categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
sequence
cs.LG stat.ML
null
1206.6431
null
null
http://arxiv.org/pdf/1206.6431v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Exact Maximum Margin Structure Learning of Bayesian Networks
Recently, there has been much interest in finding globally optimal Bayesian network structures. These techniques were developed for generative scores and can not be directly extended to discriminative scores, as desired for classification. In this paper, we propose an exact method for finding network structures maximizing the probabilistic soft margin, a successfully applied discriminative score. Our method is based on branch-and-bound techniques within a linear programming framework and maintains an any-time solution, together with worst-case sub-optimality bounds. We apply a set of order constraints for enforcing the network structure to be acyclic, which allows a compact problem representation and the use of general-purpose optimization techniques. In classification experiments, our methods clearly outperform generatively trained network structures and compete with support vector machines.
[ "Robert Peharz (Graz University of Technology), Franz Pernkopf (Graz\n University of Technology)", "['Robert Peharz' 'Franz Pernkopf']" ]
cs.LG cs.CE stat.ML
null
1206.6432
null
null
http://arxiv.org/pdf/1206.6432v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Sparse Support Vector Infinite Push
In this paper, we address the problem of embedded feature selection for ranking on top of the list problems. We pose this problem as a regularized empirical risk minimization with $p$-norm push loss function ($p=\infty$) and sparsity inducing regularizers. We leverage the issues related to this challenging optimization problem by considering an alternating direction method of multipliers algorithm which is built upon proximal operators of the loss function and the regularizer. Our main technical contribution is thus to provide a numerical scheme for computing the infinite push loss function proximal operator. Experimental results on toy, DNA microarray and BCI problems show how our novel algorithm compares favorably to competitors for ranking on top while using fewer variables in the scoring function.
[ "['Alain Rakotomamonjy']", "Alain Rakotomamonjy (Universite de Rouen)" ]
stat.ME cs.LG stat.ML
null
1206.6433
null
null
http://arxiv.org/pdf/1206.6433v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Copula Mixture Model for Dependency-seeking Clustering
We introduce a copula mixture model to perform dependency-seeking clustering when co-occurring samples from different data sources are available. The model takes advantage of the great flexibility offered by the copulas framework to extend mixtures of Canonical Correlation Analysis to multivariate data with arbitrary continuous marginal densities. We formulate our model as a non-parametric Bayesian mixture, while providing efficient MCMC inference. Experiments on synthetic and real data demonstrate that the increased flexibility of the copula mixture significantly improves the clustering and the interpretability of the results.
[ "Melanie Rey (University of Basel), Volker Roth (University of Basel)", "['Melanie Rey' 'Volker Roth']" ]
cs.LG stat.ML
null
1206.6434
null
null
http://arxiv.org/pdf/1206.6434v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Generative Process for Sampling Contractive Auto-Encoders
The contractive auto-encoder learns a representation of the input data that captures the local manifold structure around each data point, through the leading singular vectors of the Jacobian of the transformation from input to representation. The corresponding singular values specify how much local variation is plausible in directions associated with the corresponding singular vectors, while remaining in a high-density region of the input space. This paper proposes a procedure for generating samples that are consistent with the local structure captured by a contractive auto-encoder. The associated stochastic process defines a distribution from which one can sample, and which experimentally appears to converge quickly and mix well between modes, compared to Restricted Boltzmann Machines and Deep Belief Networks. The intuitions behind this procedure can also be used to train the second layer of contraction that pools lower-level features and learns to be invariant to the local directions of variation discovered in the first layer. We show that this can help learn and represent invariances present in the data and improve classification error.
[ "Salah Rifai (Universite de Montreal), Yoshua Bengio (Universite de\n Montreal), Yann Dauphin (Universite de Montreal), Pascal Vincent (Universite\n de Montreal)", "['Salah Rifai' 'Yoshua Bengio' 'Yann Dauphin' 'Pascal Vincent']" ]
cs.LG stat.ML
null
1206.6435
null
null
http://arxiv.org/pdf/1206.6435v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Rethinking Collapsed Variational Bayes Inference for LDA
We propose a novel interpretation of the collapsed variational Bayes inference with a zero-order Taylor expansion approximation, called CVB0 inference, for latent Dirichlet allocation (LDA). We clarify the properties of the CVB0 inference by using the alpha-divergence. We show that the CVB0 inference is composed of two different divergence projections: alpha=1 and -1. This interpretation will help shed light on CVB0 works.
[ "['Issei Sato' 'Hiroshi Nakagawa']", "Issei Sato (The University of Tokyo), Hiroshi Nakagawa (The University\n of Tokyo)" ]
cs.LG stat.ML
null
1206.6436
null
null
http://arxiv.org/pdf/1206.6436v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Efficient Structured Prediction with Latent Variables for General Graphical Models
In this paper we propose a unified framework for structured prediction with latent variables which includes hidden conditional random fields and latent structured support vector machines as special cases. We describe a local entropy approximation for this general formulation using duality, and derive an efficient message passing algorithm that is guaranteed to converge. We demonstrate its effectiveness in the tasks of image segmentation as well as 3D indoor scene understanding from single images, showing that our approach is superior to latent structured support vector machines and hidden conditional random fields.
[ "['Alexander Schwing' 'Tamir Hazan' 'Marc Pollefeys' 'Raquel Urtasun']", "Alexander Schwing (ETH Zurich), Tamir Hazan (TTIC), Marc Pollefeys\n (ETH Zurich), Raquel Urtasun (TTIC)" ]
cs.CV cs.LG stat.ML
null
1206.6437
null
null
http://arxiv.org/pdf/1206.6437v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Large Scale Variational Bayesian Inference for Structured Scale Mixture Models
Natural image statistics exhibit hierarchical dependencies across multiple scales. Representing such prior knowledge in non-factorial latent tree models can boost performance of image denoising, inpainting, deconvolution or reconstruction substantially, beyond standard factorial "sparse" methodology. We derive a large scale approximate Bayesian inference algorithm for linear models with non-factorial (latent tree-structured) scale mixture priors. Experimental results on a range of denoising and inpainting problems demonstrate substantially improved performance compared to MAP estimation or to inference with factorial priors.
[ "['Young Jun Ko' 'Matthias Seeger']", "Young Jun Ko (Ecole Polytechnique Federale de Lausanne), Matthias\n Seeger (Ecole Polytechnique Federale de Lausanne)" ]
cs.LG stat.ML
null
1206.6438
null
null
http://arxiv.org/pdf/1206.6438v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Information-Theoretical Learning of Discriminative Clusters for Unsupervised Domain Adaptation
We study the problem of unsupervised domain adaptation, which aims to adapt classifiers trained on a labeled source domain to an unlabeled target domain. Many existing approaches first learn domain-invariant features and then construct classifiers with them. We propose a novel approach that jointly learn the both. Specifically, while the method identifies a feature space where data in the source and the target domains are similarly distributed, it also learns the feature space discriminatively, optimizing an information-theoretic metric as an proxy to the expected misclassification error on the target domain. We show how this optimization can be effectively carried out with simple gradient-based methods and how hyperparameters can be cross-validated without demanding any labeled data from the target domain. Empirical studies on benchmark tasks of object recognition and sentiment analysis validated our modeling assumptions and demonstrated significant improvement of our method over competing ones in classification accuracies.
[ "Yuan Shi (University of Southern California), Fei Sha (University of\n Southern California)", "['Yuan Shi' 'Fei Sha']" ]
cs.CE cs.LG stat.AP
null
1206.6439
null
null
http://arxiv.org/pdf/1206.6439v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Gap Filling in the Plant Kingdom---Trait Prediction Using Hierarchical Probabilistic Matrix Factorization
Plant traits are a key to understanding and predicting the adaptation of ecosystems to environmental changes, which motivates the TRY project aiming at constructing a global database for plant traits and becoming a standard resource for the ecological community. Despite its unprecedented coverage, a large percentage of missing data substantially constrains joint trait analysis. Meanwhile, the trait data is characterized by the hierarchical phylogenetic structure of the plant kingdom. While factorization based matrix completion techniques have been widely used to address the missing data problem, traditional matrix factorization methods are unable to leverage the phylogenetic structure. We propose hierarchical probabilistic matrix factorization (HPMF), which effectively uses hierarchical phylogenetic information for trait prediction. We demonstrate HPMF's high accuracy, effectiveness of incorporating hierarchical structure and ability to capture trait correlation through experiments.
[ "Hanhuai Shan (University of Minnesota), Jens Kattge (Max Planck\n Institute for Biogeochemistry), Peter Reich (University of Minnesota),\n Arindam Banerjee (University of Minnesota), Franziska Schrodt (University of\n Minnesota), Markus Reichstein (Max Planck Institute for Biogeochemistry)", "['Hanhuai Shan' 'Jens Kattge' 'Peter Reich' 'Arindam Banerjee'\n 'Franziska Schrodt' 'Markus Reichstein']" ]
cs.LG stat.ML
null
1206.6440
null
null
http://arxiv.org/pdf/1206.6440v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Predicting Preference Flips in Commerce Search
Traditional approaches to ranking in web search follow the paradigm of rank-by-score: a learned function gives each query-URL combination an absolute score and URLs are ranked according to this score. This paradigm ensures that if the score of one URL is better than another then one will always be ranked higher than the other. Scoring contradicts prior work in behavioral economics that showed that users' preferences between two items depend not only on the items but also on the presented alternatives. Thus, for the same query, users' preference between items A and B depends on the presence/absence of item C. We propose a new model of ranking, the Random Shopper Model, that allows and explains such behavior. In this model, each feature is viewed as a Markov chain over the items to be ranked, and the goal is to find a weighting of the features that best reflects their importance. We show that our model can be learned under the empirical risk minimization framework, and give an efficient learning algorithm. Experiments on commerce search logs demonstrate that our algorithm outperforms scoring-based approaches including regression and listwise ranking.
[ "['Or Sheffet' 'Nina Mishra' 'Samuel Ieong']", "Or Sheffet (Carnegie Mellon University), Nina Mishra (Microsoft\n Research), Samuel Ieong (Microsoft Research)" ]
cs.LG cs.IR stat.ML
null
1206.6441
null
null
http://arxiv.org/pdf/1206.6441v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Topic Model for Melodic Sequences
We examine the problem of learning a probabilistic model for melody directly from musical sequences belonging to the same genre. This is a challenging task as one needs to capture not only the rich temporal structure evident in music, but also the complex statistical dependencies among different music components. To address this problem we introduce the Variable-gram Topic Model, which couples the latent topic formalism with a systematic model for contextual information. We evaluate the model on next-step prediction. Additionally, we present a novel way of model evaluation, where we directly compare model samples with data sequences using the Maximum Mean Discrepancy of string kernels, to assess how close is the model distribution to the data distribution. We show that the model has the highest performance under both evaluation measures when compared to LDA, the Topic Bigram and related non-topic models.
[ "['Athina Spiliopoulou' 'Amos Storkey']", "Athina Spiliopoulou (University of Edinburgh), Amos Storkey\n (University of Edinburgh)" ]
cs.LG stat.ML
null
1206.6442
null
null
http://arxiv.org/pdf/1206.6442v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Minimizing The Misclassification Error Rate Using a Surrogate Convex Loss
We carefully study how well minimizing convex surrogate loss functions, corresponds to minimizing the misclassification error rate for the problem of binary classification with linear predictors. In particular, we show that amongst all convex surrogate losses, the hinge loss gives essentially the best possible bound, of all convex loss functions, for the misclassification error rate of the resulting linear predictor in terms of the best possible margin error rate. We also provide lower bounds for specific convex surrogates that show how different commonly used losses qualitatively differ from each other.
[ "Shai Ben-David (University of Waterloo), David Loker (University of\n Waterloo), Nathan Srebro (TTIC), Karthik Sridharan (University of\n Pennsylvania)", "['Shai Ben-David' 'David Loker' 'Nathan Srebro' 'Karthik Sridharan']" ]
cs.LG cs.GT stat.ML
null
1206.6443
null
null
http://arxiv.org/pdf/1206.6443v2
2012-09-04T17:50:18Z
2012-06-27T19:59:59Z
Isoelastic Agents and Wealth Updates in Machine Learning Markets
Recently, prediction markets have shown considerable promise for developing flexible mechanisms for machine learning. In this paper, agents with isoelastic utilities are considered. It is shown that the costs associated with homogeneous markets of agents with isoelastic utilities produce equilibrium prices corresponding to alpha-mixtures, with a particular form of mixing component relating to each agent's wealth. We also demonstrate that wealth accumulation for logarithmic and other isoelastic agents (through payoffs on prediction of training targets) can implement both Bayesian model updates and mixture weight updates by imposing different market payoff structures. An iterative algorithm is given for market equilibrium computation. We demonstrate that inhomogeneous markets of agents with isoelastic utilities outperform state of the art aggregate classifiers such as random forests, as well as single classifiers (neural networks, decision trees) on a number of machine learning benchmarks, and show that isoelastic combination methods are generally better than their logarithmic counterparts.
