked on a project on statistical simulation of global ozone data last year. The code is mainly based on one of my last year’s student’s project - a very clever and productive guy from Mumbai who I would never have met without the program, see http://www.ucl.ac.uk/roulette/ozoneexample

**So you came all the way from being a student with GSoC up to being an organisation admin. How does the perspective change during this path?**

**H****:** I first had too much time so I coded open-source, then too little money so I coded open-source, then too much work so I mentor people coding it open-source. At some point I realised I like this stuff so much that I would like to help organising Shogun and bring together the students and scientists involved. It is great to give back to the community which played a major role for me in my studies. It is also sometimes quite amusing to get those emails by students applying, being worried about the same unimportant things that I worried about back then.

**S**: It seems to be quite natural actually. You could even miss the point when things change and you became a mentor. Once you are into the game things are going pretty fast. Especially if you have full-time job and studies!

**Are there any (forbidden) substances that you exploit to keep up with the workload?**

**S**: It would sound strange but I am not addicted to vodka. Although I bet Heiko is addicted to beer and sausages.

**H**: Coffeecoffeecoffeee…… Well, to be honest GSoC definitely reduces your sleep no matter whether you are either student, mentor, or admin. By the way, our 3.0 release was labelled: Powered by Vodka, Mate, and beer.

**Do you crazy Nerds actually ever go away from your computers?**

**H**: No.

**S**: Once we all met at our workshop in Berlin - but we weren’t really away from our computers. Why on earth to do that?

**Any tips for upcoming members of the open-source community? For students? Mentors? Admins?**

**H**: Students: Do GSoC! You will learn a lot. Mentors: Do GSoC! You will get a lot. Admins/Mentors: Don’t do GSoC, it ruins your health. Rather collect stamps!

**S**: He is kidding. (whispers: “we need this … come on … just be nice to them”)

**H****:** Okay to be honest: just have fun of what you are doing!

Due to the missing interest in the community, Sergey and Heiko interviewed themselves on their own.

Shogun: http://www.shogun-toolbox.org

GSoC 2013 blog: http://herrstrathmann.de/shogun-blog/110-shogun-3-0.html

GSoC 2014 ideas: http://www.shogun-toolbox.org/page/Events/gsoc2014_ideas

Heiko: http://herrstrathmann.de/

Sergey: http://cv.lisitsyn.me/

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- Published on Saturday, 01 March 2014 01:42

Yeah! Shogun this week got accepted to be an organisation participating in the 10th Google Summer of Code. This year, besides mentoring a few projects, I am one of the three project administrators. I am curious how this will be. One first thing to do was to write the application for Shogun - I'm glad it worked! I also will spend a little more time organising things. Apart from trying to find mentors (which requires a lot of talking people into it), I also want to make Shogun (and the students) having more from the program. Last year, I pushed the team to ask all students

- to
**write a project report**in the form of IPython notebooks (link). These are absolutely great for talking about the GSoC work, impressing people, and having a final piece of work to show for the students. - To
**fully unit-test every module**of their algorithm/framework. This is absolutely essential in order to not loose the student's work a few years later when a re-factoring change breaks their code and nobody knows how to fix it. Those tests already saved lots of life since last year. - To
**peer-review each other**in pairs of students. This improved documentation here and there and solved some bugs. I want to emphasise this more this year as I think it is a great way of enabling synergistic effects between students.

In addition, we will again screen all the applicants via a set of entrance tasks on our github page (link). I just wrote a large number of such smaller or larger tasks that get students started on a particular project, fix bugs in Shogun, or prepare some larger change. In order to get the students started a bit more easily (contributing to Shogun these days is a non-trivial task), I wrote a little how-to (link) that is supposed to point out our expectations, and what are the first steps towards participating in GSoC.

Finally, I wrote descriptions for quite a few possible projects, some of them with a number of interesting co-mentors. The full list is here (link). If you are a talented student interested in any of those topics, consider working with us during the summer. It's usually very fun!

