A Unified Approach for Schema Matching, Coreference and Canonicalization

Submitted to the 14th ACM SIGKDD In-ternational Conference on Knowledge Discovery and Data Mining 2008
A Unified Approach for Schema Matching, Coreference and Canonicalization
Michael Wick, Khashayar Rohanimanesh, Karl Schultz, Andrew McCallum

The automatic consolidation of database records from many heterogeneous sources into a single repository requires solving several information integration tasks. Although tasks such as coreference, schema matching, and canonicalization are closely related, they are most commonly studied in isolation.

Systems that do tackle multiple integration problems traditionally solve each independently, allowing errors to propagate from one task to another. In this paper, we describe a discriminatively-trained model that reasons about schema matching, coreference, and canonicalization jointly.

We evaluate our model on a real-world data set of people and demonstrate that simultaneously solving these tasks reduces errors over a cascaded or isolated approach.

Our experiments show that a joint model is able to improve substantially over systems that either solve each task in isolation or with the conventional cascade. We demonstrate nearly a 50% error reduction for coreference and a 40% error reduction for schema matching.

Another publication from the same category: Machine Learning and Data Science

IEEE Computing Conference 2018, London, UK

Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix of the data requires outer products. Therefore, their spectral properties are tightly connected. This allows us to examine the kernel matrix through the sample covariance matrix in the feature space and vice versa. The use of kernels often involves a large number of features, compared to the number of observations. In this scenario, the sample covariance matrix is not well-conditioned nor is it necessarily invertible, mandating a solution to the problem of estimating high-dimensional covariance matrices under small sample size conditions. We tackle this problem through the use of a shrinkage estimator that offers a compromise between the sample covariance matrix and a well-conditioned matrix (also known as the "target") with the aim of minimizing the mean-squared error (MSE). We propose a distribution-free kernel matrix regularization approach that is tuned directly from the kernel matrix, avoiding the need to address the feature space explicitly. Numerical simulations demonstrate that the proposed regularization is effective in classification tasks.