[ "Amos Storkey (University of Edinburgh), Jono Millin (University of\n Edinburgh), Krzysztof Geras (University of Edinburgh)", "['Amos Storkey' 'Jono Millin' 'Krzysztof Geras']" ]
cs.LG stat.ML
null
1206.6444
null
null
http://arxiv.org/pdf/1206.6444v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Statistical Linear Estimation with Penalized Estimators: an Application to Reinforcement Learning
Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators, where performance is evaluated using a matrix-weighted two-norm of the defect of the estimator measured with respect to the true, unknown coefficients. Two objective functions are considered depending whether the error of the defect measured with respect to the noisy coefficients is squared or unsquared. We propose simple, yet novel and theoretically well-founded data-dependent choices for the regularization parameters for both cases that avoid data-splitting. A distinguishing feature of our analysis is that we derive deterministic error bounds in terms of the error of the coefficients, thus allowing the complete separation of the analysis of the stochastic properties of these errors. We show that our results lead to new insights and bounds for linear value function estimation in reinforcement learning.
[ "Bernardo Avila Pires (University of Alberta), Csaba Szepesvari\n (University of Alberta)", "['Bernardo Avila Pires' 'Csaba Szepesvari']" ]
cs.CV cs.LG stat.ML
null
1206.6445
null
null
http://arxiv.org/pdf/1206.6445v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Deep Lambertian Networks
Visual perception is a challenging problem in part due to illumination variations. A possible solution is to first estimate an illumination invariant representation before using it for recognition. The object albedo and surface normals are examples of such representations. In this paper, we introduce a multilayer generative model where the latent variables include the albedo, surface normals, and the light source. Combining Deep Belief Nets with the Lambertian reflectance assumption, our model can learn good priors over the albedo from 2D images. Illumination variations can be explained by changing only the lighting latent variable in our model. By transferring learned knowledge from similar objects, albedo and surface normals estimation from a single image is possible in our model. Experiments demonstrate that our model is able to generalize as well as improve over standard baselines in one-shot face recognition.
[ "Yichuan Tang (University of Toronto), Ruslan Salakhutdinov (University\n of Toronto), Geoffrey Hinton (University of Toronto)", "['Yichuan Tang' 'Ruslan Salakhutdinov' 'Geoffrey Hinton']" ]
cs.LG stat.ML
null
1206.6446
null
null
http://arxiv.org/pdf/1206.6446v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Agglomerative Bregman Clustering
This manuscript develops the theory of agglomerative clustering with Bregman divergences. Geometric smoothing techniques are developed to deal with degenerate clusters. To allow for cluster models based on exponential families with overcomplete representations, Bregman divergences are developed for nondifferentiable convex functions.
[ "['Matus Telgarsky' 'Sanjoy Dasgupta']", "Matus Telgarsky (UCSD), Sanjoy Dasgupta (UCSD)" ]
cs.LG cs.CV stat.AP stat.ML
null
1206.6447
null
null
http://arxiv.org/pdf/1206.6447v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Small-sample Brain Mapping: Sparse Recovery on Spatially Correlated Designs with Randomization and Clustering
Functional neuroimaging can measure the brain?s response to an external stimulus. It is used to perform brain mapping: identifying from these observations the brain regions involved. This problem can be cast into a linear supervised learning task where the neuroimaging data are used as predictors for the stimulus. Brain mapping is then seen as a support recovery problem. On functional MRI (fMRI) data, this problem is particularly challenging as i) the number of samples is small due to limited acquisition time and ii) the variables are strongly correlated. We propose to overcome these difficulties using sparse regression models over new variables obtained by clustering of the original variables. The use of randomization techniques, e.g. bootstrap samples, and clustering of the variables improves the recovery properties of sparse methods. We demonstrate the benefit of our approach on an extensive simulation study as well as two fMRI datasets.
[ "Gael Varoquaux (INRIA), Alexandre Gramfort (INRIA), Bertrand Thirion\n (INRIA)", "['Gael Varoquaux' 'Alexandre Gramfort' 'Bertrand Thirion']" ]
cs.LG stat.ML
null
1206.6448
null
null
http://arxiv.org/pdf/1206.6448v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Online Alternating Direction Method
Online optimization has emerged as powerful tool in large scale optimization. In this paper, we introduce efficient online algorithms based on the alternating directions method (ADM). We introduce a new proof technique for ADM in the batch setting, which yields the O(1/T) convergence rate of ADM and forms the basis of regret analysis in the online setting. We consider two scenarios in the online setting, based on whether the solution needs to lie in the feasible set or not. In both settings, we establish regret bounds for both the objective function as well as constraint violation for general and strongly convex functions. Preliminary results are presented to illustrate the performance of the proposed algorithms.
[ "Huahua Wang (University of Minnesota), Arindam Banerjee (University of\n Minnesota)", "['Huahua Wang' 'Arindam Banerjee']" ]
cs.LG stat.ML
null
1206.6449
null
null
http://arxiv.org/pdf/1206.6449v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Monte Carlo Bayesian Reinforcement Learning
Bayesian reinforcement learning (BRL) encodes prior knowledge of the world in a model and represents uncertainty in model parameters by maintaining a probability distribution over them. This paper presents Monte Carlo BRL (MC-BRL), a simple and general approach to BRL. MC-BRL samples a priori a finite set of hypotheses for the model parameter values and forms a discrete partially observable Markov decision process (POMDP) whose state space is a cross product of the state space for the reinforcement learning task and the sampled model parameter space. The POMDP does not require conjugate distributions for belief representation, as earlier works do, and can be solved relatively easily with point-based approximation algorithms. MC-BRL naturally handles both fully and partially observable worlds. Theoretical and experimental results show that the discrete POMDP approximates the underlying BRL task well with guaranteed performance.
[ "['Yi Wang' 'Kok Sung Won' 'David Hsu' 'Wee Sun Lee']", "Yi Wang (NUS), Kok Sung Won (NUS), David Hsu (NUS), Wee Sun Lee (NUS)" ]
cs.LG stat.ML
null
1206.6450
null
null
http://arxiv.org/pdf/1206.6450v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Conditional Sparse Coding and Grouped Multivariate Regression
We study the problem of multivariate regression where the data are naturally grouped, and a regression matrix is to be estimated for each group. We propose an approach in which a dictionary of low rank parameter matrices is estimated across groups, and a sparse linear combination of the dictionary elements is estimated to form a model within each group. We refer to the method as conditional sparse coding since it is a coding procedure for the response vectors Y conditioned on the covariate vectors X. This approach captures the shared information across the groups while adapting to the structure within each group. It exploits the same intuition behind sparse coding that has been successfully developed in computer vision and computational neuroscience. We propose an algorithm for conditional sparse coding, analyze its theoretical properties in terms of predictive accuracy, and present the results of simulation and brain imaging experiments that compare the new technique to reduced rank regression.
[ "['Min Xu' 'John Lafferty']", "Min Xu (Carnegie Mellon University), John Lafferty (University of\n Chicago)" ]
cs.LG stat.ML
null
1206.6451
null
null
http://arxiv.org/pdf/1206.6451v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
The Greedy Miser: Learning under Test-time Budgets
As machine learning algorithms enter applications in industrial settings, there is increased interest in controlling their cpu-time during testing. The cpu-time consists of the running time of the algorithm and the extraction time of the features. The latter can vary drastically when the feature set is diverse. In this paper, we propose an algorithm, the Greedy Miser, that incorporates the feature extraction cost during training to explicitly minimize the cpu-time during testing. The algorithm is a straightforward extension of stage-wise regression and is equally suitable for regression or multi-class classification. Compared to prior work, it is significantly more cost-effective and scales to larger data sets.
[ "Zhixiang Xu (Washington University, St. Louis), Kilian Weinberger\n (Washington University, St. Louis), Olivier Chapelle (Criteo)", "['Zhixiang Xu' 'Kilian Weinberger' 'Olivier Chapelle']" ]
cs.LG math.OC stat.ML
null
1206.6452
null
null
http://arxiv.org/pdf/1206.6452v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Smoothness and Structure Learning by Proxy
As data sets grow in size, the ability of learning methods to find structure in them is increasingly hampered by the time needed to search the large spaces of possibilities and generate a score for each that takes all of the observed data into account. For instance, Bayesian networks, the model chosen in this paper, have a super-exponentially large search space for a fixed number of variables. One possible method to alleviate this problem is to use a proxy, such as a Gaussian Process regressor, in place of the true scoring function, training it on a selection of sampled networks. We prove here that the use of such a proxy is well-founded, as we can bound the smoothness of a commonly-used scoring function for Bayesian network structure learning. We show here that, compared to an identical search strategy using the network?s exact scores, our proxy-based search is able to get equivalent or better scores on a number of data sets in a fraction of the time.
[ "['Benjamin Yackley' 'Terran Lane']", "Benjamin Yackley (University of New Mexico), Terran Lane (University\n of New Mexico)" ]
cs.LG stat.ML
null
1206.6453
null
null
http://arxiv.org/pdf/1206.6453v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Adaptive Canonical Correlation Analysis Based On Matrix Manifolds
In this paper, we formulate the Canonical Correlation Analysis (CCA) problem on matrix manifolds. This framework provides a natural way for dealing with matrix constraints and tools for building efficient algorithms even in an adaptive setting. Finally, an adaptive CCA algorithm is proposed and applied to a change detection problem in EEG signals.
[ "Florian Yger (LITIS), Maxime Berar (LITIS), Gilles Gasso (INSA de\n Rouen), Alain Rakotomamonjy (INSA de Rouen)", "['Florian Yger' 'Maxime Berar' 'Gilles Gasso' 'Alain Rakotomamonjy']" ]
cs.LG stat.ML
null
1206.6454
null
null
http://arxiv.org/pdf/1206.6454v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Hierarchical Exploration for Accelerating Contextual Bandits
Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a coarse-to-fine hierarchical approach for encoding prior knowledge that drastically reduces the amount of exploration required. Intuitively, user preferences can be reasonably embedded in a coarse low-dimensional feature space that can be explored efficiently, requiring exploration in the high-dimensional space only as necessary. We introduce a bandit algorithm that explores within this coarse-to-fine spectrum, and prove performance guarantees that depend on how well the coarse space captures the user's preferences. We demonstrate substantial improvement over conventional bandit algorithms through extensive simulation as well as a live user study in the setting of personalized news recommendation.
[ "Yisong Yue (Carnegie Mellon University), Sue Ann Hong (Carnegie Mellon\n University), Carlos Guestrin (Carnegie Mellon University)", "['Yisong Yue' 'Sue Ann Hong' 'Carlos Guestrin']" ]
cs.LG stat.ML
null
1206.6455
null
null
http://arxiv.org/pdf/1206.6455v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Regularizers versus Losses for Nonlinear Dimensionality Reduction: A Factored View with New Convex Relaxations
We demonstrate that almost all non-parametric dimensionality reduction methods can be expressed by a simple procedure: regularized loss minimization plus singular value truncation. By distinguishing the role of the loss and regularizer in such a process, we recover a factored perspective that reveals some gaps in the current literature. Beyond identifying a useful new loss for manifold unfolding, a key contribution is to derive new convex regularizers that combine distance maximization with rank reduction. These regularizers can be applied to any loss.
[ "Yaoliang Yu (University of Alberta), James Neufeld (University of\n Alberta), Ryan Kiros (University of Alberta), Xinhua Zhang (University of\n Alberta), Dale Schuurmans (University of Alberta)", "['Yaoliang Yu' 'James Neufeld' 'Ryan Kiros' 'Xinhua Zhang'\n 'Dale Schuurmans']" ]
stat.AP cs.LG stat.ME
null
1206.6456
null
null
http://arxiv.org/pdf/1206.6456v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Lognormal and Gamma Mixed Negative Binomial Regression
In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB) regression model for counts, and present efficient closed-form Bayesian inference; unlike conventional Poisson models, the proposed approach has two free parameters to include two different kinds of random effects, and allows the incorporation of prior information, such as sparsity in the regression coefficients. By placing a gamma distribution prior on the NB dispersion parameter r, and connecting a lognormal distribution prior with the logit of the NB probability parameter p, efficient Gibbs sampling and variational Bayes inference are both developed. The closed-form updates are obtained by exploiting conditional conjugacy via both a compound Poisson representation and a Polya-Gamma distribution based data augmentation approach. The proposed Bayesian inference can be implemented routinely, while being easily generalizable to more complex settings involving multivariate dependence structures. The algorithms are illustrated using real examples.
[ "['Mingyuan Zhou' 'Lingbo Li' 'David Dunson' 'Lawrence Carin']", "Mingyuan Zhou (Duke University), Lingbo Li (Duke University), David\n Dunson (Duke University), Lawrence Carin (Duke University)" ]
cs.LG stat.ML
null
1206.6457
null
null
http://arxiv.org/pdf/1206.6457v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations
This paper analyzes the problem of Gaussian process (GP) bandits with deterministic observations. The analysis uses a branch and bound algorithm that is related to the UCB algorithm of (Srinivas et al, 2010). For GPs with Gaussian observation noise, with variance strictly greater than zero, Srinivas et al proved that the regret vanishes at the approximate rate of $O(1/\sqrt{t})$, where t is the number of observations. To complement their result, we attack the deterministic case and attain a much faster exponential convergence rate. Under some regularity assumptions, we show that the regret decreases asymptotically according to $O(e^{-\frac{\tau t}{(\ln t)^{d/4}}})$ with high probability. Here, d is the dimension of the search space and tau is a constant that depends on the behaviour of the objective function near its global maximum.