**Variational Learning for Recommendation with Big Data**. With Emtiyaz Khan, who I met at last year's workshop for latent Gaussian models. Matrix factorisation and Gaussian Processes, ultra-cool project.**Generic Framework for Markov Chain Monte Carlo Algorithms and Stan Interface.**With Theo Papamarkou, who I know from my time at UCL Statistics. It's about a modular representation of MCMC within Shogun and a possible interface to STAN for the actual sampling. This would be a major step of Shogun towards probabilistic models.**Testing and Measuring Variable Interactions With Kernels.**With Dino, who is post-doc at Gatsby and co-author of our optimal kernel for MMD paper. This project is to implement all kernel based interaction measures in Shogun in a unified way. We'll probably use this for research later.**A Meta-Language for Shogun examples**. With Sören. Write example once, press button to generate in any modular language binding. This would be so useful to have in Shogun!**Lobbying Shogun in MLPACK’s automatic benchmarking system**. Joint project with Ryan from MLPACK. He already can compare speed of different toolboxes. Now let's compare results.**Shogun Missionary & Shogun in Education**. With Sören. Write high quality notebooks and eye-candy examples. Very different project as this is about creative technical writing and illustrating methods on cool data rather than hacking new algorithms. I would be very excited if this happened!

Some of the other projects involve cool buzzwords such as Deep Learning, Structured Output, Kernel, Dual solvers, Cluster backends, etc. Join us! :)

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- Published on Tuesday, 09 April 2013 11:14

Shogun got accepted in the Google Summer of Code 2013!

Check out our ideas page. This year, I will be a mentor rather than a student and I am very excited about this.

I'll be offering two projects:

- Implement Gaussian process classification (joint with Oliver Stegle). This is an extension of the GSoC project last year and should be quite interested while not being too complicated (link)
- Implement unbiased estimators of likelihoods of very large, sparse Gaussian distributions (joint with Erlend Aune and Daniel Simpson). This one is quite challenging since it involved many different topics. However, it should also be very interesting (link)

I will blog about this here.

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- Published on Sunday, 28 October 2012 21:49

Sören wrote a nice summarising blog post on the GSoC 2012. See here.

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- Published on Tuesday, 11 September 2012 14:31

Since a few weeks, GSoC 2012 is over. It has been a pretty cool summer for me. As last year, I learned lots of things. This year though, my project a bit more research oriented -- which is nice since it allowed me to connect my work for SHOGUN with the stuff I do in Uni. I even mentioned it in my Master's dissertation (link) which also was about statistical hypothesis testing with the MMD. Working on the dissertation at the same time as on the GSoC was sometimes exhausting. It eventually worked out fine since both things were closely related. I would only suggest to do other important things if they are connected to the GSoC project. However, if this condition is met, things multiply in terms of the reward you get due to synergistic effects.

The other students working for SHOGUN also did very cool projects. All these are included in the SHOGUN 2.0 release (link). The project now also has a new website so its worth taking a closer look. Some of the other (really talented) guys might stay with SHOGUN as I did last year. This once more gives a major boost to development. Thanks to all those guys. I also owe thanks to Sören and Sergey who organised most things and made this summer so rewarding.

In the near future I will try to put in some extensions to the statistical testing framework that I though of during the summer but did not have time to implement: On-line features for the linear time MMD, a framework for kernel selection which includes all investigated methods from my Master's dissertation, and finally write unit-tests using SHOGUN's new framework for that. I will update the SHOGUN project page of my website (link). I might as well send some tweets to SHOGUN's new twitter account (link).

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- Published on Tuesday, 14 August 2012 15:34

This will be my last weekly report for this years summer of code! Last week, I did not write a report since I have been very busy with experiments for a rebuttal for the NIPS submission (see 2nd GSoC weekly report). This week was more productive: I continued polishing the new framework for statistical tests, squeezed out some final bugs and made made a few things more effective.

I also created graphical examples for linear and quadratic time MMD and HSIC based tests. These serve the purpose of illustrating how the methods work on simple datasets. They sample the underlying statistic's null and alternative distributions using all different methods I implemented and plot distributions with test thresholds (as well as data). For the MMD tests, the dataset contains samples from two multivariate Gaussian distributions with unit variance in every component and equal means in all but one component. The HSIC tests uses data where dependence is induced via rotation (see last report). Below are screenshots of the output of the examples.

