categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
sequence
cs.LG
null
1104.4664
null
null
http://arxiv.org/pdf/1104.4664v1
2011-04-24T22:59:24Z
2011-04-24T22:59:24Z
Temporal Second Difference Traces
Q-learning is a reliable but inefficient off-policy temporal-difference method, backing up reward only one step at a time. Replacing traces, using a recency heuristic, are more efficient but less reliable. In this work, we introduce model-free, off-policy temporal difference methods that make better use of experience than Watkins' Q(\lambda). We introduce both Optimistic Q(\lambda) and the temporal second difference trace (TSDT). TSDT is particularly powerful in deterministic domains. TSDT uses neither recency nor frequency heuristics, storing (s,a,r,s',\delta) so that off-policy updates can be performed after apparently suboptimal actions have been taken. There are additional advantages when using state abstraction, as in MAXQ. We demonstrate that TSDT does significantly better than both Q-learning and Watkins' Q(\lambda) in a deterministic cliff-walking domain. Results in a noisy cliff-walking domain are less advantageous for TSDT, but demonstrate the efficacy of Optimistic Q(\lambda), a replacing trace with some of the advantages of TSDT.
[ "Mitchell Keith Bloch", "['Mitchell Keith Bloch']" ]
cs.LG stat.ML
null
1104.4803
null
null
http://arxiv.org/pdf/1104.4803v4
2014-07-24T00:44:05Z
2011-04-25T20:33:55Z
Clustering Partially Observed Graphs via Convex Optimization
This paper considers the problem of clustering a partially observed unweighted graph---i.e., one where for some node pairs we know there is an edge between them, for some others we know there is no edge, and for the remaining we do not know whether or not there is an edge. We want to organize the nodes into disjoint clusters so that there is relatively dense (observed) connectivity within clusters, and sparse across clusters. We take a novel yet natural approach to this problem, by focusing on finding the clustering that minimizes the number of "disagreements"---i.e., the sum of the number of (observed) missing edges within clusters, and (observed) present edges across clusters. Our algorithm uses convex optimization; its basis is a reduction of disagreement minimization to the problem of recovering an (unknown) low-rank matrix and an (unknown) sparse matrix from their partially observed sum. We evaluate the performance of our algorithm on the classical Planted Partition/Stochastic Block Model. Our main theorem provides sufficient conditions for the success of our algorithm as a function of the minimum cluster size, edge density and observation probability; in particular, the results characterize the tradeoff between the observation probability and the edge density gap. When there are a constant number of clusters of equal size, our results are optimal up to logarithmic factors.
[ "Yudong Chen, Ali Jalali, Sujay Sanghavi and Huan Xu", "['Yudong Chen' 'Ali Jalali' 'Sujay Sanghavi' 'Huan Xu']" ]
cs.LG
null
1104.5059
null
null
http://arxiv.org/pdf/1104.5059v1
2011-04-27T00:58:52Z
2011-04-27T00:58:52Z
Reducing Commitment to Tasks with Off-Policy Hierarchical Reinforcement Learning
In experimenting with off-policy temporal difference (TD) methods in hierarchical reinforcement learning (HRL) systems, we have observed unwanted on-policy learning under reproducible conditions. Here we present modifications to several TD methods that prevent unintentional on-policy learning from occurring. These modifications create a tension between exploration and learning. Traditional TD methods require commitment to finishing subtasks without exploration in order to update Q-values for early actions with high probability. One-step intra-option learning and temporal second difference traces (TSDT) do not suffer from this limitation. We demonstrate that our HRL system is efficient without commitment to completion of subtasks in a cliff-walking domain, contrary to a widespread claim in the literature that it is critical for efficiency of learning. Furthermore, decreasing commitment as exploration progresses is shown to improve both online performance and the resultant policy in the taxicab domain, opening a new avenue for research into when it is more beneficial to continue with the current subtask or to replan.
[ "Mitchell Keith Bloch", "['Mitchell Keith Bloch']" ]
math.OC cs.LG stat.ML
null
1104.5061
null
null
http://arxiv.org/pdf/1104.5061v2
2014-03-13T01:07:49Z
2011-04-27T01:21:05Z
On Combining Machine Learning with Decision Making
We present a new application and covering number bound for the framework of "Machine Learning with Operational Costs (MLOC)," which is an exploratory form of decision theory. The MLOC framework incorporates knowledge about how a predictive model will be used for a subsequent task, thus combining machine learning with the decision that is made afterwards. In this work, we use the MLOC framework to study a problem that has implications for power grid reliability and maintenance, called the Machine Learning and Traveling Repairman Problem ML&TRP. The goal of the ML&TRP is to determine a route for a "repair crew," which repairs nodes on a graph. The repair crew aims to minimize the cost of failures at the nodes, but as in many real situations, the failure probabilities are not known and must be estimated. The MLOC framework allows us to understand how this uncertainty influences the repair route. We also present new covering number generalization bounds for the MLOC framework.
[ "['Theja Tulabandhula' 'Cynthia Rudin']", "Theja Tulabandhula, Cynthia Rudin" ]
stat.ML cs.GT cs.LG
null
1104.5070
null
null
http://arxiv.org/pdf/1104.5070v1
2011-04-27T04:11:10Z
2011-04-27T04:11:10Z
Online Learning: Stochastic and Constrained Adversaries
Learning theory has largely focused on two main learning scenarios. The first is the classical statistical setting where instances are drawn i.i.d. from a fixed distribution and the second scenario is the online learning, completely adversarial scenario where adversary at every time step picks the worst instance to provide the learner with. It can be argued that in the real world neither of these assumptions are reasonable. It is therefore important to study problems with a range of assumptions on data. Unfortunately, theoretical results in this area are scarce, possibly due to absence of general tools for analysis. Focusing on the regret formulation, we define the minimax value of a game where the adversary is restricted in his moves. The framework captures stochastic and non-stochastic assumptions on data. Building on the sequential symmetrization approach, we define a notion of distribution-dependent Rademacher complexity for the spectrum of problems ranging from i.i.d. to worst-case. The bounds let us immediately deduce variation-type bounds. We then consider the i.i.d. adversary and show equivalence of online and batch learnability. In the supervised setting, we consider various hybrid assumptions on the way that x and y variables are chosen. Finally, we consider smoothed learning problems and show that half-spaces are online learnable in the smoothed model. In fact, exponentially small noise added to adversary's decisions turns this problem with infinite Littlestone's dimension into a learnable problem.
[ "Alexander Rakhlin, Karthik Sridharan, Ambuj Tewari", "['Alexander Rakhlin' 'Karthik Sridharan' 'Ambuj Tewari']" ]
cs.LG
null
1104.5071
null
null
http://arxiv.org/pdf/1104.5071v1
2011-04-27T04:12:47Z
2011-04-27T04:12:47Z
Attacking and Defending Covert Channels and Behavioral Models
In this paper we present methods for attacking and defending $k$-gram statistical analysis techniques that are used, for example, in network traffic analysis and covert channel detection. The main new result is our demonstration of how to use a behavior's or process' $k$-order statistics to build a stochastic process that has those same $k$-order stationary statistics but possesses different, deliberately designed, $(k+1)$-order statistics if desired. Such a model realizes a "complexification" of the process or behavior which a defender can use to monitor whether an attacker is shaping the behavior. By deliberately introducing designed $(k+1)$-order behaviors, the defender can check to see if those behaviors are present in the data. We also develop constructs for source codes that respect the $k$-order statistics of a process while encoding covert information. One fundamental consequence of these results is that certain types of behavior analyses techniques come down to an {\em arms race} in the sense that the advantage goes to the party that has more computing resources applied to the problem.
[ "Valentino Crespi and George Cybenko and Annarita Giani", "['Valentino Crespi' 'George Cybenko' 'Annarita Giani']" ]
cs.NI cs.LG
null
1104.5150
null
null
http://arxiv.org/pdf/1104.5150v1
2011-04-27T14:04:27Z
2011-04-27T14:04:27Z
File Transfer Application For Sharing Femto Access
In wireless access network optimization, today's main challenges reside in traffic offload and in the improvement of both capacity and coverage networks. The operators are interested in solving their localized coverage and capacity problems in areas where the macro network signal is not able to serve the demand for mobile data. Thus, the major issue for operators is to find the best solution at reasonable expanses. The femto cell seems to be the answer to this problematic. In this work (This work is supported by the COMET project AWARE. http://www.ftw.at/news/project-start-for-aware-ftw), we focus on the problem of sharing femto access between a same mobile operator's customers. This problem can be modeled as a game where service requesters customers (SRCs) and service providers customers (SPCs) are the players. This work addresses the sharing femto access problem considering only one SPC using game theory tools. We consider that SRCs are static and have some similar and regular connection behavior. We also note that the SPC and each SRC have a software embedded respectively on its femto access, user equipment (UE). After each connection requested by a SRC, its software will learn the strategy increasing its gain knowing that no information about the other SRCs strategies is given. The following article presents a distributed learning algorithm with incomplete information running in SRCs software. We will then answer the following questions for a game with $N$ SRCs and one SPC: how many connections are necessary for each SRC in order to learn the strategy maximizing its gain? Does this algorithm converge to a stable state? If yes, does this state a Nash Equilibrium and is there any way to optimize the learning process duration time triggered by SRCs software?
[ "['Mariem Krichen' 'Johanne Cohen' 'Dominique Barth']", "Mariem Krichen and Johanne Cohen and Dominique Barth" ]
cs.AI cs.LG
null
1104.5256
null
null
http://arxiv.org/pdf/1104.5256v1
2011-04-27T21:40:09Z
2011-04-27T21:40:09Z
Learning Undirected Graphical Models with Structure Penalty
In undirected graphical models, learning the graph structure and learning the functions that relate the predictive variables (features) to the responses given the structure are two topics that have been widely investigated in machine learning and statistics. Learning graphical models in two stages will have problems because graph structure may change after considering the features. The main contribution of this paper is the proposed method that learns the graph structure and functions on the graph at the same time. General graphical models with binary outcomes conditioned on predictive variables are proved to be equivalent to multivariate Bernoulli model. The reparameterization of the potential functions in graphical model by conditional log odds ratios in multivariate Bernoulli model offers advantage in the representation of the conditional independence structure in the model. Additionally, we impose a structure penalty on groups of conditional log odds ratios to learn the graph structure. These groups of functions are designed with overlaps to enforce hierarchical function selection. In this way, we are able to shrink higher order interactions to obtain a sparse graph structure. Simulation studies show that the method is able to recover the graph structure. The analysis of county data from Census Bureau gives interesting relations between unemployment rate, crime and others discovered by the model.
[ "['Shilin Ding']", "Shilin Ding" ]
cs.LG cs.SY math.OC
null
1104.5391
null
null
http://arxiv.org/pdf/1104.5391v1
2011-04-28T13:55:27Z
2011-04-28T13:55:27Z
On Optimality of Greedy Policy for a Class of Standard Reward Function of Restless Multi-armed Bandit Problem
In this paper,we consider the restless bandit problem, which is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. However, it is known be PSPACE-Hard to approximate to any non-trivial factor. Thus the optimality is very difficult to obtain due to its high complexity. A natural method is to obtain the greedy policy considering its stability and simplicity. However, the greedy policy will result in the optimality loss for its intrinsic myopic behavior generally. In this paper, by analyzing one class of so-called standard reward function, we establish the closed-form condition about the discounted factor \beta such that the optimality of the greedy policy is guaranteed under the discounted expected reward criterion, especially, the condition \beta = 1 indicating the optimality of the greedy policy under the average accumulative reward criterion. Thus, the standard form of reward function can easily be used to judge the optimality of the greedy policy without any complicated calculation. Some examples in cognitive radio networks are presented to verify the effectiveness of the mathematical result in judging the optimality of the greedy policy.
[ "Quan Liu, Kehao Wang, Lin Chen", "['Quan Liu' 'Kehao Wang' 'Lin Chen']" ]
cs.LG math.ST stat.ML stat.TH
null
1104.5466
null
null
http://arxiv.org/pdf/1104.5466v1
2011-04-28T18:46:06Z
2011-04-28T18:46:06Z
Notes on a New Philosophy of Empirical Science
This book presents a methodology and philosophy of empirical science based on large scale lossless data compression. In this view a theory is scientific if it can be used to build a data compression program, and it is valuable if it can compress a standard benchmark database to a small size, taking into account the length of the compressor itself. This methodology therefore includes an Occam principle as well as a solution to the problem of demarcation. Because of the fundamental difficulty of lossless compression, this type of research must be empirical in nature: compression can only be achieved by discovering and characterizing empirical regularities in the data. Because of this, the philosophy provides a way to reformulate fields such as computer vision and computational linguistics as empirical sciences: the former by attempting to compress databases of natural images, the latter by attempting to compress large text databases. The book argues that the rigor and objectivity of the compression principle should set the stage for systematic progress in these fields. The argument is especially strong in the context of computer vision, which is plagued by chronic problems of evaluation. The book also considers the field of machine learning. Here the traditional approach requires that the models proposed to solve learning problems be extremely simple, in order to avoid overfitting. However, the world may contain intrinsically complex phenomena, which would require complex models to understand. The compression philosophy can justify complex models because of the large quantity of data being modeled (if the target database is 100 Gb, it is easy to justify a 10 Mb model). The complex models and abstractions learned on the basis of the raw data (images, language, etc) can then be reused to solve any specific learning problem, such as face recognition or machine translation.
[ "Daniel Burfoot", "['Daniel Burfoot']" ]
cs.LG cs.AI
null
1104.5601
null
null
http://arxiv.org/pdf/1104.5601v1
2011-04-29T11:39:40Z
2011-04-29T11:39:40Z
Mean-Variance Optimization in Markov Decision Processes
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudopolynomial exact and approximation algorithms.