[ "['Nando de Freitas' 'Alex Smola' 'Masrour Zoghi']", "Nando de Freitas (University of British Columbia), Alex Smola (Yahoo!\n Research), Masrour Zoghi (University of British Columbia)" ]
cs.LG stat.ML
null
1206.6458
null
null
http://arxiv.org/pdf/1206.6458v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Batch Active Learning via Coordinated Matching
Most prior work on active learning of classifiers has focused on sequentially selecting one unlabeled example at a time to be labeled in order to reduce the overall labeling effort. In many scenarios, however, it is desirable to label an entire batch of examples at once, for example, when labels can be acquired in parallel. This motivates us to study batch active learning, which iteratively selects batches of $k>1$ examples to be labeled. We propose a novel batch active learning method that leverages the availability of high-quality and efficient sequential active-learning policies by attempting to approximate their behavior when applied for $k$ steps. Specifically, our algorithm first uses Monte-Carlo simulation to estimate the distribution of unlabeled examples selected by a sequential policy over $k$ step executions. The algorithm then attempts to select a set of $k$ examples that best matches this distribution, leading to a combinatorial optimization problem that we term "bounded coordinated matching". While we show this problem is NP-hard in general, we give an efficient greedy solution, which inherits approximation bounds from supermodular minimization theory. Our experimental results on eight benchmark datasets show that the proposed approach is highly effective
[ "['Javad Azimi' 'Alan Fern' 'Xiaoli Zhang-Fern' 'Glencora Borradaile'\n 'Brent Heeringa']", "Javad Azimi (Oregon State University), Alan Fern (Oregon State\n University), Xiaoli Zhang-Fern (Oregon State University), Glencora Borradaile\n (Oregon State University), Brent Heeringa (Williams College)" ]
cs.CE cs.LG stat.ME
null
1206.6459
null
null
http://arxiv.org/pdf/1206.6459v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Bayesian Conditional Cointegration
Cointegration is an important topic for time-series, and describes a relationship between two series in which a linear combination is stationary. Classically, the test for cointegration is based on a two stage process in which first the linear relation between the series is estimated by Ordinary Least Squares. Subsequently a unit root test is performed on the residuals. A well-known deficiency of this classical approach is that it can lead to erroneous conclusions about the presence of cointegration. As an alternative, we present a framework for estimating whether cointegration exists using Bayesian inference which is empirically superior to the classical approach. Finally, we apply our technique to model segmented cointegration in which cointegration may exist only for limited time. In contrast to previous approaches our model makes no restriction on the number of possible cointegration segments.
[ "Chris Bracegirdle (University College London), David Barber\n (University College London)", "['Chris Bracegirdle' 'David Barber']" ]
cs.LG cs.AI stat.ML
null
1206.6460
null
null
http://arxiv.org/pdf/1206.6460v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Output Space Search for Structured Prediction
We consider a framework for structured prediction based on search in the space of complete structured outputs. Given a structured input, an output is produced by running a time-bounded search procedure guided by a learned cost function, and then returning the least cost output uncovered during the search. This framework can be instantiated for a wide range of search spaces and search procedures, and easily incorporates arbitrary structured-prediction loss functions. In this paper, we make two main technical contributions. First, we define the limited-discrepancy search space over structured outputs, which is able to leverage powerful classification learning algorithms to improve the search space quality. Second, we give a generic cost function learning approach, where the key idea is to learn a cost function that attempts to mimic the behavior of conducting searches guided by the true loss function. Our experiments on six benchmark domains demonstrate that using our framework with only a small amount of search is sufficient for significantly improving on state-of-the-art structured-prediction performance.
[ "Janardhan Rao Doppa (Oregon State University), Alan Fern (Oregon State\n University), Prasad Tadepalli (Oregon State University)", "['Janardhan Rao Doppa' 'Alan Fern' 'Prasad Tadepalli']" ]
cs.LG stat.ML
null
1206.6461
null
null
http://arxiv.org/pdf/1206.6461v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
On the Sample Complexity of Reinforcement Learning with a Generative Model
We consider the problem of learning the optimal action-value function in the discounted-reward Markov decision processes (MDPs). We prove a new PAC bound on the sample-complexity of model-based value iteration algorithm in the presence of the generative model, which indicates that for an MDP with N state-action pairs and the discount factor \gamma\in[0,1) only O(N\log(N/\delta)/((1-\gamma)^3\epsilon^2)) samples are required to find an \epsilon-optimal estimation of the action-value function with the probability 1-\delta. We also prove a matching lower bound of \Theta (N\log(N/\delta)/((1-\gamma)^3\epsilon^2)) on the sample complexity of estimating the optimal action-value function by every RL algorithm. To the best of our knowledge, this is the first matching result on the sample complexity of estimating the optimal (action-) value function in which the upper bound matches the lower bound of RL in terms of N, \epsilon, \delta and 1/(1-\gamma). Also, both our lower bound and our upper bound significantly improve on the state-of-the-art in terms of 1/(1-\gamma).
[ "Mohammad Gheshlaghi Azar (Radboud University), Remi Munos (INRIA\n Lille), Bert Kappen (Radboud University)", "['Mohammad Gheshlaghi Azar' 'Remi Munos' 'Bert Kappen']" ]
cs.LG cs.CV cs.RO stat.ML
null
1206.6462
null
null
http://arxiv.org/pdf/1206.6462v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Learning Object Arrangements in 3D Scenes using Human Context
We consider the problem of learning object arrangements in a 3D scene. The key idea here is to learn how objects relate to human poses based on their affordances, ease of use and reachability. In contrast to modeling object-object relationships, modeling human-object relationships scales linearly in the number of objects. We design appropriate density functions based on 3D spatial features to capture this. We learn the distribution of human poses in a scene using a variant of the Dirichlet process mixture model that allows sharing of the density function parameters across the same object types. Then we can reason about arrangements of the objects in the room based on these meaningful human poses. In our extensive experiments on 20 different rooms with a total of 47 objects, our algorithm predicted correct placements with an average error of 1.6 meters from ground truth. In arranging five real scenes, it received a score of 4.3/5 compared to 3.7 for the best baseline method.
[ "['Yun Jiang' 'Marcus Lim' 'Ashutosh Saxena']", "Yun Jiang (Cornell University), Marcus Lim (Cornell University),\n Ashutosh Saxena (Cornell University)" ]
cs.LG stat.ML
null
1206.6463
null
null
http://arxiv.org/pdf/1206.6463v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
An Iterative Locally Linear Embedding Algorithm
Local Linear embedding (LLE) is a popular dimension reduction method. In this paper, we first show LLE with nonnegative constraint is equivalent to the widely used Laplacian embedding. We further propose to iterate the two steps in LLE repeatedly to improve the results. Thirdly, we relax the kNN constraint of LLE and present a sparse similarity learning algorithm. The final Iterative LLE combines these three improvements. Extensive experiment results show that iterative LLE algorithm significantly improve both classification and clustering results.
[ "Deguang Kong (The University of Texas at Arlington), Chris H.Q. Ding\n (The University of Texas at Arlington), Heng Huang (The University of Texas\n at Arlington), Feiping Nie (The University of Texas at Arlington)", "['Deguang Kong' 'Chris H. Q. Ding' 'Heng Huang' 'Feiping Nie']" ]
cs.LG stat.ML
null
1206.6464
null
null
http://arxiv.org/pdf/1206.6464v2
2012-09-04T18:32:03Z
2012-06-27T19:59:59Z
Estimating the Hessian by Back-propagating Curvature
In this work we develop Curvature Propagation (CP), a general technique for efficiently computing unbiased approximations of the Hessian of any function that is computed using a computational graph. At the cost of roughly two gradient evaluations, CP can give a rank-1 approximation of the whole Hessian, and can be repeatedly applied to give increasingly precise unbiased estimates of any or all of the entries of the Hessian. Of particular interest is the diagonal of the Hessian, for which no general approach is known to exist that is both efficient and accurate. We show in experiments that CP turns out to work well in practice, giving very accurate estimates of the Hessian of neural networks, for example, with a relatively small amount of work. We also apply CP to Score Matching, where a diagonal of a Hessian plays an integral role in the Score Matching objective, and where it is usually computed exactly using inefficient algorithms which do not scale to larger and more complex models.
[ "['James Martens' 'Ilya Sutskever' 'Kevin Swersky']", "James Martens (University of Toronto), Ilya Sutskever (University of\n Toronto), Kevin Swersky (University of Toronto)" ]
cs.LG stat.ML
null
1206.6465
null
null
http://arxiv.org/pdf/1206.6465v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Bayesian Efficient Multiple Kernel Learning
Multiple kernel learning algorithms are proposed to combine kernels in order to obtain a better similarity measure or to integrate feature representations coming from different data sources. Most of the previous research on such methods is focused on the computational efficiency issue. However, it is still not feasible to combine many kernels using existing Bayesian approaches due to their high time complexity. We propose a fully conjugate Bayesian formulation and derive a deterministic variational approximation, which allows us to combine hundreds or thousands of kernels very efficiently. We briefly explain how the proposed method can be extended for multiclass learning and semi-supervised learning. Experiments with large numbers of kernels on benchmark data sets show that our inference method is quite fast, requiring less than a minute. On one bioinformatics and three image recognition data sets, our method outperforms previously reported results with better generalization performance.
[ "['Mehmet Gonen']", "Mehmet Gonen (Aalto University)" ]
cs.LG stat.ML
null
1206.6467
null
null
http://arxiv.org/pdf/1206.6467v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Semi-Supervised Collective Classification via Hybrid Label Regularization
Many classification problems involve data instances that are interlinked with each other, such as webpages connected by hyperlinks. Techniques for "collective classification" (CC) often increase accuracy for such data graphs, but usually require a fully-labeled training graph. In contrast, we examine how to improve the semi-supervised learning of CC models when given only a sparsely-labeled graph, a common situation. We first describe how to use novel combinations of classifiers to exploit the different characteristics of the relational features vs. the non-relational features. We also extend the ideas of "label regularization" to such hybrid classifiers, enabling them to leverage the unlabeled data to bias the learning process. We find that these techniques, which are efficient and easy to implement, significantly increase accuracy on three real datasets. In addition, our results explain conflicting findings from prior related studies.
[ "['Luke McDowell' 'David Aha']", "Luke McDowell (U.S. Naval Academy), David Aha (U.S. Naval Research\n Laboratory)" ]
cs.LG cs.SD stat.ML
null
1206.6468
null
null
http://arxiv.org/pdf/1206.6468v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Variational Inference in Non-negative Factorial Hidden Markov Models for Efficient Audio Source Separation
The past decade has seen substantial work on the use of non-negative matrix factorization and its probabilistic counterparts for audio source separation. Although able to capture audio spectral structure well, these models neglect the non-stationarity and temporal dynamics that are important properties of audio. The recently proposed non-negative factorial hidden Markov model (N-FHMM) introduces a temporal dimension and improves source separation performance. However, the factorial nature of this model makes the complexity of inference exponential in the number of sound sources. Here, we present a Bayesian variant of the N-FHMM suited to an efficient variational inference algorithm, whose complexity is linear in the number of sound sources. Our algorithm performs comparably to exact inference in the original N-FHMM but is significantly faster. In typical configurations of the N-FHMM, our method achieves around a 30x increase in speed.
[ "['Gautham Mysore' 'Maneesh Sahani']", "Gautham Mysore (Adobe Systems), Maneesh Sahani (University College\n London)" ]
cs.LG stat.ML
null
1206.6469
null
null
http://arxiv.org/pdf/1206.6469v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Inferring Latent Structure From Mixed Real and Categorical Relational Data
We consider analysis of relational data (a matrix), in which the rows correspond to subjects (e.g., people) and the columns correspond to attributes. The elements of the matrix may be a mix of real and categorical. Each subject and attribute is characterized by a latent binary feature vector, and an inferred matrix maps each row-column pair of binary feature vectors to an observed matrix element. The latent binary features of the rows are modeled via a multivariate Gaussian distribution with low-rank covariance matrix, and the Gaussian random variables are mapped to latent binary features via a probit link. The same type construction is applied jointly to the columns. The model infers latent, low-dimensional binary features associated with each row and each column, as well correlation structure between all rows and between all columns.
[ "Esther Salazar (Duke University), Matthew Cain (Duke University),\n Elise Darling (Duke University), Stephen Mitroff (Duke University), Lawrence\n Carin (Duke University)", "['Esther Salazar' 'Matthew Cain' 'Elise Darling' 'Stephen Mitroff'\n 'Lawrence Carin']" ]
cs.LG cs.DM cs.NA stat.ML
null
1206.6470
null
null
http://arxiv.org/pdf/1206.6470v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Combinatorial Algebraic Approach for the Identifiability of Low-Rank Matrix Completion
In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of arbitrary rank to be identifiable from a set of matrix entries, yielding theoretical constraints and new algorithms for the problem of matrix completion. We conclude by algorithmically evaluating the tightness of the given conditions and algorithms for practically relevant matrix sizes, showing that the algebraic-combinatoric approach can lead to improvements over state-of-the-art matrix completion methods.
