categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
sequence
cs.LG cs.AI
null
1302.6617
null
null
http://arxiv.org/pdf/1302.6617v1
2013-02-26T22:36:46Z
2013-02-26T22:36:46Z
Arriving on time: estimating travel time distributions on large-scale road networks
Most optimal routing problems focus on minimizing travel time or distance traveled. Oftentimes, a more useful objective is to maximize the probability of on-time arrival, which requires statistical distributions of travel times, rather than just mean values. We propose a method to estimate travel time distributions on large-scale road networks, using probe vehicle data collected from GPS. We present a framework that works with large input of data, and scales linearly with the size of the network. Leveraging the planar topology of the graph, the method computes efficiently the time correlations between neighboring streets. First, raw probe vehicle traces are compressed into pairs of travel times and number of stops for each traversed road segment using a `stop-and-go' algorithm developed for this work. The compressed data is then used as input for training a path travel time model, which couples a Markov model along with a Gaussian Markov random field. Finally, scalable inference algorithms are developed for obtaining path travel time distributions from the composite MM-GMRF model. We illustrate the accuracy and scalability of our model on a 505,000 road link network spanning the San Francisco Bay Area.
[ "Timothy Hunter, Aude Hofleitner, Jack Reilly, Walid Krichene, Jerome\n Thai, Anastasios Kouvelas, Pieter Abbeel, Alexandre Bayen", "['Timothy Hunter' 'Aude Hofleitner' 'Jack Reilly' 'Walid Krichene'\n 'Jerome Thai' 'Anastasios Kouvelas' 'Pieter Abbeel' 'Alexandre Bayen']" ]
cs.LG cs.AI stat.ML
null
1302.6677
null
null
http://arxiv.org/pdf/1302.6677v1
2013-02-27T06:45:28Z
2013-02-27T06:45:28Z
Taming the Curse of Dimensionality: Discrete Integration by Hashing and Optimization
Integration is affected by the curse of dimensionality and quickly becomes intractable as the dimensionality of the problem grows. We propose a randomized algorithm that, with high probability, gives a constant-factor approximation of a general discrete integral defined over an exponentially large set. This algorithm relies on solving only a small number of instances of a discrete combinatorial optimization problem subject to randomly generated parity constraints used as a hash function. As an application, we demonstrate that with a small number of MAP queries we can efficiently approximate the partition function of discrete graphical models, which can in turn be used, for instance, for marginal computation or model selection.
[ "['Stefano Ermon' 'Carla P. Gomes' 'Ashish Sabharwal' 'Bart Selman']", "Stefano Ermon, Carla P. Gomes, Ashish Sabharwal, Bart Selman" ]
cs.SE cs.LG cs.SI nlin.AO physics.soc-ph
null
1302.6764
null
null
http://arxiv.org/pdf/1302.6764v2
2013-02-28T22:26:41Z
2013-02-27T13:32:15Z
Categorizing Bugs with Social Networks: A Case Study on Four Open Source Software Communities
Efficient bug triaging procedures are an important precondition for successful collaborative software engineering projects. Triaging bugs can become a laborious task particularly in open source software (OSS) projects with a large base of comparably inexperienced part-time contributors. In this paper, we propose an efficient and practical method to identify valid bug reports which a) refer to an actual software bug, b) are not duplicates and c) contain enough information to be processed right away. Our classification is based on nine measures to quantify the social embeddedness of bug reporters in the collaboration network. We demonstrate its applicability in a case study, using a comprehensive data set of more than 700,000 bug reports obtained from the Bugzilla installation of four major OSS communities, for a period of more than ten years. For those projects that exhibit the lowest fraction of valid bug reports, we find that the bug reporters' position in the collaboration network is a strong indicator for the quality of bug reports. Based on this finding, we develop an automated classification scheme that can easily be integrated into bug tracking platforms and analyze its performance in the considered OSS communities. A support vector machine (SVM) to identify valid bug reports based on the nine measures yields a precision of up to 90.3% with an associated recall of 38.9%. With this, we significantly improve the results obtained in previous case studies for an automated early identification of bugs that are eventually fixed. Furthermore, our study highlights the potential of using quantitative measures of social organization in collaborative software engineering. It also opens a broad perspective for the integration of social awareness in the design of support infrastructures.
[ "['Marcelo Serrano Zanetti' 'Ingo Scholtes' 'Claudio Juan Tessone'\n 'Frank Schweitzer']", "Marcelo Serrano Zanetti, Ingo Scholtes, Claudio Juan Tessone and Frank\n Schweitzer" ]
math.NA cs.LG stat.ML
null
1302.6768
null
null
http://arxiv.org/pdf/1302.6768v2
2014-06-29T09:25:20Z
2013-02-27T13:47:45Z
Missing Entries Matrix Approximation and Completion
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank approximations, similar algorithms appears recently in the literature under different names. In this work, we introduce new theorems for matrix approximation and show that these algorithms can be extended to handle different constraints such as nuclear norm, spectral norm, orthogonality constraints and more that are different than low rank approximations. As the algorithms can be viewed from an optimization point of view, we discuss their convergence to global solution for the convex case. We also discuss the optimal step size and show that it is fixed in each iteration. In addition, the derived matrix completion flow is robust and does not require any parameters. This matrix completion flow is applicable to different spectral minimizations and can be applied to physics, mathematics and electrical engineering problems such as data reconstruction of images and data coming from PDEs such as Helmholtz equation used for electromagnetic waves.
[ "['Gil Shabat' 'Yaniv Shmueli' 'Amir Averbuch']", "Gil Shabat, Yaniv Shmueli and Amir Averbuch" ]
cs.AI cs.LG stat.ML
null
1302.6808
null
null
null
null
null
Learning Gaussian Networks
We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure, statistical data, and a user's prior knowledge, and returns a score proportional to the posterior probability of the network structure given the data. The search procedure generates networks for evaluation by the scoring metric. Previous work has concentrated on metrics for domains containing only discrete variables, under the assumption that data represents a multinomial sample. In this paper, we extend this work, developing scoring metrics for domains containing all continuous variables or a mixture of discrete and continuous variables, under the assumption that continuous data is sampled from a multivariate normal distribution. Our work extends traditional statistical approaches for identifying vanishing regression coefficients in that we identify two important assumptions, called event equivalence and parameter modularity, that when combined allow the construction of prior distributions for multivariate normal parameters from a single prior Bayesian network specified by a user.
[ "Dan Geiger and David Heckerman" ]
cs.LG stat.ML
null
1302.6828
null
null
http://arxiv.org/pdf/1302.6828v1
2013-02-27T14:18:05Z
2013-02-27T14:18:05Z
Induction of Selective Bayesian Classifiers
In this paper, we examine previous work on the naive Bayesian classifier and review its limitations, which include a sensitivity to correlated features. We respond to this problem by embedding the naive Bayesian induction scheme within an algorithm that c arries out a greedy search through the space of features. We hypothesize that this approach will improve asymptotic accuracy in domains that involve correlated features without reducing the rate of learning in ones that do not. We report experimental results on six natural domains, including comparisons with decision-tree induction, that support these hypotheses. In closing, we discuss other approaches to extending naive Bayesian classifiers and outline some directions for future research.
[ "Pat Langley, Stephanie Sage", "['Pat Langley' 'Stephanie Sage']" ]
cs.LG
null
1302.6927
null
null
http://arxiv.org/pdf/1302.6927v1
2013-02-27T17:14:14Z
2013-02-27T17:14:14Z
Online Learning for Time Series Prediction
In this paper we address the problem of predicting a time series using the ARMA (autoregressive moving average) model, under minimal assumptions on the noise terms. Using regret minimization techniques, we develop effective online learning algorithms for the prediction problem, without assuming that the noise terms are Gaussian, identically distributed or even independent. Furthermore, we show that our algorithm's performances asymptotically approaches the performance of the best ARMA model in hindsight.
[ "Oren Anava, Elad Hazan, Shie Mannor, Ohad Shamir", "['Oren Anava' 'Elad Hazan' 'Shie Mannor' 'Ohad Shamir']" ]
cs.LG
null
1302.6937
null
null
http://arxiv.org/pdf/1302.6937v2
2014-06-10T07:41:36Z
2013-02-27T17:46:43Z
Online Convex Optimization Against Adversaries with Memory and Application to Statistical Arbitrage
The framework of online learning with memory naturally captures learning problems with temporal constraints, and was previously studied for the experts setting. In this work we extend the notion of learning with memory to the general Online Convex Optimization (OCO) framework, and present two algorithms that attain low regret. The first algorithm applies to Lipschitz continuous loss functions, obtaining optimal regret bounds for both convex and strongly convex losses. The second algorithm attains the optimal regret bounds and applies more broadly to convex losses without requiring Lipschitz continuity, yet is more complicated to implement. We complement our theoretic results with an application to statistical arbitrage in finance: we devise algorithms for constructing mean-reverting portfolios.
[ "Oren Anava, Elad Hazan, Shie Mannor", "['Oren Anava' 'Elad Hazan' 'Shie Mannor']" ]
cs.LG cs.NI math.OC
null
1302.6974
null
null
http://arxiv.org/pdf/1302.6974v4
2015-02-17T11:30:13Z
2013-02-27T20:01:24Z
Spectrum Bandit Optimization
We consider the problem of allocating radio channels to links in a wireless network. Links interact through interference, modelled as a conflict graph (i.e., two interfering links cannot be simultaneously active on the same channel). We aim at identifying the channel allocation maximizing the total network throughput over a finite time horizon. Should we know the average radio conditions on each channel and on each link, an optimal allocation would be obtained by solving an Integer Linear Program (ILP). When radio conditions are unknown a priori, we look for a sequential channel allocation policy that converges to the optimal allocation while minimizing on the way the throughput loss or {\it regret} due to the need for exploring sub-optimal allocations. We formulate this problem as a generic linear bandit problem, and analyze it first in a stochastic setting where radio conditions are driven by a stationary stochastic process, and then in an adversarial setting where radio conditions can evolve arbitrarily. We provide new algorithms in both settings and derive upper bounds on their regrets.
[ "Marc Lelarge and Alexandre Proutiere and M. Sadegh Talebi", "['Marc Lelarge' 'Alexandre Proutiere' 'M. Sadegh Talebi']" ]
stat.ML cs.LG
null
1302.7043
null
null
http://arxiv.org/pdf/1302.7043v1
2013-02-28T00:37:29Z
2013-02-28T00:37:29Z
Scoup-SMT: Scalable Coupled Sparse Matrix-Tensor Factorization
How can we correlate neural activity in the human brain as it responds to words, with behavioral data expressed as answers to questions about these same words? In short, we want to find latent variables, that explain both the brain activity, as well as the behavioral responses. We show that this is an instance of the Coupled Matrix-Tensor Factorization (CMTF) problem. We propose Scoup-SMT, a novel, fast, and parallel algorithm that solves the CMTF problem and produces a sparse latent low-rank subspace of the data. In our experiments, we find that Scoup-SMT is 50-100 times faster than a state-of-the-art algorithm for CMTF, along with a 5 fold increase in sparsity. Moreover, we extend Scoup-SMT to handle missing data without degradation of performance. We apply Scoup-SMT to BrainQ, a dataset consisting of a (nouns, brain voxels, human subjects) tensor and a (nouns, properties) matrix, with coupling along the nouns dimension. Scoup-SMT is able to find meaningful latent variables, as well as to predict brain activity with competitive accuracy. Finally, we demonstrate the generality of Scoup-SMT, by applying it on a Facebook dataset (users, friends, wall-postings); there, Scoup-SMT spots spammer-like anomalies.
[ "['Evangelos E. Papalexakis' 'Tom M. Mitchell' 'Nicholas D. Sidiropoulos'\n 'Christos Faloutsos' 'Partha Pratim Talukdar' 'Brian Murphy']", "Evangelos E. Papalexakis, Tom M. Mitchell, Nicholas D. Sidiropoulos,\n Christos Faloutsos, Partha Pratim Talukdar, Brian Murphy" ]
math.LO cs.LG cs.LO
null
1302.7069
null
null
http://arxiv.org/pdf/1302.7069v1
2013-02-28T03:35:18Z
2013-02-28T03:35:18Z
Learning Theory in the Arithmetic Hierarchy
We consider the arithmetic complexity of index sets of uniformly computably enumerable families learnable under different learning criteria. We determine the exact complexity of these sets for the standard notions of finite learning, learning in the limit, behaviorally correct learning and anomalous learning in the limit. In proving the $\Sigma_5^0$-completeness result for behaviorally correct learning we prove a result of independent interest; if a uniformly computably enumerable family is not learnable, then for any computable learner there is a $\Delta_2^0$ enumeration witnessing failure.
[ "['Achilles Beros']", "Achilles Beros" ]
stat.ML cs.AI cs.LG stat.ME
null
1302.7175
null
null
http://arxiv.org/pdf/1302.7175v2
2013-03-01T15:04:48Z
2013-02-28T12:48:32Z
Estimating the Maximum Expected Value: An Analysis of (Nested) Cross Validation and the Maximum Sample Average
We investigate the accuracy of the two most common estimators for the maximum expected value of a general set of random variables: a generalization of the maximum sample average, and cross validation. No unbiased estimator exists and we show that it is non-trivial to select a good estimator without knowledge about the distributions of the random variables. We investigate and bound the bias and variance of the aforementioned estimators and prove consistency. The variance of cross validation can be significantly reduced, but not without risking a large bias. The bias and variance of different variants of cross validation are shown to be very problem-dependent, and a wrong choice can lead to very inaccurate estimates.
[ "['Hado van Hasselt']", "Hado van Hasselt" ]
cs.LG
null
1302.7263
null
null
http://arxiv.org/pdf/1302.7263v3
2013-03-15T12:52:33Z
2013-02-28T17:15:55Z
Online Similarity Prediction of Networked Data from Known and Unknown Graphs
We consider online similarity prediction problems over networked data. We begin by relating this task to the more standard class prediction problem, showing that, given an arbitrary algorithm for class prediction, we can construct an algorithm for similarity prediction with "nearly" the same mistake bound, and vice versa. After noticing that this general construction is computationally infeasible, we target our study to {\em feasible} similarity prediction algorithms on networked data. We initially assume that the network structure is {\em known} to the learner. Here we observe that Matrix Winnow \cite{w07} has a near-optimal mistake guarantee, at the price of cubic prediction time per round. This motivates our effort for an efficient implementation of a Perceptron algorithm with a weaker mistake guarantee but with only poly-logarithmic prediction time. Our focus then turns to the challenging case of networks whose structure is initially {\em unknown} to the learner. In this novel setting, where the network structure is only incrementally revealed, we obtain a mistake-bounded algorithm with a quadratic prediction time per round.