[ "Shie Mannor and John Tsitsiklis", "['Shie Mannor' 'John Tsitsiklis']" ]
stat.ME cs.LG math.ST stat.TH
10.1214/11-AOS940
1104.5617
null
null
http://arxiv.org/abs/1104.5617v3
2012-05-29T13:02:17Z
2011-04-29T12:57:10Z
Learning high-dimensional directed acyclic graphs with latent and selection variables
We consider the problem of learning causal information between random variables in directed acyclic graphs (DAGs) when allowing arbitrarily many latent and selection variables. The FCI (Fast Causal Inference) algorithm has been explicitly designed to infer conditional independence and causal information in such settings. However, FCI is computationally infeasible for large graphs. We therefore propose the new RFCI algorithm, which is much faster than FCI. In some situations the output of RFCI is slightly less informative, in particular with respect to conditional independence information. However, we prove that any causal information in the output of RFCI is correct in the asymptotic limit. We also define a class of graphs on which the outputs of FCI and RFCI are identical. We prove consistency of FCI and RFCI in sparse high-dimensional settings, and demonstrate in simulations that the estimation performances of the algorithms are very similar. All software is implemented in the R-package pcalg.
[ "Diego Colombo, Marloes H. Maathuis, Markus Kalisch, Thomas S.\n Richardson", "['Diego Colombo' 'Marloes H. Maathuis' 'Markus Kalisch'\n 'Thomas S. Richardson']" ]
stat.ML cs.LG
null
1104.5687
null
null
http://arxiv.org/pdf/1104.5687v2
2011-06-29T14:06:42Z
2011-04-29T17:45:50Z
Preference elicitation and inverse reinforcement learning
We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us to obtain a posterior distribution on the agent's preferences, policy and optionally, the obtained reward sequence, from observations. We examine the relation of the resulting approach to other statistical methods for inverse reinforcement learning via analysis and experimental results. We show that preferences can be determined accurately, even if the observed agent's policy is sub-optimal with respect to its own preferences. In that case, significantly improved policies with respect to the agent's preferences are obtained, compared to both other methods and to the performance of the demonstrated policy.
[ "Constantin Rothkopf and Christos Dimitrakakis", "['Constantin Rothkopf' 'Christos Dimitrakakis']" ]
cs.LG stat.ML
null
1105.0382
null
null
http://arxiv.org/pdf/1105.0382v1
2011-05-02T17:10:49Z
2011-05-02T17:10:49Z
Rapid Learning with Stochastic Focus of Attention
We present a method to stop the evaluation of a decision making process when the result of the full evaluation is obvious. This trait is highly desirable for online margin-based machine learning algorithms where a classifier traditionally evaluates all the features for every example. We observe that some examples are easier to classify than others, a phenomenon which is characterized by the event when most of the features agree on the class of an example. By stopping the feature evaluation when encountering an easy to classify example, the learning algorithm can achieve substantial gains in computation. Our method provides a natural attention mechanism for learning algorithms. By modifying Pegasos, a margin-based online learning algorithm, to include our attentive method we lower the number of attributes computed from $n$ to an average of $O(\sqrt{n})$ features without loss in prediction accuracy. We demonstrate the effectiveness of Attentive Pegasos on MNIST data.
[ "['Raphael Pelossof' 'Zhiliang Ying']", "Raphael Pelossof and Zhiliang Ying" ]
cs.LG
null
1105.0471
null
null
http://arxiv.org/pdf/1105.0471v1
2011-05-03T03:14:14Z
2011-05-03T03:14:14Z
Suboptimal Solution Path Algorithm for Support Vector Machine
We consider a suboptimal solution path algorithm for the Support Vector Machine. The solution path algorithm is an effective tool for solving a sequence of a parametrized optimization problems in machine learning. The path of the solutions provided by this algorithm are very accurate and they satisfy the optimality conditions more strictly than other SVM optimization algorithms. In many machine learning application, however, this strict optimality is often unnecessary, and it adversely affects the computational efficiency. Our algorithm can generate the path of suboptimal solutions within an arbitrary user-specified tolerance level. It allows us to control the trade-off between the accuracy of the solution and the computational cost. Moreover, We also show that our suboptimal solutions can be interpreted as the solution of a \emph{perturbed optimization problem} from the original one. We provide some theoretical analyses of our algorithm based on this novel interpretation. The experimental results also demonstrate the effectiveness of our algorithm.
[ "['Masayuki Karasuyama' 'Ichiro Takeuchi']", "Masayuki Karasuyama and Ichiro Takeuchi" ]
stat.ML cs.LG
null
1105.0540
null
null
http://arxiv.org/pdf/1105.0540v2
2011-05-05T14:13:49Z
2011-05-03T10:34:25Z
Pruning nearest neighbor cluster trees
Nearest neighbor (k-NN) graphs are widely used in machine learning and data mining applications, and our aim is to better understand what they reveal about the cluster structure of the unknown underlying distribution of points. Moreover, is it possible to identify spurious structures that might arise due to sampling variability? Our first contribution is a statistical analysis that reveals how certain subgraphs of a k-NN graph form a consistent estimator of the cluster tree of the underlying distribution of points. Our second and perhaps most important contribution is the following finite sample guarantee. We carefully work out the tradeoff between aggressive and conservative pruning and are able to guarantee the removal of all spurious cluster structures at all levels of the tree while at the same time guaranteeing the recovery of salient clusters. This is the first such finite sample result in the context of clustering.
[ "Samory Kpotufe, Ulrike von Luxburg", "['Samory Kpotufe' 'Ulrike von Luxburg']" ]
cs.LG
null
1105.0857
null
null
http://arxiv.org/pdf/1105.0857v1
2011-05-04T15:50:44Z
2011-05-04T15:50:44Z
Domain Adaptation: Overfitting and Small Sample Statistics
We study the prevalent problem when a test distribution differs from the training distribution. We consider a setting where our training set consists of a small number of sample domains, but where we have many samples in each domain. Our goal is to generalize to a new domain. For example, we may want to learn a similarity function using only certain classes of objects, but we desire that this similarity function be applicable to object classes not present in our training sample (e.g. we might seek to learn that "dogs are similar to dogs" even though images of dogs were absent from our training set). Our theoretical analysis shows that we can select many more features than domains while avoiding overfitting by utilizing data-dependent variance properties. We present a greedy feature selection algorithm based on using T-statistics. Our experiments validate this theory showing that our T-statistic based greedy feature selection is more robust at avoiding overfitting than the classical greedy procedure.
[ "['Dean Foster' 'Sham Kakade' 'Ruslan Salakhutdinov']", "Dean Foster and Sham Kakade and Ruslan Salakhutdinov" ]
cs.LG cs.AI stat.ML
null
1105.0972
null
null
http://arxiv.org/pdf/1105.0972v1
2011-05-05T04:02:35Z
2011-05-05T04:02:35Z
Rapid Feature Learning with Stacked Linear Denoisers
We investigate unsupervised pre-training of deep architectures as feature generators for "shallow" classifiers. Stacked Denoising Autoencoders (SdA), when used as feature pre-processing tools for SVM classification, can lead to significant improvements in accuracy - however, at the price of a substantial increase in computational cost. In this paper we create a simple algorithm which mimics the layer by layer training of SdAs. However, in contrast to SdAs, our algorithm requires no training through gradient descent as the parameters can be computed in closed-form. It can be implemented in less than 20 lines of MATLABTMand reduces the computation time from several hours to mere seconds. We show that our feature transformation reliably improves the results of SVM classification significantly on all our data sets - often outperforming SdAs and even deep neural networks in three out of four deep learning benchmarks.
[ "['Zhixiang Eddie Xu' 'Kilian Q. Weinberger' 'Fei Sha']", "Zhixiang Eddie Xu, Kilian Q. Weinberger, Fei Sha" ]
cs.LG
null
1105.1033
null
null
http://arxiv.org/pdf/1105.1033v2
2011-06-25T21:54:08Z
2011-05-05T11:03:03Z
Adaptively Learning the Crowd Kernel
We introduce an algorithm that, given n objects, learns a similarity matrix over all n^2 pairs, from crowdsourced data alone. The algorithm samples responses to adaptively chosen triplet-based relative-similarity queries. Each query has the form "is object 'a' more similar to 'b' or to 'c'?" and is chosen to be maximally informative given the preceding responses. The output is an embedding of the objects into Euclidean space (like MDS); we refer to this as the "crowd kernel." SVMs reveal that the crowd kernel captures prominent and subtle features across a number of domains, such as "is striped" among neckties and "vowel vs. consonant" among letters.
[ "['Omer Tamuz' 'Ce Liu' 'Serge Belongie' 'Ohad Shamir' 'Adam Tauman Kalai']", "Omer Tamuz, Ce Liu, Serge Belongie, Ohad Shamir, Adam Tauman Kalai" ]
cs.LG cs.DS stat.ML
null
1105.1178
null
null
http://arxiv.org/pdf/1105.1178v1
2011-05-05T21:24:37Z
2011-05-05T21:24:37Z
Interpreting Graph Cuts as a Max-Product Algorithm
The maximum a posteriori (MAP) configuration of binary variable models with submodular graph-structured energy functions can be found efficiently and exactly by graph cuts. Max-product belief propagation (MP) has been shown to be suboptimal on this class of energy functions by a canonical counterexample where MP converges to a suboptimal fixed point (Kulesza & Pereira, 2008). In this work, we show that under a particular scheduling and damping scheme, MP is equivalent to graph cuts, and thus optimal. We explain the apparent contradiction by showing that with proper scheduling and damping, MP always converges to an optimal fixed point. Thus, the canonical counterexample only shows the suboptimality of MP with a particular suboptimal choice of schedule and damping. With proper choices, MP is optimal.
[ "Daniel Tarlow, Inmar E. Givoni, Richard S. Zemel, Brendan J. Frey", "['Daniel Tarlow' 'Inmar E. Givoni' 'Richard S. Zemel' 'Brendan J. Frey']" ]
nlin.AO cs.LG stat.ML
null
1105.1951
null
null
http://arxiv.org/pdf/1105.1951v2
2011-09-05T11:54:46Z
2011-05-10T14:01:41Z
Self-configuration from a Machine-Learning Perspective
The goal of machine learning is to provide solutions which are trained by data or by experience coming from the environment. Many training algorithms exist and some brilliant successes were achieved. But even in structured environments for machine learning (e.g. data mining or board games), most applications beyond the level of toy problems need careful hand-tuning or human ingenuity (i.e. detection of interesting patterns) or both. We discuss several aspects how self-configuration can help to alleviate these problems. One aspect is the self-configuration by tuning of algorithms, where recent advances have been made in the area of SPO (Sequen- tial Parameter Optimization). Another aspect is the self-configuration by pattern detection or feature construction. Forming multiple features (e.g. random boolean functions) and using algorithms (e.g. random forests) which easily digest many fea- tures can largely increase learning speed. However, a full-fledged theory of feature construction is not yet available and forms a current barrier in machine learning. We discuss several ideas for systematic inclusion of feature construction. This may lead to partly self-configuring machine learning solutions which show robustness, flexibility, and fast learning in potentially changing environments.
[ "['Wolfgang Konen']", "Wolfgang Konen" ]
cs.LG stat.ML
null
1105.2054
null
null
http://arxiv.org/pdf/1105.2054v2
2012-02-14T06:33:18Z
2011-05-10T21:02:58Z
Generalized Boosting Algorithms for Convex Optimization
Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting with respect to any convex objective and introduce a new measure of weak learner performance into this setting which generalizes existing work. We present the weak to strong learning guarantees for the existing gradient boosting work for strongly-smooth, strongly-convex objectives under this new measure of performance, and also demonstrate that this work fails for non-smooth objectives. To address this issue, we present new algorithms which extend this boosting approach to arbitrary convex loss functions and give corresponding weak to strong convergence results. In addition, we demonstrate experimental results that support our analysis and demonstrate the need for the new algorithms we present.
[ "['Alexander Grubb' 'J. Andrew Bagnell']", "Alexander Grubb and J. Andrew Bagnell" ]
math.OC cs.IT cs.LG cs.SY math.IT
null
1105.2176
null
null
http://arxiv.org/pdf/1105.2176v1
2011-05-11T13:03:13Z
2011-05-11T13:03:13Z
A Framework for Optimization under Limited Information
In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points that are obtained over time through costly observations. This paper presents an optimization framework that takes into account the information collection (observation), estimation (regression), and optimization (maximization) aspects in a holistic and structured manner. Explicitly quantifying the information acquired at each optimization step using the entropy measure from information theory, the (nonconvex) objective function to be optimized (maximized) is modeled and estimated by adopting a Bayesian approach and using Gaussian processes as a state-of-the-art regression method. The resulting iterative scheme allows the decision maker to solve the problem by expressing preferences for each aspect quantitatively and concurrently.
[ "['Tansu Alpcan']", "Tansu Alpcan" ]
math.OC cs.IT cs.LG cs.SY math.IT
null
1105.2211
null
null
http://arxiv.org/pdf/1105.2211v1
2011-05-11T14:45:25Z
2011-05-11T14:45:25Z
Dual Control with Active Learning using Gaussian Process Regression
In many real world problems, control decisions have to be made with limited information. The controller may have no a priori (or even posteriori) data on the nonlinear system, except from a limited number of points that are obtained over time. This is either due to high cost of observation or the highly non-stationary nature of the system. The resulting conflict between information collection (identification, exploration) and control (optimization, exploitation) necessitates an active learning approach for iteratively selecting the control actions which concurrently provide the data points for system identification. This paper presents a dual control approach where the information acquired at each control step is quantified using the entropy measure from information theory and serves as the training input to a state-of-the-art Gaussian process regression (Bayesian learning) method. The explicit quantification of the information obtained from each data point allows for iterative optimization of both identification and control objectives. The approach developed is illustrated with two examples: control of logistic map as a chaotic system and position control of a cart with inverted pendulum.
