categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
list
stat.ML cs.AI cs.LG
null
1309.3699
null
null
http://arxiv.org/pdf/1309.3699v1
2013-09-14T21:06:22Z
2013-09-14T21:06:22Z
Local Support Vector Machines:Formulation and Analysis
We provide a formulation for Local Support Vector Machines (LSVMs) that generalizes previous formulations, and brings out the explicit connections to local polynomial learning used in nonparametric estimation literature. We investigate the simplest type of LSVMs called Local Linear Support Vector Machines (LLSVMs). For the first time we establish conditions under which LLSVMs make Bayes consistent predictions at each test point $x_0$. We also establish rates at which the local risk of LLSVMs converges to the minimum value of expected local risk at each point $x_0$. Using stability arguments we establish generalization error bounds for LLSVMs.
[ "Ravi Ganti and Alexander Gray", "['Ravi Ganti' 'Alexander Gray']" ]
cs.CV cs.LG stat.ML
null
1309.3809
null
null
http://arxiv.org/pdf/1309.3809v1
2013-09-16T00:22:01Z
2013-09-16T00:22:01Z
Visual-Semantic Scene Understanding by Sharing Labels in a Context Network
We consider the problem of naming objects in complex, natural scenes containing widely varying object appearance and subtly different names. Informed by cognitive research, we propose an approach based on sharing context based object hypotheses between visual and lexical spaces. To this end, we present the Visual Semantic Integration Model (VSIM) that represents object labels as entities shared between semantic and visual contexts and infers a new image by updating labels through context switching. At the core of VSIM is a semantic Pachinko Allocation Model and a visual nearest neighbor Latent Dirichlet Allocation Model. For inference, we derive an iterative Data Augmentation algorithm that pools the label probabilities and maximizes the joint label posterior of an image. Our model surpasses the performance of state-of-art methods in several visual tasks on the challenging SUN09 dataset.
[ "Ishani Chakraborty and Ahmed Elgammal", "['Ishani Chakraborty' 'Ahmed Elgammal']" ]
cs.LG
null
1309.3877
null
null
http://arxiv.org/pdf/1309.3877v1
2013-09-16T09:39:25Z
2013-09-16T09:39:25Z
A Metric-learning based framework for Support Vector Machines and Multiple Kernel Learning
Most metric learning algorithms, as well as Fisher's Discriminant Analysis (FDA), optimize some cost function of different measures of within-and between-class distances. On the other hand, Support Vector Machines(SVMs) and several Multiple Kernel Learning (MKL) algorithms are based on the SVM large margin theory. Recently, SVMs have been analyzed from SVM and metric learning, and to develop new algorithms that build on the strengths of each. Inspired by the metric learning interpretation of SVM, we develop here a new metric-learning based SVM framework in which we incorporate metric learning concepts within SVM. We extend the optimization problem of SVM to include some measure of the within-class distance and along the way we develop a new within-class distance measure which is appropriate for SVM. In addition, we adopt the same approach for MKL and show that it can be also formulated as a Mahalanobis metric learning problem. Our end result is a number of SVM/MKL algorithms that incorporate metric learning concepts. We experiment with them on a set of benchmark datasets and observe important predictive performance improvements.
[ "['Huyen Do' 'Alexandros Kalousis']", "Huyen Do and Alexandros Kalousis" ]
cs.IR cs.CL cs.LG
null
1309.3949
null
null
http://arxiv.org/pdf/1309.3949v1
2013-09-16T13:27:04Z
2013-09-16T13:27:04Z
Performance Investigation of Feature Selection Methods
Sentiment analysis or opinion mining has become an open research domain after proliferation of Internet and Web 2.0 social media. People express their attitudes and opinions on social media including blogs, discussion forums, tweets, etc. and, sentiment analysis concerns about detecting and extracting sentiment or opinion from online text. Sentiment based text classification is different from topical text classification since it involves discrimination based on expressed opinion on a topic. Feature selection is significant for sentiment analysis as the opinionated text may have high dimensions, which can adversely affect the performance of sentiment analysis classifier. This paper explores applicability of feature selection methods for sentiment analysis and investigates their performance for classification in term of recall, precision and accuracy. Five feature selection methods (Document Frequency, Information Gain, Gain Ratio, Chi Squared, and Relief-F) and three popular sentiment feature lexicons (HM, GI and Opinion Lexicon) are investigated on movie reviews corpus with a size of 2000 documents. The experimental results show that Information Gain gave consistent results and Gain Ratio performs overall best for sentimental feature selection while sentiment lexicons gave poor performance. Furthermore, we found that performance of the classifier depends on appropriate number of representative feature selected from text.
