categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
list
cs.LG stat.ML
null
1306.1840
null
null
http://arxiv.org/pdf/1306.1840v2
2013-06-23T05:32:31Z
2013-06-07T20:12:17Z
Loss-Proportional Subsampling for Subsequent ERM
We propose a sampling scheme suitable for reducing a data set prior to selecting a hypothesis with minimum empirical risk. The sampling only considers a subset of the ultimate (unknown) hypothesis set, but can nonetheless guarantee that the final excess risk will compare favorably with utilizing the entire original data set. We demonstrate the practical benefits of our approach on a large dataset which we subsample and subsequently fit with boosted trees.
[ "['Paul Mineiro' 'Nikos Karampatziakis']", "Paul Mineiro, Nikos Karampatziakis" ]
cs.CV cs.LG stat.ML
10.1109/CVPRW.2013.131
1306.1913
null
null
http://arxiv.org/abs/1306.1913v1
2013-06-08T12:57:39Z
2013-06-08T12:57:39Z
Emotional Expression Classification using Time-Series Kernels
Estimation of facial expressions, as spatio-temporal processes, can take advantage of kernel methods if one considers facial landmark positions and their motion in 3D space. We applied support vector classification with kernels derived from dynamic time-warping similarity measures. We achieved over 99% accuracy - measured by area under ROC curve - using only the 'motion pattern' of the PCA compressed representation of the marker point vector, the so-called shape parameters. Beyond the classification of full motion patterns, several expressions were recognized with over 90% accuracy in as few as 5-6 frames from their onset, about 200 milliseconds.
[ "Andras Lorincz, Laszlo Jeni, Zoltan Szabo, Jeffrey Cohn, Takeo Kanade", "['Andras Lorincz' 'Laszlo Jeni' 'Zoltan Szabo' 'Jeffrey Cohn'\n 'Takeo Kanade']" ]
stat.ML cs.LG math.ST stat.TH
null
1306.2035
null
null
http://arxiv.org/pdf/1306.2035v1
2013-06-09T16:28:56Z
2013-06-09T16:28:56Z
Minimax Theory for High-dimensional Gaussian Mixtures with Sparse Mean Separation
While several papers have investigated computationally and statistically efficient methods for learning Gaussian mixtures, precise minimax bounds for their statistical performance as well as fundamental limits in high-dimensional settings are not well-understood. In this paper, we provide precise information theoretic bounds on the clustering accuracy and sample complexity of learning a mixture of two isotropic Gaussians in high dimensions under small mean separation. If there is a sparse subset of relevant dimensions that determine the mean separation, then the sample complexity only depends on the number of relevant dimensions and mean separation, and can be achieved by a simple computationally efficient procedure. Our results provide the first step of a theoretical basis for recent methods that combine feature selection and clustering.
[ "Martin Azizyan, Aarti Singh, Larry Wasserman", "['Martin Azizyan' 'Aarti Singh' 'Larry Wasserman']" ]
stat.ML cs.LG
null
1306.2084
null
null
http://arxiv.org/pdf/1306.2084v1
2013-06-10T01:45:49Z
2013-06-10T01:45:49Z
Logistic Tensor Factorization for Multi-Relational Data
Tensor factorizations have become increasingly popular approaches for various learning tasks on structured data. In this work, we extend the RESCAL tensor factorization, which has shown state-of-the-art results for multi-relational learning, to account for the binary nature of adjacency tensors. We study the improvements that can be gained via this approach on various benchmark datasets and show that the logistic extension can improve the prediction results significantly.
[ "Maximilian Nickel, Volker Tresp", "['Maximilian Nickel' 'Volker Tresp']" ]
cs.LG stat.AP
null
1306.2094
null
null
http://arxiv.org/pdf/1306.2094v1
2013-06-10T03:18:25Z
2013-06-10T03:18:25Z
Predicting Risk-of-Readmission for Congestive Heart Failure Patients: A Multi-Layer Approach
Mitigating risk-of-readmission of Congestive Heart Failure (CHF) patients within 30 days of discharge is important because such readmissions are not only expensive but also critical indicator of provider care and quality of treatment. Accurately predicting the risk-of-readmission may allow hospitals to identify high-risk patients and eventually improve quality of care by identifying factors that contribute to such readmissions in many scenarios. In this paper, we investigate the problem of predicting risk-of-readmission as a supervised learning problem, using a multi-layer classification approach. Earlier contributions inadequately attempted to assess a risk value for 30 day readmission by building a direct predictive model as opposed to our approach. We first split the problem into various stages, (a) at risk in general (b) risk within 60 days (c) risk within 30 days, and then build suitable classifiers for each stage, thereby increasing the ability to accurately predict the risk using multiple layers of decision. The advantage of our approach is that we can use different classification models for the subtasks that are more suited for the respective problems. Moreover, each of the subtasks can be solved using different features and training data leading to a highly confident diagnosis or risk compared to a one-shot single layer approach. An experimental evaluation on actual hospital patient record data from Multicare Health Systems shows that our model is significantly better at predicting risk-of-readmission of CHF patients within 30 days after discharge compared to prior attempts.
[ "Kiyana Zolfaghar, Nele Verbiest, Jayshree Agarwal, Naren Meadem,\n Si-Chi Chin, Senjuti Basu Roy, Ankur Teredesai, David Hazel, Paul Amoroso,\n Lester Reed", "['Kiyana Zolfaghar' 'Nele Verbiest' 'Jayshree Agarwal' 'Naren Meadem'\n 'Si-Chi Chin' 'Senjuti Basu Roy' 'Ankur Teredesai' 'David Hazel'\n 'Paul Amoroso' 'Lester Reed']" ]
cs.CE cs.LG
null
1306.2118
null
null
http://arxiv.org/pdf/1306.2118v1
2013-06-10T07:28:51Z
2013-06-10T07:28:51Z
A Novel Approach for Single Gene Selection Using Clustering and Dimensionality Reduction
We extend the standard rough set-based approach to deal with huge amounts of numeric attributes versus small amount of available objects. Here, a novel approach of clustering along with dimensionality reduction; Hybrid Fuzzy C Means-Quick Reduct (FCMQR) algorithm is proposed for single gene selection. Gene selection is a process to select genes which are more informative. It is one of the important steps in knowledge discovery. The problem is that all genes are not important in gene expression data. Some of the genes may be redundant, and others may be irrelevant and noisy. In this study, the entire dataset is divided in proper grouping of similar genes by applying Fuzzy C Means (FCM) algorithm. A high class discriminated genes has been selected based on their degree of dependence by applying Quick Reduct algorithm based on Rough Set Theory to all the resultant clusters. Average Correlation Value (ACV) is calculated for the high class discriminated genes. The clusters which have the ACV value a s 1 is determined as significant clusters, whose classification accuracy will be equal or high when comparing to the accuracy of the entire dataset. The proposed algorithm is evaluated using WEKA classifiers and compared. Finally, experimental results related to the leukemia cancer data confirm that our approach is quite promising, though it surely requires further research.
[ "E.N.Sathishkumar, K.Thangavel, T.Chandrasekhar", "['E. N. Sathishkumar' 'K. Thangavel' 'T. Chandrasekhar']" ]
null
null
1306.2119
null
null
http://arxiv.org/pdf/1306.2119v1
2013-06-10T07:31:10Z
2013-06-10T07:31:10Z
Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n)
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on the minimization of the empirical risk. We focus on problems without strong convexity, for which all previously known algorithms achieve a convergence rate for function values of O(1/n^{1/2}). We consider and analyze two algorithms that achieve a rate of O(1/n) for classical supervised learning problems. For least-squares regression, we show that averaged stochastic gradient descent with constant step-size achieves the desired rate. For logistic regression, this is achieved by a simple novel stochastic gradient algorithm that (a) constructs successive local quadratic approximations of the loss functions, while (b) preserving the same running time complexity as stochastic gradient descent. For these algorithms, we provide a non-asymptotic analysis of the generalization error (in expectation, and also in high probability for least-squares), and run extensive experiments on standard machine learning benchmarks showing that they often outperform existing approaches.
[ "['Francis Bach' 'Eric Moulines']" ]
math.ST cs.LG math.PR stat.TH
null
1306.2290
null
null
http://arxiv.org/pdf/1306.2290v1
2013-06-10T19:11:25Z
2013-06-10T19:11:25Z
Asymptotically Optimal Sequential Estimation of the Mean Based on Inclusion Principle
A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference of mean values based on accumulated observational data. We show that the construction of such random intervals can be accomplished by comparing the endpoints of random intervals with confidence sequences for the mean. Asymptotic results are obtained for such sequential methods.
[ "['Xinjia Chen']", "Xinjia Chen" ]
cs.AI cs.LG
null
1306.2295
null
null
http://arxiv.org/pdf/1306.2295v1
2013-06-10T19:36:31Z
2013-06-10T19:36:31Z
Markov random fields factorization with context-specific independences
Markov random fields provide a compact representation of joint probability distributions by representing its independence properties in an undirected graph. The well-known Hammersley-Clifford theorem uses these conditional independences to factorize a Gibbs distribution into a set of factors. However, an important issue of using a graph to represent independences is that it cannot encode some types of independence relations, such as the context-specific independences (CSIs). They are a particular case of conditional independences that is true only for a certain assignment of its conditioning set; in contrast to conditional independences that must hold for all its assignments. This work presents a method for factorizing a Markov random field according to CSIs present in a distribution, and formally guarantees that this factorization is correct. This is presented in our main contribution, the context-specific Hammersley-Clifford theorem, a generalization to CSIs of the Hammersley-Clifford theorem that applies for conditional independences.
[ "Alejandro Edera, Facundo Bromberg, and Federico Schl\\\"uter", "['Alejandro Edera' 'Facundo Bromberg' 'Federico Schlüter']" ]
cs.SI cs.LG physics.soc-ph stat.ML
10.1063/1.4840235
1306.2298
null
null
http://arxiv.org/abs/1306.2298v3
2014-02-01T10:42:30Z
2013-06-10T19:42:10Z
Generative Model Selection Using a Scalable and Size-Independent Complex Network Classifier
Real networks exhibit nontrivial topological features such as heavy-tailed degree distribution, high clustering, and small-worldness. Researchers have developed several generative models for synthesizing artificial networks that are structurally similar to real networks. An important research problem is to identify the generative model that best fits to a target network. In this paper, we investigate this problem and our goal is to select the model that is able to generate graphs similar to a given network instance. By the means of generating synthetic networks with seven outstanding generative models, we have utilized machine learning methods to develop a decision tree for model selection. Our proposed method, which is named "Generative Model Selection for Complex Networks" (GMSCN), outperforms existing methods with respect to accuracy, scalability and size-independence.
[ "Sadegh Motallebi, Sadegh Aliakbary, Jafar Habibi", "['Sadegh Motallebi' 'Sadegh Aliakbary' 'Jafar Habibi']" ]
cs.LG
null
1306.2347
null
null
http://arxiv.org/pdf/1306.2347v4
2015-07-12T10:11:57Z
2013-06-10T20:18:48Z
Auditing: Active Learning with Outcome-Dependent Query Costs
We propose a learning setting in which unlabeled data is free, and the cost of a label depends on its value, which is not known in advance. We study binary classification in an extreme case, where the algorithm only pays for negative labels. Our motivation are applications such as fraud detection, in which investigating an honest transaction should be avoided if possible. We term the setting auditing, and consider the auditing complexity of an algorithm: the number of negative labels the algorithm requires in order to learn a hypothesis with low relative error. We design auditing algorithms for simple hypothesis classes (thresholds and rectangles), and show that with these algorithms, the auditing complexity can be significantly lower than the active label complexity. We also discuss a general competitive approach for auditing and possible modifications to the framework.
[ "Sivan Sabato and Anand D. Sarwate and Nathan Srebro", "['Sivan Sabato' 'Anand D. Sarwate' 'Nathan Srebro']" ]
cs.LG stat.ML
null
1306.2533
null
null
http://arxiv.org/pdf/1306.2533v3
2017-02-17T13:37:25Z
2013-06-11T14:13:46Z
DISCOMAX: A Proximity-Preserving Distance Correlation Maximization Algorithm
In a regression setting we propose algorithms that reduce the dimensionality of the features while simultaneously maximizing a statistical measure of dependence known as distance correlation between the low-dimensional features and a response variable. This helps in solving the prediction problem with a low-dimensional set of features. Our setting is different from subset-selection algorithms where the problem is to choose the best subset of features for regression. Instead, we attempt to generate a new set of low-dimensional features as in a feature-learning setting. We attempt to keep our proposed approach as model-free and our algorithm does not assume the application of any specific regression model in conjunction with the low-dimensional features that it learns. The algorithm is iterative and is fomulated as a combination of the majorization-minimization and concave-convex optimization procedures. We also present spectral radius based convergence results for the proposed iterations.
[ "Praneeth Vepakomma and Ahmed Elgammal", "['Praneeth Vepakomma' 'Ahmed Elgammal']" ]
cs.LG cs.DS stat.ML
null
1306.2547
null
null
http://arxiv.org/pdf/1306.2547v3
2014-07-10T21:33:44Z
2013-06-11T15:00:35Z
Efficient Classification for Metric Data
Recent advances in large-margin classification of data residing in general metric spaces (rather than Hilbert spaces) enable classification under various natural metrics, such as string edit and earthmover distance. A general framework developed for this purpose by von Luxburg and Bousquet [JMLR, 2004] left open the questions of computational efficiency and of providing direct bounds on generalization error. We design a new algorithm for classification in general metric spaces, whose runtime and accuracy depend on the doubling dimension of the data points, and can thus achieve superior classification performance in many common scenarios. The algorithmic core of our approach is an approximate (rather than exact) solution to the classical problems of Lipschitz extension and of Nearest Neighbor Search. The algorithm's generalization performance is guaranteed via the fat-shattering dimension of Lipschitz classifiers, and we present experimental evidence of its superiority to some common kernel methods. As a by-product, we offer a new perspective on the nearest neighbor classifier, which yields significantly sharper risk asymptotics than the classic analysis of Cover and Hart [IEEE Trans. Info. Theory, 1967].
