categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
sequence
cs.LG cs.AI stat.ML
null
1301.3764
null
null
http://arxiv.org/pdf/1301.3764v2
2013-03-27T18:30:41Z
2013-01-16T17:48:38Z
Adaptive learning rates and parallelization for stochastic, sparse, non-smooth gradients
Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on stationary problems, and permitting learning rates to grow appropriately in non-stationary tasks. Here, we extend the idea in three directions, addressing proper minibatch parallelization, including reweighted updates for sparse or orthogonal gradients, improving robustness on non-smooth loss functions, in the process replacing the diagonal Hessian estimation procedure that may not always be available by a robust finite-difference approximation. The final algorithm integrates all these components, has linear complexity and is hyper-parameter free.
[ "['Tom Schaul' 'Yann LeCun']", "Tom Schaul, Yann LeCun" ]
cs.LG cs.CV
null
1301.3775
null
null
http://arxiv.org/pdf/1301.3775v4
2013-03-19T18:43:29Z
2013-01-16T18:07:01Z
Discriminative Recurrent Sparse Auto-Encoders
We present the discriminative recurrent sparse auto-encoder model, comprising a recurrent encoder of rectified linear units, unrolled for a fixed number of iterations, and connected to two linear decoders that reconstruct the input and predict its supervised classification. Training via backpropagation-through-time initially minimizes an unsupervised sparse reconstruction error; the loss function is then augmented with a discriminative term on the supervised classification. The depth implicit in the temporally-unrolled form allows the system to exhibit all the power of deep networks, while substantially reducing the number of trainable parameters. From an initially unstructured network the hidden units differentiate into categorical-units, each of which represents an input prototype with a well-defined class; and part-units representing deformations of these prototypes. The learned organization of the recurrent encoder is hierarchical: part-units are driven directly by the input, whereas the activity of categorical-units builds up over time through interactions with the part-units. Even using a small number of hidden units per layer, discriminative recurrent sparse auto-encoders achieve excellent performance on MNIST.
[ "Jason Tyler Rolfe and Yann LeCun", "['Jason Tyler Rolfe' 'Yann LeCun']" ]
cs.LG
10.1016/j.neucom.2013.02.024
1301.3816
null
null
http://arxiv.org/abs/1301.3816v1
2013-01-16T20:16:02Z
2013-01-16T20:16:02Z
Learning Output Kernels for Multi-Task Problems
Simultaneously solving multiple related learning tasks is beneficial under a variety of circumstances, but the prior knowledge necessary to correctly model task relationships is rarely available in practice. In this paper, we develop a novel kernel-based multi-task learning technique that automatically reveals structural inter-task relationships. Building over the framework of output kernel learning (OKL), we introduce a method that jointly learns multiple functions and a low-rank multi-task kernel by solving a non-convex regularization problem. Optimization is carried out via a block coordinate descent strategy, where each subproblem is solved using suitable conjugate gradient (CG) type iterative methods for linear operator equations. The effectiveness of the proposed approach is demonstrated on pharmacological and collaborative filtering data.
[ "['Francesco Dinuzzo']", "Francesco Dinuzzo" ]
cs.LG cs.NE stat.ML
null
1301.3833
null
null
http://arxiv.org/pdf/1301.3833v1
2013-01-16T15:48:42Z
2013-01-16T15:48:42Z
Reversible Jump MCMC Simulated Annealing for Neural Networks
We propose a novel reversible jump Markov chain Monte Carlo (MCMC) simulated annealing algorithm to optimize radial basis function (RBF) networks. This algorithm enables us to maximize the joint posterior distribution of the network parameters and the number of basis functions. It performs a global search in the joint space of the parameters and number of parameters, thereby surmounting the problem of local minima. We also show that by calibrating a Bayesian model, we can obtain the classical AIC, BIC and MDL model selection criteria within a penalized likelihood framework. Finally, we show theoretically and empirically that the algorithm converges to the modes of the full posterior distribution in an efficient way.
[ "Christophe Andrieu, Nando de Freitas, Arnaud Doucet", "['Christophe Andrieu' 'Nando de Freitas' 'Arnaud Doucet']" ]
cs.LG cs.AI stat.ML
null
1301.3837
null
null
http://arxiv.org/pdf/1301.3837v1
2013-01-16T15:48:59Z
2013-01-16T15:48:59Z
Dynamic Bayesian Multinets
In this work, dynamic Bayesian multinets are introduced where a Markov chain state at time t determines conditional independence patterns between random variables lying within a local time window surrounding t. It is shown how information-theoretic criterion functions can be used to induce sparse, discriminative, and class-conditional network structures that yield an optimal approximation to the class posterior probability, and therefore are useful for the classification task. Using a new structure learning heuristic, the resulting models are tested on a medium-vocabulary isolated-word speech recognition task. It is demonstrated that these discriminatively structured dynamic Bayesian multinets, when trained in a maximum likelihood setting using EM, can outperform both HMMs and other dynamic Bayesian networks with a similar number of parameters.
[ "Jeff A. Bilmes", "['Jeff A. Bilmes']" ]
cs.LG stat.ML
null
1301.3838
null
null
http://arxiv.org/pdf/1301.3838v1
2013-01-16T15:49:03Z
2013-01-16T15:49:03Z
Variational Relevance Vector Machines
The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictions in terms of a linear combination of kernel functions centred on a subset of the training data, known as support vectors. Despite its widespread success, the SVM suffers from some important limitations, one of the most significant being that it makes point predictions rather than generating predictive distributions. Recently Tipping (1999) has formulated the Relevance Vector Machine (RVM), a probabilistic model whose functional form is equivalent to the SVM. It achieves comparable recognition accuracy to the SVM, yet provides a full predictive distribution, and also requires substantially fewer kernel functions. The original treatment of the RVM relied on the use of type II maximum likelihood (the `evidence framework') to provide point estimates of the hyperparameters which govern model sparsity. In this paper we show how the RVM can be formulated and solved within a completely Bayesian paradigm through the use of variational inference, thereby giving a posterior distribution over both parameters and hyperparameters. We demonstrate the practicality and performance of the variational RVM using both synthetic and real world examples.
[ "['Christopher M. Bishop' 'Michael Tipping']", "Christopher M. Bishop, Michael Tipping" ]
cs.AI cs.LG
null
1301.3840
null
null
http://arxiv.org/pdf/1301.3840v1
2013-01-16T15:49:11Z
2013-01-16T15:49:11Z
Utilities as Random Variables: Density Estimation and Structure Discovery
Decision theory does not traditionally include uncertainty over utility functions. We argue that the a person's utility value for a given outcome can be treated as we treat other domain attributes: as a random variable with a density function over its possible values. We show that we can apply statistical density estimation techniques to learn such a density function from a database of partially elicited utility functions. In particular, we define a Bayesian learning framework for this problem, assuming the distribution over utilities is a mixture of Gaussians, where the mixture components represent statistically coherent subpopulations. We can also extend our techniques to the problem of discovering generalized additivity structure in the utility functions in the population. We define a Bayesian model selection criterion for utility function structure and a search procedure over structures. The factorization of the utilities in the learned model, and the generalization obtained from density estimation, allows us to provide robust estimates of utilities using a significantly smaller number of utility elicitation questions. We experiment with our technique on synthetic utility data and on a real database of utility functions in the domain of prenatal diagnosis.
[ "['Urszula Chajewska' 'Daphne Koller']", "Urszula Chajewska, Daphne Koller" ]
cs.LG stat.ML
null
1301.3843
null
null
http://arxiv.org/pdf/1301.3843v1
2013-01-16T15:49:23Z
2013-01-16T15:49:23Z
Bayesian Classification and Feature Selection from Finite Data Sets
Feature selection aims to select the smallest subset of features for a specified level of performance. The optimal achievable classification performance on a feature subset is summarized by its Receiver Operating Curve (ROC). When infinite data is available, the Neyman- Pearson (NP) design procedure provides the most efficient way of obtaining this curve. In practice the design procedure is applied to density estimates from finite data sets. We perform a detailed statistical analysis of the resulting error propagation on finite alphabets. We show that the estimated performance curve (EPC) produced by the design procedure is arbitrarily accurate given sufficient data, independent of the size of the feature set. However, the underlying likelihood ranking procedure is highly sensitive to errors that reduces the probability that the EPC is in fact the ROC. In the worst case, guaranteeing that the EPC is equal to the ROC may require data sizes exponential in the size of the feature set. These results imply that in theory the NP design approach may only be valid for characterizing relatively small feature subsets, even when the performance of any given classifier can be estimated very accurately. We discuss the practical limitations for on-line methods that ensures that the NP procedure operates in a statistically valid region.
[ "['Frans Coetzee' 'Steve Lawrence' 'C. Lee Giles']", "Frans Coetzee, Steve Lawrence, C. Lee Giles" ]
cs.LG stat.ML
null
1301.3849
null
null
http://arxiv.org/pdf/1301.3849v1
2013-01-16T15:49:46Z
2013-01-16T15:49:46Z
Experiments with Random Projection
Recent theoretical work has identified random projection as a promising dimensionality reduction technique for learning mixtures of Gausians. Here we summarize these results and illustrate them by a wide variety of experiments on synthetic and real data.
[ "Sanjoy Dasgupta", "['Sanjoy Dasgupta']" ]
cs.LG stat.ML
null
1301.3850
null
null
http://arxiv.org/pdf/1301.3850v1
2013-01-16T15:49:50Z
2013-01-16T15:49:50Z
A Two-round Variant of EM for Gaussian Mixtures
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In contrast to this, in supervised model selection it is a priori known that the chosen model will be used in the future for prediction tasks involving more ``focused' predictive distributions. Although focused predictive distributions can be produced from the joint probability distribution by marginalization, in practice the best model in the unsupervised sense does not necessarily perform well in supervised domains. In particular, the standard marginal likelihood score is a criterion for the unsupervised task, and, although frequently used for supervised model selection also, does not perform well in such tasks. In this paper we study the performance of the marginal likelihood score empirically in supervised Bayesian network selection tasks by using a large number of publicly available classification data sets, and compare the results to those obtained by alternative model selection criteria, including empirical crossvalidation methods, an approximation of a supervised marginal likelihood measure, and a supervised version of Dawids prequential(predictive sequential) principle.The results demonstrate that the marginal likelihood score does NOT perform well FOR supervised model selection, WHILE the best results are obtained BY using Dawids prequential r napproach.
[ "Sanjoy Dasgupta, Leonard Schulman", "['Sanjoy Dasgupta' 'Leonard Schulman']" ]
cs.LG stat.ML
null
1301.3851
null
null
http://arxiv.org/pdf/1301.3851v1
2013-01-16T15:49:54Z
2013-01-16T15:49:54Z
Minimum Message Length Clustering Using Gibbs Sampling
The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective objective functions (ignoring the uncertainty in the model space), require the apriori specification of the number of classes/clsuters, and are inconsistent. In this work we overcome these limitations by using the Minimum Message Length (MML) principle and a variation to the K-Means/EM observation assignment and parameter calculation scheme. We maintain the simplicity of these approaches while constructing a Bayesian mixture modeling tool that samples/searches the model space using a Markov Chain Monte Carlo (MCMC) sampler known as a Gibbs sampler. Gibbs sampling allows us to visit each model according to its posterior probability. Therefore, if the model space is multi-modal we will visit all models and not get stuck in local optima. We call our approach multiple chains at equilibrium (MCE) MML sampling.
[ "Ian Davidson", "['Ian Davidson']" ]
cs.LG cs.AI stat.ML
null
1301.3852
null
null
http://arxiv.org/pdf/1301.3852v1
2013-01-16T15:49:57Z
2013-01-16T15:49:57Z
Mix-nets: Factored Mixtures of Gaussians in Bayesian Networks With Mixed Continuous And Discrete Variables
Recently developed techniques have made it possible to quickly learn accurate probability density functions from data in low-dimensional continuous space. In particular, mixtures of Gaussians can be fitted to data very quickly using an accelerated EM algorithm that employs multiresolution kd-trees (Moore, 1999). In this paper, we propose a kind of Bayesian networks in which low-dimensional mixtures of Gaussians over different subsets of the domain's variables are combined into a coherent joint probability model over the entire domain. The network is also capable of modeling complex dependencies between discrete variables and continuous variables without requiring discretization of the continuous variables. We present efficient heuristic algorithms for automatically learning these networks from data, and perform comparative experiments illustrated how well these networks model real scientific data and synthetic data. We also briefly discuss some possible improvements to the networks, as well as possible applications.
[ "Scott Davies, Andrew Moore", "['Scott Davies' 'Andrew Moore']" ]
cs.LG cs.AI stat.CO
null
1301.3853
null
null
http://arxiv.org/pdf/1301.3853v1
2013-01-16T15:50:01Z
2013-01-16T15:50:01Z
Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks
Particle filters (PFs) are powerful sampling-based inference/learning algorithms for dynamic Bayesian networks (DBNs). They allow us to treat, in a principled way, any type of probability distribution, nonlinearity and non-stationarity. They have appeared in several fields under such names as "condensation", "sequential Monte Carlo" and "survival of the fittest". In this paper, we show how we can exploit the structure of the DBN to increase the efficiency of particle filtering, using a technique known as Rao-Blackwellisation. Essentially, this samples some of the variables, and marginalizes out the rest exactly, using the Kalman filter, HMM filter, junction tree algorithm, or any other finite dimensional optimal filter. We show that Rao-Blackwellised particle filters (RBPFs) lead to more accurate estimates than standard PFs. We demonstrate RBPFs on two problems, namely non-stationary online regression with radial basis function networks and robot localization and map building. We also discuss other potential application areas and provide references to some finite dimensional optimal filters.