[ "['Tansu Alpcan']", "Tansu Alpcan" ]
cs.LG cs.DC
null
1105.2274
null
null
http://arxiv.org/pdf/1105.2274v1
2011-05-11T18:59:13Z
2011-05-11T18:59:13Z
Data-Distributed Weighted Majority and Online Mirror Descent
In this paper, we focus on the question of the extent to which online learning can benefit from distributed computing. We focus on the setting in which $N$ agents online-learn cooperatively, where each agent only has access to its own data. We propose a generic data-distributed online learning meta-algorithm. We then introduce the Distributed Weighted Majority and Distributed Online Mirror Descent algorithms, as special cases. We show, using both theoretical analysis and experiments, that compared to a single agent: given the same computation time, these distributed algorithms achieve smaller generalization errors; and given the same generalization errors, they can be $N$ times faster.
[ "['Hua Ouyang' 'Alexander Gray']", "Hua Ouyang, Alexander Gray" ]
cs.LG stat.ML
null
1105.2416
null
null
http://arxiv.org/pdf/1105.2416v2
2011-05-19T17:04:35Z
2011-05-12T10:40:19Z
PAC-Bayesian Analysis of Martingales and Multiarmed Bandits
We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent random variables. The first is based on a new lemma that enables to bound expectations of convex functions of certain dependent random variables by expectations of the same functions of independent Bernoulli random variables. This lemma provides an alternative tool to Hoeffding-Azuma inequality to bound concentration of martingale values. Our second approach is based on integration of Hoeffding-Azuma inequality with PAC-Bayesian analysis. We also introduce a way to apply PAC-Bayesian analysis in situation of limited feedback. We combine the new tools to derive PAC-Bayesian generalization and regret bounds for the multiarmed bandit problem. Although our regret bound is not yet as tight as state-of-the-art regret bounds based on other well-established techniques, our results significantly expand the range of potential applications of PAC-Bayesian analysis and introduce a new analysis tool to reinforcement learning and many other fields, where martingales and limited feedback are encountered.
[ "Yevgeny Seldin and Fran\\c{c}ois Laviolette and John Shawe-Taylor and\n Jan Peters and Peter Auer", "['Yevgeny Seldin' 'François Laviolette' 'John Shawe-Taylor' 'Jan Peters'\n 'Peter Auer']" ]
cs.LG
null
1105.2550
null
null
http://arxiv.org/pdf/1105.2550v3
2011-07-25T13:01:20Z
2011-05-12T19:29:21Z
A Maximal Large Deviation Inequality for Sub-Gaussian Variables
In this short note we prove a maximal concentration lemma for sub-Gaussian random variables stating that for independent sub-Gaussian random variables we have \[P<(\max_{1\le i\le N}S_{i}>\epsilon>) \le\exp<(-\frac{1}{N^2}\sum_{i=1}^{N}\frac{\epsilon^{2}}{2\sigma_{i}^{2}}>), \] where $S_i$ is the sum of $i$ zero mean independent sub-Gaussian random variables and $\sigma_i$ is the variance of the $i$th random variable.
[ "Dotan Di Castro, Claudio Gentile, and Shie Mannor", "['Dotan Di Castro' 'Claudio Gentile' 'Shie Mannor']" ]
math.CO cs.LG
null
1105.2651
null
null
http://arxiv.org/pdf/1105.2651v1
2011-05-13T08:32:09Z
2011-05-13T08:32:09Z
A Note on the Entropy/Influence Conjecture
The entropy/influence conjecture, raised by Friedgut and Kalai in 1996, seeks to relate two different measures of concentration of the Fourier coefficients of a Boolean function. Roughly saying, it claims that if the Fourier spectrum is "smeared out", then the Fourier coefficients are concentrated on "high" levels. In this note we generalize the conjecture to biased product measures on the discrete cube, and prove a variant of the conjecture for functions with an extremely low Fourier weight on the "high" levels.
[ "['Nathan Keller' 'Elchanan Mossel' 'Tomer Schlank']", "Nathan Keller, Elchanan Mossel, and Tomer Schlank" ]
cs.LG cs.AI
null
1105.2868
null
null
http://arxiv.org/pdf/1105.2868v1
2011-05-14T07:13:25Z
2011-05-14T07:13:25Z
Semantic Vector Machines
We first present our work in machine translation, during which we used aligned sentences to train a neural network to embed n-grams of different languages into an $d$-dimensional space, such that n-grams that are the translation of each other are close with respect to some metric. Good n-grams to n-grams translation results were achieved, but full sentences translation is still problematic. We realized that learning semantics of sentences and documents was the key for solving a lot of natural language processing problems, and thus moved to the second part of our work: sentence compression. We introduce a flexible neural network architecture for learning embeddings of words and sentences that extract their semantics, propose an efficient implementation in the Torch framework and present embedding results comparable to the ones obtained with classical neural language models, while being more powerful.
[ "Etter Vincent", "['Etter Vincent']" ]
cs.LG cs.AI
10.1016/j.neucom.2012.01.013
1105.2943
null
null
http://arxiv.org/abs/1105.2943v1
2011-05-15T12:35:56Z
2011-05-15T12:35:56Z
Feature Selection for MAUC-Oriented Classification Systems
Feature selection is an important pre-processing step for many pattern classification tasks. Traditionally, feature selection methods are designed to obtain a feature subset that can lead to high classification accuracy. However, classification accuracy has recently been shown to be an inappropriate performance metric of classification systems in many cases. Instead, the Area Under the receiver operating characteristic Curve (AUC) and its multi-class extension, MAUC, have been proved to be better alternatives. Hence, the target of classification system design is gradually shifting from seeking a system with the maximum classification accuracy to obtaining a system with the maximum AUC/MAUC. Previous investigations have shown that traditional feature selection methods need to be modified to cope with this new objective. These methods most often are restricted to binary classification problems only. In this study, a filter feature selection method, namely MAUC Decomposition based Feature Selection (MDFS), is proposed for multi-class classification problems. To the best of our knowledge, MDFS is the first method specifically designed to select features for building classification systems with maximum MAUC. Extensive empirical results demonstrate the advantage of MDFS over several compared feature selection methods.
[ "Rui Wang, Ke Tang", "['Rui Wang' 'Ke Tang']" ]
cs.IT cs.LG math.IT
10.1088/1751-8113/45/3/032003
1105.3259
null
null
http://arxiv.org/abs/1105.3259v1
2011-05-17T02:05:32Z
2011-05-17T02:05:32Z
On R\'enyi and Tsallis entropies and divergences for exponential families
Many common probability distributions in statistics like the Gaussian, multinomial, Beta or Gamma distributions can be studied under the unified framework of exponential families. In this paper, we prove that both R\'enyi and Tsallis divergences of distributions belonging to the same exponential family admit a generic closed form expression. Furthermore, we show that R\'enyi and Tsallis entropies can also be calculated in closed-form for sub-families including the Gaussian or exponential distributions, among others.
[ "Frank Nielsen and Richard Nock", "['Frank Nielsen' 'Richard Nock']" ]
cs.LG math.NA stat.ML
null
1105.3931
null
null
http://arxiv.org/pdf/1105.3931v1
2011-05-19T16:54:39Z
2011-05-19T16:54:39Z
Behavior of Graph Laplacians on Manifolds with Boundary
In manifold learning, algorithms based on graph Laplacians constructed from data have received considerable attention both in practical applications and theoretical analysis. In particular, the convergence of graph Laplacians obtained from sampled data to certain continuous operators has become an active research topic recently. Most of the existing work has been done under the assumption that the data is sampled from a manifold without boundary or that the functions of interests are evaluated at a point away from the boundary. However, the question of boundary behavior is of considerable practical and theoretical interest. In this paper we provide an analysis of the behavior of graph Laplacians at a point near or on the boundary, discuss their convergence rates and their implications and provide some numerical results. It turns out that while points near the boundary occupy only a small part of the total volume of a manifold, the behavior of graph Laplacian there has different scaling properties from its behavior elsewhere on the manifold, with global effects on the whole manifold, an observation with potentially important implications for the general problem of learning on manifolds.
[ "['Xueyuan Zhou' 'Mikhail Belkin']", "Xueyuan Zhou and Mikhail Belkin" ]
stat.ML cs.LG math.ST stat.TH
null
1105.4042
null
null
http://arxiv.org/pdf/1105.4042v4
2019-01-16T13:01:19Z
2011-05-20T09:14:03Z
Adaptive and optimal online linear regression on $\ell^1$-balls
We consider the problem of online linear regression on individual sequences. The goal in this paper is for the forecaster to output sequential predictions which are, after $T$ time rounds, almost as good as the ones output by the best linear predictor in a given $\ell^1$-ball in $\\R^d$. We consider both the cases where the dimension~$d$ is small and large relative to the time horizon $T$. We first present regret bounds with optimal dependencies on $d$, $T$, and on the sizes $U$, $X$ and $Y$ of the $\ell^1$-ball, the input data and the observations. The minimax regret is shown to exhibit a regime transition around the point $d = \sqrt{T} U X / (2 Y)$. Furthermore, we present efficient algorithms that are adaptive, \ie, that do not require the knowledge of $U$, $X$, $Y$, and $T$, but still achieve nearly optimal regret bounds.
[ "['Sébastien Gerchinovitz' 'Jia Yuan Yu']", "S\\'ebastien Gerchinovitz (DMA, CLASSIC), Jia Yuan Yu" ]
cs.LG
null
1105.4272
null
null
http://arxiv.org/pdf/1105.4272v1
2011-05-21T17:28:12Z
2011-05-21T17:28:12Z
Calibration with Changing Checking Rules and Its Application to Short-Term Trading
We provide a natural learning process in which a financial trader without a risk receives a gain in case when Stock Market is inefficient. In this process, the trader rationally choose his gambles using a prediction made by a randomized calibrated algorithm. Our strategy is based on Dawid's notion of calibration with more general changing checking rules and on some modification of Kakade and Foster's randomized algorithm for computing calibrated forecasts.
[ "['Vladimir Trunov' \"Vladimir V'yugin\"]", "Vladimir Trunov and Vladimir V'yugin" ]
cs.LG stat.AP stat.CO stat.ML
null
1105.4385
null
null
http://arxiv.org/pdf/1105.4385v1
2011-05-23T01:56:24Z
2011-05-23T01:56:24Z
b-Bit Minwise Hashing for Large-Scale Linear SVM
In this paper, we propose to (seamlessly) integrate b-bit minwise hashing with linear SVM to substantially improve the training (and testing) efficiency using much smaller memory, with essentially no loss of accuracy. Theoretically, we prove that the resemblance matrix, the minwise hashing matrix, and the b-bit minwise hashing matrix are all positive definite matrices (kernels). Interestingly, our proof for the positive definiteness of the b-bit minwise hashing kernel naturally suggests a simple strategy to integrate b-bit hashing with linear SVM. Our technique is particularly useful when the data can not fit in memory, which is an increasingly critical issue in large-scale machine learning. Our preliminary experimental results on a publicly available webspam dataset (350K samples and 16 million dimensions) verified the effectiveness of our algorithm. For example, the training time was reduced to merely a few seconds. In addition, our technique can be easily extended to many other linear and nonlinear machine learning applications such as logistic regression.
[ "['Ping Li' 'Joshua Moore' 'Christian Konig']", "Ping Li and Joshua Moore and Christian Konig" ]
cs.LG stat.ML
null
1105.4585
null
null
http://arxiv.org/pdf/1105.4585v1
2011-05-23T19:10:03Z
2011-05-23T19:10:03Z
PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off
We develop a coherent framework for integrative simultaneous analysis of the exploration-exploitation and model order selection trade-offs. We improve over our preceding results on the same subject (Seldin et al., 2011) by combining PAC-Bayesian analysis with Bernstein-type inequality for martingales. Such a combination is also of independent interest for studies of multiple simultaneously evolving martingales.
[ "Yevgeny Seldin, Nicol\\`o Cesa-Bianchi, Fran\\c{c}ois Laviolette, Peter\n Auer, John Shawe-Taylor, Jan Peters", "['Yevgeny Seldin' 'Nicolò Cesa-Bianchi' 'François Laviolette' 'Peter Auer'\n 'John Shawe-Taylor' 'Jan Peters']" ]
cs.LG
null
1105.4618
null
null
http://arxiv.org/pdf/1105.4618v1
2011-05-23T20:04:16Z
2011-05-23T20:04:16Z
Bounding the Fat Shattering Dimension of a Composition Function Class Built Using a Continuous Logic Connective
We begin this report by describing the Probably Approximately Correct (PAC) model for learning a concept class, consisting of subsets of a domain, and a function class, consisting of functions from the domain to the unit interval. Two combinatorial parameters, the Vapnik-Chervonenkis (VC) dimension and its generalization, the Fat Shattering dimension of scale e, are explained and a few examples of their calculations are given with proofs. We then explain Sauer's Lemma, which involves the VC dimension and is used to prove the equivalence of a concept class being distribution-free PAC learnable and it having finite VC dimension. As the main new result of our research, we explore the construction of a new function class, obtained by forming compositions with a continuous logic connective, a uniformly continuous function from the unit hypercube to the unit interval, from a collection of function classes. Vidyasagar had proved that such a composition function class has finite Fat Shattering dimension of all scales if the classes in the original collection do; however, no estimates of the dimension were known. Using results by Mendelson-Vershynin and Talagrand, we bound the Fat Shattering dimension of scale e of this new function class in terms of the Fat Shattering dimensions of the collection's classes. We conclude this report by providing a few open questions and future research topics involving the PAC learning model.