[ "Claudio Gentile, Mark Herbster, Stephen Pasteris", "['Claudio Gentile' 'Mark Herbster' 'Stephen Pasteris']" ]
stat.ML cs.LG
10.1093/bioinformatics/btt425
1302.7280
null
null
http://arxiv.org/abs/1302.7280v1
2013-02-28T18:40:14Z
2013-02-28T18:40:14Z
Bayesian Consensus Clustering
The task of clustering a set of objects based on multiple sources of data arises in several modern applications. We propose an integrative statistical model that permits a separate clustering of the objects for each data source. These separate clusterings adhere loosely to an overall consensus clustering, and hence they are not independent. We describe a computationally scalable Bayesian framework for simultaneous estimation of both the consensus clustering and the source-specific clusterings. We demonstrate that this flexible approach is more robust than joint clustering of all data sources, and is more powerful than clustering each data source separately. This work is motivated by the integrated analysis of heterogeneous biomedical data, and we present an application to subtype identification of breast cancer tumor samples using publicly available data from The Cancer Genome Atlas. Software is available at http://people.duke.edu/~el113/software.html.
[ "['Eric F. Lock' 'David B. Dunson']", "Eric F. Lock and David B. Dunson" ]
cs.LG cs.NA
null
1302.7283
null
null
http://arxiv.org/pdf/1302.7283v1
2013-02-28T18:56:56Z
2013-02-28T18:56:56Z
Source Separation using Regularized NMF with MMSE Estimates under GMM Priors with Online Learning for The Uncertainties
We propose a new method to enforce priors on the solution of the nonnegative matrix factorization (NMF). The proposed algorithm can be used for denoising or single-channel source separation (SCSS) applications. The NMF solution is guided to follow the Minimum Mean Square Error (MMSE) estimates under Gaussian mixture prior models (GMM) for the source signal. In SCSS applications, the spectra of the observed mixed signal are decomposed as a weighted linear combination of trained basis vectors for each source using NMF. In this work, the NMF decomposition weight matrices are treated as a distorted image by a distortion operator, which is learned directly from the observed signals. The MMSE estimate of the weights matrix under GMM prior and log-normal distribution for the distortion is then found to improve the NMF decomposition results. The MMSE estimate is embedded within the optimization objective to form a novel regularized NMF cost function. The corresponding update rules for the new objectives are derived in this paper. Experimental results show that, the proposed regularized NMF algorithm improves the source separation performance compared with using NMF without prior or with other prior models.
[ "Emad M. Grais, Hakan Erdogan", "['Emad M. Grais' 'Hakan Erdogan']" ]
q-fin.ST cs.IR cs.LG stat.ML
null
1303.0073
null
null
http://arxiv.org/pdf/1303.0073v2
2013-03-19T21:20:08Z
2013-03-01T03:38:35Z
A Method for Comparing Hedge Funds
The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation of the methods on a financial search engine system to identify behavioral similarities among time-series representing monthly returns of 11,312 hedge funds operated during approximately one decade (2000 - 2010). The presented approach of cross-category and cross-location classification assists the investor to identify alternative investments.
[ "Uri Kartoun", "['Uri Kartoun']" ]
stat.AP cs.LG stat.ML
null
1303.0076
null
null
http://arxiv.org/pdf/1303.0076v2
2013-03-19T21:19:06Z
2013-03-01T03:49:11Z
Bio-Signals-based Situation Comparison Approach to Predict Pain
This paper describes a time-series-based classification approach to identify similarities between bio-medical-based situations. The proposed approach allows classifying collections of time-series representing bio-medical measurements, i.e., situations, regardless of the type, the length and the quantity of the time-series a situation comprised of.
[ "Uri Kartoun", "['Uri Kartoun']" ]
cs.SI cs.LG
10.1007/978-3-642-16567-2_7
1303.0095
null
null
http://arxiv.org/abs/1303.0095v1
2013-03-01T06:31:02Z
2013-03-01T06:31:02Z
Label-dependent Feature Extraction in Social Networks for Node Classification
A new method of feature extraction in the social network for within-network classification is proposed in the paper. The method provides new features calculated by combination of both: network structure information and class labels assigned to nodes. The influence of various features on classification performance has also been studied. The experiments on real-world data have shown that features created owing to the proposed method can lead to significant improvement of classification accuracy.
[ "['Tomasz Kajdanowicz' 'Przemyslaw Kazienko' 'Piotr Doskocz']", "Tomasz Kajdanowicz, Przemyslaw Kazienko, Piotr Doskocz" ]
cs.LG stat.ML
null
1303.0140
null
null
http://arxiv.org/pdf/1303.0140v1
2013-03-01T10:50:46Z
2013-03-01T10:50:46Z
Second-Order Non-Stationary Online Learning for Regression
The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero, compared with the best function that is chosen off-line. Nevertheless, many real-world applications, such as adaptive filtering, are non-stationary in nature, and the best prediction function may drift over time. We introduce two novel algorithms for online regression, designed to work well in non-stationary environment. Our first algorithm performs adaptive resets to forget the history, while the second is last-step min-max optimal in context of a drift. We analyze both algorithms in the worst-case regret framework and show that they maintain an average loss close to that of the best slowly changing sequence of linear functions, as long as the cumulative drift is sublinear. In addition, in the stationary case, when no drift occurs, our algorithms suffer logarithmic regret, as for previous algorithms. Our bounds improve over the existing ones, and simulations demonstrate the usefulness of these algorithms compared with other state-of-the-art approaches.
[ "['Nina Vaits' 'Edward Moroshko' 'Koby Crammer']", "Nina Vaits, Edward Moroshko, Koby Crammer" ]
cs.CE cs.LG q-bio.QM
null
1303.0156
null
null
http://arxiv.org/pdf/1303.0156v1
2013-03-01T12:46:06Z
2013-03-01T12:46:06Z
Exploiting the Accumulated Evidence for Gene Selection in Microarray Gene Expression Data
Machine Learning methods have of late made significant efforts to solving multidisciplinary problems in the field of cancer classification using microarray gene expression data. Feature subset selection methods can play an important role in the modeling process, since these tasks are characterized by a large number of features and a few observations, making the modeling a non-trivial undertaking. In this particular scenario, it is extremely important to select genes by taking into account the possible interactions with other gene subsets. This paper shows that, by accumulating the evidence in favour (or against) each gene along the search process, the obtained gene subsets may constitute better solutions, either in terms of predictive accuracy or gene size, or in both. The proposed technique is extremely simple and applicable at a negligible overhead in cost.
[ "G. Prat and Ll. Belanche", "['G. Prat' 'Ll. Belanche']" ]
cs.LG cs.IR q-fin.ST stat.ML
null
1303.0283
null
null
http://arxiv.org/pdf/1303.0283v2
2013-03-19T21:17:56Z
2013-03-01T03:45:42Z
Inverse Signal Classification for Financial Instruments
The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation of the methods on a financial search engine system using a collection of 7,881 financial instruments traded during 2011 to identify inverse behavior among the time-series.
[ "Uri Kartoun", "['Uri Kartoun']" ]
stat.ML cs.LG
null
1303.0309
null
null
http://arxiv.org/pdf/1303.0309v2
2013-06-01T13:42:46Z
2013-03-01T21:50:09Z
One-Class Support Measure Machines for Group Anomaly Detection
We propose one-class support measure machines (OCSMMs) for group anomaly detection which aims at recognizing anomalous aggregate behaviors of data points. The OCSMMs generalize well-known one-class support vector machines (OCSVMs) to a space of probability measures. By formulating the problem as quantile estimation on distributions, we can establish an interesting connection to the OCSVMs and variable kernel density estimators (VKDEs) over the input space on which the distributions are defined, bridging the gap between large-margin methods and kernel density estimators. In particular, we show that various types of VKDEs can be considered as solutions to a class of regularization problems studied in this paper. Experiments on Sloan Digital Sky Survey dataset and High Energy Particle Physics dataset demonstrate the benefits of the proposed framework in real-world applications.
[ "['Krikamol Muandet' 'Bernhard Schölkopf']", "Krikamol Muandet and Bernhard Sch\\\"olkopf" ]
cs.LG
null
1303.0339
null
null
http://arxiv.org/pdf/1303.0339v1
2013-03-02T03:01:46Z
2013-03-02T03:01:46Z
Learning Hash Functions Using Column Generation
Fast nearest neighbor searching is becoming an increasingly important tool in solving many large-scale problems. Recently a number of approaches to learning data-dependent hash functions have been developed. In this work, we propose a column generation based method for learning data-dependent hash functions on the basis of proximity comparison information. Given a set of triplets that encode the pairwise proximity comparison information, our method learns hash functions that preserve the relative comparison relationships in the data as well as possible within the large-margin learning framework. The learning procedure is implemented using column generation and hence is named CGHash. At each iteration of the column generation procedure, the best hash function is selected. Unlike most other hashing methods, our method generalizes to new data points naturally; and has a training objective which is convex, thus ensuring that the global optimum can be identified. Experiments demonstrate that the proposed method learns compact binary codes and that its retrieval performance compares favorably with state-of-the-art methods when tested on a few benchmark datasets.
[ "['Xi Li' 'Guosheng Lin' 'Chunhua Shen' 'Anton van den Hengel'\n 'Anthony Dick']", "Xi Li and Guosheng Lin and Chunhua Shen and Anton van den Hengel and\n Anthony Dick" ]
cs.LG cs.IT math.IT stat.ML
10.1214/16-EJS1147
1303.0341
null
null
http://arxiv.org/abs/1303.0341v3
2017-04-28T02:03:30Z
2013-03-02T03:22:37Z
Matrix Completion via Max-Norm Constrained Optimization
Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a range of applications and the standard trace-norm relaxation can behave very poorly when the underlying sampling scheme is non-uniform. In this paper we propose and analyze a max-norm constrained empirical risk minimization method for noisy matrix completion under a general sampling model. The optimal rate of convergence is established under the Frobenius norm loss in the context of approximately low-rank matrix reconstruction. It is shown that the max-norm constrained method is minimax rate-optimal and yields a unified and robust approximate recovery guarantee, with respect to the sampling distributions. The computational effectiveness of this method is also discussed, based on first-order algorithms for solving convex optimizations involving max-norm regularization.
[ "T. Tony Cai, Wen-Xin Zhou", "['T. Tony Cai' 'Wen-Xin Zhou']" ]
null
null
1303.0362
null
null
http://arxiv.org/abs/1303.0362v1
2013-03-02T07:47:21Z
2013-03-02T07:47:21Z
Inductive Sparse Subspace Clustering
Sparse Subspace Clustering (SSC) has achieved state-of-the-art clustering quality by performing spectral clustering over a $ell^{1}$-norm based similarity graph. However, SSC is a transductive method which does not handle with the data not used to construct the graph (out-of-sample data). For each new datum, SSC requires solving $n$ optimization problems in O(n) variables for performing the algorithm over the whole data set, where $n$ is the number of data points. Therefore, it is inefficient to apply SSC in fast online clustering and scalable graphing. In this letter, we propose an inductive spectral clustering algorithm, called inductive Sparse Subspace Clustering (iSSC), which makes SSC feasible to cluster out-of-sample data. iSSC adopts the assumption that high-dimensional data actually lie on the low-dimensional manifold such that out-of-sample data could be grouped in the embedding space learned from in-sample data. Experimental results show that iSSC is promising in clustering out-of-sample data.
[ "['Xi Peng' 'Lei Zhang' 'Zhang Yi']" ]
stat.ML cs.IT cs.LG math.IT
null
1303.0551
null
null
http://arxiv.org/pdf/1303.0551v2
2014-05-08T00:30:12Z
2013-03-03T19:08:55Z
Sparse PCA through Low-rank Approximations
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional eigen-subspace of $A$. We obtain provable approximation guarantees that depend on the spectral decay profile of the matrix: the faster the eigenvalue decay, the better the quality of our approximation. For example, if the eigenvalues of $A$ follow a power-law decay, we obtain a polynomial-time approximation algorithm for any desired accuracy. A key algorithmic component of our scheme is a combinatorial feature elimination step that is provably safe and in practice significantly reduces the running complexity of our algorithm. We implement our algorithm and test it on multiple artificial and real data sets. Due to the feature elimination step, it is possible to perform sparse PCA on data sets consisting of millions of entries in a few minutes. Our experimental evaluation shows that our scheme is nearly optimal while finding very sparse vectors. We compare to the prior state of the art and show that our scheme matches or outperforms previous algorithms in all tested data sets.
[ "Dimitris S. Papailiopoulos, Alexandros G. Dimakis, and Stavros\n Korokythakis", "['Dimitris S. Papailiopoulos' 'Alexandros G. Dimakis'\n 'Stavros Korokythakis']" ]
stat.ML cs.LG
null
1303.0561
null
null
http://arxiv.org/pdf/1303.0561v2
2013-08-22T23:10:00Z
2013-03-03T20:36:44Z
Top-down particle filtering for Bayesian decision trees
Decision tree learning is a popular approach for classification and regression in machine learning and statistics, and Bayesian formulations---which introduce a prior distribution over decision trees, and formulate learning as posterior inference given data---have been shown to produce competitive performance. Unlike classic decision tree learning algorithms like ID3, C4.5 and CART, which work in a top-down manner, existing Bayesian algorithms produce an approximation to the posterior distribution by evolving a complete tree (or collection thereof) iteratively via local Monte Carlo modifications to the structure of the tree, e.g., using Markov chain Monte Carlo (MCMC). We present a sequential Monte Carlo (SMC) algorithm that instead works in a top-down manner, mimicking the behavior and speed of classic algorithms. We demonstrate empirically that our approach delivers accuracy comparable to the most popular MCMC method, but operates more than an order of magnitude faster, and thus represents a better computation-accuracy tradeoff.
[ "Balaji Lakshminarayanan, Daniel M. Roy and Yee Whye Teh", "['Balaji Lakshminarayanan' 'Daniel M. Roy' 'Yee Whye Teh']" ]
stat.ML cs.LG
null
1303.0642
null
null
http://arxiv.org/pdf/1303.0642v2
2013-03-22T20:15:31Z
2013-03-04T08:39:34Z
Bayesian Compressed Regression
As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the predictors can be projected to a low dimensional linear subspace with minimal loss of information about the response. As opposed to existing Bayesian dimensionality reduction approaches, the exact posterior distribution conditional on the compressed data is available analytically, speeding up computation by many orders of magnitude while also bypassing robustness issues due to convergence and mixing problems with MCMC. Model averaging is used to reduce sensitivity to the random projection matrix, while accommodating uncertainty in the subspace dimension. Strong theoretical support is provided for the approach by showing near parametric convergence rates for the predictive density in the large p small n asymptotic paradigm. Practical performance relative to competitors is illustrated in simulations and real data applications.