[ "['Lee-Ad Gottlieb' 'Aryeh Kontorovich' 'Robert Krauthgamer']", "Lee-Ad Gottlieb and Aryeh Kontorovich and Robert Krauthgamer" ]
cs.NI cs.IT cs.LG math.IT
null
1306.2554
null
null
http://arxiv.org/pdf/1306.2554v1
2013-06-11T15:31:25Z
2013-06-11T15:31:25Z
The association problem in wireless networks: a Policy Gradient Reinforcement Learning approach
The purpose of this paper is to develop a self-optimized association algorithm based on PGRL (Policy Gradient Reinforcement Learning), which is both scalable, stable and robust. The term robust means that performance degradation in the learning phase should be forbidden or limited to predefined thresholds. The algorithm is model-free (as opposed to Value Iteration) and robust (as opposed to Q-Learning). The association problem is modeled as a Markov Decision Process (MDP). The policy space is parameterized. The parameterized family of policies is then used as expert knowledge for the PGRL. The PGRL converges towards a local optimum and the average cost decreases monotonically during the learning process. The properties of the solution make it a good candidate for practical implementation. Furthermore, the robustness property allows to use the PGRL algorithm in an "always-on" learning mode.
[ "['Richard Combes' 'Ilham El Bouloumi' 'Stephane Senecal' 'Zwi Altman']", "Richard Combes and Ilham El Bouloumi and Stephane Senecal and Zwi\n Altman" ]
cs.LG stat.ML
null
1306.2557
null
null
http://arxiv.org/pdf/1306.2557v6
2020-01-24T16:44:09Z
2013-06-11T15:42:00Z
Concentration bounds for temporal difference learning with linear function approximation: The case of batch data and uniform sampling
We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our proposed scheme is equivalent to running regular temporal difference learning with linear function approximation, albeit with samples picked uniformly from a given dataset. Our method results in an $O(d)$ improvement in complexity in comparison to LSTD, where $d$ is the dimension of the data. We provide non-asymptotic bounds for our proposed method, both in high probability and in expectation, under the assumption that the matrix underlying the LSTD solution is positive definite. The latter assumption can be easily satisfied for the pathwise LSTD variant proposed in [23]. Moreover, we also establish that using our method in place of LSTD does not impact the rate of convergence of the approximate value function to the true value function. These rate results coupled with the low computational complexity of our method make it attractive for implementation in big data settings, where $d$ is large. A similar low-complexity alternative for least squares regression is well-known as the stochastic gradient descent (SGD) algorithm. We provide finite-time bounds for SGD. We demonstrate the practicality of our method as an efficient alternative for pathwise LSTD empirically by combining it with the least squares policy iteration (LSPI) algorithm in a traffic signal control application. We also conduct another set of experiments that combines the SA based low-complexity variant for least squares regression with the LinUCB algorithm for contextual bandits, using the large scale news recommendation dataset from Yahoo.
[ "L.A. Prashanth, Nathaniel Korda and R\\'emi Munos", "['L. A. Prashanth' 'Nathaniel Korda' 'Rémi Munos']" ]
cs.LG cs.NA
null
1306.2663
null
null
http://arxiv.org/pdf/1306.2663v1
2013-06-11T21:39:56Z
2013-06-11T21:39:56Z
Large Margin Low Rank Tensor Analysis
Other than vector representations, the direct objects of human cognition are generally high-order tensors, such as 2D images and 3D textures. From this fact, two interesting questions naturally arise: How does the human brain represent these tensor perceptions in a "manifold" way, and how can they be recognized on the "manifold"? In this paper, we present a supervised model to learn the intrinsic structure of the tensors embedded in a high dimensional Euclidean space. With the fixed point continuation procedures, our model automatically and jointly discovers the optimal dimensionality and the representations of the low dimensional embeddings. This makes it an effective simulation of the cognitive process of human brain. Furthermore, the generalization of our model based on similarity between the learned low dimensional embeddings can be viewed as counterpart of recognition of human brain. Experiments on applications for object recognition and face recognition demonstrate the superiority of our proposed model over state-of-the-art approaches.
[ "['Guoqiang Zhong' 'Mohamed Cheriet']", "Guoqiang Zhong and Mohamed Cheriet" ]
cs.IT cs.LG cs.SY math.IT math.OC stat.ML
null
1306.2665
null
null
http://arxiv.org/pdf/1306.2665v3
2013-08-10T01:14:46Z
2013-06-11T21:57:47Z
Precisely Verifying the Null Space Conditions in Compressed Sensing: A Sandwiching Algorithm
In this paper, we propose new efficient algorithms to verify the null space condition in compressed sensing (CS). Given an $(n-m) \times n$ ($m>0$) CS matrix $A$ and a positive $k$, we are interested in computing $\displaystyle \alpha_k = \max_{\{z: Az=0,z\neq 0\}}\max_{\{K: |K|\leq k\}}$ ${\|z_K \|_{1}}{\|z\|_{1}}$, where $K$ represents subsets of $\{1,2,...,n\}$, and $|K|$ is the cardinality of $K$. In particular, we are interested in finding the maximum $k$ such that $\alpha_k < {1}{2}$. However, computing $\alpha_k$ is known to be extremely challenging. In this paper, we first propose a series of new polynomial-time algorithms to compute upper bounds on $\alpha_k$. Based on these new polynomial-time algorithms, we further design a new sandwiching algorithm, to compute the \emph{exact} $\alpha_k$ with greatly reduced complexity. When needed, this new sandwiching algorithm also achieves a smooth tradeoff between computational complexity and result accuracy. Empirical results show the performance improvements of our algorithm over existing known methods; and our algorithm outputs precise values of $\alpha_k$, with much lower complexity than exhaustive search.
[ "Myung Cho and Weiyu Xu", "['Myung Cho' 'Weiyu Xu']" ]
math.OC cs.LG
null
1306.2672
null
null
http://arxiv.org/pdf/1306.2672v2
2014-09-20T12:59:58Z
2013-06-11T22:42:21Z
R3MC: A Riemannian three-factor algorithm for low-rank matrix completion
We exploit the versatile framework of Riemannian optimization on quotient manifolds to develop R3MC, a nonlinear conjugate-gradient method for low-rank matrix completion. The underlying search space of fixed-rank matrices is endowed with a novel Riemannian metric that is tailored to the least-squares cost. Numerical comparisons suggest that R3MC robustly outperforms state-of-the-art algorithms across different problem instances, especially those that combine scarcely sampled and ill-conditioned data.
[ "['B. Mishra' 'R. Sepulchre']", "B. Mishra and R. Sepulchre" ]
stat.ML cs.LG stat.CO
null
1306.2685
null
null
http://arxiv.org/pdf/1306.2685v3
2013-11-14T15:31:46Z
2013-06-12T01:13:46Z
Flexible sampling of discrete data correlations without the marginal distributions
Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has gained popularity due to its modular parametrization of joint distributions. Among other properties, copulas provide a recipe for combining flexible models for univariate marginal distributions with parametric families suitable for potentially high dimensional dependence structures. More radically, the extended rank likelihood approach of Hoff (2007) bypasses learning marginal models completely when such information is ancillary to the learning task at hand as in, e.g., standard dimensionality reduction problems or copula parameter estimation. The main idea is to represent data by their observable rank statistics, ignoring any other information from the marginals. Inference is typically done in a Bayesian framework with Gaussian copulas, and it is complicated by the fact this implies sampling within a space where the number of constraints increases quadratically with the number of data points. The result is slow mixing when using off-the-shelf Gibbs sampling. We present an efficient algorithm based on recent advances on constrained Hamiltonian Markov chain Monte Carlo that is simple to implement and does not require paying for a quadratic cost in sample size.
[ "['Alfredo Kalaitzis' 'Ricardo Silva']", "Alfredo Kalaitzis and Ricardo Silva" ]
cs.LG stat.ML
null
1306.2733
null
null
http://arxiv.org/pdf/1306.2733v2
2013-10-06T05:51:41Z
2013-06-12T07:42:15Z
Copula Mixed-Membership Stochastic Blockmodel for Intra-Subgroup Correlations
The \emph{Mixed-Membership Stochastic Blockmodel (MMSB)} is a popular framework for modeling social network relationships. It can fully exploit each individual node's participation (or membership) in a social structure. Despite its powerful representations, this model makes an assumption that the distributions of relational membership indicators between two nodes are independent. Under many social network settings, however, it is possible that certain known subgroups of people may have high or low correlations in terms of their membership categories towards each other, and such prior information should be incorporated into the model. To this end, we introduce a \emph{Copula Mixed-Membership Stochastic Blockmodel (cMMSB)} where an individual Copula function is employed to jointly model the membership pairs of those nodes within the subgroup of interest. The model enables the use of various Copula functions to suit the scenario, while maintaining the membership's marginal distribution, as needed, for modeling membership indicators with other nodes outside of the subgroup of interest. We describe the proposed model and its inference algorithm in detail for both the finite and infinite cases. In the experiment section, we compare our algorithms with other popular models in terms of link prediction, using both synthetic and real world data.
[ "['Xuhui Fan' 'Longbing Cao' 'Richard Yi Da Xu']", "Xuhui Fan, Longbing Cao, Richard Yi Da Xu" ]
cs.LG stat.ML
null
1306.2759
null
null
http://arxiv.org/pdf/1306.2759v1
2013-06-12T08:57:35Z
2013-06-12T08:57:35Z
Horizontal and Vertical Ensemble with Deep Representation for Classification
Representation learning, especially which by using deep learning, has been widely applied in classification. However, how to use limited size of labeled data to achieve good classification performance with deep neural network, and how can the learned features further improve classification remain indefinite. In this paper, we propose Horizontal Voting Vertical Voting and Horizontal Stacked Ensemble methods to improve the classification performance of deep neural networks. In the ICML 2013 Black Box Challenge, via using these methods independently, Bing Xu achieved 3rd in public leaderboard, and 7th in private leaderboard; Jingjing Xie achieved 4th in public leaderboard, and 5th in private leaderboard.
[ "Jingjing Xie, Bing Xu, Zhang Chuang", "['Jingjing Xie' 'Bing Xu' 'Zhang Chuang']" ]
cs.NE cs.LG stat.ML
null
1306.2801
null
null
http://arxiv.org/pdf/1306.2801v4
2013-08-18T21:39:12Z
2013-06-12T12:38:40Z
Understanding Dropout: Training Multi-Layer Perceptrons with Auxiliary Independent Stochastic Neurons
In this paper, a simple, general method of adding auxiliary stochastic neurons to a multi-layer perceptron is proposed. It is shown that the proposed method is a generalization of recently successful methods of dropout (Hinton et al., 2012), explicit noise injection (Vincent et al., 2010; Bishop, 1995) and semantic hashing (Salakhutdinov & Hinton, 2009). Under the proposed framework, an extension of dropout which allows using separate dropping probabilities for different hidden neurons, or layers, is found to be available. The use of different dropping probabilities for hidden layers separately is empirically investigated.
[ "['Kyunghyun Cho']", "Kyunghyun Cho" ]
stat.ML cs.LG cs.SY
null
1306.2861
null
null
http://arxiv.org/pdf/1306.2861v2
2013-12-17T16:10:24Z
2013-06-12T15:20:28Z
Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC
State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.
[ "Roger Frigola, Fredrik Lindsten, Thomas B. Sch\\\"on, Carl E. Rasmussen", "['Roger Frigola' 'Fredrik Lindsten' 'Thomas B. Schön' 'Carl E. Rasmussen']" ]
cs.LG cs.SD stat.ML
null
1306.2906
null
null
http://arxiv.org/pdf/1306.2906v1
2013-06-12T17:32:02Z
2013-06-12T17:32:02Z
Robust Support Vector Machines for Speaker Verification Task
An important step in speaker verification is extracting features that best characterize the speaker voice. This paper investigates a front-end processing that aims at improving the performance of speaker verification based on the SVMs classifier, in text independent mode. This approach combines features based on conventional Mel-cepstral Coefficients (MFCCs) and Line Spectral Frequencies (LSFs) to constitute robust multivariate feature vectors. To reduce the high dimensionality required for training these feature vectors, we use a dimension reduction method called principal component analysis (PCA). In order to evaluate the robustness of these systems, different noisy environments have been used. The obtained results using TIMIT database showed that, using the paradigm that combines these spectral cues leads to a significant improvement in verification accuracy, especially with PCA reduction for low signal-to-noise ratio noisy environment.
[ "Kawthar Yasmine Zergat, Abderrahmane Amrouche", "['Kawthar Yasmine Zergat' 'Abderrahmane Amrouche']" ]
cs.GT cs.LG math.PR
null
1306.2918
null
null
http://arxiv.org/pdf/1306.2918v1
2013-06-12T18:37:10Z
2013-06-12T18:37:10Z
Reinforcement learning with restrictions on the action set
Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and have no information on the other player. Furthermore, we assume that they have restrictions on their own action set such that, at each stage, their choice is limited to a subset of their action set. We prove that the empirical distributions of play converge to the set of Nash equilibria for zero-sum and potential games, and games where one player has two actions.