[ "['Franz Kiraly' 'Ryota Tomioka']", "Franz Kiraly (TU Berlin), Ryota Tomioka (University of Tokyo)" ]
cs.LG stat.ML
null
1206.6471
null
null
http://arxiv.org/pdf/1206.6471v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
On Causal and Anticausal Learning
We consider the problem of function estimation in the case where an underlying causal model can be inferred. This has implications for popular scenarios such as covariate shift, concept drift, transfer learning and semi-supervised learning. We argue that causal knowledge may facilitate some approaches for a given problem, and rule out others. In particular, we formulate a hypothesis for when semi-supervised learning can help, and corroborate it with empirical results.
[ "['Bernhard Schoelkopf' 'Dominik Janzing' 'Jonas Peters' 'Eleni Sgouritsa'\n 'Kun Zhang' 'Joris Mooij']", "Bernhard Schoelkopf (Max Planck Institute for Intelligent Systems),\n Dominik Janzing (Max Planck Institute for Intelligent Systems), Jonas Peters\n (Max Planck Institute for Intelligent Systems), Eleni Sgouritsa (Max Planck\n Institute for Intelligent Systems), Kun Zhang (Max Planck Institute for\n Intelligent Systems), Joris Mooij (Radboud University)" ]
cs.LG stat.ML
null
1206.6472
null
null
http://arxiv.org/pdf/1206.6472v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
An Efficient Approach to Sparse Linear Discriminant Analysis
We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class approaches based on the regression of class indicator that have been proposed so far. Sparsity is obtained thanks to a group-Lasso penalty that selects the same features in all discriminant directions. Our experiments demonstrate that this approach generates extremely parsimonious models without compromising prediction performances. Besides prediction, the resulting sparse discriminant directions are also amenable to low-dimensional representations of data. Our algorithm is highly efficient for medium to large number of variables, and is thus particularly well suited to the analysis of gene expression data.
[ "Luis Francisco Sanchez Merchante (UTC/CNRS), Yves Grandvalet\n (UTC/CNRS), Gerrad Govaert (UTC/CNRS)", "['Luis Francisco Sanchez Merchante' 'Yves Grandvalet' 'Gerrad Govaert']" ]
cs.AI cs.LG
null
1206.6473
null
null
http://arxiv.org/pdf/1206.6473v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Compositional Planning Using Optimal Option Models
In this paper we introduce a framework for option model composition. Option models are temporal abstractions that, like macro-operators in classical planning, jump directly from a start state to an end state. Prior work has focused on constructing option models from primitive actions, by intra-option model learning; or on using option models to construct a value function, by inter-option planning. We present a unified view of intra- and inter-option model learning, based on a major generalisation of the Bellman equation. Our fundamental operation is the recursive composition of option models into other option models. This key idea enables compositional planning over many levels of abstraction. We illustrate our framework using a dynamic programming algorithm that simultaneously constructs optimal option models for multiple subgoals, and also searches over those option models to provide rapid progress towards other subgoals.
[ "['David Silver' 'Kamil Ciosek']", "David Silver (University College London), Kamil Ciosek (University\n College London)" ]
cs.DS cs.LG cs.NA stat.ML
null
1206.6474
null
null
http://arxiv.org/pdf/1206.6474v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Estimation of Simultaneously Sparse and Low Rank Matrices
The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have adjacency matrices which are block-diagonal in the appropriate basis. We introduce a convex mixed penalty which involves $\ell_1$-norm and trace norm simultaneously. We obtain an oracle inequality which indicates how the two effects interact according to the nature of the target matrix. We bound generalization error in the link prediction problem. We also develop proximal descent strategies to solve the optimization problem efficiently and evaluate performance on synthetic and real data sets.
[ "['Emile Richard' 'Pierre-Andre Savalle' 'Nicolas Vayatis']", "Emile Richard (ENS Cachan), Pierre-Andre Savalle (Ecole Centrale de\n Paris), Nicolas Vayatis (ENS Cachan)" ]
cs.LG stat.ML
null
1206.6475
null
null
http://arxiv.org/pdf/1206.6475v2
2012-09-04T17:42:41Z
2012-06-27T19:59:59Z
A Split-Merge Framework for Comparing Clusterings
Clustering evaluation measures are frequently used to evaluate the performance of algorithms. However, most measures are not properly normalized and ignore some information in the inherent structure of clusterings. We model the relation between two clusterings as a bipartite graph and propose a general component-based decomposition formula based on the components of the graph. Most existing measures are examples of this formula. In order to satisfy consistency in the component, we further propose a split-merge framework for comparing clusterings of different data sets. Our framework gives measures that are conditionally normalized, and it can make use of data point information, such as feature vectors and pairwise distances. We use an entropy-based instance of the framework and a coreference resolution data set to demonstrate empirically the utility of our framework over other measures.
[ "['Qiaoliang Xiang' 'Qi Mao' 'Kian Ming Chai' 'Hai Leong Chieu'\n 'Ivor Tsang' 'Zhendong Zhao']", "Qiaoliang Xiang (Nanyang Technological University), Qi Mao (Nanyang\n Technological University), Kian Ming Chai (DSO National Laboratories), Hai\n Leong Chieu (DSO National Laboratories), Ivor Tsang (Nanyang Technological\n University), Zhendong Zhao (Macquarie University)" ]
cs.LG cs.AI stat.ML
null
1206.6476
null
null
http://arxiv.org/pdf/1206.6476v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Similarity Learning for Provably Accurate Sparse Linear Classification
In recent years, the crucial importance of metrics in machine learning algorithms has led to an increasing interest for optimizing distance and similarity functions. Most of the state of the art focus on learning Mahalanobis distances (requiring to fulfill a constraint of positive semi-definiteness) for use in a local k-NN algorithm. However, no theoretical link is established between the learned metrics and their performance in classification. In this paper, we make use of the formal framework of good similarities introduced by Balcan et al. to design an algorithm for learning a non PSD linear similarity optimized in a nonlinear feature space, which is then used to build a global linear classifier. We show that our approach has uniform stability and derive a generalization bound on the classification error. Experiments performed on various datasets confirm the effectiveness of our approach compared to state-of-the-art methods and provide evidence that (i) it is fast, (ii) robust to overfitting and (iii) produces very sparse classifiers.
[ "Aurelien Bellet (University of Saint-Etienne), Amaury Habrard\n (University of Saint-Etienne), Marc Sebban (University of Saint-Etienne)", "['Aurelien Bellet' 'Amaury Habrard' 'Marc Sebban']" ]
cs.LG stat.ML
null
1206.6477
null
null
http://arxiv.org/pdf/1206.6477v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Discovering Support and Affiliated Features from Very High Dimensions
In this paper, a novel learning paradigm is presented to automatically identify groups of informative and correlated features from very high dimensions. Specifically, we explicitly incorporate correlation measures as constraints and then propose an efficient embedded feature selection method using recently developed cutting plane strategy. The benefits of the proposed algorithm are two-folds. First, it can identify the optimal discriminative and uncorrelated feature subset to the output labels, denoted here as Support Features, which brings about significant improvements in prediction performance over other state of the art feature selection methods considered in the paper. Second, during the learning process, the underlying group structures of correlated features associated with each support feature, denoted as Affiliated Features, can also be discovered without any additional cost. These affiliated features serve to improve the interpretations on the learning tasks. Extensive empirical studies on both synthetic and very high dimensional real-world datasets verify the validity and efficiency of the proposed method.
[ "['Yiteng Zhai' 'Mingkui Tan' 'Ivor Tsang' 'Yew Soon Ong']", "Yiteng Zhai (Nanyang Technological University), Mingkui Tan (Nanyang\n Technological University), Ivor Tsang (Nanyang Technological University), Yew\n Soon Ong (Nanyang Technological University)" ]
cs.LG stat.ML
null
1206.6478
null
null
http://arxiv.org/pdf/1206.6478v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Maximum Margin Output Coding
In this paper we study output coding for multi-label prediction. For a multi-label output coding to be discriminative, it is important that codewords for different label vectors are significantly different from each other. In the meantime, unlike in traditional coding theory, codewords in output coding are to be predicted from the input, so it is also critical to have a predictable label encoding. To find output codes that are both discriminative and predictable, we first propose a max-margin formulation that naturally captures these two properties. We then convert it to a metric learning formulation, but with an exponentially large number of constraints as commonly encountered in structured prediction problems. Without a label structure for tractable inference, we use overgenerating (i.e., relaxation) techniques combined with the cutting plane method for optimization. In our empirical study, the proposed output coding scheme outperforms a variety of existing multi-label prediction methods for image, text and music classification.
[ "['Yi Zhang' 'Jeff Schneider']", "Yi Zhang (Carnegie Mellon University), Jeff Schneider (Carnegie Mellon\n University)" ]
cs.LG stat.ML
null
1206.6479
null
null
http://arxiv.org/pdf/1206.6479v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
The Landmark Selection Method for Multiple Output Prediction
Conditional modeling x \to y is a central problem in machine learning. A substantial research effort is devoted to such modeling when x is high dimensional. We consider, instead, the case of a high dimensional y, where x is either low dimensional or high dimensional. Our approach is based on selecting a small subset y_L of the dimensions of y, and proceed by modeling (i) x \to y_L and (ii) y_L \to y. Composing these two models, we obtain a conditional model x \to y that possesses convenient statistical properties. Multi-label classification and multivariate regression experiments on several datasets show that this model outperforms the one vs. all approach as well as several sophisticated multiple output prediction methods.
[ "Krishnakumar Balasubramanian (Georgia Institute of Technology), Guy\n Lebanon (Georgia Institute of Technology)", "['Krishnakumar Balasubramanian' 'Guy Lebanon']" ]
cs.LG stat.ML
null
1206.6480
null
null
http://arxiv.org/pdf/1206.6480v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Dantzig Selector Approach to Temporal Difference Learning
LSTD is a popular algorithm for value function approximation. Whenever the number of features is larger than the number of samples, it must be paired with some form of regularization. In particular, L1-regularization methods tend to perform feature selection by promoting sparsity, and thus, are well-suited for high-dimensional problems. However, since LSTD is not a simple regression algorithm, but it solves a fixed--point problem, its integration with L1-regularization is not straightforward and might come with some drawbacks (e.g., the P-matrix assumption for LASSO-TD). In this paper, we introduce a novel algorithm obtained by integrating LSTD with the Dantzig Selector. We investigate the performance of the proposed algorithm and its relationship with the existing regularized approaches, and show how it addresses some of their drawbacks.
[ "['Matthieu Geist' 'Bruno Scherrer' 'Alessandro Lazaric'\n 'Mohammad Ghavamzadeh']", "Matthieu Geist (Supelec), Bruno Scherrer (INRIA Nancy), Alessandro\n Lazaric (INRIA Lille), Mohammad Ghavamzadeh (INRIA Lille)" ]
cs.CL cs.IR cs.LG
null
1206.6481
null
null
http://arxiv.org/pdf/1206.6481v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Cross Language Text Classification via Subspace Co-Regularized Multi-View Learning
In many multilingual text classification problems, the documents in different languages often share the same set of categories. To reduce the labeling cost of training a classification model for each individual language, it is important to transfer the label knowledge gained from one language to another language by conducting cross language classification. In this paper we develop a novel subspace co-regularized multi-view learning method for cross language text classification. This method is built on parallel corpora produced by machine translation. It jointly minimizes the training error of each classifier in each language while penalizing the distance between the subspace representations of parallel documents. Our empirical study on a large set of cross language text classification tasks shows the proposed method consistently outperforms a number of inductive methods, domain adaptation methods, and multi-view learning methods.
[ "Yuhong Guo (Temple University), Min Xiao (Temple University)", "['Yuhong Guo' 'Min Xiao']" ]
cs.CV cs.LG stat.ML
null
1206.6482
null
null
http://arxiv.org/pdf/1206.6482v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Modeling Images using Transformed Indian Buffet Processes
Latent feature models are attractive for image modeling, since images generally contain multiple objects. However, many latent feature models ignore that objects can appear at different locations or require pre-segmentation of images. While the transformed Indian buffet process (tIBP) provides a method for modeling transformation-invariant features in unsegmented binary images, its current form is inappropriate for real images because of its computational cost and modeling assumptions. We combine the tIBP with likelihoods appropriate for real images and develop an efficient inference, using the cross-correlation between images and features, that is theoretically and empirically faster than existing inference techniques. Our method discovers reasonable components and achieve effective image reconstruction in natural images.
[ "Ke Zhai (University of Maryland), Yuening Hu (University of Maryland),\n Sinead Williamson (Carnegie Mellon University), Jordan Boyd-Graber\n (University of Maryland)", "['Ke Zhai' 'Yuening Hu' 'Sinead Williamson' 'Jordan Boyd-Graber']" ]
cs.LG stat.ML
null
1206.6483
null
null
http://arxiv.org/pdf/1206.6483v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Subgraph Matching Kernels for Attributed Graphs
We propose graph kernels based on subgraph matchings, i.e. structure-preserving bijections between subgraphs. While recently proposed kernels based on common subgraphs (Wale et al., 2008; Shervashidze et al., 2009) in general can not be applied to attributed graphs, our approach allows to rate mappings of subgraphs by a flexible scoring scheme comparing vertex and edge attributes by kernels. We show that subgraph matching kernels generalize several known kernels. To compute the kernel we propose a graph-theoretical algorithm inspired by a classical relation between common subgraphs of two graphs and cliques in their product graph observed by Levi (1973). Encouraging experimental results on a classification task of real-world graphs are presented.