These images were also added to the shogun-tutorial. I added a part about independence testing and corrected some mistakes in there. All methods I implemented are now contained within the tutorial. Another documentation related thing I did was to update doxygen based sourcecode documentation. In particular, I cleaned up the horrible mess in the CStatistics class -- and replaced all ascii-art by LaTeX. Although there are still things to do, my project is now in the status "done" in terms of GSoC :) It was a nice summer! I guess I will be extending it with some ideas that came up while working on with kernel two sample tests recently.

For the last week, I intend to get some unit-testing done and start to focus on things that are needed for our upcoming 2.0 release (Bug hunting, fix warnings, implement things that people request). I will also write an overall summary on the GSoC next month or so. Next month will be busy since I also have to finish my Master's project.

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- Published on Monday, 30 July 2012 18:12

Step by step, my project enters a final state :)

Last week, I added new data generation methods, which are used from a new example for independence tests with HSIC. It demonstrates that the HSIC based test is able to capture dependence which is induced by rotating data that has zero correlation -- one of the problems from the paper [1]. Here is a picture; the question is: are the two dimensions dependent? Or moreover, is a test able to capture that? (correlation is almost zero, dependence is induced via rotation)

I also realised that my current class structure had problems doing bootstrapping for HSIC, so I re-factored a bit. Bootstrapping is now also available for HISC using the same code that does it for two-sample-tests. I also removed some redundancy -- both independence and two-sample tests are very similar problems and implementations should share code where possible.

Another thing that was missing so far is to compute test thresholds; so far, only p-values could be computed. Since different people have different tastes about this, I added both methods. Checking a test statistic against a threshold is straight-forward and gives a binary answer; computing a p-value gives the position of the test statistic in the null-distribution -- this contains more information. To compute thresholds, one needs the inverse CDF function for the null-distribution. In the bootstrapping case, it is easy since simply the sample that corresponds to a certain quantile has to be reported. For cases where a normal- or gamma-distribution was fitted, I imported some more routines from the nice ALGLIB toolbox.

For this week, I plan to continue with finishing touches, documentation, examples/tests, etc. Another idea I had is to make the linear time MMD test work with SHOGUN's streaming features, since the *infinite* or *streaming data* case is the main area for its usage.

[1]: Gretton, A., Fukumizu, K., Teo, C., & Song, L. (2008). A kernel statistical test of independence. Advances in Neural Information Processing Systems

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- Published on Monday, 23 July 2012 16:30

I spend quite some fraction of last week on something which is not really related my project: trying to make cross-validation possible for multi-class MKL (multiple kernel learning) machines using my framework from last year's GSoC. To this end, I added subset support to SHOGUN's combined features class; and then went for a bunch of bugs that prevented it from working. But it now does! So cross-validation should now be possible within a lot more situations. Thanks to Eric who reported all the problems.

Apart from that, I worked on documentation for the new statistical testing framework. I added doxygen class descriptions, see for example CQuadraticTimeMMD. More important, I started writing a section for the SHOGUN tutorial, a book-like description of all algorithms. We hope that it will grow in the future. You can find the \(\LaTeX\) sources at github. We should/will add a live pdf download soon.

Another minor thing I implemented is a data generator class. I think it is nice to illustrate new algorithms with data that is not fixed (aka load a file). The nice thing about this is that it is available for examples from all interfaces -- so far I implemented this separately for c++ and python; this is more elegant now. I bet some of the others projects will need similar methods for their demos too; so please extend the class!

This week, I will add more data generation methods to the generator, in particular data that can be used to illustrate the recently implemented HSIC test for independence. Reference datasets are quite complicated, so this might take a while. Another thing we recently changed is a new framework for unit-tests, so I will write these for all new methods I created recently.

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- Published on Monday, 16 July 2012 20:58

Last week was a mixed one. Next to new examples, tests, bugfixes, and helper methods, the biggest implementation is an automatic kernel selection algorithm for the linear time MMD. This is one thing that I worked on during my Master project at UCL.