[ "Anuj sharma, Shubhamoy Dey", "['Anuj sharma' 'Shubhamoy Dey']" ]
cs.CV astro-ph.EP astro-ph.IM cs.LG
10.1017/S1473550413000372
1309.4024
null
null
http://arxiv.org/abs/1309.4024v1
2013-09-16T16:32:35Z
2013-09-16T16:32:35Z
The Cyborg Astrobiologist: Matching of Prior Textures by Image Compression for Geological Mapping and Novelty Detection
(abridged) We describe an image-comparison technique of Heidemann and Ritter that uses image compression, and is capable of: (i) detecting novel textures in a series of images, as well as of: (ii) alerting the user to the similarity of a new image to a previously-observed texture. This image-comparison technique has been implemented and tested using our Astrobiology Phone-cam system, which employs Bluetooth communication to send images to a local laptop server in the field for the image-compression analysis. We tested the system in a field site displaying a heterogeneous suite of sandstones, limestones, mudstones and coalbeds. Some of the rocks are partly covered with lichen. The image-matching procedure of this system performed very well with data obtained through our field test, grouping all images of yellow lichens together and grouping all images of a coal bed together, and giving a 91% accuracy for similarity detection. Such similarity detection could be employed to make maps of different geological units. The novelty-detection performance of our system was also rather good (a 64% accuracy). Such novelty detection may become valuable in searching for new geological units, which could be of astrobiological interest. The image-comparison technique is an unsupervised technique that is not capable of directly classifying an image as containing a particular geological feature; labeling of such geological features is done post facto by human geologists associated with this study, for the purpose of analyzing the system's performance. By providing more advanced capabilities for similarity detection and novelty detection, this image-compression technique could be useful in giving more scientific autonomy to robotic planetary rovers, and in assisting human astronauts in their geological exploration and assessment.
[ "['P. C. McGuire' 'A. Bonnici' 'K. R. Bruner' 'C. Gross' 'J. Ormö'\n 'R. A. Smosna' 'S. Walter' 'L. Wendt']", "P.C. McGuire, A. Bonnici, K.R. Bruner, C. Gross, J. Orm\\\"o, R.A.\n Smosna, S. Walter, L. Wendt" ]
cs.CL cs.AI cs.LG
10.1613/jair.3640
1309.4035
null
null
http://arxiv.org/abs/1309.4035v1
2013-09-16T16:51:02Z
2013-09-16T16:51:02Z
Domain and Function: A Dual-Space Model of Semantic Relations and Compositions
Given appropriate representations of the semantic relations between carpenter and wood and between mason and stone (for example, vectors in a vector space model), a suitable algorithm should be able to recognize that these relations are highly similar (carpenter is to wood as mason is to stone; the relations are analogous). Likewise, with representations of dog, house, and kennel, an algorithm should be able to recognize that the semantic composition of dog and house, dog house, is highly similar to kennel (dog house and kennel are synonymous). It seems that these two tasks, recognizing relations and compositions, are closely connected. However, up to now, the best models for relations are significantly different from the best models for compositions. In this paper, we introduce a dual-space model that unifies these two tasks. This model matches the performance of the best previous models for relations and compositions. The dual-space model consists of a space for measuring domain similarity and a space for measuring function similarity. Carpenter and wood share the same domain, the domain of carpentry. Mason and stone share the same domain, the domain of masonry. Carpenter and mason share the same function, the function of artisans. Wood and stone share the same function, the function of materials. In the composition dog house, kennel has some domain overlap with both dog and house (the domains of pets and buildings). The function of kennel is similar to the function of house (the function of shelters). By combining domain and function similarities in various ways, we can model relations, compositions, and other aspects of semantics.
[ "Peter D. Turney", "['Peter D. Turney']" ]
cs.LG cs.CV
null
1309.4061
null
null
http://arxiv.org/pdf/1309.4061v1
2013-09-16T18:30:41Z
2013-09-16T18:30:41Z
Learning a Loopy Model For Semantic Segmentation Exactly
Learning structured models using maximum margin techniques has become an indispensable tool for com- puter vision researchers, as many computer vision applications can be cast naturally as an image labeling problem. Pixel-based or superpixel-based conditional random fields are particularly popular examples. Typ- ically, neighborhood graphs, which contain a large number of cycles, are used. As exact inference in loopy graphs is NP-hard in general, learning these models without approximations is usually deemed infeasible. In this work we show that, despite the theoretical hardness, it is possible to learn loopy models exactly in practical applications. To this end, we analyze the use of multiple approximate inference techniques together with cutting plane training of structural SVMs. We show that our proposed method yields exact solutions with an optimality guarantees in a computer vision application, for little additional computational cost. We also propose a dynamic caching scheme to accelerate training further, yielding runtimes that are comparable with approximate methods. We hope that this insight can lead to a reconsideration of the tractability of loopy models in computer vision.