[ "Rajarshi Guhaniyogi and David B. Dunson", "['Rajarshi Guhaniyogi' 'David B. Dunson']" ]
cs.LG cs.SD stat.ML
10.1109/ICASSP.2013.6637769
1303.0663
null
null
http://arxiv.org/abs/1303.0663v1
2013-03-04T10:17:49Z
2013-03-04T10:17:49Z
Denoising Deep Neural Networks Based Voice Activity Detection
Recently, the deep-belief-networks (DBN) based voice activity detection (VAD) has been proposed. It is powerful in fusing the advantages of multiple features, and achieves the state-of-the-art performance. However, the deep layers of the DBN-based VAD do not show an apparent superiority to the shallower layers. In this paper, we propose a denoising-deep-neural-network (DDNN) based VAD to address the aforementioned problem. Specifically, we pre-train a deep neural network in a special unsupervised denoising greedy layer-wise mode, and then fine-tune the whole network in a supervised way by the common back-propagation algorithm. In the pre-training phase, we take the noisy speech signals as the visible layer and try to extract a new feature that minimizes the reconstruction cross-entropy loss between the noisy speech signals and its corresponding clean speech signals. Experimental results show that the proposed DDNN-based VAD not only outperforms the DBN-based VAD but also shows an apparent performance improvement of the deep layers over shallower layers.
[ "['Xiao-Lei Zhang' 'Ji Wu']", "Xiao-Lei Zhang and Ji Wu" ]
cs.IR cs.LG stat.ML
10.1145/2507157.2507166
1303.0665
null
null
http://arxiv.org/abs/1303.0665v2
2014-11-03T16:19:43Z
2013-03-04T10:34:13Z
Personalized News Recommendation with Context Trees
The profusion of online news articles makes it difficult to find interesting articles, a problem that can be assuaged by using a recommender system to bring the most relevant news stories to readers. However, news recommendation is challenging because the most relevant articles are often new content seen by few users. In addition, they are subject to trends and preference changes over time, and in many cases we do not have sufficient information to profile the reader. In this paper, we introduce a class of news recommendation systems based on context trees. They can provide high-quality news recommendation to anonymous visitors based on present browsing behaviour. We show that context-tree recommender systems provide good prediction accuracy and recommendation novelty, and they are sufficiently flexible to capture the unique properties of news articles.
[ "Florent Garcin, Christos Dimitrakakis and Boi Faltings", "['Florent Garcin' 'Christos Dimitrakakis' 'Boi Faltings']" ]
stat.ML cs.AI cs.LG
null
1303.0691
null
null
http://arxiv.org/pdf/1303.0691v3
2014-01-17T13:07:42Z
2013-03-04T13:02:49Z
Learning AMP Chain Graphs and some Marginal Models Thereof under Faithfulness: Extended Version
This paper deals with chain graphs under the Andersson-Madigan-Perlman (AMP) interpretation. In particular, we present a constraint based algorithm for learning an AMP chain graph a given probability distribution is faithful to. Moreover, we show that the extension of Meek's conjecture to AMP chain graphs does not hold, which compromises the development of efficient and correct score+search learning algorithms under assumptions weaker than faithfulness. We also introduce a new family of graphical models that consists of undirected and bidirected edges. We name this new family maximal covariance-concentration graphs (MCCGs) because it includes both covariance and concentration graphs as subfamilies. However, every MCCG can be seen as the result of marginalizing out some nodes in an AMP CG. We describe global, local and pairwise Markov properties for MCCGs and prove their equivalence. We characterize when two MCCGs are Markov equivalent, and show that every Markov equivalence class of MCCGs has a distinguished member. We present a constraint based algorithm for learning a MCCG a given probability distribution is faithful to. Finally, we present a graphical criterion for reading dependencies from a MCCG of a probability distribution that satisfies the graphoid properties, weak transitivity and composition. We prove that the criterion is sound and complete in certain sense.
[ "['Jose M. Peña']", "Jose M. Pe\\~na" ]
cs.LG q-bio.NC stat.ML
null
1303.0742
null
null
http://arxiv.org/pdf/1303.0742v1
2013-03-04T15:58:24Z
2013-03-04T15:58:24Z
Multivariate Temporal Dictionary Learning for EEG
This article addresses the issue of representing electroencephalographic (EEG) signals in an efficient way. While classical approaches use a fixed Gabor dictionary to analyze EEG signals, this article proposes a data-driven method to obtain an adapted dictionary. To reach an efficient dictionary learning, appropriate spatial and temporal modeling is required. Inter-channels links are taken into account in the spatial multivariate model, and shift-invariance is used for the temporal model. Multivariate learned kernels are informative (a few atoms code plentiful energy) and interpretable (the atoms can have a physiological meaning). Using real EEG data, the proposed method is shown to outperform the classical multichannel matching pursuit used with a Gabor dictionary, as measured by the representative power of the learned dictionary and its spatial flexibility. Moreover, dictionary learning can capture interpretable patterns: this ability is illustrated on real data, learning a P300 evoked potential.
[ "Quentin Barth\\'elemy, C\\'edric Gouy-Pailler, Yoann Isaac, Antoine\n Souloumiac, Anthony Larue, J\\'er\\^ome I. Mars", "['Quentin Barthélemy' 'Cédric Gouy-Pailler' 'Yoann Isaac'\n 'Antoine Souloumiac' 'Anthony Larue' 'Jérôme I. Mars']" ]
cs.NE cs.IT cs.LG math.DG math.IT
null
1303.0818
null
null
http://arxiv.org/pdf/1303.0818v5
2015-02-03T18:24:30Z
2013-03-04T20:41:09Z
Riemannian metrics for neural networks I: feedforward networks
We describe four algorithms for neural network training, each adapted to different scalability constraints. These algorithms are mathematically principled and invariant under a number of transformations in data and network representation, from which performance is thus independent. These algorithms are obtained from the setting of differential geometry, and are based on either the natural gradient using the Fisher information matrix, or on Hessian methods, scaled down in a specific way to allow for scalability while keeping some of their key mathematical properties.
[ "Yann Ollivier", "['Yann Ollivier']" ]
cs.LG cs.AI cs.MS
null
1303.0934
null
null
http://arxiv.org/pdf/1303.0934v1
2013-03-05T05:55:59Z
2013-03-05T05:55:59Z
GURLS: a Least Squares Library for Supervised Learning
We present GURLS, a least squares, modular, easy-to-extend software library for efficient supervised learning. GURLS is targeted to machine learning practitioners, as well as non-specialists. It offers a number state-of-the-art training strategies for medium and large-scale learning, and routines for efficient model selection. The library is particularly well suited for multi-output problems (multi-category/multi-label). GURLS is currently available in two independent implementations: Matlab and C++. It takes advantage of the favorable properties of regularized least squares algorithm to exploit advanced tools in linear algebra. Routines to handle computations with very large matrices by means of memory-mapped storage and distributed task execution are available. The package is distributed under the BSD licence and is available for download at https://github.com/CBCL/GURLS.
[ "Andrea Tacchetti, Pavan K Mallapragada, Matteo Santoro, Lorenzo\n Rosasco", "['Andrea Tacchetti' 'Pavan K Mallapragada' 'Matteo Santoro'\n 'Lorenzo Rosasco']" ]
cs.LG stat.ML
null
1303.1152
null
null
http://arxiv.org/pdf/1303.1152v2
2014-04-25T12:03:24Z
2013-03-05T19:59:13Z
An Equivalence between the Lasso and Support Vector Machines
We investigate the relation of two fundamental tools in machine learning and signal processing, that is the support vector machine (SVM) for classification, and the Lasso technique used in regression. We show that the resulting optimization problems are equivalent, in the following sense. Given any instance of an $\ell_2$-loss soft-margin (or hard-margin) SVM, we construct a Lasso instance having the same optimal solutions, and vice versa. As a consequence, many existing optimization algorithms for both SVMs and Lasso can also be applied to the respective other problem instances. Also, the equivalence allows for many known theoretical insights for SVM and Lasso to be translated between the two settings. One such implication gives a simple kernelized version of the Lasso, analogous to the kernels used in the SVM setting. Another consequence is that the sparsity of a Lasso solution is equal to the number of support vectors for the corresponding SVM instance, and that one can use screening rules to prune the set of support vectors. Furthermore, we can relate sublinear time algorithms for the two problems, and give a new such algorithm variant for the Lasso. We also study the regularization paths for both methods.
[ "['Martin Jaggi']", "Martin Jaggi" ]
stat.ML cs.LG
null
1303.1208
null
null
http://arxiv.org/pdf/1303.1208v3
2016-08-05T15:38:43Z
2013-03-05T22:23:14Z
Classification with Asymmetric Label Noise: Consistency and Maximal Denoising
In many real-world classification problems, the labels of training examples are randomly corrupted. Most previous theoretical work on classification with label noise assumes that the two classes are separable, that the label noise is independent of the true class label, or that the noise proportions for each class are known. In this work, we give conditions that are necessary and sufficient for the true class-conditional distributions to be identifiable. These conditions are weaker than those analyzed previously, and allow for the classes to be nonseparable and the noise levels to be asymmetric and unknown. The conditions essentially state that a majority of the observed labels are correct and that the true class-conditional distributions are "mutually irreducible," a concept we introduce that limits the similarity of the two distributions. For any label noise problem, there is a unique pair of true class-conditional distributions satisfying the proposed conditions, and we argue that this pair corresponds in a certain sense to maximal denoising of the observed distributions. Our results are facilitated by a connection to "mixture proportion estimation," which is the problem of estimating the maximal proportion of one distribution that is present in another. We establish a novel rate of convergence result for mixture proportion estimation, and apply this to obtain consistency of a discrimination rule based on surrogate loss minimization. Experimental results on benchmark data and a nuclear particle classification problem demonstrate the efficacy of our approach.
[ "Gilles Blanchard, Marek Flaska, Gregory Handy, Sara Pozzi, Clayton\n Scott", "['Gilles Blanchard' 'Marek Flaska' 'Gregory Handy' 'Sara Pozzi'\n 'Clayton Scott']" ]
cs.LG cs.NA
null
1303.1264
null
null
http://arxiv.org/pdf/1303.1264v1
2013-03-06T07:58:14Z
2013-03-06T07:58:14Z
Discovery of factors in matrices with grades
We present an approach to decomposition and factor analysis of matrices with ordinal data. The matrix entries are grades to which objects represented by rows satisfy attributes represented by columns, e.g. grades to which an image is red, a product has a given feature, or a person performs well in a test. We assume that the grades form a bounded scale equipped with certain aggregation operators and conforms to the structure of a complete residuated lattice. We present a greedy approximation algorithm for the problem of decomposition of such matrix in a product of two matrices with grades under the restriction that the number of factors be small. Our algorithm is based on a geometric insight provided by a theorem identifying particular rectangular-shaped submatrices as optimal factors for the decompositions. These factors correspond to formal concepts of the input data and allow an easy interpretation of the decomposition. We present illustrative examples and experimental evaluation.
[ "['Radim Belohlavek' 'Vilem Vychodil']", "Radim Belohlavek and Vilem Vychodil" ]
cs.LG
null
1303.1271
null
null
http://arxiv.org/pdf/1303.1271v5
2013-08-22T04:29:26Z
2013-03-06T08:20:33Z
Convex and Scalable Weakly Labeled SVMs
In this paper, we study the problem of learning from weakly labeled data, where labels of the training examples are incomplete. This includes, for example, (i) semi-supervised learning where labels are partially known; (ii) multi-instance learning where labels are implicitly known; and (iii) clustering where labels are completely unknown. Unlike supervised learning, learning with weak labels involves a difficult Mixed-Integer Programming (MIP) problem. Therefore, it can suffer from poor scalability and may also get stuck in local minimum. In this paper, we focus on SVMs and propose the WellSVM via a novel label generation strategy. This leads to a convex relaxation of the original MIP, which is at least as tight as existing convex Semi-Definite Programming (SDP) relaxations. Moreover, the WellSVM can be solved via a sequence of SVM subproblems that are much more scalable than previous convex SDP relaxations. Experiments on three weakly labeled learning tasks, namely, (i) semi-supervised learning; (ii) multi-instance learning for locating regions of interest in content-based information retrieval; and (iii) clustering, clearly demonstrate improved performance, and WellSVM is also readily applicable on large data sets.
[ "Yu-Feng Li, Ivor W. Tsang, James T. Kwok and Zhi-Hua Zhou", "['Yu-Feng Li' 'Ivor W. Tsang' 'James T. Kwok' 'Zhi-Hua Zhou']" ]
cs.LG stat.ML
null
1303.1280
null
null
http://arxiv.org/pdf/1303.1280v1
2013-03-06T09:23:45Z
2013-03-06T09:23:45Z
Large-Margin Metric Learning for Partitioning Problems
In this paper, we consider unsupervised partitioning problems, such as clustering, image segmentation, video segmentation and other change-point detection problems. We focus on partitioning problems based explicitly or implicitly on the minimization of Euclidean distortions, which include mean-based change-point detection, K-means, spectral clustering and normalized cuts. Our main goal is to learn a Mahalanobis metric for these unsupervised problems, leading to feature weighting and/or selection. This is done in a supervised way by assuming the availability of several potentially partially labelled datasets that share the same metric. We cast the metric learning problem as a large-margin structured prediction problem, with proper definition of regularizers and losses, leading to a convex optimization problem which can be solved efficiently with iterative techniques. We provide experiments where we show how learning the metric may significantly improve the partitioning performance in synthetic examples, bioinformatics, video segmentation and image segmentation problems.