[ "['Nils Kriege' 'Petra Mutzel']", "Nils Kriege (TU Dortmund), Petra Mutzel (TU Dortmund)" ]
cs.LG cs.AI stat.ML
null
1206.6484
null
null
http://arxiv.org/pdf/1206.6484v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Apprenticeship Learning for Model Parameters of Partially Observable Environments
We consider apprenticeship learning, i.e., having an agent learn a task by observing an expert demonstrating the task in a partially observable environment when the model of the environment is uncertain. This setting is useful in applications where the explicit modeling of the environment is difficult, such as a dialogue system. We show that we can extract information about the environment model by inferring action selection process behind the demonstration, under the assumption that the expert is choosing optimal actions based on knowledge of the true model of the target environment. Proposed algorithms can achieve more accurate estimates of POMDP parameters and better policies from a short demonstration, compared to methods that learns only from the reaction from the environment.
[ "Takaki Makino (University of Tokyo), Johane Takeuchi (Honda Research\n Institute Japan)", "['Takaki Makino' 'Johane Takeuchi']" ]
cs.LG stat.ML
null
1206.6485
null
null
http://arxiv.org/pdf/1206.6485v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Greedy Algorithms for Sparse Reinforcement Learning
Feature selection and regularization are becoming increasingly prominent tools in the efforts of the reinforcement learning (RL) community to expand the reach and applicability of RL. One approach to the problem of feature selection is to impose a sparsity-inducing form of regularization on the learning method. Recent work on $L_1$ regularization has adapted techniques from the supervised learning literature for use with RL. Another approach that has received renewed attention in the supervised learning community is that of using a simple algorithm that greedily adds new features. Such algorithms have many of the good properties of the $L_1$ regularization methods, while also being extremely efficient and, in some cases, allowing theoretical guarantees on recovery of the true form of a sparse target function from sampled data. This paper considers variants of orthogonal matching pursuit (OMP) applied to reinforcement learning. The resulting algorithms are analyzed and compared experimentally with existing $L_1$ regularized approaches. We demonstrate that perhaps the most natural scenario in which one might hope to achieve sparse recovery fails; however, one variant, OMP-BRM, provides promising theoretical guarantees under certain assumptions on the feature dictionary. Another variant, OMP-TD, empirically outperforms prior methods both in approximation accuracy and efficiency on several benchmark problems.
[ "Christopher Painter-Wakefield (Duke University), Ronald Parr (Duke\n University)", "['Christopher Painter-Wakefield' 'Ronald Parr']" ]
cs.LG stat.ML
null
1206.6486
null
null
http://arxiv.org/pdf/1206.6486v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Flexible Modeling of Latent Task Structures in Multitask Learning
Multitask learning algorithms are typically designed assuming some fixed, a priori known latent structure shared by all the tasks. However, it is usually unclear what type of latent task structure is the most appropriate for a given multitask learning problem. Ideally, the "right" latent task structure should be learned in a data-driven manner. We present a flexible, nonparametric Bayesian model that posits a mixture of factor analyzers structure on the tasks. The nonparametric aspect makes the model expressive enough to subsume many existing models of latent task structures (e.g, mean-regularized tasks, clustered tasks, low-rank or linear/non-linear subspace assumption on tasks, etc.). Moreover, it can also learn more general task structures, addressing the shortcomings of such models. We present a variational inference algorithm for our model. Experimental results on synthetic and real-world datasets, on both regression and classification problems, demonstrate the effectiveness of the proposed method.
[ "Alexandre Passos (UMass Amherst), Piyush Rai (University of Utah),\n Jacques Wainer (University of Campinas), Hal Daume III (University of\n Maryland)", "['Alexandre Passos' 'Piyush Rai' 'Jacques Wainer' 'Hal Daume III']" ]
cs.LG cs.GT stat.ML
null
1206.6487
null
null
http://arxiv.org/pdf/1206.6487v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
An Adaptive Algorithm for Finite Stochastic Partial Monitoring
We present a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and "hard" problems. For easy problems, it additionally achieves logarithmic individual regret. Most importantly, the algorithm is adaptive in the sense that if the opponent strategy is in an "easy region" of the strategy space then the regret grows as if the problem was easy. As an implication, we show that under some reasonable additional assumptions, the algorithm enjoys an O(\sqrt{T}) regret in Dynamic Pricing, proven to be hard by Bartok et al. (2011).
[ "['Gabor Bartok' 'Navid Zolghadr' 'Csaba Szepesvari']", "Gabor Bartok (University of Alberta), Navid Zolghadr (University of\n Alberta), Csaba Szepesvari (University of Alberta)" ]
stat.ME cs.LG stat.ML
null
1206.6488
null
null
http://arxiv.org/pdf/1206.6488v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
The Nonparanormal SKEPTIC
We propose a semiparametric approach, named nonparanormal skeptic, for estimating high dimensional undirected graphical models. In terms of modeling, we consider the nonparanormal family proposed by Liu et al (2009). In terms of estimation, we exploit nonparametric rank-based correlation coefficient estimators including the Spearman's rho and Kendall's tau. In high dimensional settings, we prove that the nonparanormal skeptic achieves the optimal parametric rate of convergence in both graph and parameter estimation. This result suggests that the nonparanormal graphical models are a safe replacement of the Gaussian graphical models, even when the data are Gaussian.
[ "['Han Liu' 'Fang Han' 'Ming Yuan' 'John Lafferty' 'Larry Wasserman']", "Han Liu (Johns Hopkins University), Fang Han (Johns Hopkins\n University), Ming Yuan (Georgia Institute of Technology), John Lafferty\n (University of Chicago), Larry Wasserman (Carnegie Mellon University)" ]
cs.LG stat.ML
null
1206.6813
null
null
http://arxiv.org/pdf/1206.6813v1
2012-06-27T15:36:47Z
2012-06-27T15:36:47Z
A concentration theorem for projections
X in R^D has mean zero and finite second moments. We show that there is a precise sense in which almost all linear projections of X into R^d (for d < D) look like a scale-mixture of spherical Gaussians -- specifically, a mixture of distributions N(0, sigma^2 I_d) where the weight of the particular sigma component is P (| X |^2 = sigma^2 D). The extent of this effect depends upon the ratio of d to D, and upon a particular coefficient of eccentricity of X's distribution. We explore this result in a variety of experiments.
[ "Sanjoy Dasgupta, Daniel Hsu, Nakul Verma", "['Sanjoy Dasgupta' 'Daniel Hsu' 'Nakul Verma']" ]
cs.AI cs.LG
null
1206.6814
null
null
http://arxiv.org/pdf/1206.6814v1
2012-06-27T15:37:14Z
2012-06-27T15:37:14Z
An Empirical Comparison of Algorithms for Aggregating Expert Predictions
Predicting the outcomes of future events is a challenging problem for which a variety of solution methods have been explored and attempted. We present an empirical comparison of a variety of online and offline adaptive algorithms for aggregating experts' predictions of the outcomes of five years of US National Football League games (1319 games) using expert probability elicitations obtained from an Internet contest called ProbabilitySports. We find that it is difficult to improve over simple averaging of the predictions in terms of prediction accuracy, but that there is room for improvement in quadratic loss. Somewhat surprisingly, a Bayesian estimation algorithm which estimates the variance of each expert's prediction exhibits the most consistent superior performance over simple averaging among our collection of algorithms.
[ "Varsha Dani, Omid Madani, David M Pennock, Sumit Sanghai, Brian\n Galebach", "['Varsha Dani' 'Omid Madani' 'David M Pennock' 'Sumit Sanghai'\n 'Brian Galebach']" ]
cs.LG stat.ML
null
1206.6815
null
null
http://arxiv.org/pdf/1206.6815v1
2012-06-27T15:38:14Z
2012-06-27T15:38:14Z
Discriminative Learning via Semidefinite Probabilistic Models
Discriminative linear models are a popular tool in machine learning. These can be generally divided into two types: The first is linear classifiers, such as support vector machines, which are well studied and provide state-of-the-art results. One shortcoming of these models is that their output (known as the 'margin') is not calibrated, and cannot be translated naturally into a distribution over the labels. Thus, it is difficult to incorporate such models as components of larger systems, unlike probabilistic based approaches. The second type of approach constructs class conditional distributions using a nonlinearity (e.g. log-linear models), but is occasionally worse in terms of classification error. We propose a supervised learning method which combines the best of both approaches. Specifically, our method provides a distribution over the labels, which is a linear function of the model parameters. As a consequence, differences between probabilities are linear functions, a property which most probabilistic models (e.g. log-linear) do not have. Our model assumes that classes correspond to linear subspaces (rather than to half spaces). Using a relaxed projection operator, we construct a measure which evaluates the degree to which a given vector 'belongs' to a subspace, resulting in a distribution over labels. Interestingly, this view is closely related to similar concepts in quantum detection theory. The resulting models can be trained either to maximize the margin or to optimize average likelihood measures. The corresponding optimization problems are semidefinite programs which can be solved efficiently. We illustrate the performance of our algorithm on real world datasets, and show that it outperforms 2nd order kernel methods.
[ "Koby Crammer, Amir Globerson", "['Koby Crammer' 'Amir Globerson']" ]
cs.LG cs.CE stat.ML
null
1206.6824
null
null
http://arxiv.org/pdf/1206.6824v1
2012-06-27T15:41:07Z
2012-06-27T15:41:07Z
Gene Expression Time Course Clustering with Countably Infinite Hidden Markov Models
Most existing approaches to clustering gene expression time course data treat the different time points as independent dimensions and are invariant to permutations, such as reversal, of the experimental time course. Approaches utilizing HMMs have been shown to be helpful in this regard, but are hampered by having to choose model architectures with appropriate complexities. Here we propose for a clustering application an HMM with a countably infinite state space; inference in this model is possible by recasting it in the hierarchical Dirichlet process (HDP) framework (Teh et al. 2006), and hence we call it the HDP-HMM. We show that the infinite model outperforms model selection methods over finite models, and traditional time-independent methods, as measured by a variety of external and internal indices for clustering on two large publicly available data sets. Moreover, we show that the infinite models utilize more hidden states and employ richer architectures (e.g. state-to-state transitions) without the damaging effects of overfitting.
[ "Matthew Beal, Praveen Krishnamurthy", "['Matthew Beal' 'Praveen Krishnamurthy']" ]
cs.LG cs.AI stat.ML
null
1206.6828
null
null
http://arxiv.org/pdf/1206.6828v1
2012-06-27T16:15:14Z
2012-06-27T16:15:14Z
Advances in exact Bayesian structure discovery in Bayesian networks
We consider a Bayesian method for learning the Bayesian network structure from complete data. Recently, Koivisto and Sood (2004) presented an algorithm that for any single edge computes its marginal posterior probability in O(n 2^n) time, where n is the number of attributes; the number of parents per attribute is bounded by a constant. In this paper we show that the posterior probabilities for all the n (n - 1) potential edges can be computed in O(n 2^n) total time. This result is achieved by a forward-backward technique and fast Moebius transform algorithms, which are of independent interest. The resulting speedup by a factor of about n^2 allows us to experimentally study the statistical power of learning moderate-size networks. We report results from a simulation study that covers data sets with 20 to 10,000 records over 5 to 25 discrete attributes
[ "Mikko Koivisto", "['Mikko Koivisto']" ]
stat.ME cs.AI cs.LG
null
1206.6830
null
null
http://arxiv.org/pdf/1206.6830v1
2012-06-27T16:15:42Z
2012-06-27T16:15:42Z
The AI&M Procedure for Learning from Incomplete Data
We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account. Optimzing this profile likelihood poses two main difficulties: multiple (local) maxima, and its very high-dimensional parameter space. In this paper a new method is presented for optimizing the profile likelihood that addresses the second difficulty: in the proposed AI&M (adjusting imputation and mazimization) procedure the optimization is performed by operations in the space of data completions, rather than directly in the parameter space of the profile likelihood. We apply the AI&M method to learning parameters for Bayesian networks. The method is compared against conservative inference, which takes into account each possible data completion, and against EM. The results indicate that likelihood-based inference is still feasible in the case of unknown missingness mechanisms, and that conservative inference is unnecessarily weak. On the other hand, our results also provide evidence that the EM algorithm is still quite effective when the data is not missing at random.
[ "Manfred Jaeger", "['Manfred Jaeger']" ]
cs.LG stat.ML
null
1206.6832
null
null
http://arxiv.org/pdf/1206.6832v1
2012-06-27T16:17:52Z
2012-06-27T16:17:52Z
Convex Structure Learning for Bayesian Networks: Polynomial Feature Selection and Approximate Ordering
We present a new approach to learning the structure and parameters of a Bayesian network based on regularized estimation in an exponential family representation. Here we show that, given a fixed variable order, the optimal structure and parameters can be learned efficiently, even without restricting the size of the parent sets. We then consider the problem of optimizing the variable order for a given set of features. This is still a computationally hard problem, but we present a convex relaxation that yields an optimal 'soft' ordering in polynomial time. One novel aspect of the approach is that we do not perform a discrete search over DAG structures, nor over variable orders, but instead solve a continuous relaxation that can then be rounded to obtain a valid network structure. We conduct an experimental comparison against standard structure search procedures over standard objectives, which cope with local minima, and evaluate the advantages of using convex relaxations that reduce the effects of local minima.