[ "Arnaud Doucet, Nando de Freitas, Kevin Murphy, Stuart Russell", "['Arnaud Doucet' 'Nando de Freitas' 'Kevin Murphy' 'Stuart Russell']" ]
cs.CV cs.LG stat.ML
null
1301.3854
null
null
http://arxiv.org/pdf/1301.3854v1
2013-01-16T15:50:06Z
2013-01-16T15:50:06Z
Learning Graphical Models of Images, Videos and Their Spatial Transformations
Mixtures of Gaussians, factor analyzers (probabilistic PCA) and hidden Markov models are staples of static and dynamic data modeling and image and video modeling in particular. We show how topographic transformations in the input, such as translation and shearing in images, can be accounted for in these models by including a discrete transformation variable. The resulting models perform clustering, dimensionality reduction and time-series analysis in a way that is invariant to transformations in the input. Using the EM algorithm, these transformation-invariant models can be fit to static data and time series. We give results on filtering microscopy images, face and facial pose clustering, handwritten digit modeling and recognition, video clustering, object tracking, and removal of distractions from video sequences.
[ "['Brendan J. Frey' 'Nebojsa Jojic']", "Brendan J. Frey, Nebojsa Jojic" ]
cs.LG cs.AI stat.ML
null
1301.3856
null
null
http://arxiv.org/pdf/1301.3856v1
2013-01-16T15:50:14Z
2013-01-16T15:50:14Z
Being Bayesian about Network Structure
In many domains, we are interested in analyzing the structure of the underlying distribution, e.g., whether one variable is a direct parent of the other. Bayesian model-selection attempts to find the MAP model and use its structure to answer these questions. However, when the amount of available data is modest, there might be many models that have non-negligible posterior. Thus, we want compute the Bayesian posterior of a feature, i.e., the total posterior probability of all models that contain it. In this paper, we propose a new approach for this task. We first show how to efficiently compute a sum over the exponential number of networks that are consistent with a fixed ordering over network variables. This allows us to compute, for a given ordering, both the marginal probability of the data and the posterior of a feature. We then use this result as the basis for an algorithm that approximates the Bayesian posterior of a feature. Our approach uses a Markov Chain Monte Carlo (MCMC) method, but over orderings rather than over network structures. The space of orderings is much smaller and more regular than the space of structures, and has a smoother posterior `landscape'. We present empirical results on synthetic and real-life datasets that compare our approach to full model averaging (when possible), to MCMC over network structures, and to a non-Bayesian bootstrap approach.
[ "['Nir Friedman' 'Daphne Koller']", "Nir Friedman, Daphne Koller" ]
cs.AI cs.LG stat.ML
null
1301.3857
null
null
http://arxiv.org/pdf/1301.3857v1
2013-01-16T15:50:18Z
2013-01-16T15:50:18Z
Gaussian Process Networks
In this paper we address the problem of learning the structure of a Bayesian network in domains with continuous variables. This task requires a procedure for comparing different candidate structures. In the Bayesian framework, this is done by evaluating the {em marginal likelihood/} of the data given a candidate structure. This term can be computed in closed-form for standard parametric families (e.g., Gaussians), and can be approximated, at some computational cost, for some semi-parametric families (e.g., mixtures of Gaussians). We present a new family of continuous variable probabilistic networks that are based on {em Gaussian Process/} priors. These priors are semi-parametric in nature and can learn almost arbitrary noisy functional relations. Using these priors, we can directly compute marginal likelihoods for structure learning. The resulting method can discover a wide range of functional dependencies in multivariate data. We develop the Bayesian score of Gaussian Process Networks and describe how to learn them from data. We present empirical results on artificial data as well as on real-life domains with non-linear dependencies.
[ "Nir Friedman, Iftach Nachman", "['Nir Friedman' 'Iftach Nachman']" ]
cs.AI cs.LG
null
1301.3861
null
null
http://arxiv.org/pdf/1301.3861v1
2013-01-16T15:50:34Z
2013-01-16T15:50:34Z
Inference for Belief Networks Using Coupling From the Past
Inference for belief networks using Gibbs sampling produces a distribution for unobserved variables that differs from the correct distribution by a (usually) unknown error, since convergence to the right distribution occurs only asymptotically. The method of "coupling from the past" samples from exactly the correct distribution by (conceptually) running dependent Gibbs sampling simulations from every possible starting state from a time far enough in the past that all runs reach the same state at time t=0. Explicitly considering every possible state is intractable for large networks, however. We propose a method for layered noisy-or networks that uses a compact, but often imprecise, summary of a set of states. This method samples from exactly the correct distribution, and requires only about twice the time per step as ordinary Gibbs sampling, but it may require more simulation steps than would be needed if chains were tracked exactly.
[ "Michael Harvey, Radford M. Neal", "['Michael Harvey' 'Radford M. Neal']" ]
cs.AI cs.IR cs.LG
null
1301.3862
null
null
http://arxiv.org/pdf/1301.3862v1
2013-01-16T15:50:38Z
2013-01-16T15:50:38Z
Dependency Networks for Collaborative Filtering and Data Visualization
We describe a graphical model for probabilistic relationships---an alternative to the Bayesian network---called a dependency network. The graph of a dependency network, unlike a Bayesian network, is potentially cyclic. The probability component of a dependency network, like a Bayesian network, is a set of conditional distributions, one for each node given its parents. We identify several basic properties of this representation and describe a computationally efficient procedure for learning the graph and probability components from data. We describe the application of this representation to probabilistic inference, collaborative filtering (the task of predicting preferences), and the visualization of acausal predictive relationships.
[ "['David Heckerman' 'David Maxwell Chickering' 'Christopher Meek'\n 'Robert Rounthwaite' 'Carl Kadie']", "David Heckerman, David Maxwell Chickering, Christopher Meek, Robert\n Rounthwaite, Carl Kadie" ]
cs.LG stat.ML
null
1301.3865
null
null
http://arxiv.org/pdf/1301.3865v1
2013-01-16T15:50:50Z
2013-01-16T15:50:50Z
Feature Selection and Dualities in Maximum Entropy Discrimination
Incorporating feature selection into a classification or regression method often carries a number of advantages. In this paper we formalize feature selection specifically from a discriminative perspective of improving classification/regression accuracy. The feature selection method is developed as an extension to the recently proposed maximum entropy discrimination (MED) framework. We describe MED as a flexible (Bayesian) regularization approach that subsumes, e.g., support vector classification, regression and exponential family models. For brevity, we restrict ourselves primarily to feature selection in the context of linear classification/regression methods and demonstrate that the proposed approach indeed carries substantial improvements in practice. Moreover, we discuss and develop various extensions of feature selection, including the problem of dealing with example specific but unobserved degrees of freedom -- alignments or invariants.
[ "Tony S. Jebara, Tommi S. Jaakkola", "['Tony S. Jebara' 'Tommi S. Jaakkola']" ]
cs.LG cs.AI stat.ML
null
1301.3875
null
null
http://arxiv.org/pdf/1301.3875v1
2013-01-16T15:51:30Z
2013-01-16T15:51:30Z
Tractable Bayesian Learning of Tree Belief Networks
In this paper we present decomposable priors, a family of priors over structure and parameters of tree belief nets for which Bayesian learning with complete observations is tractable, in the sense that the posterior is also decomposable and can be completely determined analytically in polynomial time. This follows from two main results: First, we show that factored distributions over spanning trees in a graph can be integrated in closed form. Second, we examine priors over tree parameters and show that a set of assumptions similar to (Heckerman and al. 1995) constrain the tree parameter priors to be a compactly parameterized product of Dirichlet distributions. Beside allowing for exact Bayesian learning, these results permit us to formulate a new class of tractable latent variable models in which the likelihood of a data point is computed through an ensemble average over tree structures.
[ "Marina Meila, Tommi S. Jaakkola", "['Marina Meila' 'Tommi S. Jaakkola']" ]
cs.LG cs.DS stat.ML
null
1301.3877
null
null
http://arxiv.org/pdf/1301.3877v1
2013-01-16T15:51:38Z
2013-01-16T15:51:38Z
The Anchors Hierachy: Using the triangle inequality to survive high dimensional data
This paper is about metric data structures in high-dimensional or non-Euclidean space that permit cached sufficient statistics accelerations of learning algorithms. It has recently been shown that for less than about 10 dimensions, decorating kd-trees with additional "cached sufficient statistics" such as first and second moments and contingency tables can provide satisfying acceleration for a very wide range of statistical learning tasks such as kernel regression, locally weighted regression, k-means clustering, mixture modeling and Bayes Net learning. In this paper, we begin by defining the anchors hierarchy - a fast data structure and algorithm for localizing data based only on a triangle-inequality-obeying distance metric. We show how this, in its own right, gives a fast and effective clustering of data. But more importantly we show how it can produce a well-balanced structure similar to a Ball-Tree (Omohundro, 1991) or a kind of metric tree (Uhlmann, 1991; Ciaccia, Patella, & Zezula, 1997) in a way that is neither "top-down" nor "bottom-up" but instead "middle-out". We then show how this structure, decorated with cached sufficient statistics, allows a wide variety of statistical learning algorithms to be accelerated even in thousands of dimensions.
[ "Andrew Moore", "['Andrew Moore']" ]
cs.AI cs.LG
null
1301.3878
null
null
http://arxiv.org/pdf/1301.3878v1
2013-01-16T15:51:42Z
2013-01-16T15:51:42Z
PEGASUS: A Policy Search Method for Large MDPs and POMDPs
We propose a new approach to the problem of searching a space of policies for a Markov decision process (MDP) or a partially observable Markov decision process (POMDP), given a model. Our approach is based on the following observation: Any (PO)MDP can be transformed into an "equivalent" POMDP in which all state transitions (given the current state and action) are deterministic. This reduces the general problem of policy search to one in which we need only consider POMDPs with deterministic transitions. We give a natural way of estimating the value of all policies in these transformed POMDPs. Policy search is then simply performed by searching for a policy with high estimated value. We also establish conditions under which our value estimates will be good, recovering theoretical results similar to those of Kearns, Mansour and Ng (1999), but with "sample complexity" bounds that have only a polynomial rather than exponential dependence on the horizon time. Our method applies to arbitrary POMDPs, including ones with infinite state and action spaces. We also present empirical results for our approach on a small discrete problem, and on a complex continuous state/continuous action problem involving learning to ride a bicycle.
[ "['Andrew Y. Ng' 'Michael I. Jordan']", "Andrew Y. Ng, Michael I. Jordan" ]
cs.AI cs.LG stat.ML
null
1301.3882
null
null
http://arxiv.org/pdf/1301.3882v1
2013-01-16T15:51:58Z
2013-01-16T15:51:58Z
Adaptive Importance Sampling for Estimation in Structured Domains
Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we want to have a sampling distribution that provides optimal-variance estimators. In this paper, we present methods that improve the sampling distribution by systematically adapting it as we obtain information from the samples. We present a stochastic-gradient-descent method for sequentially updating the sampling distribution based on the direct minization of the variance. We also present other stochastic-gradient-descent methods based on the minimizationof typical notions of distance between the current sampling distribution and approximations of the target, optimal distribution. We finally validate and compare the different methods empirically by applying them to the problem of action evaluation in influence diagrams.
[ "Luis E. Ortiz, Leslie Pack Kaelbling", "['Luis E. Ortiz' 'Leslie Pack Kaelbling']" ]
cs.LG stat.CO stat.ML
null
1301.3890
null
null
http://arxiv.org/pdf/1301.3890v1
2013-01-16T15:52:30Z
2013-01-16T15:52:30Z
Monte Carlo Inference via Greedy Importance Sampling
We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant points in the target distribution. We prove that it is possible to introduce search and still maintain unbiasedness. We then demonstrate our procedure on a few simple inference tasks and show that it can improve the inference quality of standard MCMC methods, including Gibbs sampling, Metropolis sampling, and Hybrid Monte Carlo. This paper extends previous work which showed how greedy importance sampling could be correctly realized in the one-dimensional case.
[ "Dale Schuurmans, Finnegan Southey", "['Dale Schuurmans' 'Finnegan Southey']" ]
cs.LG stat.ML
null
1301.3891
null
null
http://arxiv.org/pdf/1301.3891v1
2013-01-16T15:52:33Z
2013-01-16T15:52:33Z
Combining Feature and Prototype Pruning by Uncertainty Minimization
We focus in this paper on dataset reduction techniques for use in k-nearest neighbor classification. In such a context, feature and prototype selections have always been independently treated by the standard storage reduction algorithms. While this certifying is theoretically justified by the fact that each subproblem is NP-hard, we assume in this paper that a joint storage reduction is in fact more intuitive and can in practice provide better results than two independent processes. Moreover, it avoids a lot of distance calculations by progressively removing useless instances during the feature pruning. While standard selection algorithms often optimize the accuracy to discriminate the set of solutions, we use in this paper a criterion based on an uncertainty measure within a nearest-neighbor graph. This choice comes from recent results that have proven that accuracy is not always the suitable criterion to optimize. In our approach, a feature or an instance is removed if its deletion improves information of the graph. Numerous experiments are presented in this paper and a statistical analysis shows the relevance of our approach, and its tolerance in the presence of noise.