[ "['Rémi Lajugie' 'Sylvain Arlot' 'Francis Bach']", "R\\'emi Lajugie (LIENS), Sylvain Arlot (LIENS), Francis Bach (LIENS)" ]
cs.LG
null
1303.1733
null
null
http://arxiv.org/pdf/1303.1733v2
2013-05-31T21:09:20Z
2013-03-07T16:10:44Z
Multi-relational Learning Using Weighted Tensor Decomposition with Modular Loss
We propose a modular framework for multi-relational learning via tensor decomposition. In our learning setting, the training data contains multiple types of relationships among a set of objects, which we represent by a sparse three-mode tensor. The goal is to predict the values of the missing entries. To do so, we model each relationship as a function of a linear combination of latent factors. We learn this latent representation by computing a low-rank tensor decomposition, using quasi-Newton optimization of a weighted objective function. Sparsity in the observed data is captured by the weighted objective, leading to improved accuracy when training data is limited. Exploiting sparsity also improves efficiency, potentially up to an order of magnitude over unweighted approaches. In addition, our framework accommodates arbitrary combinations of smooth, task-specific loss functions, making it better suited for learning different types of relations. For the typical cases of real-valued functions and binary relations, we propose several loss functions and derive the associated parameter gradients. We evaluate our method on synthetic and real data, showing significant improvements in both accuracy and scalability over related factorization techniques.
[ "Ben London, Theodoros Rekatsinas, Bert Huang, and Lise Getoor", "['Ben London' 'Theodoros Rekatsinas' 'Bert Huang' 'Lise Getoor']" ]
cs.LG cs.DS cs.NA
null
1303.1849
null
null
http://arxiv.org/pdf/1303.1849v2
2013-06-03T20:07:19Z
2013-03-07T23:16:16Z
Revisiting the Nystrom Method for Improved Large-Scale Machine Learning
We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results consist of an empirical evaluation of the performance quality and running time of sampling and projection methods on a diverse suite of SPSD matrices. Our results highlight complementary aspects of sampling versus projection methods; they characterize the effects of common data preprocessing steps on the performance of these algorithms; and they point to important differences between uniform sampling and nonuniform sampling methods based on leverage scores. In addition, our empirical results illustrate that existing theory is so weak that it does not provide even a qualitative guide to practice. Thus, we complement our empirical results with a suite of worst-case theoretical bounds for both random sampling and random projection methods. These bounds are qualitatively superior to existing bounds---e.g. improved additive-error bounds for spectral and Frobenius norm error and relative-error bounds for trace norm error---and they point to future directions to make these algorithms useful in even larger-scale machine learning applications.
[ "['Alex Gittens' 'Michael W. Mahoney']", "Alex Gittens and Michael W. Mahoney" ]
cs.CE cs.LG
10.1016/j.is.2017.05.006
1303.2054
null
null
http://arxiv.org/abs/1303.2054v1
2013-03-08T16:57:18Z
2013-03-08T16:57:18Z
Mining Representative Unsubstituted Graph Patterns Using Prior Similarity Matrix
One of the most powerful techniques to study protein structures is to look for recurrent fragments (also called substructures or spatial motifs), then use them as patterns to characterize the proteins under study. An emergent trend consists in parsing proteins three-dimensional (3D) structures into graphs of amino acids. Hence, the search of recurrent spatial motifs is formulated as a process of frequent subgraph discovery where each subgraph represents a spatial motif. In this scope, several efficient approaches for frequent subgraph discovery have been proposed in the literature. However, the set of discovered frequent subgraphs is too large to be efficiently analyzed and explored in any further process. In this paper, we propose a novel pattern selection approach that shrinks the large number of discovered frequent subgraphs by selecting the representative ones. Existing pattern selection approaches do not exploit the domain knowledge. Yet, in our approach we incorporate the evolutionary information of amino acids defined in the substitution matrices in order to select the representative subgraphs. We show the effectiveness of our approach on a number of real datasets. The results issued from our experiments show that our approach is able to considerably decrease the number of motifs while enhancing their interestingness.
[ "Wajdi Dhifli, Rabie Saidi, Engelbert Mephu Nguifo", "['Wajdi Dhifli' 'Rabie Saidi' 'Engelbert Mephu Nguifo']" ]
cs.LG
null
1303.2104
null
null
http://arxiv.org/pdf/1303.2104v1
2013-03-08T20:46:27Z
2013-03-08T20:46:27Z
Transfer Learning for Voice Activity Detection: A Denoising Deep Neural Network Perspective
Mismatching problem between the source and target noisy corpora severely hinder the practical use of the machine-learning-based voice activity detection (VAD). In this paper, we try to address this problem in the transfer learning prospective. Transfer learning tries to find a common learning machine or a common feature subspace that is shared by both the source corpus and the target corpus. The denoising deep neural network is used as the learning machine. Three transfer techniques, which aim to learn common feature representations, are used for analysis. Experimental results demonstrate the effectiveness of the transfer learning schemes on the mismatch problem.
[ "['Xiao-Lei Zhang' 'Ji Wu']", "Xiao-Lei Zhang, Ji Wu" ]
cs.LG
null
1303.2130
null
null
http://arxiv.org/pdf/1303.2130v2
2013-10-21T15:06:36Z
2013-03-08T21:32:52Z
Convex Discriminative Multitask Clustering
Multitask clustering tries to improve the clustering performance of multiple tasks simultaneously by taking their relationship into account. Most existing multitask clustering algorithms fall into the type of generative clustering, and none are formulated as convex optimization problems. In this paper, we propose two convex Discriminative Multitask Clustering (DMTC) algorithms to address the problems. Specifically, we first propose a Bayesian DMTC framework. Then, we propose two convex DMTC objectives within the framework. The first one, which can be seen as a technical combination of the convex multitask feature learning and the convex Multiclass Maximum Margin Clustering (M3C), aims to learn a shared feature representation. The second one, which can be seen as a combination of the convex multitask relationship learning and M3C, aims to learn the task relationship. The two objectives are solved in a uniform procedure by the efficient cutting-plane algorithm. Experimental results on a toy problem and two benchmark datasets demonstrate the effectiveness of the proposed algorithms.
[ "Xiao-Lei Zhang", "['Xiao-Lei Zhang']" ]
cs.LG
null
1303.2132
null
null
http://arxiv.org/pdf/1303.2132v2
2014-04-23T00:59:58Z
2013-03-08T21:40:42Z
Heuristic Ternary Error-Correcting Output Codes Via Weight Optimization and Layered Clustering-Based Approach
One important classifier ensemble for multiclass classification problems is Error-Correcting Output Codes (ECOCs). It bridges multiclass problems and binary-class classifiers by decomposing multiclass problems to a serial binary-class problems. In this paper, we present a heuristic ternary code, named Weight Optimization and Layered Clustering-based ECOC (WOLC-ECOC). It starts with an arbitrary valid ECOC and iterates the following two steps until the training risk converges. The first step, named Layered Clustering based ECOC (LC-ECOC), constructs multiple strong classifiers on the most confusing binary-class problem. The second step adds the new classifiers to ECOC by a novel Optimized Weighted (OW) decoding algorithm, where the optimization problem of the decoding is solved by the cutting plane algorithm. Technically, LC-ECOC makes the heuristic training process not blocked by some difficult binary-class problem. OW decoding guarantees the non-increase of the training risk for ensuring a small code length. Results on 14 UCI datasets and a music genre classification problem demonstrate the effectiveness of WOLC-ECOC.
[ "Xiao-Lei Zhang", "['Xiao-Lei Zhang']" ]
cs.LG stat.ML
10.1109/TNNLS.2014.2336679
1303.2184
null
null
http://arxiv.org/abs/1303.2184v3
2014-07-15T09:42:04Z
2013-03-09T09:09:54Z
Complex Support Vector Machines for Regression and Quaternary Classification
The paper presents a new framework for complex Support Vector Regression as well as Support Vector Machines for quaternary classification. The method exploits the notion of widely linear estimation to model the input-out relation for complex-valued data and considers two cases: a) the complex data are split into their real and imaginary parts and a typical real kernel is employed to map the complex data to a complexified feature space and b) a pure complex kernel is used to directly map the data to the induced complex feature space. The recently developed Wirtinger's calculus on complex reproducing kernel Hilbert spaces (RKHS) is employed in order to compute the Lagrangian and derive the dual optimization problem. As one of our major results, we prove that any complex SVM/SVR task is equivalent with solving two real SVM/SVR tasks exploiting a specific real kernel which is generated by the chosen complex kernel. In particular, the case of pure complex kernels leads to the generation of new kernels, which have not been considered before. In the classification case, the proposed framework inherently splits the complex space into four parts. This leads naturally in solving the four class-task (quaternary classification), instead of the typical two classes of the real SVM. In turn, this rationale can be used in a multiclass problem as a split-class scenario based on four classes, as opposed to the one-versus-all method; this can lead to significant computational savings. Experiments demonstrate the effectiveness of the proposed framework for regression and classification tasks that involve complex data.
[ "Pantelis Bouboulis, Sergios Theodoridis, Charalampos Mavroforakis,\n Leoni Dalla", "['Pantelis Bouboulis' 'Sergios Theodoridis' 'Charalampos Mavroforakis'\n 'Leoni Dalla']" ]
cs.LG cs.CV cs.SI stat.ML
10.1109/TSP.2013.2295553
1303.2221
null
null
http://arxiv.org/abs/1303.2221v1
2013-03-09T15:31:48Z
2013-03-09T15:31:48Z
Clustering on Multi-Layer Graphs via Subspace Analysis on Grassmann Manifolds
Relationships between entities in datasets are often of multiple nature, like geographical distance, social relationships, or common interests among people in a social network, for example. This information can naturally be modeled by a set of weighted and undirected graphs that form a global multilayer graph, where the common vertex set represents the entities and the edges on different layers capture the similarities of the entities in term of the different modalities. In this paper, we address the problem of analyzing multi-layer graphs and propose methods for clustering the vertices by efficiently merging the information provided by the multiple modalities. To this end, we propose to combine the characteristics of individual graph layers using tools from subspace analysis on a Grassmann manifold. The resulting combination can then be viewed as a low dimensional representation of the original data which preserves the most important information from diverse relationships between entities. We use this information in new clustering methods and test our algorithm on several synthetic and real world datasets where we demonstrate superior or competitive performances compared to baseline and state-of-the-art techniques. Our generic framework further extends to numerous analysis and learning problems that involve different types of information on graphs.
[ "Xiaowen Dong, Pascal Frossard, Pierre Vandergheynst, Nikolai Nefedov", "['Xiaowen Dong' 'Pascal Frossard' 'Pierre Vandergheynst' 'Nikolai Nefedov']" ]
math.OC cs.GT cs.LG
null
1303.2270
null
null
http://arxiv.org/pdf/1303.2270v2
2014-04-06T20:59:47Z
2013-03-09T21:49:25Z
Penalty-regulated dynamics and robust learning procedures in games
Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space repelling. These penalty-regulated dynamics are equivalent to players keeping an exponentially discounted aggregate of their on-going payoffs and then using a smooth best response to pick an action based on these performance scores. Owing to this inherent duality, the proposed dynamics satisfy a variant of the folk theorem of evolutionary game theory and they converge to (arbitrarily precise) approximations of Nash equilibria in potential games. Motivated by applications to traffic engineering, we exploit this duality further to design a discrete-time, payoff-based learning algorithm which retains these convergence properties and only requires players to observe their in-game payoffs: moreover, the algorithm remains robust in the presence of stochastic perturbations and observation errors, and it does not require any synchronization between players.
[ "Pierre Coucheney, Bruno Gaujal, Panayotis Mertikopoulos", "['Pierre Coucheney' 'Bruno Gaujal' 'Panayotis Mertikopoulos']" ]
cs.LG math.OC
null
1303.2314
null
null
http://arxiv.org/pdf/1303.2314v1
2013-03-10T12:00:59Z
2013-03-10T12:00:59Z
Mini-Batch Primal and Dual Methods for SVMs
We address the issue of using mini-batches in stochastic optimization of SVMs. We show that the same quantity, the spectral norm of the data, controls the parallelization speedup obtained for both primal stochastic subgradient descent (SGD) and stochastic dual coordinate ascent (SCDA) methods and use it to derive novel variants of mini-batched SDCA. Our guarantees for both methods are expressed in terms of the original nonsmooth primal problem based on the hinge-loss.
[ "Martin Tak\\'a\\v{c} and Avleen Bijral and Peter Richt\\'arik and Nathan\n Srebro", "['Martin Takáč' 'Avleen Bijral' 'Peter Richtárik' 'Nathan Srebro']" ]
math.DS cs.IT cs.LG math.IT math.PR stat.ML
null
1303.2395
null
null
http://arxiv.org/pdf/1303.2395v1
2013-03-10T23:20:12Z
2013-03-10T23:20:12Z
State estimation under non-Gaussian Levy noise: A modified Kalman filtering method
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian L\'evy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian L\'evy noise may have infinite variance. A modified Kalman filter for linear systems with non-Gaussian L\'evy noise is devised. It works effectively with reasonable computational cost. Simulation results are presented to illustrate this non-Gaussian filtering method.
[ "['Xu Sun' 'Jinqiao Duan' 'Xiaofan Li' 'Xiangjun Wang']", "Xu Sun, Jinqiao Duan, Xiaofan Li, Xiangjun Wang" ]
cs.LG stat.ML
null
1303.2417
null
null
http://arxiv.org/pdf/1303.2417v1
2013-03-11T03:29:35Z
2013-03-11T03:29:35Z
Linear NDCG and Pair-wise Loss
Linear NDCG is used for measuring the performance of the Web content quality assessment in ECML/PKDD Discovery Challenge 2010. In this paper, we will prove that the DCG error equals a new pair-wise loss.
[ "Xiao-Bo Jin and Guang-Gang Geng", "['Xiao-Bo Jin' 'Guang-Gang Geng']" ]
cs.LG stat.ML
10.1109/CDC.2013.6761048
1303.2506
null
null
http://arxiv.org/abs/1303.2506v1
2013-03-11T13:06:49Z
2013-03-11T13:06:49Z
Monte-Carlo utility estimates for Bayesian reinforcement learning
This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct an optimistic policy. Secondly, gradient-based algorithms for approximate upper and lower bounds are introduced. Finally, we introduce a new class of gradient algorithms for Bayesian Bellman error minimisation. We theoretically show that the gradient methods are sound. Experimentally, we demonstrate the superiority of the upper bound method in terms of reward obtained. However, we also show that the Bayesian Bellman error method is a close second, despite its significant computational simplicity.