[ "Mario Bravo (ISCI), Mathieu Faure (AMSE)", "['Mario Bravo' 'Mathieu Faure']" ]
stat.ML cs.IT cs.LG math.IT
null
1306.2979
null
null
http://arxiv.org/pdf/1306.2979v4
2014-07-21T09:48:19Z
2013-06-12T21:26:00Z
Completing Any Low-rank Matrix, Provably
Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em incoherence}---on its row and column spaces. In these cases, the subset of elements is sampled uniformly at random. In this paper, we show that {\em any} rank-$ r $ $ n$-by-$ n $ matrix can be exactly recovered from as few as $O(nr \log^2 n)$ randomly chosen elements, provided this random choice is made according to a {\em specific biased distribution}: the probability of any element being sampled should be proportional to the sum of the leverage scores of the corresponding row, and column. Perhaps equally important, we show that this specific form of sampling is nearly necessary, in a natural precise sense; this implies that other perhaps more intuitive sampling schemes fail. We further establish three ways to use the above result for the setting when leverage scores are not known \textit{a priori}: (a) a sampling strategy for the case when only one of the row or column spaces are incoherent, (b) a two-phase sampling procedure for general matrices that first samples to estimate leverage scores followed by sampling for exact recovery, and (c) an analysis showing the advantages of weighted nuclear/trace-norm minimization over the vanilla un-weighted formulation for the case of non-uniform sampling.
[ "['Yudong Chen' 'Srinadh Bhojanapalli' 'Sujay Sanghavi' 'Rachel Ward']", "Yudong Chen, Srinadh Bhojanapalli, Sujay Sanghavi, Rachel Ward" ]
cs.SI cs.LG stat.ML
null
1306.2999
null
null
http://arxiv.org/pdf/1306.2999v1
2013-06-13T00:42:19Z
2013-06-13T00:42:19Z
Dynamic Infinite Mixed-Membership Stochastic Blockmodel
Directional and pairwise measurements are often used to model inter-relationships in a social network setting. The Mixed-Membership Stochastic Blockmodel (MMSB) was a seminal work in this area, and many of its capabilities were extended since then. In this paper, we propose the \emph{Dynamic Infinite Mixed-Membership stochastic blockModel (DIM3)}, a generalised framework that extends the existing work to a potentially infinite number of communities and mixture memberships for each of the network's nodes. This model is in a dynamic setting, where additional model parameters are introduced to reflect the degree of persistence between one's memberships at consecutive times. Accordingly, two effective posterior sampling strategies and their results are presented using both synthetic and real data.
[ "['Xuhui Fan' 'Longbing Cao' 'Richard Yi Da Xu']", "Xuhui Fan, Longbing Cao, Richard Yi Da Xu" ]
stat.ML cs.LG
null
1306.3002
null
null
http://arxiv.org/pdf/1306.3002v1
2013-06-13T01:00:21Z
2013-06-13T01:00:21Z
A Convergence Theorem for the Graph Shift-type Algorithms
Graph Shift (GS) algorithms are recently focused as a promising approach for discovering dense subgraphs in noisy data. However, there are no theoretical foundations for proving the convergence of the GS Algorithm. In this paper, we propose a generic theoretical framework consisting of three key GS components: simplex of generated sequence set, monotonic and continuous objective function and closed mapping. We prove that GS algorithms with such components can be transformed to fit the Zangwill's convergence theorem, and the sequence set generated by the GS procedures always terminates at a local maximum, or at worst, contains a subsequence which converges to a local maximum of the similarity measure function. The framework is verified by expanding it to other GS-type algorithms and experimental results.
[ "['Xuhui Fan' 'Longbing Cao']", "Xuhui Fan, Longbing Cao" ]
cs.LG cs.CV stat.ML
null
1306.3003
null
null
http://arxiv.org/pdf/1306.3003v1
2013-06-13T01:20:50Z
2013-06-13T01:20:50Z
Non-parametric Power-law Data Clustering
It has always been a great challenge for clustering algorithms to automatically determine the cluster numbers according to the distribution of datasets. Several approaches have been proposed to address this issue, including the recent promising work which incorporate Bayesian Nonparametrics into the $k$-means clustering procedure. This approach shows simplicity in implementation and solidity in theory, while it also provides a feasible way to inference in large scale datasets. However, several problems remains unsolved in this pioneering work, including the power-law data applicability, mechanism to merge centers to avoid the over-fitting problem, clustering order problem, e.t.c.. To address these issues, the Pitman-Yor Process based k-means (namely \emph{pyp-means}) is proposed in this paper. Taking advantage of the Pitman-Yor Process, \emph{pyp-means} treats clusters differently by dynamically and adaptively changing the threshold to guarantee the generation of power-law clustering results. Also, one center agglomeration procedure is integrated into the implementation to be able to merge small but close clusters and then adaptively determine the cluster number. With more discussion on the clustering order, the convergence proof, complexity analysis and extension to spectral clustering, our approach is compared with traditional clustering algorithm and variational inference methods. The advantages and properties of pyp-means are validated by experiments on both synthetic datasets and real world datasets.
[ "Xuhui Fan, Yiling Zeng, Longbing Cao", "['Xuhui Fan' 'Yiling Zeng' 'Longbing Cao']" ]
cs.LG cs.CE stat.ML
null
1306.3058
null
null
http://arxiv.org/pdf/1306.3058v1
2013-06-13T09:05:08Z
2013-06-13T09:05:08Z
Physeter catodon localization by sparse coding
This paper presents a spermwhale' localization architecture using jointly a bag-of-features (BoF) approach and machine learning framework. BoF methods are known, especially in computer vision, to produce from a collection of local features a global representation invariant to principal signal transformations. Our idea is to regress supervisely from these local features two rough estimates of the distance and azimuth thanks to some datasets where both acoustic events and ground-truth position are now available. Furthermore, these estimates can feed a particle filter system in order to obtain a precise spermwhale' position even in mono-hydrophone configuration. Anti-collision system and whale watching are considered applications of this work.
[ "['Sébastien Paris' 'Yann Doh' 'Hervé Glotin' 'Xanadu Halkias'\n 'Joseph Razik']", "S\\'ebastien Paris and Yann Doh and Herv\\'e Glotin and Xanadu Halkias\n and Joseph Razik" ]
cs.LG
null
1306.3108
null
null
http://arxiv.org/pdf/1306.3108v2
2013-08-29T15:38:27Z
2013-06-13T13:47:51Z
Guaranteed Classification via Regularized Similarity Learning
Learning an appropriate (dis)similarity function from the available data is a central problem in machine learning, since the success of many machine learning algorithms critically depends on the choice of a similarity function to compare examples. Despite many approaches for similarity metric learning have been proposed, there is little theoretical study on the links between similarity met- ric learning and the classification performance of the result classifier. In this paper, we propose a regularized similarity learning formulation associated with general matrix-norms, and establish their generalization bounds. We show that the generalization error of the resulting linear separator can be bounded by the derived generalization bound of similarity learning. This shows that a good gen- eralization of the learnt similarity function guarantees a good classification of the resulting linear classifier. Our results extend and improve those obtained by Bellet at al. [3]. Due to the techniques dependent on the notion of uniform stability [6], the bound obtained there holds true only for the Frobenius matrix- norm regularization. Our techniques using the Rademacher complexity [5] and its related Khinchin-type inequality enable us to establish bounds for regularized similarity learning formulations associated with general matrix-norms including sparse L 1 -norm and mixed (2,1)-norm.
[ "Zheng-Chu Guo and Yiming Ying", "['Zheng-Chu Guo' 'Yiming Ying']" ]
stat.ML cs.LG
10.1016/j.neunet.2014.02.002
1306.3161
null
null
http://arxiv.org/abs/1306.3161v2
2014-03-02T13:57:55Z
2013-06-13T16:36:07Z
Learning Using Privileged Information: SVM+ and Weighted SVM
Prior knowledge can be used to improve predictive performance of learning algorithms or reduce the amount of data required for training. The same goal is pursued within the learning using privileged information paradigm which was recently introduced by Vapnik et al. and is aimed at utilizing additional information available only at training time -- a framework implemented by SVM+. We relate the privileged information to importance weighting and show that the prior knowledge expressible with privileged features can also be encoded by weights associated with every training example. We show that a weighted SVM can always replicate an SVM+ solution, while the converse is not true and we construct a counterexample highlighting the limitations of SVM+. Finally, we touch on the problem of choosing weights for weighted SVMs when privileged features are not available.
[ "Maksim Lapin, Matthias Hein, Bernt Schiele", "['Maksim Lapin' 'Matthias Hein' 'Bernt Schiele']" ]
cs.CV cs.LG stat.ML
null
1306.3162
null
null
http://arxiv.org/pdf/1306.3162v3
2014-02-10T11:19:23Z
2013-06-13T16:46:03Z
Learning to encode motion using spatio-temporal synchrony
We consider the task of learning to extract motion from videos. To this end, we show that the detection of spatial transformations can be viewed as the detection of synchrony between the image sequence and a sequence of features undergoing the motion we wish to detect. We show that learning about synchrony is possible using very fast, local learning rules, by introducing multiplicative "gating" interactions between hidden units across frames. This makes it possible to achieve competitive performance in a wide variety of motion estimation tasks, using a small fraction of the time required to learn features, and to outperform hand-crafted spatio-temporal features by a large margin. We also show how learning about synchrony can be viewed as performing greedy parameter estimation in the well-known motion energy model.
[ "['Kishore Reddy Konda' 'Roland Memisevic' 'Vincent Michalski']", "Kishore Reddy Konda, Roland Memisevic, Vincent Michalski" ]
stat.ME cs.IT cs.LG math.IT
null
1306.3171
null
null
http://arxiv.org/pdf/1306.3171v2
2014-04-02T00:29:37Z
2013-06-13T17:19:39Z
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the parameter estimates. This in turn implies that it is extremely challenging to quantify the \emph{uncertainty} associated with a certain parameter estimate. Concretely, no commonly accepted procedure exists for computing classical measures of uncertainty and statistical significance as confidence intervals or $p$-values for these models. We consider here high-dimensional linear regression problem, and propose an efficient algorithm for constructing confidence intervals and $p$-values. The resulting confidence intervals have nearly optimal size. When testing for the null hypothesis that a certain parameter is vanishing, our method has nearly optimal power. Our approach is based on constructing a `de-biased' version of regularized M-estimators. The new construction improves over recent work in the field in that it does not assume a special structure on the design matrix. We test our method on synthetic data and a high-throughput genomic data set about riboflavin production rate.
[ "['Adel Javanmard' 'Andrea Montanari']", "Adel Javanmard and Andrea Montanari" ]
math.OC cs.LG stat.ML
null
1306.3203
null
null
http://arxiv.org/pdf/1306.3203v3
2014-07-08T03:55:36Z
2013-06-13T19:22:16Z
Bregman Alternating Direction Method of Multipliers
The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman ADMM (BADMM), which allows the choice of different Bregman divergences to exploit the structure of problems. BADMM provides a unified framework for ADMM and its variants, including generalized ADMM, inexact ADMM and Bethe ADMM. We establish the global convergence and the $O(1/T)$ iteration complexity for BADMM. In some cases, BADMM can be faster than ADMM by a factor of $O(n/\log(n))$. In solving the linear program of mass transportation problem, BADMM leads to massive parallelism and can easily run on GPU. BADMM is several times faster than highly optimized commercial software Gurobi.
[ "['Huahua Wang' 'Arindam Banerjee']", "Huahua Wang and Arindam Banerjee" ]
cs.LG stat.ML
null
1306.3212
null
null
http://arxiv.org/pdf/1306.3212v1
2013-06-13T19:51:59Z
2013-06-13T19:51:59Z
Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation
The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov Random Field, from very limited samples. We propose a novel algorithm for solving the resulting optimization problem which is a regularized log-determinant program. In contrast to recent state-of-the-art methods that largely use first order gradient information, our algorithm is based on Newton's method and employs a quadratic approximation, but with some modifications that leverage the structure of the sparse Gaussian MLE problem. We show that our method is superlinearly convergent, and present experimental results using synthetic and real-world application data that demonstrate the considerable improvements in performance of our method when compared to other state-of-the-art methods.
[ "['Cho-Jui Hsieh' 'Matyas A. Sustik' 'Inderjit S. Dhillon'\n 'Pradeep Ravikumar']", "Cho-Jui Hsieh, Matyas A. Sustik, Inderjit S. Dhillon and Pradeep\n Ravikumar" ]
cs.LG cs.NA stat.ML
null
1306.3343
null
null
http://arxiv.org/pdf/1306.3343v3
2014-02-12T09:27:57Z
2013-06-14T09:10:00Z
Relaxed Sparse Eigenvalue Conditions for Sparse Estimation via Non-convex Regularized Regression
Non-convex regularizers usually improve the performance of sparse estimation in practice. To prove this fact, we study the conditions of sparse estimations for the sharp concave regularizers which are a general family of non-convex regularizers including many existing regularizers. For the global solutions of the regularized regression, our sparse eigenvalue based conditions are weaker than that of L1-regularization for parameter estimation and sparseness estimation. For the approximate global and approximate stationary (AGAS) solutions, almost the same conditions are also enough. We show that the desired AGAS solutions can be obtained by coordinate descent (CD) based methods. Finally, we perform some experiments to show the performance of CD methods on giving AGAS solutions and the degree of weakness of the estimation conditions required by the sharp concave regularizers.
[ "['Zheng Pan' 'Changshui Zhang']", "Zheng Pan, Changshui Zhang" ]
stat.ML cs.LG math.OC
null
1306.3409
null
null
http://arxiv.org/pdf/1306.3409v1
2013-06-14T14:20:29Z
2013-06-14T14:20:29Z
Constrained fractional set programs and their application in local clustering and community detection
The (constrained) minimization of a ratio of set functions is a problem frequently occurring in clustering and community detection. As these optimization problems are typically NP-hard, one uses convex or spectral relaxations in practice. While these relaxations can be solved globally optimally, they are often too loose and thus lead to results far away from the optimum. In this paper we show that every constrained minimization problem of a ratio of non-negative set functions allows a tight relaxation into an unconstrained continuous optimization problem. This result leads to a flexible framework for solving constrained problems in network analysis. While a globally optimal solution for the resulting non-convex problem cannot be guaranteed, we outperform the loose convex or spectral relaxations by a large margin on constrained local clustering problems.