[ "Marc Sebban, Richard Nock", "['Marc Sebban' 'Richard Nock']" ]
cs.LG cs.AI stat.ML
null
1301.3895
null
null
http://arxiv.org/pdf/1301.3895v1
2013-01-16T15:52:49Z
2013-01-16T15:52:49Z
Dynamic Trees: A Structured Variational Method Giving Efficient Propagation Rules
Dynamic trees are mixtures of tree structured belief networks. They solve some of the problems of fixed tree networks at the cost of making exact inference intractable. For this reason approximate methods such as sampling or mean field approaches have been used. However, mean field approximations assume a factorized distribution over node states. Such a distribution seems unlickely in the posterior, as nodes are highly correlated in the prior. Here a structured variational approach is used, where the posterior distribution over the non-evidential nodes is itself approximated by a dynamic tree. It turns out that this form can be used tractably and efficiently. The result is a set of update rules which can propagate information through the network to obtain both a full variational approximation, and the relevant marginals. The progagtion rules are more efficient than the mean field approach and give noticeable quantitative and qualitative improvement in the inference. The marginals calculated give better approximations to the posterior than loopy propagation on a small toy problem.
[ "['Amos J. Storkey']", "Amos J. Storkey" ]
cs.LG stat.ML
null
1301.3896
null
null
http://arxiv.org/pdf/1301.3896v1
2013-01-16T15:52:53Z
2013-01-16T15:52:53Z
An Uncertainty Framework for Classification
We define a generalized likelihood function based on uncertainty measures and show that maximizing such a likelihood function for different measures induces different types of classifiers. In the probabilistic framework, we obtain classifiers that optimize the cross-entropy function. In the possibilistic framework, we obtain classifiers that maximize the interclass margin. Furthermore, we show that the support vector machine is a sub-class of these maximum-margin classifiers.
[ "Loo-Nin Teow, Kia-Fock Loe", "['Loo-Nin Teow' 'Kia-Fock Loe']" ]
cs.AI cs.LG stat.ML
null
1301.3897
null
null
http://arxiv.org/pdf/1301.3897v1
2013-01-16T15:52:56Z
2013-01-16T15:52:56Z
A Branch-and-Bound Algorithm for MDL Learning Bayesian Networks
This paper extends the work in [Suzuki, 1996] and presents an efficient depth-first branch-and-bound algorithm for learning Bayesian network structures, based on the minimum description length (MDL) principle, for a given (consistent) variable ordering. The algorithm exhaustively searches through all network structures and guarantees to find the network with the best MDL score. Preliminary experiments show that the algorithm is efficient, and that the time complexity grows slowly with the sample size. The algorithm is useful for empirically studying both the performance of suboptimal heuristic search algorithms and the adequacy of the MDL principle in learning Bayesian networks.
[ "['Jin Tian']", "Jin Tian" ]
cs.LG cs.AI stat.ML
null
1301.3899
null
null
http://arxiv.org/pdf/1301.3899v1
2013-01-16T15:53:05Z
2013-01-16T15:53:05Z
Model-Based Hierarchical Clustering
We present an approach to model-based hierarchical clustering by formulating an objective function based on a Bayesian analysis. This model organizes the data into a cluster hierarchy while specifying a complex feature-set partitioning that is a key component of our model. Features can have either a unique distribution in every cluster or a common distribution over some (or even all) of the clusters. The cluster subsets over which these features have such a common distribution correspond to the nodes (clusters) of the tree representing the hierarchy. We apply this general model to the problem of document clustering for which we use a multinomial likelihood function and Dirichlet priors. Our algorithm consists of a two-stage process wherein we first perform a flat clustering followed by a modified hierarchical agglomerative merging process that includes determining the features that will have common distributions over the merged clusters. The regularization induced by using the marginal likelihood automatically determines the optimal model structure including number of clusters, the depth of the tree and the subset of features to be modeled as having a common distribution at each node. We present experimental results on both synthetic data and a real document collection.
[ "['Shivakumar Vaithyanathan' 'Byron E Dom']", "Shivakumar Vaithyanathan, Byron E Dom" ]
cs.LG cs.AI stat.ML
null
1301.3901
null
null
http://arxiv.org/pdf/1301.3901v1
2013-01-16T15:53:17Z
2013-01-16T15:53:17Z
Variational Approximations between Mean Field Theory and the Junction Tree Algorithm
Recently, variational approximations such as the mean field approximation have received much interest. We extend the standard mean field method by using an approximating distribution that factorises into cluster potentials. This includes undirected graphs, directed acyclic graphs and junction trees. We derive generalized mean field equations to optimize the cluster potentials. We show that the method bridges the gap between the standard mean field approximation and the exact junction tree algorithm. In addition, we address the problem of how to choose the graphical structure of the approximating distribution. From the generalised mean field equations we derive rules to simplify the structure of the approximating distribution in advance without affecting the quality of the approximation. We also show how the method fits into some other variational approximations that are currently popular.
[ "Wim Wiegerinck", "['Wim Wiegerinck']" ]
cs.LG stat.ML
null
1301.3966
null
null
http://arxiv.org/pdf/1301.3966v1
2013-01-17T02:15:49Z
2013-01-17T02:15:49Z
Efficient Sample Reuse in Policy Gradients with Parameter-based Exploration
The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy gradient estimates for reliable policy updates. In this paper, we combine the following three ideas and give a highly effective policy gradient method: (a) the policy gradients with parameter based exploration, which is a recently proposed policy search method with low variance of gradient estimates, (b) an importance sampling technique, which allows us to reuse previously gathered data in a consistent way, and (c) an optimal baseline, which minimizes the variance of gradient estimates with their unbiasedness being maintained. For the proposed method, we give theoretical analysis of the variance of gradient estimates and show its usefulness through extensive experiments.
[ "['Tingting Zhao' 'Hirotaka Hachiya' 'Voot Tangkaratt' 'Jun Morimoto'\n 'Masashi Sugiyama']", "Tingting Zhao, Hirotaka Hachiya, Voot Tangkaratt, Jun Morimoto,\n Masashi Sugiyama" ]
cs.LG cs.CV cs.NE stat.ML
null
1301.4083
null
null
http://arxiv.org/pdf/1301.4083v6
2013-07-13T16:38:36Z
2013-01-17T13:06:52Z
Knowledge Matters: Importance of Prior Information for Optimization
We explore the effect of introducing prior information into the intermediate level of neural networks for a learning task on which all the state-of-the-art machine learning algorithms tested failed to learn. We motivate our work from the hypothesis that humans learn such intermediate concepts from other individuals via a form of supervision or guidance using a curriculum. The experiments we have conducted provide positive evidence in favor of this hypothesis. In our experiments, a two-tiered MLP architecture is trained on a dataset with 64x64 binary inputs images, each image with three sprites. The final task is to decide whether all the sprites are the same or one of them is different. Sprites are pentomino tetris shapes and they are placed in an image with different locations using scaling and rotation transformations. The first part of the two-tiered MLP is pre-trained with intermediate-level targets being the presence of sprites at each location, while the second part takes the output of the first part as input and predicts the final task's target binary event. The two-tiered MLP architecture, with a few tens of thousand examples, was able to learn the task perfectly, whereas all other algorithms (include unsupervised pre-training, but also traditional algorithms like SVMs, decision trees and boosting) all perform no better than chance. We hypothesize that the optimization difficulty involved when the intermediate pre-training is not performed is due to the {\em composition} of two highly non-linear tasks. Our findings are also consistent with hypotheses on cultural learning inspired by the observations of optimization problems with deep learning, presumably because of effective local minima.
[ "\\c{C}a\\u{g}lar G\\\"ul\\c{c}ehre and Yoshua Bengio", "['Çağlar Gülçehre' 'Yoshua Bengio']" ]
cs.LG cs.CV stat.ML
null
1301.4157
null
null
http://arxiv.org/pdf/1301.4157v1
2013-01-17T16:48:46Z
2013-01-17T16:48:46Z
On the Product Rule for Classification Problems
We discuss theoretical aspects of the product rule for classification problems in supervised machine learning for the case of combining classifiers. We show that (1) the product rule arises from the MAP classifier supposing equivalent priors and conditional independence given a class; (2) under some conditions, the product rule is equivalent to minimizing the sum of the squared distances to the respective centers of the classes related with different features, such distances being weighted by the spread of the classes; (3) observing some hypothesis, the product rule is equivalent to concatenating the vectors of features.
[ "Marcelo Cicconet", "['Marcelo Cicconet']" ]
cs.LG stat.CO stat.ML
null
1301.4168
null
null
http://arxiv.org/pdf/1301.4168v2
2013-03-16T01:55:06Z
2013-01-17T17:37:56Z
Herded Gibbs Sampling
The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs has an $O(1/T)$ convergence rate for models with independent variables and for fully connected probabilistic graphical models. Herded Gibbs is shown to outperform Gibbs in the tasks of image denoising with MRFs and named entity recognition with CRFs. However, the convergence for herded Gibbs for sparsely connected probabilistic graphical models is still an open problem.
[ "Luke Bornn, Yutian Chen, Nando de Freitas, Mareija Eskelin, Jing Fang,\n Max Welling", "['Luke Bornn' 'Yutian Chen' 'Nando de Freitas' 'Mareija Eskelin'\n 'Jing Fang' 'Max Welling']" ]
cs.IR cs.LG stat.ML
null
1301.4171
null
null
http://arxiv.org/pdf/1301.4171v1
2013-01-17T17:46:27Z
2013-01-17T17:46:27Z
Affinity Weighted Embedding
Supervised (linear) embedding models like Wsabie and PSI have proven successful at ranking, recommendation and annotation tasks. However, despite being scalable to large datasets they do not take full advantage of the extra data due to their linear nature, and typically underfit. We propose a new class of models which aim to provide improved performance while retaining many of the benefits of the existing class of embedding models. Our new approach works by iteratively learning a linear embedding model where the next iteration's features and labels are reweighted as a function of the previous iteration. We describe several variants of the family, and give some initial results.
[ "['Jason Weston' 'Ron Weiss' 'Hector Yee']", "Jason Weston, Ron Weiss, Hector Yee" ]
cs.LG stat.ML
null
1301.4293
null
null
http://arxiv.org/pdf/1301.4293v2
2013-01-28T20:10:21Z
2013-01-18T04:37:30Z
Latent Relation Representations for Universal Schemas
Traditional relation extraction predicts relations within some fixed and finite target schema. Machine learning approaches to this task require either manual annotation or, in the case of distant supervision, existing structured sources of the same schema. The need for existing datasets can be avoided by using a universal schema: the union of all involved schemas (surface form predicates as in OpenIE, and relations in the schemas of pre-existing databases). This schema has an almost unlimited set of relations (due to surface forms), and supports integration with existing structured data (through the relation types of existing databases). To populate a database of such schema we present a family of matrix factorization models that predict affinity between database tuples and relations. We show that this achieves substantially higher accuracy than the traditional classification approach. More importantly, by operating simultaneously on relations observed in text and in pre-existing structured DBs such as Freebase, we are able to reason about unstructured and structured data in mutually-supporting ways. By doing so our approach outperforms state-of-the-art distant supervision systems.
[ "['Sebastian Riedel' 'Limin Yao' 'Andrew McCallum']", "Sebastian Riedel, Limin Yao, Andrew McCallum" ]
cs.LG math.OC stat.ML
null
1301.4666
null
null
http://arxiv.org/pdf/1301.4666v6
2015-08-14T18:02:18Z
2013-01-20T15:54:22Z
A Linearly Convergent Conditional Gradient Algorithm with Applications to Online and Stochastic Optimization
Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient combinatorial algorithms, but whose non-linear convex counterpart is harder and admits significantly less efficient algorithms. This motivates the computational model of convex optimization, including the offline, online and stochastic settings, using a linear optimization oracle. In this computational model we give several new results that improve over the previous state-of-the-art. Our main result is a novel conditional gradient algorithm for smooth and strongly convex optimization over polyhedral sets that performs only a single linear optimization step over the domain on each iteration and enjoys a linear convergence rate. This gives an exponential improvement in convergence rate over previous results. Based on this new conditional gradient algorithm we give the first algorithms for online convex optimization over polyhedral sets that perform only a single linear optimization step over the domain while having optimal regret guarantees, answering an open question of Kalai and Vempala, and Hazan and Kale. Our online algorithms also imply conditional gradient algorithms for non-smooth and stochastic convex optimization with the same convergence rates as projected (sub)gradient methods.
[ "['Dan Garber' 'Elad Hazan']", "Dan Garber, Elad Hazan" ]
stat.ML cs.LG math.ST stat.TH
null
1301.4679
null
null
http://arxiv.org/pdf/1301.4679v2
2013-06-25T06:17:24Z
2013-01-20T20:01:54Z
Cellular Tree Classifiers
The cellular tree classifier model addresses a fundamental problem in the design of classifiers for a parallel or distributed computing world: Given a data set, is it sufficient to apply a majority rule for classification, or shall one split the data into two or more parts and send each part to a potentially different computer (or cell) for further processing? At first sight, it seems impossible to define with this paradigm a consistent classifier as no cell knows the "original data size", $n$. However, we show that this is not so by exhibiting two different consistent classifiers. The consistency is universal but is only shown for distributions with nonatomic marginals.