[ "['Andreas Christian Mueller' 'Sven Behnke']", "Andreas Christian Mueller, Sven Behnke" ]
stat.ML cs.LG math.ST stat.TH
null
1309.4111
null
null
http://arxiv.org/pdf/1309.4111v1
2013-09-16T20:47:51Z
2013-09-16T20:47:51Z
Regularized Spectral Clustering under the Degree-Corrected Stochastic Blockmodel
Spectral clustering is a fast and popular algorithm for finding clusters in networks. Recently, Chaudhuri et al. (2012) and Amini et al.(2012) proposed inspired variations on the algorithm that artificially inflate the node degrees for improved statistical performance. The current paper extends the previous statistical estimation results to the more canonical spectral clustering algorithm in a way that removes any assumption on the minimum degree and provides guidance on the choice of the tuning parameter. Moreover, our results show how the "star shape" in the eigenvectors--a common feature of empirical networks--can be explained by the Degree-Corrected Stochastic Blockmodel and the Extended Planted Partition model, two statistical models that allow for highly heterogeneous degrees. Throughout, the paper characterizes and justifies several of the variations of the spectral clustering algorithm in terms of these models.
[ "Tai Qin, Karl Rohe", "['Tai Qin' 'Karl Rohe']" ]
cs.LG q-bio.PE
null
1309.4132
null
null
http://arxiv.org/pdf/1309.4132v2
2014-04-03T23:07:16Z
2013-09-16T22:31:58Z
Attribute-Efficient Evolvability of Linear Functions
In a seminal paper, Valiant (2006) introduced a computational model for evolution to address the question of complexity that can arise through Darwinian mechanisms. Valiant views evolution as a restricted form of computational learning, where the goal is to evolve a hypothesis that is close to the ideal function. Feldman (2008) showed that (correlational) statistical query learning algorithms could be framed as evolutionary mechanisms in Valiant's model. P. Valiant (2012) considered evolvability of real-valued functions and also showed that weak-optimization algorithms that use weak-evaluation oracles could be converted to evolutionary mechanisms. In this work, we focus on the complexity of representations of evolutionary mechanisms. In general, the reductions of Feldman and P. Valiant may result in intermediate representations that are arbitrarily complex (polynomial-sized circuits). We argue that biological constraints often dictate that the representations have low complexity, such as constant depth and fan-in circuits. We give mechanisms for evolving sparse linear functions under a large class of smooth distributions. These evolutionary algorithms are attribute-efficient in the sense that the size of the representations and the number of generations required depend only on the sparsity of the target function and the accuracy parameter, but have no dependence on the total number of attributes.
[ "Elaine Angelino, Varun Kanade", "['Elaine Angelino' 'Varun Kanade']" ]
cs.AI cs.LG cs.RO
null
1309.4714
null
null
http://arxiv.org/pdf/1309.4714v1
2013-09-18T17:29:03Z
2013-09-18T17:29:03Z
Temporal-Difference Learning to Assist Human Decision Making during the Control of an Artificial Limb
In this work we explore the use of reinforcement learning (RL) to help with human decision making, combining state-of-the-art RL algorithms with an application to prosthetics. Managing human-machine interaction is a problem of considerable scope, and the simplification of human-robot interfaces is especially important in the domains of biomedical technology and rehabilitation medicine. For example, amputees who control artificial limbs are often required to quickly switch between a number of control actions or modes of operation in order to operate their devices. We suggest that by learning to anticipate (predict) a user's behaviour, artificial limbs could take on an active role in a human's control decisions so as to reduce the burden on their users. Recently, we showed that RL in the form of general value functions (GVFs) could be used to accurately detect a user's control intent prior to their explicit control choices. In the present work, we explore the use of temporal-difference learning and GVFs to predict when users will switch their control influence between the different motor functions of a robot arm. Experiments were performed using a multi-function robot arm that was controlled by muscle signals from a user's body (similar to conventional artificial limb control). Our approach was able to acquire and maintain forecasts about a user's switching decisions in real time. It also provides an intuitive and reward-free way for users to correct or reinforce the decisions made by the machine learning system. We expect that when a system is certain enough about its predictions, it can begin to take over switching decisions from the user to streamline control and potentially decrease the time and effort needed to complete tasks. This preliminary study therefore suggests a way to naturally integrate human- and machine-based decision making systems.