[ "['Thomas Bühler' 'Syama Sundar Rangapuram' 'Simon Setzer' 'Matthias Hein']", "Thomas B\\\"uhler, Syama Sundar Rangapuram, Simon Setzer, Matthias Hein" ]
cs.LG cs.HC stat.ML
null
1306.3474
null
null
http://arxiv.org/pdf/1306.3474v1
2013-06-14T18:24:19Z
2013-06-14T18:24:19Z
Classifying Single-Trial EEG during Motor Imagery with a Small Training Set
Before the operation of a motor imagery based brain-computer interface (BCI) adopting machine learning techniques, a cumbersome training procedure is unavoidable. The development of a practical BCI posed the challenge of classifying single-trial EEG with a small training set. In this letter, we addressed this problem by employing a series of signal processing and machine learning approaches to alleviate overfitting and obtained test accuracy similar to training accuracy on the datasets from BCI Competition III and our own experiments.
[ "['Yijun Wang']", "Yijun Wang" ]
cs.CV cs.LG stat.ML
null
1306.3476
null
null
http://arxiv.org/pdf/1306.3476v1
2013-06-14T18:28:52Z
2013-06-14T18:28:52Z
Hyperparameter Optimization and Boosting for Classifying Facial Expressions: How good can a "Null" Model be?
One of the goals of the ICML workshop on representation and learning is to establish benchmark scores for a new data set of labeled facial expressions. This paper presents the performance of a "Null" model consisting of convolutions with random weights, PCA, pooling, normalization, and a linear readout. Our approach focused on hyperparameter optimization rather than novel model components. On the Facial Expression Recognition Challenge held by the Kaggle website, our hyperparameter optimization approach achieved a score of 60% accuracy on the test data. This paper also introduces a new ensemble construction variant that combines hyperparameter optimization with the construction of ensembles. This algorithm constructed an ensemble of four models that scored 65.5% accuracy. These scores rank 12th and 5th respectively among the 56 challenge participants. It is worth noting that our approach was developed prior to the release of the data set, and applied without modification; our strong competition performance suggests that the TPE hyperparameter optimization algorithm and domain expertise encoded in our Null model can generalize to new image classification data sets.
[ "James Bergstra and David D. Cox", "['James Bergstra' 'David D. Cox']" ]
cs.DS cs.LG
null
1306.3525
null
null
http://arxiv.org/pdf/1306.3525v2
2013-07-17T19:16:47Z
2013-06-14T22:24:29Z
Approximation Algorithms for Bayesian Multi-Armed Bandit Problems
In this paper, we consider several finite-horizon Bayesian multi-armed bandit problems with side constraints which are computationally intractable (NP-Hard) and for which no optimal (or near optimal) algorithms are known to exist with sub-exponential running time. All of these problems violate the standard exchange property, which assumes that the reward from the play of an arm is not contingent upon when the arm is played. Not only are index policies suboptimal in these contexts, there has been little analysis of such policies in these problem settings. We show that if we consider near-optimal policies, in the sense of approximation algorithms, then there exists (near) index policies. Conceptually, if we can find policies that satisfy an approximate version of the exchange property, namely, that the reward from the play of an arm depends on when the arm is played to within a constant factor, then we have an avenue towards solving these problems. However such an approximate version of the idling bandit property does not hold on a per-play basis and are shown to hold in a global sense. Clearly, such a property is not necessarily true of arbitrary single arm policies and finding such single arm policies is nontrivial. We show that by restricting the state spaces of arms we can find single arm policies and that these single arm policies can be combined into global (near) index policies where the approximate version of the exchange property is true in expectation. The number of different bandit problems that can be addressed by this technique already demonstrate its wide applicability.
[ "Sudipto Guha and Kamesh Munagala", "['Sudipto Guha' 'Kamesh Munagala']" ]
cs.LG cs.DB stat.ML
null
1306.3558
null
null
http://arxiv.org/pdf/1306.3558v1
2013-06-15T08:52:46Z
2013-06-15T08:52:46Z
Outlying Property Detection with Numerical Attributes
The outlying property detection problem is the problem of discovering the properties distinguishing a given object, known in advance to be an outlier in a database, from the other database objects. In this paper, we analyze the problem within a context where numerical attributes are taken into account, which represents a relevant case left open in the literature. We introduce a measure to quantify the degree the outlierness of an object, which is associated with the relative likelihood of the value, compared to the to the relative likelihood of other objects in the database. As a major contribution, we present an efficient algorithm to compute the outlierness relative to significant subsets of the data. The latter subsets are characterized in a "rule-based" fashion, and hence the basis for the underlying explanation of the outlierness.
[ "['Fabrizio Angiulli' 'Fabio Fassetti' 'Luigi Palopoli' 'Giuseppe Manco']", "Fabrizio Angiulli and Fabio Fassetti and Luigi Palopoli and Giuseppe\n Manco" ]
cs.LG math.OC
null
1306.3721
null
null
http://arxiv.org/pdf/1306.3721v2
2013-07-10T18:36:18Z
2013-06-17T01:27:10Z
Online Alternating Direction Method (longer version)
Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization under linear constraints where the objective could be non-smooth. We introduce new proof techniques for ADM in the batch setting, which yields a O(1/T) convergence rate for ADM and forms the basis for regret anal- ysis in the online setting. We consider two scenarios in the online setting, based on whether an additional Bregman divergence is needed or not. In both settings, we establish regret bounds for both the objective function as well as constraints violation for general and strongly convex functions. We also consider inexact ADM updates where certain terms are linearized to yield efficient updates and show the stochastic convergence rates. In addition, we briefly discuss that online ADM can be used as projection- free online learning algorithm in some scenarios. Preliminary results are presented to illustrate the performance of the proposed algorithms.
[ "['Huahua Wang' 'Arindam Banerjee']", "Huahua Wang and Arindam Banerjee" ]
cs.LG stat.ML
null
1306.3729
null
null
http://arxiv.org/pdf/1306.3729v1
2013-06-17T03:02:05Z
2013-06-17T03:02:05Z
Spectral Experts for Estimating Mixtures of Linear Regressions
Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable model. Our approach relies on a low-rank linear regression to recover a symmetric tensor, which can be factorized into the parameters using a tensor power method. We prove rates of convergence for our estimator and provide an empirical evaluation illustrating its strengths relative to local optimization (EM).
[ "['Arun Tejasvi Chaganty' 'Percy Liang']", "Arun Tejasvi Chaganty and Percy Liang" ]
cs.LG cs.HC
null
1306.3860
null
null
http://arxiv.org/pdf/1306.3860v1
2013-06-17T13:57:00Z
2013-06-17T13:57:00Z
Cluster coloring of the Self-Organizing Map: An information visualization perspective
This paper takes an information visualization perspective to visual representations in the general SOM paradigm. This involves viewing SOM-based visualizations through the eyes of Bertin's and Tufte's theories on data graphics. The regular grid shape of the Self-Organizing Map (SOM), while being a virtue for linking visualizations to it, restricts representation of cluster structures. From the viewpoint of information visualization, this paper provides a general, yet simple, solution to projection-based coloring of the SOM that reveals structures. First, the proposed color space is easy to construct and customize to the purpose of use, while aiming at being perceptually correct and informative through two separable dimensions. Second, the coloring method is not dependent on any specific method of projection, but is rather modular to fit any objective function suitable for the task at hand. The cluster coloring is illustrated on two datasets: the iris data, and welfare and poverty indicators.
[ "['Peter Sarlin' 'Samuel Rönnqvist']", "Peter Sarlin and Samuel R\\\"onnqvist" ]
cs.LG
null
1306.3895
null
null
http://arxiv.org/pdf/1306.3895v2
2014-05-09T05:28:39Z
2013-06-17T15:29:00Z
On-line PCA with Optimal Regrets
We carefully investigate the on-line version of PCA, where in each trial a learning algorithm plays a k-dimensional subspace, and suffers the compression loss on the next instance when projected into the chosen subspace. In this setting, we analyze two popular on-line algorithms, Gradient Descent (GD) and Exponentiated Gradient (EG). We show that both algorithms are essentially optimal in the worst-case. This comes as a surprise, since EG is known to perform sub-optimally when the instances are sparse. This different behavior of EG for PCA is mainly related to the non-negativity of the loss in this case, which makes the PCA setting qualitatively different from other settings studied in the literature. Furthermore, we show that when considering regret bounds as function of a loss budget, EG remains optimal and strictly outperforms GD. Next, we study the extension of the PCA setting, in which the Nature is allowed to play with dense instances, which are positive matrices with bounded largest eigenvalue. Again we can show that EG is optimal and strictly better than GD in this setting.
[ "Jiazhong Nie and Wojciech Kotlowski and Manfred K. Warmuth", "['Jiazhong Nie' 'Wojciech Kotlowski' 'Manfred K. Warmuth']" ]
cs.LG stat.ML
null
1306.3905
null
null
http://arxiv.org/pdf/1306.3905v1
2013-06-17T15:44:30Z
2013-06-17T15:44:30Z
Stability of Multi-Task Kernel Regression Algorithms
We study the stability properties of nonlinear multi-task regression in reproducing Hilbert spaces with operator-valued kernels. Such kernels, a.k.a. multi-task kernels, are appropriate for learning prob- lems with nonscalar outputs like multi-task learning and structured out- put prediction. We show that multi-task kernel regression algorithms are uniformly stable in the general case of infinite-dimensional output spaces. We then derive under mild assumption on the kernel generaliza- tion bounds of such algorithms, and we show their consistency even with non Hilbert-Schmidt operator-valued kernels . We demonstrate how to apply the results to various multi-task kernel regression methods such as vector-valued SVR and functional ridge regression.
[ "Julien Audiffren (LIF), Hachem Kadri (LIF)", "['Julien Audiffren' 'Hachem Kadri']" ]
stat.ML cs.LG
null
1306.3917
null
null
http://arxiv.org/pdf/1306.3917v1
2013-06-17T16:24:13Z
2013-06-17T16:24:13Z
On Finding the Largest Mean Among Many
Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper studies the sample complexity of identifying the best arm (largest mean) in a multi-armed bandit problem. Motivated by large-scale applications, we are especially interested in identifying situations where the total number of samples that are necessary and sufficient to find the best arm scale linearly with the number of arms. We present a single-parameter multi-armed bandit model that spans the range from linear to superlinear sample complexity. We also give a new algorithm for best arm identification, called PRISM, with linear sample complexity for a wide range of mean distributions. The algorithm, like most exploration procedures for multi-armed bandits, is adaptive in the sense that the next arms to sample are selected based on previous samples. We compare the sample complexity of adaptive procedures with simpler non-adaptive procedures using new lower bounds. For many problem instances, the increased sample complexity required by non-adaptive procedures is a polynomial factor of the number of arms.
[ "['Kevin Jamieson' 'Matthew Malloy' 'Robert Nowak' 'Sebastien Bubeck']", "Kevin Jamieson, Matthew Malloy, Robert Nowak, Sebastien Bubeck" ]
cs.LG cs.NA
null
1306.4080
null
null
http://arxiv.org/pdf/1306.4080v4
2017-12-07T09:16:27Z
2013-06-18T07:03:16Z
Parallel Coordinate Descent Newton Method for Efficient $\ell_1$-Regularized Minimization
The recent years have witnessed advances in parallel algorithms for large scale optimization problems. Notwithstanding demonstrated success, existing algorithms that parallelize over features are usually limited by divergence issues under high parallelism or require data preprocessing to alleviate these problems. In this work, we propose a Parallel Coordinate Descent Newton algorithm using multidimensional approximate Newton steps (PCDN), where the off-diagonal elements of the Hessian are set to zero to enable parallelization. It randomly partitions the feature set into $b$ bundles/subsets with size of $P$, and sequentially processes each bundle by first computing the descent directions for each feature in parallel and then conducting $P$-dimensional line search to obtain the step size. We show that: (1) PCDN is guaranteed to converge globally despite increasing parallelism; (2) PCDN converges to the specified accuracy $\epsilon$ within the limited iteration number of $T_\epsilon$, and $T_\epsilon$ decreases with increasing parallelism (bundle size $P$). Using the implementation technique of maintaining intermediate quantities, we minimize the data transfer and synchronization cost of the $P$-dimensional line search. For concreteness, the proposed PCDN algorithm is applied to $\ell_1$-regularized logistic regression and $\ell_2$-loss SVM. Experimental evaluations on six benchmark datasets show that the proposed PCDN algorithm exploits parallelism well and outperforms the state-of-the-art methods in speed without losing accuracy.
[ "['An Bian' 'Xiong Li' 'Yuncai Liu' 'Ming-Hsuan Yang']", "An Bian, Xiong Li, Yuncai Liu, Ming-Hsuan Yang" ]
cs.LG stat.ML
null
1306.4152
null
null
http://arxiv.org/pdf/1306.4152v1
2013-06-18T11:42:03Z
2013-06-18T11:42:03Z
Bioclimating Modelling: A Machine Learning Perspective
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 behaviour 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']" ]
stat.ML cs.LG
null
1306.4410
null
null
http://arxiv.org/pdf/1306.4410v1
2013-06-19T01:56:29Z
2013-06-19T01:56:29Z
Joint estimation of sparse multivariate regression and conditional graphical models
Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for constructing sparse estimates of the multivariate regression coefficient matrix that accounts for the dependency struc- ture among the multiple responses. The proposed method decomposes the multivariate regression problem into a series of penalized conditional log-likelihood of each response conditioned on the covariates and other responses. It allows simultaneous estimation of the sparse regression coefficient matrix and the sparse inverse covariance matrix. The asymptotic selection consistency and normality are established for the diverging dimension of the covariates and number of responses. The effectiveness of the pro- posed method is also demonstrated in a variety of simulated examples as well as an application to the Glioblastoma multiforme cancer data.