[ "G\\'erard Biau (LPMA, LSTA, DMA, INRIA Paris - Rocquencourt), Luc\n Devroye (SOCS)", "['Gérard Biau' 'Luc Devroye']" ]
cs.DC cs.AI cs.LG
10.1109/ISPA.2011.24
1301.4753
null
null
http://arxiv.org/abs/1301.4753v1
2013-01-21T04:57:05Z
2013-01-21T04:57:05Z
Pattern Matching for Self- Tuning of MapReduce Jobs
In this paper, we study CPU utilization time patterns of several MapReduce applications. After extracting running patterns of several applications, they are saved in a reference database to be later used to tweak system parameters to efficiently execute unknown applications in future. To achieve this goal, CPU utilization patterns of new applications are compared with the already known ones in the reference database to find/predict their most probable execution patterns. Because of different patterns lengths, the Dynamic Time Warping (DTW) is utilized for such comparison; a correlation analysis is then applied to DTWs outcomes to produce feasible similarity patterns. Three real applications (WordCount, Exim Mainlog parsing and Terasort) are used to evaluate our hypothesis in tweaking system parameters in executing similar applications. Results were very promising and showed effectiveness of our approach on pseudo-distributed MapReduce platforms.
[ "['Nikzad Babaii Rizvandi' 'Javid Taheri' 'Albert Y. Zomaya']", "Nikzad Babaii Rizvandi, Javid Taheri, Albert Y.Zomaya" ]
cs.LG cs.SI stat.ML
null
1301.4767
null
null
http://arxiv.org/pdf/1301.4767v2
2013-02-28T17:57:53Z
2013-01-21T07:02:50Z
A Linear Time Active Learning Algorithm for Link Classification -- Full Version --
We present very efficient active learning algorithms for link classification in signed networks. Our algorithms are motivated by a stochastic model in which edge labels are obtained through perturbations of a initial sign assignment consistent with a two-clustering of the nodes. We provide a theoretical analysis within this model, showing that we can achieve an optimal (to whithin a constant factor) number of mistakes on any graph G = (V,E) such that |E| = \Omega(|V|^{3/2}) by querying O(|V|^{3/2}) edge labels. More generally, we show an algorithm that achieves optimality to within a factor of O(k) by querying at most order of |V| + (|V|/k)^{3/2} edge labels. The running time of this algorithm is at most of order |E| + |V|\log|V|.
[ "['Nicolo Cesa-Bianchi' 'Claudio Gentile' 'Fabio Vitale'\n 'Giovanni Zappella']", "Nicolo Cesa-Bianchi, Claudio Gentile, Fabio Vitale, Giovanni Zappella" ]
cs.LG cs.DS stat.ML
null
1301.4769
null
null
http://arxiv.org/pdf/1301.4769v2
2013-02-28T17:44:24Z
2013-01-21T07:28:44Z
A Correlation Clustering Approach to Link Classification in Signed Networks -- Full Version --
Motivated by social balance theory, we develop a theory of link classification in signed networks using the correlation clustering index as measure of label regularity. We derive learning bounds in terms of correlation clustering within three fundamental transductive learning settings: online, batch and active. Our main algorithmic contribution is in the active setting, where we introduce a new family of efficient link classifiers based on covering the input graph with small circuits. These are the first active algorithms for link classification with mistake bounds that hold for arbitrary signed networks.
[ "['Nicolo Cesa-Bianchi' 'Claudio Gentile' 'Fabio Vitale'\n 'Giovanni Zappella']", "Nicolo Cesa-Bianchi, Claudio Gentile, Fabio Vitale, Giovanni Zappella" ]
cs.LG cs.AI cs.CV cs.NE cs.RO
10.1016/j.robot.2012.05.008
1301.4862
null
null
http://arxiv.org/abs/1301.4862v1
2013-01-21T13:26:07Z
2013-01-21T13:26:07Z
Active Learning of Inverse Models with Intrinsically Motivated Goal Exploration in Robots
We introduce the Self-Adaptive Goal Generation - Robust Intelligent Adaptive Curiosity (SAGG-RIAC) architecture as an intrinsi- cally motivated goal exploration mechanism which allows active learning of inverse models in high-dimensional redundant robots. This allows a robot to efficiently and actively learn distributions of parameterized motor skills/policies that solve a corresponding distribution of parameterized tasks/goals. The architecture makes the robot sample actively novel parameterized tasks in the task space, based on a measure of competence progress, each of which triggers low-level goal-directed learning of the motor policy pa- rameters that allow to solve it. For both learning and generalization, the system leverages regression techniques which allow to infer the motor policy parameters corresponding to a given novel parameterized task, and based on the previously learnt correspondences between policy and task parameters. We present experiments with high-dimensional continuous sensorimotor spaces in three different robotic setups: 1) learning the inverse kinematics in a highly-redundant robotic arm, 2) learning omnidirectional locomotion with motor primitives in a quadruped robot, 3) an arm learning to control a fishing rod with a flexible wire. We show that 1) exploration in the task space can be a lot faster than exploration in the actuator space for learning inverse models in redundant robots; 2) selecting goals maximizing competence progress creates developmental trajectories driving the robot to progressively focus on tasks of increasing complexity and is statistically significantly more efficient than selecting tasks randomly, as well as more efficient than different standard active motor babbling methods; 3) this architecture allows the robot to actively discover which parts of its task space it can learn to reach and which part it cannot.
[ "Adrien Baranes and Pierre-Yves Oudeyer", "['Adrien Baranes' 'Pierre-Yves Oudeyer']" ]
cs.LG math.PR stat.ML
null
1301.4917
null
null
http://arxiv.org/pdf/1301.4917v1
2013-01-21T16:27:17Z
2013-01-21T16:27:17Z
Dirichlet draws are sparse with high probability
This note provides an elementary proof of the folklore fact that draws from a Dirichlet distribution (with parameters less than 1) are typically sparse (most coordinates are small).
[ "['Matus Telgarsky']", "Matus Telgarsky" ]
stat.ML cs.LG stat.AP
null
1301.4944
null
null
http://arxiv.org/pdf/1301.4944v1
2013-01-21T18:17:05Z
2013-01-21T18:17:05Z
Evaluation of a Supervised Learning Approach for Stock Market Operations
Data mining methods have been widely applied in financial markets, with the purpose of providing suitable tools for prices forecasting and automatic trading. Particularly, learning methods aim to identify patterns in time series and, based on such patterns, to recommend buy/sell operations. The objective of this work is to evaluate the performance of Random Forests, a supervised learning method based on ensembles of decision trees, for decision support in stock markets. Preliminary results indicate good rates of successful operations and good rates of return per operation, providing a strong motivation for further research in this topic.
[ "['Marcelo S. Lauretto' 'Barbara B. C. Silva' 'Pablo M. Andrade']", "Marcelo S. Lauretto, Barbara B. C. Silva and Pablo M. Andrade" ]
cs.CV cs.LG stat.ML
null
1301.5063
null
null
http://arxiv.org/pdf/1301.5063v2
2013-04-03T18:43:47Z
2013-01-22T03:40:52Z
Heteroscedastic Conditional Ordinal Random Fields for Pain Intensity Estimation from Facial Images
We propose a novel method for automatic pain intensity estimation from facial images based on the framework of kernel Conditional Ordinal Random Fields (KCORF). We extend this framework to account for heteroscedasticity on the output labels(i.e., pain intensity scores) and introduce a novel dynamic features, dynamic ranks, that impose temporal ordinal constraints on the static ranks (i.e., intensity scores). Our experimental results show that the proposed approach outperforms state-of-the art methods for sequence classification with ordinal data and other ordinal regression models. The approach performs significantly better than other models in terms of Intra-Class Correlation measure, which is the most accepted evaluation measure in the tasks of facial behaviour intensity estimation.
[ "Ognjen Rudovic, Maja Pantic, Vladimir Pavlovic", "['Ognjen Rudovic' 'Maja Pantic' 'Vladimir Pavlovic']" ]
stat.ML cs.LG
null
1301.5088
null
null
http://arxiv.org/pdf/1301.5088v1
2013-01-22T07:10:34Z
2013-01-22T07:10:34Z
Piecewise Linear Multilayer Perceptrons and Dropout
We propose a new type of hidden layer for a multilayer perceptron, and demonstrate that it obtains the best reported performance for an MLP on the MNIST dataset.
[ "['Ian J. Goodfellow']", "Ian J. Goodfellow" ]
cs.LG stat.ML
null
1301.5112
null
null
http://arxiv.org/pdf/1301.5112v1
2013-01-22T09:00:28Z
2013-01-22T09:00:28Z
Active Learning on Trees and Graphs
We investigate the problem of active learning on a given tree whose nodes are assigned binary labels in an adversarial way. Inspired by recent results by Guillory and Bilmes, we characterize (up to constant factors) the optimal placement of queries so to minimize the mistakes made on the non-queried nodes. Our query selection algorithm is extremely efficient, and the optimal number of mistakes on the non-queried nodes is achieved by a simple and efficient mincut classifier. Through a simple modification of the query selection algorithm we also show optimality (up to constant factors) with respect to the trade-off between number of queries and number of mistakes on non-queried nodes. By using spanning trees, our algorithms can be efficiently applied to general graphs, although the problem of finding optimal and efficient active learning algorithms for general graphs remains open. Towards this end, we provide a lower bound on the number of mistakes made on arbitrary graphs by any active learning algorithm using a number of queries which is up to a constant fraction of the graph size.
[ "['Nicolo Cesa-Bianchi' 'Claudio Gentile' 'Fabio Vitale'\n 'Giovanni Zappella']", "Nicolo Cesa-Bianchi, Claudio Gentile, Fabio Vitale, Giovanni Zappella" ]
cs.LG
null
1301.5160
null
null
http://arxiv.org/pdf/1301.5160v2
2013-02-28T17:31:08Z
2013-01-22T11:59:04Z
See the Tree Through the Lines: The Shazoo Algorithm -- Full Version --
Predicting the nodes of a given graph is a fascinating theoretical problem with applications in several domains. Since graph sparsification via spanning trees retains enough information while making the task much easier, trees are an important special case of this problem. Although it is known how to predict the nodes of an unweighted tree in a nearly optimal way, in the weighted case a fully satisfactory algorithm is not available yet. We fill this hole and introduce an efficient node predictor, Shazoo, which is nearly optimal on any weighted tree. Moreover, we show that Shazoo can be viewed as a common nontrivial generalization of both previous approaches for unweighted trees and weighted lines. Experiments on real-world datasets confirm that Shazoo performs well in that it fully exploits the structure of the input tree, and gets very close to (and sometimes better than) less scalable energy minimization methods.
[ "Fabio Vitale, Nicolo Cesa-Bianchi, Claudio Gentile, Giovanni Zappella", "['Fabio Vitale' 'Nicolo Cesa-Bianchi' 'Claudio Gentile'\n 'Giovanni Zappella']" ]
stat.ML cs.LG
null
1301.5220
null
null
http://arxiv.org/pdf/1301.5220v2
2015-04-03T09:29:02Z
2013-01-22T16:11:33Z
Properties of the Least Squares Temporal Difference learning algorithm
This paper presents four different ways of looking at the well-known Least Squares Temporal Differences (LSTD) algorithm for computing the value function of a Markov Reward Process, each of them leading to different insights: the operator-theory approach via the Galerkin method, the statistical approach via instrumental variables, the linear dynamical system view as well as the limit of the TD iteration. We also give a geometric view of the algorithm as an oblique projection. Furthermore, there is an extensive comparison of the optimization problem solved by LSTD as compared to Bellman Residual Minimization (BRM). We then review several schemes for the regularization of the LSTD solution. We then proceed to treat the modification of LSTD for the case of episodic Markov Reward Processes.
[ "['Kamil Ciosek']", "Kamil Ciosek" ]
stat.ML cs.LG math.ST stat.TH
null
1301.5288
null
null
http://arxiv.org/pdf/1301.5288v3
2013-07-17T15:11:46Z
2013-01-22T19:19:38Z
The connection between Bayesian estimation of a Gaussian random field and RKHS
Reconstruction of a function from noisy data is often formulated as a regularized optimization problem over an infinite-dimensional reproducing kernel Hilbert space (RKHS). The solution describes the observed data and has a small RKHS norm. When the data fit is measured using a quadratic loss, this estimator has a known statistical interpretation. Given the noisy measurements, the RKHS estimate represents the posterior mean (minimum variance estimate) of a Gaussian random field with covariance proportional to the kernel associated with the RKHS. In this paper, we provide a statistical interpretation when more general losses are used, such as absolute value, Vapnik or Huber. Specifically, for any finite set of sampling locations (including where the data were collected), the MAP estimate for the signal samples is given by the RKHS estimate evaluated at these locations.
