categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
sequence
cs.LG stat.ML
null
1301.7393
null
null
http://arxiv.org/pdf/1301.7393v1
2013-01-30T15:05:15Z
2013-01-30T15:05:15Z
Mixture Representations for Inference and Learning in Boltzmann Machines
Boltzmann machines are undirected graphical models with two-state stochastic variables, in which the logarithms of the clique potentials are quadratic functions of the node states. They have been widely studied in the neural computing literature, although their practical applicability has been limited by the difficulty of finding an effective learning algorithm. One well-established approach, known as mean field theory, represents the stochastic distribution using a factorized approximation. However, the corresponding learning algorithm often fails to find a good solution. We conjecture that this is due to the implicit uni-modality of the mean field approximation which is therefore unable to capture multi-modality in the true distribution. In this paper we use variational methods to approximate the stochastic distribution using multi-modal mixtures of factorized distributions. We present results for both inference and learning to demonstrate the effectiveness of this approach.
[ "Neil D. Lawrence, Christopher M. Bishop, Michael I. Jordan", "['Neil D. Lawrence' 'Christopher M. Bishop' 'Michael I. Jordan']" ]
cs.LG stat.ML
null
1301.7401
null
null
http://arxiv.org/pdf/1301.7401v2
2015-05-16T23:17:06Z
2013-01-30T15:05:55Z
An Experimental Comparison of Several Clustering and Initialization Methods
We examine methods for clustering in high dimensions. In the first part of the paper, we perform an experimental comparison between three batch clustering algorithms: the Expectation-Maximization (EM) algorithm, a winner take all version of the EM algorithm reminiscent of the K-means algorithm, and model-based hierarchical agglomerative clustering. We learn naive-Bayes models with a hidden root node, using high-dimensional discrete-variable data sets (both real and synthetic). We find that the EM algorithm significantly outperforms the other methods, and proceed to investigate the effect of various initialization schemes on the final solution produced by the EM algorithm. The initializations that we consider are (1) parameters sampled from an uninformative prior, (2) random perturbations of the marginal distribution of the data, and (3) the output of hierarchical agglomerative clustering. Although the methods are substantially different, they lead to learned models that are strikingly similar in quality.
[ "['Marina Meila' 'David Heckerman']", "Marina Meila, David Heckerman" ]
cs.AI cs.LG
null
1301.7403
null
null
http://arxiv.org/pdf/1301.7403v1
2013-01-30T15:06:05Z
2013-01-30T15:06:05Z
A Multivariate Discretization Method for Learning Bayesian Networks from Mixed Data
In this paper we address the problem of discretization in the context of learning Bayesian networks (BNs) from data containing both continuous and discrete variables. We describe a new technique for <EM>multivariate</EM> discretization, whereby each continuous variable is discretized while taking into account its interaction with the other variables. The technique is based on the use of a Bayesian scoring metric that scores the discretization policy for a continuous variable given a BN structure and the observed data. Since the metric is relative to the BN structure currently being evaluated, the discretization of a variable needs to be dynamically adjusted as the BN structure changes.
[ "Stefano Monti, Gregory F. Cooper", "['Stefano Monti' 'Gregory F. Cooper']" ]
cs.LG stat.ML
null
1301.7411
null
null
http://arxiv.org/pdf/1301.7411v1
2013-01-30T15:06:43Z
2013-01-30T15:06:43Z
On the Geometry of Bayesian Graphical Models with Hidden Variables
In this paper we investigate the geometry of the likelihood of the unknown parameters in a simple class of Bayesian directed graphs with hidden variables. This enables us, before any numerical algorithms are employed, to obtain certain insights in the nature of the unidentifiability inherent in such models, the way posterior densities will be sensitive to prior densities and the typical geometrical form these posterior densities might take. Many of these insights carry over into more complicated Bayesian networks with systematic missing data.
[ "['Raffaella Settimi' 'Jim Q. Smith']", "Raffaella Settimi, Jim Q. Smith" ]
cs.LG cs.AI stat.ML
null
1301.7415
null
null
http://arxiv.org/pdf/1301.7415v2
2015-05-16T23:27:23Z
2013-01-30T15:07:02Z
Learning Mixtures of DAG Models
We describe computationally efficient methods for learning mixtures in which each component is a directed acyclic graphical model (mixtures of DAGs or MDAGs). We argue that simple search-and-score algorithms are infeasible for a variety of problems, and introduce a feasible approach in which parameter and structure search is interleaved and expected data is treated as real data. Our approach can be viewed as a combination of (1) the Cheeseman--Stutz asymptotic approximation for model posterior probability and (2) the Expectation--Maximization algorithm. We evaluate our procedure for selecting among MDAGs on synthetic and real examples.
[ "['Bo Thiesson' 'Christopher Meek' 'David Maxwell Chickering'\n 'David Heckerman']", "Bo Thiesson, Christopher Meek, David Maxwell Chickering, David\n Heckerman" ]
cs.RO cs.IT cs.LG math.IT
10.1371/journal.pone.0063400
1301.7473
null
null
http://arxiv.org/abs/1301.7473v2
2013-03-27T21:22:18Z
2013-01-30T23:44:25Z
Information driven self-organization of complex robotic behaviors
Information theory is a powerful tool to express principles to drive autonomous systems because it is domain invariant and allows for an intuitive interpretation. This paper studies the use of the predictive information (PI), also called excess entropy or effective measure complexity, of the sensorimotor process as a driving force to generate behavior. We study nonlinear and nonstationary systems and introduce the time-local predicting information (TiPI) which allows us to derive exact results together with explicit update rules for the parameters of the controller in the dynamical systems framework. In this way the information principle, formulated at the level of behavior, is translated to the dynamics of the synapses. We underpin our results with a number of case studies with high-dimensional robotic systems. We show the spontaneous cooperativity in a complex physical system with decentralized control. Moreover, a jointly controlled humanoid robot develops a high behavioral variety depending on its physics and the environment it is dynamically embedded into. The behavior can be decomposed into a succession of low-dimensional modes that increasingly explore the behavior space. This is a promising way to avoid the curse of dimensionality which hinders learning systems to scale well.
[ "Georg Martius, Ralf Der, Nihat Ay", "['Georg Martius' 'Ralf Der' 'Nihat Ay']" ]
cs.IT cs.LG math.IT stat.ML
10.1109/TSP.2013.2278516
1301.7619
null
null
http://arxiv.org/abs/1301.7619v1
2013-01-31T14:17:28Z
2013-01-31T14:17:28Z
Rank regularization and Bayesian inference for tensor completion and extrapolation
A novel regularizer of the PARAFAC decomposition factors capturing the tensor's rank is proposed in this paper, as the key enabler for completion of three-way data arrays with missing entries. Set in a Bayesian framework, the tensor completion method incorporates prior information to enhance its smoothing and prediction capabilities. This probabilistic approach can naturally accommodate general models for the data distribution, lending itself to various fitting criteria that yield optimum estimates in the maximum-a-posteriori sense. In particular, two algorithms are devised for Gaussian- and Poisson-distributed data, that minimize the rank-regularized least-squares error and Kullback-Leibler divergence, respectively. The proposed technique is able to recover the "ground-truth'' tensor rank when tested on synthetic data, and to complete brain imaging and yeast gene expression datasets with 50% and 15% of missing entries respectively, resulting in recovery errors at -10dB and -15dB.
[ "Juan Andres Bazerque, Gonzalo Mateos, and Georgios B. Giannakis", "['Juan Andres Bazerque' 'Gonzalo Mateos' 'Georgios B. Giannakis']" ]
cs.LG cs.SI stat.ML
null
1301.7724
null
null
http://arxiv.org/pdf/1301.7724v2
2014-09-02T18:21:18Z
2013-01-31T19:39:03Z
Axiomatic Construction of Hierarchical Clustering in Asymmetric Networks
This paper considers networks where relationships between nodes are represented by directed dissimilarities. The goal is to study methods for the determination of hierarchical clusters, i.e., a family of nested partitions indexed by a connectivity parameter, induced by the given dissimilarity structures. Our construction of hierarchical clustering methods is based on defining admissible methods to be those methods that abide by the axioms of value - nodes in a network with two nodes are clustered together at the maximum of the two dissimilarities between them - and transformation - when dissimilarities are reduced, the network may become more clustered but not less. Several admissible methods are constructed and two particular methods, termed reciprocal and nonreciprocal clustering, are shown to provide upper and lower bounds in the space of admissible methods. Alternative clustering methodologies and axioms are further considered. Allowing the outcome of hierarchical clustering to be asymmetric, so that it matches the asymmetry of the original data, leads to the inception of quasi-clustering methods. The existence of a unique quasi-clustering method is shown. Allowing clustering in a two-node network to proceed at the minimum of the two dissimilarities generates an alternative axiomatic construction. There is a unique clustering method in this case too. The paper also develops algorithms for the computation of hierarchical clusters using matrix powers on a min-max dioid algebra and studies the stability of the methods proposed. We proved that most of the methods introduced in this paper are such that similar networks yield similar hierarchical clustering results. Algorithms are exemplified through their application to networks describing internal migration within states of the United States (U.S.) and the interrelation between sectors of the U.S. economy.
[ "Gunnar Carlsson, Facundo M\\'emoli, Alejandro Ribeiro and Santiago\n Segarra", "['Gunnar Carlsson' 'Facundo Mémoli' 'Alejandro Ribeiro' 'Santiago Segarra']" ]
stat.ML cs.LG math.ST stat.TH
null
1302.0082
null
null
http://arxiv.org/pdf/1302.0082v1
2013-02-01T05:35:48Z
2013-02-01T05:35:48Z
Distribution-Free Distribution Regression
`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we do not observe P directly, but rather, we observe a sample from P. In this paper we develop theory and methods for distribution-free versions of distribution regression. This means that we do not make distributional assumptions about the error term mu and covariate P. We prove that when the effective dimension is small enough (as measured by the doubling dimension), then the excess prediction risk converges to zero with a polynomial rate.
[ "Barnabas Poczos, Alessandro Rinaldo, Aarti Singh, Larry Wasserman", "['Barnabas Poczos' 'Alessandro Rinaldo' 'Aarti Singh' 'Larry Wasserman']" ]
cs.LG stat.ML
null
1302.0315
null
null
http://arxiv.org/pdf/1302.0315v1
2013-02-01T23:28:43Z
2013-02-01T23:28:43Z
Sparse Multiple Kernel Learning with Geometric Convergence Rate
In this paper, we study the problem of sparse multiple kernel learning (MKL), where the goal is to efficiently learn a combination of a fixed small number of kernels from a large pool that could lead to a kernel classifier with a small prediction error. We develop an efficient algorithm based on the greedy coordinate descent algorithm, that is able to achieve a geometric convergence rate under appropriate conditions. The convergence rate is achieved by measuring the size of functional gradients by an empirical $\ell_2$ norm that depends on the empirical data distribution. This is in contrast to previous algorithms that use a functional norm to measure the size of gradients, which is independent from the data samples. We also establish a generalization error bound of the learned sparse kernel classifier using the technique of local Rademacher complexity.
[ "Rong Jin, Tianbao Yang, Mehrdad Mahdavi", "['Rong Jin' 'Tianbao Yang' 'Mehrdad Mahdavi']" ]
cs.RO cs.AI cs.LG
10.1177/0278364913499192
1302.0386
null
null
http://arxiv.org/abs/1302.0386v1
2013-02-02T14:53:05Z
2013-02-02T14:53:05Z
Fast Damage Recovery in Robotics with the T-Resilience Algorithm
Damage recovery is critical for autonomous robots that need to operate for a long time without assistance. Most current methods are complex and costly because they require anticipating each potential damage in order to have a contingency plan ready. As an alternative, we introduce the T-resilience algorithm, a new algorithm that allows robots to quickly and autonomously discover compensatory behaviors in unanticipated situations. This algorithm equips the robot with a self-model and discovers new behaviors by learning to avoid those that perform differently in the self-model and in reality. Our algorithm thus does not identify the damaged parts but it implicitly searches for efficient behaviors that do not use them. We evaluate the T-Resilience algorithm on a hexapod robot that needs to adapt to leg removal, broken legs and motor failures; we compare it to stochastic local search, policy gradient and the self-modeling algorithm proposed by Bongard et al. The behavior of the robot is assessed on-board thanks to a RGB-D sensor and a SLAM algorithm. Using only 25 tests on the robot and an overall running time of 20 minutes, T-Resilience consistently leads to substantially better results than the other approaches.
[ "Sylvain Koos, Antoine Cully, Jean-Baptiste Mouret", "['Sylvain Koos' 'Antoine Cully' 'Jean-Baptiste Mouret']" ]
cs.LG stat.ML
null
1302.0406
null
null
http://arxiv.org/pdf/1302.0406v1
2013-02-02T17:20:47Z
2013-02-02T17:20:47Z
Generalization Guarantees for a Binary Classification Framework for Two-Stage Multiple Kernel Learning
We present generalization bounds for the TS-MKL framework for two stage multiple kernel learning. We also present bounds for sparse kernel learning formulations within the TS-MKL framework.
[ "['Purushottam Kar']", "Purushottam Kar" ]
cs.LG cs.CV
null
1302.0435
null
null
http://arxiv.org/pdf/1302.0435v2
2013-02-06T15:55:39Z
2013-02-02T22:56:26Z
Parallel D2-Clustering: Large-Scale Clustering of Discrete Distributions
The discrete distribution clustering algorithm, namely D2-clustering, has demonstrated its usefulness in image classification and annotation where each object is represented by a bag of weighed vectors. The high computational complexity of the algorithm, however, limits its applications to large-scale problems. We present a parallel D2-clustering algorithm with substantially improved scalability. A hierarchical structure for parallel computing is devised to achieve a balance between the individual-node computation and the integration process of the algorithm. Additionally, it is shown that even with a single CPU, the hierarchical structure results in significant speed-up. Experiments on real-world large-scale image data, Youtube video data, and protein sequence data demonstrate the efficiency and wide applicability of the parallel D2-clustering algorithm. The loss in clustering accuracy is minor in comparison with the original sequential algorithm.