[ "['Christos Dimitrakakis']", "Christos Dimitrakakis" ]
cs.LG cs.GT
null
1303.2643
null
null
http://arxiv.org/pdf/1303.2643v1
2013-03-11T19:52:48Z
2013-03-11T19:52:48Z
Revealing Cluster Structure of Graph by Path Following Replicator Dynamic
In this paper, we propose a path following replicator dynamic, and investigate its potentials in uncovering the underlying cluster structure of a graph. The proposed dynamic is a generalization of the discrete replicator dynamic. The replicator dynamic has been successfully used to extract dense clusters of graphs; however, it is often sensitive to the degree distribution of a graph, and usually biased by vertices with large degrees, thus may fail to detect the densest cluster. To overcome this problem, we introduce a dynamic parameter, called path parameter, into the evolution process. The path parameter can be interpreted as the maximal possible probability of a current cluster containing a vertex, and it monotonically increases as evolution process proceeds. By limiting the maximal probability, the phenomenon of some vertices dominating the early stage of evolution process is suppressed, thus making evolution process more robust. To solve the optimization problem with a fixed path parameter, we propose an efficient fixed point algorithm. The time complexity of the path following replicator dynamic is only linear in the number of edges of a graph, thus it can analyze graphs with millions of vertices and tens of millions of edges on a common PC in a few minutes. Besides, it can be naturally generalized to hypergraph and graph with edges of different orders. We apply it to four important problems: maximum clique problem, densest k-subgraph problem, structure fitting, and discovery of high-density regions. The extensive experimental results clearly demonstrate its advantages, in terms of robustness, scalability and flexility.
[ "Hairong Liu, Longin Jan Latecki, Shuicheng Yan", "['Hairong Liu' 'Longin Jan Latecki' 'Shuicheng Yan']" ]
cs.LG cs.IR
null
1303.2651
null
null
http://arxiv.org/pdf/1303.2651v2
2014-03-30T08:26:31Z
2013-03-10T12:51:03Z
Hybrid Q-Learning Applied to Ubiquitous recommender system
Ubiquitous information access becomes more and more important nowadays and research is aimed at making it adapted to users. Our work consists in applying machine learning techniques in order to bring a solution to some of the problems concerning the acceptance of the system by users. To achieve this, we propose a fundamental shift in terms of how we model the learning of recommender system: inspired by models of human reasoning developed in robotic, we combine reinforcement learning and case-base reasoning to define a recommendation process that uses these two approaches for generating recommendations on different context dimensions (social, temporal, geographic). We describe an implementation of the recommender system based on this framework. We also present preliminary results from experiments with the system and show how our approach increases the recommendation quality.
[ "['Djallel Bouneffouf']", "Djallel Bouneffouf" ]
cs.SI cs.LG physics.soc-ph stat.ML
10.1103/PhysRevE.88.042813
1303.2663
null
null
http://arxiv.org/abs/1303.2663v2
2013-10-04T05:12:35Z
2013-03-11T20:00:32Z
Spectral Clustering with Epidemic Diffusion
Spectral clustering is widely used to partition graphs into distinct modules or communities. Existing methods for spectral clustering use the eigenvalues and eigenvectors of the graph Laplacian, an operator that is closely associated with random walks on graphs. We propose a new spectral partitioning method that exploits the properties of epidemic diffusion. An epidemic is a dynamic process that, unlike the random walk, simultaneously transitions to all the neighbors of a given node. We show that the replicator, an operator describing epidemic diffusion, is equivalent to the symmetric normalized Laplacian of a reweighted graph with edges reweighted by the eigenvector centralities of their incident nodes. Thus, more weight is given to edges connecting more central nodes. We describe a method that partitions the nodes based on the componentwise ratio of the replicator's second eigenvector to the first, and compare its performance to traditional spectral clustering techniques on synthetic graphs with known community structure. We demonstrate that the replicator gives preference to dense, clique-like structures, enabling it to more effectively discover communities that may be obscured by dense intercommunity linking.
[ "Laura M. Smith, Kristina Lerman, Cristina Garcia-Cardona, Allon G.\n Percus, Rumi Ghosh", "['Laura M. Smith' 'Kristina Lerman' 'Cristina Garcia-Cardona'\n 'Allon G. Percus' 'Rumi Ghosh']" ]
cs.LG stat.AP
null
1303.2739
null
null
http://arxiv.org/pdf/1303.2739v1
2013-03-12T01:13:44Z
2013-03-12T01:13:44Z
Machine Learning for Bioclimatic Modelling
Many machine learning (ML) approaches are widely used to generate bioclimatic models for prediction of geographic range of organism as a function of climate. Applications such as prediction of range shift in organism, range of invasive species influenced by climate change are important parameters in understanding the impact of climate change. However, success of machine learning-based approaches depends on a number of factors. While it can be safely said that no particular ML technique can be effective in all applications and success of a technique is predominantly dependent on the application or the type of the problem, it is useful to understand their behavior to ensure informed choice of techniques. This paper presents a comprehensive review of machine learning-based bioclimatic model generation and analyses the factors influencing success of such models. Considering the wide use of statistical techniques, in our discussion we also include conventional statistical techniques used in bioclimatic modelling.
[ "Maumita Bhattacharya", "['Maumita Bhattacharya']" ]
cs.MA cs.LG
null
1303.2789
null
null
http://arxiv.org/pdf/1303.2789v1
2013-03-12T07:00:04Z
2013-03-12T07:00:04Z
A Cooperative Q-learning Approach for Real-time Power Allocation in Femtocell Networks
In this paper, we address the problem of distributed interference management of cognitive femtocells that share the same frequency range with macrocells (primary user) using distributed multi-agent Q-learning. We formulate and solve three problems representing three different Q-learning algorithms: namely, centralized, distributed and partially distributed power control using Q-learning (CPC-Q, DPC-Q and PDPC-Q). CPCQ, although not of practical interest, characterizes the global optimum. Each of DPC-Q and PDPC-Q works in two different learning paradigms: Independent (IL) and Cooperative (CL). The former is considered the simplest form for applying Qlearning in multi-agent scenarios, where all the femtocells learn independently. The latter is the proposed scheme in which femtocells share partial information during the learning process in order to strike a balance between practical relevance and performance. In terms of performance, the simulation results showed that the CL paradigm outperforms the IL paradigm and achieves an aggregate femtocells capacity that is very close to the optimal one. For the practical relevance issue, we evaluate the robustness and scalability of DPC-Q, in real time, by deploying new femtocells in the system during the learning process, where we showed that DPC-Q in the CL paradigm is scalable to large number of femtocells and more robust to the network dynamics compared to the IL paradigm
[ "['Hussein Saad' 'Amr Mohamed' 'Tamer ElBatt']", "Hussein Saad, Amr Mohamed and Tamer ElBatt" ]
cs.LG cs.IT math.IT stat.ML
10.1109/MSP.2013.2250352
1303.2823
null
null
http://arxiv.org/abs/1303.2823v2
2013-09-27T11:07:52Z
2013-03-12T10:16:29Z
Gaussian Processes for Nonlinear Signal Processing
Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as a natural nonlinear extension to optimal Wiener filtering. After establishing their basic formulation, we discuss several important aspects and extensions, including recursive and adaptive algorithms for dealing with non-stationarity, low-complexity solutions, non-Gaussian noise models and classification scenarios. Furthermore, we provide a selection of relevant applications to wireless digital communications.
[ "['Fernando Pérez-Cruz' 'Steven Van Vaerenbergh'\n 'Juan José Murillo-Fuentes' 'Miguel Lázaro-Gredilla' 'Ignacio Santamaria']", "Fernando P\\'erez-Cruz, Steven Van Vaerenbergh, Juan Jos\\'e\n Murillo-Fuentes, Miguel L\\'azaro-Gredilla and Ignacio Santamaria" ]
cs.LG stat.ML
null
1303.3055
null
null
http://arxiv.org/pdf/1303.3055v1
2013-03-12T23:25:37Z
2013-03-12T23:25:37Z
Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an algorithm whose regret with respect to any policy in a comparison class grows as the square root of the number of rounds of the game, provided the transition probabilities satisfy a uniform mixing condition. Our approach is efficient as long as the comparison class is polynomial and we can compute expectations over sample paths for each policy. Designing an efficient algorithm with small regret for the general case remains an open problem.
[ "['Yasin Abbasi-Yadkori' 'Peter L. Bartlett' 'Csaba Szepesvari']", "Yasin Abbasi-Yadkori and Peter L. Bartlett and Csaba Szepesvari" ]
cs.AI cs.LG stat.ML
null
1303.3163
null
null
http://arxiv.org/pdf/1303.3163v3
2013-06-13T01:04:03Z
2013-03-13T14:06:21Z
A Greedy Approximation of Bayesian Reinforcement Learning with Probably Optimistic Transition Model
Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has proposed several approximation methods. However, these methods are usually too sensitive to parameter values, and finding an acceptable parameter setting is practically impossible in many applications. In this paper, we propose a new algorithm that greedily approximates Bayesian RL to achieve robustness in parameter space. We show that for a desired learning behavior, our proposed algorithm has a polynomial sample complexity that is lower than those of existing algorithms. We also demonstrate that the proposed algorithm naturally outperforms other existing algorithms when the prior distributions are not significantly misleading. On the other hand, the proposed algorithm cannot handle greatly misspecified priors as well as the other algorithms can. This is a natural consequence of the fact that the proposed algorithm is greedier than the other algorithms. Accordingly, we discuss a way to select an appropriate algorithm for different tasks based on the algorithms' greediness. We also introduce a new way of simplifying Bayesian planning, based on which future work would be able to derive new algorithms.
[ "Kenji Kawaguchi and Mauricio Araya", "['Kenji Kawaguchi' 'Mauricio Araya']" ]
cs.SY cs.CE cs.LG q-bio.MN
null
1303.3183
null
null
http://arxiv.org/pdf/1303.3183v2
2015-02-25T13:06:00Z
2013-03-12T15:34:41Z
Toggling a Genetic Switch Using Reinforcement Learning
In this paper, we consider the problem of optimal exogenous control of gene regulatory networks. Our approach consists in adapting an established reinforcement learning algorithm called the fitted Q iteration. This algorithm infers the control law directly from the measurements of the system's response to external control inputs without the use of a mathematical model of the system. The measurement data set can either be collected from wet-lab experiments or artificially created by computer simulations of dynamical models of the system. The algorithm is applicable to a wide range of biological systems due to its ability to deal with nonlinear and stochastic system dynamics. To illustrate the application of the algorithm to a gene regulatory network, the regulation of the toggle switch system is considered. The control objective of this problem is to drive the concentrations of two specific proteins to a target region in the state space.
[ "Aivar Sootla, Natalja Strelkowa, Damien Ernst, Mauricio Barahona,\n Guy-Bart Stan", "['Aivar Sootla' 'Natalja Strelkowa' 'Damien Ernst' 'Mauricio Barahona'\n 'Guy-Bart Stan']" ]
cs.LG cs.IT math.IT stat.ML
null
1303.3207
null
null
http://arxiv.org/pdf/1303.3207v4
2015-03-04T14:30:21Z
2013-03-13T16:22:03Z
Group-Sparse Model Selection: Hardness and Relaxations
Group-based sparsity models are proven instrumental in linear regression problems for recovering signals from much fewer measurements than standard compressive sensing. The main promise of these models is the recovery of "interpretable" signals through the identification of their constituent groups. In this paper, we establish a combinatorial framework for group-model selection problems and highlight the underlying tractability issues. In particular, we show that the group-model selection problem is equivalent to the well-known NP-hard weighted maximum coverage problem (WMC). Leveraging a graph-based understanding of group models, we describe group structures which enable correct model selection in polynomial time via dynamic programming. Furthermore, group structures that lead to totally unimodular constraints have tractable discrete as well as convex relaxations. We also present a generalization of the group-model that allows for within group sparsity, which can be used to model hierarchical sparsity. Finally, we study the Pareto frontier of group-sparse approximations for two tractable models, among which the tree sparsity model, and illustrate selection and computation trade-offs between our framework and the existing convex relaxations.
[ "Luca Baldassarre and Nirav Bhan and Volkan Cevher and Anastasios\n Kyrillidis and Siddhartha Satpathi", "['Luca Baldassarre' 'Nirav Bhan' 'Volkan Cevher' 'Anastasios Kyrillidis'\n 'Siddhartha Satpathi']" ]
cs.LG cs.CV stat.ML
null
1303.3240
null
null
http://arxiv.org/pdf/1303.3240v2
2014-11-14T15:33:29Z
2013-03-13T18:18:14Z
A Unified Framework for Probabilistic Component Analysis
We present a unifying framework which reduces the construction of probabilistic component analysis techniques to a mere selection of the latent neighbourhood, thus providing an elegant and principled framework for creating novel component analysis models as well as constructing probabilistic equivalents of deterministic component analysis methods. Under our framework, we unify many very popular and well-studied component analysis algorithms, such as Principal Component Analysis (PCA), Linear Discriminant Analysis (LDA), Locality Preserving Projections (LPP) and Slow Feature Analysis (SFA), some of which have no probabilistic equivalents in literature thus far. We firstly define the Markov Random Fields (MRFs) which encapsulate the latent connectivity of the aforementioned component analysis techniques; subsequently, we show that the projection directions produced by all PCA, LDA, LPP and SFA are also produced by the Maximum Likelihood (ML) solution of a single joint probability density function, composed by selecting one of the defined MRF priors while utilising a simple observation model. Furthermore, we propose novel Expectation Maximization (EM) algorithms, exploiting the proposed joint PDF, while we generalize the proposed methodologies to arbitrary connectivities via parameterizable MRF products. Theoretical analysis and experiments on both simulated and real world data show the usefulness of the proposed framework, by deriving methods which well outperform state-of-the-art equivalents.
[ "Mihalis A. Nicolaou, Stefanos Zafeiriou and Maja Pantic", "['Mihalis A. Nicolaou' 'Stefanos Zafeiriou' 'Maja Pantic']" ]
stat.ML cs.LG
10.1073/pnas.1219097111
1303.3257
null
null
http://arxiv.org/abs/1303.3257v3
2013-11-24T17:22:41Z
2013-03-13T19:45:03Z
Ranking and combining multiple predictors without labeled data
In a broad range of classification and decision making problems, one is given the advice or predictions of several classifiers, of unknown reliability, over multiple questions or queries. This scenario is different from the standard supervised setting, where each classifier accuracy can be assessed using available labeled data, and raises two questions: given only the predictions of several classifiers over a large set of unlabeled test data, is it possible to a) reliably rank them; and b) construct a meta-classifier more accurate than most classifiers in the ensemble? Here we present a novel spectral approach to address these questions. First, assuming conditional independence between classifiers, we show that the off-diagonal entries of their covariance matrix correspond to a rank-one matrix. Moreover, the classifiers can be ranked using the leading eigenvector of this covariance matrix, as its entries are proportional to their balanced accuracies. Second, via a linear approximation to the maximum likelihood estimator, we derive the Spectral Meta-Learner (SML), a novel ensemble classifier whose weights are equal to this eigenvector entries. On both simulated and real data, SML typically achieves a higher accuracy than most classifiers in the ensemble and can provide a better starting point than majority voting, for estimating the maximum likelihood solution. Furthermore, SML is robust to the presence of small malicious groups of classifiers designed to veer the ensemble prediction away from the (unknown) ground truth.