[ "Aleksandr Y. Aravkin and Bradley M. Bell and James V. Burke and\n Gianluigi Pillonetto", "['Aleksandr Y. Aravkin' 'Bradley M. Bell' 'James V. Burke'\n 'Gianluigi Pillonetto']" ]
stat.ML cs.LG
null
1301.5332
null
null
http://arxiv.org/pdf/1301.5332v1
2013-01-22T21:10:53Z
2013-01-22T21:10:53Z
Online Learning with Pairwise Loss Functions
Efficient online learning with pairwise loss functions is a crucial component in building large-scale learning system that maximizes the area under the Receiver Operator Characteristic (ROC) curve. In this paper we investigate the generalization performance of online learning algorithms with pairwise loss functions. We show that the existing proof techniques for generalization bounds of online algorithms with a univariate loss can not be directly applied to pairwise losses. In this paper, we derive the first result providing data-dependent bounds for the average risk of the sequence of hypotheses generated by an arbitrary online learner in terms of an easily computable statistic, and show how to extract a low risk hypothesis from the sequence. We demonstrate the generality of our results by applying it to two important problems in machine learning. First, we analyze two online algorithms for bipartite ranking; one being a natural extension of the perceptron algorithm and the other using online convex optimization. Secondly, we provide an analysis for the risk bound for an online algorithm for supervised metric learning.
[ "['Yuyang Wang' 'Roni Khardon' 'Dmitry Pechyony' 'Rosie Jones']", "Yuyang Wang, Roni Khardon, Dmitry Pechyony, Rosie Jones" ]
cs.LG cs.CV
null
1301.5348
null
null
http://arxiv.org/pdf/1301.5348v2
2013-04-16T00:17:54Z
2013-01-15T21:36:06Z
Why Size Matters: Feature Coding as Nystrom Sampling
Recently, the computer vision and machine learning community has been in favor of feature extraction pipelines that rely on a coding step followed by a linear classifier, due to their overall simplicity, well understood properties of linear classifiers, and their computational efficiency. In this paper we propose a novel view of this pipeline based on kernel methods and Nystrom sampling. In particular, we focus on the coding of a data point with a local representation based on a dictionary with fewer elements than the number of data points, and view it as an approximation to the actual function that would compute pair-wise similarity to all data points (often too many to compute in practice), followed by a Nystrom sampling step to select a subset of all data points. Furthermore, since bounds are known on the approximation power of Nystrom sampling as a function of how many samples (i.e. dictionary size) we consider, we can derive bounds on the approximation of the exact (but expensive to compute) kernel matrix, and use it as a proxy to predict accuracy as a function of the dictionary size, which has been observed to increase but also to saturate as we increase its size. This model may help explaining the positive effect of the codebook size and justifying the need to stack more layers (often referred to as deep learning), as flat models empirically saturate as we add more complexity.
[ "Oriol Vinyals, Yangqing Jia, Trevor Darrell", "['Oriol Vinyals' 'Yangqing Jia' 'Trevor Darrell']" ]
cs.LG cs.AI stat.ML
null
1301.5488
null
null
http://arxiv.org/pdf/1301.5488v1
2013-01-23T12:54:09Z
2013-01-23T12:54:09Z
Multi-class Generalized Binary Search for Active Inverse Reinforcement Learning
This paper addresses the problem of learning a task from demonstration. We adopt the framework of inverse reinforcement learning, where tasks are represented in the form of a reward function. Our contribution is a novel active learning algorithm that enables the learning agent to query the expert for more informative demonstrations, thus leading to more sample-efficient learning. For this novel algorithm (Generalized Binary Search for Inverse Reinforcement Learning, or GBS-IRL), we provide a theoretical bound on sample complexity and illustrate its applicability on several different tasks. To our knowledge, GBS-IRL is the first active IRL algorithm with provable sample complexity bounds. We also discuss our method in light of other existing methods in the literature and its general applicability in multi-class classification problems. Finally, motivated by recent work on learning from demonstration in robots, we also discuss how different forms of human feedback can be integrated in a transparent manner in our learning framework.
[ "Francisco Melo and Manuel Lopes", "['Francisco Melo' 'Manuel Lopes']" ]
stat.ML cs.LG
null
1301.5650
null
null
http://arxiv.org/pdf/1301.5650v2
2013-06-20T14:30:04Z
2013-01-23T21:18:07Z
Regularization and nonlinearities for neural language models: when are they needed?
Neural language models (LMs) based on recurrent neural networks (RNN) are some of the most successful word and character-level LMs. Why do they work so well, in particular better than linear neural LMs? Possible explanations are that RNNs have an implicitly better regularization or that RNNs have a higher capacity for storing patterns due to their nonlinearities or both. Here we argue for the first explanation in the limit of little training data and the second explanation for large amounts of text data. We show state-of-the-art performance on the popular and small Penn dataset when RNN LMs are regularized with random dropout. Nonetheless, we show even better performance from a simplified, much less expressive linear RNN model without off-diagonal entries in the recurrent matrix. We call this model an impulse-response LM (IRLM). Using random dropout, column normalization and annealed learning rates, IRLMs develop neurons that keep a memory of up to 50 words in the past and achieve a perplexity of 102.5 on the Penn dataset. On two large datasets however, the same regularization methods are unsuccessful for both models and the RNN's expressivity allows it to overtake the IRLM by 10 and 20 percent perplexity, respectively. Despite the perplexity gap, IRLMs still outperform RNNs on the Microsoft Research Sentence Completion (MRSC) task. We develop a slightly modified IRLM that separates long-context units (LCUs) from short-context units and show that the LCUs alone achieve a state-of-the-art performance on the MRSC task of 60.8%. Our analysis indicates that a fruitful direction of research for neural LMs lies in developing more accessible internal representations, and suggests an optimization regime of very high momentum terms for effectively training such models.
[ "Marius Pachitariu and Maneesh Sahani", "['Marius Pachitariu' 'Maneesh Sahani']" ]
cs.CL cs.LG stat.ML
null
1301.5686
null
null
http://arxiv.org/pdf/1301.5686v2
2013-01-26T18:00:19Z
2013-01-24T02:02:13Z
Transfer Topic Modeling with Ease and Scalability
The increasing volume of short texts generated on social media sites, such as Twitter or Facebook, creates a great demand for effective and efficient topic modeling approaches. While latent Dirichlet allocation (LDA) can be applied, it is not optimal due to its weakness in handling short texts with fast-changing topics and scalability concerns. In this paper, we propose a transfer learning approach that utilizes abundant labeled documents from other domains (such as Yahoo! News or Wikipedia) to improve topic modeling, with better model fitting and result interpretation. Specifically, we develop Transfer Hierarchical LDA (thLDA) model, which incorporates the label information from other domains via informative priors. In addition, we develop a parallel implementation of our model for large-scale applications. We demonstrate the effectiveness of our thLDA model on both a microblogging dataset and standard text collections including AP and RCV1 datasets.
[ "['Jeon-Hyung Kang' 'Jun Ma' 'Yan Liu']", "Jeon-Hyung Kang, Jun Ma, Yan Liu" ]
math.OC cs.LG math.PR
null
1301.5734
null
null
http://arxiv.org/pdf/1301.5734v1
2013-01-24T09:19:00Z
2013-01-24T09:19:00Z
Reinforcement learning from comparisons: Three alternatives is enough, two is not
The paper deals with the problem of finding the best alternatives on the basis of pairwise comparisons when these comparisons need not be transitive. In this setting, we study a reinforcement urn model. We prove convergence to the optimal solution when reinforcement of a winning alternative occurs each time after considering three random alternatives. The simpler process, which reinforces the winner of a random pair does not always converges: it may cycle.
[ "Benoit Laslier and Jean-Francois Laslier", "['Benoit Laslier' 'Jean-Francois Laslier']" ]
cs.IT cond-mat.stat-mech cs.LG math.IT
10.1109/ISIT.2013.6620308
1301.5898
null
null
http://arxiv.org/abs/1301.5898v1
2013-01-24T20:57:35Z
2013-01-24T20:57:35Z
Phase Diagram and Approximate Message Passing for Blind Calibration and Dictionary Learning
We consider dictionary learning and blind calibration for signals and matrices created from a random ensemble. We study the mean-squared error in the limit of large signal dimension using the replica method and unveil the appearance of phase transitions delimiting impossible, possible-but-hard and possible inference regions. We also introduce an approximate message passing algorithm that asymptotically matches the theoretical performance, and show through numerical tests that it performs very well, for the calibration problem, for tractable system sizes.
[ "['Florent Krzakala' 'Marc Mézard' 'Lenka Zdeborová']", "Florent Krzakala, Marc M\\'ezard, Lenka Zdeborov\\'a" ]
cs.AI cs.LG cs.LO
null
1301.6039
null
null
http://arxiv.org/pdf/1301.6039v4
2014-03-07T12:30:49Z
2013-01-25T13:29:29Z
Recycling Proof Patterns in Coq: Case Studies
Development of Interactive Theorem Provers has led to the creation of big libraries and varied infrastructures for formal proofs. However, despite (or perhaps due to) their sophistication, the re-use of libraries by non-experts or across domains is a challenge. In this paper, we provide detailed case studies and evaluate the machine-learning tool ML4PG built to interactively data-mine the electronic libraries of proofs, and to provide user guidance on the basis of proof patterns found in the existing libraries.
[ "J\\'onathan Heras and Ekaterina Komendantskaya", "['Jónathan Heras' 'Ekaterina Komendantskaya']" ]
cs.LG
null
1301.6058
null
null
http://arxiv.org/pdf/1301.6058v1
2013-01-25T15:09:39Z
2013-01-25T15:09:39Z
Weighted Last-Step Min-Max Algorithm with Improved Sub-Logarithmic Regret
In online learning the performance of an algorithm is typically compared to the performance of a fixed function from some class, with a quantity called regret. Forster proposed a last-step min-max algorithm which was somewhat simpler than the algorithm of Vovk, yet with the same regret. In fact the algorithm he analyzed assumed that the choices of the adversary are bounded, yielding artificially only the two extreme cases. We fix this problem by weighing the examples in such a way that the min-max problem will be well defined, and provide analysis with logarithmic regret that may have better multiplicative factor than both bounds of Forster and Vovk. We also derive a new bound that may be sub-logarithmic, as a recent bound of Orabona et.al, but may have better multiplicative factor. Finally, we analyze the algorithm in a weak-type of non-stationary setting, and show a bound that is sub-linear if the non-stationarity is sub-linear as well.
[ "Edward Moroshko, Koby Crammer", "['Edward Moroshko' 'Koby Crammer']" ]
cs.LG cond-mat.dis-nn cond-mat.stat-mech cs.IT math.IT
null
1301.6199
null
null
http://arxiv.org/pdf/1301.6199v2
2014-02-05T13:21:56Z
2013-01-26T01:27:46Z
Sample Complexity of Bayesian Optimal Dictionary Learning
We consider a learning problem of identifying a dictionary matrix D (M times N dimension) from a sample set of M dimensional vectors Y = N^{-1/2} DX, where X is a sparse matrix (N times P dimension) in which the density of non-zero entries is 0<rho< 1. In particular, we focus on the minimum sample size P_c (sample complexity) necessary for perfectly identifying D of the optimal learning scheme when D and X are independently generated from certain distributions. By using the replica method of statistical mechanics, we show that P_c=O(N) holds as long as alpha = M/N >rho is satisfied in the limit of N to infinity. Our analysis also implies that the posterior distribution given Y is condensed only at the correct dictionary D when the compression rate alpha is greater than a certain critical value alpha_M(rho). This suggests that belief propagation may allow us to learn D with a low computational complexity using O(N) samples.
[ "['Ayaka Sakata' 'Yoshiyuki Kabashima']", "Ayaka Sakata and Yoshiyuki Kabashima" ]
cs.SI cs.IR cs.LG
null
1301.6277
null
null
http://arxiv.org/pdf/1301.6277v1
2013-01-26T18:26:36Z
2013-01-26T18:26:36Z
LA-LDA: A Limited Attention Topic Model for Social Recommendation
Social media users have finite attention which limits the number of incoming messages from friends they can process. Moreover, they pay more attention to opinions and recommendations of some friends more than others. In this paper, we propose LA-LDA, a latent topic model which incorporates limited, non-uniformly divided attention in the diffusion process by which opinions and information spread on the social network. We show that our proposed model is able to learn more accurate user models from users' social network and item adoption behavior than models which do not take limited attention into account. We analyze voting on news items on the social news aggregator Digg and show that our proposed model is better able to predict held out votes than alternative models. Our study demonstrates that psycho-socially motivated models have better ability to describe and predict observed behavior than models which only consider topics.
[ "['Jeon-Hyung Kang' 'Kristina Lerman' 'Lise Getoor']", "Jeon-Hyung Kang, Kristina Lerman, Lise Getoor" ]
cs.LG q-bio.QM stat.ML
null
1301.6314
null
null
http://arxiv.org/pdf/1301.6314v2
2013-08-14T20:51:50Z
2013-01-27T03:45:30Z
Equitability Analysis of the Maximal Information Coefficient, with Comparisons
A measure of dependence is said to be equitable if it gives similar scores to equally noisy relationships of different types. Equitability is important in data exploration when the goal is to identify a relatively small set of strongest associations within a dataset as opposed to finding as many non-zero associations as possible, which often are too many to sift through. Thus an equitable statistic, such as the maximal information coefficient (MIC), can be useful for analyzing high-dimensional data sets. Here, we explore both equitability and the properties of MIC, and discuss several aspects of the theory and practice of MIC. We begin by presenting an intuition behind the equitability of MIC through the exploration of the maximization and normalization steps in its definition. We then examine the speed and optimality of the approximation algorithm used to compute MIC, and suggest some directions for improving both. Finally, we demonstrate in a range of noise models and sample sizes that MIC is more equitable than natural alternatives, such as mutual information estimation and distance correlation.