[ "Junhui Wang", "['Junhui Wang']" ]
cs.CR cs.LG stat.ML
null
1306.4447
null
null
http://arxiv.org/pdf/1306.4447v1
2013-06-19T07:51:49Z
2013-06-19T07:51:49Z
Hacking Smart Machines with Smarter Ones: How to Extract Meaningful Data from Machine Learning Classifiers
Machine Learning (ML) algorithms are used to train computers to perform a variety of complex tasks and improve with experience. Computers learn how to recognize patterns, make unintended decisions, or react to a dynamic environment. Certain trained machines may be more effective than others because they are based on more suitable ML algorithms or because they were trained through superior training sets. Although ML algorithms are known and publicly released, training sets may not be reasonably ascertainable and, indeed, may be guarded as trade secrets. While much research has been performed about the privacy of the elements of training sets, in this paper we focus our attention on ML classifiers and on the statistical information that can be unconsciously or maliciously revealed from them. We show that it is possible to infer unexpected but useful information from ML classifiers. In particular, we build a novel meta-classifier and train it to hack other classifiers, obtaining meaningful information about their training sets. This kind of information leakage can be exploited, for example, by a vendor to build more effective classifiers or to simply acquire trade secrets from a competitor's apparatus, potentially violating its intellectual property rights.
[ "['Giuseppe Ateniese' 'Giovanni Felici' 'Luigi V. Mancini'\n 'Angelo Spognardi' 'Antonio Villani' 'Domenico Vitali']", "Giuseppe Ateniese, Giovanni Felici, Luigi V. Mancini, Angelo\n Spognardi, Antonio Villani, Domenico Vitali" ]
cs.LG cs.DL cs.IR
null
1306.4631
null
null
http://arxiv.org/pdf/1306.4631v1
2013-06-06T08:08:22Z
2013-06-06T08:08:22Z
Table of Content detection using Machine Learning
Table of content (TOC) detection has drawn attention now a day because it plays an important role in digitization of multipage document. Generally book document is multipage document. So it becomes necessary to detect Table of Content page for easy navigation of multipage document and also to make information retrieval faster for desirable data from the multipage document. All the Table of content pages follow the different layout, different way of presenting the contents of the document like chapter, section, subsection etc. This paper introduces a new method to detect Table of content using machine learning technique with different features. With the main aim to detect Table of Content pages is to structure the document according to their contents.
[ "['Rachana Parikh' 'Avani R. Vasant']", "Rachana Parikh and Avani R. Vasant" ]
cs.LG cs.IR
null
1306.4633
null
null
http://arxiv.org/pdf/1306.4633v1
2013-06-06T07:35:23Z
2013-06-06T07:35:23Z
A Fuzzy Based Approach to Text Mining and Document Clustering
Fuzzy logic deals with degrees of truth. In this paper, we have shown how to apply fuzzy logic in text mining in order to perform document clustering. We took an example of document clustering where the documents had to be clustered into two categories. The method involved cleaning up the text and stemming of words. Then, we chose m number of features which differ significantly in their word frequencies (WF), normalized by document length, between documents belonging to these two clusters. The documents to be clustered were represented as a collection of m normalized WF values. Fuzzy c-means (FCM) algorithm was used to cluster these documents into two clusters. After the FCM execution finished, the documents in the two clusters were analysed for the values of their respective m features. It was known that documents belonging to a document type, say X, tend to have higher WF values for some particular features. If the documents belonging to a cluster had higher WF values for those same features, then that cluster was said to represent X. By fuzzy logic, we not only get the cluster name, but also the degree to which a document belongs to a cluster.
[ "Sumit Goswami and Mayank Singh Shishodia", "['Sumit Goswami' 'Mayank Singh Shishodia']" ]
stat.ML cs.LG math.OC
null
1306.4650
null
null
http://arxiv.org/pdf/1306.4650v2
2013-09-10T12:29:41Z
2013-06-19T19:21:48Z
Stochastic Majorization-Minimization Algorithms for Large-Scale Optimization
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal processing. In this paper, we intend to make this principle scalable. We introduce a stochastic majorization-minimization scheme which is able to deal with large-scale or possibly infinite data sets. When applied to convex optimization problems under suitable assumptions, we show that it achieves an expected convergence rate of $O(1/\sqrt{n})$ after $n$ iterations, and of $O(1/n)$ for strongly convex functions. Equally important, our scheme almost surely converges to stationary points for a large class of non-convex problems. We develop several efficient algorithms based on our framework. First, we propose a new stochastic proximal gradient method, which experimentally matches state-of-the-art solvers for large-scale $\ell_1$-logistic regression. Second, we develop an online DC programming algorithm for non-convex sparse estimation. Finally, we demonstrate the effectiveness of our approach for solving large-scale structured matrix factorization problems.
[ "Julien Mairal (INRIA Grenoble Rh\\^one-Alpes / LJK Laboratoire Jean\n Kuntzmann)", "['Julien Mairal']" ]
cs.LG
null
1306.4653
null
null
http://arxiv.org/pdf/1306.4653v4
2013-07-08T19:05:49Z
2013-06-19T19:25:51Z
Multiarmed Bandits With Limited Expert Advice
We solve the COLT 2013 open problem of \citet{SCB} on minimizing regret in the setting of advice-efficient multiarmed bandits with expert advice. We give an algorithm for the setting of K arms and N experts out of which we are allowed to query and use only M experts' advices in each round, which has a regret bound of \tilde{O}\bigP{\sqrt{\frac{\min\{K, M\} N}{M} T}} after T rounds. We also prove that any algorithm for this problem must have expected regret at least \tilde{\Omega}\bigP{\sqrt{\frac{\min\{K, M\} N}{M}T}}, thus showing that our upper bound is nearly tight.
[ "['Satyen Kale']", "Satyen Kale" ]
cs.LG cs.AI math.OC
null
1306.4753
null
null
http://arxiv.org/pdf/1306.4753v1
2013-06-20T04:48:37Z
2013-06-20T04:48:37Z
Galerkin Methods for Complementarity Problems and Variational Inequalities
Complementarity problems and variational inequalities arise in a wide variety of areas, including machine learning, planning, game theory, and physical simulation. In all of these areas, to handle large-scale problem instances, we need fast approximate solution methods. One promising idea is Galerkin approximation, in which we search for the best answer within the span of a given set of basis functions. Bertsekas proposed one possible Galerkin method for variational inequalities. However, this method can exhibit two problems in practice: its approximation error is worse than might be expected based on the ability of the basis to represent the desired solution, and each iteration requires a projection step that is not always easy to implement efficiently. So, in this paper, we present a new Galerkin method with improved behavior: our new error bounds depend directly on the distance from the true solution to the subspace spanned by our basis, and the only projections we require are onto the feasible region or onto the span of our basis.
[ "['Geoffrey J. Gordon']", "Geoffrey J. Gordon" ]
cs.NA cs.LG
10.1016/j.jcss.2015.06.002
1306.4905
null
null
http://arxiv.org/abs/1306.4905v1
2013-06-20T15:19:22Z
2013-06-20T15:19:22Z
From-Below Approximations in Boolean Matrix Factorization: Geometry and New Algorithm
We present new results on Boolean matrix factorization and a new algorithm based on these results. The results emphasize the significance of factorizations that provide from-below approximations of the input matrix. While the previously proposed algorithms do not consider the possibly different significance of different matrix entries, our results help measure such significance and suggest where to focus when computing factors. An experimental evaluation of the new algorithm on both synthetic and real data demonstrates its good performance in terms of good coverage by the first k factors as well as a small number of factors needed for exact decomposition and indicates that the algorithm outperforms the available ones in these terms. We also propose future research topics.
[ "Radim Belohlavek, Martin Trnecka", "['Radim Belohlavek' 'Martin Trnecka']" ]
cs.LG
null
1306.4947
null
null
http://arxiv.org/pdf/1306.4947v2
2013-10-03T17:15:45Z
2013-06-20T18:04:24Z
Machine Teaching for Bayesian Learners in the Exponential Family
What if there is a teacher who knows the learning goal and wants to design good training data for a machine learner? We propose an optimal teaching framework aimed at learners who employ Bayesian models. Our framework is expressed as an optimization problem over teaching examples that balance the future loss of the learner and the effort of the teacher. This optimization problem is in general hard. In the case where the learner employs conjugate exponential family models, we present an approximate algorithm for finding the optimal teaching set. Our algorithm optimizes the aggregate sufficient statistics, then unpacks them into actual teaching examples. We give several examples to illustrate our framework.
[ "Xiaojin Zhu", "['Xiaojin Zhu']" ]
stat.ML cs.LG
null
1306.5056
null
null
http://arxiv.org/pdf/1306.5056v3
2014-02-22T08:58:10Z
2013-06-21T06:25:54Z
Class Proportion Estimation with Application to Multiclass Anomaly Rejection
This work addresses two classification problems that fall under the heading of domain adaptation, wherein the distributions of training and testing examples differ. The first problem studied is that of class proportion estimation, which is the problem of estimating the class proportions in an unlabeled testing data set given labeled examples of each class. Compared to previous work on this problem, our approach has the novel feature that it does not require labeled training data from one of the classes. This property allows us to address the second domain adaptation problem, namely, multiclass anomaly rejection. Here, the goal is to design a classifier that has the option of assigning a "reject" label, indicating that the instance did not arise from a class present in the training data. We establish consistent learning strategies for both of these domain adaptation problems, which to our knowledge are the first of their kind. We also implement the class proportion estimation technique and demonstrate its performance on several benchmark data sets.
[ "Tyler Sanderson and Clayton Scott", "['Tyler Sanderson' 'Clayton Scott']" ]
cs.LG
null
1306.5349
null
null
http://arxiv.org/pdf/1306.5349v1
2013-06-22T19:32:05Z
2013-06-22T19:32:05Z
Song-based Classification techniques for Endangered Bird Conservation
The work presented in this paper is part of a global framework which long term goal is to design a wireless sensor network able to support the observation of a population of endangered birds. We present the first stage for which we have conducted a knowledge discovery approach on a sample of acoustical data. We use MFCC features extracted from bird songs and we exploit two knowledge discovery techniques. One that relies on clustering-based approaches, that highlights the homogeneity in the songs of the species. The other, based on predictive modeling, that demonstrates the good performances of various machine learning techniques for the identification process. The knowledge elicited provides promising results to consider a widespread study and to elicit guidelines for designing a first version of the automatic approach for data collection based on acoustic sensors.
[ "Erick Stattner and Wilfried Segretier and Martine Collard and Philippe\n Hunel and Nicolas Vidot", "['Erick Stattner' 'Wilfried Segretier' 'Martine Collard' 'Philippe Hunel'\n 'Nicolas Vidot']" ]
stat.ME cs.LG stat.ML
null
1306.5362
null
null
http://arxiv.org/pdf/1306.5362v1
2013-06-23T00:31:15Z
2013-06-23T00:31:15Z
A Statistical Perspective on Algorithmic Leveraging
One popular method for dealing with large-scale data sets is sampling. For example, by using the empirical statistical leverage scores as an importance sampling distribution, the method of algorithmic leveraging samples and rescales rows/columns of data matrices to reduce the data size before performing computations on the subproblem. This method has been successful in improving computational efficiency of algorithms for matrix problems such as least-squares approximation, least absolute deviations approximation, and low-rank matrix approximation. Existing work has focused on algorithmic issues such as worst-case running times and numerical issues associated with providing high-quality implementations, but none of it addresses statistical aspects of this method. In this paper, we provide a simple yet effective framework to evaluate the statistical properties of algorithmic leveraging in the context of estimating parameters in a linear regression model with a fixed number of predictors. We show that from the statistical perspective of bias and variance, neither leverage-based sampling nor uniform sampling dominates the other. This result is particularly striking, given the well-known result that, from the algorithmic perspective of worst-case analysis, leverage-based sampling provides uniformly superior worst-case algorithmic results, when compared with uniform sampling. Based on these theoretical results, we propose and analyze two new leveraging algorithms. A detailed empirical evaluation of existing leverage-based methods as well as these two new methods is carried out on both synthetic and real data sets. The empirical results indicate that our theory is a good predictor of practical performance of existing and new leverage-based algorithms and that the new algorithms achieve improved performance.
[ "['Ping Ma' 'Michael W. Mahoney' 'Bin Yu']", "Ping Ma and Michael W. Mahoney and Bin Yu" ]
cs.LG
null
1306.5487
null
null
http://arxiv.org/pdf/1306.5487v1
2013-06-23T23:36:40Z
2013-06-23T23:36:40Z
Model Reframing by Feature Context Change
The feature space (including both input and output variables) characterises a data mining problem. In predictive (supervised) problems, the quality and availability of features determines the predictability of the dependent variable, and the performance of data mining models in terms of misclassification or regression error. Good features, however, are usually difficult to obtain. It is usual that many instances come with missing values, either because the actual value for a given attribute was not available or because it was too expensive. This is usually interpreted as a utility or cost-sensitive learning dilemma, in this case between misclassification (or regression error) costs and attribute tests costs. Both misclassification cost (MC) and test cost (TC) can be integrated into a single measure, known as joint cost (JC). We introduce methods and plots (such as the so-called JROC plots) that can work with any of-the-shelf predictive technique, including ensembles, such that we re-frame the model to use the appropriate subset of attributes (the feature configuration) during deployment time. In other words, models are trained with the available attributes (once and for all) and then deployed by setting missing values on the attributes that are deemed ineffective for reducing the joint cost. As the number of feature configuration combinations grows exponentially with the number of features we introduce quadratic methods that are able to approximate the optimal configuration and model choices, as shown by the experimental results.
[ "Celestine-Periale Maguedong-Djoumessi", "['Celestine-Periale Maguedong-Djoumessi']" ]
cs.LG stat.ML
null
1306.5532
null
null
http://arxiv.org/pdf/1306.5532v2
2015-06-25T17:26:01Z
2013-06-24T07:52:45Z
Deep Learning by Scattering
We introduce general scattering transforms as mathematical models of deep neural networks with l2 pooling. Scattering networks iteratively apply complex valued unitary operators, and the pooling is performed by a complex modulus. An expected scattering defines a contractive representation of a high-dimensional probability distribution, which preserves its mean-square norm. We show that unsupervised learning can be casted as an optimization of the space contraction to preserve the volume occupied by unlabeled examples, at each layer of the network. Supervised learning and classification are performed with an averaged scattering, which provides scattering estimations for multiple classes.