[ "Hubert Haoyang Duan", "['Hubert Haoyang Duan']" ]
cs.LG
null
1105.4701
null
null
http://arxiv.org/pdf/1105.4701v3
2011-09-08T04:14:53Z
2011-05-24T07:58:30Z
Online Learning, Stability, and Stochastic Gradient Descent
In batch learning, stability together with existence and uniqueness of the solution corresponds to well-posedness of Empirical Risk Minimization (ERM) methods; recently, it was proved that CV_loo stability is necessary and sufficient for generalization and consistency of ERM. In this note, we introduce CV_on stability, which plays a similar note in online learning. We show that stochastic gradient descent (SDG) with the usual hypotheses is CVon stable and we then discuss the implications of CV_on stability for convergence of SGD.
[ "['Tomaso Poggio' 'Stephen Voinea' 'Lorenzo Rosasco']", "Tomaso Poggio, Stephen Voinea, Lorenzo Rosasco" ]
math.ST cs.LG stat.TH
null
1105.4995
null
null
http://arxiv.org/pdf/1105.4995v3
2012-02-15T14:38:47Z
2011-05-25T11:19:05Z
Robust approachability and regret minimization in games with partial monitoring
Approachability has become a standard tool in analyzing earning algorithms in the adversarial online learning setup. We develop a variant of approachability for games where there is ambiguity in the obtained reward that belongs to a set, rather than being a single vector. Using this variant we tackle the problem of approachability in games with partial monitoring and develop simple and efficient algorithms (i.e., with constant per-step complexity) for this setup. We finally consider external regret and internal regret in repeated games with partial monitoring and derive regret-minimizing strategies based on approachability theory.
[ "['Shie Mannor' 'Vianney Perchet' 'Gilles Stoltz']", "Shie Mannor (EE-Technion), Vianney Perchet (CMLA), Gilles Stoltz (DMA,\n GREGH, INRIA Paris - Rocquencourt)" ]
cs.LG
null
1105.5196
null
null
http://arxiv.org/pdf/1105.5196v1
2011-05-26T03:41:47Z
2011-05-26T03:41:47Z
Large-Scale Music Annotation and Retrieval: Learning to Rank in Joint Semantic Spaces
Music prediction tasks range from predicting tags given a song or clip of audio, predicting the name of the artist, or predicting related songs given a song, clip, artist name or tag. That is, we are interested in every semantic relationship between the different musical concepts in our database. In realistically sized databases, the number of songs is measured in the hundreds of thousands or more, and the number of artists in the tens of thousands or more, providing a considerable challenge to standard machine learning techniques. In this work, we propose a method that scales to such datasets which attempts to capture the semantic similarities between the database items by modeling audio, artist names, and tags in a single low-dimensional semantic space. This choice of space is learnt by optimizing the set of prediction tasks of interest jointly using multi-task learning. Our method both outperforms baseline methods and, in comparison to them, is faster and consumes less memory. We then demonstrate how our method learns an interpretable model, where the semantic space captures well the similarities of interest.
[ "['Jason Weston' 'Samy Bengio' 'Philippe Hamel']", "Jason Weston, Samy Bengio, Philippe Hamel" ]
cs.LG cs.IT math.IT
null
1105.5379
null
null
http://arxiv.org/pdf/1105.5379v1
2011-05-26T19:19:30Z
2011-05-26T19:19:30Z
Parallel Coordinate Descent for L1-Regularized Loss Minimization
We propose Shotgun, a parallel coordinate descent algorithm for minimizing L1-regularized losses. Though coordinate descent seems inherently sequential, we prove convergence bounds for Shotgun which predict linear speedups, up to a problem-dependent limit. We present a comprehensive empirical study of Shotgun for Lasso and sparse logistic regression. Our theoretical predictions on the potential for parallelism closely match behavior on real data. Shotgun outperforms other published solvers on a range of large problems, proving to be one of the most scalable algorithms for L1.
[ "['Joseph K. Bradley' 'Aapo Kyrola' 'Danny Bickson' 'Carlos Guestrin']", "Joseph K. Bradley, Aapo Kyrola, Danny Bickson and Carlos Guestrin" ]
cs.LG cs.AI
10.1613/jair.587
1105.5464
null
null
http://arxiv.org/abs/1105.5464v1
2011-05-27T01:54:11Z
2011-05-27T01:54:11Z
Learning to Order Things
There are many applications in which it is desirable to order rather than classify instances. Here we consider the problem of learning how to order instances given feedback in the form of preference judgments, i.e., statements to the effect that one instance should be ranked ahead of another. We outline a two-stage approach in which one first learns by conventional means a binary preference function indicating whether it is advisable to rank one instance before another. Here we consider an on-line algorithm for learning preference functions that is based on Freund and Schapire's 'Hedge' algorithm. In the second stage, new instances are ordered so as to maximize agreement with the learned preference function. We show that the problem of finding the ordering that agrees best with a learned preference function is NP-complete. Nevertheless, we describe simple greedy algorithms that are guaranteed to find a good approximation. Finally, we show how metasearch can be formulated as an ordering problem, and present experimental results on learning a combination of 'search experts', each of which is a domain-specific query expansion strategy for a web search engine.
[ "W. W. Cohen, R. E. Schapire, Y. Singer", "['W. W. Cohen' 'R. E. Schapire' 'Y. Singer']" ]
cs.LG
null
1105.5592
null
null
http://arxiv.org/pdf/1105.5592v1
2011-05-27T15:56:11Z
2011-05-27T15:56:11Z
Kernel Belief Propagation
We propose a nonparametric generalization of belief propagation, Kernel Belief Propagation (KBP), for pairwise Markov random fields. Messages are represented as functions in a reproducing kernel Hilbert space (RKHS), and message updates are simple linear operations in the RKHS. KBP makes none of the assumptions commonly required in classical BP algorithms: the variables need not arise from a finite domain or a Gaussian distribution, nor must their relations take any particular parametric form. Rather, the relations between variables are represented implicitly, and are learned nonparametrically from training data. KBP has the advantage that it may be used on any domain where kernels are defined (Rd, strings, groups), even where explicit parametric models are not known, or closed form expressions for the BP updates do not exist. The computational cost of message updates in KBP is polynomial in the training data size. We also propose a constant time approximate message update procedure by representing messages using a small number of basis functions. In experiments, we apply KBP to image denoising, depth prediction from still images, and protein configuration prediction: KBP is faster than competing classical and nonparametric approaches (by orders of magnitude, in some cases), while providing significantly more accurate results.
[ "Le Song, Arthur Gretton, Danny Bickson, Yucheng Low, Carlos Guestrin", "['Le Song' 'Arthur Gretton' 'Danny Bickson' 'Yucheng Low'\n 'Carlos Guestrin']" ]
cs.LG cs.IT math.IT
10.3390/e13061076
1105.5721
null
null
http://arxiv.org/abs/1105.5721v1
2011-05-28T15:07:16Z
2011-05-28T15:07:16Z
A Philosophical Treatise of Universal Induction
Understanding inductive reasoning is a problem that has engaged mankind for thousands of years. This problem is relevant to a wide range of fields and is integral to the philosophy of science. It has been tackled by many great minds ranging from philosophers to scientists to mathematicians, and more recently computer scientists. In this article we argue the case for Solomonoff Induction, a formal inductive framework which combines algorithmic information theory with the Bayesian framework. Although it achieves excellent theoretical results and is based on solid philosophical foundations, the requisite technical knowledge necessary for understanding this framework has caused it to remain largely unknown and unappreciated in the wider scientific community. The main contribution of this article is to convey Solomonoff induction and its related concepts in a generally accessible form with the aim of bridging this current technical gap. In the process we examine the major historical contributions that have led to the formulation of Solomonoff Induction as well as criticisms of Solomonoff and induction in general. In particular we examine how Solomonoff induction addresses many issues that have plagued other inductive systems, such as the black ravens paradox and the confirmation problem, and compare this approach with other recent approaches.
[ "['Samuel Rathmanner' 'Marcus Hutter']", "Samuel Rathmanner and Marcus Hutter" ]
stat.CO cs.LG stat.AP
null
1105.5887
null
null
http://arxiv.org/pdf/1105.5887v1
2011-05-30T07:31:01Z
2011-05-30T07:31:01Z
Efficient sampling of high-dimensional Gaussian fields: the non-stationary / non-sparse case
This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and especially as it emerges in inverse problems. It relies on a perturbation-optimization principle: adequate stochastic perturbation of a criterion and optimization of the perturbed criterion. It is shown that the criterion minimizer is a sample of the target density. The motivation in inverse problems is related to general (non-convolutive) linear observation models and their resolution in a Bayesian framework implemented through sampling algorithms when existing samplers are not feasible. It finds a direct application in myopic and/or unsupervised inversion as well as in some non-Gaussian inversion. An illustration focused on hyperparameter estimation for super-resolution problems assesses the effectiveness of the proposed approach.
[ "F. Orieux, and O. F\\'eron, and J.-F. Giovannelli", "['F. Orieux' 'O. Féron' 'J. -F. Giovannelli']" ]
cs.LG
null
1105.6041
null
null
http://arxiv.org/pdf/1105.6041v1
2011-05-30T17:02:09Z
2011-05-30T17:02:09Z
The Perceptron with Dynamic Margin
The classical perceptron rule provides a varying upper bound on the maximum margin, namely the length of the current weight vector divided by the total number of updates up to that time. Requiring that the perceptron updates its internal state whenever the normalized margin of a pattern is found not to exceed a certain fraction of this dynamic upper bound we construct a new approximate maximum margin classifier called the perceptron with dynamic margin (PDM). We demonstrate that PDM converges in a finite number of steps and derive an upper bound on them. We also compare experimentally PDM with other perceptron-like algorithms and support vector machines on hard margin tasks involving linear kernels which are equivalent to 2-norm soft margin.
[ "['Constantinos Panagiotakopoulos' 'Petroula Tsampouka']", "Constantinos Panagiotakopoulos and Petroula Tsampouka" ]
cs.LG cs.AI cs.NE
10.1613/jair.613
1106.0221
null
null
http://arxiv.org/abs/1106.0221v1
2011-06-01T16:16:14Z
2011-06-01T16:16:14Z
Evolutionary Algorithms for Reinforcement Learning
There are two distinct approaches to solving reinforcement learning problems, namely, searching in value function space and searching in policy space. Temporal difference methods and evolutionary algorithms are well-known examples of these approaches. Kaelbling, Littman and Moore recently provided an informative survey of temporal difference methods. This article focuses on the application of evolutionary algorithms to the reinforcement learning problem, emphasizing alternative policy representations, credit assignment methods, and problem-specific genetic operators. Strengths and weaknesses of the evolutionary approach to reinforcement learning are presented, along with a survey of representative applications.
[ "['J. J. Grefenstette' 'D. E. Moriarty' 'A. C. Schultz']", "J. J. Grefenstette, D. E. Moriarty, A. C. Schultz" ]
cs.LG cs.AI cs.CV
null
1106.0357
null
null
http://arxiv.org/pdf/1106.0357v1
2011-06-02T02:31:04Z
2011-06-02T02:31:04Z
Learning Hierarchical Sparse Representations using Iterative Dictionary Learning and Dimension Reduction
This paper introduces an elemental building block which combines Dictionary Learning and Dimension Reduction (DRDL). We show how this foundational element can be used to iteratively construct a Hierarchical Sparse Representation (HSR) of a sensory stream. We compare our approach to existing models showing the generality of our simple prescription. We then perform preliminary experiments using this framework, illustrating with the example of an object recognition task using standard datasets. This work introduces the very first steps towards an integrated framework for designing and analyzing various computational tasks from learning to attention to action. The ultimate goal is building a mathematically rigorous, integrated theory of intelligence.
[ "['Mohamad Tarifi' 'Meera Sitharam' 'Jeffery Ho']", "Mohamad Tarifi, Meera Sitharam, Jeffery Ho" ]
cs.AI cs.LG
null
1106.0483
null
null
http://arxiv.org/pdf/1106.0483v1
2011-06-02T18:48:59Z
2011-06-02T18:48:59Z
Learning unbelievable marginal probabilities
Loopy belief propagation performs approximate inference on graphical models with loops. One might hope to compensate for the approximation by adjusting model parameters. Learning algorithms for this purpose have been explored previously, and the claim has been made that every set of locally consistent marginals can arise from belief propagation run on a graphical model. On the contrary, here we show that many probability distributions have marginals that cannot be reached by belief propagation using any set of model parameters or any learning algorithm. We call such marginals `unbelievable.' This problem occurs whenever the Hessian of the Bethe free energy is not positive-definite at the target marginals. All learning algorithms for belief propagation necessarily fail in these cases, producing beliefs or sets of beliefs that may even be worse than the pre-learning approximation. We then show that averaging inaccurate beliefs, each obtained from belief propagation using model parameters perturbed about some learned mean values, can achieve the unbelievable marginals.
[ "Xaq Pitkow, Yashar Ahmadian, Ken D. Miller", "['Xaq Pitkow' 'Yashar Ahmadian' 'Ken D. Miller']" ]
cs.LG cs.CC cs.GT
null
1106.0518
null
null
http://arxiv.org/pdf/1106.0518v2
2011-06-13T14:32:55Z
2011-06-02T21:30:50Z
Submodular Functions Are Noise Stable
We show that all non-negative submodular functions have high {\em noise-stability}. As a consequence, we obtain a polynomial-time learning algorithm for this class with respect to any product distribution on $\{-1,1\}^n$ (for any constant accuracy parameter $\epsilon$). Our algorithm also succeeds in the agnostic setting. Previous work on learning submodular functions required either query access or strong assumptions about the types of submodular functions to be learned (and did not hold in the agnostic setting).