[ "Yu Zhang, James Z. Wang and Jia Li", "['Yu Zhang' 'James Z. Wang' 'Jia Li']" ]
cs.LG
null
1302.0540
null
null
http://arxiv.org/pdf/1302.0540v1
2013-02-03T22:12:52Z
2013-02-03T22:12:52Z
A game-theoretic framework for classifier ensembles using weighted majority voting with local accuracy estimates
In this paper, a novel approach for the optimal combination of binary classifiers is proposed. The classifier combination problem is approached from a Game Theory perspective. The proposed framework of adapted weighted majority rules (WMR) is tested against common rank-based, Bayesian and simple majority models, as well as two soft-output averaging rules. Experiments with ensembles of Support Vector Machines (SVM), Ordinary Binary Tree Classifiers (OBTC) and weighted k-nearest-neighbor (w/k-NN) models on benchmark datasets indicate that this new adaptive WMR model, employing local accuracy estimators and the analytically computed optimal weights outperform all the other simple combination rules.
[ "['Harris V. Georgiou' 'Michael E. Mavroforakis']", "Harris V. Georgiou, Michael E. Mavroforakis" ]
cs.LG cs.AI cs.MA cs.RO
null
1302.0723
null
null
http://arxiv.org/pdf/1302.0723v2
2013-02-05T05:50:14Z
2013-02-04T15:34:12Z
Multi-Robot Informative Path Planning for Active Sensing of Environmental Phenomena: A Tale of Two Algorithms
A key problem of robotic environmental sensing and monitoring is that of active sensing: How can a team of robots plan the most informative observation paths to minimize the uncertainty in modeling and predicting an environmental phenomenon? This paper presents two principled approaches to efficient information-theoretic path planning based on entropy and mutual information criteria for in situ active sensing of an important broad class of widely-occurring environmental phenomena called anisotropic fields. Our proposed algorithms are novel in addressing a trade-off between active sensing performance and time efficiency. An important practical consequence is that our algorithms can exploit the spatial correlation structure of Gaussian process-based anisotropic fields to improve time efficiency while preserving near-optimal active sensing performance. We analyze the time complexity of our algorithms and prove analytically that they scale better than state-of-the-art algorithms with increasing planning horizon length. We provide theoretical guarantees on the active sensing performance of our algorithms for a class of exploration tasks called transect sampling, which, in particular, can be improved with longer planning time and/or lower spatial correlation along the transect. Empirical evaluation on real-world anisotropic field data shows that our algorithms can perform better or at least as well as the state-of-the-art algorithms while often incurring a few orders of magnitude less computational time, even when the field conditions are less favorable.
[ "Nannan Cao, Kian Hsiang Low, John M. Dolan", "['Nannan Cao' 'Kian Hsiang Low' 'John M. Dolan']" ]
stat.ML cs.IT cs.LG math.IT math.ST stat.TH
null
1302.0895
null
null
http://arxiv.org/pdf/1302.0895v1
2013-02-04T22:51:56Z
2013-02-04T22:51:56Z
Exact Sparse Recovery with L0 Projections
Many applications concern sparse signals, for example, detecting anomalies from the differences between consecutive images taken by surveillance cameras. This paper focuses on the problem of recovering a K-sparse signal x in N dimensions. In the mainstream framework of compressed sensing (CS), the vector x is recovered from M non-adaptive linear measurements y = xS, where S (of size N x M) is typically a Gaussian (or Gaussian-like) design matrix, through some optimization procedure such as linear programming (LP). In our proposed method, the design matrix S is generated from an $\alpha$-stable distribution with $\alpha\approx 0$. Our decoding algorithm mainly requires one linear scan of the coordinates, followed by a few iterations on a small number of coordinates which are "undetermined" in the previous iteration. Comparisons with two strong baselines, linear programming (LP) and orthogonal matching pursuit (OMP), demonstrate that our algorithm can be significantly faster in decoding speed and more accurate in recovery quality, for the task of exact spare recovery. Our procedure is robust against measurement noise. Even when there are no sufficient measurements, our algorithm can still reliably recover a significant portion of the nonzero coordinates. To provide the intuition for understanding our method, we also analyze the procedure by assuming an idealistic setting. Interestingly, when K=2, the "idealized" algorithm achieves exact recovery with merely 3 measurements, regardless of N. For general K, the required sample size of the "idealized" algorithm is about 5K.
[ "Ping Li and Cun-Hui Zhang", "['Ping Li' 'Cun-Hui Zhang']" ]
cs.NE cs.LG
null
1302.0962
null
null
http://arxiv.org/pdf/1302.0962v1
2013-02-05T09:01:13Z
2013-02-05T09:01:13Z
Improved Accuracy of PSO and DE using Normalization: an Application to Stock Price Prediction
Data Mining is being actively applied to stock market since 1980s. It has been used to predict stock prices, stock indexes, for portfolio management, trend detection and for developing recommender systems. The various algorithms which have been used for the same include ANN, SVM, ARIMA, GARCH etc. Different hybrid models have been developed by combining these algorithms with other algorithms like roughest, fuzzy logic, GA, PSO, DE, ACO etc. to improve the efficiency. This paper proposes DE-SVM model (Differential EvolutionSupport vector Machine) for stock price prediction. DE has been used to select best free parameters combination for SVM to improve results. The paper also compares the results of prediction with the outputs of SVM alone and PSO-SVM model (Particle Swarm Optimization). The effect of normalization of data on the accuracy of prediction has also been studied.
[ "Savinderjit Kaur (Department of Information Technology, UIET, PU,\n Chandigarh, India), Veenu Mangat (Department of Information Technology, UIET,\n PU, Chandigarh, India)", "['Savinderjit Kaur' 'Veenu Mangat']" ]
cs.LG
null
1302.0963
null
null
http://arxiv.org/pdf/1302.0963v1
2013-02-05T09:04:25Z
2013-02-05T09:04:25Z
RandomBoost: Simplified Multi-class Boosting through Randomization
We propose a novel boosting approach to multi-class classification problems, in which multiple classes are distinguished by a set of random projection matrices in essence. The approach uses random projections to alleviate the proliferation of binary classifiers typically required to perform multi-class classification. The result is a multi-class classifier with a single vector-valued parameter, irrespective of the number of classes involved. Two variants of this approach are proposed. The first method randomly projects the original data into new spaces, while the second method randomly projects the outputs of learned weak classifiers. These methods are not only conceptually simple but also effective and easy to implement. A series of experiments on synthetic, machine learning and visual recognition data sets demonstrate that our proposed methods compare favorably to existing multi-class boosting algorithms in terms of both the convergence rate and classification accuracy.
[ "['Sakrapee Paisitkriangkrai' 'Chunhua Shen' 'Qinfeng Shi'\n 'Anton van den Hengel']", "Sakrapee Paisitkriangkrai, Chunhua Shen, Qinfeng Shi, Anton van den\n Hengel" ]
cs.LG
null
1302.0974
null
null
http://arxiv.org/pdf/1302.0974v1
2013-02-05T09:45:21Z
2013-02-05T09:45:21Z
A Comparison of Relaxations of Multiset Cannonical Correlation Analysis and Applications
Canonical correlation analysis is a statistical technique that is used to find relations between two sets of variables. An important extension in pattern analysis is to consider more than two sets of variables. This problem can be expressed as a quadratically constrained quadratic program (QCQP), commonly referred to Multi-set Canonical Correlation Analysis (MCCA). This is a non-convex problem and so greedy algorithms converge to local optima without any guarantees on global optimality. In this paper, we show that despite being highly structured, finding the optimal solution is NP-Hard. This motivates our relaxation of the QCQP to a semidefinite program (SDP). The SDP is convex, can be solved reasonably efficiently and comes with both absolute and output-sensitive approximation quality. In addition to theoretical guarantees, we do an extensive comparison of the QCQP method and the SDP relaxation on a variety of synthetic and real world data. Finally, we present two useful extensions: we incorporate kernel methods and computing multiple sets of canonical vectors.
[ "Jan Rupnik, Primoz Skraba, John Shawe-Taylor, Sabrina Guettes", "['Jan Rupnik' 'Primoz Skraba' 'John Shawe-Taylor' 'Sabrina Guettes']" ]
cs.LG
null
1302.1043
null
null
http://arxiv.org/pdf/1302.1043v2
2013-07-09T08:04:02Z
2013-02-05T14:31:51Z
The price of bandit information in multiclass online classification
We consider two scenarios of multiclass online learning of a hypothesis class $H\subseteq Y^X$. In the {\em full information} scenario, the learner is exposed to instances together with their labels. In the {\em bandit} scenario, the true label is not exposed, but rather an indication whether the learner's prediction is correct or not. We show that the ratio between the error rates in the two scenarios is at most $8\cdot|Y|\cdot \log(|Y|)$ in the realizable case, and $\tilde{O}(\sqrt{|Y|})$ in the agnostic case. The results are tight up to a logarithmic factor and essentially answer an open question from (Daniely et. al. - Multiclass learnability and the erm principle). We apply these results to the class of $\gamma$-margin multiclass linear classifiers in $\reals^d$. We show that the bandit error rate of this class is $\tilde{\Theta}(\frac{|Y|}{\gamma^2})$ in the realizable case and $\tilde{\Theta}(\frac{1}{\gamma}\sqrt{|Y|T})$ in the agnostic case. This resolves an open question from (Kakade et. al. - Efficient bandit algorithms for online multiclass prediction).
[ "Amit Daniely and Tom Helbertal", "['Amit Daniely' 'Tom Helbertal']" ]
math.ST cs.DS cs.IT cs.LG math.IT math.PR stat.TH
null
1302.1232
null
null
http://arxiv.org/pdf/1302.1232v1
2013-02-05T23:20:45Z
2013-02-05T23:20:45Z
When are the most informative components for inference also the principal components?
Which components of the singular value decomposition of a signal-plus-noise data matrix are most informative for the inferential task of detecting or estimating an embedded low-rank signal matrix? Principal component analysis ascribes greater importance to the components that capture the greatest variation, i.e., the singular vectors associated with the largest singular values. This choice is often justified by invoking the Eckart-Young theorem even though that work addresses the problem of how to best represent a signal-plus-noise matrix using a low-rank approximation and not how to best_infer_ the underlying low-rank signal component. Here we take a first-principles approach in which we start with a signal-plus-noise data matrix and show how the spectrum of the noise-only component governs whether the principal or the middle components of the singular value decomposition of the data matrix will be the informative components for inference. Simply put, if the noise spectrum is supported on a connected interval, in a sense we make precise, then the use of the principal components is justified. When the noise spectrum is supported on multiple intervals, then the middle components might be more informative than the principal components. The end result is a proper justification of the use of principal components in the setting where the noise matrix is i.i.d. Gaussian and the identification of scenarios, generically involving heterogeneous noise models such as mixtures of Gaussians, where the middle components might be more informative than the principal components so that they may be exploited to extract additional processing gain. Our results show how the blind use of principal components can lead to suboptimal or even faulty inference because of phase transitions that separate a regime where the principal components are informative from a regime where they are uninformative.
[ "['Raj Rao Nadakuditi']", "Raj Rao Nadakuditi" ]
cs.DS cs.LG
null
1302.1515
null
null
http://arxiv.org/pdf/1302.1515v2
2013-07-10T15:21:41Z
2013-02-06T20:53:35Z
A Polynomial Time Algorithm for Lossy Population Recovery
We give a polynomial time algorithm for the lossy population recovery problem. In this problem, the goal is to approximately learn an unknown distribution on binary strings of length $n$ from lossy samples: for some parameter $\mu$ each coordinate of the sample is preserved with probability $\mu$ and otherwise is replaced by a `?'. The running time and number of samples needed for our algorithm is polynomial in $n$ and $1/\varepsilon$ for each fixed $\mu>0$. This improves on algorithm of Wigderson and Yehudayoff that runs in quasi-polynomial time for any $\mu > 0$ and the polynomial time algorithm of Dvir et al which was shown to work for $\mu \gtrapprox 0.30$ by Batman et al. In fact, our algorithm also works in the more general framework of Batman et al. in which there is no a priori bound on the size of the support of the distribution. The algorithm we analyze is implicit in previous work; our main contribution is to analyze the algorithm by showing (via linear programming duality and connections to complex analysis) that a certain matrix associated with the problem has a robust local inverse even though its condition number is exponentially small. A corollary of our result is the first polynomial time algorithm for learning DNFs in the restriction access model of Dvir et al.
[ "Ankur Moitra, Michael Saks", "['Ankur Moitra' 'Michael Saks']" ]
cs.LG stat.ML
null
1302.1519
null
null
http://arxiv.org/pdf/1302.1519v1
2013-02-06T15:53:33Z
2013-02-06T15:53:33Z
Update Rules for Parameter Estimation in Bayesian Networks
This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for parameter estimation that encompasses both on-line learning, where the model is continuously adapted to new data cases as they arrive, and the more traditional batch learning, where a pre-accumulated set of samples is used in a one-time model selection process. In the batch case, our framework encompasses both the gradient projection algorithm and the EM algorithm for Bayesian networks. The framework also leads to new on-line and batch parameter update schemes, including a parameterized version of EM. We provide both empirical and theoretical results indicating that parameterized EM allows faster convergence to the maximum likelihood parameters than does standard EM.