[ "['Stéphane Mallat' 'Irène Waldspurger']", "St\\'ephane Mallat and Ir\\`ene Waldspurger" ]
stat.ML cs.LG
null
1306.5554
null
null
http://arxiv.org/pdf/1306.5554v2
2013-11-05T11:28:33Z
2013-06-24T09:49:08Z
Correlated random features for fast semi-supervised learning
This paper presents Correlated Nystrom Views (XNV), a fast semi-supervised algorithm for regression and classification. The algorithm draws on two main ideas. First, it generates two views consisting of computationally inexpensive random features. Second, XNV applies multiview regression using Canonical Correlation Analysis (CCA) on unlabeled data to bias the regression towards useful features. It has been shown that, if the views contains accurate estimators, CCA regression can substantially reduce variance with a minimal increase in bias. Random views are justified by recent theoretical and empirical work showing that regression with random features closely approximates kernel regression, implying that random views can be expected to contain accurate estimators. We show that XNV consistently outperforms a state-of-the-art algorithm for semi-supervised learning: substantially improving predictive performance and reducing the variability of performance on a wide variety of real-world datasets, whilst also reducing runtime by orders of magnitude.
[ "['Brian McWilliams' 'David Balduzzi' 'Joachim M. Buhmann']", "Brian McWilliams, David Balduzzi and Joachim M. Buhmann" ]
cs.RO cs.AI cs.LG
10.1109/IROS.2014.6942972
1306.5707
null
null
http://arxiv.org/abs/1306.5707v2
2014-06-24T05:10:50Z
2013-06-24T18:48:54Z
Synthesizing Manipulation Sequences for Under-Specified Tasks using Unrolled Markov Random Fields
Many tasks in human environments require performing a sequence of navigation and manipulation steps involving objects. In unstructured human environments, the location and configuration of the objects involved often change in unpredictable ways. This requires a high-level planning strategy that is robust and flexible in an uncertain environment. We propose a novel dynamic planning strategy, which can be trained from a set of example sequences. High level tasks are expressed as a sequence of primitive actions or controllers (with appropriate parameters). Our score function, based on Markov Random Field (MRF), captures the relations between environment, controllers, and their arguments. By expressing the environment using sets of attributes, the approach generalizes well to unseen scenarios. We train the parameters of our MRF using a maximum margin learning method. We provide a detailed empirical validation of our overall framework demonstrating successful plan strategies for a variety of tasks.
[ "['Jaeyong Sung' 'Bart Selman' 'Ashutosh Saxena']", "Jaeyong Sung, Bart Selman, Ashutosh Saxena" ]
cs.LG cs.DS stat.ML
null
1306.5825
null
null
http://arxiv.org/pdf/1306.5825v5
2014-06-27T20:37:17Z
2013-06-25T01:44:46Z
Fourier PCA and Robust Tensor Decomposition
Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a pair of tensors sharing the same vectors in rank-$1$ decompositions. Our main application is the first provably polynomial-time algorithm for underdetermined ICA, i.e., learning an $n \times m$ matrix $A$ from observations $y=Ax$ where $x$ is drawn from an unknown product distribution with arbitrary non-Gaussian components. The number of component distributions $m$ can be arbitrarily higher than the dimension $n$ and the columns of $A$ only need to satisfy a natural and efficiently verifiable nondegeneracy condition. As a second application, we give an alternative algorithm for learning mixtures of spherical Gaussians with linearly independent means. These results also hold in the presence of Gaussian noise.
[ "Navin Goyal, Santosh Vempala and Ying Xiao", "['Navin Goyal' 'Santosh Vempala' 'Ying Xiao']" ]
cs.AI cs.HC cs.LG
null
1306.5884
null
null
http://arxiv.org/pdf/1306.5884v2
2014-01-01T11:02:00Z
2013-06-25T08:56:58Z
Design of an Agent for Answering Back in Smart Phones
The objective of the paper is to design an agent which provides efficient response to the caller when a call goes unanswered in smartphones. The agent provides responses through text messages, email etc stating the most likely reason as to why the callee is unable to answer a call. Responses are composed taking into consideration the importance of the present call and the situation the callee is in at the moment like driving, sleeping, at work etc. The agent makes decisons in the compostion of response messages based on the patterns it has come across in the learning environment. Initially the user helps the agent to compose response messages. The agent associates this message to the percept it recieves with respect to the environment the callee is in. The user may thereafter either choose to make to response system automatic or choose to recieve suggestions from the agent for responses messages and confirm what is to be sent to the caller.
[ "Sandeep Venkatesh, Meera V Patil, Nanditha Swamy", "['Sandeep Venkatesh' 'Meera V Patil' 'Nanditha Swamy']" ]
math.OC cs.LG cs.NA math.NA stat.ML
null
1306.5918
null
null
http://arxiv.org/pdf/1306.5918v2
2015-03-21T01:11:56Z
2013-06-25T11:11:42Z
A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming
We propose a randomized nonmonotone block proximal gradient (RNBPG) method for minimizing the sum of a smooth (possibly nonconvex) function and a block-separable (possibly nonconvex nonsmooth) function. At each iteration, this method randomly picks a block according to any prescribed probability distribution and solves typically several associated proximal subproblems that usually have a closed-form solution, until a certain progress on objective value is achieved. In contrast to the usual randomized block coordinate descent method [23,20], our method has a nonmonotone flavor and uses variable stepsizes that can partially utilize the local curvature information of the smooth component of objective function. We show that any accumulation point of the solution sequence of the method is a stationary point of the problem {\it almost surely} and the method is capable of finding an approximate stationary point with high probability. We also establish a sublinear rate of convergence for the method in terms of the minimal expected squared norm of certain proximal gradients over the iterations. When the problem under consideration is convex, we show that the expected objective values generated by RNBPG converge to the optimal value of the problem. Under some assumptions, we further establish a sublinear and linear rate of convergence on the expected objective values generated by a monotone version of RNBPG. Finally, we conduct some preliminary experiments to test the performance of RNBPG on the $\ell_1$-regularized least-squares problem and a dual SVM problem in machine learning. The computational results demonstrate that our method substantially outperforms the randomized block coordinate {\it descent} method with fixed or variable stepsizes.
[ "['Zhaosong Lu' 'Lin Xiao']", "Zhaosong Lu and Lin Xiao" ]
cs.SI cs.LG physics.soc-ph stat.AP stat.ML
null
1306.6111
null
null
http://arxiv.org/pdf/1306.6111v2
2013-08-23T20:13:27Z
2013-06-26T00:58:39Z
Understanding the Predictive Power of Computational Mechanics and Echo State Networks in Social Media
There is a large amount of interest in understanding users of social media in order to predict their behavior in this space. Despite this interest, user predictability in social media is not well-understood. To examine this question, we consider a network of fifteen thousand users on Twitter over a seven week period. We apply two contrasting modeling paradigms: computational mechanics and echo state networks. Both methods attempt to model the behavior of users on the basis of their past behavior. We demonstrate that the behavior of users on Twitter can be well-modeled as processes with self-feedback. We find that the two modeling approaches perform very similarly for most users, but that they differ in performance on a small subset of the users. By exploring the properties of these performance-differentiated users, we highlight the challenges faced in applying predictive models to dynamic social data.
[ "David Darmon, Jared Sylvester, Michelle Girvan, William Rand", "['David Darmon' 'Jared Sylvester' 'Michelle Girvan' 'William Rand']" ]
cs.LG stat.ML
null
1306.6189
null
null
http://arxiv.org/pdf/1306.6189v1
2013-06-26T09:52:51Z
2013-06-26T09:52:51Z
Scaling Up Robust MDPs by Reinforcement Learning
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic programming for small to medium sized problems. However, due to the "curse of dimensionality", MDPs that model real-life problems are typically prohibitively large for such approaches. In this work we employ a reinforcement learning approach to tackle this planning problem: we develop a robust approximate dynamic programming method based on a projected fixed point equation to approximately solve large scale robust MDPs. We show that the proposed method provably succeeds under certain technical conditions, and demonstrate its effectiveness through simulation of an option pricing problem. To the best of our knowledge, this is the first attempt to scale up the robust MDPs paradigm.
[ "Aviv Tamar, Huan Xu, Shie Mannor", "['Aviv Tamar' 'Huan Xu' 'Shie Mannor']" ]
cs.AI cs.LG
null
1306.6302
null
null
http://arxiv.org/pdf/1306.6302v2
2013-06-27T13:57:19Z
2013-06-26T17:59:49Z
Solving Relational MDPs with Exogenous Events and Additive Rewards
We formalize a simple but natural subclass of service domains for relational planning problems with object-centered, independent exogenous events and additive rewards capturing, for example, problems in inventory control. Focusing on this subclass, we present a new symbolic planning algorithm which is the first algorithm that has explicit performance guarantees for relational MDPs with exogenous events. In particular, under some technical conditions, our planning algorithm provides a monotonic lower bound on the optimal value function. To support this algorithm we present novel evaluation and reduction techniques for generalized first order decision diagrams, a knowledge representation for real-valued functions over relational world states. Our planning algorithm uses a set of focus states, which serves as a training set, to simplify and approximate the symbolic solution, and can thus be seen to perform learning for planning. A preliminary experimental evaluation demonstrates the validity of our approach.
[ "['S. Joshi' 'R. Khardon' 'P. Tadepalli' 'A. Raghavan' 'A. Fern']", "S. Joshi, R. Khardon, P. Tadepalli, A. Raghavan, A. Fern" ]
stat.ML cond-mat.dis-nn cs.LG
10.1088/0266-5611/30/2/025003
1306.6482
null
null
http://arxiv.org/abs/1306.6482v1
2013-06-27T12:43:09Z
2013-06-27T12:43:09Z
Traffic data reconstruction based on Markov random field modeling
We consider the traffic data reconstruction problem. Suppose we have the traffic data of an entire city that are incomplete because some road data are unobserved. The problem is to reconstruct the unobserved parts of the data. In this paper, we propose a new method to reconstruct incomplete traffic data collected from various traffic sensors. Our approach is based on Markov random field modeling of road traffic. The reconstruction is achieved by using mean-field method and a machine learning method. We numerically verify the performance of our method using realistic simulated traffic data for the real road network of Sendai, Japan.
[ "['Shun Kataoka' 'Muneki Yasuda' 'Cyril Furtlehner' 'Kazuyuki Tanaka']", "Shun Kataoka, Muneki Yasuda, Cyril Furtlehner and Kazuyuki Tanaka" ]
cs.LG cs.AI stat.ML
null
1306.6709
null
null
http://arxiv.org/pdf/1306.6709v4
2014-02-12T07:45:11Z
2013-06-28T03:56:15Z
A Survey on Metric Learning for Feature Vectors and Structured Data
The need for appropriate ways to measure the distance or similarity between data is ubiquitous in machine learning, pattern recognition and data mining, but handcrafting such good metrics for specific problems is generally difficult. This has led to the emergence of metric learning, which aims at automatically learning a metric from data and has attracted a lot of interest in machine learning and related fields for the past ten years. This survey paper proposes a systematic review of the metric learning literature, highlighting the pros and cons of each approach. We pay particular attention to Mahalanobis distance metric learning, a well-studied and successful framework, but additionally present a wide range of methods that have recently emerged as powerful alternatives, including nonlinear metric learning, similarity learning and local metric learning. Recent trends and extensions, such as semi-supervised metric learning, metric learning for histogram data and the derivation of generalization guarantees, are also covered. Finally, this survey addresses metric learning for structured data, in particular edit distance learning, and attempts to give an overview of the remaining challenges in metric learning for the years to come.
[ "['Aurélien Bellet' 'Amaury Habrard' 'Marc Sebban']", "Aur\\'elien Bellet, Amaury Habrard and Marc Sebban" ]
cs.AI cs.LG
10.1007/s10618-014-0382-x
1306.6802
null
null
http://arxiv.org/abs/1306.6802v2
2013-07-01T17:33:58Z
2013-06-28T11:49:53Z
Evaluation Measures for Hierarchical Classification: a unified view and novel approaches
Hierarchical classification addresses the problem of classifying items into a hierarchy of classes. An important issue in hierarchical classification is the evaluation of different classification algorithms, which is complicated by the hierarchical relations among the classes. Several evaluation measures have been proposed for hierarchical classification using the hierarchy in different ways. This paper studies the problem of evaluation in hierarchical classification by analyzing and abstracting the key components of the existing performance measures. It also proposes two alternative generic views of hierarchical evaluation and introduces two corresponding novel measures. The proposed measures, along with the state-of-the art ones, are empirically tested on three large datasets from the domain of text classification. The empirical results illustrate the undesirable behavior of existing approaches and how the proposed methods overcome most of these methods across a range of cases.
[ "Aris Kosmopoulos, Ioannis Partalas, Eric Gaussier, Georgios Paliouras,\n Ion Androutsopoulos", "['Aris Kosmopoulos' 'Ioannis Partalas' 'Eric Gaussier'\n 'Georgios Paliouras' 'Ion Androutsopoulos']" ]
stat.ML cs.IT cs.LG math.IT
null
1307.0032
null
null
http://arxiv.org/pdf/1307.0032v1
2013-06-28T21:38:17Z
2013-06-28T21:38:17Z
Memory Limited, Streaming PCA
We consider streaming, one-pass principal component analysis (PCA), in the high-dimensional regime, with limited memory. Here, $p$-dimensional samples are presented sequentially, and the goal is to produce the $k$-dimensional subspace that best approximates these points. Standard algorithms require $O(p^2)$ memory; meanwhile no algorithm can do better than $O(kp)$ memory, since this is what the output itself requires. Memory (or storage) complexity is most meaningful when understood in the context of computational and sample complexity. Sample complexity for high-dimensional PCA is typically studied in the setting of the {\em spiked covariance model}, where $p$-dimensional points are generated from a population covariance equal to the identity (white noise) plus a low-dimensional perturbation (the spike) which is the signal to be recovered. It is now well-understood that the spike can be recovered when the number of samples, $n$, scales proportionally with the dimension, $p$. Yet, all algorithms that provably achieve this, have memory complexity $O(p^2)$. Meanwhile, algorithms with memory-complexity $O(kp)$ do not have provable bounds on sample complexity comparable to $p$. We present an algorithm that achieves both: it uses $O(kp)$ memory (meaning storage of any kind) and is able to compute the $k$-dimensional spike with $O(p \log p)$ sample-complexity -- the first algorithm of its kind. While our theoretical analysis focuses on the spiked covariance model, our simulations show that our algorithm is successful on much more general models for the data.