[ "Mahdi Cheraghchi, Adam Klivans, Pravesh Kothari, Homin K. Lee", "['Mahdi Cheraghchi' 'Adam Klivans' 'Pravesh Kothari' 'Homin K. Lee']" ]
cs.AI cs.LG
10.1613/jair.807
1106.0666
null
null
http://arxiv.org/abs/1106.0666v2
2019-11-14T04:58:31Z
2011-06-03T14:52:26Z
Experiments with Infinite-Horizon, Policy-Gradient Estimation
In this paper, we present algorithms that perform gradient ascent of the average reward in a partially observable Markov decision process (POMDP). These algorithms are based on GPOMDP, an algorithm introduced in a companion paper (Baxter and Bartlett, this volume), which computes biased estimates of the performance gradient in POMDPs. The algorithm's chief advantages are that it uses only one free parameter beta, which has a natural interpretation in terms of bias-variance trade-off, it requires no knowledge of the underlying state, and it can be applied to infinite state, control and observation spaces. We show how the gradient estimates produced by GPOMDP can be used to perform gradient ascent, both with a traditional stochastic-gradient algorithm, and with an algorithm based on conjugate-gradients that utilizes gradient information to bracket maxima in line searches. Experimental results are presented illustrating both the theoretical results of (Baxter and Bartlett, this volume) on a toy problem, and practical aspects of the algorithms on a number of more realistic problems.
[ "J. Baxter, P. L. Bartlett, L. Weaver", "['J. Baxter' 'P. L. Bartlett' 'L. Weaver']" ]
cs.LG cs.AI
10.1613/jair.859
1106.0676
null
null
http://arxiv.org/abs/1106.0676v1
2011-06-03T14:55:23Z
2011-06-03T14:55:23Z
Optimizing Dialogue Management with Reinforcement Learning: Experiments with the NJFun System
Designing the dialogue policy of a spoken dialogue system involves many nontrivial choices. This paper presents a reinforcement learning approach for automatically optimizing a dialogue policy, which addresses the technical challenges in applying reinforcement learning to a working dialogue system with human users. We report on the design, construction and empirical evaluation of NJFun, an experimental spoken dialogue system that provides users with access to information about fun things to do in New Jersey. Our results show that by optimizing its performance via reinforcement learning, NJFun measurably improves system performance.
[ "['M. Kearns' 'D. Litman' 'S. Singh' 'M. Walker']", "M. Kearns, D. Litman, S. Singh, M. Walker" ]
cs.LG cs.AI
10.1613/jair.898
1106.0681
null
null
http://arxiv.org/abs/1106.0681v1
2011-06-03T14:57:02Z
2011-06-03T14:57:02Z
Accelerating Reinforcement Learning through Implicit Imitation
Imitation can be viewed as a means of enhancing learning in multiagent environments. It augments an agent's ability to learn useful behaviors by making intelligent use of the knowledge implicit in behaviors demonstrated by cooperative teachers or other more experienced agents. We propose and study a formal model of implicit imitation that can accelerate reinforcement learning dramatically in certain cases. Roughly, by observing a mentor, a reinforcement-learning agent can extract information about its own capabilities in, and the relative value of, unvisited parts of the state space. We study two specific instantiations of this model, one in which the learning agent and the mentor have identical abilities, and one designed to deal with agents and mentors with different action sets. We illustrate the benefits of implicit imitation by integrating it with prioritized sweeping, and demonstrating improved performance and convergence through observation of single and multiple mentors. Though we make some stringent assumptions regarding observability and possible interactions, we briefly comment on extensions of the model that relax these restricitions.
[ "['C. Boutilier' 'B. Price']", "C. Boutilier, B. Price" ]
cs.LG cs.AI
10.1613/jair.946
1106.0707
null
null
http://arxiv.org/abs/1106.0707v1
2011-06-03T16:44:06Z
2011-06-03T16:44:06Z
Efficient Reinforcement Learning Using Recursive Least-Squares Methods
The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is mainly due to its fast convergence speed, which is considered to be optimal in practice. In this paper, RLS methods are used to solve reinforcement learning problems, where two new reinforcement learning algorithms using linear value function approximators are proposed and analyzed. The two algorithms are called RLS-TD(lambda) and Fast-AHC (Fast Adaptive Heuristic Critic), respectively. RLS-TD(lambda) can be viewed as the extension of RLS-TD(0) from lambda=0 to general lambda within interval [0,1], so it is a multi-step temporal-difference (TD) learning algorithm using RLS methods. The convergence with probability one and the limit of convergence of RLS-TD(lambda) are proved for ergodic Markov chains. Compared to the existing LS-TD(lambda) algorithm, RLS-TD(lambda) has advantages in computation and is more suitable for online learning. The effectiveness of RLS-TD(lambda) is analyzed and verified by learning prediction experiments of Markov chains with a wide range of parameter settings. The Fast-AHC algorithm is derived by applying the proposed RLS-TD(lambda) algorithm in the critic network of the adaptive heuristic critic method. Unlike conventional AHC algorithm, Fast-AHC makes use of RLS methods to improve the learning-prediction efficiency in the critic. Learning control experiments of the cart-pole balancing and the acrobot swing-up problems are conducted to compare the data efficiency of Fast-AHC with conventional AHC. From the experimental results, it is shown that the data efficiency of learning control can also be improved by using RLS methods in the learning-prediction process of the critic. The performance of Fast-AHC is also compared with that of the AHC method using LS-TD(lambda). Furthermore, it is demonstrated in the experiments that different initial values of the variance matrix in RLS-TD(lambda) are required to get better performance not only in learning prediction but also in learning control. The experimental results are analyzed based on the existing theoretical work on the transient phase of forgetting factor RLS methods.
[ "['H. He' 'D. Hu' 'X. Xu']", "H. He, D. Hu, X. Xu" ]
stat.ML cs.LG
null
1106.0730
null
null
http://arxiv.org/pdf/1106.0730v2
2017-05-22T22:40:23Z
2011-06-03T19:09:31Z
Rademacher complexity of stationary sequences
We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values. The results are based on a generalization of standard i.i.d. concentration inequalities to dependent data without the mixing assumptions common in the time series setting. Our proof and the result are simpler than previous analyses with dependent data or stochastic adversaries which use sequential Rademacher complexities rather than the expected Rademacher complexity for i.i.d. processes. We also derive empirical Rademacher results without mixing assumptions resulting in fully calculable upper bounds.
[ "Daniel J. McDonald and Cosma Rohilla Shalizi", "['Daniel J. McDonald' 'Cosma Rohilla Shalizi']" ]
stat.ML cs.LG
null
1106.0800
null
null
http://arxiv.org/pdf/1106.0800v3
2011-10-14T15:01:11Z
2011-06-04T08:14:59Z
Optimal Reinforcement Learning for Gaussian Systems
The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are possible if all beliefs are Gaussian processes. A first order approximation of learning of both loss and dynamics, for nonlinear, time-varying systems in continuous time and space, subject to a relatively weak restriction on the dynamics, is described by an infinite-dimensional partial differential equation. An approximate finite-dimensional projection gives an impression for how this result may be helpful.
[ "['Philipp Hennig']", "Philipp Hennig" ]
stat.ML cs.LG
null
1106.0967
null
null
http://arxiv.org/pdf/1106.0967v1
2011-06-06T06:38:20Z
2011-06-06T06:38:20Z
Hashing Algorithms for Large-Scale Learning
In this paper, we first demonstrate that b-bit minwise hashing, whose estimators are positive definite kernels, can be naturally integrated with learning algorithms such as SVM and logistic regression. We adopt a simple scheme to transform the nonlinear (resemblance) kernel into linear (inner product) kernel; and hence large-scale problems can be solved extremely efficiently. Our method provides a simple effective solution to large-scale learning in massive and extremely high-dimensional datasets, especially when data do not fit in memory. We then compare b-bit minwise hashing with the Vowpal Wabbit (VW) algorithm (which is related the Count-Min (CM) sketch). Interestingly, VW has the same variances as random projections. Our theoretical and empirical comparisons illustrate that usually $b$-bit minwise hashing is significantly more accurate (at the same storage) than VW (and random projections) in binary data. Furthermore, $b$-bit minwise hashing can be combined with VW to achieve further improvements in terms of training speed, especially when $b$ is large.
[ "Ping Li, Anshumali Shrivastava, Joshua Moore, Arnd Christian Konig", "['Ping Li' 'Anshumali Shrivastava' 'Joshua Moore' 'Arnd Christian Konig']" ]
cs.LG cs.AI cs.CG cs.CV
null
1106.0987
null
null
http://arxiv.org/pdf/1106.0987v1
2011-06-06T08:32:16Z
2011-06-06T08:32:16Z
Nearest Prime Simplicial Complex for Object Recognition
The structure representation of data distribution plays an important role in understanding the underlying mechanism of generating data. In this paper, we propose nearest prime simplicial complex approaches (NSC) by utilizing persistent homology to capture such structures. Assuming that each class is represented with a prime simplicial complex, we classify unlabeled samples based on the nearest projection distances from the samples to the simplicial complexes. We also extend the extrapolation ability of these complexes with a projection constraint term. Experiments in simulated and practical datasets indicate that compared with several published algorithms, the proposed NSC approaches achieve promising performance without losing the structure representation.
[ "Junping Zhang and Ziyu Xie and Stan Z. Li", "['Junping Zhang' 'Ziyu Xie' 'Stan Z. Li']" ]
cs.LG cs.DM
null
1106.1113
null
null
http://arxiv.org/pdf/1106.1113v1
2011-06-06T16:25:58Z
2011-06-06T16:25:58Z
Complexity Analysis of Vario-eta through Structure
Graph-based representations of images have recently acquired an important role for classification purposes within the context of machine learning approaches. The underlying idea is to consider that relevant information of an image is implicitly encoded into the relationships between more basic entities that compose by themselves the whole image. The classification problem is then reformulated in terms of an optimization problem usually solved by a gradient-based search procedure. Vario-eta through structure is an approximate second order stochastic optimization technique that achieves a good trade-off between speed of convergence and the computational effort required. However, the robustness of this technique for large scale problems has not been yet assessed. In this paper we firstly provide a theoretical justification of the assumptions made by this optimization procedure. Secondly, a complexity analysis of the algorithm is performed to prove its suitability for large scale learning problems.
[ "['Alejandro Chinea' 'Elka Korutcheva']", "Alejandro Chinea, Elka Korutcheva" ]
cs.LG cs.AI stat.ML
null
1106.1157
null
null
http://arxiv.org/pdf/1106.1157v3
2012-08-17T04:15:40Z
2011-06-06T19:24:44Z
Bayesian and L1 Approaches to Sparse Unsupervised Learning
The use of L1 regularisation for sparse learning has generated immense research interest, with successful application in such diverse areas as signal acquisition, image coding, genomics and collaborative filtering. While existing work highlights the many advantages of L1 methods, in this paper we find that L1 regularisation often dramatically underperforms in terms of predictive performance when compared with other methods for inferring sparsity. We focus on unsupervised latent variable models, and develop L1 minimising factor models, Bayesian variants of "L1", and Bayesian models with a stronger L0-like sparsity induced through spike-and-slab distributions. These spike-and-slab Bayesian factor models encourage sparsity while accounting for uncertainty in a principled manner and avoiding unnecessary shrinkage of non-zero values. We demonstrate on a number of data sets that in practice spike-and-slab Bayesian methods outperform L1 minimisation, even on a computational budget. We thus highlight the need to re-assess the wide use of L1 methods in sparsity-reliant applications, particularly when we care about generalising to previously unseen data, and provide an alternative that, over many varying conditions, provides improved generalisation performance.
[ "['Shakir Mohamed' 'Katherine Heller' 'Zoubin Ghahramani']", "Shakir Mohamed, Katherine Heller and Zoubin Ghahramani" ]
cs.LG stat.ML
null
1106.1216
null
null
http://arxiv.org/pdf/1106.1216v2
2011-06-15T01:17:56Z
2011-06-06T23:55:00Z
Using More Data to Speed-up Training Time
In many recent applications, data is plentiful. By now, we have a rather clear understanding of how more data can be used to improve the accuracy of learning algorithms. Recently, there has been a growing interest in understanding how more data can be leveraged to reduce the required training runtime. In this paper, we study the runtime of learning as a function of the number of available training examples, and underscore the main high-level techniques. We provide some initial positive results showing that the runtime can decrease exponentially while only requiring a polynomial growth of the number of examples, and spell-out several interesting open problems.
[ "['Shai Shalev-Shwartz' 'Ohad Shamir' 'Eran Tromer']", "Shai Shalev-Shwartz and Ohad Shamir and Eran Tromer" ]
cs.LG
null
1106.1379
null
null
http://arxiv.org/pdf/1106.1379v4
2016-05-28T21:58:42Z
2011-06-07T15:52:39Z
A Unified Framework for Approximating and Clustering Data
Given a set $F$ of $n$ positive functions over a ground set $X$, we consider the problem of computing $x^*$ that minimizes the expression $\sum_{f\in F}f(x)$, over $x\in X$. A typical application is \emph{shape fitting}, where we wish to approximate a set $P$ of $n$ elements (say, points) by a shape $x$ from a (possibly infinite) family $X$ of shapes. Here, each point $p\in P$ corresponds to a function $f$ such that $f(x)$ is the distance from $p$ to $x$, and we seek a shape $x$ that minimizes the sum of distances from each point in $P$. In the $k$-clustering variant, each $x\in X$ is a tuple of $k$ shapes, and $f(x)$ is the distance from $p$ to its closest shape in $x$. Our main result is a unified framework for constructing {\em coresets} and {\em approximate clustering} for such general sets of functions. To achieve our results, we forge a link between the classic and well defined notion of $\varepsilon$-approximations from the theory of PAC Learning and VC dimension, to the relatively new (and not so consistent) paradigm of coresets, which are some kind of "compressed representation" of the input set $F$. Using traditional techniques, a coreset usually implies an LTAS (linear time approximation scheme) for the corresponding optimization problem, which can be computed in parallel, via one pass over the data, and using only polylogarithmic space (i.e, in the streaming model). We show how to generalize the results of our framework for squared distances (as in $k$-mean), distances to the $q$th power, and deterministic constructions.