It selects optimal optimal kernel weights for kernel of the family

\[

\mathcal{K}:=\{k : k=\sum_{u=1}^d\beta_uk_u,\sum_{u=1}^d\beta_u\leq D,\beta_u\geq0, \forall u\in\{1,...,d\}\}

\]

by solving the convex program

\[

\min \{ \beta^T\hat{Q}\beta : \beta^T \hat{\eta}=1, \beta\succeq0\}

\]

where \(\hat{Q}\) is a linear time estimate of the covariance of the MMD estimates and \(\hat{\eta}\) is a linear time estimate of the MMD.

I already described this a few weeks ago, when the method was developed. It is now integrated into SHOGUN. Efficient kernel selection, yeah :) It uses a convex solver called libqp, which is by Vojtech Franc, one of the mentors of this year's GSoC. Still, I need to think of a nice way of embedding it into SHOGUN's model selection framework, which isn't as straight-forward as it first seems.

This week, bug-hunting continues with a bug that gives wrong results during cross-validation on multi-class machines. Afterwards, I will try to polish my code so far a bit, especially documentation (and tutorial); and continue on more examples/demo for the new framework for statistical testing.

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- Published on Monday, 09 July 2012 16:25

Finally, I started on kernel based (in)dependence tests last week. These are tests that try to find out whether for two random variables \(\textbf{x},\textbf{y} \) are independent, i.e. whether their joint distribution factorises into the individual ones. The null hypothesis (that may be rejected) is \[ H_0:P_\textbf{x}P_\textbf{y}=P_{\textbf{x}\textbf{y}}\]

These kind of tests basically work like two-sample tests: Given one set of samples from each random variable

\[ Z=(X,Y)=\{(x_1,y_1,...,(x_m,y_m)\}\]

a test statistic is computed and then compared against the distribution of the statistic under the null-hypothesis. If the position is in an upper part of it, the null-hypothesis is rejected since it is unlikely that the current value was generated by it.

The class of independence tests I will implement for my project are all based on the *Hilbert Schmidt independence criterion* (HSIC), which takes out the above procedure to an reproducing kernel Hilbert space (RKHS). The (biased version of the) HSIC statistic itself is simply given by

\[\text{HSIC}_b(Z)=\frac{1}{m^2}\text{trace}(KHLH)\]

where \(K,L \) are kernel matrices of the input samples \( X,Y\) in some RKHS and \(H=I-\frac{1}{m}\textbf{1}\textbf{1}^T\) is a centring matrix.

I integrated a general modular framework for independence tests into SHOGUN. The HSIC class is the first kernel-independence test that works. Interfaces are very similar to the two-sample test, however, they are not quite the same for various reasons. That's why there is another class for independence testing next to the one for two-sample testing.

As for the two-sample tests, the null-distribution may simply be approximated by bootstrapping, i.e. merging the samples and computing the statistic for many times. This is now possible for any independence test. Another method to approximate the null-distribution for HSIC is fitting a Gamma distribution [1] as

\[m\text{HSIC}=\frac{x^{\alpha-1}\exp(-\frac{x}{\beta})}{\beta^\alpha \Gamma(\alpha)} \] where

\[\alpha=\frac{(\textbf{E}(\text{HSIC}_b(Z)))^2}{\text{var}(\text{HSIC}_b(Z))} \quad \text{and}\quad\beta=\frac{m\text{var}(\text{HSIC}_b(Z))}{\textbf{E}(\text{HSIC}_b(Z))}\]

It's also already implemented! There are already modular interfaces for the new classes and some simple tests. I will extend these during this weak. Time passes fast: The mid-term-evaluation is this week already. I pretty much enjoyed the first half :)

[1]: Gretton, A., Fukumizu, K., Teo, C., & Song, L. (2008). A kernel statistical test of independence.

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- Published on Monday, 02 July 2012 16:36

Last week's changes were all rather subtle:

- I created some first modular examples in python,
- fixed this big bug in the model selection trees I talked about last week (nasty!),
- added some convenience methods for the two-sample-test constructors (there is now a new method in CFeatures to append feature objects)
- and corrected a bunch of bugs on the fly.

This week, I will do some more work on the examples and then start working on independence testing.