[ "Yuhong Guo, Dale Schuurmans", "['Yuhong Guo' 'Dale Schuurmans']" ]
cs.LG cs.CE cs.NA stat.ML
null
1206.6833
null
null
http://arxiv.org/pdf/1206.6833v1
2012-06-27T16:18:05Z
2012-06-27T16:18:05Z
Matrix Tile Analysis
Many tasks require finding groups of elements in a matrix of numbers, symbols or class likelihoods. One approach is to use efficient bi- or tri-linear factorization techniques including PCA, ICA, sparse matrix factorization and plaid analysis. These techniques are not appropriate when addition and multiplication of matrix elements are not sensibly defined. More directly, methods like bi-clustering can be used to classify matrix elements, but these methods make the overly-restrictive assumption that the class of each element is a function of a row class and a column class. We introduce a general computational problem, `matrix tile analysis' (MTA), which consists of decomposing a matrix into a set of non-overlapping tiles, each of which is defined by a subset of usually nonadjacent rows and columns. MTA does not require an algebra for combining tiles, but must search over discrete combinations of tile assignments. Exact MTA is a computationally intractable integer programming problem, but we describe an approximate iterative technique and a computationally efficient sum-product relaxation of the integer program. We compare the effectiveness of these methods to PCA and plaid on hundreds of randomly generated tasks. Using double-gene-knockout data, we show that MTA finds groups of interacting yeast genes that have biologically-related functions.
[ "Inmar Givoni, Vincent Cheung, Brendan J. Frey", "['Inmar Givoni' 'Vincent Cheung' 'Brendan J. Frey']" ]
cs.AI cs.LG
null
1206.6838
null
null
http://arxiv.org/pdf/1206.6838v1
2012-06-27T16:19:16Z
2012-06-27T16:19:16Z
Continuous Time Markov Networks
A central task in many applications is reasoning about processes that change in a continuous time. The mathematical framework of Continuous Time Markov Processes provides the basic foundations for modeling such systems. Recently, Nodelman et al introduced continuous time Bayesian networks (CTBNs), which allow a compact representation of continuous-time processes over a factored state space. In this paper, we introduce continuous time Markov networks (CTMNs), an alternative representation language that represents a different type of continuous-time dynamics. In many real life processes, such as biological and chemical systems, the dynamics of the process can be naturally described as an interplay between two forces - the tendency of each entity to change its state, and the overall fitness or energy function of the entire system. In our model, the first force is described by a continuous-time proposal process that suggests possible local changes to the state of the system at different rates. The second force is represented by a Markov network that encodes the fitness, or desirability, of different states; a proposed local change is then accepted with a probability that is a function of the change in the fitness distribution. We show that the fitness distribution is also the stationary distribution of the Markov process, so that this representation provides a characterization of a temporal process whose stationary distribution has a compact graphical representation. This allows us to naturally capture a different type of structure in complex dynamical processes, such as evolving biological sequences. We describe the semantics of the representation, its basic properties, and how it compares to CTBNs. We also provide algorithms for learning such models from data, and discuss its applicability to biological sequence evolution.
[ "['Tal El-Hay' 'Nir Friedman' 'Daphne Koller' 'Raz Kupferman']", "Tal El-Hay, Nir Friedman, Daphne Koller, Raz Kupferman" ]
cs.LG cs.AI stat.ML
null
1206.6842
null
null
http://arxiv.org/pdf/1206.6842v1
2012-06-27T16:20:30Z
2012-06-27T16:20:30Z
Chi-square Tests Driven Method for Learning the Structure of Factored MDPs
SDYNA is a general framework designed to address large stochastic reinforcement learning problems. Unlike previous model based methods in FMDPs, it incrementally learns the structure and the parameters of a RL problem using supervised learning techniques. Then, it integrates decision-theoric planning algorithms based on FMDPs to compute its policy. SPITI is an instanciation of SDYNA that exploits ITI, an incremental decision tree algorithm, to learn the reward function and the Dynamic Bayesian Networks with local structures representing the transition function of the problem. These representations are used by an incremental version of the Structured Value Iteration algorithm. In order to learn the structure, SPITI uses Chi-Square tests to detect the independence between two probability distributions. Thus, we study the relation between the threshold used in the Chi-Square test, the size of the model built and the relative error of the value function of the induced policy with respect to the optimal value. We show that, on stochastic problems, one can tune the threshold so as to generate both a compact model and an efficient policy. Then, we show that SPITI, while keeping its model compact, uses the generalization property of its learning method to perform better than a stochastic classical tabular algorithm in large RL problem with an unknown structure. We also introduce a new measure based on Chi-Square to qualify the accuracy of the model learned by SPITI. We qualitatively show that the generalization property in SPITI within the FMDP framework may prevent an exponential growth of the time required to learn the structure of large stochastic RL problems.
[ "Thomas Degris, Olivier Sigaud, Pierre-Henri Wuillemin", "['Thomas Degris' 'Olivier Sigaud' 'Pierre-Henri Wuillemin']" ]
stat.ME cs.LG stat.ML
null
1206.6845
null
null
http://arxiv.org/pdf/1206.6845v1
2012-06-27T16:21:35Z
2012-06-27T16:21:35Z
Gibbs Sampling for (Coupled) Infinite Mixture Models in the Stick Breaking Representation
Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the Dirichlet process mixture models or extensions thereof for which efficient Gibbs samplers exist. In this paper we explore Gibbs samplers for infinite complexity mixture models in the stick breaking representation. The advantage of this representation is improved modeling flexibility. For instance, one can design the prior distribution over cluster sizes or couple multiple infinite mixture models (e.g. over time) at the level of their parameters (i.e. the dependent Dirichlet process model). However, Gibbs samplers for infinite mixture models (as recently introduced in the statistics literature) seem to mix poorly over cluster labels. Among others issues, this can have the adverse effect that labels for the same cluster in coupled mixture models are mixed up. We introduce additional moves in these samplers to improve mixing over cluster labels and to bring clusters into correspondence. An application to modeling of storm trajectories is used to illustrate these ideas.
[ "Ian Porteous, Alexander T. Ihler, Padhraic Smyth, Max Welling", "['Ian Porteous' 'Alexander T. Ihler' 'Padhraic Smyth' 'Max Welling']" ]
cs.LG cs.AI stat.ML
null
1206.6846
null
null
http://arxiv.org/pdf/1206.6846v1
2012-06-27T16:23:17Z
2012-06-27T16:23:17Z
Approximate Separability for Weak Interaction in Dynamic Systems
One approach to monitoring a dynamic system relies on decomposition of the system into weakly interacting subsystems. An earlier paper introduced a notion of weak interaction called separability, and showed that it leads to exact propagation of marginals for prediction. This paper addresses two questions left open by the earlier paper: can we define a notion of approximate separability that occurs naturally in practice, and do separability and approximate separability lead to accurate monitoring? The answer to both questions is afirmative. The paper also analyzes the structure of approximately separable decompositions, and provides some explanation as to why these models perform well.
[ "Avi Pfeffer", "['Avi Pfeffer']" ]
cs.LG cs.AI stat.ML
null
1206.6847
null
null
http://arxiv.org/pdf/1206.6847v1
2012-06-27T16:23:41Z
2012-06-27T16:23:41Z
Identifying the Relevant Nodes Without Learning the Model
We propose a method to identify all the nodes that are relevant to compute all the conditional probability distributions for a given set of nodes. Our method is simple, effcient, consistent, and does not require learning a Bayesian network first. Therefore, our method can be applied to high-dimensional databases, e.g. gene expression databases.
[ "Jose M. Pena, Roland Nilsson, Johan Bj\\\"orkegren, Jesper Tegn\\'er", "['Jose M. Pena' 'Roland Nilsson' 'Johan Björkegren' 'Jesper Tegnér']" ]
cs.LG cs.AI stat.ML
null
1206.6851
null
null
http://arxiv.org/pdf/1206.6851v1
2012-06-27T16:24:43Z
2012-06-27T16:24:43Z
A compact, hierarchical Q-function decomposition
Previous work in hierarchical reinforcement learning has faced a dilemma: either ignore the values of different possible exit states from a subroutine, thereby risking suboptimal behavior, or represent those values explicitly thereby incurring a possibly large representation cost because exit values refer to nonlocal aspects of the world (i.e., all subsequent rewards). This paper shows that, in many cases, one can avoid both of these problems. The solution is based on recursively decomposing the exit value function in terms of Q-functions at higher levels of the hierarchy. This leads to an intuitively appealing runtime architecture in which a parent subroutine passes to its child a value function on the exit states and the child reasons about how its choices affect the exit value. We also identify structural conditions on the value function and transition distributions that allow much more concise representations of exit state distributions, leading to further state abstraction. In essence, the only variables whose exit values need be considered are those that the parent cares about and the child affects. We demonstrate the utility of our algorithms on a series of increasingly complex environments.
[ "Bhaskara Marthi, Stuart Russell, David Andre", "['Bhaskara Marthi' 'Stuart Russell' 'David Andre']" ]
cs.LG cs.AI stat.ML
null
1206.6852
null
null
http://arxiv.org/pdf/1206.6852v1
2012-06-27T16:24:57Z
2012-06-27T16:24:57Z
Structured Priors for Structure Learning
Traditional approaches to Bayes net structure learning typically assume little regularity in graph structure other than sparseness. However, in many cases, we expect more systematicity: variables in real-world systems often group into classes that predict the kinds of probabilistic dependencies they participate in. Here we capture this form of prior knowledge in a hierarchical Bayesian framework, and exploit it to enable structure learning and type discovery from small datasets. Specifically, we present a nonparametric generative model for directed acyclic graphs as a prior for Bayes net structure learning. Our model assumes that variables come in one or more classes and that the prior probability of an edge existing between two variables is a function only of their classes. We derive an MCMC algorithm for simultaneous inference of the number of classes, the class assignments of variables, and the Bayes net structure over variables. For several realistic, sparse datasets, we show that the bias towards systematicity of connections provided by our model yields more accurate learned networks than a traditional, uniform prior approach, and that the classes found by our model are appropriate.
[ "['Vikash Mansinghka' 'Charles Kemp' 'Thomas Griffiths' 'Joshua Tenenbaum']", "Vikash Mansinghka, Charles Kemp, Thomas Griffiths, Joshua Tenenbaum" ]
cs.LG cs.NA stat.ML
null
1206.6857
null
null
http://arxiv.org/pdf/1206.6857v1
2012-06-27T16:26:27Z
2012-06-27T16:26:27Z
Faster Gaussian Summation: Theory and Experiment
We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error control scheme integrating any arbitrary approximation method - within the best discretealgorithmic framework using adaptive hierarchical data structures. We rigorously evaluate these techniques empirically in the context of optimal bandwidth selection in kernel density estimation, revealing the strengths and weaknesses of current state-of-the-art approaches for the first time. Our results demonstrate that the new error control scheme yields improved performance, whereas the series expansion approach is only effective in low dimensions (five or less).
[ "Dongryeol Lee, Alexander G. Gray", "['Dongryeol Lee' 'Alexander G. Gray']" ]
cs.IR cs.LG
null
1206.6858
null
null
http://arxiv.org/pdf/1206.6858v1
2012-06-27T16:26:46Z
2012-06-27T16:26:46Z
Sequential Document Representations and Simplicial Curves
The popular bag of words assumption represents a document as a histogram of word occurrences. While computationally efficient, such a representation is unable to maintain any sequential information. We present a continuous and differentiable sequential document representation that goes beyond the bag of words assumption, and yet is efficient and effective. This representation employs smooth curves in the multinomial simplex to account for sequential information. We discuss the representation and its geometric properties and demonstrate its applicability for the task of text classification.
[ "Guy Lebanon", "['Guy Lebanon']" ]
cs.LG stat.ML
null
1206.6860
null
null
http://arxiv.org/pdf/1206.6860v1
2012-06-27T16:27:25Z
2012-06-27T16:27:25Z
Predicting Conditional Quantiles via Reduction to Classification
We show how to reduce the process of predicting general order statistics (and the median in particular) to solving classification. The accompanying theoretical statement shows that the regret of the classifier bounds the regret of the quantile regression under a quantile loss. We also test this reduction empirically against existing quantile regression methods on large real-world datasets and discover that it provides state-of-the-art performance.
[ "['John Langford' 'Roberto Oliveira' 'Bianca Zadrozny']", "John Langford, Roberto Oliveira, Bianca Zadrozny" ]
cs.LG cs.AI stat.ML
null
1206.6862
null
null
http://arxiv.org/pdf/1206.6862v1
2012-06-27T16:28:06Z
2012-06-27T16:28:06Z
On the Number of Samples Needed to Learn the Correct Structure of a Bayesian Network
Bayesian Networks (BNs) are useful tools giving a natural and compact representation of joint probability distributions. In many applications one needs to learn a Bayesian Network (BN) from data. In this context, it is important to understand the number of samples needed in order to guarantee a successful learning. Previous work have studied BNs sample complexity, yet it mainly focused on the requirement that the learned distribution will be close to the original distribution which generated the data. In this work, we study a different aspect of the learning, namely the number of samples needed in order to learn the correct structure of the network. We give both asymptotic results, valid in the large sample limit, and experimental results, demonstrating the learning behavior for feasible sample sizes. We show that structure learning is a more difficult task, compared to approximating the correct distribution, in the sense that it requires a much larger number of samples, regardless of the computational power available for the learner.