[ "Eric Bauer, Daphne Koller, Yoram Singer", "['Eric Bauer' 'Daphne Koller' 'Yoram Singer']" ]
cs.LG cs.AI stat.ML
null
1302.1528
null
null
http://arxiv.org/pdf/1302.1528v2
2015-05-16T23:29:15Z
2013-02-06T15:54:25Z
A Bayesian Approach to Learning Bayesian Networks with Local Structure
Recently several researchers have investigated techniques for using data to learn Bayesian networks containing compact representations for the conditional probability distributions (CPDs) stored at each node. The majority of this work has concentrated on using decision-tree representations for the CPDs. In addition, researchers typically apply non-Bayesian (or asymptotically Bayesian) scoring functions such as MDL to evaluate the goodness-of-fit of networks to the data. In this paper we investigate a Bayesian approach to learning Bayesian networks that contain the more general decision-graph representations of the CPDs. First, we describe how to evaluate the posterior probability that is, the Bayesian score of such a network, given a database of observed cases. Second, we describe various search spaces that can be used, in conjunction with a scoring function and a search procedure, to identify one or more high-scoring networks. Finally, we present an experimental evaluation of the search spaces, using a greedy algorithm and a Bayesian scoring function.
[ "David Maxwell Chickering, David Heckerman, Christopher Meek", "['David Maxwell Chickering' 'David Heckerman' 'Christopher Meek']" ]
cs.AI cs.LG
null
1302.1529
null
null
http://arxiv.org/pdf/1302.1529v1
2013-02-06T15:54:31Z
2013-02-06T15:54:31Z
Exploring Parallelism in Learning Belief Networks
It has been shown that a class of probabilistic domain models cannot be learned correctly by several existing algorithms which employ a single-link look ahead search. When a multi-link look ahead search is used, the computational complexity of the learning algorithm increases. We study how to use parallelism to tackle the increased complexity in learning such models and to speed up learning in large domains. An algorithm is proposed to decompose the learning task for parallel processing. A further task decomposition is used to balance load among processors and to increase the speed-up and efficiency. For learning from very large datasets, we present a regrouping of the available processors such that slow data access through file can be replaced by fast memory access. Our implementation in a parallel computer demonstrates the effectiveness of the algorithm.
[ "TongSheng Chu, Yang Xiang", "['TongSheng Chu' 'Yang Xiang']" ]
cs.AI cs.LG
null
1302.1538
null
null
http://arxiv.org/pdf/1302.1538v1
2013-02-06T15:55:21Z
2013-02-06T15:55:21Z
Sequential Update of Bayesian Network Structure
There is an obvious need for improving the performance and accuracy of a Bayesian network as new data is observed. Because of errors in model construction and changes in the dynamics of the domains, we cannot afford to ignore the information in new data. While sequential update of parameters for a fixed structure can be accomplished using standard techniques, sequential update of network structure is still an open problem. In this paper, we investigate sequential update of Bayesian networks were both parameters and structure are expected to change. We introduce a new approach that allows for the flexible manipulation of the tradeoff between the quality of the learned networks and the amount of information that is maintained about past observations. We formally describe our approach including the necessary modifications to the scoring functions for learning Bayesian networks, evaluate its effectiveness through an empirical study, and extend it to the case of missing data.
[ "['Nir Friedman' 'Moises Goldszmidt']", "Nir Friedman, Moises Goldszmidt" ]
cs.AI cs.LG
null
1302.1542
null
null
http://arxiv.org/pdf/1302.1542v1
2013-02-06T15:55:43Z
2013-02-06T15:55:43Z
Learning Bayesian Nets that Perform Well
A Bayesian net (BN) is more than a succinct way to encode a probabilistic distribution; it also corresponds to a function used to answer queries. A BN can therefore be evaluated by the accuracy of the answers it returns. Many algorithms for learning BNs, however, attempt to optimize another criterion (usually likelihood, possibly augmented with a regularizing term), which is independent of the distribution of queries that are posed. This paper takes the "performance criteria" seriously, and considers the challenge of computing the BN whose performance - read "accuracy over the distribution of queries" - is optimal. We show that many aspects of this learning task are more difficult than the corresponding subtasks in the standard model.
[ "['Russell Greiner' 'Adam J. Grove' 'Dale Schuurmans']", "Russell Greiner, Adam J. Grove, Dale Schuurmans" ]
cs.LG stat.ML
null
1302.1545
null
null
http://arxiv.org/pdf/1302.1545v1
2013-02-06T15:56:07Z
2013-02-06T15:56:07Z
Models and Selection Criteria for Regression and Classification
When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In particular, we examine a special class of models, which we call Bayesian regression/classification (BRC) models, that can be factored into independent conditional (y|x) and input (x) models. These models are convenient, because the conditional model (the portion of the full model that we care about) can be analyzed by itself. We examine the practice of transforming arbitrary Bayesian models to BRC models, and argue that this practice is often inappropriate because it ignores prior knowledge that may be important for learning. In addition, we examine Bayesian methods for learning models from data. We discuss two criteria for Bayesian model selection that are appropriate for repression/classification: one described by Spiegelhalter et al. (1993), and another by Buntine (1993). We contrast these two criteria using the prequential framework of Dawid (1984), and give sufficient conditions under which the criteria agree.
[ "David Heckerman, Christopher Meek", "['David Heckerman' 'Christopher Meek']" ]
cs.AI cs.LG
null
1302.1549
null
null
http://arxiv.org/pdf/1302.1549v1
2013-02-06T15:56:57Z
2013-02-06T15:56:57Z
Learning Belief Networks in Domains with Recursively Embedded Pseudo Independent Submodels
A pseudo independent (PI) model is a probabilistic domain model (PDM) where proper subsets of a set of collectively dependent variables display marginal independence. PI models cannot be learned correctly by many algorithms that rely on a single link search. Earlier work on learning PI models has suggested a straightforward multi-link search algorithm. However, when a domain contains recursively embedded PI submodels, it may escape the detection of such an algorithm. In this paper, we propose an improved algorithm that ensures the learning of all embedded PI submodels whose sizes are upper bounded by a predetermined parameter. We show that this improved learning capability only increases the complexity slightly beyond that of the previous algorithm. The performance of the new algorithm is demonstrated through experiment.
[ "Jun Hu, Yang Xiang", "['Jun Hu' 'Yang Xiang']" ]
cs.LG stat.ML
null
1302.1552
null
null
http://arxiv.org/pdf/1302.1552v1
2013-02-06T15:57:20Z
2013-02-06T15:57:20Z
An Information-Theoretic Analysis of Hard and Soft Assignment Methods for Clustering
Assignment methods are at the heart of many algorithms for unsupervised learning and clustering - in particular, the well-known K-means and Expectation-Maximization (EM) algorithms. In this work, we study several different methods of assignment, including the "hard" assignments used by K-means and the ?soft' assignments used by EM. While it is known that K-means minimizes the distortion on the data and EM maximizes the likelihood, little is known about the systematic differences of behavior between the two algorithms. Here we shed light on these differences via an information-theoretic analysis. The cornerstone of our results is a simple decomposition of the expected distortion, showing that K-means (and its extension for inferring general parametric densities from unlabeled sample data) must implicitly manage a trade-off between how similar the data assigned to each cluster are, and how the data are balanced among the clusters. How well the data are balanced is measured by the entropy of the partition defined by the hard assignments. In addition to letting us predict and verify systematic differences between K-means and EM on specific examples, the decomposition allows us to give a rather general argument showing that K ?means will consistently find densities with less "overlap" than EM. We also study a third natural assignment method that we call posterior assignment, that is close in spirit to the soft assignments of EM, but leads to a surprisingly different algorithm.
[ "Michael Kearns, Yishay Mansour, Andrew Y. Ng", "['Michael Kearns' 'Yishay Mansour' 'Andrew Y. Ng']" ]
cs.AI cs.LG
null
1302.1561
null
null
http://arxiv.org/pdf/1302.1561v2
2015-05-16T23:30:56Z
2013-02-06T15:58:24Z
Structure and Parameter Learning for Causal Independence and Causal Interaction Models
This paper discusses causal independence models and a generalization of these models called causal interaction models. Causal interaction models are models that have independent mechanisms where a mechanism can have several causes. In addition to introducing several particular types of causal interaction models, we show how we can apply the Bayesian approach to learning causal interaction models obtaining approximate posterior distributions for the models and obtain MAP and ML estimates for the parameters. We illustrate the approach with a simulation study of learning model posteriors.
[ "['Christopher Meek' 'David Heckerman']", "Christopher Meek, David Heckerman" ]
cs.AI cs.LG
null
1302.1565
null
null
http://arxiv.org/pdf/1302.1565v1
2013-02-06T15:58:45Z
2013-02-06T15:58:45Z
Learning Bayesian Networks from Incomplete Databases
Bayesian approaches to learn the graphical structure of Bayesian Belief Networks (BBNs) from databases share the assumption that the database is complete, that is, no entry is reported as unknown. Attempts to relax this assumption involve the use of expensive iterative methods to discriminate among different structures. This paper introduces a deterministic method to learn the graphical structure of a BBN from a possibly incomplete database. Experimental evaluations show a significant robustness of this method and a remarkable independence of its execution time from the number of missing data.
[ "Marco Ramoni, Paola Sebastiani", "['Marco Ramoni' 'Paola Sebastiani']" ]
math.ST cs.LG stat.ML stat.TH
null
1302.1611
null
null
http://arxiv.org/pdf/1302.1611v2
2013-02-12T15:48:55Z
2013-02-06T23:20:20Z
Bounded regret in stochastic multi-armed bandits
We study the stochastic multi-armed bandit problem when one knows the value $\mu^{(\star)}$ of an optimal arm, as a well as a positive lower bound on the smallest positive gap $\Delta$. We propose a new randomized policy that attains a regret {\em uniformly bounded over time} in this setting. We also prove several lower bounds, which show in particular that bounded regret is not possible if one only knows $\Delta$, and bounded regret of order $1/\Delta$ is not possible if one only knows $\mu^{(\star)}$
[ "S\\'ebastien Bubeck, Vianney Perchet and Philippe Rigollet", "['Sébastien Bubeck' 'Vianney Perchet' 'Philippe Rigollet']" ]
q-bio.QM cs.CE cs.LG stat.ML
null
1302.1733
null
null
http://arxiv.org/pdf/1302.1733v1
2013-02-07T12:49:57Z
2013-02-07T12:49:57Z
Feature Selection for Microarray Gene Expression Data using Simulated Annealing guided by the Multivariate Joint Entropy
In this work a new way to calculate the multivariate joint entropy is presented. This measure is the basis for a fast information-theoretic based evaluation of gene relevance in a Microarray Gene Expression data context. Its low complexity is based on the reuse of previous computations to calculate current feature relevance. The mu-TAFS algorithm --named as such to differentiate it from previous TAFS algorithms-- implements a simulated annealing technique specially designed for feature subset selection. The algorithm is applied to the maximization of gene subset relevance in several public-domain microarray data sets. The experimental results show a notoriously high classification performance and low size subsets formed by biologically meaningful genes.
[ "['Fernando González' 'Lluís A. Belanche']", "Fernando Gonz\\'alez, Llu\\'is A. Belanche" ]
cs.LG cs.CV cs.SD
10.5120/10089-4722
1302.1772
null
null
http://arxiv.org/abs/1302.1772v1
2013-02-07T15:03:24Z
2013-02-07T15:03:24Z
An ANN-based Method for Detecting Vocal Fold Pathology
There are different algorithms for vocal fold pathology diagnosis. These algorithms usually have three stages which are Feature Extraction, Feature Reduction and Classification. While the third stage implies a choice of a variety of machine learning methods, the first and second stages play a critical role in performance and accuracy of the classification system. In this paper we present initial study of feature extraction and feature reduction in the task of vocal fold pathology diagnosis. A new type of feature vector, based on wavelet packet decomposition and Mel-Frequency-Cepstral-Coefficients (MFCCs), is proposed. Also Principal Component Analysis (PCA) is used for feature reduction. An Artificial Neural Network is used as a classifier for evaluating the performance of our proposed method.
[ "['Vahid Majidnezhad' 'Igor Kheidorov']", "Vahid Majidnezhad and Igor Kheidorov" ]
cs.LG
null
1302.2157
null
null
http://arxiv.org/pdf/1302.2157v2
2013-05-19T00:39:52Z
2013-02-08T21:18:24Z
Passive Learning with Target Risk
In this paper we consider learning in passive setting but with a slight modification. We assume that the target expected loss, also referred to as target risk, is provided in advance for learner as prior knowledge. Unlike most studies in the learning theory that only incorporate the prior knowledge into the generalization bounds, we are able to explicitly utilize the target risk in the learning process. Our analysis reveals a surprising result on the sample complexity of learning: by exploiting the target risk in the learning algorithm, we show that when the loss function is both strongly convex and smooth, the sample complexity reduces to $\O(\log (\frac{1}{\epsilon}))$, an exponential improvement compared to the sample complexity $\O(\frac{1}{\epsilon})$ for learning with strongly convex loss functions. Furthermore, our proof is constructive and is based on a computationally efficient stochastic optimization algorithm for such settings which demonstrate that the proposed algorithm is practically useful.
[ "['Mehrdad Mahdavi' 'Rong Jin']", "Mehrdad Mahdavi and Rong Jin" ]
cs.LG
null
1302.2176
null
null
http://arxiv.org/pdf/1302.2176v1
2013-02-08T23:16:04Z
2013-02-08T23:16:04Z
Minimax Optimal Algorithms for Unconstrained Linear Optimization
We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark strategy. The standard benchmark is the loss of the best strategy chosen from a bounded comparator set. When the the comparison set and the adversary's gradients satisfy L_infinity bounds, we give the value of the game in closed form and prove it approaches sqrt(2T/pi) as T -> infinity. Interesting algorithms result when we consider soft constraints on the comparator, rather than restricting it to a bounded set. As a warmup, we analyze the game with a quadratic penalty. The value of this game is exactly T/2, and this value is achieved by perhaps the simplest online algorithm of all: unprojected gradient descent with a constant learning rate. We then derive a minimax-optimal algorithm for a much softer penalty function. This algorithm achieves good bounds under the standard notion of regret for any comparator point, without needing to specify the comparator set in advance. The value of this game converges to sqrt{e} as T ->infinity; we give a closed-form for the exact value as a function of T. The resulting algorithm is natural in unconstrained investment or betting scenarios, since it guarantees at worst constant loss, while allowing for exponential reward against an "easy" adversary.