[ "David Reshef (1), Yakir Reshef (1), Michael Mitzenmacher (2), Pardis\n Sabeti (2) (1, 2 - contributed equally)", "['David Reshef' 'Yakir Reshef' 'Michael Mitzenmacher' 'Pardis Sabeti']" ]
cs.LG
null
1301.6316
null
null
http://arxiv.org/pdf/1301.6316v3
2013-03-18T18:37:37Z
2013-01-27T04:51:21Z
Hierarchical Data Representation Model - Multi-layer NMF
In this paper, we propose a data representation model that demonstrates hierarchical feature learning using nsNMF. We extend unit algorithm into several layers. Experiments with document and image data successfully discovered feature hierarchies. We also prove that proposed method results in much better classification and reconstruction performance, especially for small number of features. feature hierarchies.
[ "Hyun Ah Song, Soo-Young Lee", "['Hyun Ah Song' 'Soo-Young Lee']" ]
cs.CV cs.LG stat.ML
null
1301.6324
null
null
http://arxiv.org/pdf/1301.6324v1
2013-01-27T06:55:55Z
2013-01-27T06:55:55Z
An improvement to k-nearest neighbor classifier
K-Nearest neighbor classifier (k-NNC) is simple to use and has little design time like finding k values in k-nearest neighbor classifier, hence these are suitable to work with dynamically varying data-sets. There exists some fundamental improvements over the basic k-NNC, like weighted k-nearest neighbors classifier (where weights to nearest neighbors are given based on linear interpolation), using artificially generated training set called bootstrapped training set, etc. These improvements are orthogonal to space reduction and classification time reduction techniques, hence can be coupled with any of them. The paper proposes another improvement to the basic k-NNC where the weights to nearest neighbors are given based on Gaussian distribution (instead of linear interpolation as done in weighted k-NNC) which is also independent of any space reduction and classification time reduction technique. We formally show that our proposed method is closely related to non-parametric density estimation using a Gaussian kernel. We experimentally demonstrate using various standard data-sets that the proposed method is better than the existing ones in most cases.
[ "['T. Hitendra Sarma' 'P. Viswanath' 'D. Sai Koti Reddy' 'S. Sri Raghava']", "T. Hitendra Sarma, P. Viswanath, D. Sai Koti Reddy and S. Sri Raghava" ]
cs.LG cs.DB stat.ML
null
1301.6626
null
null
http://arxiv.org/pdf/1301.6626v1
2013-01-28T18:00:33Z
2013-01-28T18:00:33Z
Discriminative Feature Selection for Uncertain Graph Classification
Mining discriminative features for graph data has attracted much attention in recent years due to its important role in constructing graph classifiers, generating graph indices, etc. Most measurement of interestingness of discriminative subgraph features are defined on certain graphs, where the structure of graph objects are certain, and the binary edges within each graph represent the "presence" of linkages among the nodes. In many real-world applications, however, the linkage structure of the graphs is inherently uncertain. Therefore, existing measurements of interestingness based upon certain graphs are unable to capture the structural uncertainty in these applications effectively. In this paper, we study the problem of discriminative subgraph feature selection from uncertain graphs. This problem is challenging and different from conventional subgraph mining problems because both the structure of the graph objects and the discrimination score of each subgraph feature are uncertain. To address these challenges, we propose a novel discriminative subgraph feature selection method, DUG, which can find discriminative subgraph features in uncertain graphs based upon different statistical measures including expectation, median, mode and phi-probability. We first compute the probability distribution of the discrimination scores for each subgraph feature based on dynamic programming. Then a branch-and-bound algorithm is proposed to search for discriminative subgraphs efficiently. Extensive experiments on various neuroimaging applications (i.e., Alzheimer's Disease, ADHD and HIV) have been performed to analyze the gain in performance by taking into account structural uncertainties in identifying discriminative subgraph features for graph classification.
[ "Xiangnan Kong, Philip S. Yu, Xue Wang, Ann B. Ragin", "['Xiangnan Kong' 'Philip S. Yu' 'Xue Wang' 'Ann B. Ragin']" ]
cs.SI cs.LG physics.soc-ph
null
1301.6630
null
null
http://arxiv.org/pdf/1301.6630v2
2013-02-08T14:33:18Z
2013-01-28T18:17:22Z
Political Disaffection: a case study on the Italian Twitter community
In our work we analyse the political disaffection or "the subjective feeling of powerlessness, cynicism, and lack of confidence in the political process, politicians, and democratic institutions, but with no questioning of the political regime" by exploiting Twitter data through machine learning techniques. In order to validate the quality of the time-series generated by the Twitter data, we highlight the relations of these data with political disaffection as measured by means of public opinion surveys. Moreover, we show that important political news of Italian newspapers are often correlated with the highest peaks of the produced time-series.
[ "Corrado Monti, Alessandro Rozza, Giovanni Zappella, Matteo Zignani,\n Adam Arvidsson, Monica Poletti", "['Corrado Monti' 'Alessandro Rozza' 'Giovanni Zappella' 'Matteo Zignani'\n 'Adam Arvidsson' 'Monica Poletti']" ]
cs.LG
null
1301.6659
null
null
http://arxiv.org/pdf/1301.6659v4
2013-08-01T22:06:49Z
2013-01-28T20:01:57Z
Clustering-Based Matrix Factorization
Recommender systems are emerging technologies that nowadays can be found in many applications such as Amazon, Netflix, and so on. These systems help users to find relevant information, recommendations, and their preferred items. Slightly improvement of the accuracy of these recommenders can highly affect the quality of recommendations. Matrix Factorization is a popular method in Recommendation Systems showing promising results in accuracy and complexity. In this paper we propose an extension of matrix factorization which adds general neighborhood information on the recommendation model. Users and items are clustered into different categories to see how these categories share preferences. We then employ these shared interests of categories in a fusion by Biased Matrix Factorization to achieve more accurate recommendations. This is a complement for the current neighborhood aware matrix factorization models which rely on using direct neighborhood information of users and items. The proposed model is tested on two well-known recommendation system datasets: Movielens100k and Netflix. Our experiment shows applying the general latent features of categories into factorized recommender models improves the accuracy of recommendations. The current neighborhood-aware models need a great number of neighbors to acheive good accuracies. To the best of our knowledge, the proposed model is better than or comparable with the current neighborhood-aware models when they consider fewer number of neighbors.
[ "Nima Mirbakhsh and Charles X. Ling", "['Nima Mirbakhsh' 'Charles X. Ling']" ]
cs.LG stat.ML
null
1301.6676
null
null
http://arxiv.org/pdf/1301.6676v1
2013-01-23T15:56:44Z
2013-01-23T15:56:44Z
Inferring Parameters and Structure of Latent Variable Models by Variational Bayes
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance, carrying out the Bayesian program of computing the full posterior distributions over the parameters remains a difficult problem. Moreover, learning the structure of models with latent variables, for which the Bayesian approach is crucial, is yet a harder problem. In this paper I present the Variational Bayes framework, which provides a solution to these problems. This approach approximates full posterior distributions over model parameters and structures, as well as latent variables, in an analytical manner without resorting to sampling methods. Unlike in the Laplace approximation, these posteriors are generally non-Gaussian and no Hessian needs to be computed. The resulting algorithm generalizes the standard Expectation Maximization algorithm, and its convergence is guaranteed. I demonstrate that this algorithm can be applied to a large class of models in several domains, including unsupervised clustering and blind source separation.
[ "Hagai Attias", "['Hagai Attias']" ]
cs.LG stat.ML
null
1301.6677
null
null
http://arxiv.org/pdf/1301.6677v1
2013-01-23T15:56:48Z
2013-01-23T15:56:48Z
Relative Loss Bounds for On-line Density Estimation with the Exponential Family of Distributions
We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After receiving an example the algorithm incurs a loss which is the negative log-likelihood of the example w.r.t. the past parameter of the algorithm. An off-line algorithm can choose the best parameter based on all the examples. We prove bounds on the additional total loss of the on-line algorithm over the total loss of the off-line algorithm. These relative loss bounds hold for an arbitrary sequence of examples. The goal is to design algorithms with the best possible relative loss bounds. We use a certain divergence to derive and analyze the algorithms. This divergence is a relative entropy between two exponential distributions.
[ "Katy S. Azoury, Manfred K. Warmuth", "['Katy S. Azoury' 'Manfred K. Warmuth']" ]
cs.AI cs.LG
null
1301.6683
null
null
http://arxiv.org/pdf/1301.6683v1
2013-01-23T15:57:10Z
2013-01-23T15:57:10Z
Discovering the Hidden Structure of Complex Dynamic Systems
Dynamic Bayesian networks provide a compact and natural representation for complex dynamic systems. However, in many cases, there is no expert available from whom a model can be elicited. Learning provides an alternative approach for constructing models of dynamic systems. In this paper, we address some of the crucial computational aspects of learning the structure of dynamic systems, particularly those where some relevant variables are partially observed or even entirely unknown. Our approach is based on the Structural Expectation Maximization (SEM) algorithm. The main computational cost of the SEM algorithm is the gathering of expected sufficient statistics. We propose a novel approximation scheme that allows these sufficient statistics to be computed efficiently. We also investigate the fundamental problem of discovering the existence of hidden variables without exhaustive and expensive search. Our approach is based on the observation that, in dynamic systems, ignoring a hidden variable typically results in a violation of the Markov property. Thus, our algorithm searches for such violations in the data, and introduces hidden variables to explain them. We provide empirical results showing that the algorithm is able to learn the dynamics of complex systems in a computationally tractable way.
[ "['Xavier Boyen' 'Nir Friedman' 'Daphne Koller']", "Xavier Boyen, Nir Friedman, Daphne Koller" ]
cs.LG cs.AI stat.ML
null
1301.6684
null
null
http://arxiv.org/pdf/1301.6684v1
2013-01-23T15:57:14Z
2013-01-23T15:57:14Z
Comparing Bayesian Network Classifiers
In this paper, we empirically evaluate algorithms for learning four types of Bayesian network (BN) classifiers - Naive-Bayes, tree augmented Naive-Bayes, BN augmented Naive-Bayes and general BNs, where the latter two are learned using two variants of a conditional-independence (CI) based BN-learning algorithm. Experimental results show the obtained classifiers, learned using the CI based algorithms, are competitive with (or superior to) the best known classifiers, based on both Bayesian networks and other formalisms; and that the computational time for learning and using these classifiers is relatively small. Moreover, these results also suggest a way to learn yet more effective classifiers; we demonstrate empirically that this new algorithm does work as expected. Collectively, these results argue that BN classifiers deserve more attention in machine learning and data mining communities.
[ "Jie Cheng, Russell Greiner", "['Jie Cheng' 'Russell Greiner']" ]
cs.LG stat.ML
null
1301.6685
null
null
http://arxiv.org/pdf/1301.6685v2
2015-05-16T23:09:53Z
2013-01-23T15:57:18Z
Fast Learning from Sparse Data
We describe two techniques that significantly improve the running time of several standard machine-learning algorithms when data is sparse. The first technique is an algorithm that effeciently extracts one-way and two-way counts--either real or expected-- from discrete data. Extracting such counts is a fundamental step in learning algorithms for constructing a variety of models including decision trees, decision graphs, Bayesian networks, and naive-Bayes clustering models. The second technique is an algorithm that efficiently performs the E-step of the EM algorithm (i.e. inference) when applied to a naive-Bayes clustering model. Using real-world data sets, we demonstrate a dramatic decrease in running time for algorithms that incorporate these techniques.
[ "['David Maxwell Chickering' 'David Heckerman']", "David Maxwell Chickering, David Heckerman" ]
cs.AI cs.LG
null
1301.6688
null
null
http://arxiv.org/pdf/1301.6688v1
2013-01-23T15:57:30Z
2013-01-23T15:57:30Z
Learning Polytrees
We consider the task of learning the maximum-likelihood polytree from data. Our first result is a performance guarantee establishing that the optimal branching (or Chow-Liu tree), which can be computed very easily, constitutes a good approximation to the best polytree. We then show that it is not possible to do very much better, since the learning problem is NP-hard even to approximately solve within some constant factor.
[ "Sanjoy Dasgupta", "['Sanjoy Dasgupta']" ]
cs.AI cs.LG
null
1301.6690
null
null
http://arxiv.org/pdf/1301.6690v1
2013-01-23T15:57:38Z
2013-01-23T15:57:38Z
Model-Based Bayesian Exploration
Reinforcement learning systems are often concerned with balancing exploration of untested actions against exploitation of actions that are known to be good. The benefit of exploration can be estimated using the classical notion of Value of Information - the expected improvement in future decision quality arising from the information acquired by exploration. Estimating this quantity requires an assessment of the agent's uncertainty about its current value estimates for states. In this paper we investigate ways of representing and reasoning about this uncertainty in algorithms where the system attempts to learn a model of its environment. We explicitly represent uncertainty about the parameters of the model and build probability distributions over Q-values based on these. These distributions are used to compute a myopic approximation to the value of information for each action and hence to select the action that best balances exploration and exploitation.