[ "['Ioannis Mitliagkas' 'Constantine Caramanis' 'Prateek Jain']", "Ioannis Mitliagkas, Constantine Caramanis, Prateek Jain" ]
stat.ML cs.DC cs.LG
null
1307.0048
null
null
http://arxiv.org/pdf/1307.0048v3
2016-04-14T01:55:55Z
2013-06-28T23:32:11Z
Simple one-pass algorithm for penalized linear regression with cross-validation on MapReduce
In this paper, we propose a one-pass algorithm on MapReduce for penalized linear regression \[f_\lambda(\alpha, \beta) = \|Y - \alpha\mathbf{1} - X\beta\|_2^2 + p_{\lambda}(\beta)\] where $\alpha$ is the intercept which can be omitted depending on application; $\beta$ is the coefficients and $p_{\lambda}$ is the penalized function with penalizing parameter $\lambda$. $f_\lambda(\alpha, \beta)$ includes interesting classes such as Lasso, Ridge regression and Elastic-net. Compared to latest iterative distributed algorithms requiring multiple MapReduce jobs, our algorithm achieves huge performance improvement; moreover, our algorithm is exact compared to the approximate algorithms such as parallel stochastic gradient decent. Moreover, what our algorithm distinguishes with others is that it trains the model with cross validation to choose optimal $\lambda$ instead of user specified one. Key words: penalized linear regression, lasso, elastic-net, ridge, MapReduce
[ "['Kun Yang']", "Kun Yang" ]
cs.LG stat.ML
null
1307.0127
null
null
http://arxiv.org/pdf/1307.0127v1
2013-06-29T16:36:30Z
2013-06-29T16:36:30Z
Concentration and Confidence for Discrete Bayesian Sequence Predictors
Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only limited results on the distribution of this error. We prove tight high-probability bounds on the cumulative error, which is measured in terms of the Kullback-Leibler (KL) divergence. We also consider the problem of constructing upper confidence bounds on the KL and Hellinger errors similar to those constructed from Hoeffding-like bounds in the i.i.d. case. The new results are applied to show that Bayesian sequence prediction can be used in the Knows What It Knows (KWIK) framework with bounds that match the state-of-the-art.
[ "Tor Lattimore and Marcus Hutter and Peter Sunehag", "['Tor Lattimore' 'Marcus Hutter' 'Peter Sunehag']" ]
stat.ME cs.LG stat.ML
10.1002/wics.1270
1307.0252
null
null
http://arxiv.org/abs/1307.0252v1
2013-07-01T00:51:07Z
2013-07-01T00:51:07Z
Semi-supervised clustering methods
Cluster analysis methods seek to partition a data set into homogeneous subgroups. It is useful in a wide variety of applications, including document processing and modern genetics. Conventional clustering methods are unsupervised, meaning that there is no outcome variable nor is anything known about the relationship between the observations in the data set. In many situations, however, information about the clusters is available in addition to the values of the features. For example, the cluster labels of some observations may be known, or certain observations may be known to belong to the same cluster. In other cases, one may wish to identify clusters that are associated with a particular outcome variable. This review describes several clustering algorithms (known as "semi-supervised clustering" methods) that can be applied in these situations. The majority of these methods are modifications of the popular k-means clustering method, and several of them will be described in detail. A brief description of some other semi-supervised clustering algorithms is also provided.
[ "Eric Bair", "['Eric Bair']" ]
cs.LG
null
1307.0253
null
null
http://arxiv.org/pdf/1307.0253v1
2013-07-01T01:09:25Z
2013-07-01T01:09:25Z
Exploratory Learning
In multiclass semi-supervised learning (SSL), it is sometimes the case that the number of classes present in the data is not known, and hence no labeled examples are provided for some classes. In this paper we present variants of well-known semi-supervised multiclass learning methods that are robust when the data contains an unknown number of classes. In particular, we present an "exploratory" extension of expectation-maximization (EM) that explores different numbers of classes while learning. "Exploratory" SSL greatly improves performance on three datasets in terms of F1 on the classes with seed examples i.e., the classes which are expected to be in the data. Our Exploratory EM algorithm also outperforms a SSL method based non-parametric Bayesian clustering.
[ "['Bhavana Dalvi' 'William W. Cohen' 'Jamie Callan']", "Bhavana Dalvi, William W. Cohen, Jamie Callan" ]
cs.LG cs.CL cs.IR
null
1307.0261
null
null
http://arxiv.org/pdf/1307.0261v1
2013-07-01T02:49:08Z
2013-07-01T02:49:08Z
WebSets: Extracting Sets of Entities from the Web Using Unsupervised Information Extraction
We describe a open-domain information extraction method for extracting concept-instance pairs from an HTML corpus. Most earlier approaches to this problem rely on combining clusters of distributionally similar terms and concept-instance pairs obtained with Hearst patterns. In contrast, our method relies on a novel approach for clustering terms found in HTML tables, and then assigning concept names to these clusters using Hearst patterns. The method can be efficiently applied to a large corpus, and experimental results on several datasets show that our method can accurately extract large numbers of concept-instance pairs.
[ "Bhavana Dalvi, William W. Cohen, and Jamie Callan", "['Bhavana Dalvi' 'William W. Cohen' 'Jamie Callan']" ]
cs.LG cs.IR stat.ML
null
1307.0317
null
null
http://arxiv.org/pdf/1307.0317v1
2013-07-01T10:03:58Z
2013-07-01T10:03:58Z
Algorithms of the LDA model [REPORT]
We review three algorithms for Latent Dirichlet Allocation (LDA). Two of them are variational inference algorithms: Variational Bayesian inference and Online Variational Bayesian inference and one is Markov Chain Monte Carlo (MCMC) algorithm -- Collapsed Gibbs sampling. We compare their time complexity and performance. We find that online variational Bayesian inference is the fastest algorithm and still returns reasonably good results.
[ "Jaka \\v{S}peh, Andrej Muhi\\v{c}, Jan Rupnik", "['Jaka Špeh' 'Andrej Muhič' 'Jan Rupnik']" ]
math.ST cs.LG stat.TH
null
1307.0366
null
null
http://arxiv.org/pdf/1307.0366v4
2019-07-27T12:33:21Z
2013-07-01T13:41:40Z
Learning directed acyclic graphs based on sparsest permutations
We consider the problem of learning a Bayesian network or directed acyclic graph (DAG) model from observational data. A number of constraint-based, score-based and hybrid algorithms have been developed for this purpose. For constraint-based methods, statistical consistency guarantees typically rely on the faithfulness assumption, which has been show to be restrictive especially for graphs with cycles in the skeleton. However, there is only limited work on consistency guarantees for score-based and hybrid algorithms and it has been unclear whether consistency guarantees can be proven under weaker conditions than the faithfulness assumption. In this paper, we propose the sparsest permutation (SP) algorithm. This algorithm is based on finding the causal ordering of the variables that yields the sparsest DAG. We prove that this new score-based method is consistent under strictly weaker conditions than the faithfulness assumption. We also demonstrate through simulations on small DAGs that the SP algorithm compares favorably to the constraint-based PC and SGS algorithms as well as the score-based Greedy Equivalence Search and hybrid Max-Min Hill-Climbing method. In the Gaussian setting, we prove that our algorithm boils down to finding the permutation of the variables with sparsest Cholesky decomposition for the inverse covariance matrix. Using this connection, we show that in the oracle setting, where the true covariance matrix is known, the SP algorithm is in fact equivalent to $\ell_0$-penalized maximum likelihood estimation.
[ "['Garvesh Raskutti' 'Caroline Uhler']", "Garvesh Raskutti and Caroline Uhler" ]
stat.ML cs.LG
null
1307.0414
null
null
http://arxiv.org/pdf/1307.0414v1
2013-07-01T15:53:22Z
2013-07-01T15:53:22Z
Challenges in Representation Learning: A report on three machine learning contests
The ICML 2013 Workshop on Challenges in Representation Learning focused on three challenges: the black box learning challenge, the facial expression recognition challenge, and the multimodal learning challenge. We describe the datasets created for these challenges and summarize the results of the competitions. We provide suggestions for organizers of future challenges and some comments on what kind of knowledge can be gained from machine learning competitions.
[ "['Ian J. Goodfellow' 'Dumitru Erhan' 'Pierre Luc Carrier'\n 'Aaron Courville' 'Mehdi Mirza' 'Ben Hamner' 'Will Cukierski'\n 'Yichuan Tang' 'David Thaler' 'Dong-Hyun Lee' 'Yingbo Zhou'\n 'Chetan Ramaiah' 'Fangxiang Feng' 'Ruifan Li' 'Xiaojie Wang'\n 'Dimitris Athanasakis' 'John Shawe-Taylor' 'Maxim Milakov' 'John Park'\n 'Radu Ionescu' 'Marius Popescu' 'Cristian Grozea' 'James Bergstra'\n 'Jingjing Xie' 'Lukasz Romaszko' 'Bing Xu' 'Zhang Chuang' 'Yoshua Bengio']", "Ian J. Goodfellow, Dumitru Erhan, Pierre Luc Carrier, Aaron Courville,\n Mehdi Mirza, Ben Hamner, Will Cukierski, Yichuan Tang, David Thaler,\n Dong-Hyun Lee, Yingbo Zhou, Chetan Ramaiah, Fangxiang Feng, Ruifan Li,\n Xiaojie Wang, Dimitris Athanasakis, John Shawe-Taylor, Maxim Milakov, John\n Park, Radu Ionescu, Marius Popescu, Cristian Grozea, James Bergstra, Jingjing\n Xie, Lukasz Romaszko, Bing Xu, Zhang Chuang, and Yoshua Bengio" ]
cs.CV cs.AI cs.LG
10.1109/TIP.2016.2544703
1307.0426
null
null
http://arxiv.org/abs/1307.0426v3
2016-04-26T11:05:18Z
2013-07-01T16:16:40Z
An Empirical Study into Annotator Agreement, Ground Truth Estimation, and Algorithm Evaluation
Although agreement between annotators has been studied in the past from a statistical viewpoint, little work has attempted to quantify the extent to which this phenomenon affects the evaluation of computer vision (CV) object detection algorithms. Many researchers utilise ground truth (GT) in experiments and more often than not this GT is derived from one annotator's opinion. How does the difference in opinion affect an algorithm's evaluation? Four examples of typical CV problems are chosen, and a methodology is applied to each to quantify the inter-annotator variance and to offer insight into the mechanisms behind agreement and the use of GT. It is found that when detecting linear objects annotator agreement is very low. The agreement in object position, linear or otherwise, can be partially explained through basic image properties. Automatic object detectors are compared to annotator agreement and it is found that a clear relationship exists. Several methods for calculating GTs from a number of annotations are applied and the resulting differences in the performance of the object detectors are quantified. It is found that the rank of a detector is highly dependent upon the method used to form the GT. It is also found that although the STAPLE and LSML GT estimation methods appear to represent the mean of the performance measured using the individual annotations, when there are few annotations, or there is a large variance in them, these estimates tend to degrade. Furthermore, one of the most commonly adopted annotation combination methods--consensus voting--accentuates more obvious features, which results in an overestimation of the algorithm's performance. Finally, it is concluded that in some datasets it may not be possible to state with any confidence that one algorithm outperforms another when evaluating upon one GT and a method for calculating confidence bounds is discussed.
[ "Thomas A. Lampert, Andr\\'e Stumpf, Pierre Gan\\c{c}arski", "['Thomas A. Lampert' 'André Stumpf' 'Pierre Gançarski']" ]
quant-ph cs.LG
10.1103/PhysRevLett.113.130503
1307.0471
null
null
http://arxiv.org/abs/1307.0471v3
2014-07-10T04:33:52Z
2013-07-01T18:35:53Z
Quantum support vector machine for big data classification
Supervised machine learning is the classification of new data based on already classified training examples. In this work, we show that the support vector machine, an optimized binary classifier, can be implemented on a quantum computer, with complexity logarithmic in the size of the vectors and the number of training examples. In cases when classical sampling algorithms require polynomial time, an exponential speed-up is obtained. At the core of this quantum big data algorithm is a non-sparse matrix exponentiation technique for efficiently performing a matrix inversion of the training data inner-product (kernel) matrix.
[ "Patrick Rebentrost, Masoud Mohseni, Seth Lloyd", "['Patrick Rebentrost' 'Masoud Mohseni' 'Seth Lloyd']" ]
math.OC cs.DC cs.LG
null
1307.0473
null
null
http://arxiv.org/pdf/1307.0473v2
2015-01-29T04:20:48Z
2013-07-01T18:46:06Z
Online discrete optimization in social networks in the presence of Knightian uncertainty
We study a model of collective real-time decision-making (or learning) in a social network operating in an uncertain environment, for which no a priori probabilistic model is available. Instead, the environment's impact on the agents in the network is seen through a sequence of cost functions, revealed to the agents in a causal manner only after all the relevant actions are taken. There are two kinds of costs: individual costs incurred by each agent and local-interaction costs incurred by each agent and its neighbors in the social network. Moreover, agents have inertia: each agent has a default mixed strategy that stays fixed regardless of the state of the environment, and must expend effort to deviate from this strategy in order to respond to cost signals coming from the environment. We construct a decentralized strategy, wherein each agent selects its action based only on the costs directly affecting it and on the decisions made by its neighbors in the network. In this setting, we quantify social learning in terms of regret, which is given by the difference between the realized network performance over a given time horizon and the best performance that could have been achieved in hindsight by a fictitious centralized entity with full knowledge of the environment's evolution. We show that our strategy achieves the regret that scales polylogarithmically with the time horizon and polynomially with the number of agents and the maximum number of neighbors of any agent in the social network.