[ "['H. Brendan McMahan']", "H. Brendan McMahan" ]
cs.PL cs.FL cs.LG
null
1302.2273
null
null
http://arxiv.org/pdf/1302.2273v1
2013-02-09T21:41:03Z
2013-02-09T21:41:03Z
Learning Universally Quantified Invariants of Linear Data Structures
We propose a new automaton model, called quantified data automata over words, that can model quantified invariants over linear data structures, and build poly-time active learning algorithms for them, where the learner is allowed to query the teacher with membership and equivalence queries. In order to express invariants in decidable logics, we invent a decidable subclass of QDAs, called elastic QDAs, and prove that every QDA has a unique minimally-over-approximating elastic QDA. We then give an application of these theoretically sound and efficient active learning algorithms in a passive learning framework and show that we can efficiently learn quantified linear data structure invariants from samples obtained from dynamic runs for a large class of programs.
[ "['Pranav Garg' 'Christof Loding' 'P. Madhusudan' 'Daniel Neider']", "Pranav Garg, Christof Loding, P. Madhusudan, Daniel Neider" ]
cs.LG
null
1302.2277
null
null
http://arxiv.org/pdf/1302.2277v2
2013-02-18T00:10:56Z
2013-02-09T22:56:45Z
A Time Series Forest for Classification and Feature Extraction
We propose a tree ensemble method, referred to as time series forest (TSF), for time series classification. TSF employs a combination of the entropy gain and a distance measure, referred to as the Entrance (entropy and distance) gain, for evaluating the splits. Experimental studies show that the Entrance gain criterion improves the accuracy of TSF. TSF randomly samples features at each tree node and has a computational complexity linear in the length of a time series and can be built using parallel computing techniques such as multi-core computing used here. The temporal importance curve is also proposed to capture the important temporal characteristics useful for classification. Experimental studies show that TSF using simple features such as mean, deviation and slope outperforms strong competitors such as one-nearest-neighbor classifiers with dynamic time warping, is computationally efficient, and can provide insights into the temporal characteristics.
[ "Houtao Deng, George Runger, Eugene Tuv, Martyanov Vladimir", "['Houtao Deng' 'George Runger' 'Eugene Tuv' 'Martyanov Vladimir']" ]
cs.LG
10.5121/ijist.2013.3103
1302.2436
null
null
http://arxiv.org/abs/1302.2436v1
2013-02-11T10:29:17Z
2013-02-11T10:29:17Z
Extracting useful rules through improved decision tree induction using information entropy
Classification is widely used technique in the data mining domain, where scalability and efficiency are the immediate problems in classification algorithms for large databases. We suggest improvements to the existing C4.5 decision tree algorithm. In this paper attribute oriented induction (AOI) and relevance analysis are incorporated with concept hierarchys knowledge and HeightBalancePriority algorithm for construction of decision tree along with Multi level mining. The assignment of priorities to attributes is done by evaluating information entropy, at different levels of abstraction for building decision tree using HeightBalancePriority algorithm. Modified DMQL queries are used to understand and explore the shortcomings of the decision trees generated by C4.5 classifier for education dataset and the results are compared with the proposed approach.
[ "Mohd Mahmood Ali, Mohd S Qaseem, Lakshmi Rajamani, A Govardhan", "['Mohd Mahmood Ali' 'Mohd S Qaseem' 'Lakshmi Rajamani' 'A Govardhan']" ]
cs.LG
null
1302.2550
null
null
http://arxiv.org/pdf/1302.2550v1
2013-02-11T17:44:10Z
2013-02-11T17:44:10Z
Online Regret Bounds for Undiscounted Continuous Reinforcement Learning
We derive sublinear regret bounds for undiscounted reinforcement learning in continuous state space. The proposed algorithm combines state aggregation with the use of upper confidence bounds for implementing optimism in the face of uncertainty. Beside the existence of an optimal policy which satisfies the Poisson equation, the only assumptions made are Holder continuity of rewards and transition probabilities.
[ "Ronald Ortner and Daniil Ryabko", "['Ronald Ortner' 'Daniil Ryabko']" ]
cs.LG
null
1302.2552
null
null
http://arxiv.org/pdf/1302.2552v1
2013-02-11T17:49:38Z
2013-02-11T17:49:38Z
Selecting the State-Representation in Reinforcement Learning
The problem of selecting the right state-representation in a reinforcement learning problem is considered. Several models (functions mapping past observations to a finite set) of the observations are given, and it is known that for at least one of these models the resulting state dynamics are indeed Markovian. Without knowing neither which of the models is the correct one, nor what are the probabilistic characteristics of the resulting MDP, it is required to obtain as much reward as the optimal policy for the correct model (or for the best of the correct models, if there are several). We propose an algorithm that achieves that, with a regret of order T^{2/3} where T is the horizon time.
[ "Odalric-Ambrym Maillard, R\\'emi Munos, Daniil Ryabko", "['Odalric-Ambrym Maillard' 'Rémi Munos' 'Daniil Ryabko']" ]
cs.LG
null
1302.2553
null
null
http://arxiv.org/pdf/1302.2553v2
2013-03-18T09:11:15Z
2013-02-11T17:55:49Z
Optimal Regret Bounds for Selecting the State Representation in Reinforcement Learning
We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations (mapping histories of past interactions to a discrete state space) of the environment with unknown dynamics, only some of which result in an MDP. The goal is to minimize the average regret criterion against an agent who knows an MDP representation giving the highest optimal reward, and acts optimally in it. Recent regret bounds for this setting are of order $O(T^{2/3})$ with an additive term constant yet exponential in some characteristics of the optimal MDP. We propose an algorithm whose regret after $T$ time steps is $O(\sqrt{T})$, with all constants reasonably small. This is optimal in $T$ since $O(\sqrt{T})$ is the optimal regret in the setting of learning in a (single discrete) MDP.
[ "Odalric-Ambrym Maillard, Phuong Nguyen, Ronald Ortner, Daniil Ryabko", "['Odalric-Ambrym Maillard' 'Phuong Nguyen' 'Ronald Ortner' 'Daniil Ryabko']" ]
cs.LG stat.ML
null
1302.2576
null
null
http://arxiv.org/pdf/1302.2576v1
2013-02-11T19:16:25Z
2013-02-11T19:16:25Z
The trace norm constrained matrix-variate Gaussian process for multitask bipartite ranking
We propose a novel hierarchical model for multitask bipartite ranking. The proposed approach combines a matrix-variate Gaussian process with a generative model for task-wise bipartite ranking. In addition, we employ a novel trace constrained variational inference approach to impose low rank structure on the posterior matrix-variate Gaussian process. The resulting posterior covariance function is derived in closed form, and the posterior mean function is the solution to a matrix-variate regression with a novel spectral elastic net regularizer. Further, we show that variational inference for the trace constrained matrix-variate Gaussian process combined with maximum likelihood parameter estimation for the bipartite ranking model is jointly convex. Our motivating application is the prioritization of candidate disease genes. The goal of this task is to aid the identification of unobserved associations between human genes and diseases using a small set of observed associations as well as kernels induced by gene-gene interaction networks and disease ontologies. Our experimental results illustrate the performance of the proposed model on real world datasets. Moreover, we find that the resulting low rank solution improves the computational scalability of training and testing as compared to baseline models.
[ "Oluwasanmi Koyejo and Cheng Lee and Joydeep Ghosh", "['Oluwasanmi Koyejo' 'Cheng Lee' 'Joydeep Ghosh']" ]
stat.ML cs.LG
10.1007/978-3-642-38679-4_50
1302.2645
null
null
http://arxiv.org/abs/1302.2645v2
2013-05-04T01:22:48Z
2013-02-11T21:14:43Z
Geometrical complexity of data approximators
There are many methods developed to approximate a cloud of vectors embedded in high-dimensional space by simpler objects: starting from principal points and linear manifolds to self-organizing maps, neural gas, elastic maps, various types of principal curves and principal trees, and so on. For each type of approximators the measure of the approximator complexity was developed too. These measures are necessary to find the balance between accuracy and complexity and to define the optimal approximations of a given type. We propose a measure of complexity (geometrical complexity) which is applicable to approximators of several types and which allows comparing data approximations of different types.
[ "E. M. Mirkes, A. Zinovyev, A. N. Gorban", "['E. M. Mirkes' 'A. Zinovyev' 'A. N. Gorban']" ]
cs.SI cs.LG stat.ML
10.3934/dcdsb.2014.19.1335
1302.2671
null
null
http://arxiv.org/abs/1302.2671v3
2014-04-30T23:42:52Z
2013-02-12T00:01:02Z
Latent Self-Exciting Point Process Model for Spatial-Temporal Networks
We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a scenario where certain interaction events lack information about participants. Instead, this information needs to be inferred from the available observations. We develop an efficient approximate algorithm based on variational expectation-maximization to infer unknown participants in an event given the location and the time of the event. We validate the model on synthetic as well as real-world data, and obtain very promising results on the identity-inference task. We also use our model to predict the timing and participants of future events, and demonstrate that it compares favorably with baseline approaches.
[ "['Yoon-Sik Cho' 'Aram Galstyan' 'P. Jeffrey Brantingham' 'George Tita']", "Yoon-Sik Cho, Aram Galstyan, P. Jeffrey Brantingham, George Tita" ]
stat.ML cs.GT cs.LG
null
1302.2672
null
null
http://arxiv.org/pdf/1302.2672v1
2013-02-12T00:14:44Z
2013-02-12T00:14:44Z
Competing With Strategies
We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the standard methods for minimizing the usual notion of regret fail, through our analysis we demonstrate existence of regret-minimization methods that compete with such sets of strategies as: autoregressive algorithms, strategies based on statistical models, regularized least squares, and follow the regularized leader strategies. In several cases we also derive efficient learning algorithms.
[ "['Wei Han' 'Alexander Rakhlin' 'Karthik Sridharan']", "Wei Han, Alexander Rakhlin, Karthik Sridharan" ]
cs.LG cs.SI stat.ML
null
1302.2684
null
null
http://arxiv.org/pdf/1302.2684v4
2013-10-24T21:30:08Z
2013-02-12T01:48:14Z
A Tensor Approach to Learning Mixed Membership Community Models
Community detection is the task of detecting hidden communities from observed interactions. Guaranteed community detection has so far been mostly limited to models with non-overlapping communities such as the stochastic block model. In this paper, we remove this restriction, and provide guaranteed community detection for a family of probabilistic network models with overlapping communities, termed as the mixed membership Dirichlet model, first introduced by Airoldi et al. This model allows for nodes to have fractional memberships in multiple communities and assumes that the community memberships are drawn from a Dirichlet distribution. Moreover, it contains the stochastic block model as a special case. We propose a unified approach to learning these models via a tensor spectral decomposition method. Our estimator is based on low-order moment tensor of the observed network, consisting of 3-star counts. Our learning method is fast and is based on simple linear algebraic operations, e.g. singular value decomposition and tensor power iterations. We provide guaranteed recovery of community memberships and model parameters and present a careful finite sample analysis of our learning method. As an important special case, our results match the best known scaling requirements for the (homogeneous) stochastic block model.
[ "['Anima Anandkumar' 'Rong Ge' 'Daniel Hsu' 'Sham M. Kakade']", "Anima Anandkumar, Rong Ge, Daniel Hsu, Sham M. Kakade" ]
cs.LG cs.DS stat.ML
null
1302.2752
null
null
http://arxiv.org/pdf/1302.2752v3
2015-03-25T12:18:55Z
2013-02-12T10:20:21Z
Adaptive Metric Dimensionality Reduction
We study adaptive data-dependent dimensionality reduction in the context of supervised learning in general metric spaces. Our main statistical contribution is a generalization bound for Lipschitz functions in metric spaces that are doubling, or nearly doubling. On the algorithmic front, we describe an analogue of PCA for metric spaces: namely an efficient procedure that approximates the data's intrinsic dimension, which is often much lower than the ambient dimension. Our approach thus leverages the dual benefits of low dimensionality: (1) more efficient algorithms, e.g., for proximity search, and (2) more optimistic generalization bounds.
[ "Lee-Ad Gottlieb, Aryeh Kontorovich, Robert Krauthgamer", "['Lee-Ad Gottlieb' 'Aryeh Kontorovich' 'Robert Krauthgamer']" ]
cs.LG cs.IT math.AG math.IT stat.ML
null
1302.2767
null
null
http://arxiv.org/pdf/1302.2767v2
2013-11-02T14:02:46Z
2013-02-12T12:15:20Z
Coherence and sufficient sampling densities for reconstruction in compressed sensing
We give a new, very general, formulation of the compressed sensing problem in terms of coordinate projections of an analytic variety, and derive sufficient sampling rates for signal reconstruction. Our bounds are linear in the coherence of the signal space, a geometric parameter independent of the specific signal and measurement, and logarithmic in the ambient dimension where the signal is presented. We exemplify our approach by deriving sufficient sampling densities for low-rank matrix completion and distance matrix completion which are independent of the true matrix.
[ "['Franz J. Király' 'Louis Theran']", "Franz J. Kir\\'aly and Louis Theran" ]
cs.LG
null
1302.3219
null
null
http://arxiv.org/pdf/1302.3219v1
2013-02-13T08:48:53Z
2013-02-13T08:48:53Z
An Efficient Dual Approach to Distance Metric Learning
Distance metric learning is of fundamental interest in machine learning because the distance metric employed can significantly affect the performance of many learning methods. Quadratic Mahalanobis metric learning is a popular approach to the problem, but typically requires solving a semidefinite programming (SDP) problem, which is computationally expensive. Standard interior-point SDP solvers typically have a complexity of $O(D^{6.5})$ (with $D$ the dimension of input data), and can thus only practically solve problems exhibiting less than a few thousand variables. Since the number of variables is $D (D+1) / 2 $, this implies a limit upon the size of problem that can practically be solved of around a few hundred dimensions. The complexity of the popular quadratic Mahalanobis metric learning approach thus limits the size of problem to which metric learning can be applied. Here we propose a significantly more efficient approach to the metric learning problem based on the Lagrange dual formulation of the problem. The proposed formulation is much simpler to implement, and therefore allows much larger Mahalanobis metric learning problems to be solved. The time complexity of the proposed method is $O (D ^ 3) $, which is significantly lower than that of the SDP approach. Experiments on a variety of datasets demonstrate that the proposed method achieves an accuracy comparable to the state-of-the-art, but is applicable to significantly larger problems. We also show that the proposed method can be applied to solve more general Frobenius-norm regularized SDP problems approximately.