[ "['Richard Dearden' 'Nir Friedman' 'David Andre']", "Richard Dearden, Nir Friedman, David Andre" ]
cs.LG cs.AI stat.ML
null
1301.6695
null
null
http://arxiv.org/pdf/1301.6695v1
2013-01-23T15:58:00Z
2013-01-23T15:58:00Z
Data Analysis with Bayesian Networks: A Bootstrap Approach
In recent years there has been significant progress in algorithms and methods for inducing Bayesian networks from data. However, in complex data analysis problems, we need to go beyond being satisfied with inducing networks with high scores. We need to provide confidence measures on features of these networks: Is the existence of an edge between two nodes warranted? Is the Markov blanket of a given node robust? Can we say something about the ordering of the variables? We should be able to address these questions, even when the amount of data is not enough to induce a high scoring network. In this paper we propose Efron's Bootstrap as a computationally efficient approach for answering these questions. In addition, we propose to use these confidence measures to induce better structures from the data, and to detect the presence of latent variables.
[ "['Nir Friedman' 'Moises Goldszmidt' 'Abraham Wyner']", "Nir Friedman, Moises Goldszmidt, Abraham Wyner" ]
cs.LG cs.AI stat.ML
null
1301.6696
null
null
http://arxiv.org/pdf/1301.6696v1
2013-01-23T15:58:05Z
2013-01-23T15:58:05Z
Learning Bayesian Network Structure from Massive Datasets: The "Sparse Candidate" Algorithm
Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem using standard heuristic search techniques. Since the search space is extremely large, such search procedures can spend most of the time examining candidates that are extremely unreasonable. This problem becomes critical when we deal with data sets that are large either in the number of instances, or the number of attributes. In this paper, we introduce an algorithm that achieves faster learning by restricting the search space. This iterative algorithm restricts the parents of each variable to belong to a small subset of candidates. We then search for a network that satisfies these constraints. The learned network is then used for selecting better candidates for the next iteration. We evaluate this algorithm both on synthetic and real-life data. Our results show that it is significantly faster than alternative search procedures without loss of quality in the learned structures.
[ "Nir Friedman, Iftach Nachman, Dana Pe'er", "['Nir Friedman' 'Iftach Nachman' \"Dana Pe'er\"]" ]
cs.LG stat.ML
null
1301.6697
null
null
null
null
null
Parameter Priors for Directed Acyclic Graphical Models and the Characterization of Several Probability Distributions
We show that the only parameter prior for complete Gaussian DAG models that satisfies global parameter independence, complete model equivalence, and some weak regularity assumptions, is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let W be an n x n, n >= 3, positive-definite symmetric matrix of random variables and f(W) be a pdf of W. Then, f(W) is a Wishart distribution if and only if W_{11}-W_{12}W_{22}^{-1}W_{12}' is independent of {W_{12}, W_{22}} for every block partitioning W_{11}, W_{12}, W_{12}', W_{22} of W. Similar characterizations of the normal and normal-Wishart distributions are provided as well. We also show how to construct a prior for every DAG model over X from the prior of a single regression model.
[ "Dan Geiger, David Heckerman" ]
cs.LG cs.IR stat.ML
null
1301.6705
null
null
http://arxiv.org/pdf/1301.6705v1
2013-01-23T15:58:43Z
2013-01-23T15:58:43Z
Probabilistic Latent Semantic Analysis
Probabilistic Latent Semantic Analysis is a novel statistical technique for the analysis of two-mode and co-occurrence data, which has applications in information retrieval and filtering, natural language processing, machine learning from text, and in related areas. Compared to standard Latent Semantic Analysis which stems from linear algebra and performs a Singular Value Decomposition of co-occurrence tables, the proposed method is based on a mixture decomposition derived from a latent class model. This results in a more principled approach which has a solid foundation in statistics. In order to avoid overfitting, we propose a widely applicable generalization of maximum likelihood model fitting by tempered EM. Our approach yields substantial and consistent improvements over Latent Semantic Analysis in a number of experiments.
[ "Thomas Hofmann", "['Thomas Hofmann']" ]
cs.LG stat.ML
null
1301.6710
null
null
http://arxiv.org/pdf/1301.6710v1
2013-01-23T15:59:02Z
2013-01-23T15:59:02Z
On Supervised Selection of Bayesian Networks
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In contrast to this, in supervised model selection it is a priori known that the chosen model will be used in the future for prediction tasks involving more ``focused' predictive distributions. Although focused predictive distributions can be produced from the joint probability distribution by marginalization, in practice the best model in the unsupervised sense does not necessarily perform well in supervised domains. In particular, the standard marginal likelihood score is a criterion for the unsupervised task, and, although frequently used for supervised model selection also, does not perform well in such tasks. In this paper we study the performance of the marginal likelihood score empirically in supervised Bayesian network selection tasks by using a large number of publicly available classification data sets, and compare the results to those obtained by alternative model selection criteria, including empirical crossvalidation methods, an approximation of a supervised marginal likelihood measure, and a supervised version of Dawids prequential(predictive sequential) principle.The results demonstrate that the marginal likelihood score does NOT perform well FOR supervised model selection, WHILE the best results are obtained BY using Dawids prequential r napproach.
[ "Petri Kontkanen, Petri Myllymaki, Tomi Silander, Henry Tirri", "['Petri Kontkanen' 'Petri Myllymaki' 'Tomi Silander' 'Henry Tirri']" ]
cs.LG cs.AI stat.ML
null
1301.6723
null
null
http://arxiv.org/pdf/1301.6723v1
2013-01-23T15:59:54Z
2013-01-23T15:59:54Z
A Bayesian Network Classifier that Combines a Finite Mixture Model and a Naive Bayes Model
In this paper we present a new Bayesian network model for classification that combines the naive-Bayes (NB) classifier and the finite-mixture (FM) classifier. The resulting classifier aims at relaxing the strong assumptions on which the two component models are based, in an attempt to improve on their classification performance, both in terms of accuracy and in terms of calibration of the estimated probabilities. The proposed classifier is obtained by superimposing a finite mixture model on the set of feature variables of a naive Bayes model. We present experimental results that compare the predictive performance on real datasets of the new classifier with the predictive performance of the NB classifier and the FM classifier.
[ "Stefano Monti, Gregory F. Cooper", "['Stefano Monti' 'Gregory F. Cooper']" ]
cs.AI cs.LG stat.ML
null
1301.6724
null
null
http://arxiv.org/pdf/1301.6724v1
2013-01-23T15:59:58Z
2013-01-23T15:59:58Z
A Variational Approximation for Bayesian Networks with Discrete and Continuous Latent Variables
We show how to use a variational approximation to the logistic function to perform approximate inference in Bayesian networks containing discrete nodes with continuous parents. Essentially, we convert the logistic function to a Gaussian, which facilitates exact inference, and then iteratively adjust the variational parameters to improve the quality of the approximation. We demonstrate experimentally that this approximation is faster and potentially more accurate than sampling. We also introduce a simple new technique for handling evidence, which allows us to handle arbitrary distributions on observed nodes, as well as achieving a significant speedup in networks with discrete variables of large cardinality.
[ "Kevin Murphy", "['Kevin Murphy']" ]
cs.AI cs.LG
null
1301.6725
null
null
http://arxiv.org/pdf/1301.6725v1
2013-01-23T16:00:02Z
2013-01-23T16:00:02Z
Loopy Belief Propagation for Approximate Inference: An Empirical Study
Recently, researchers have demonstrated that loopy belief propagation - the use of Pearls polytree algorithm IN a Bayesian network WITH loops OF error- correcting codes.The most dramatic instance OF this IS the near Shannon - limit performance OF Turbo Codes codes whose decoding algorithm IS equivalent TO loopy belief propagation IN a chain - structured Bayesian network. IN this paper we ask : IS there something special about the error - correcting code context, OR does loopy propagation WORK AS an approximate inference schemeIN a more general setting? We compare the marginals computed using loopy propagation TO the exact ones IN four Bayesian network architectures, including two real - world networks : ALARM AND QMR.We find that the loopy beliefs often converge AND WHEN they do, they give a good approximation TO the correct marginals.However,ON the QMR network, the loopy beliefs oscillated AND had no obvious relationship TO the correct posteriors. We present SOME initial investigations INTO the cause OF these oscillations, AND show that SOME simple methods OF preventing them lead TO the wrong results.
[ "Kevin Murphy, Yair Weiss, Michael I. Jordan", "['Kevin Murphy' 'Yair Weiss' 'Michael I. Jordan']" ]
cs.AI cs.LG
null
1301.6726
null
null
http://arxiv.org/pdf/1301.6726v1
2013-01-23T16:00:06Z
2013-01-23T16:00:06Z
Learning Bayesian Networks from Incomplete Data with Stochastic Search Algorithms
This paper describes stochastic search approaches, including a new stochastic algorithm and an adaptive mutation operator, for learning Bayesian networks from incomplete data. This problem is characterized by a huge solution space with a highly multimodal landscape. State-of-the-art approaches all involve using deterministic approaches such as the expectation-maximization algorithm. These approaches are guaranteed to find local maxima, but do not explore the landscape for other modes. Our approach evolves structure and the missing data. We compare our stochastic algorithms and show they all produce accurate results.
[ "James W. Myers, Kathryn Blackmond Laskey, Tod S. Levitt", "['James W. Myers' 'Kathryn Blackmond Laskey' 'Tod S. Levitt']" ]
cs.AI cs.LG stat.ML
null
1301.6727
null
null
http://arxiv.org/pdf/1301.6727v1
2013-01-23T16:00:10Z
2013-01-23T16:00:10Z
Learning Bayesian Networks with Restricted Causal Interactions
A major problem for the learning of Bayesian networks (BNs) is the exponential number of parameters needed for conditional probability tables. Recent research reduces this complexity by modeling local structure in the probability tables. We examine the use of log-linear local models. While log-linear models in this context are not new (Whittaker, 1990; Buntine, 1991; Neal, 1992; Heckerman and Meek, 1997), for structure learning they are generally subsumed under a naive Bayes model. We describe an alternative interpretation, and use a Minimum Message Length (MML) (Wallace, 1987) metric for structure learning of networks exhibiting causal independence, which we term first-order networks (FONs). We also investigate local model selection on a node-by-node basis.
[ "Julian R. Neil, Chris S. Wallace, Kevin B. Korb", "['Julian R. Neil' 'Chris S. Wallace' 'Kevin B. Korb']" ]
cs.LG stat.ML
null
1301.6730
null
null
http://arxiv.org/pdf/1301.6730v1
2013-01-23T16:00:21Z
2013-01-23T16:00:21Z
Accelerating EM: An Empirical Study
Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There are instances in which this method is slow to converge. Therefore, several accelerations have been proposed to improve the method. None of the proposed acceleration methods are theoretically dominant and experimental comparisons are lacking. In this paper, we present the different proposed accelerations and try to compare them experimentally. From the results of the experiments, we argue that some acceleration of EM is always possible, but that which acceleration is superior depends on properties of the problem.
[ "Luis E. Ortiz, Leslie Pack Kaelbling", "['Luis E. Ortiz' 'Leslie Pack Kaelbling']" ]
cs.LG stat.ML
null
1301.6731
null
null
http://arxiv.org/pdf/1301.6731v1
2013-01-23T16:00:25Z
2013-01-23T16:00:25Z
Variational Learning in Mixed-State Dynamic Graphical Models
Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents muscle actions. We present a mixed-state dynamic graphical model in which a hidden Markov model drives a linear dynamic system. This combination allows us to model both the discrete and continuous causes of trajectories such as human gestures. The number of computations needed for exact inference is exponential in the sequence length, so we derive an approximate variational inference technique that can also be used to learn the parameters of the discrete and continuous models. We show how the mixed-state model and the variational technique can be used to classify human hand gestures made with a computer mouse.
[ "['Vladimir Pavlovic' 'Brendan J. Frey' 'Thomas S. Huang']", "Vladimir Pavlovic, Brendan J. Frey, Thomas S. Huang" ]
cs.LG stat.ML
null
1301.6738
null
null
http://arxiv.org/pdf/1301.6738v1
2013-01-23T16:00:53Z
2013-01-23T16:00:53Z
Approximate Learning in Complex Dynamic Bayesian Networks
In this paper we extend the work of Smith and Papamichail (1999) and present fast approximate Bayesian algorithms for learning in complex scenarios where at any time frame, the relationships between explanatory state space variables can be described by a Bayesian network that evolve dynamically over time and the observations taken are not necessarily Gaussian. It uses recent developments in approximate Bayesian forecasting methods in combination with more familiar Gaussian propagation algorithms on junction trees. The procedure for learning state parameters from data is given explicitly for common sampling distributions and the methodology is illustrated through a real application. The efficiency of the dynamic approximation is explored by using the Hellinger divergence measure and theoretical bounds for the efficacy of such a procedure are discussed.