[ "Dan Feldman, Michael Langberg", "['Dan Feldman' 'Michael Langberg']" ]
cs.LG stat.ML
null
1106.1622
null
null
http://arxiv.org/pdf/1106.1622v1
2011-06-08T19:07:09Z
2011-06-08T19:07:09Z
Large-Scale Convex Minimization with a Low-Rank Constraint
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation guarantees. Each iteration of the algorithm involves (approximately) finding the left and right singular vectors corresponding to the largest singular value of a certain matrix, which can be calculated in linear time. This leads to an algorithm which can scale to large matrices arising in several applications such as matrix completion for collaborative filtering and robust low rank matrix approximation.
[ "['Shai Shalev-Shwartz' 'Alon Gonen' 'Ohad Shamir']", "Shai Shalev-Shwartz and Alon Gonen and Ohad Shamir" ]
cs.IT cs.LG cs.SY math.IT math.OC
null
1106.1651
null
null
http://arxiv.org/pdf/1106.1651v1
2011-06-08T20:01:17Z
2011-06-08T20:01:17Z
Sparse Principal Component of a Rank-deficient Matrix
We consider the problem of identifying the sparse principal component of a rank-deficient matrix. We introduce auxiliary spherical variables and prove that there exists a set of candidate index-sets (that is, sets of indices to the nonzero elements of the vector argument) whose size is polynomially bounded, in terms of rank, and contains the optimal index-set, i.e. the index-set of the nonzero elements of the optimal solution. Finally, we develop an algorithm that computes the optimal sparse principal component in polynomial time for any sparsity degree.
[ "['Megasthenis Asteris' 'Dimitris S. Papailiopoulos' 'George N. Karystinos']", "Megasthenis Asteris, Dimitris S. Papailiopoulos, and George N.\n Karystinos" ]
cs.LG
null
1106.1684
null
null
http://arxiv.org/pdf/1106.1684v1
2011-06-08T23:03:47Z
2011-06-08T23:03:47Z
Max-Margin Stacking and Sparse Regularization for Linear Classifier Combination and Selection
The main principle of stacked generalization (or Stacking) is using a second-level generalizer to combine the outputs of base classifiers in an ensemble. In this paper, we investigate different combination types under the stacking framework; namely weighted sum (WS), class-dependent weighted sum (CWS) and linear stacked generalization (LSG). For learning the weights, we propose using regularized empirical risk minimization with the hinge loss. In addition, we propose using group sparsity for regularization to facilitate classifier selection. We performed experiments using two different ensemble setups with differing diversities on 8 real-world datasets. Results show the power of regularized learning with the hinge loss function. Using sparse regularization, we are able to reduce the number of selected classifiers of the diverse ensemble without sacrificing accuracy. With the non-diverse ensembles, we even gain accuracy on average by using sparse regularization.
[ "['Mehmet Umut Sen' 'Hakan Erdogan']", "Mehmet Umut Sen and Hakan Erdogan" ]
cs.LG
null
1106.1770
null
null
http://arxiv.org/pdf/1106.1770v3
2011-10-04T06:02:16Z
2011-06-09T10:40:08Z
Reinforcement learning based sensing policy optimization for energy efficient cognitive radio networks
This paper introduces a machine learning based collaborative multi-band spectrum sensing policy for cognitive radios. The proposed sensing policy guides secondary users to focus the search of unused radio spectrum to those frequencies that persistently provide them high data rate. The proposed policy is based on machine learning, which makes it adaptive with the temporally and spatially varying radio spectrum. Furthermore, there is no need for dynamic modeling of the primary activity since it is implicitly learned over time. Energy efficiency is achieved by minimizing the number of assigned sensors per each subband under a constraint on miss detection probability. It is important to control the missed detections because they cause collisions with primary transmissions and lead to retransmissions at both the primary and secondary user. Simulations show that the proposed machine learning based sensing policy improves the overall throughput of the secondary network and improves the energy efficiency while controlling the miss detection probability.
[ "Jan Oksanen, Jarmo Lund\\'en, Visa Koivunen", "['Jan Oksanen' 'Jarmo Lundén' 'Visa Koivunen']" ]
cs.LG
null
1106.1887
null
null
http://arxiv.org/pdf/1106.1887v4
2012-05-01T04:30:11Z
2011-06-09T19:34:29Z
Learning the Dependence Graph of Time Series with Latent Factors
This paper considers the problem of learning, from samples, the dependency structure of a system of linear stochastic differential equations, when some of the variables are latent. In particular, we observe the time evolution of some variables, and never observe other variables; from this, we would like to find the dependency structure between the observed variables - separating out the spurious interactions caused by the (marginalizing out of the) latent variables' time series. We develop a new method, based on convex optimization, to do so in the case when the number of latent variables is smaller than the number of observed ones. For the case when the dependency structure between the observed variables is sparse, we theoretically establish a high-dimensional scaling result for structure recovery. We verify our theoretical result with both synthetic and real data (from the stock market).
[ "Ali Jalali and Sujay Sanghavi", "['Ali Jalali' 'Sujay Sanghavi']" ]
stat.ML cs.IR cs.LG
null
1106.1925
null
null
http://arxiv.org/pdf/1106.1925v2
2011-06-14T00:11:51Z
2011-06-09T21:57:27Z
Ranking via Sinkhorn Propagation
It is of increasing importance to develop learning methods for ranking. In contrast to many learning objectives, however, the ranking problem presents difficulties due to the fact that the space of permutations is not smooth. In this paper, we examine the class of rank-linear objective functions, which includes popular metrics such as precision and discounted cumulative gain. In particular, we observe that expectations of these gains are completely characterized by the marginals of the corresponding distribution over permutation matrices. Thus, the expectations of rank-linear objectives can always be described through locations in the Birkhoff polytope, i.e., doubly-stochastic matrices (DSMs). We propose a technique for learning DSM-based ranking functions using an iterative projection operator known as Sinkhorn normalization. Gradients of this operator can be computed via backpropagation, resulting in an algorithm we call Sinkhorn propagation, or SinkProp. This approach can be combined with a wide range of gradient-based approaches to rank learning. We demonstrate the utility of SinkProp on several information retrieval data sets.
[ "Ryan Prescott Adams, Richard S. Zemel", "['Ryan Prescott Adams' 'Richard S. Zemel']" ]
cs.GT cs.LG cs.SY math.OC
null
1106.1933
null
null
http://arxiv.org/pdf/1106.1933v2
2012-04-23T18:19:52Z
2011-06-09T23:55:58Z
Lyapunov stochastic stability and control of robust dynamic coalitional games with transferable utilities
This paper considers a dynamic game with transferable utilities (TU), where the characteristic function is a continuous-time bounded mean ergodic process. A central planner interacts continuously over time with the players by choosing the instantaneous allocations subject to budget constraints. Before the game starts, the central planner knows the nature of the process (bounded mean ergodic), the bounded set from which the coalitions' values are sampled, and the long run average coalitions' values. On the other hand, he has no knowledge of the underlying probability function generating the coalitions' values. Our goal is to find allocation rules that use a measure of the extra reward that a coalition has received up to the current time by re-distributing the budget among the players. The objective is two-fold: i) guaranteeing convergence of the average allocations to the core (or a specific point in the core) of the average game, ii) driving the coalitions' excesses to an a priori given cone. The resulting allocation rules are robust as they guarantee the aforementioned convergence properties despite the uncertain and time-varying nature of the coaltions' values. We highlight three main contributions. First, we design an allocation rule based on full observation of the extra reward so that the average allocation approaches a specific point in the core of the average game, while the coalitions' excesses converge to an a priori given direction. Second, we design a new allocation rule based on partial observation on the extra reward so that the average allocation converges to the core of the average game, while the coalitions' excesses converge to an a priori given cone. And third, we establish connections to approachability theory and attainability theory.
[ "['Dario Bauso' 'Puduru Viswanadha Reddy' 'Tamer Basar']", "Dario Bauso, Puduru Viswanadha Reddy and Tamer Basar" ]
cs.LG cs.CV cs.SI stat.ML
10.1109/TSP.2012.2212886
1106.2233
null
null
http://arxiv.org/abs/1106.2233v1
2011-06-11T12:43:18Z
2011-06-11T12:43:18Z
Clustering with Multi-Layer Graphs: A Spectral Perspective
Observational data usually comes with a multimodal nature, which means that it can be naturally represented by a multi-layer graph whose layers share the same set of vertices (users) with different edges (pairwise relationships). In this paper, we address the problem of combining different layers of the multi-layer graph for improved clustering of the vertices compared to using layers independently. We propose two novel methods, which are based on joint matrix factorization and graph regularization framework respectively, to efficiently combine the spectrum of the multiple graph layers, namely the eigenvectors of the graph Laplacian matrices. In each case, the resulting combination, which we call a "joint spectrum" of multiple graphs, is used for clustering the vertices. We evaluate our approaches by simulations with several real world social network datasets. Results demonstrate the superior or competitive performance of the proposed methods over state-of-the-art technique and common baseline methods, such as co-regularization and summation of information from individual graphs.
[ "['Xiaowen Dong' 'Pascal Frossard' 'Pierre Vandergheynst' 'Nikolai Nefedov']", "Xiaowen Dong, Pascal Frossard, Pierre Vandergheynst and Nikolai\n Nefedov" ]
math.ST cs.AI cs.LG stat.ML stat.TH
null
1106.2363
null
null
http://arxiv.org/pdf/1106.2363v2
2014-03-25T02:16:11Z
2011-06-13T01:08:48Z
Random design analysis of ridge regression
This work gives a simultaneous analysis of both the ordinary least squares estimator and the ridge regression estimator in the random design setting under mild assumptions on the covariate/response distributions. In particular, the analysis provides sharp results on the ``out-of-sample'' prediction error, as opposed to the ``in-sample'' (fixed design) error. The analysis also reveals the effect of errors in the estimated covariance structure, as well as the effect of modeling errors, neither of which effects are present in the fixed design setting. The proofs of the main results are based on a simple decomposition lemma combined with concentration inequalities for random vectors and matrices.
[ "['Daniel Hsu' 'Sham M. Kakade' 'Tong Zhang']", "Daniel Hsu, Sham M. Kakade, Tong Zhang" ]
cs.LG cs.AI stat.ML
null
1106.2369
null
null
http://arxiv.org/pdf/1106.2369v1
2011-06-13T01:57:52Z
2011-06-13T01:57:52Z
Efficient Optimal Learning for Contextual Bandits
We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal regret. Our algorithm uses a cost sensitive classification learner as an oracle and has a running time $\mathrm{polylog}(N)$, where $N$ is the number of classification rules among which the oracle might choose. This is exponentially faster than all previous algorithms that achieve optimal regret in this setting. Our formulation also enables us to create an algorithm with regret that is additive rather than multiplicative in feedback delay as in all previous work.
[ "Miroslav Dudik, Daniel Hsu, Satyen Kale, Nikos Karampatziakis, John\n Langford, Lev Reyzin, Tong Zhang", "['Miroslav Dudik' 'Daniel Hsu' 'Satyen Kale' 'Nikos Karampatziakis'\n 'John Langford' 'Lev Reyzin' 'Tong Zhang']" ]
cs.LG stat.ML
null
1106.2429
null
null
http://arxiv.org/pdf/1106.2429v4
2013-09-11T10:55:26Z
2011-06-13T12:30:05Z
Efficient Transductive Online Learning via Randomized Rounding
Most traditional online learning algorithms are based on variants of mirror descent or follow-the-leader. In this paper, we present an online algorithm based on a completely different approach, tailored for transductive settings, which combines "random playout" and randomized rounding of loss subgradients. As an application of our approach, we present the first computationally efficient online algorithm for collaborative filtering with trace-norm constrained matrices. As a second application, we solve an open question linking batch learning and transductive online learning
[ "['Nicolò Cesa-Bianchi' 'Ohad Shamir']", "Nicol\\`o Cesa-Bianchi and Ohad Shamir" ]
cs.LG stat.ML
null
1106.2436
null
null
http://arxiv.org/pdf/1106.2436v3
2011-10-25T15:55:47Z
2011-06-13T13:11:33Z
From Bandits to Experts: On the Value of Side-Observations
We consider an adversarial online learning setting where a decision maker can choose an action in every stage of the game. In addition to observing the reward of the chosen action, the decision maker gets side observations on the reward he would have obtained had he chosen some of the other actions. The observation structure is encoded as a graph, where node i is linked to node j if sampling i provides information on the reward of j. This setting naturally interpolates between the well-known "experts" setting, where the decision maker can view all rewards, and the multi-armed bandits setting, where the decision maker can only view the reward of the chosen action. We develop practical algorithms with provable regret guarantees, which depend on non-trivial graph-theoretic properties of the information feedback structure. We also provide partially-matching lower bounds.