[ "Maxim Raginsky and Angelia Nedi\\'c", "['Maxim Raginsky' 'Angelia Nedić']" ]
stat.ML cs.LG
null
1307.0578
null
null
http://arxiv.org/pdf/1307.0578v1
2013-07-02T02:54:09Z
2013-07-02T02:54:09Z
A non-parametric conditional factor regression model for high-dimensional input and response
In this paper, we propose a non-parametric conditional factor regression (NCFR)model for domains with high-dimensional input and response. NCFR enhances linear regression in two ways: a) introducing low-dimensional latent factors leading to dimensionality reduction and b) integrating an Indian Buffet Process as a prior for the latent factors to derive unlimited sparse dimensions. Experimental results comparing NCRF to several alternatives give evidence to remarkable prediction performance.
[ "['Ava Bargi' 'Richard Yi Da Xu' 'Massimo Piccardi']", "Ava Bargi, Richard Yi Da Xu, Massimo Piccardi" ]
cs.LG cs.DB cs.SD
null
1307.0589
null
null
http://arxiv.org/pdf/1307.0589v1
2013-07-02T04:59:19Z
2013-07-02T04:59:19Z
The Orchive : Data mining a massive bioacoustic archive
The Orchive is a large collection of over 20,000 hours of audio recordings from the OrcaLab research facility located off the northern tip of Vancouver Island. It contains recorded orca vocalizations from the 1980 to the present time and is one of the largest resources of bioacoustic data in the world. We have developed a web-based interface that allows researchers to listen to these recordings, view waveform and spectral representations of the audio, label clips with annotations, and view the results of machine learning classifiers based on automatic audio features extraction. In this paper we describe such classifiers that discriminate between background noise, orca calls, and the voice notes that are present in most of the tapes. Furthermore we show classification results for individual calls based on a previously existing orca call catalog. We have also experimentally investigated the scalability of classifiers over the entire Orchive.
[ "['Steven Ness' 'Helena Symonds' 'Paul Spong' 'George Tzanetakis']", "Steven Ness, Helena Symonds, Paul Spong, George Tzanetakis" ]
cs.IT cs.LG math.IT
null
1307.0643
null
null
http://arxiv.org/pdf/1307.0643v1
2013-07-02T09:35:16Z
2013-07-02T09:35:16Z
Discovering the Markov network structure
In this paper a new proof is given for the supermodularity of information content. Using the decomposability of the information content an algorithm is given for discovering the Markov network graph structure endowed by the pairwise Markov property of a given probability distribution. A discrete probability distribution is given for which the equivalence of Hammersley-Clifford theorem is fulfilled although some of the possible vector realizations are taken on with zero probability. Our algorithm for discovering the pairwise Markov network is illustrated on this example, too.
[ "['Edith Kovács' 'Tamás Szántai']", "Edith Kov\\'acs and Tam\\'as Sz\\'antai" ]
cs.LG stat.ML
null
1307.0781
null
null
http://arxiv.org/pdf/1307.0781v1
2013-07-02T18:09:59Z
2013-07-02T18:09:59Z
Distributed Online Big Data Classification Using Context Information
Distributed, online data mining systems have emerged as a result of applications requiring analysis of large amounts of correlated and high-dimensional data produced by multiple distributed data sources. We propose a distributed online data classification framework where data is gathered by distributed data sources and processed by a heterogeneous set of distributed learners which learn online, at run-time, how to classify the different data streams either by using their locally available classification functions or by helping each other by classifying each other's data. Importantly, since the data is gathered at different locations, sending the data to another learner to process incurs additional costs such as delays, and hence this will be only beneficial if the benefits obtained from a better classification will exceed the costs. We model the problem of joint classification by the distributed and heterogeneous learners from multiple data sources as a distributed contextual bandit problem where each data is characterized by a specific context. We develop a distributed online learning algorithm for which we can prove sublinear regret. Compared to prior work in distributed online data mining, our work is the first to provide analytic regret results characterizing the performance of the proposed algorithm.
[ "['Cem Tekin' 'Mihaela van der Schaar']", "Cem Tekin, Mihaela van der Schaar" ]
cs.LG cs.AI cs.DB stat.ML
10.1109/TPAMI.2014.2343973
1307.0803
null
null
http://arxiv.org/abs/1307.0803v2
2015-02-06T16:15:38Z
2013-07-02T19:35:21Z
Data Fusion by Matrix Factorization
For most problems in science and engineering we can obtain data sets that describe the observed system from various perspectives and record the behavior of its individual components. Heterogeneous data sets can be collectively mined by data fusion. Fusion can focus on a specific target relation and exploit directly associated data together with contextual data and data about system's constraints. In the paper we describe a data fusion approach with penalized matrix tri-factorization (DFMF) that simultaneously factorizes data matrices to reveal hidden associations. The approach can directly consider any data that can be expressed in a matrix, including those from feature-based representations, ontologies, associations and networks. We demonstrate the utility of DFMF for gene function prediction task with eleven different data sources and for prediction of pharmacologic actions by fusing six data sources. Our data fusion algorithm compares favorably to alternative data integration approaches and achieves higher accuracy than can be obtained from any single data source alone.
[ "['Marinka Žitnik' 'Blaž Zupan']", "Marinka \\v{Z}itnik and Bla\\v{z} Zupan" ]
stat.ML cs.AI cs.LG cs.RO
null
1307.0813
null
null
http://arxiv.org/pdf/1307.0813v2
2014-02-12T09:17:52Z
2013-07-02T07:59:32Z
Multi-Task Policy Search
Learning policies that generalize across multiple tasks is an important and challenging research topic in reinforcement learning and robotics. Training individual policies for every single potential task is often impractical, especially for continuous task variations, requiring more principled approaches to share and transfer knowledge among similar tasks. We present a novel approach for learning a nonlinear feedback policy that generalizes across multiple tasks. The key idea is to define a parametrized policy as a function of both the state and the task, which allows learning a single policy that generalizes across multiple known and unknown tasks. Applications of our novel approach to reinforcement and imitation learning in real-robot experiments are shown.
[ "['Marc Peter Deisenroth' 'Peter Englert' 'Jan Peters' 'Dieter Fox']", "Marc Peter Deisenroth, Peter Englert, Jan Peters and Dieter Fox" ]
stat.ML cs.IR cs.LG
null
1307.0846
null
null
http://arxiv.org/pdf/1307.0846v1
2013-07-02T20:51:40Z
2013-07-02T20:51:40Z
Semi-supervised Ranking Pursuit
We propose a novel sparse preference learning/ranking algorithm. Our algorithm approximates the true utility function by a weighted sum of basis functions using the squared loss on pairs of data points, and is a generalization of the kernel matching pursuit method. It can operate both in a supervised and a semi-supervised setting and allows efficient search for multiple, near-optimal solutions. Furthermore, we describe the extension of the algorithm suitable for combined ranking and regression tasks. In our experiments we demonstrate that the proposed algorithm outperforms several state-of-the-art learning methods when taking into account unlabeled data and performs comparably in a supervised learning scenario, while providing sparser solutions.
[ "['Evgeni Tsivtsivadze' 'Tom Heskes']", "Evgeni Tsivtsivadze and Tom Heskes" ]
null
null
1307.0995
null
null
http://arxiv.org/pdf/1307.0995v1
2013-07-03T12:54:25Z
2013-07-03T12:54:25Z
An Efficient Model Selection for Gaussian Mixture Model in a Bayesian Framework
In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of $hat{K}$ Gaussian component densities. However, model selection to find underlying $hat{K}$ is one of the key concerns in GMM clustering, since we can obtain the desired clusters only when $hat{K}$ is known. In this paper, we propose a new model selection algorithm to explore $hat{K}$ in a Bayesian framework. The proposed algorithm builds the density of the model order which any information criterions such as AIC and BIC basically fail to reconstruct. In addition, this algorithm reconstructs the density quickly as compared to the time-consuming Monte Carlo simulation.
[ "['Ji Won Yoon']" ]
math.CO cs.LG math.NT
10.1137/140978090
1307.1058
null
null
http://arxiv.org/abs/1307.1058v2
2014-07-19T07:10:33Z
2013-07-03T16:05:10Z
On the minimal teaching sets of two-dimensional threshold functions
It is known that a minimal teaching set of any threshold function on the twodimensional rectangular grid consists of 3 or 4 points. We derive exact formulae for the numbers of functions corresponding to these values and further refine them in the case of a minimal teaching set of size 3. We also prove that the average cardinality of the minimal teaching sets of threshold functions is asymptotically 7/2. We further present corollaries of these results concerning some special arrangements of lines in the plane.
[ "['Max A. Alekseyev' 'Marina G. Basova' 'Nikolai Yu. Zolotykh']", "Max A. Alekseyev, Marina G. Basova, Nikolai Yu. Zolotykh" ]
cs.CE cs.LG
null
1307.1078
null
null
http://arxiv.org/pdf/1307.1078v1
2013-07-03T16:55:32Z
2013-07-03T16:55:32Z
Investigating the Detection of Adverse Drug Events in a UK General Practice Electronic Health-Care Database
Data-mining techniques have frequently been developed for Spontaneous reporting databases. These techniques aim to find adverse drug events accurately and efficiently. Spontaneous reporting databases are prone to missing information, under reporting and incorrect entries. This often results in a detection lag or prevents the detection of some adverse drug events. These limitations do not occur in electronic health-care databases. In this paper, existing methods developed for spontaneous reporting databases are implemented on both a spontaneous reporting database and a general practice electronic health-care database and compared. The results suggests that the application of existing methods to the general practice database may help find signals that have gone undetected when using the spontaneous reporting system database. In addition the general practice database provides far more supplementary information, that if incorporated in analysis could provide a wealth of information for identifying adverse events more accurately.
[ "Jenna Reps, Jan Feyereisl, Jonathan M. Garibaldi, Uwe Aickelin, Jack\n E. Gibson, Richard B. Hubbard", "['Jenna Reps' 'Jan Feyereisl' 'Jonathan M. Garibaldi' 'Uwe Aickelin'\n 'Jack E. Gibson' 'Richard B. Hubbard']" ]
cs.CE cs.LG
null
1307.1079
null
null
http://arxiv.org/pdf/1307.1079v1
2013-07-03T17:03:31Z
2013-07-03T17:03:31Z
Application of a clustering framework to UK domestic electricity data
This paper takes an approach to clustering domestic electricity load profiles that has been successfully used with data from Portugal and applies it to UK data. Clustering techniques are applied and it is found that the preferred technique in the Portuguese work (a two stage process combining Self Organised Maps and Kmeans) is not appropriate for the UK data. The work shows that up to nine clusters of households can be identified with the differences in usage profiles being visually striking. This demonstrates the appropriateness of breaking the electricity usage patterns down to more detail than the two load profiles currently published by the electricity industry. The paper details initial results using data collected in Milton Keynes around 1990. Further work is described and will concentrate on building accurate and meaningful clusters of similar electricity users in order to better direct demand side management initiatives to the most relevant target customers.
[ "['Ian Dent' 'Uwe Aickelin' 'Tom Rodden']", "Ian Dent, Uwe Aickelin, Tom Rodden" ]
stat.ML cs.LG math.OC
null
1307.1192
null
null
http://arxiv.org/pdf/1307.1192v1
2013-07-04T03:17:23Z
2013-07-04T03:17:23Z
AdaBoost and Forward Stagewise Regression are First-Order Convex Optimization Methods
Boosting methods are highly popular and effective supervised learning methods which combine weak learners into a single accurate model with good statistical performance. In this paper, we analyze two well-known boosting methods, AdaBoost and Incremental Forward Stagewise Regression (FS$_\varepsilon$), by establishing their precise connections to the Mirror Descent algorithm, which is a first-order method in convex optimization. As a consequence of these connections we obtain novel computational guarantees for these boosting methods. In particular, we characterize convergence bounds of AdaBoost, related to both the margin and log-exponential loss function, for any step-size sequence. Furthermore, this paper presents, for the first time, precise computational complexity results for FS$_\varepsilon$.
[ "Robert M. Freund, Paul Grigas, Rahul Mazumder", "['Robert M. Freund' 'Paul Grigas' 'Rahul Mazumder']" ]
cs.LG cs.NE
null
1307.1275
null
null
http://arxiv.org/pdf/1307.1275v1
2013-07-04T11:10:45Z
2013-07-04T11:10:45Z
Constructing Hierarchical Image-tags Bimodal Representations for Word Tags Alternative Choice
This paper describes our solution to the multi-modal learning challenge of ICML. This solution comprises constructing three-level representations in three consecutive stages and choosing correct tag words with a data-specific strategy. Firstly, we use typical methods to obtain level-1 representations. Each image is represented using MPEG-7 and gist descriptors with additional features released by the contest organizers. And the corresponding word tags are represented by bag-of-words model with a dictionary of 4000 words. Secondly, we learn the level-2 representations using two stacked RBMs for each modality. Thirdly, we propose a bimodal auto-encoder to learn the similarities/dissimilarities between the pairwise image-tags as level-3 representations. Finally, during the test phase, based on one observation of the dataset, we come up with a data-specific strategy to choose the correct tag words leading to a leap of an improved overall performance. Our final average accuracy on the private test set is 100%, which ranks the first place in this challenge.
[ "Fangxiang Feng and Ruifan Li and Xiaojie Wang", "['Fangxiang Feng' 'Ruifan Li' 'Xiaojie Wang']" ]