[ "['Raffaella Settimi' 'Jim Q. Smith' 'A. S. Gargoum']", "Raffaella Settimi, Jim Q. Smith, A. S. Gargoum" ]
cs.IR cs.LG stat.ML
null
1301.6770
null
null
http://arxiv.org/pdf/1301.6770v1
2013-01-28T21:04:45Z
2013-01-28T21:04:45Z
An alternative text representation to TF-IDF and Bag-of-Words
In text mining, information retrieval, and machine learning, text documents are commonly represented through variants of sparse Bag of Words (sBoW) vectors (e.g. TF-IDF). Although simple and intuitive, sBoW style representations suffer from their inherent over-sparsity and fail to capture word-level synonymy and polysemy. Especially when labeled data is limited (e.g. in document classification), or the text documents are short (e.g. emails or abstracts), many features are rarely observed within the training corpus. This leads to overfitting and reduced generalization accuracy. In this paper we propose Dense Cohort of Terms (dCoT), an unsupervised algorithm to learn improved sBoW document features. dCoT explicitly models absent words by removing and reconstructing random sub-sets of words in the unlabeled corpus. With this approach, dCoT learns to reconstruct frequent words from co-occurring infrequent words and maps the high dimensional sparse sBoW vectors into a low-dimensional dense representation. We show that the feature removal can be marginalized out and that the reconstruction can be solved for in closed-form. We demonstrate empirically, on several benchmark datasets, that dCoT features significantly improve the classification accuracy across several document classification tasks.
[ "['Zhixiang' 'Xu' 'Minmin Chen' 'Kilian Q. Weinberger' 'Fei Sha']", "Zhixiang (Eddie) Xu, Minmin Chen, Kilian Q. Weinberger, Fei Sha" ]
cs.IT cs.CV cs.LG math.IT
null
1301.6791
null
null
http://arxiv.org/pdf/1301.6791v6
2013-10-11T16:47:24Z
2013-01-28T22:01:22Z
Guarantees of Total Variation Minimization for Signal Recovery
In this paper, we consider using total variation minimization to recover signals whose gradients have a sparse support, from a small number of measurements. We establish the proof for the performance guarantee of total variation (TV) minimization in recovering \emph{one-dimensional} signal with sparse gradient support. This partially answers the open problem of proving the fidelity of total variation minimization in such a setting \cite{TVMulti}. In particular, we have shown that the recoverable gradient sparsity can grow linearly with the signal dimension when TV minimization is used. Recoverable sparsity thresholds of TV minimization are explicitly computed for 1-dimensional signal by using the Grassmann angle framework. We also extend our results to TV minimization for multidimensional signals. Stability of recovering signal itself using 1-D TV minimization has also been established through a property called "almost Euclidean property for 1-dimensional TV norm". We further give a lower bound on the number of random Gaussian measurements for recovering 1-dimensional signal vectors with $N$ elements and $K$-sparse gradients. Interestingly, the number of needed measurements is lower bounded by $\Omega((NK)^{\frac{1}{2}})$, rather than the $O(K\log(N/K))$ bound frequently appearing in recovering $K$-sparse signal vectors.
[ "Jian-Feng Cai and Weiyu Xu", "['Jian-Feng Cai' 'Weiyu Xu']" ]
cs.CL cs.LG
null
1301.6939
null
null
http://arxiv.org/pdf/1301.6939v2
2013-01-30T12:01:23Z
2013-01-29T14:59:34Z
Multi-Step Regression Learning for Compositional Distributional Semantics
We present a model for compositional distributional semantics related to the framework of Coecke et al. (2010), and emulating formal semantics by representing functions as tensors and arguments as vectors. We introduce a new learning method for tensors, generalising the approach of Baroni and Zamparelli (2010). We evaluate it on two benchmark data sets, and find it to outperform existing leading methods. We argue in our analysis that the nature of this learning method also renders it suitable for solving more subtle problems compositional distributional models might face.
[ "Edward Grefenstette, Georgiana Dinu, Yao-Zhong Zhang, Mehrnoosh\n Sadrzadeh and Marco Baroni", "['Edward Grefenstette' 'Georgiana Dinu' 'Yao-Zhong Zhang'\n 'Mehrnoosh Sadrzadeh' 'Marco Baroni']" ]
stat.ML cs.LG
null
1301.6944
null
null
http://arxiv.org/pdf/1301.6944v1
2013-01-29T15:09:56Z
2013-01-29T15:09:56Z
On the Consistency of the Bootstrap Approach for Support Vector Machines and Related Kernel Based Methods
It is shown that bootstrap approximations of support vector machines (SVMs) based on a general convex and smooth loss function and on a general kernel are consistent. This result is useful to approximate the unknown finite sample distribution of SVMs by the bootstrap approach.
[ "Andreas Christmann and Robert Hable", "['Andreas Christmann' 'Robert Hable']" ]
stat.ML cs.LG cs.SI
null
1301.7047
null
null
http://arxiv.org/pdf/1301.7047v1
2013-01-29T20:22:46Z
2013-01-29T20:22:46Z
Link prediction for partially observed networks
Link prediction is one of the fundamental problems in network analysis. In many applications, notably in genetics, a partially observed network may not contain any negative examples of absent edges, which creates a difficulty for many existing supervised learning approaches. We develop a new method which treats the observed network as a sample of the true network with different sampling rates for positive and negative examples. We obtain a relative ranking of potential links by their probabilities, utilizing information on node covariates as well as on network topology. Empirically, the method performs well under many settings, including when the observed network is sparse. We apply the method to a protein-protein interaction network and a school friendship network.
[ "Yunpeng Zhao, Elizaveta Levina and Ji Zhu", "['Yunpeng Zhao' 'Elizaveta Levina' 'Ji Zhu']" ]
cs.IR cs.LG
null
1301.7363
null
null
http://arxiv.org/pdf/1301.7363v1
2013-01-30T15:02:44Z
2013-01-30T15:02:44Z
Empirical Analysis of Predictive Algorithms for Collaborative Filtering
Collaborative filtering or recommender systems use a database about user preferences to predict additional topics or products a new user might like. In this paper we describe several algorithms designed for this task, including techniques based on correlation coefficients, vector-based similarity calculations, and statistical Bayesian methods. We compare the predictive accuracy of the various methods in a set of representative problem domains. We use two basic classes of evaluation metrics. The first characterizes accuracy over a set of individual predictions in terms of average absolute deviation. The second estimates the utility of a ranked list of suggested items. This metric uses an estimate of the probability that a user will see a recommendation in an ordered list. Experiments were run for datasets associated with 3 application areas, 4 experimental protocols, and the 2 evaluation metrics for the various algorithms. Results indicate that for a wide range of conditions, Bayesian networks with decision trees at each node and correlation methods outperform Bayesian-clustering and vector-similarity methods. Between correlation and Bayesian networks, the preferred method depends on the nature of the dataset, nature of the application (ranked versus one-by-one presentation), and the availability of votes with which to make predictions. Other considerations include the size of database, speed of predictions, and learning time.
[ "John S. Breese, David Heckerman, Carl Kadie", "['John S. Breese' 'David Heckerman' 'Carl Kadie']" ]
cs.LG cs.AI stat.ML
null
1301.7373
null
null
http://arxiv.org/pdf/1301.7373v1
2013-01-30T15:03:37Z
2013-01-30T15:03:37Z
The Bayesian Structural EM Algorithm
In recent years there has been a flurry of works on learning Bayesian networks from data. One of the hard problems in this area is how to effectively learn the structure of a belief network from incomplete data- that is, in the presence of missing values or hidden variables. In a recent paper, I introduced an algorithm called Structural EM that combines the standard Expectation Maximization (EM) algorithm, which optimizes parameters, with structure search for model selection. That algorithm learns networks based on penalized likelihood scores, which include the BIC/MDL score and various approximations to the Bayesian score. In this paper, I extend Structural EM to deal directly with Bayesian model selection. I prove the convergence of the resulting algorithm and show how to apply it for learning a large class of probabilistic models, including Bayesian networks and some variants thereof.
[ "Nir Friedman", "['Nir Friedman']" ]
cs.AI cs.LG
null
1301.7374
null
null
http://arxiv.org/pdf/1301.7374v1
2013-01-30T15:03:42Z
2013-01-30T15:03:42Z
Learning the Structure of Dynamic Probabilistic Networks
Dynamic probabilistic networks are a compact representation of complex stochastic processes. In this paper we examine how to learn the structure of a DPN from data. We extend structure scoring rules for standard probabilistic networks to the dynamic case, and show how to search for structure when some of the variables are hidden. Finally, we examine two applications where such a technology might be useful: predicting and classifying dynamic behaviors, and learning causal orderings in biological processes. We provide empirical results that demonstrate the applicability of our methods in both domains.
[ "Nir Friedman, Kevin Murphy, Stuart Russell", "['Nir Friedman' 'Kevin Murphy' 'Stuart Russell']" ]
cs.LG stat.ML
null
1301.7375
null
null
http://arxiv.org/pdf/1301.7375v1
2013-01-30T15:03:47Z
2013-01-30T15:03:47Z
Learning by Transduction
We describe a method for predicting a classification of an object given classifications of the objects in the training set, assuming that the pairs object/classification are generated by an i.i.d. process from a continuous probability distribution. Our method is a modification of Vapnik's support-vector machine; its main novelty is that it gives not only the prediction itself but also a practicable measure of the evidence found in support of that prediction. We also describe a procedure for assigning degrees of confidence to predictions made by the support vector machine. Some experimental results are presented, and possible extensions of the algorithms are discussed.
[ "['Alex Gammerman' 'Volodya Vovk' 'Vladimir Vapnik']", "Alex Gammerman, Volodya Vovk, Vladimir Vapnik" ]
cs.LG stat.ML
null
1301.7376
null
null
http://arxiv.org/pdf/1301.7376v1
2013-01-30T15:03:52Z
2013-01-30T15:03:52Z
Graphical Models and Exponential Families
We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks with several families of local distributions, are curved exponential families (CEFs) and graphical models with hidden variables are stratified exponential families (SEFs). An SEF is a finite union of CEFs satisfying a frontier condition. In addition, we illustrate how one can automatically generate independence and non-independence constraints on the distributions over the observable variables implied by a Bayesian network with hidden variables. The relevance of these results for model selection is examined.
[ "['Dan Geiger' 'Christopher Meek']", "Dan Geiger, Christopher Meek" ]
cs.LG stat.ML
null
1301.7378
null
null
http://arxiv.org/pdf/1301.7378v1
2013-01-30T15:04:02Z
2013-01-30T15:04:02Z
Minimum Encoding Approaches for Predictive Modeling
We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this analysis, we present two revised versions of MML: a pointwise estimator which gives the MML-optimal single parameter model, and a volumewise estimator which gives the MML-optimal region in the parameter space. Our empirical results suggest that with small data sets, the MDL approach yields more accurate predictions than the MML estimators. The empirical results also demonstrate that the revised MML estimators introduced here perform better than the original MML estimator suggested by Wallace and Freeman.
[ "['Peter D Grunwald' 'Petri Kontkanen' 'Petri Myllymaki' 'Tomi Silander'\n 'Henry Tirri']", "Peter D Grunwald, Petri Kontkanen, Petri Myllymaki, Tomi Silander,\n Henry Tirri" ]
cs.LG stat.ML
null
1301.7390
null
null
http://arxiv.org/pdf/1301.7390v1
2013-01-30T15:04:59Z
2013-01-30T15:04:59Z
Hierarchical Mixtures-of-Experts for Exponential Family Regression Models with Generalized Linear Mean Functions: A Survey of Approximation and Consistency Results
We investigate a class of hierarchical mixtures-of-experts (HME) models where exponential family regression models with generalized linear mean functions of the form psi(ga+fx^Tfgb) are mixed. Here psi(...) is the inverse link function. Suppose the true response y follows an exponential family regression model with mean function belonging to a class of smooth functions of the form psi(h(fx)) where h(...)in W_2^infty (a Sobolev class over [0,1]^{s}). It is shown that the HME probability density functions can approximate the true density, at a rate of O(m^{-2/s}) in L_p norm, and at a rate of O(m^{-4/s}) in Kullback-Leibler divergence. These rates can be achieved within the family of HME structures with no more than s-layers, where s is the dimension of the predictor fx. It is also shown that likelihood-based inference based on HME is consistent in recovering the truth, in the sense that as the sample size n and the number of experts m both increase, the mean square error of the predicted mean response goes to zero. Conditions for such results to hold are stated and discussed.
[ "['Wenxin Jiang' 'Martin A. Tanner']", "Wenxin Jiang, Martin A. Tanner" ]
cs.LG stat.ML
null
1301.7392
null
null
http://arxiv.org/pdf/1301.7392v1
2013-01-30T15:05:09Z
2013-01-30T15:05:09Z
Large Deviation Methods for Approximate Probabilistic Inference
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is intractable, we show how to compute upper and lower bounds on many probabilities of interest. In particular, using methods from large deviation theory, we derive rigorous bounds on marginal probabilities such as Pr[children] and prove rates of convergence for the accuracy of our bounds as a function of network size. Our results apply to networks with generic transfer function parameterizations of the conditional probability tables, such as sigmoid and noisy-OR. They also explicitly illustrate the types of averaging behavior that can simplify the problem of inference in large networks.
[ "['Michael Kearns' 'Lawrence Saul']", "Michael Kearns, Lawrence Saul" ]