[ "Shie Mannor and Ohad Shamir", "['Shie Mannor' 'Ohad Shamir']" ]
cs.LG cs.AI cs.GT cs.MA
10.1109/MCOM.2011.5978427
1106.2662
null
null
http://arxiv.org/abs/1106.2662v1
2011-06-14T09:58:36Z
2011-06-14T09:58:36Z
Learning Equilibria with Partial Information in Decentralized Wireless Networks
In this article, a survey of several important equilibrium concepts for decentralized networks is presented. The term decentralized is used here to refer to scenarios where decisions (e.g., choosing a power allocation policy) are taken autonomously by devices interacting with each other (e.g., through mutual interference). The iterative long-term interaction is characterized by stable points of the wireless network called equilibria. The interest in these equilibria stems from the relevance of network stability and the fact that they can be achieved by letting radio devices to repeatedly interact over time. To achieve these equilibria, several learning techniques, namely, the best response dynamics, fictitious play, smoothed fictitious play, reinforcement learning algorithms, and regret matching, are discussed in terms of information requirements and convergence properties. Most of the notions introduced here, for both equilibria and learning schemes, are illustrated by a simple case study, namely, an interference channel with two transmitter-receiver pairs.
[ "Luca Rose, Samir M. Perlaza, Samson Lasaulce, M\\'erouane Debbah", "['Luca Rose' 'Samir M. Perlaza' 'Samson Lasaulce' 'Mérouane Debbah']" ]
q-fin.GN cs.LG
null
1106.2882
null
null
http://arxiv.org/pdf/1106.2882v1
2011-06-15T06:04:25Z
2011-06-15T06:04:25Z
Learning, investments and derivatives
The recent crisis and the following flight to simplicity put most derivative businesses around the world under considerable pressure. We argue that the traditional modeling techniques must be extended to include product design. We propose a quantitative framework for creating products which meet the challenge of being optimal from the investors point of view while remaining relatively simple and transparent.
[ "Andrei N. Soklakov", "['Andrei N. Soklakov']" ]
cs.LG
10.1239/jap/1346955334
1106.3355
null
null
http://arxiv.org/abs/1106.3355v2
2012-03-05T21:36:51Z
2011-06-16T21:32:26Z
On epsilon-optimality of the pursuit learning algorithm
Estimator algorithms in learning automata are useful tools for adaptive, real-time optimization in computer science and engineering applications. This paper investigates theoretical convergence properties for a special case of estimator algorithms: the pursuit learning algorithm. In this note, we identify and fill a gap in existing proofs of probabilistic convergence for pursuit learning. It is tradition to take the pursuit learning tuning parameter to be fixed in practical applications, but our proof sheds light on the importance of a vanishing sequence of tuning parameters in a theoretical convergence analysis.
[ "Ryan Martin, Omkar Tilak", "['Ryan Martin' 'Omkar Tilak']" ]
cs.LG
null
1106.3395
null
null
http://arxiv.org/pdf/1106.3395v1
2011-06-17T06:53:47Z
2011-06-17T06:53:47Z
Decoding finger movements from ECoG signals using switching linear models
One of the major challenges of ECoG-based Brain-Machine Interfaces is the movement prediction of a human subject. Several methods exist to predict an arm 2-D trajectory. The fourth BCI Competition gives a dataset in which the aim is to predict individual finger movements (5-D trajectory). The difficulty lies in the fact that there is no simple relation between ECoG signals and finger movement. We propose in this paper to decode finger flexions using switching models. This method permits to simplify the system as it is now described as an ensemble of linear models depending on an internal state. We show that an interesting accuracy prediction can be obtained by such a model.
[ "R\\'emi Flamary (LITIS), Alain Rakotomamonjy (LITIS)", "['Rémi Flamary' 'Alain Rakotomamonjy']" ]
cs.LG
10.1109/ICASSP.2010.5495281
1106.3396
null
null
http://arxiv.org/abs/1106.3396v1
2011-06-17T06:54:35Z
2011-06-17T06:54:35Z
Large margin filtering for signal sequence labeling
Signal Sequence Labeling consists in predicting a sequence of labels given an observed sequence of samples. A naive way is to filter the signal in order to reduce the noise and to apply a classification algorithm on the filtered samples. We propose in this paper to jointly learn the filter with the classifier leading to a large margin filtering for classification. This method allows to learn the optimal cutoff frequency and phase of the filter that may be different from zero. Two methods are proposed and tested on a toy dataset and on a real life BCI dataset from BCI Competition III.
[ "['Rémi Flamary' 'Benjamin Labbé' 'Alain Rakotomamonjy']", "R\\'emi Flamary (LITIS), Benjamin Labb\\'e (LITIS), Alain Rakotomamonjy\n (LITIS)" ]
cs.LG
null
1106.3397
null
null
http://arxiv.org/pdf/1106.3397v1
2011-06-17T06:55:24Z
2011-06-17T06:55:24Z
Handling uncertainties in SVM classification
This paper addresses the pattern classification problem arising when available target data include some uncertainty information. Target data considered here is either qualitative (a class label) or quantitative (an estimation of the posterior probability). Our main contribution is a SVM inspired formulation of this problem allowing to take into account class label through a hinge loss as well as probability estimates using epsilon-insensitive cost function together with a minimum norm (maximum margin) objective. This formulation shows a dual form leading to a quadratic problem and allows the use of a representer theorem and associated kernel. The solution provided can be used for both decision and posterior probability estimation. Based on empirical evidence our method outperforms regular SVM in terms of probability predictions and classification performances.
[ "Emilie Niaf (CREATIS), R\\'emi Flamary (LITIS), Carole Lartizien\n (CREATIS), St\\'ephane Canu (LITIS)", "['Emilie Niaf' 'Rémi Flamary' 'Carole Lartizien' 'Stéphane Canu']" ]
cs.LG stat.ML
null
1106.3651
null
null
http://arxiv.org/pdf/1106.3651v2
2011-11-11T14:14:12Z
2011-06-18T14:39:58Z
Robust Bayesian reinforcement learning through tight lower bounds
In the Bayesian approach to sequential decision making, exact calculation of the (subjective) utility is intractable. This extends to most special cases of interest, such as reinforcement learning problems. While utility bounds are known to exist for this problem, so far none of them were particularly tight. In this paper, we show how to efficiently calculate a lower bound, which corresponds to the utility of a near-optimal memoryless policy for the decision problem, which is generally different from both the Bayes-optimal policy and the policy which is optimal for the expected MDP under the current belief. We then show how these can be applied to obtain robust exploration policies in a Bayesian reinforcement learning setting.
[ "['Christos Dimitrakakis']", "Christos Dimitrakakis" ]
nlin.AO cs.AI cs.IT cs.LG cs.SY math.IT q-bio.QM stat.ME
null
1106.3703
null
null
http://arxiv.org/pdf/1106.3703v2
2015-01-16T06:53:24Z
2011-06-19T04:20:16Z
Prediction and Modularity in Dynamical Systems
Identifying and understanding modular organizations is centrally important in the study of complex systems. Several approaches to this problem have been advanced, many framed in information-theoretic terms. Our treatment starts from the complementary point of view of statistical modeling and prediction of dynamical systems. It is known that for finite amounts of training data, simpler models can have greater predictive power than more complex ones. We use the trade-off between model simplicity and predictive accuracy to generate optimal multiscale decompositions of dynamical networks into weakly-coupled, simple modules. State-dependent and causal versions of our method are also proposed.
[ "Artemy Kolchinsky, Luis M. Rocha", "['Artemy Kolchinsky' 'Luis M. Rocha']" ]
cs.DB cs.LG
null
1106.3725
null
null
http://arxiv.org/pdf/1106.3725v3
2012-04-20T20:28:35Z
2011-06-19T09:29:54Z
Learning XML Twig Queries
We investigate the problem of learning XML queries, path queries and tree pattern queries, from examples given by the user. A learning algorithm takes on the input a set of XML documents with nodes annotated by the user and returns a query that selects the nodes in a manner consistent with the annotation. We study two learning settings that differ with the types of annotations. In the first setting the user may only indicate required nodes that the query must return. In the second, more general, setting, the user may also indicate forbidden nodes that the query must not return. The query may or may not return any node with no annotation. We formalize what it means for a class of queries to be \emph{learnable}. One requirement is the existence of a learning algorithm that is sound i.e., always returns a query consistent with the examples given by the user. Furthermore, the learning algorithm should be complete i.e., able to produce every query with a sufficiently rich example. Other requirements involve tractability of learning and its robustness to nonessential examples. We show that the classes of simple path queries and path-subsumption-free tree queries are learnable from positive examples. The learnability of the full class of tree pattern queries (and the full class of path queries) remains an open question. We show also that adding negative examples to the picture renders the learning unfeasible. Published in ICDT 2012, Berlin.
[ "S{\\l}awomir Staworko, Piotr Wieczorek", "['Sławomir Staworko' 'Piotr Wieczorek']" ]
cs.LG
null
1106.4064
null
null
http://arxiv.org/pdf/1106.4064v2
2011-11-09T19:45:30Z
2011-06-21T00:37:23Z
Algorithmic Programming Language Identification
Motivated by the amount of code that goes unidentified on the web, we introduce a practical method for algorithmically identifying the programming language of source code. Our work is based on supervised learning and intelligent statistical features. We also explored, but abandoned, a grammatical approach. In testing, our implementation greatly outperforms that of an existing tool that relies on a Bayesian classifier. Code is written in Python and available under an MIT license.
[ "David Klein, Kyle Murray and Simon Weber", "['David Klein' 'Kyle Murray' 'Simon Weber']" ]
math.FA cs.LG
null
1106.4075
null
null
http://arxiv.org/pdf/1106.4075v1
2011-06-21T02:49:12Z
2011-06-21T02:49:12Z
On the Inclusion Relation of Reproducing Kernel Hilbert Spaces
To help understand various reproducing kernels used in applied sciences, we investigate the inclusion relation of two reproducing kernel Hilbert spaces. Characterizations in terms of feature maps of the corresponding reproducing kernels are established. A full table of inclusion relations among widely-used translation invariant kernels is given. Concrete examples for Hilbert-Schmidt kernels are presented as well. We also discuss the preservation of such a relation under various operations of reproducing kernels. Finally, we briefly discuss the special inclusion with a norm equivalence.
[ "['Haizhang Zhang' 'Liang Zhao']", "Haizhang Zhang, Liang Zhao" ]
cs.LG stat.ML
null
1106.4251
null
null
http://arxiv.org/pdf/1106.4251v1
2011-06-21T16:16:24Z
2011-06-21T16:16:24Z
Learning with the Weighted Trace-norm under Arbitrary Sampling Distributions
We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions. We show that the standard weighted trace-norm might fail when the sampling distribution is not a product distribution (i.e. when row and column indexes are not selected independently), present a corrected variant for which we establish strong learning guarantees, and demonstrate that it works better in practice. We provide guarantees when weighting by either the true or empirical sampling distribution, and suggest that even if the true distribution is known (or is uniform), weighting by the empirical distribution may be beneficial.
[ "Rina Foygel, Ruslan Salakhutdinov, Ohad Shamir, and Nathan Srebro", "['Rina Foygel' 'Ruslan Salakhutdinov' 'Ohad Shamir' 'Nathan Srebro']" ]
stat.ML cs.LG
null
1106.4355
null
null
http://arxiv.org/pdf/1106.4355v3
2011-10-18T02:16:55Z
2011-06-22T00:45:59Z
Tight Measurement Bounds for Exact Recovery of Structured Sparse Signals
Standard compressive sensing results state that to exactly recover an s sparse signal in R^p, one requires O(s. log(p)) measurements. While this bound is extremely useful in practice, often real world signals are not only sparse, but also exhibit structure in the sparsity pattern. We focus on group-structured patterns in this paper. Under this model, groups of signal coefficients are active (or inactive) together. The groups are predefined, but the particular set of groups that are active (i.e., in the signal support) must be learned from measurements. We show that exploiting knowledge of groups can further reduce the number of measurements required for exact signal recovery, and derive universal bounds for the number of measurements needed. The bound is universal in the sense that it only depends on the number of groups under consideration, and not the particulars of the groups (e.g., compositions, sizes, extents, overlaps, etc.). Experiments show that our result holds for a variety of overlapping group configurations.
[ "['Nikhil Rao' 'Benjamin Recht' 'Robert Nowak']", "Nikhil Rao, Benjamin Recht and Robert Nowak" ]
cs.AI cs.LG
10.1613/jair.1050
1106.4572
null
null
http://arxiv.org/abs/1106.4572v1
2011-06-22T20:58:18Z
2011-06-22T20:58:18Z
Specific-to-General Learning for Temporal Events with Application to Learning Event Definitions from Video
We develop, analyze, and evaluate a novel, supervised, specific-to-general learner for a simple temporal logic and use the resulting algorithm to learn visual event definitions from video sequences. First, we introduce a simple, propositional, temporal, event-description language called AMA that is sufficiently expressive to represent many events yet sufficiently restrictive to support learning. We then give algorithms, along with lower and upper complexity bounds, for the subsumption and generalization problems for AMA formulas. We present a positive-examples--only specific-to-general learning method based on these algorithms. We also present a polynomial-time--computable ``syntactic'' subsumption test that implies semantic subsumption without being equivalent to it. A generalization algorithm based on syntactic subsumption can be used in place of semantic generalization to improve the asymptotic complexity of the resulting learning algorithm. Finally, we apply this algorithm to the task of learning relational event definitions from video and show that it yields definitions that are competitive with hand-coded ones.