[ "['Fabio Parisi' 'Francesco Strino' 'Boaz Nadler' 'Yuval Kluger']", "Fabio Parisi, Francesco Strino, Boaz Nadler and Yuval Kluger" ]
cs.DC cs.DB cs.LG
null
1303.3517
null
null
http://arxiv.org/pdf/1303.3517v1
2013-03-13T04:24:12Z
2013-03-13T04:24:12Z
Iterative MapReduce for Large Scale Machine Learning
Large datasets ("Big Data") are becoming ubiquitous because the potential value in deriving insights from data, across a wide range of business and scientific applications, is increasingly recognized. In particular, machine learning - one of the foundational disciplines for data analysis, summarization and inference - on Big Data has become routine at most organizations that operate large clouds, usually based on systems such as Hadoop that support the MapReduce programming paradigm. It is now widely recognized that while MapReduce is highly scalable, it suffers from a critical weakness for machine learning: it does not support iteration. Consequently, one has to program around this limitation, leading to fragile, inefficient code. Further, reliance on the programmer is inherently flawed in a multi-tenanted cloud environment, since the programmer does not have visibility into the state of the system when his or her program executes. Prior work has sought to address this problem by either developing specialized systems aimed at stylized applications, or by augmenting MapReduce with ad hoc support for saving state across iterations (driven by an external loop). In this paper, we advocate support for looping as a first-class construct, and propose an extension of the MapReduce programming paradigm called {\em Iterative MapReduce}. We then develop an optimizer for a class of Iterative MapReduce programs that cover most machine learning techniques, provide theoretical justifications for the key optimization steps, and empirically demonstrate that system-optimized programs for significant machine learning tasks are competitive with state-of-the-art specialized solutions.
[ "['Joshua Rosen' 'Neoklis Polyzotis' 'Vinayak Borkar' 'Yingyi Bu'\n 'Michael J. Carey' 'Markus Weimer' 'Tyson Condie' 'Raghu Ramakrishnan']", "Joshua Rosen, Neoklis Polyzotis, Vinayak Borkar, Yingyi Bu, Michael J.\n Carey, Markus Weimer, Tyson Condie, Raghu Ramakrishnan" ]
cs.RO cs.CV cs.LG
null
1303.3605
null
null
http://arxiv.org/pdf/1303.3605v1
2013-03-14T20:51:29Z
2013-03-14T20:51:29Z
A survey on sensing methods and feature extraction algorithms for SLAM problem
This paper is a survey work for a bigger project for designing a Visual SLAM robot to generate 3D dense map of an unknown unstructured environment. A lot of factors have to be considered while designing a SLAM robot. Sensing method of the SLAM robot should be determined by considering the kind of environment to be modeled. Similarly the type of environment determines the suitable feature extraction method. This paper goes through the sensing methods used in some recently published papers. The main objective of this survey is to conduct a comparative study among the current sensing methods and feature extraction algorithms and to extract out the best for our work.
[ "Adheen Ajay and D. Venkataraman", "['Adheen Ajay' 'D. Venkataraman']" ]
cs.DC cs.LG cs.PF
null
1303.3632
null
null
http://arxiv.org/pdf/1303.3632v1
2013-03-14T22:40:32Z
2013-03-14T22:40:32Z
Statistical Regression to Predict Total Cumulative CPU Usage of MapReduce Jobs
Recently, businesses have started using MapReduce as a popular computation framework for processing large amount of data, such as spam detection, and different data mining tasks, in both public and private clouds. Two of the challenging questions in such environments are (1) choosing suitable values for MapReduce configuration parameters e.g., number of mappers, number of reducers, and DFS block size, and (2) predicting the amount of resources that a user should lease from the service provider. Currently, the tasks of both choosing configuration parameters and estimating required resources are solely the users responsibilities. In this paper, we present an approach to provision the total CPU usage in clock cycles of jobs in MapReduce environment. For a MapReduce job, a profile of total CPU usage in clock cycles is built from the job past executions with different values of two configuration parameters e.g., number of mappers, and number of reducers. Then, a polynomial regression is used to model the relation between these configuration parameters and total CPU usage in clock cycles of the job. We also briefly study the influence of input data scaling on measured total CPU usage in clock cycles. This derived model along with the scaling result can then be used to provision the total CPU usage in clock cycles of the same jobs with different input data size. We validate the accuracy of our models using three realistic applications (WordCount, Exim MainLog parsing, and TeraSort). Results show that the predicted total CPU usage in clock cycles of generated resource provisioning options are less than 8% of the measured total CPU usage in clock cycles in our 20-node virtual Hadoop cluster.
[ "Nikzad Babaii Rizvandi, Javid Taheri, Reza Moraveji, Albert Y. Zomaya", "['Nikzad Babaii Rizvandi' 'Javid Taheri' 'Reza Moraveji'\n 'Albert Y. Zomaya']" ]
stat.ML cs.LG
null
1303.3664
null
null
http://arxiv.org/pdf/1303.3664v2
2013-03-18T13:11:02Z
2013-03-15T02:37:19Z
Topic Discovery through Data Dependent and Random Projections
We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based on data-dependent and random projections of word-frequency patterns to identify novel words and associated topics. We will also discuss the statistical guarantees of the data-dependent projections method based on two mild assumptions on the prior density of topic document matrix. Our key insight here is that the maximum and minimum values of cross-document frequency patterns projected along any direction are associated with novel words. While our sample complexity bounds for topic recovery are similar to the state-of-art, the computational complexity of our random projection scheme scales linearly with the number of documents and the number of words per document. We present several experiments on synthetic and real-world datasets to demonstrate qualitative and quantitative merits of our scheme.
[ "Weicong Ding, Mohammad H. Rohban, Prakash Ishwar, Venkatesh Saligrama", "['Weicong Ding' 'Mohammad H. Rohban' 'Prakash Ishwar'\n 'Venkatesh Saligrama']" ]
cs.IT cs.LG math.IT math.ST stat.ML stat.TH
null
1303.3716
null
null
http://arxiv.org/pdf/1303.3716v1
2013-03-15T09:52:54Z
2013-03-15T09:52:54Z
Subspace Clustering via Thresholding and Spectral Clustering
We consider the problem of clustering a set of high-dimensional data points into sets of low-dimensional linear subspaces. The number of subspaces, their dimensions, and their orientations are unknown. We propose a simple and low-complexity clustering algorithm based on thresholding the correlations between the data points followed by spectral clustering. A probabilistic performance analysis shows that this algorithm succeeds even when the subspaces intersect, and when the dimensions of the subspaces scale (up to a log-factor) linearly in the ambient dimension. Moreover, we prove that the algorithm also succeeds for data points that are subject to erasures with the number of erasures scaling (up to a log-factor) linearly in the ambient dimension. Finally, we propose a simple scheme that provably detects outliers.
[ "['Reinhard Heckel' 'Helmut Bölcskei']", "Reinhard Heckel and Helmut B\\\"olcskei" ]
cs.LG
null
1303.3754
null
null
http://arxiv.org/pdf/1303.3754v1
2013-03-15T12:20:53Z
2013-03-15T12:20:53Z
A Last-Step Regression Algorithm for Non-Stationary Online Learning
The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best target function during the runtime of the algorithm, instead the best (local) target function is drifting over time. We develop a novel last-step minmax optimal algorithm in context of a drift. We analyze the algorithm in the worst-case regret framework and show that it maintains an average loss close to that of the best slowly changing sequence of linear functions, as long as the total of drift is sublinear. In some situations, our bound improves over existing bounds, and additionally the algorithm suffers logarithmic regret when there is no drift. We also build on the H_infinity filter and its bound, and develop and analyze a second algorithm for drifting setting. Synthetic simulations demonstrate the advantages of our algorithms in a worst-case constant drift setting.
[ "Edward Moroshko, Koby Crammer", "['Edward Moroshko' 'Koby Crammer']" ]
cs.LG
null
1303.3934
null
null
http://arxiv.org/pdf/1303.3934v2
2015-10-06T21:12:52Z
2013-03-16T00:49:56Z
A Quorum Sensing Inspired Algorithm for Dynamic Clustering
Quorum sensing is a decentralized biological process, through which a community of cells with no global awareness coordinate their functional behaviors based solely on cell-medium interactions and local decisions. This paper draws inspirations from quorum sensing and colony competition to derive a new algorithm for data clustering. The algorithm treats each data as a single cell, and uses knowledge of local connectivity to cluster cells into multiple colonies simultaneously. It simulates auto-inducers secretion in quorum sensing to tune the influence radius for each cell. At the same time, sparsely distributed core cells spread their influences to form colonies, and interactions between colonies eventually determine each cell's identity. The algorithm has the flexibility to analyze not only static but also time-varying data, which surpasses the capacity of many existing algorithms. Its stability and convergence properties are established. The algorithm is tested on several applications, including both synthetic and real benchmarks data sets, alleles clustering, community detection, image segmentation. In particular, the algorithm's distinctive capability to deal with time-varying data allows us to experiment it on novel applications such as robotic swarms grouping and switching model identification. We believe that the algorithm's promising performance would stimulate many more exciting applications.
[ "Feng Tan and Jean-Jacques Slotine", "['Feng Tan' 'Jean-Jacques Slotine']" ]
null
null
1303.3987
null
null
http://arxiv.org/pdf/1303.3987v1
2013-03-16T15:06:12Z
2013-03-16T15:06:12Z
$l_{2,p}$ Matrix Norm and Its Application in Feature Selection
Recently, $l_{2,1}$ matrix norm has been widely applied to many areas such as computer vision, pattern recognition, biological study and etc. As an extension of $l_1$ vector norm, the mixed $l_{2,1}$ matrix norm is often used to find jointly sparse solutions. Moreover, an efficient iterative algorithm has been designed to solve $l_{2,1}$-norm involved minimizations. Actually, computational studies have showed that $l_p$-regularization ($0<p<1$) is sparser than $l_1$-regularization, but the extension to matrix norm has been seldom considered. This paper presents a definition of mixed $l_{2,p}$ $(pin (0, 1])$ matrix pseudo norm which is thought as both generalizations of $l_p$ vector norm to matrix and $l_{2,1}$-norm to nonconvex cases $(0<p<1)$. Fortunately, an efficient unified algorithm is proposed to solve the induced $l_{2,p}$-norm $(pin (0, 1])$ optimization problems. The convergence can also be uniformly demonstrated for all $pin (0, 1]$. Typical $pin (0,1]$ are applied to select features in computational biology and the experimental results show that some choices of $0<p<1$ do improve the sparse pattern of using $p=1$.
[ "['Liping Wang' 'Songcan Chen']" ]
cs.LG
null
1303.4015
null
null
http://arxiv.org/pdf/1303.4015v2
2013-11-03T10:25:48Z
2013-03-16T20:09:16Z
On multi-class learning through the minimization of the confusion matrix norm
In imbalanced multi-class classification problems, the misclassification rate as an error measure may not be a relevant choice. Several methods have been developed where the performance measure retained richer information than the mere misclassification rate: misclassification costs, ROC-based information, etc. Following this idea of dealing with alternate measures of performance, we propose to address imbalanced classification problems by using a new measure to be optimized: the norm of the confusion matrix. Indeed, recent results show that using the norm of the confusion matrix as an error measure can be quite interesting due to the fine-grain informations contained in the matrix, especially in the case of imbalanced classes. Our first contribution then consists in showing that optimizing criterion based on the confusion matrix gives rise to a common background for cost-sensitive methods aimed at dealing with imbalanced classes learning problems. As our second contribution, we propose an extension of a recent multi-class boosting method --- namely AdaBoost.MM --- to the imbalanced class problem, by greedily minimizing the empirical norm of the confusion matrix. A theoretical analysis of the properties of the proposed method is presented, while experimental results illustrate the behavior of the algorithm and show the relevancy of the approach compared to other methods.
[ "['Sokol Koço' 'Cécile Capponi']", "Sokol Ko\\c{c}o (LIF), C\\'ecile Capponi (LIF)" ]
cs.LG
null
1303.4169
null
null
http://arxiv.org/pdf/1303.4169v1
2013-03-18T07:14:15Z
2013-03-18T07:14:15Z
Markov Chain Monte Carlo for Arrangement of Hyperplanes in Locality-Sensitive Hashing
Since Hamming distances can be calculated by bitwise computations, they can be calculated with less computational load than L2 distances. Similarity searches can therefore be performed faster in Hamming distance space. The elements of Hamming distance space are bit strings. On the other hand, the arrangement of hyperplanes induce the transformation from the feature vectors into feature bit strings. This transformation method is a type of locality-sensitive hashing that has been attracting attention as a way of performing approximate similarity searches at high speed. Supervised learning of hyperplane arrangements allows us to obtain a method that transforms them into feature bit strings reflecting the information of labels applied to higher-dimensional feature vectors. In this p aper, we propose a supervised learning method for hyperplane arrangements in feature space that uses a Markov chain Monte Carlo (MCMC) method. We consider the probability density functions used during learning, and evaluate their performance. We also consider the sampling method for learning data pairs needed in learning, and we evaluate its performance. We confirm that the accuracy of this learning method when using a suitable probability density function and sampling method is greater than the accuracy of existing learning methods.
[ "Yui Noma, Makiko Konoshima", "['Yui Noma' 'Makiko Konoshima']" ]
cs.LG stat.ML
null
1303.4172
null
null
http://arxiv.org/pdf/1303.4172v1
2013-03-18T07:33:29Z
2013-03-18T07:33:29Z
Margins, Shrinkage, and Boosting
This manuscript shows that AdaBoost and its immediate variants can produce approximate maximum margin classifiers simply by scaling step size choices with a fixed small constant. In this way, when the unscaled step size is an optimal choice, these results provide guarantees for Friedman's empirically successful "shrinkage" procedure for gradient boosting (Friedman, 2000). Guarantees are also provided for a variety of other step sizes, affirming the intuition that increasingly regularized line searches provide improved margin guarantees. The results hold for the exponential loss and similar losses, most notably the logistic loss.