[ "Chunhua Shen, Junae Kim, Fayao Liu, Lei Wang, Anton van den Hengel", "['Chunhua Shen' 'Junae Kim' 'Fayao Liu' 'Lei Wang' 'Anton van den Hengel']" ]
cs.LG
null
1302.3268
null
null
http://arxiv.org/pdf/1302.3268v2
2013-05-20T15:02:15Z
2013-02-13T22:42:44Z
Adaptive Crowdsourcing Algorithms for the Bandit Survey Problem
Very recently crowdsourcing has become the de facto platform for distributing and collecting human computation for a wide range of tasks and applications such as information retrieval, natural language processing and machine learning. Current crowdsourcing platforms have some limitations in the area of quality control. Most of the effort to ensure good quality has to be done by the experimenter who has to manage the number of workers needed to reach good results. We propose a simple model for adaptive quality control in crowdsourced multiple-choice tasks which we call the \emph{bandit survey problem}. This model is related to, but technically different from the well-known multi-armed bandit problem. We present several algorithms for this problem, and support them with analysis and simulations. Our approach is based in our experience conducting relevance evaluation for a large commercial search engine.
[ "Ittai Abraham, Omar Alonso, Vasilis Kandylas and Aleksandrs Slivkins", "['Ittai Abraham' 'Omar Alonso' 'Vasilis Kandylas' 'Aleksandrs Slivkins']" ]
cs.LG
10.1109/TPAMI.2014.2315792
1302.3283
null
null
http://arxiv.org/abs/1302.3283v4
2020-03-09T03:33:35Z
2013-02-14T01:01:24Z
StructBoost: Boosting Methods for Predicting Structured Output Variables
Boosting is a method for learning a single accurate predictor by linearly combining a set of less accurate weak learners. Recently, structured learning has found many applications in computer vision. Inspired by structured support vector machines (SSVM), here we propose a new boosting algorithm for structured output prediction, which we refer to as StructBoost. StructBoost supports nonlinear structured learning by combining a set of weak structured learners. As SSVM generalizes SVM, our StructBoost generalizes standard boosting approaches such as AdaBoost, or LPBoost to structured learning. The resulting optimization problem of StructBoost is more challenging than SSVM in the sense that it may involve exponentially many variables and constraints. In contrast, for SSVM one usually has an exponential number of constraints and a cutting-plane method is used. In order to efficiently solve StructBoost, we formulate an equivalent $ 1 $-slack formulation and solve it using a combination of cutting planes and column generation. We show the versatility and usefulness of StructBoost on a range of problems such as optimizing the tree loss for hierarchical multi-class classification, optimizing the Pascal overlap criterion for robust visual tracking and learning conditional random field parameters for image segmentation.
[ "Chunhua Shen, Guosheng Lin, Anton van den Hengel", "['Chunhua Shen' 'Guosheng Lin' 'Anton van den Hengel']" ]
stat.ML cs.IT cs.LG math.IT math.ST stat.TH
null
1302.3407
null
null
http://arxiv.org/pdf/1302.3407v1
2013-02-14T14:15:14Z
2013-02-14T14:15:14Z
A consistent clustering-based approach to estimating the number of change-points in highly dependent time-series
The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is provably impossible. However, it is shown that a consistent clustering method may be used to estimate the number of change points, under the additional constraint that the correct number of process distributions that generate the data is provided. This additional parameter has a natural interpretation in many real-world applications. An algorithm is proposed that estimates the number of change-points and locates the changes. The proposed algorithm is shown to be asymptotically consistent; its empirical evaluations are provided.
[ "['Azaden Khaleghi' 'Daniil Ryabko']", "Azaden Khaleghi and Daniil Ryabko" ]
math.ST cs.LG cs.NA math.PR stat.TH
null
1302.3447
null
null
http://arxiv.org/pdf/1302.3447v1
2013-02-13T18:13:23Z
2013-02-13T18:13:23Z
Exact Methods for Multistage Estimation of a Binomial Proportion
We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence level. In particular, we establish the uniform controllability of coverage probability and the asymptotic optimality for such a family of sampling schemes. Our theoretical results establish the possibility that the parameters of this family of sampling schemes can be determined so that the prescribed level of confidence is guaranteed with little waste of samples. Analytic bounds for the cumulative distribution functions and expectations of sample numbers are derived. Moreover, we discuss the inherent connection of various sampling schemes. Numerical issues are addressed for improving the accuracy and efficiency of computation. Computational experiments are conducted for comparing sampling schemes. Illustrative examples are given for applications in clinical trials.
[ "Zhengjia Chen and Xinjia Chen", "['Zhengjia Chen' 'Xinjia Chen']" ]
cs.AI cs.LG stat.ML
null
1302.3566
null
null
http://arxiv.org/pdf/1302.3566v1
2013-02-13T14:12:58Z
2013-02-13T14:12:58Z
Learning Equivalence Classes of Bayesian Networks Structures
Approaches to learning Bayesian networks from data typically combine a scoring function with a heuristic search procedure. Given a Bayesian network structure, many of the scoring functions derived in the literature return a score for the entire equivalence class to which the structure belongs. When using such a scoring function, it is appropriate for the heuristic search algorithm to search over equivalence classes of Bayesian networks as opposed to individual structures. We present the general formulation of a search space for which the states of the search correspond to equivalence classes of structures. Using this space, any one of a number of heuristic search algorithms can easily be applied. We compare greedy search performance in the proposed search space to greedy search performance in a search space for which the states correspond to individual Bayesian network structures.
[ "David Maxwell Chickering", "['David Maxwell Chickering']" ]
cs.LG cs.AI stat.ML
null
1302.3567
null
null
http://arxiv.org/pdf/1302.3567v2
2015-05-17T00:07:34Z
2013-02-13T14:13:03Z
Efficient Approximations for the Marginal Likelihood of Incomplete Data Given a Bayesian Network
We discuss Bayesian methods for learning Bayesian networks when data sets are incomplete. In particular, we examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. We consider the Laplace approximation and the less accurate but more efficient BIC/MDL approximation. We also consider approximations proposed by Draper (1993) and Cheeseman and Stutz (1995). These approximations are as efficient as BIC/MDL, but their accuracy has not been studied in any depth. We compare the accuracy of these approximations under the assumption that the Laplace approximation is the most accurate. In experiments using synthetic data generated from discrete naive-Bayes models having a hidden root node, we find that the CS measure is the most accurate.
[ "['David Maxwell Chickering' 'David Heckerman']", "David Maxwell Chickering, David Heckerman" ]
cs.AI cs.LG stat.ML
null
1302.3577
null
null
http://arxiv.org/pdf/1302.3577v1
2013-02-13T14:14:02Z
2013-02-13T14:14:02Z
Learning Bayesian Networks with Local Structure
In this paper we examine a novel addition to the known methods for learning Bayesian networks from data that improves the quality of the learned networks. Our approach explicitly represents and learns the local structure in the conditional probability tables (CPTs), that quantify these networks. This increases the space of possible models, enabling the representation of CPTs with a variable number of parameters that depends on the learned local structures. The resulting learning procedure is capable of inducing models that better emulate the real complexity of the interactions present in the data. We describe the theoretical foundations and practical aspects of learning local structures, as well as an empirical evaluation of the proposed method. This evaluation indicates that learning curves characterizing the procedure that exploits the local structure converge faster than these of the standard procedure. Our results also show that networks learned with local structure tend to be more complex (in terms of arcs), yet require less parameters.
[ "['Nir Friedman' 'Moises Goldszmidt']", "Nir Friedman, Moises Goldszmidt" ]
cs.LG stat.ML
null
1302.3579
null
null
http://arxiv.org/pdf/1302.3579v1
2013-02-13T14:14:13Z
2013-02-13T14:14:13Z
On the Sample Complexity of Learning Bayesian Networks
In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown that this learning procedure is asymptotically successful: with probability one, it will converge to the target distribution, given a sufficient number of samples. However, the rate of this convergence has been hitherto unknown. In this work we examine the sample complexity of MDL based learning procedures for Bayesian networks. We show that the number of samples needed to learn an epsilon-close approximation (in terms of entropy distance) with confidence delta is O((1/epsilon)^(4/3)log(1/epsilon)log(1/delta)loglog (1/delta)). This means that the sample complexity is a low-order polynomial in the error threshold and sub-linear in the confidence bound. We also discuss how the constants in this term depend on the complexity of the target distribution. Finally, we address questions of asymptotic minimality and propose a method for using the sample complexity results to speed up the learning process.
[ "Nir Friedman, Zohar Yakhini", "['Nir Friedman' 'Zohar Yakhini']" ]
cs.LG cs.AI stat.ML
null
1302.3580
null
null
http://arxiv.org/pdf/1302.3580v2
2015-05-16T23:35:58Z
2013-02-13T14:14:19Z
Asymptotic Model Selection for Directed Networks with Hidden Variables
We extend the Bayesian Information Criterion (BIC), an asymptotic approximation for the marginal likelihood, to Bayesian networks with hidden variables. This approximation can be used to select models given large samples of data. The standard BIC as well as our extension punishes the complexity of a model according to the dimension of its parameters. We argue that the dimension of a Bayesian network with hidden variables is the rank of the Jacobian matrix of the transformation between the parameters of the network and the parameters of the observable variables. We compute the dimensions of several networks including the naive Bayes model with a hidden root node.
[ "['Dan Geiger' 'David Heckerman' 'Christopher Meek']", "Dan Geiger, David Heckerman, Christopher Meek" ]
cs.LG q-bio.NC stat.AP stat.ML
null
1302.3590
null
null
http://arxiv.org/pdf/1302.3590v1
2013-02-13T14:15:20Z
2013-02-13T14:15:20Z
Bayesian Learning of Loglinear Models for Neural Connectivity
This paper presents a Bayesian approach to learning the connectivity structure of a group of neurons from data on configuration frequencies. A major objective of the research is to provide statistical tools for detecting changes in firing patterns with changing stimuli. Our framework is not restricted to the well-understood case of pair interactions, but generalizes the Boltzmann machine model to allow for higher order interactions. The paper applies a Markov Chain Monte Carlo Model Composition (MC3) algorithm to search over connectivity structures and uses Laplace's method to approximate posterior probabilities of structures. Performance of the methods was tested on synthetic data. The models were also applied to data obtained by Vaadia on multi-unit recordings of several neurons in the visual cortex of a rhesus monkey in two different attentional states. Results confirmed the experimenters' conjecture that different attentional states were associated with different interaction structures.
[ "['Kathryn Blackmond Laskey' 'Laura Martignon']", "Kathryn Blackmond Laskey, Laura Martignon" ]
stat.ML cs.LG cs.SI
null
1302.3639
null
null
http://arxiv.org/pdf/1302.3639v5
2013-12-13T04:20:34Z
2013-02-14T22:12:40Z
A Latent Source Model for Nonparametric Time Series Classification
For classifying time series, a nearest-neighbor approach is widely used in practice with performance often competitive with or better than more elaborate methods such as neural networks, decision trees, and support vector machines. We develop theoretical justification for the effectiveness of nearest-neighbor-like classification of time series. Our guiding hypothesis is that in many applications, such as forecasting which topics will become trends on Twitter, there aren't actually that many prototypical time series to begin with, relative to the number of time series we have access to, e.g., topics become trends on Twitter only in a few distinct manners whereas we can collect massive amounts of Twitter data. To operationalize this hypothesis, we propose a latent source model for time series, which naturally leads to a "weighted majority voting" classification rule that can be approximated by a nearest-neighbor classifier. We establish nonasymptotic performance guarantees of both weighted majority voting and nearest-neighbor classification under our model accounting for how much of the time series we observe and the model complexity. Experimental results on synthetic data show weighted majority voting achieving the same misclassification rate as nearest-neighbor classification while observing less of the time series. We then use weighted majority to forecast which news topics on Twitter become trends, where we are able to detect such "trending topics" in advance of Twitter 79% of the time, with a mean early advantage of 1 hour and 26 minutes, a true positive rate of 95%, and a false positive rate of 4%.
[ "['George H. Chen' 'Stanislav Nikolov' 'Devavrat Shah']", "George H. Chen, Stanislav Nikolov, Devavrat Shah" ]
cs.LG q-bio.QM stat.ML
null
1302.3668
null
null
http://arxiv.org/pdf/1302.3668v1
2013-02-15T03:54:53Z
2013-02-15T03:54:53Z
Bio-inspired data mining: Treating malware signatures as biosequences
The application of machine learning to bioinformatics problems is well established. Less well understood is the application of bioinformatics techniques to machine learning and, in particular, the representation of non-biological data as biosequences. The aim of this paper is to explore the effects of giving amino acid representation to problematic machine learning data and to evaluate the benefits of supplementing traditional machine learning with bioinformatics tools and techniques. The signatures of 60 computer viruses and 60 computer worms were converted into amino acid representations and first multiply aligned separately to identify conserved regions across different families within each class (virus and worm). This was followed by a second alignment of all 120 aligned signatures together so that non-conserved regions were identified prior to input to a number of machine learning techniques. Differences in length between virus and worm signatures after the first alignment were resolved by the second alignment. Our first set of experiments indicates that representing computer malware signatures as amino acid sequences followed by alignment leads to greater classification and prediction accuracy. Our second set of experiments indicates that checking the results of data mining from artificial virus and worm data against known proteins can lead to generalizations being made from the domain of naturally occurring proteins to malware signatures. However, further work is needed to determine the advantages and disadvantages of different representations and sequence alignment methods for handling problematic machine learning data.