[ "A. Fern, R. Givan, J. M. Siskind", "['A. Fern' 'R. Givan' 'J. M. Siskind']" ]
cs.LG
null
1106.4574
null
null
http://arxiv.org/pdf/1106.4574v1
2011-06-22T20:59:20Z
2011-06-22T20:59:20Z
Better Mini-Batch Algorithms via Accelerated Gradient Methods
Mini-batch algorithms have been proposed as a way to speed-up stochastic convex optimization problems. We study how such algorithms can be improved using accelerated gradient methods. We provide a novel analysis, which shows how standard gradient methods may sometimes be insufficient to obtain a significant speed-up and propose a novel accelerated gradient algorithm, which deals with this deficiency, enjoys a uniformly superior guarantee and works well in practice.
[ "Andrew Cotter, Ohad Shamir, Nathan Srebro, Karthik Sridharan", "['Andrew Cotter' 'Ohad Shamir' 'Nathan Srebro' 'Karthik Sridharan']" ]
cs.LG stat.ML
null
1106.5236
null
null
http://arxiv.org/pdf/1106.5236v1
2011-06-26T17:03:44Z
2011-06-26T17:03:44Z
A General Framework for Structured Sparsity via Proximal Optimization
We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides a straightforward way of favouring prescribed sparsity patterns, such as orderings, contiguous regions and overlapping groups, among others. Existing optimization methods are limited to specific constraint sets and tend to not scale well with sample size and dimensionality. We propose a novel first order proximal method, which builds upon results on fixed points and successive approximations. The algorithm can be applied to a general class of conic and norm constraints sets and relies on a proximity operator subproblem which can be computed explicitly. Experiments on different regression problems demonstrate the efficiency of the optimization algorithm and its scalability with the size of the problem. They also demonstrate state of the art statistical performance, which improves over Lasso and StructOMP.
[ "Andreas Argyriou and Luca Baldassarre and Jean Morales and\n Massimiliano Pontil", "['Andreas Argyriou' 'Luca Baldassarre' 'Jean Morales'\n 'Massimiliano Pontil']" ]
cs.LG
10.1613/jair.1190
1106.5267
null
null
http://arxiv.org/abs/1106.5267v1
2011-06-26T21:07:01Z
2011-06-26T21:07:01Z
Potential-Based Shaping and Q-Value Initialization are Equivalent
Shaping has proven to be a powerful but precarious means of improving reinforcement learning performance. Ng, Harada, and Russell (1999) proposed the potential-based shaping algorithm for adding shaping rewards in a way that guarantees the learner will learn optimal behavior. In this note, we prove certain similarities between this shaping algorithm and the initialization step required for several reinforcement learning algorithms. More specifically, we prove that a reinforcement learner with initial Q-values based on the shaping algorithm's potential function make the same updates throughout learning as a learner receiving potential-based shaping rewards. We further prove that under a broad category of policies, the behavior of these two learners are indistinguishable. The comparison provides intuition on the theoretical properties of the shaping algorithm as well as a suggestion for a simpler method for capturing the algorithm's benefit. In addition, the equivalence raises previously unaddressed issues concerning the efficiency of learning with potential-based shaping.
[ "['E. Wiewiora']", "E. Wiewiora" ]
cs.LO cs.GT cs.LG
null
1106.5294
null
null
http://arxiv.org/pdf/1106.5294v1
2011-06-27T04:55:23Z
2011-06-27T04:55:23Z
Set systems: order types, continuous nondeterministic deformations, and quasi-orders
By reformulating a learning process of a set system L as a game between Teacher and Learner, we define the order type of L to be the order type of the game tree, if the tree is well-founded. The features of the order type of L (dim L in symbol) are (1) We can represent any well-quasi-order (wqo for short) by the set system L of the upper-closed sets of the wqo such that the maximal order type of the wqo is equal to dim L. (2) dim L is an upper bound of the mind-change complexity of L. dim L is defined iff L has a finite elasticity (fe for short), where, according to computational learning theory, if an indexed family of recursive languages has fe then it is learnable by an algorithm from positive data. Regarding set systems as subspaces of Cantor spaces, we prove that fe of set systems is preserved by any continuous function which is monotone with respect to the set-inclusion. By it, we prove that finite elasticity is preserved by various (nondeterministic) language operators (Kleene-closure, shuffle-closure, union, product, intersection,. . ..) The monotone continuous functions represent nondeterministic computations. If a monotone continuous function has a computation tree with each node followed by at most n immediate successors and the order type of a set system L is {\alpha}, then the direct image of L is a set system of order type at most n-adic diagonal Ramsey number of {\alpha}. Furthermore, we provide an order-type-preserving contravariant embedding from the category of quasi-orders and finitely branching simulations between them, into the complete category of subspaces of Cantor spaces and monotone continuous functions having Girard's linearity between them. Keyword: finite elasticity, shuffle-closure
[ "Yohji Akama", "['Yohji Akama']" ]
cs.CV cs.AI cs.LG
null
1106.5341
null
null
http://arxiv.org/pdf/1106.5341v1
2011-06-27T09:47:28Z
2011-06-27T09:47:28Z
Pose Estimation from a Single Depth Image for Arbitrary Kinematic Skeletons
We present a method for estimating pose information from a single depth image given an arbitrary kinematic structure without prior training. For an arbitrary skeleton and depth image, an evolutionary algorithm is used to find the optimal kinematic configuration to explain the observed image. Results show that our approach can correctly estimate poses of 39 and 78 degree-of-freedom models from a single depth image, even in cases of significant self-occlusion.
[ "Daniel L. Ly and Ashutosh Saxena and Hod Lipson", "['Daniel L. Ly' 'Ashutosh Saxena' 'Hod Lipson']" ]
math.OC cs.LG
null
1106.5730
null
null
http://arxiv.org/pdf/1106.5730v2
2011-11-11T15:59:15Z
2011-06-28T17:23:42Z
HOGWILD!: A Lock-Free Approach to Parallelizing Stochastic Gradient Descent
Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require performance-destroying memory locking and synchronization. This work aims to show using novel theoretical analysis, algorithms, and implementation that SGD can be implemented without any locking. We present an update scheme called HOGWILD! which allows processors access to shared memory with the possibility of overwriting each other's work. We show that when the associated optimization problem is sparse, meaning most gradient updates only modify small parts of the decision variable, then HOGWILD! achieves a nearly optimal rate of convergence. We demonstrate experimentally that HOGWILD! outperforms alternative schemes that use locking by an order of magnitude.
[ "Feng Niu, Benjamin Recht, Christopher Re, Stephen J. Wright", "['Feng Niu' 'Benjamin Recht' 'Christopher Re' 'Stephen J. Wright']" ]
cs.LG math.ST stat.ML stat.TH
null
1106.5826
null
null
http://arxiv.org/pdf/1106.5826v1
2011-06-29T00:53:15Z
2011-06-29T00:53:15Z
A Dirty Model for Multiple Sparse Regression
Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where several related vectors -- with partially shared support sets -- have to be recovered. A natural question in this setting is whether one can use the sharing to further decrease the overall number of samples required. A line of recent research has studied the use of \ell_1/\ell_q norm block-regularizations with q>1 for such problems; however these could actually perform worse in sample complexity -- vis a vis solving each problem separately ignoring sharing -- depending on the level of sharing. We present a new method for multiple sparse linear regression that can leverage support and parameter overlap when it exists, but not pay a penalty when it does not. A very simple idea: we decompose the parameters into two components and regularize these differently. We show both theoretically and empirically, our method strictly and noticeably outperforms both \ell_1 or \ell_1/\ell_q methods, over the entire range of possible overlaps (except at boundary cases, where we match the best method). We also provide theoretical guarantees that the method performs well under high-dimensional scaling.
[ "Ali Jalali and Pradeep Ravikumar and Sujay Sanghavi", "['Ali Jalali' 'Pradeep Ravikumar' 'Sujay Sanghavi']" ]
math.OC cs.LG cs.SY math.PR math.ST stat.TH
null
1106.6104
null
null
http://arxiv.org/pdf/1106.6104v3
2013-03-09T20:17:17Z
2011-06-30T02:12:32Z
Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems
In the Multi-Armed Bandit (MAB) problem, there is a given set of arms with unknown reward models. At each time, a player selects one arm to play, aiming to maximize the total expected reward over a horizon of length T. An approach based on a Deterministic Sequencing of Exploration and Exploitation (DSEE) is developed for constructing sequential arm selection policies. It is shown that for all light-tailed reward distributions, DSEE achieves the optimal logarithmic order of the regret, where regret is defined as the total expected reward loss against the ideal case with known reward models. For heavy-tailed reward distributions, DSEE achieves O(T^1/p) regret when the moments of the reward distributions exist up to the pth order for 1<p<=2 and O(T^1/(1+p/2)) for p>2. With the knowledge of an upperbound on a finite moment of the heavy-tailed reward distributions, DSEE offers the optimal logarithmic regret order. The proposed DSEE approach complements existing work on MAB by providing corresponding results for general reward distributions. Furthermore, with a clearly defined tunable parameter-the cardinality of the exploration sequence, the DSEE approach is easily extendable to variations of MAB, including MAB with various objectives, decentralized MAB with multiple players and incomplete reward observations under collisions, MAB with unknown Markov dynamics, and combinatorial MAB with dependent arms that often arise in network optimization problems such as the shortest path, the minimum spanning, and the dominating set problems under unknown random weights.
[ "Sattar Vakili, Keqin Liu, Qing Zhao", "['Sattar Vakili' 'Keqin Liu' 'Qing Zhao']" ]
cs.LG
null
1106.6186
null
null
http://arxiv.org/pdf/1106.6186v1
2011-06-30T11:08:35Z
2011-06-30T11:08:35Z
IBSEAD: - A Self-Evolving Self-Obsessed Learning Algorithm for Machine Learning
We present IBSEAD or distributed autonomous entity systems based Interaction - a learning algorithm for the computer to self-evolve in a self-obsessed manner. This learning algorithm will present the computer to look at the internal and external environment in series of independent entities, which will interact with each other, with and/or without knowledge of the computer's brain. When a learning algorithm interacts, it does so by detecting and understanding the entities in the human algorithm. However, the problem with this approach is that the algorithm does not consider the interaction of the third party or unknown entities, which may be interacting with each other. These unknown entities in their interaction with the non-computer entities make an effect in the environment that influences the information and the behaviour of the computer brain. Such details and the ability to process the dynamic and unsettling nature of these interactions are absent in the current learning algorithm such as the decision tree learning algorithm. IBSEAD is able to evaluate and consider such algorithms and thus give us a better accuracy in simulation of the highly evolved nature of the human brain. Processes such as dreams, imagination and novelty, that exist in humans are not fully simulated by the existing learning algorithms. Also, Hidden Markov models (HMM) are useful in finding "hidden" entities, which may be known or unknown. However, this model fails to consider the case of unknown entities which maybe unclear or unknown. IBSEAD is better because it considers three types of entities- known, unknown and invisible. We present our case with a comparison of existing algorithms in known environments and cases and present the results of the experiments using dry run of the simulated runs of the existing machine learning algorithms versus IBSEAD.
[ "Jitesh Dundas and David Chik", "['Jitesh Dundas' 'David Chik']" ]
cs.LG
null
1106.6258
null
null
http://arxiv.org/pdf/1106.6258v2
2014-05-12T19:40:40Z
2011-06-30T15:03:58Z
A Note on Improved Loss Bounds for Multiple Kernel Learning
In this paper, we correct an upper bound, presented in~\cite{hs-11}, on the generalisation error of classifiers learned through multiple kernel learning. The bound in~\cite{hs-11} uses Rademacher complexity and has an\emph{additive} dependence on the logarithm of the number of kernels and the margin achieved by the classifier. However, there are some errors in parts of the proof which are corrected in this paper. Unfortunately, the final result turns out to be a risk bound which has a \emph{multiplicative} dependence on the logarithm of the number of kernels and the margin achieved by the classifier.
[ "Zakria Hussain and John Shawe-Taylor and Mario Marchand", "['Zakria Hussain' 'John Shawe-Taylor' 'Mario Marchand']" ]
cs.AI cs.FL cs.LG
null
1107.0434
null
null
http://arxiv.org/pdf/1107.0434v1
2011-07-03T07:33:51Z
2011-07-03T07:33:51Z
Abstraction Super-structuring Normal Forms: Towards a Theory of Structural Induction
Induction is the process by which we obtain predictive laws or theories or models of the world. We consider the structural aspect of induction. We answer the question as to whether we can find a finite and minmalistic set of operations on structural elements in terms of which any theory can be expressed. We identify abstraction (grouping similar entities) and super-structuring (combining topologically e.g., spatio-temporally close entities) as the essential structural operations in the induction process. We show that only two more structural operations, namely, reverse abstraction and reverse super-structuring (the duals of abstraction and super-structuring respectively) suffice in order to exploit the full power of Turing-equivalent generative grammars in induction. We explore the implications of this theorem with respect to the nature of hidden variables, radical positivism and the 2-century old claim of David Hume about the principles of connexion among ideas.
[ "Adrian Silvescu and Vasant Honavar", "['Adrian Silvescu' 'Vasant Honavar']" ]
nlin.AO cs.LG
null
1107.0674
null
null
http://arxiv.org/pdf/1107.0674v3
2015-10-07T13:57:56Z
2011-07-04T16:18:04Z
"Memory foam" approach to unsupervised learning
We propose an alternative approach to construct an artificial learning system, which naturally learns in an unsupervised manner. Its mathematical prototype is a dynamical system, which automatically shapes its vector field in response to the input signal. The vector field converges to a gradient of a multi-dimensional probability density distribution of the input process, taken with negative sign. The most probable patterns are represented by the stable fixed points, whose basins of attraction are formed automatically. The performance of this system is illustrated with musical signals.
[ "Natalia B. Janson and Christopher J. Marsden", "['Natalia B. Janson' 'Christopher J. Marsden']" ]