[ "['Matus Telgarsky']", "Matus Telgarsky" ]
cs.LG cs.NA
null
1303.4207
null
null
http://arxiv.org/pdf/1303.4207v7
2013-10-01T06:31:11Z
2013-03-18T11:17:55Z
Improving CUR Matrix Decomposition and the Nystr\"{o}m Approximation via Adaptive Sampling
The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its columns, while CUR approximates an arbitrary data matrix by a small number of its columns and rows. Thus, CUR decomposition can be regarded as an extension of the Nystr\"{o}m approximation. In this paper we establish a more general error bound for the adaptive column/row sampling algorithm, based on which we propose more accurate CUR and Nystr\"{o}m algorithms with expected relative-error bounds. The proposed CUR and Nystr\"{o}m algorithms also have low time complexity and can avoid maintaining the whole data matrix in RAM. In addition, we give theoretical analysis for the lower error bounds of the standard Nystr\"{o}m method and the ensemble Nystr\"{o}m method. The main theoretical results established in this paper are novel, and our analysis makes no special assumption on the data matrices.
[ "['Shusen Wang' 'Zhihua Zhang']", "Shusen Wang, Zhihua Zhang" ]
cs.LG cs.NA stat.CO stat.ML
null
1303.4434
null
null
http://arxiv.org/pdf/1303.4434v1
2013-03-18T21:41:53Z
2013-03-18T21:41:53Z
A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems
Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.
[ "['Pinghua Gong' 'Changshui Zhang' 'Zhaosong Lu' 'Jianhua Huang'\n 'Jieping Ye']", "Pinghua Gong, Changshui Zhang, Zhaosong Lu, Jianhua Huang, Jieping Ye" ]
cs.LG cs.GT
null
1303.4638
null
null
http://arxiv.org/pdf/1303.4638v1
2013-03-13T10:22:09Z
2013-03-13T10:22:09Z
On Improving Energy Efficiency within Green Femtocell Networks: A Hierarchical Reinforcement Learning Approach
One of the efficient solutions of improving coverage and increasing capacity in cellular networks is the deployment of femtocells. As the cellular networks are becoming more complex, energy consumption of whole network infrastructure is becoming important in terms of both operational costs and environmental impacts. This paper investigates energy efficiency of two-tier femtocell networks through combining game theory and stochastic learning. With the Stackelberg game formulation, a hierarchical reinforcement learning framework is applied for studying the joint expected utility maximization of macrocells and femtocells subject to the minimum signal-to-interference-plus-noise-ratio requirements. In the learning procedure, the macrocells act as leaders and the femtocells are followers. At each time step, the leaders commit to dynamic strategies based on the best responses of the followers, while the followers compete against each other with no further information but the leaders' transmission parameters. In this paper, we propose two reinforcement learning based intelligent algorithms to schedule each cell's stochastic power levels. Numerical experiments are presented to validate the investigations. The results show that the two learning algorithms substantially improve the energy efficiency of the femtocell networks.
[ "Xianfu Chen, Honggang Zhang, Tao Chen, Mika Lasanen, and Jacques\n Palicot", "['Xianfu Chen' 'Honggang Zhang' 'Tao Chen' 'Mika Lasanen'\n 'Jacques Palicot']" ]
cs.LG
null
1303.4664
null
null
http://arxiv.org/pdf/1303.4664v1
2013-03-19T17:00:22Z
2013-03-19T17:00:22Z
Large-Scale Learning with Less RAM via Randomization
We reduce the memory footprint of popular large-scale online learning methods by projecting our weight vector onto a coarse discrete set using randomized rounding. Compared to standard 32-bit float encodings, this reduces RAM usage by more than 50% during training and by up to 95% when making predictions from a fixed model, with almost no loss in accuracy. We also show that randomized counting can be used to implement per-coordinate learning rates, improving model quality with little additional RAM. We prove these memory-saving methods achieve regret guarantees similar to their exact variants. Empirical evaluation confirms excellent performance, dominating standard approaches across memory versus accuracy tradeoffs.
[ "Daniel Golovin, D. Sculley, H. Brendan McMahan, Michael Young", "['Daniel Golovin' 'D. Sculley' 'H. Brendan McMahan' 'Michael Young']" ]
math.NA cs.LG stat.ML
null
1303.4694
null
null
http://arxiv.org/pdf/1303.4694v2
2013-09-20T20:22:33Z
2013-03-12T04:33:14Z
Recovering Non-negative and Combined Sparse Representations
The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for such a system can exist, based on the theory of polytopes. Furthermore, we develop the paradigm of combined sparse representations, where only a part of the coefficient vector is constrained to be non-negative, and the rest is unconstrained (general). We analyze the recovery of the unique, sparsest solution, for combined representations, under three different cases of coefficient support knowledge: (a) the non-zero supports of non-negative and general coefficients are known, (b) the non-zero support of general coefficients alone is known, and (c) both the non-zero supports are unknown. For case (c), we propose the combined orthogonal matching pursuit algorithm for coefficient recovery and derive the deterministic sparsity threshold under which recovery of the unique, sparsest coefficient vector is possible. We quantify the order complexity of the algorithms, and examine their performance in exact and approximate recovery of coefficients under various conditions of noise. Furthermore, we also obtain their empirical phase transition characteristics. We show that the basis pursuit algorithm, with partial non-negative constraints, and the proposed greedy algorithm perform better in recovering the unique sparse representation when compared to their unconstrained counterparts. Finally, we demonstrate the utility of the proposed methods in recovering images corrupted by saturation noise.
[ "['Karthikeyan Natesan Ramamurthy' 'Jayaraman J. Thiagarajan'\n 'Andreas Spanias']", "Karthikeyan Natesan Ramamurthy, Jayaraman J. Thiagarajan and Andreas\n Spanias" ]
stat.ML cs.LG
10.1109/TSP.2014.2350956
1303.4756
null
null
http://arxiv.org/abs/1303.4756v6
2014-08-13T16:16:16Z
2013-03-19T20:34:47Z
Marginal Likelihoods for Distributed Parameter Estimation of Gaussian Graphical Models
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance matrix, which can be computationally intensive in large dimensions. Approximate inference based on message-passing algorithms, on the other hand, can lead to unstable and biased estimation in loopy graphical models. In this paper, we propose a general framework for distributed estimation based on a maximum marginal likelihood (MML) approach. This approach computes local parameter estimates by maximizing marginal likelihoods defined with respect to data collected from local neighborhoods. Due to the non-convexity of the MML problem, we introduce and solve a convex relaxation. The local estimates are then combined into a global estimate without the need for iterative message-passing between neighborhoods. The proposed algorithm is naturally parallelizable and computationally efficient, thereby making it suitable for high-dimensional problems. In the classical regime where the number of variables $p$ is fixed and the number of samples $T$ increases to infinity, the proposed estimator is shown to be asymptotically consistent and to improve monotonically as the local neighborhood size increases. In the high-dimensional scaling regime where both $p$ and $T$ increase to infinity, the convergence rate to the true parameters is derived and is seen to be comparable to centralized maximum likelihood estimation. Extensive numerical experiments demonstrate the improved performance of the two-hop version of the proposed estimator, which suffices to almost close the gap to the centralized maximum likelihood estimator at a reduced computational cost.
[ "Zhaoshi Meng, Dennis Wei, Ami Wiesel, Alfred O. Hero III", "['Zhaoshi Meng' 'Dennis Wei' 'Ami Wiesel' 'Alfred O. Hero III']" ]
cs.LG math.NA stat.ML
null
1303.4778
null
null
http://arxiv.org/pdf/1303.4778v2
2013-07-03T19:07:34Z
2013-03-19T22:17:20Z
Greedy Feature Selection for Subspace Clustering
Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same subspace must be identified in order to obtain accurate estimates of the subspace structures present in the data. Recently, sparse recovery methods have been shown to provide a provable and robust strategy for exact feature selection (EFS)--recovering subsets of points from the ensemble that live in the same subspace. In parallel with recent studies of EFS with L1-minimization, in this paper, we develop sufficient conditions for EFS with a greedy method for sparse signal recovery known as orthogonal matching pursuit (OMP). Following our analysis, we provide an empirical study of feature selection strategies for signals living on unions of subspaces and characterize the gap between sparse recovery methods and nearest neighbor (NN)-based approaches. In particular, we demonstrate that sparse recovery methods provide significant advantages over NN methods and the gap between the two approaches is particularly pronounced when the sampling of subspaces in the dataset is sparse. Our results suggest that OMP may be employed to reliably recover exact feature sets in a number of regimes where NN approaches fail to reveal the subspace membership of points in the ensemble.
[ "Eva L. Dyer, Aswin C. Sankaranarayanan, Richard G. Baraniuk", "['Eva L. Dyer' 'Aswin C. Sankaranarayanan' 'Richard G. Baraniuk']" ]
stat.ML cs.LG math.OC
null
1303.5145
null
null
http://arxiv.org/pdf/1303.5145v4
2014-01-22T21:30:33Z
2013-03-21T02:10:10Z
Node-Based Learning of Multiple Gaussian Graphical Models
We consider the problem of estimating high-dimensional Gaussian graphical models corresponding to a single set of variables under several distinct conditions. This problem is motivated by the task of recovering transcriptional regulatory networks on the basis of gene expression data {containing heterogeneous samples, such as different disease states, multiple species, or different developmental stages}. We assume that most aspects of the conditional dependence networks are shared, but that there are some structured differences between them. Rather than assuming that similarities and differences between networks are driven by individual edges, we take a node-based approach, which in many cases provides a more intuitive interpretation of the network differences. We consider estimation under two distinct assumptions: (1) differences between the K networks are due to individual nodes that are perturbed across conditions, or (2) similarities among the K networks are due to the presence of common hub nodes that are shared across all K networks. Using a row-column overlap norm penalty function, we formulate two convex optimization problems that correspond to these two assumptions. We solve these problems using an alternating direction method of multipliers algorithm, and we derive a set of necessary and sufficient conditions that allows us to decompose the problem into independent subproblems so that our algorithm can be scaled to high-dimensional settings. Our proposal is illustrated on synthetic data, a webpage data set, and a brain cancer gene expression data set.
[ "Karthik Mohan, Palma London, Maryam Fazel, Daniela Witten, Su-In Lee", "['Karthik Mohan' 'Palma London' 'Maryam Fazel' 'Daniela Witten'\n 'Su-In Lee']" ]
cs.CL cs.LG
null
1303.5148
null
null
http://arxiv.org/pdf/1303.5148v1
2013-03-21T02:56:43Z
2013-03-21T02:56:43Z
Estimating Confusions in the ASR Channel for Improved Topic-based Language Model Adaptation
Human language is a combination of elemental languages/domains/styles that change across and sometimes within discourses. Language models, which play a crucial role in speech recognizers and machine translation systems, are particularly sensitive to such changes, unless some form of adaptation takes place. One approach to speech language model adaptation is self-training, in which a language model's parameters are tuned based on automatically transcribed audio. However, transcription errors can misguide self-training, particularly in challenging settings such as conversational speech. In this work, we propose a model that considers the confusions (errors) of the ASR channel. By modeling the likely confusions in the ASR output instead of using just the 1-best, we improve self-training efficacy by obtaining a more reliable reference transcription estimate. We demonstrate improved topic-based language modeling adaptation results over both 1-best and lattice self-training using our ASR channel confusion estimates on telephone conversations.
[ "['Damianos Karakos' 'Mark Dredze' 'Sanjeev Khudanpur']", "Damianos Karakos and Mark Dredze and Sanjeev Khudanpur" ]
cs.CV cs.LG stat.ML
null
1303.5244
null
null
http://arxiv.org/pdf/1303.5244v1
2013-03-21T12:40:05Z
2013-03-21T12:40:05Z
Separable Dictionary Learning
Many techniques in computer vision, machine learning, and statistics rely on the fact that a signal of interest admits a sparse representation over some dictionary. Dictionaries are either available analytically, or can be learned from a suitable training set. While analytic dictionaries permit to capture the global structure of a signal and allow a fast implementation, learned dictionaries often perform better in applications as they are more adapted to the considered class of signals. In imagery, unfortunately, the numerical burden for (i) learning a dictionary and for (ii) employing the dictionary for reconstruction tasks only allows to deal with relatively small image patches that only capture local image information. The approach presented in this paper aims at overcoming these drawbacks by allowing a separable structure on the dictionary throughout the learning process. On the one hand, this permits larger patch-sizes for the learning phase, on the other hand, the dictionary is applied efficiently in reconstruction tasks. The learning procedure is based on optimizing over a product of spheres which updates the dictionary as a whole, thus enforces basic dictionary properties such as mutual coherence explicitly during the learning procedure. In the special case where no separable structure is enforced, our method competes with state-of-the-art dictionary learning methods like K-SVD.
[ "['Simon Hawe' 'Matthias Seibert' 'Martin Kleinsteuber']", "Simon Hawe, Matthias Seibert, and Martin Kleinsteuber" ]
cs.LG cs.AI cs.CV
null
1303.5403
null
null
http://arxiv.org/pdf/1303.5403v1
2013-03-13T12:52:37Z
2013-03-13T12:52:37Z
An Entropy-based Learning Algorithm of Bayesian Conditional Trees
This article offers a modification of Chow and Liu's learning algorithm in the context of handwritten digit recognition. The modified algorithm directs the user to group digits into several classes consisting of digits that are hard to distinguish and then constructing an optimal conditional tree representation for each class of digits instead of for each single digit as done by Chow and Liu (1968). Advantages and extensions of the new method are discussed. Related works of Wong and Wang (1977) and Wong and Poon (1989) which offer a different entropy-based learning algorithm are shown to rest on inappropriate assumptions.
[ "['Dan Geiger']", "Dan Geiger" ]
cs.CV cs.LG stat.ML
null
1303.5508
null
null
http://arxiv.org/pdf/1303.5508v2
2013-03-28T19:21:33Z
2013-03-22T03:24:10Z
Sparse Projections of Medical Images onto Manifolds
Manifold learning has been successfully applied to a variety of medical imaging problems. Its use in real-time applications requires fast projection onto the low-dimensional space. To this end, out-of-sample extensions are applied by constructing an interpolation function that maps from the input space to the low-dimensional manifold. Commonly used approaches such as the Nystr\"{o}m extension and kernel ridge regression require using all training points. We propose an interpolation function that only depends on a small subset of the input training data. Consequently, in the testing phase each new point only needs to be compared against a small number of input training data in order to project the point onto the low-dimensional space. We interpret our method as an out-of-sample extension that approximates kernel ridge regression. Our method involves solving a simple convex optimization problem and has the attractive property of guaranteeing an upper bound on the approximation error, which is crucial for medical applications. Tuning this error bound controls the sparsity of the resulting interpolation function. We illustrate our method in two clinical applications that require fast mapping of input images onto a low-dimensional space.