[ "Ajit Narayanan and Yi Chen", "['Ajit Narayanan' 'Yi Chen']" ]
stat.ML cs.LG
null
1302.3700
null
null
http://arxiv.org/pdf/1302.3700v1
2013-02-15T08:16:14Z
2013-02-15T08:16:14Z
Density Ratio Hidden Markov Models
Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however, their classification performance is a drawback. In this paper we apply ideas from the field of density ratio estimation to bypass the difficult step of learning likelihood functions in HMMs. By reformulating inference and model fitting in terms of density ratios and applying a fast kernel-based estimation method, we show that it is possible to obtain a striking increase in discriminative performance while retaining the probabilistic qualities of the HMM. We demonstrate experimentally that this formulation makes more efficient use of training data than alternative approaches.
[ "John A. Quinn, Masashi Sugiyama", "['John A. Quinn' 'Masashi Sugiyama']" ]
cs.LG
null
1302.3721
null
null
http://arxiv.org/pdf/1302.3721v1
2013-02-15T10:48:57Z
2013-02-15T10:48:57Z
Thompson Sampling in Switching Environments with Bayesian Online Change Point Detection
Thompson Sampling has recently been shown to be optimal in the Bernoulli Multi-Armed Bandit setting[Kaufmann et al., 2012]. This bandit problem assumes stationary distributions for the rewards. It is often unrealistic to model the real world as a stationary distribution. In this paper we derive and evaluate algorithms using Thompson Sampling for a Switching Multi-Armed Bandit Problem. We propose a Thompson Sampling strategy equipped with a Bayesian change point mechanism to tackle this problem. We develop algorithms for a variety of cases with constant switching rate: when switching occurs all arms change (Global Switching), switching occurs independently for each arm (Per-Arm Switching), when the switching rate is known and when it must be inferred from data. This leads to a family of algorithms we collectively term Change-Point Thompson Sampling (CTS). We show empirical results of the algorithm in 4 artificial environments, and 2 derived from real world data; news click-through[Yahoo!, 2011] and foreign exchange data[Dukascopy, 2012], comparing them to some other bandit algorithms. In real world data CTS is the most effective.
[ "Joseph Mellor, Jonathan Shapiro", "['Joseph Mellor' 'Jonathan Shapiro']" ]
cs.NE cs.LG stat.ML
null
1302.3931
null
null
http://arxiv.org/pdf/1302.3931v7
2013-10-09T16:55:26Z
2013-02-16T05:49:15Z
Understanding Boltzmann Machine and Deep Learning via A Confident Information First Principle
Typical dimensionality reduction methods focus on directly reducing the number of random variables while retaining maximal variations in the data. In this paper, we consider the dimensionality reduction in parameter spaces of binary multivariate distributions. We propose a general Confident-Information-First (CIF) principle to maximally preserve parameters with confident estimates and rule out unreliable or noisy parameters. Formally, the confidence of a parameter can be assessed by its Fisher information, which establishes a connection with the inverse variance of any unbiased estimate for the parameter via the Cram\'{e}r-Rao bound. We then revisit Boltzmann machines (BM) and theoretically show that both single-layer BM without hidden units (SBM) and restricted BM (RBM) can be solidly derived using the CIF principle. This can not only help us uncover and formalize the essential parts of the target density that SBM and RBM capture, but also suggest that the deep neural network consisting of several layers of RBM can be seen as the layer-wise application of CIF. Guided by the theoretical analysis, we develop a sample-specific CIF-based contrastive divergence (CD-CIF) algorithm for SBM and a CIF-based iterative projection procedure (IP) for RBM. Both CD-CIF and IP are studied in a series of density estimation experiments.
[ "Xiaozhao Zhao and Yuexian Hou and Qian Yu and Dawei Song and Wenjie Li", "['Xiaozhao Zhao' 'Yuexian Hou' 'Qian Yu' 'Dawei Song' 'Wenjie Li']" ]
cs.LG stat.ML
null
1302.3956
null
null
http://arxiv.org/pdf/1302.3956v1
2013-02-16T11:10:17Z
2013-02-16T11:10:17Z
Clustering validity based on the most similarity
One basic requirement of many studies is the necessity of classifying data. Clustering is a proposed method for summarizing networks. Clustering methods can be divided into two categories named model-based approaches and algorithmic approaches. Since the most of clustering methods depend on their input parameters, it is important to evaluate the result of a clustering algorithm with its different input parameters, to choose the most appropriate one. There are several clustering validity techniques based on inner density and outer density of clusters that represent different metrics to choose the most appropriate clustering independent of the input parameters. According to dependency of previous methods on the input parameters, one challenge in facing with large systems, is to complete data incrementally that effects on the final choice of the most appropriate clustering. Those methods define the existence of high intensity in a cluster, and low intensity among different clusters as the measure of choosing the optimal clustering. This measure has a tremendous problem, not availing all data at the first stage. In this paper, we introduce an efficient measure in which maximum number of repetitions for various initial values occurs.
[ "Raheleh Namayandeh, Farzad Didehvar, Zahra Shojaei", "['Raheleh Namayandeh' 'Farzad Didehvar' 'Zahra Shojaei']" ]
cs.NE cs.LG stat.ML
null
1302.4141
null
null
http://arxiv.org/pdf/1302.4141v1
2013-02-18T00:28:31Z
2013-02-18T00:28:31Z
Canonical dual solutions to nonconvex radial basis neural network optimization problem
Radial Basis Functions Neural Networks (RBFNNs) are tools widely used in regression problems. One of their principal drawbacks is that the formulation corresponding to the training with the supervision of both the centers and the weights is a highly non-convex optimization problem, which leads to some fundamentally difficulties for traditional optimization theory and methods. This paper presents a generalized canonical duality theory for solving this challenging problem. We demonstrate that by sequential canonical dual transformations, the nonconvex optimization problem of the RBFNN can be reformulated as a canonical dual problem (without duality gap). Both global optimal solution and local extrema can be classified. Several applications to one of the most used Radial Basis Functions, the Gaussian function, are illustrated. Our results show that even for one-dimensional case, the global minimizer of the nonconvex problem may not be the best solution to the RBFNNs, and the canonical dual theory is a promising tool for solving general neural networks training problems.
[ "['Vittorio Latorre' 'David Yang Gao']", "Vittorio Latorre and David Yang Gao" ]
cs.LG stat.ML
10.1109/ICASSP.2014.6854993
1302.4242
null
null
http://arxiv.org/abs/1302.4242v2
2013-02-26T09:19:18Z
2013-02-18T12:25:07Z
Metrics for Multivariate Dictionaries
Overcomplete representations and dictionary learning algorithms kept attracting a growing interest in the machine learning community. This paper addresses the emerging problem of comparing multivariate overcomplete representations. Despite a recurrent need to rely on a distance for learning or assessing multivariate overcomplete representations, no metrics in their underlying spaces have yet been proposed. Henceforth we propose to study overcomplete representations from the perspective of frame theory and matrix manifolds. We consider distances between multivariate dictionaries as distances between their spans which reveal to be elements of a Grassmannian manifold. We introduce Wasserstein-like set-metrics defined on Grassmannian spaces and study their properties both theoretically and numerically. Indeed a deep experimental study based on tailored synthetic datasetsand real EEG signals for Brain-Computer Interfaces (BCI) have been conducted. In particular, the introduced metrics have been embedded in clustering algorithm and applied to BCI Competition IV-2a for dataset quality assessment. Besides, a principled connection is made between three close but still disjoint research fields, namely, Grassmannian packing, dictionary learning and compressed sensing.
[ "['Sylvain Chevallier' 'Quentin Barthélemy' 'Jamal Atif']", "Sylvain Chevallier and Quentin Barth\\'elemy and Jamal Atif" ]
cs.LG stat.ML
null
1302.4297
null
null
http://arxiv.org/pdf/1302.4297v3
2013-05-14T21:35:25Z
2013-02-18T15:00:47Z
Feature Multi-Selection among Subjective Features
When dealing with subjective, noisy, or otherwise nebulous features, the "wisdom of crowds" suggests that one may benefit from multiple judgments of the same feature on the same object. We give theoretically-motivated `feature multi-selection' algorithms that choose, among a large set of candidate features, not only which features to judge but how many times to judge each one. We demonstrate the effectiveness of this approach for linear regression on a crowdsourced learning task of predicting people's height and weight from photos, using features such as 'gender' and 'estimated weight' as well as culturally fraught ones such as 'attractive'.
[ "Sivan Sabato and Adam Kalai", "['Sivan Sabato' 'Adam Kalai']" ]
math.FA cs.LG stat.ML
null
1302.4343
null
null
http://arxiv.org/pdf/1302.4343v1
2013-02-18T16:42:27Z
2013-02-18T16:42:27Z
On Translation Invariant Kernels and Screw Functions
We explore the connection between Hilbertian metrics and positive definite kernels on the real line. In particular, we look at a well-known characterization of translation invariant Hilbertian metrics on the real line by von Neumann and Schoenberg (1941). Using this result we are able to give an alternate proof of Bochner's theorem for translation invariant positive definite kernels on the real line (Rudin, 1962).
[ "Purushottam Kar and Harish Karnick", "['Purushottam Kar' 'Harish Karnick']" ]
cs.LG stat.ML
null
1302.4387
null
null
http://arxiv.org/pdf/1302.4387v2
2013-06-01T09:35:15Z
2013-02-18T18:46:37Z
Online Learning with Switching Costs and Other Adaptive Adversaries
We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret, also known as policy regret, which better captures the adversary's adaptiveness to the player's behavior. In a setting where losses are allowed to drift, we characterize ---in a nearly complete manner--- the power of adaptive adversaries with bounded memories and switching costs. In particular, we show that with switching costs, the attainable rate with bandit feedback is $\widetilde{\Theta}(T^{2/3})$. Interestingly, this rate is significantly worse than the $\Theta(\sqrt{T})$ rate attainable with switching costs in the full-information case. Via a novel reduction from experts to bandits, we also show that a bounded memory adversary can force $\widetilde{\Theta}(T^{2/3})$ regret even in the full information case, proving that switching costs are easier to control than bounded memory adversaries. Our lower bounds rely on a new stochastic adversary strategy that generates loss processes with strong dependencies.
[ "Nicolo Cesa-Bianchi, Ofer Dekel and Ohad Shamir", "['Nicolo Cesa-Bianchi' 'Ofer Dekel' 'Ohad Shamir']" ]
stat.ML cs.LG
null
1302.4389
null
null
http://arxiv.org/pdf/1302.4389v4
2013-09-20T08:54:35Z
2013-02-18T18:59:07Z
Maxout Networks
We consider the problem of designing models to leverage a recently introduced approximate model averaging technique called dropout. We define a simple new model called maxout (so named because its output is the max of a set of inputs, and because it is a natural companion to dropout) designed to both facilitate optimization by dropout and improve the accuracy of dropout's fast approximate model averaging technique. We empirically verify that the model successfully accomplishes both of these tasks. We use maxout and dropout to demonstrate state of the art classification performance on four benchmark datasets: MNIST, CIFAR-10, CIFAR-100, and SVHN.
[ "['Ian J. Goodfellow' 'David Warde-Farley' 'Mehdi Mirza' 'Aaron Courville'\n 'Yoshua Bengio']", "Ian J. Goodfellow and David Warde-Farley and Mehdi Mirza and Aaron\n Courville and Yoshua Bengio" ]
cs.LG stat.ML
null
1302.4549
null
null
http://arxiv.org/pdf/1302.4549v2
2013-02-20T08:35:39Z
2013-02-19T09:21:09Z
Breaking the Small Cluster Barrier of Graph Clustering
This paper investigates graph clustering in the planted cluster model in the presence of {\em small clusters}. Traditional results dictate that for an algorithm to provably correctly recover the clusters, {\em all} clusters must be sufficiently large (in particular, $\tilde{\Omega}(\sqrt{n})$ where $n$ is the number of nodes of the graph). We show that this is not really a restriction: by a more refined analysis of the trace-norm based recovery approach proposed in Jalali et al. (2011) and Chen et al. (2012), we prove that small clusters, under certain mild assumptions, do not hinder recovery of large ones. Based on this result, we further devise an iterative algorithm to recover {\em almost all clusters} via a "peeling strategy", i.e., recover large clusters first, leading to a reduced problem, and repeat this procedure. These results are extended to the {\em partial observation} setting, in which only a (chosen) part of the graph is observed.The peeling strategy gives rise to an active learning algorithm, in which edges adjacent to smaller clusters are queried more often as large clusters are learned (and removed). From a high level, this paper sheds novel insights on high-dimensional statistics and learning structured data, by presenting a structured matrix learning problem for which a one shot convex relaxation approach necessarily fails, but a carefully constructed sequence of convex relaxationsdoes the job.
[ "Nir Ailon and Yudong Chen and Xu Huan", "['Nir Ailon' 'Yudong Chen' 'Xu Huan']" ]
stat.ML cs.LG cs.PF
10.1109/LCOMM.2013.082113.131131
1302.4773
null
null
http://arxiv.org/abs/1302.4773v1
2013-02-19T22:59:44Z
2013-02-19T22:59:44Z
Optimal Discriminant Functions Based On Sampled Distribution Distance for Modulation Classification
In this letter, we derive the optimal discriminant functions for modulation classification based on the sampled distribution distance. The proposed method classifies various candidate constellations using a low complexity approach based on the distribution distance at specific testpoints along the cumulative distribution function. This method, based on the Bayesian decision criteria, asymptotically provides the minimum classification error possible given a set of testpoints. Testpoint locations are also optimized to improve classification performance. The method provides significant gains over existing approaches that also use the distribution of the signal features.