[ "['Or Zuk' 'Shiri Margel' 'Eytan Domany']", "Or Zuk, Shiri Margel, Eytan Domany" ]
cs.LG stat.ML
null
1206.6863
null
null
http://arxiv.org/pdf/1206.6863v1
2012-06-27T16:28:18Z
2012-06-27T16:28:18Z
Bayesian Multicategory Support Vector Machines
We show that the multi-class support vector machine (MSVM) proposed by Lee et. al. (2004), can be viewed as a MAP estimation procedure under an appropriate probabilistic interpretation of the classifier. We also show that this interpretation can be extended to a hierarchical Bayesian architecture and to a fully-Bayesian inference procedure for multi-class classification based on data augmentation. We present empirical results that show that the advantages of the Bayesian formalism are obtained without a loss in classification accuracy.
[ "Zhihua Zhang, Michael I. Jordan", "['Zhihua Zhang' 'Michael I. Jordan']" ]
cs.AI cs.DB cs.LG
null
1206.6864
null
null
http://arxiv.org/pdf/1206.6864v1
2012-06-27T16:28:29Z
2012-06-27T16:28:29Z
Infinite Hidden Relational Models
In many cases it makes sense to model a relationship symmetrically, not implying any particular directionality. Consider the classical example of a recommendation system where the rating of an item by a user should symmetrically be dependent on the attributes of both the user and the item. The attributes of the (known) relationships are also relevant for predicting attributes of entities and for predicting attributes of new relations. In recommendation systems, the exploitation of relational attributes is often referred to as collaborative filtering. Again, in many applications one might prefer to model the collaborative effect in a symmetrical way. In this paper we present a relational model, which is completely symmetrical. The key innovation is that we introduce for each entity (or object) an infinite-dimensional latent variable as part of a Dirichlet process (DP) model. We discuss inference in the model, which is based on a DP Gibbs sampler, i.e., the Chinese restaurant process. We extend the Chinese restaurant process to be applicable to relational modeling. Our approach is evaluated in three applications. One is a recommendation system based on the MovieLens data set. The second application concerns the prediction of the function of yeast genes/proteins on the data set of KDD Cup 2001 using a multi-relational model. The third application involves a relational medical domain. The experimental results show that our model gives significantly improved estimates of attributes describing relationships or entities in complex relational models.
[ "Zhao Xu, Volker Tresp, Kai Yu, Hans-Peter Kriegel", "['Zhao Xu' 'Volker Tresp' 'Kai Yu' 'Hans-Peter Kriegel']" ]
cs.LG cs.AI stat.ML
null
1206.6865
null
null
http://arxiv.org/pdf/1206.6865v1
2012-06-27T16:28:41Z
2012-06-27T16:28:41Z
A Non-Parametric Bayesian Method for Inferring Hidden Causes
We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain Monte Carlo to move between solutions. In contrast, we assume that the number of hidden causes is unbounded, but only a finite number influence observable variables. This makes it possible to use a Gibbs sampler to approximate the distribution over causal structures. We evaluate the performance of both approaches in discovering hidden causes in simulated data, and use our non-parametric approach to discover hidden causes in a real medical dataset.
[ "Frank Wood, Thomas Griffiths, Zoubin Ghahramani", "['Frank Wood' 'Thomas Griffiths' 'Zoubin Ghahramani']" ]
cs.LG stat.ML
null
1206.6868
null
null
http://arxiv.org/pdf/1206.6868v1
2012-06-27T16:29:18Z
2012-06-27T16:29:18Z
Bayesian Random Fields: The Bethe-Laplace Approximation
While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text modelling (e.g. conditional random fields). But where Bayesian approaches for directed models have been very successful, a proper Bayesian treatment of undirected models in still in its infant stages. We propose a new method for approximating the posterior of the parameters given data based on the Laplace approximation. This approximation requires the computation of the covariance matrix over features which we compute using the linear response approximation based in turn on loopy belief propagation. We develop the theory for conditional and 'unconditional' random fields with or without hidden variables. In the conditional setting we introduce a new variant of bagging suitable for structured domains. Here we run the loopy max-product algorithm on a 'super-graph' composed of graphs for individual models sampled from the posterior and connected by constraints. Experiments on real world data validate the proposed methods.
[ "Max Welling, Sridevi Parise", "['Max Welling' 'Sridevi Parise']" ]
cs.LG cs.AI stat.ML
null
1206.6870
null
null
http://arxiv.org/pdf/1206.6870v1
2012-06-27T16:29:41Z
2012-06-27T16:29:41Z
Incremental Model-based Learners With Formal Learning-Time Guarantees
Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an internal model inhibits their use in large-scale problems. We propose a method based on real-time dynamic programming (RTDP) to speed up two model-based algorithms, RMAX and MBIE (model-based interval estimation), resulting in computationally much faster algorithms with little loss compared to existing bounds. Specifically, our two new learning algorithms, RTDP-RMAX and RTDP-IE, have considerably smaller computational demands than RMAX and MBIE. We develop a general theoretical framework that allows us to prove that both are efficient learners in a PAC (probably approximately correct) sense. We also present an experimental evaluation of these new algorithms that helps quantify the tradeoff between computational and experience demands.
[ "['Alexander L. Strehl' 'Lihong Li' 'Michael L. Littman']", "Alexander L. Strehl, Lihong Li, Michael L. Littman" ]
cs.LG stat.ML
null
1206.6871
null
null
http://arxiv.org/pdf/1206.6871v1
2012-06-27T16:29:52Z
2012-06-27T16:29:52Z
Ranking by Dependence - A Fair Criteria
Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual information can fail even in simplistic situations. We then propose two conditions for regularizing an estimator of dependence, which leads to a simple yet effective new measure. We discuss its advantages and compare it to well-established model-selection criteria. Apart from that, we derive a simple constraint for regularizing parameter estimates in a graphical model. This results in an analytical approximation for the optimal value of the equivalent sample size, which agrees very well with the more involved Bayesian approach in our experiments.
[ "['Harald Steck']", "Harald Steck" ]
cs.CV cs.LG cs.RO
null
1206.6872
null
null
http://arxiv.org/pdf/1206.6872v1
2012-06-27T16:30:05Z
2012-06-27T16:30:05Z
A Self-Supervised Terrain Roughness Estimator for Off-Road Autonomous Driving
We present a machine learning approach for estimating the second derivative of a drivable surface, its roughness. Robot perception generally focuses on the first derivative, obstacle detection. However, the second derivative is also important due to its direct relation (with speed) to the shock the vehicle experiences. Knowing the second derivative allows a vehicle to slow down in advance of rough terrain. Estimating the second derivative is challenging due to uncertainty. For example, at range, laser readings may be so sparse that significant information about the surface is missing. Also, a high degree of precision is required in projecting laser readings. This precision may be unavailable due to latency or error in the pose estimation. We model these sources of error as a multivariate polynomial. Its coefficients are learned using the shock data as ground truth -- the accelerometers are used to train the lasers. The resulting classifier operates on individual laser readings from a road surface described by a 3D point cloud. The classifier identifies sections of road where the second derivative is likely to be large. Thus, the vehicle can slow down in advance, reducing the shock it experiences. The algorithm is an evolution of one we used in the 2005 DARPA Grand Challenge. We analyze it using data from that route.
[ "['David Stavens' 'Sebastian Thrun']", "David Stavens, Sebastian Thrun" ]
cs.LG stat.ML
null
1206.6873
null
null
http://arxiv.org/pdf/1206.6873v1
2012-06-27T16:30:17Z
2012-06-27T16:30:17Z
Variable noise and dimensionality reduction for sparse Gaussian processes
The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M `pseudo-inputs', thereby reducing complexity from N^3 to NM^2. One limitation of the SPGP is that this optimization space becomes impractically big for high dimensional data sets. This paper addresses this limitation by performing automatic dimensionality reduction. A projection of the input space to a low dimensional space is learned in a supervised manner, alongside the pseudo-inputs, which now live in this reduced space. The paper also investigates the suitability of the SPGP for modeling data with input-dependent noise. A further extension of the model is made to make it even more powerful in this regard - we learn an uncertainty parameter for each pseudo-input. The combination of sparsity, reduced dimension, and input-dependent noise makes it possible to apply GPs to much larger and more complex data sets than was previously practical. We demonstrate the benefits of these methods on several synthetic and real world problems.
[ "['Edward Snelson' 'Zoubin Ghahramani']", "Edward Snelson, Zoubin Ghahramani" ]
cs.LG
null
1206.6883
null
null
http://arxiv.org/pdf/1206.6883v1
2012-06-28T18:57:01Z
2012-06-28T18:57:01Z
Learning Neighborhoods for Metric Learning
Metric learning methods have been shown to perform well on different learning tasks. Many of them rely on target neighborhood relationships that are computed in the original feature space and remain fixed throughout learning. As a result, the learned metric reflects the original neighborhood relations. We propose a novel formulation of the metric learning problem in which, in addition to the metric, the target neighborhood relations are also learned in a two-step iterative approach. The new formulation can be seen as a generalization of many existing metric learning methods. The formulation includes a target neighbor assignment rule that assigns different numbers of neighbors to instances according to their quality; `high quality' instances get more neighbors. We experiment with two of its instantiations that correspond to the metric learning algorithms LMNN and MCML and compare it to other metric learning methods on a number of datasets. The experimental results show state-of-the-art performance and provide evidence that learning the neighborhood relations does improve predictive performance.
[ "['Jun Wang' 'Adam Woznica' 'Alexandros Kalousis']", "Jun Wang, Adam Woznica, Alexandros Kalousis" ]
cs.LG cs.IR stat.ML
null
1206.7112
null
null
http://arxiv.org/pdf/1206.7112v1
2012-06-29T19:33:47Z
2012-06-29T19:33:47Z
A Hybrid Method for Distance Metric Learning
We consider the problem of learning a measure of distance among vectors in a feature space and propose a hybrid method that simultaneously learns from similarity ratings assigned to pairs of vectors and class labels assigned to individual vectors. Our method is based on a generative model in which class labels can provide information that is not encoded in feature vectors but yet relates to perceived similarity between objects. Experiments with synthetic data as well as a real medical image retrieval problem demonstrate that leveraging class labels through use of our method improves retrieval performance significantly.
[ "Yi-Hao Kao and Benjamin Van Roy and Daniel Rubin and Jiajing Xu and\n Jessica Faruque and Sandy Napel", "['Yi-Hao Kao' 'Benjamin Van Roy' 'Daniel Rubin' 'Jiajing Xu'\n 'Jessica Faruque' 'Sandy Napel']" ]
cs.LG stat.ML
null
1207.0057
null
null
http://arxiv.org/pdf/1207.0057v1
2012-06-30T07:45:11Z
2012-06-30T07:45:11Z
Implicit Density Estimation by Local Moment Matching to Sample from Auto-Encoders
Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps define better justified sampling algorithms for deep learning based on auto-encoder variants. We consider an MCMC where each step samples from a Gaussian whose mean and covariance matrix depend on the previous state, defines through its asymptotic distribution a target density. First, we show that good choices (in the sense of consistency) for these mean and covariance functions are the local expected value and local covariance under that target density. Then we show that an auto-encoder with a contractive penalty captures estimators of these local moments in its reconstruction function and its Jacobian. A contribution of this work is thus a novel alternative to maximum-likelihood density estimation, which we call local moment matching. It also justifies a recently proposed sampling algorithm for the Contractive Auto-Encoder and extends it to the Denoising Auto-Encoder.
[ "['Yoshua Bengio' 'Guillaume Alain' 'Salah Rifai']", "Yoshua Bengio and Guillaume Alain and Salah Rifai" ]
cs.LG stat.ML
null
1207.0099
null
null
http://arxiv.org/pdf/1207.0099v1
2012-06-30T14:21:46Z
2012-06-30T14:21:46Z
Density-Difference Estimation
We address the problem of estimating the difference between two probability densities. A naive approach is a two-step procedure of first estimating two densities separately and then computing their difference. However, such a two-step procedure does not necessarily work well because the first step is performed without regard to the second step and thus a small error incurred in the first stage can cause a big error in the second stage. In this paper, we propose a single-shot procedure for directly estimating the density difference without separately estimating two densities. We derive a non-parametric finite-sample error bound for the proposed single-shot density-difference estimator and show that it achieves the optimal convergence rate. The usefulness of the proposed method is also demonstrated experimentally.
[ "Masashi Sugiyama, Takafumi Kanamori, Taiji Suzuki, Marthinus\n Christoffel du Plessis, Song Liu, Ichiro Takeuchi", "['Masashi Sugiyama' 'Takafumi Kanamori' 'Taiji Suzuki'\n 'Marthinus Christoffel du Plessis' 'Song Liu' 'Ichiro Takeuchi']" ]
cs.CV cs.LG
null
1207.0151
null
null
http://arxiv.org/pdf/1207.0151v1
2012-06-30T21:04:13Z
2012-06-30T21:04:13Z
Differentiable Pooling for Hierarchical Feature Learning
We introduce a parametric form of pooling, based on a Gaussian, which can be optimized alongside the features in a single global objective function. By contrast, existing pooling schemes are based on heuristics (e.g. local maximum) and have no clear link to the cost function of the model. Furthermore, the variables of the Gaussian explicitly store location information, distinct from the appearance captured by the features, thus providing a what/where decomposition of the input signal. Although the differentiable pooling scheme can be incorporated in a wide range of hierarchical models, we demonstrate it in the context of a Deconvolutional Network model (Zeiler et al. ICCV 2011). We also explore a number of secondary issues within this model and present detailed experiments on MNIST digits.