[ "George H. Chen, Christian Wachinger, Polina Golland", "['George H. Chen' 'Christian Wachinger' 'Polina Golland']" ]
cs.SI cs.LG math.ST physics.soc-ph stat.ML stat.TH
10.1109/TSP.2014.2336613
1303.5613
null
null
http://arxiv.org/abs/1303.5613v1
2013-03-22T13:34:28Z
2013-03-22T13:34:28Z
Network Detection Theory and Performance
Network detection is an important capability in many areas of applied research in which data can be represented as a graph of entities and relationships. Oftentimes the object of interest is a relatively small subgraph in an enormous, potentially uninteresting background. This aspect characterizes network detection as a "big data" problem. Graph partitioning and network discovery have been major research areas over the last ten years, driven by interest in internet search, cyber security, social networks, and criminal or terrorist activities. The specific problem of network discovery is addressed as a special case of graph partitioning in which membership in a small subgraph of interest must be determined. Algebraic graph theory is used as the basis to analyze and compare different network detection methods. A new Bayesian network detection framework is introduced that partitions the graph based on prior information and direct observations. The new approach, called space-time threat propagation, is proved to maximize the probability of detection and is therefore optimum in the Neyman-Pearson sense. This optimality criterion is compared to spectral community detection approaches which divide the global graph into subsets or communities with optimal connectivity properties. We also explore a new generative stochastic model for covert networks and analyze using receiver operating characteristics the detection performance of both classes of optimal detection techniques.
[ "['Steven T. Smith' 'Kenneth D. Senne' 'Scott Philips' 'Edward K. Kao'\n 'Garrett Bernstein']", "Steven T. Smith, Kenneth D. Senne, Scott Philips, Edward K. Kao, and\n Garrett Bernstein" ]
stat.ML cs.LG math.OC stat.AP
null
1303.5685
null
null
http://arxiv.org/pdf/1303.5685v2
2013-07-19T20:33:18Z
2013-03-22T18:44:56Z
Sparse Factor Analysis for Learning and Content Analytics
We develop a new model and algorithms for machine learning-based learning analytics, which estimate a learner's knowledge of the concepts underlying a domain, and content analytics, which estimate the relationships among a collection of questions and those concepts. Our model represents the probability that a learner provides the correct response to a question in terms of three factors: their understanding of a set of underlying concepts, the concepts involved in each question, and each question's intrinsic difficulty. We estimate these factors given the graded responses to a collection of questions. The underlying estimation problem is ill-posed in general, especially when only a subset of the questions are answered. The key observation that enables a well-posed solution is the fact that typical educational domains of interest involve only a small number of key concepts. Leveraging this observation, we develop both a bi-convex maximum-likelihood and a Bayesian solution to the resulting SPARse Factor Analysis (SPARFA) problem. We also incorporate user-defined tags on questions to facilitate the interpretability of the estimated factors. Experiments with synthetic and real-world data demonstrate the efficacy of our approach. Finally, we make a connection between SPARFA and noisy, binary-valued (1-bit) dictionary learning that is of independent interest.
[ "Andrew S. Lan, Andrew E. Waters, Christoph Studer and Richard G.\n Baraniuk", "['Andrew S. Lan' 'Andrew E. Waters' 'Christoph Studer'\n 'Richard G. Baraniuk']" ]
cs.CV cs.LG cs.RO stat.ML
null
1303.5913
null
null
http://arxiv.org/pdf/1303.5913v1
2013-03-24T04:55:40Z
2013-03-24T04:55:40Z
A Diffusion Process on Riemannian Manifold for Visual Tracking
Robust visual tracking for long video sequences is a research area that has many important applications. The main challenges include how the target image can be modeled and how this model can be updated. In this paper, we model the target using a covariance descriptor, as this descriptor is robust to problems such as pixel-pixel misalignment, pose and illumination changes, that commonly occur in visual tracking. We model the changes in the template using a generative process. We introduce a new dynamical model for the template update using a random walk on the Riemannian manifold where the covariance descriptors lie in. This is done using log-transformed space of the manifold to free the constraints imposed inherently by positive semidefinite matrices. Modeling template variations and poses kinetics together in the state space enables us to jointly quantify the uncertainties relating to the kinematic states and the template in a principled way. Finally, the sequential inference of the posterior distribution of the kinematic states and the template is done using a particle filter. Our results shows that this principled approach can be robust to changes in illumination, poses and spatial affine transformation. In the experiments, our method outperformed the current state-of-the-art algorithm - the incremental Principal Component Analysis method, particularly when a target underwent fast poses changes and also maintained a comparable performance in stable target tracking cases.
[ "['Marcus Chen' 'Cham Tat Jen' 'Pang Sze Kim' 'Alvina Goh']", "Marcus Chen, Cham Tat Jen, Pang Sze Kim, Alvina Goh" ]
stat.ML cs.LG
null
1303.5976
null
null
http://arxiv.org/pdf/1303.5976v1
2013-03-24T18:32:38Z
2013-03-24T18:32:38Z
On Learnability, Complexity and Stability
We consider the fundamental question of learnability of a hypotheses class in the supervised learning setting and in the general learning setting introduced by Vladimir Vapnik. We survey classic results characterizing learnability in term of suitable notions of complexity, as well as more recent results that establish the connection between learnability and stability of a learning algorithm.
[ "Silvia Villa, Lorenzo Rosasco and Tomaso Poggio", "['Silvia Villa' 'Lorenzo Rosasco' 'Tomaso Poggio']" ]
stat.ML cs.LG math.OC
null
1303.5984
null
null
http://arxiv.org/pdf/1303.5984v1
2013-03-24T19:56:49Z
2013-03-24T19:56:49Z
Efficient Reinforcement Learning for High Dimensional Linear Quadratic Systems
We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control schemes. More recently, for the average cost LQ problem, a regret bound of ${O}(\sqrt{T})$ was shown, apart form logarithmic factors. However, this bound scales exponentially with $p$, the dimension of the state space. In this work we consider the case where the matrices describing the dynamic of the LQ system are sparse and their dimensions are large. We present an adaptive control scheme that achieves a regret bound of ${O}(p \sqrt{T})$, apart from logarithmic factors. In particular, our algorithm has an average cost of $(1+\eps)$ times the optimum cost after $T = \polylog(p) O(1/\eps^2)$. This is in comparison to previous work on the dense dynamics where the algorithm requires time that scales exponentially with dimension in order to achieve regret of $\eps$ times the optimal cost. We believe that our result has prominent applications in the emerging area of computational advertising, in particular targeted online advertising and advertising in social networks.
[ "Morteza Ibrahimi and Adel Javanmard and Benjamin Van Roy", "['Morteza Ibrahimi' 'Adel Javanmard' 'Benjamin Van Roy']" ]
cs.LG cs.CV stat.ML
null
1303.6001
null
null
http://arxiv.org/pdf/1303.6001v1
2013-03-24T22:33:15Z
2013-03-24T22:33:15Z
Generalizing k-means for an arbitrary distance matrix
The original k-means clustering method works only if the exact vectors representing the data points are known. Therefore calculating the distances from the centroids needs vector operations, since the average of abstract data points is undefined. Existing algorithms can be extended for those cases when the sole input is the distance matrix, and the exact representing vectors are unknown. This extension may be named relational k-means after a notation for a similar algorithm invented for fuzzy clustering. A method is then proposed for generalizing k-means for scenarios when the data points have absolutely no connection with a Euclidean space.
[ "['Balázs Szalkai']", "Bal\\'azs Szalkai" ]
cs.LG stat.ML
null
1303.6086
null
null
http://arxiv.org/pdf/1303.6086v1
2013-03-25T11:09:08Z
2013-03-25T11:09:08Z
On Sparsity Inducing Regularization Methods for Machine Learning
During the past years there has been an explosion of interest in learning methods based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer can be expressed as the composition of a convex function $\omega$ with a linear function. This setting includes several methods such the group Lasso, the Fused Lasso, multi-task learning and many more. We present a general approach for solving regularization problems of this kind, under the assumption that the proximity operator of the function $\omega$ is available. Furthermore, we comment on the application of this approach to support vector machines, a technique pioneered by the groundbreaking work of Vladimir Vapnik.
[ "Andreas Argyriou, Luca Baldassarre, Charles A. Micchelli, Massimiliano\n Pontil", "['Andreas Argyriou' 'Luca Baldassarre' 'Charles A. Micchelli'\n 'Massimiliano Pontil']" ]
math.ST cs.LG math.OC stat.TH
null
1303.6149
null
null
http://arxiv.org/pdf/1303.6149v3
2014-03-16T06:25:08Z
2013-03-25T14:53:33Z
Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression
In this paper, we consider supervised learning problems such as logistic regression and study the stochastic gradient method with averaging, in the usual stochastic approximation setting where observations are used only once. We show that after $N$ iterations, with a constant step-size proportional to $1/R^2 \sqrt{N}$ where $N$ is the number of observations and $R$ is the maximum norm of the observations, the convergence rate is always of order $O(1/\sqrt{N})$, and improves to $O(R^2 / \mu N)$ where $\mu$ is the lowest eigenvalue of the Hessian at the global optimum (when this eigenvalue is greater than $R^2/\sqrt{N}$). Since $\mu$ does not need to be known in advance, this shows that averaged stochastic gradient is adaptive to \emph{unknown local} strong convexity of the objective function. Our proof relies on the generalized self-concordance properties of the logistic loss and thus extends to all generalized linear models with uniformly bounded features.
[ "Francis Bach (INRIA Paris - Rocquencourt, LIENS)", "['Francis Bach']" ]
cs.CV cs.LG
10.1371/journal.pone.0071715
1303.6163
null
null
http://arxiv.org/abs/1303.6163v3
2013-07-23T11:15:25Z
2013-03-25T15:20:09Z
Machine learning of hierarchical clustering to segment 2D and 3D images
We aim to improve segmentation through the use of machine learning tools during region agglomeration. We propose an active learning approach for performing hierarchical agglomerative segmentation from superpixels. Our method combines multiple features at all scales of the agglomerative process, works for data with an arbitrary number of dimensions, and scales to very large datasets. We advocate the use of variation of information to measure segmentation accuracy, particularly in 3D electron microscopy (EM) images of neural tissue, and using this metric demonstrate an improvement over competing algorithms in EM and natural images.
[ "Juan Nunez-Iglesias, Ryan Kennedy, Toufiq Parag, Jianbo Shi, Dmitri B.\n Chklovskii", "['Juan Nunez-Iglesias' 'Ryan Kennedy' 'Toufiq Parag' 'Jianbo Shi'\n 'Dmitri B. Chklovskii']" ]
stat.ML cs.LG cs.NA
null
1303.6370
null
null
http://arxiv.org/pdf/1303.6370v1
2013-03-26T02:36:49Z
2013-03-26T02:36:49Z
Convex Tensor Decomposition via Structured Schatten Norm Regularization
We discuss structured Schatten norms for tensor decomposition that includes two recently proposed norms ("overlapped" and "latent") for convex-optimization-based tensor decomposition, and connect tensor decomposition with wider literature on structured sparsity. Based on the properties of the structured Schatten norms, we mathematically analyze the performance of "latent" approach for tensor decomposition, which was empirically found to perform better than the "overlapped" approach in some settings. We show theoretically that this is indeed the case. In particular, when the unknown true tensor is low-rank in a specific mode, this approach performs as good as knowing the mode with the smallest rank. Along the way, we show a novel duality result for structures Schatten norms, establish the consistency, and discuss the identifiability of this approach. We confirm through numerical simulations that our theoretical prediction can precisely predict the scaling behavior of the mean squared error.
[ "Ryota Tomioka, Taiji Suzuki", "['Ryota Tomioka' 'Taiji Suzuki']" ]
cs.LG
null
1303.6390
null
null
http://arxiv.org/pdf/1303.6390v2
2013-03-27T16:23:48Z
2013-03-26T06:01:34Z
A Note on k-support Norm Regularized Risk Minimization
The k-support norm has been recently introduced to perform correlated sparsity regularization. Although Argyriou et al. only reported experiments using squared loss, here we apply it to several other commonly used settings resulting in novel machine learning algorithms with interesting and familiar limit cases. Source code for the algorithms described here is available.
[ "['Matthew Blaschko']", "Matthew Blaschko (INRIA Saclay - Ile de France, CVN)" ]
stat.ML cs.LG
null
1303.6746
null
null
http://arxiv.org/pdf/1303.6746v4
2013-11-11T10:52:24Z
2013-03-27T06:17:09Z
Exploiting correlation and budget constraints in Bayesian multi-armed bandit optimization
We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best arm identification in the multi-armed bandit literature. We introduce a Bayesian approach for this problem and show that it empirically outperforms both the existing frequentist counterpart and other Bayesian optimization methods. The Bayesian approach places emphasis on detailed modelling, including the modelling of correlations among the arms. As a result, it can perform well in situations where the number of arms is much larger than the number of allowed function evaluation, whereas the frequentist counterpart is inapplicable. This feature enables us to develop and deploy practical applications, such as automatic machine learning toolboxes. The paper presents comprehensive comparisons of the proposed approach, Thompson sampling, classical Bayesian optimization techniques, more recent Bayesian bandit approaches, and state-of-the-art best arm identification methods. This is the first comparison of many of these methods in the literature and allows us to examine the relative merits of their different features.
[ "Matthew W. Hoffman, Bobak Shahriari, Nando de Freitas", "['Matthew W. Hoffman' 'Bobak Shahriari' 'Nando de Freitas']" ]
stat.ML cs.LG
10.1117/12.2017754
1303.6750
null
null
http://arxiv.org/abs/1303.6750v1
2013-03-27T06:53:26Z
2013-03-27T06:53:26Z
Sequential testing over multiple stages and performance analysis of data fusion
We describe a methodology for modeling the performance of decision-level data fusion between different sensor configurations, implemented as part of the JIEDDO Analytic Decision Engine (JADE). We first discuss a Bayesian network formulation of classical probabilistic data fusion, which allows elementary fusion structures to be stacked and analyzed efficiently. We then present an extension of the Wald sequential test for combining the outputs of the Bayesian network over time. We discuss an algorithm to compute its performance statistics and illustrate the approach on some examples. This variant of the sequential test involves multiple, distinct stages, where the evidence accumulated from each stage is carried over into the next one, and is motivated by a need to keep certain sensors in the network inactive unless triggered by other sensors.
[ "['Gaurav Thakur']", "Gaurav Thakur" ]