[ "Paulo Urriza, Eric Rebeiz, Danijela Cabric", "['Paulo Urriza' 'Eric Rebeiz' 'Danijela Cabric']" ]
cs.CL cs.LG
null
1302.4874
null
null
http://arxiv.org/pdf/1302.4874v1
2013-02-20T11:06:25Z
2013-02-20T11:06:25Z
A Labeled Graph Kernel for Relationship Extraction
In this paper, we propose an approach for Relationship Extraction (RE) based on labeled graph kernels. The kernel we propose is a particularization of a random walk kernel that exploits two properties previously studied in the RE literature: (i) the words between the candidate entities or connecting them in a syntactic representation are particularly likely to carry information regarding the relationship; and (ii) combining information from distinct sources in a kernel may help the RE system make better decisions. We performed experiments on a dataset of protein-protein interactions and the results show that our approach obtains effectiveness values that are comparable with the state-of-the art kernel methods. Moreover, our approach is able to outperform the state-of-the-art kernels when combined with other kernel methods.
[ "Gon\\c{c}alo Sim\\~oes, Helena Galhardas, David Matos", "['Gonçalo Simões' 'Helena Galhardas' 'David Matos']" ]
stat.ML cs.LG
null
1302.4886
null
null
http://arxiv.org/pdf/1302.4886v3
2014-03-05T10:29:18Z
2013-02-20T12:31:30Z
Fast methods for denoising matrix completion formulations, with applications to robust seismic data interpolation
Recent SVD-free matrix factorization formulations have enabled rank minimization for systems with millions of rows and columns, paving the way for matrix completion in extremely large-scale applications, such as seismic data interpolation. In this paper, we consider matrix completion formulations designed to hit a target data-fitting error level provided by the user, and propose an algorithm called LR-BPDN that is able to exploit factorized formulations to solve the corresponding optimization problem. Since practitioners typically have strong prior knowledge about target error level, this innovation makes it easy to apply the algorithm in practice, leaving only the factor rank to be determined. Within the established framework, we propose two extensions that are highly relevant to solving practical challenges of data interpolation. First, we propose a weighted extension that allows known subspace information to improve the results of matrix completion formulations. We show how this weighting can be used in the context of frequency continuation, an essential aspect to seismic data interpolation. Second, we propose matrix completion formulations that are robust to large measurement errors in the available data. We illustrate the advantages of LR-BPDN on the collaborative filtering problem using the MovieLens 1M, 10M, and Netflix 100M datasets. Then, we use the new method, along with its robust and subspace re-weighted extensions, to obtain high-quality reconstructions for large scale seismic interpolation problems with real data, even in the presence of data contamination.
[ "Aleksandr Y. Aravkin and Rajiv Kumar and Hassan Mansour and Ben Recht\n and Felix J. Herrmann", "['Aleksandr Y. Aravkin' 'Rajiv Kumar' 'Hassan Mansour' 'Ben Recht'\n 'Felix J. Herrmann']" ]
stat.ML cs.LG stat.ME
null
1302.4922
null
null
http://arxiv.org/pdf/1302.4922v4
2013-05-13T13:10:31Z
2013-02-20T14:53:13Z
Structure Discovery in Nonparametric Regression through Compositional Kernel Search
Despite its importance, choosing the structural form of the kernel in nonparametric regression remains a black art. We define a space of kernel structures which are built compositionally by adding and multiplying a small number of base kernels. We present a method for searching over this space of structures which mirrors the scientific discovery process. The learned structures can often decompose functions into interpretable components and enable long-range extrapolation on time-series datasets. Our structure search method outperforms many widely used kernels and kernel combination methods on a variety of prediction tasks.
[ "['David Duvenaud' 'James Robert Lloyd' 'Roger Grosse'\n 'Joshua B. Tenenbaum' 'Zoubin Ghahramani']", "David Duvenaud, James Robert Lloyd, Roger Grosse, Joshua B. Tenenbaum,\n Zoubin Ghahramani" ]
cs.AI cs.LG
null
1302.4949
null
null
http://arxiv.org/pdf/1302.4949v1
2013-02-20T15:20:41Z
2013-02-20T15:20:41Z
A Characterization of the Dirichlet Distribution with Application to Learning Bayesian Networks
We provide a new characterization of the Dirichlet distribution. This characterization implies that under assumptions made by several previous authors for learning belief networks, a Dirichlet prior on the parameters is inevitable.
[ "Dan Geiger, David Heckerman", "['Dan Geiger' 'David Heckerman']" ]
cs.LG cs.AI stat.ML
null
1302.4964
null
null
http://arxiv.org/pdf/1302.4964v1
2013-02-20T15:22:01Z
2013-02-20T15:22:01Z
Estimating Continuous Distributions in Bayesian Classifiers
When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated by a single Gaussian. In this paper we abandon the normality assumption and instead use statistical methods for nonparametric density estimation. For a naive Bayesian classifier, we present experimental results on a variety of natural and artificial domains, comparing two methods of density estimation: assuming normality and modeling each conditional distribution with a single Gaussian; and using nonparametric kernel density estimation. We observe large reductions in error on several natural and artificial data sets, which suggests that kernel estimation is a useful tool for learning Bayesian models.
[ "George H. John, Pat Langley", "['George H. John' 'Pat Langley']" ]
cs.CV cs.LG stat.ML
null
1302.5010
null
null
http://arxiv.org/pdf/1302.5010v2
2014-12-24T00:14:31Z
2013-02-20T16:09:38Z
Matching Pursuit LASSO Part II: Applications and Sparse Recovery over Batch Signals
Matching Pursuit LASSIn Part I \cite{TanPMLPart1}, a Matching Pursuit LASSO ({MPL}) algorithm has been presented for solving large-scale sparse recovery (SR) problems. In this paper, we present a subspace search to further improve the performance of MPL, and then continue to address another major challenge of SR -- batch SR with many signals, a consideration which is absent from most of previous $\ell_1$-norm methods. As a result, a batch-mode {MPL} is developed to vastly speed up sparse recovery of many signals simultaneously. Comprehensive numerical experiments on compressive sensing and face recognition tasks demonstrate the superior performance of MPL and BMPL over other methods considered in this paper, in terms of sparse recovery ability and efficiency. In particular, BMPL is up to 400 times faster than existing $\ell_1$-norm methods considered to be state-of-the-art.O Part II: Applications and Sparse Recovery over Batch Signals
[ "['Mingkui Tan' 'Ivor W. Tsang' 'Li Wang']", "Mingkui Tan and Ivor W. Tsang and Li Wang" ]
cs.CV cs.LG
null
1302.5056
null
null
http://arxiv.org/pdf/1302.5056v1
2013-01-15T18:47:11Z
2013-01-15T18:47:11Z
Pooling-Invariant Image Feature Learning
Unsupervised dictionary learning has been a key component in state-of-the-art computer vision recognition architectures. While highly effective methods exist for patch-based dictionary learning, these methods may learn redundant features after the pooling stage in a given early vision architecture. In this paper, we offer a novel dictionary learning scheme to efficiently take into account the invariance of learned features after the spatial pooling stage. The algorithm is built on simple clustering, and thus enjoys efficiency and scalability. We discuss the underlying mechanism that justifies the use of clustering algorithms, and empirically show that the algorithm finds better dictionaries than patch-based methods with the same dictionary size.
[ "['Yangqing Jia' 'Oriol Vinyals' 'Trevor Darrell']", "Yangqing Jia, Oriol Vinyals, Trevor Darrell" ]
stat.ML cs.LG
null
1302.5125
null
null
http://arxiv.org/pdf/1302.5125v1
2013-02-20T21:20:30Z
2013-02-20T21:20:30Z
High-Dimensional Probability Estimation with Deep Density Models
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations lie on a lower-dimensional manifold of high probability. It has been more difficult, however, to exploit this insight to build explicit, tractable density models for high-dimensional data. In this paper, we introduce the deep density model (DDM), a new approach to density estimation. We exploit insights from deep learning to construct a bijective map to a representation space, under which the transformation of the distribution of the data is approximately factorized and has identical and known marginal densities. The simplicity of the latent distribution under the model allows us to feasibly explore it, and the invertibility of the map to characterize contraction of measure across it. This enables us to compute normalized densities for out-of-sample data. This combination of tractability and flexibility allows us to tackle a variety of probabilistic tasks on high-dimensional datasets, including: rapid computation of normalized densities at test-time without evaluating a partition function; generation of samples without MCMC; and characterization of the joint entropy of the data.
[ "Oren Rippel, Ryan Prescott Adams", "['Oren Rippel' 'Ryan Prescott Adams']" ]
cs.SI cs.LG
null
1302.5145
null
null
http://arxiv.org/pdf/1302.5145v2
2013-03-05T03:35:09Z
2013-02-20T23:15:57Z
Prediction and Clustering in Signed Networks: A Local to Global Perspective
The study of social networks is a burgeoning research area. However, most existing work deals with networks that simply encode whether relationships exist or not. In contrast, relationships in signed networks can be positive ("like", "trust") or negative ("dislike", "distrust"). The theory of social balance shows that signed networks tend to conform to some local patterns that, in turn, induce certain global characteristics. In this paper, we exploit both local as well as global aspects of social balance theory for two fundamental problems in the analysis of signed networks: sign prediction and clustering. Motivated by local patterns of social balance, we first propose two families of sign prediction methods: measures of social imbalance (MOIs), and supervised learning using high order cycles (HOCs). These methods predict signs of edges based on triangles and \ell-cycles for relatively small values of \ell. Interestingly, by examining measures of social imbalance, we show that the classic Katz measure, which is used widely in unsigned link prediction, actually has a balance theoretic interpretation when applied to signed networks. Furthermore, motivated by the global structure of balanced networks, we propose an effective low rank modeling approach for both sign prediction and clustering. For the low rank modeling approach, we provide theoretical performance guarantees via convex relaxations, scale it up to large problem sizes using a matrix factorization based algorithm, and provide extensive experimental validation including comparisons with local approaches. Our experimental results indicate that, by adopting a more global viewpoint of balance structure, we get significant performance and computational gains in prediction and clustering tasks on signed networks. Our work therefore highlights the usefulness of the global aspect of balance theory for the analysis of signed networks.
[ "Kai-Yang Chiang, Cho-Jui Hsieh, Nagarajan Natarajan, Ambuj Tewari and\n Inderjit S. Dhillon", "['Kai-Yang Chiang' 'Cho-Jui Hsieh' 'Nagarajan Natarajan' 'Ambuj Tewari'\n 'Inderjit S. Dhillon']" ]
cs.LG
null
1302.5348
null
null
http://arxiv.org/pdf/1302.5348v3
2013-05-31T21:12:47Z
2013-02-21T17:30:42Z
Graph-based Generalization Bounds for Learning Binary Relations
We investigate the generalizability of learned binary relations: functions that map pairs of instances to a logical indicator. This problem has application in numerous areas of machine learning, such as ranking, entity resolution and link prediction. Our learning framework incorporates an example labeler that, given a sequence $X$ of $n$ instances and a desired training size $m$, subsamples $m$ pairs from $X \times X$ without replacement. The challenge in analyzing this learning scenario is that pairwise combinations of random variables are inherently dependent, which prevents us from using traditional learning-theoretic arguments. We present a unified, graph-based analysis, which allows us to analyze this dependence using well-known graph identities. We are then able to bound the generalization error of learned binary relations using Rademacher complexity and algorithmic stability. The rate of uniform convergence is partially determined by the labeler's subsampling process. We thus examine how various assumptions about subsampling affect generalization; under a natural random subsampling process, our bounds guarantee $\tilde{O}(1/\sqrt{n})$ uniform convergence.
[ "Ben London and Bert Huang and Lise Getoor", "['Ben London' 'Bert Huang' 'Lise Getoor']" ]
cs.LG cs.CV cs.IT math.IT stat.ML
null
1302.5449
null
null
http://arxiv.org/pdf/1302.5449v1
2013-02-21T22:59:12Z
2013-02-21T22:59:12Z
Nonparametric Basis Pursuit via Sparse Kernel-based Learning
Signal processing tasks as fundamental as sampling, reconstruction, minimum mean-square error interpolation and prediction can be viewed under the prism of reproducing kernel Hilbert spaces. Endowing this vantage point with contemporary advances in sparsity-aware modeling and processing, promotes the nonparametric basis pursuit advocated in this paper as the overarching framework for the confluence of kernel-based learning (KBL) approaches leveraging sparse linear regression, nuclear-norm regularization, and dictionary learning. The novel sparse KBL toolbox goes beyond translating sparse parametric approaches to their nonparametric counterparts, to incorporate new possibilities such as multi-kernel selection and matrix smoothing. The impact of sparse KBL to signal processing applications is illustrated through test cases from cognitive radio sensing, microarray data imputation, and network traffic prediction.
[ "['Juan Andres Bazerque' 'Georgios B. Giannakis']", "Juan Andres Bazerque and Georgios B. Giannakis" ]
cs.LG
null
1302.5565
null
null
http://arxiv.org/pdf/1302.5565v1
2013-02-22T12:11:42Z
2013-02-22T12:11:42Z
The Importance of Clipping in Neurocontrol by Direct Gradient Descent on the Cost-to-Go Function and in Adaptive Dynamic Programming
In adaptive dynamic programming, neurocontrol and reinforcement learning, the objective is for an agent to learn to choose actions so as to minimise a total cost function. In this paper we show that when discretized time is used to model the motion of the agent, it can be very important to do "clipping" on the motion of the agent in the final time step of the trajectory. By clipping we mean that the final time step of the trajectory is to be truncated such that the agent stops exactly at the first terminal state reached, and no distance further. We demonstrate that when clipping is omitted, learning performance can fail to reach the optimum; and when clipping is done properly, learning performance can improve significantly. The clipping problem we describe affects algorithms which use explicit derivatives of the model functions of the environment to calculate a learning gradient. These include Backpropagation Through Time for Control, and methods based on Dual Heuristic Dynamic Programming. However the clipping problem does not significantly affect methods based on Heuristic Dynamic Programming, Temporal Differences or Policy Gradient Learning algorithms. Similarly, the clipping problem does not affect fixed-length finite-horizon problems.