[ "['Matthew D. Zeiler' 'Rob Fergus']", "Matthew D. Zeiler and Rob Fergus" ]
cs.LG
null
1207.0166
null
null
http://arxiv.org/pdf/1207.0166v3
2013-01-16T19:19:34Z
2012-06-30T23:07:03Z
On Multilabel Classification and Ranking with Partial Feedback
We present a novel multilabel/ranking algorithm working in partial information settings. The algorithm is based on 2nd-order descent methods, and relies on upper-confidence bounds to trade-off exploration and exploitation. We analyze this algorithm in a partial adversarial setting, where covariates can be adversarial, but multilabel probabilities are ruled by (generalized) linear models. We show O(T^{1/2} log T) regret bounds, which improve in several ways on the existing results. We test the effectiveness of our upper-confidence scheme by contrasting against full-information baselines on real-world multilabel datasets, often obtaining comparable performance.
[ "Claudio Gentile and Francesco Orabona", "['Claudio Gentile' 'Francesco Orabona']" ]
cs.LG stat.ML
null
1207.0268
null
null
http://arxiv.org/pdf/1207.0268v1
2012-07-02T02:57:30Z
2012-07-02T02:57:30Z
Surrogate Regret Bounds for Bipartite Ranking via Strongly Proper Losses
The problem of bipartite ranking, where instances are labeled positive or negative and the goal is to learn a scoring function that minimizes the probability of mis-ranking a pair of positive and negative instances (or equivalently, that maximizes the area under the ROC curve), has been widely studied in recent years. A dominant theoretical and algorithmic framework for the problem has been to reduce bipartite ranking to pairwise classification; in particular, it is well known that the bipartite ranking regret can be formulated as a pairwise classification regret, which in turn can be upper bounded using usual regret bounds for classification problems. Recently, Kotlowski et al. (2011) showed regret bounds for bipartite ranking in terms of the regret associated with balanced versions of the standard (non-pairwise) logistic and exponential losses. In this paper, we show that such (non-pairwise) surrogate regret bounds for bipartite ranking can be obtained in terms of a broad class of proper (composite) losses that we term as strongly proper. Our proof technique is much simpler than that of Kotlowski et al. (2011), and relies on properties of proper (composite) losses as elucidated recently by Reid and Williamson (2010, 2011) and others. Our result yields explicit surrogate bounds (with no hidden balancing terms) in terms of a variety of strongly proper losses, including for example logistic, exponential, squared and squared hinge losses as special cases. We also obtain tighter surrogate bounds under certain low-noise conditions via a recent result of Clemencon and Robbiano (2011).
[ "['Shivani Agarwal']", "Shivani Agarwal" ]
cs.CL cs.LG
null
1207.0396
null
null
http://arxiv.org/pdf/1207.0396v1
2012-07-02T14:19:21Z
2012-07-02T14:19:21Z
Applying Deep Belief Networks to Word Sense Disambiguation
In this paper, we applied a novel learning algorithm, namely, Deep Belief Networks (DBN) to word sense disambiguation (WSD). DBN is a probabilistic generative model composed of multiple layers of hidden units. DBN uses Restricted Boltzmann Machine (RBM) to greedily train layer by layer as a pretraining. Then, a separate fine tuning step is employed to improve the discriminative power. We compared DBN with various state-of-the-art supervised learning algorithms in WSD such as Support Vector Machine (SVM), Maximum Entropy model (MaxEnt), Naive Bayes classifier (NB) and Kernel Principal Component Analysis (KPCA). We used all words in the given paragraph, surrounding context words and part-of-speech of surrounding words as our knowledge sources. We conducted our experiment on the SENSEVAL-2 data set. We observed that DBN outperformed all other learning algorithms.
[ "['Peratham Wiriyathammabhum' 'Boonserm Kijsirikul' 'Hiroya Takamura'\n 'Manabu Okumura']", "Peratham Wiriyathammabhum, Boonserm Kijsirikul, Hiroya Takamura,\n Manabu Okumura" ]
cs.DS cs.LG
null
1207.0560
null
null
http://arxiv.org/pdf/1207.0560v4
2013-08-24T05:35:11Z
2012-07-03T01:25:10Z
Algorithms for Approximate Minimization of the Difference Between Submodular Functions, with Applications
We extend the work of Narasimhan and Bilmes [30] for minimizing set functions representable as a difference between submodular functions. Similar to [30], our new algorithms are guaranteed to monotonically reduce the objective function at every step. We empirically and theoretically show that the per-iteration cost of our algorithms is much less than [30], and our algorithms can be used to efficiently minimize a difference between submodular functions under various combinatorial constraints, a problem not previously addressed. We provide computational bounds and a hardness result on the mul- tiplicative inapproximability of minimizing the difference between submodular functions. We show, however, that it is possible to give worst-case additive bounds by providing a polynomial time computable lower-bound on the minima. Finally we show how a number of machine learning problems can be modeled as minimizing the difference between submodular functions. We experimentally show the validity of our algorithms by testing them on the problem of feature selection with submodular cost features.
[ "Rishabh Iyer and Jeff Bilmes", "['Rishabh Iyer' 'Jeff Bilmes']" ]
stat.ML cs.LG
null
1207.0577
null
null
http://arxiv.org/pdf/1207.0577v2
2013-10-10T17:19:31Z
2012-07-03T06:07:13Z
Robust Dequantized Compressive Sensing
We consider the reconstruction problem in compressed sensing in which the observations are recorded in a finite number of bits. They may thus contain quantization errors (from being rounded to the nearest representable value) and saturation errors (from being outside the range of representable values). Our formulation has an objective of weighted $\ell_2$-$\ell_1$ type, along with constraints that account explicitly for quantization and saturation errors, and is solved with an augmented Lagrangian method. We prove a consistency result for the recovered solution, stronger than those that have appeared to date in the literature, showing in particular that asymptotic consistency can be obtained without oversampling. We present extensive computational comparisons with formulations proposed previously, and variants thereof.
[ "['Ji Liu' 'Stephen J. Wright']", "Ji Liu and Stephen J. Wright" ]
cs.NE cs.CV cs.LG
null
1207.0580
null
null
http://arxiv.org/pdf/1207.0580v1
2012-07-03T06:35:15Z
2012-07-03T06:35:15Z
Improving neural networks by preventing co-adaptation of feature detectors
When a large feedforward neural network is trained on a small training set, it typically performs poorly on held-out test data. This "overfitting" is greatly reduced by randomly omitting half of the feature detectors on each training case. This prevents complex co-adaptations in which a feature detector is only helpful in the context of several other specific feature detectors. Instead, each neuron learns to detect a feature that is generally helpful for producing the correct answer given the combinatorially large variety of internal contexts in which it must operate. Random "dropout" gives big improvements on many benchmark tasks and sets new records for speech and object recognition.
[ "['Geoffrey E. Hinton' 'Nitish Srivastava' 'Alex Krizhevsky'\n 'Ilya Sutskever' 'Ruslan R. Salakhutdinov']", "Geoffrey E. Hinton, Nitish Srivastava, Alex Krizhevsky, Ilya\n Sutskever, Ruslan R. Salakhutdinov" ]
cs.LG cs.CV
null
1207.0677
null
null
http://arxiv.org/pdf/1207.0677v1
2012-07-03T13:52:19Z
2012-07-03T13:52:19Z
Local Water Diffusion Phenomenon Clustering From High Angular Resolution Diffusion Imaging (HARDI)
The understanding of neurodegenerative diseases undoubtedly passes through the study of human brain white matter fiber tracts. To date, diffusion magnetic resonance imaging (dMRI) is the unique technique to obtain information about the neural architecture of the human brain, thus permitting the study of white matter connections and their integrity. However, a remaining challenge of the dMRI community is to better characterize complex fiber crossing configurations, where diffusion tensor imaging (DTI) is limited but high angular resolution diffusion imaging (HARDI) now brings solutions. This paper investigates the development of both identification and classification process of the local water diffusion phenomenon based on HARDI data to automatically detect imaging voxels where there are single and crossing fiber bundle populations. The technique is based on knowledge extraction processes and is validated on a dMRI phantom dataset with ground truth.
[ "['Romain Giot' 'Christophe Charrier' 'Maxime Descoteaux']", "Romain Giot (GREYC), Christophe Charrier (GREYC), Maxime Descoteaux\n (SCIL)" ]
cs.AI cs.CL cs.LG
null
1207.0742
null
null
http://arxiv.org/pdf/1207.0742v1
2012-07-03T16:35:48Z
2012-07-03T16:35:48Z
The OS* Algorithm: a Joint Approach to Exact Optimization and Sampling
Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is unrealistically slow in high-dimension spaces. The OS* algorithm that we propose is a unified approach to exact optimization and sampling, based on incremental refinements of a functional upper bound, which combines ideas of adaptive rejection sampling and of A* optimization search. We show that the choice of the refinement can be done in a way that ensures tractability in high-dimension spaces, and we present first experiments in two different settings: inference in high-order HMMs and in large discrete graphical models.
[ "['Marc Dymetman' 'Guillaume Bouchard' 'Simon Carter']", "Marc Dymetman and Guillaume Bouchard and Simon Carter" ]
cs.LG
null
1207.0783
null
null
http://arxiv.org/pdf/1207.0783v1
2012-07-03T19:12:13Z
2012-07-03T19:12:13Z
Hybrid Template Update System for Unimodal Biometric Systems
Semi-supervised template update systems allow to automatically take into account the intra-class variability of the biometric data over time. Such systems can be inefficient by including too many impostor's samples or skipping too many genuine's samples. In the first case, the biometric reference drifts from the real biometric data and attracts more often impostors. In the second case, the biometric reference does not evolve quickly enough and also progressively drifts from the real biometric data. We propose a hybrid system using several biometric sub-references in order to increase per- formance of self-update systems by reducing the previously cited errors. The proposition is validated for a keystroke- dynamics authentication system (this modality suffers of high variability over time) on two consequent datasets from the state of the art.
[ "Romain Giot (GREYC), Christophe Rosenberger (GREYC), Bernadette\n Dorizzi (EPH, SAMOVAR)", "['Romain Giot' 'Christophe Rosenberger' 'Bernadette Dorizzi']" ]
cs.LG
null
1207.0784
null
null
http://arxiv.org/pdf/1207.0784v1
2012-07-03T19:12:56Z
2012-07-03T19:12:56Z
Web-Based Benchmark for Keystroke Dynamics Biometric Systems: A Statistical Analysis
Most keystroke dynamics studies have been evaluated using a specific kind of dataset in which users type an imposed login and password. Moreover, these studies are optimistics since most of them use different acquisition protocols, private datasets, controlled environment, etc. In order to enhance the accuracy of keystroke dynamics' performance, the main contribution of this paper is twofold. First, we provide a new kind of dataset in which users have typed both an imposed and a chosen pairs of logins and passwords. In addition, the keystroke dynamics samples are collected in a web-based uncontrolled environment (OS, keyboards, browser, etc.). Such kind of dataset is important since it provides us more realistic results of keystroke dynamics' performance in comparison to the literature (controlled environment, etc.). Second, we present a statistical analysis of well known assertions such as the relationship between performance and password size, impact of fusion schemes on system overall performance, and others such as the relationship between performance and entropy. We put into obviousness in this paper some new results on keystroke dynamics in realistic conditions.
[ "['Romain Giot' 'Mohamad El-Abed' 'Christophe Rosenberger']", "Romain Giot (GREYC), Mohamad El-Abed (GREYC), Christophe Rosenberger\n (GREYC)" ]
stat.ML cs.CV cs.LG cs.MM
null
1207.1019
null
null
http://arxiv.org/pdf/1207.1019v1
2012-07-04T15:09:05Z
2012-07-04T15:09:05Z
PAC-Bayesian Majority Vote for Late Classifier Fusion
A lot of attention has been devoted to multimedia indexing over the past few years. In the literature, we often consider two kinds of fusion schemes: The early fusion and the late fusion. In this paper we focus on late classifier fusion, where one combines the scores of each modality at the decision level. To tackle this problem, we investigate a recent and elegant well-founded quadratic program named MinCq coming from the Machine Learning PAC-Bayes theory. MinCq looks for the weighted combination, over a set of real-valued functions seen as voters, leading to the lowest misclassification rate, while making use of the voters' diversity. We provide evidence that this method is naturally adapted to late fusion procedure. We propose an extension of MinCq by adding an order- preserving pairwise loss for ranking, helping to improve Mean Averaged Precision measure. We confirm the good behavior of the MinCq-based fusion approaches with experiments on a real image benchmark.
[ "Emilie Morvant (LIF), Amaury Habrard (LAHC), St\\'ephane Ayache (LIF)", "['Emilie Morvant' 'Amaury Habrard' 'Stéphane Ayache']" ]