[ "['Michael Fairbank']", "Michael Fairbank" ]
stat.ML cs.LG
null
1302.5608
null
null
http://arxiv.org/pdf/1302.5608v1
2013-02-22T14:36:59Z
2013-02-22T14:36:59Z
Accelerated Linear SVM Training with Adaptive Variable Selection Frequencies
Support vector machine (SVM) training is an active research area since the dawn of the method. In recent years there has been increasing interest in specialized solvers for the important case of linear models. The algorithm presented by Hsieh et al., probably best known under the name of the "liblinear" implementation, marks a major breakthrough. The method is analog to established dual decomposition algorithms for training of non-linear SVMs, but with greatly reduced computational complexity per update step. This comes at the cost of not keeping track of the gradient of the objective any more, which excludes the application of highly developed working set selection algorithms. We present an algorithmic improvement to this method. We replace uniform working set selection with an online adaptation of selection frequencies. The adaptation criterion is inspired by modern second order working set selection methods. The same mechanism replaces the shrinking heuristic. This novel technique speeds up training in some cases by more than an order of magnitude.
[ "Tobias Glasmachers and \\\"Ur\\\"un Dogan", "['Tobias Glasmachers' 'Ürün Dogan']" ]
cs.LG stat.ML
10.1109/TSP.2014.2298839
1302.5729
null
null
http://arxiv.org/abs/1302.5729v3
2014-01-03T15:48:14Z
2013-02-22T22:36:08Z
Sparse Signal Estimation by Maximally Sparse Convex Optimization
This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of non-convex penalty functions (regularizers) constrained so as to ensure the convexity of the total cost function, F, to be minimized. The method is based on parametric penalty functions, the parameters of which are constrained to ensure convexity of F. It is shown that optimal parameters can be obtained by semidefinite programming (SDP). This maximally sparse convex (MSC) approach yields maximally non-convex sparsity-inducing penalty functions constrained such that the total cost function, F, is convex. It is demonstrated that iterative MSC (IMSC) can yield solutions substantially more sparse than the standard convex sparsity-inducing approach, i.e., L1 norm minimization.
[ "Ivan W. Selesnick and Ilker Bayram", "['Ivan W. Selesnick' 'Ilker Bayram']" ]
cs.LG
null
1302.5797
null
null
http://arxiv.org/pdf/1302.5797v1
2013-02-23T13:33:09Z
2013-02-23T13:33:09Z
Prediction by Random-Walk Perturbation
We propose a version of the follow-the-perturbed-leader online prediction algorithm in which the cumulative losses are perturbed by independent symmetric random walks. The forecaster is shown to achieve an expected regret of the optimal order O(sqrt(n log N)) where n is the time horizon and N is the number of experts. More importantly, it is shown that the forecaster changes its prediction at most O(sqrt(n log N)) times, in expectation. We also extend the analysis to online combinatorial optimization and show that even in this more general setting, the forecaster rarely switches between experts while having a regret of near-optimal order.
[ "Luc Devroye, G\\'abor Lugosi, Gergely Neu", "['Luc Devroye' 'Gábor Lugosi' 'Gergely Neu']" ]
cs.LG math.ST stat.ML stat.TH
null
1302.6009
null
null
http://arxiv.org/pdf/1302.6009v1
2013-02-25T07:20:19Z
2013-02-25T07:20:19Z
On learning parametric-output HMMs
We present a novel approach for learning an HMM whose outputs are distributed according to a parametric family. This is done by {\em decoupling} the learning task into two steps: first estimating the output parameters, and then estimating the hidden states transition probabilities. The first step is accomplished by fitting a mixture model to the output stationary distribution. Given the parameters of this mixture model, the second step is formulated as the solution of an easily solvable convex quadratic program. We provide an error analysis for the estimated transition probabilities and show they are robust to small perturbations in the estimates of the mixture parameters. Finally, we support our analysis with some encouraging empirical results.
[ "Aryeh Kontorovich, Boaz Nadler, Roi Weiss", "['Aryeh Kontorovich' 'Boaz Nadler' 'Roi Weiss']" ]
cs.SD cs.LG stat.ML
null
1302.6194
null
null
http://arxiv.org/pdf/1302.6194v1
2013-02-25T18:56:49Z
2013-02-25T18:56:49Z
Phoneme discrimination using $KS$-algebra II
$KS$-algebra consists of expressions constructed with four kinds operations, the minimum, maximum, difference and additively homogeneous generalized means. Five families of $Z$-classifiers are investigated on binary classification tasks between English phonemes. It is shown that the classifiers are able to reflect well known formant characteristics of vowels, while having very small Kolmogoroff's complexity.
[ "['Ondrej Such' 'Lenka Mackovicova']", "Ondrej Such and Lenka Mackovicova" ]
cs.NE cs.LG
10.5120/3913-5505
1302.6210
null
null
http://arxiv.org/abs/1302.6210v1
2013-02-25T20:09:19Z
2013-02-25T20:09:19Z
A Homogeneous Ensemble of Artificial Neural Networks for Time Series Forecasting
Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the standard backpropagation ANN training algorithm has some critical issues, e.g. it has a slow convergence rate and often converges to a local minimum, the complex pattern of error surfaces, lack of proper training parameters selection methods, etc. To overcome these drawbacks, various improved training methods have been developed in literature; but, still none of them can be guaranteed as the best for all problems. In this paper, we propose a novel weighted ensemble scheme which intelligently combines multiple training algorithms to increase the ANN forecast accuracies. The weight for each training algorithm is determined from the performance of the corresponding ANN model on the validation dataset. Experimental results on four important time series depicts that our proposed technique reduces the mentioned shortcomings of individual ANN training algorithms to a great extent. Also it achieves significantly better forecast accuracies than two other popular statistical models.
[ "['Ratnadip Adhikari' 'R. K. Agrawal']", "Ratnadip Adhikari, R. K. Agrawal" ]
cs.IT cs.LG math.IT
null
1302.6315
null
null
http://arxiv.org/pdf/1302.6315v1
2013-02-26T05:17:55Z
2013-02-26T05:17:55Z
Rate-Distortion Bounds for an Epsilon-Insensitive Distortion Measure
Direct evaluation of the rate-distortion function has rarely been achieved when it is strictly greater than its Shannon lower bound. In this paper, we consider the rate-distortion function for the distortion measure defined by an epsilon-insensitive loss function. We first present the Shannon lower bound applicable to any source distribution with finite differential entropy. Then, focusing on the Laplacian and Gaussian sources, we prove that the rate-distortion functions of these sources are strictly greater than their Shannon lower bounds and obtain analytically evaluable upper bounds for the rate-distortion functions. Small distortion limit and numerical evaluation of the bounds suggest that the Shannon lower bound provides a good approximation to the rate-distortion function for the epsilon-insensitive distortion measure.
[ "Kazuho Watanabe", "['Kazuho Watanabe']" ]
stat.ME cs.LG
null
1302.6390
null
null
http://arxiv.org/pdf/1302.6390v1
2013-02-26T10:50:38Z
2013-02-26T10:50:38Z
The adaptive Gril estimator with a diverging number of parameters
We consider the problem of variables selection and estimation in linear regression model in situations where the number of parameters diverges with the sample size. We propose the adaptive Generalized Ridge-Lasso (\mbox{AdaGril}) which is an extension of the the adaptive Elastic Net. AdaGril incorporates information redundancy among correlated variables for model selection and estimation. It combines the strengths of the quadratic regularization and the adaptively weighted Lasso shrinkage. In this paper, we highlight the grouped selection property for AdaCnet method (one type of AdaGril) in the equal correlation case. Under weak conditions, we establish the oracle property of AdaGril which ensures the optimal large performance when the dimension is high. Consequently, it achieves both goals of handling the problem of collinearity in high dimension and enjoys the oracle property. Moreover, we show that AdaGril estimator achieves a Sparsity Inequality, i. e., a bound in terms of the number of non-zero components of the 'true' regression coefficient. This bound is obtained under a similar weak Restricted Eigenvalue (RE) condition used for Lasso. Simulations studies show that some particular cases of AdaGril outperform its competitors.
[ "Mohammed El Anbari and Abdallah Mkhadri", "['Mohammed El Anbari' 'Abdallah Mkhadri']" ]
cs.LO cs.LG
null
1302.6421
null
null
http://arxiv.org/pdf/1302.6421v3
2013-05-24T08:01:20Z
2013-02-26T13:02:36Z
ML4PG in Computer Algebra verification
ML4PG is a machine-learning extension that provides statistical proof hints during the process of Coq/SSReflect proof development. In this paper, we use ML4PG to find proof patterns in the CoqEAL library -- a library that was devised to verify the correctness of Computer Algebra algorithms. In particular, we use ML4PG to help us in the formalisation of an efficient algorithm to compute the inverse of triangular matrices.
[ "J\\'onathan Heras and Ekaterina Komendantskaya", "['Jónathan Heras' 'Ekaterina Komendantskaya']" ]
stat.ML cs.LG
null
1302.6452
null
null
http://arxiv.org/pdf/1302.6452v1
2013-02-26T15:16:32Z
2013-02-26T15:16:32Z
A Conformal Prediction Approach to Explore Functional Data
This paper applies conformal prediction techniques to compute simultaneous prediction bands and clustering trees for functional data. These tools can be used to detect outliers and clusters. Both our prediction bands and clustering trees provide prediction sets for the underlying stochastic process with a guaranteed finite sample behavior, under no distributional assumptions. The prediction sets are also informative in that they correspond to the high density region of the underlying process. While ordinary conformal prediction has high computational cost for functional data, we use the inductive conformal predictor, together with several novel choices of conformity scores, to simplify the computation. Our methods are illustrated on some real data examples.
[ "Jing Lei, Alessandro Rinaldo, Larry Wasserman", "['Jing Lei' 'Alessandro Rinaldo' 'Larry Wasserman']" ]
cs.LG
null
1302.6523
null
null
http://arxiv.org/pdf/1302.6523v1
2013-02-26T18:18:35Z
2013-02-26T18:18:35Z
Sparse Frequency Analysis with Sparse-Derivative Instantaneous Amplitude and Phase Functions
This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a discontinuous amplitude and/or phase function, exhibits spectral and temporal spreading. The proposed method aims to avoid such spreading by explicitly modeling the signal of interest as a sum of sinusoids with time-varying amplitudes. So as to accommodate abrupt changes, it is further assumed that the amplitude/phase functions are approximately piecewise constant (i.e., their time-derivatives are sparse). The proposed method is based on a convex variational (optimization) approach wherein the total variation (TV) of the amplitude functions are regularized subject to a perfect (or approximate) reconstruction constraint. A computationally efficient algorithm is derived based on convex optimization techniques. The proposed technique can be used to perform band-pass filtering that is relatively insensitive to narrow-band amplitude/phase jumps present in data, which normally pose a challenge (due to transients, leakage, etc.). The method is illustrated using both synthetic signals and human EEG data for the purpose of band-pass filtering and the estimation of phase synchrony indexes.
[ "['Yin Ding' 'Ivan W. Selesnick']", "Yin Ding and Ivan W. Selesnick" ]
null
null
1302.6584
null
null
http://arxiv.org/pdf/1302.6584v3
2013-07-18T00:29:57Z
2013-02-26T20:58:59Z
Variational Algorithms for Marginal MAP
The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem in many models, such as those with hidden variables or uncertain parameters. Unfortunately, marginal MAP can be NP-hard even on trees, and has attracted less attention in the literature compared to the joint MAP (maximization) and marginalization problems. We derive a general dual representation for marginal MAP that naturally integrates the marginalization and maximization operations into a joint variational optimization problem, making it possible to easily extend most or all variational-based algorithms to marginal MAP. In particular, we derive a set of "mixed-product" message passing algorithms for marginal MAP, whose form is a hybrid of max-product, sum-product and a novel "argmax-product" message updates. We also derive a class of convergent algorithms based on proximal point methods, including one that transforms the marginal MAP problem into a sequence of standard marginalization problems. Theoretically, we provide guarantees under which our algorithms give globally or locally optimal solutions, and provide novel upper bounds on the optimal objectives. Empirically, we demonstrate that our algorithms significantly outperform the existing approaches, including a state-of-the-art algorithm based on local search methods.
[ "['Qiang Liu' 'Alexander Ihler']" ]
cs.LG stat.ML
null
1302.6613
null
null
http://arxiv.org/pdf/1302.6613v1
2013-02-26T22:18:55Z
2013-02-26T22:18:55Z
An Introductory Study on Time Series Modeling and Forecasting
Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for improving the accuracy and effectiveness of time series forecasting. The aim of this dissertation work is to present a concise description of some popular time series forecasting models used in practice, with their salient features. In this thesis, we have described three important classes of time series models, viz. the stochastic, neural networks and SVM based models, together with their inherent forecasting strengths and weaknesses. We have also discussed about the basic issues related to time series modeling, such as stationarity, parsimony, overfitting, etc. Our discussion about different time series models is supported by giving the experimental forecast results, performed on six real time series datasets. While fitting a model to a dataset, special care is taken to select the most parsimonious one. To evaluate forecast accuracy as well as to compare among different models fitted to a time series, we have used the five performance measures, viz. MSE, MAD, RMSE, MAPE and Theil's U-statistics. For each of the six datasets, we have shown the obtained forecast diagram which graphically depicts the closeness between the original and forecasted observations. To have authenticity as well as clarity in our discussion about time series modeling and forecasting, we have taken the help of various published research works from reputed journals and some standard books.
[ "['Ratnadip Adhikari' 'R. K. Agrawal']", "Ratnadip Adhikari, R. K. Agrawal" ]