[ "Ann L. Edwards, Alexandra Kearney, Michael Rory Dawson, Richard S.\n Sutton, Patrick M. Pilarski", "['Ann L. Edwards' 'Alexandra Kearney' 'Michael Rory Dawson'\n 'Richard S. Sutton' 'Patrick M. Pilarski']" ]
stat.ML cs.LG cs.NI
null
1309.4844
null
null
http://arxiv.org/pdf/1309.4844v1
2013-09-19T03:09:33Z
2013-09-19T03:09:33Z
Network Anomaly Detection: A Survey and Comparative Analysis of Stochastic and Deterministic Methods
We present five methods to the problem of network anomaly detection. These methods cover most of the common techniques in the anomaly detection field, including Statistical Hypothesis Tests (SHT), Support Vector Machines (SVM) and clustering analysis. We evaluate all methods in a simulated network that consists of nominal data, three flow-level anomalies and one packet-level attack. Through analyzing the results, we point out the advantages and disadvantages of each method and conclude that combining the results of the individual methods can yield improved anomaly detection results.
[ "['Jing Wang' 'Daniel Rossell' 'Christos G. Cassandras'\n 'Ioannis Ch. Paschalidis']", "Jing Wang, Daniel Rossell, Christos G. Cassandras, and Ioannis Ch.\n Paschalidis" ]
cs.AI cs.DL cs.LG cs.LO cs.MS
null
1309.4962
null
null
http://arxiv.org/pdf/1309.4962v1
2013-09-19T13:22:31Z
2013-09-19T13:22:31Z
HOL(y)Hammer: Online ATP Service for HOL Light
HOL(y)Hammer is an online AI/ATP service for formal (computer-understandable) mathematics encoded in the HOL Light system. The service allows its users to upload and automatically process an arbitrary formal development (project) based on HOL Light, and to attack arbitrary conjectures that use the concepts defined in some of the uploaded projects. For that, the service uses several automated reasoning systems combined with several premise selection methods trained on all the project proofs. The projects that are readily available on the server for such query answering include the recent versions of the Flyspeck, Multivariate Analysis and Complex Analysis libraries. The service runs on a 48-CPU server, currently employing in parallel for each task 7 AI/ATP combinations and 4 decision procedures that contribute to its overall performance. The system is also available for local installation by interested users, who can customize it for their own proof development. An Emacs interface allowing parallel asynchronous queries to the service is also provided. The overall structure of the service is outlined, problems that arise and their solutions are discussed, and an initial account of using the system is given.
[ "['Cezary Kaliszyk' 'Josef Urban']", "Cezary Kaliszyk and Josef Urban" ]
cs.LG stat.AP
null
1309.4999
null
null
http://arxiv.org/pdf/1309.4999v1
2013-09-18T06:44:33Z
2013-09-18T06:44:33Z
Bayesian rules and stochastic models for high accuracy prediction of solar radiation
It is essential to find solar predictive methods to massively insert renewable energies on the electrical distribution grid. The goal of this study is to find the best methodology allowing predicting with high accuracy the hourly global radiation. The knowledge of this quantity is essential for the grid manager or the private PV producer in order to anticipate fluctuations related to clouds occurrences and to stabilize the injected PV power. In this paper, we test both methodologies: single and hybrid predictors. In the first class, we include the multi-layer perceptron (MLP), auto-regressive and moving average (ARMA), and persistence models. In the second class, we mix these predictors with Bayesian rules to obtain ad-hoc models selections, and Bayesian averages of outputs related to single models. If MLP and ARMA are equivalent (nRMSE close to 40.5% for the both), this hybridization allows a nRMSE gain upper than 14 percentage points compared to the persistence estimation (nRMSE=37% versus 51%).
[ "Cyril Voyant (SPE), C. Darras (SPE), Marc Muselli (SPE), Christophe\n Paoli (SPE), Marie Laure Nivet (SPE), Philippe Poggi (SPE)", "['Cyril Voyant' 'C. Darras' 'Marc Muselli' 'Christophe Paoli'\n 'Marie Laure Nivet' 'Philippe Poggi']" ]
cs.LG q-bio.GN stat.ML
null
1309.5047
null
null
http://arxiv.org/pdf/1309.5047v1
2013-09-19T16:45:18Z
2013-09-19T16:45:18Z
A Comparative Analysis of Ensemble Classifiers: Case Studies in Genomics
The combination of multiple classifiers using ensemble methods is increasingly important for making progress in a variety of difficult prediction problems. We present a comparative analysis of several ensemble methods through two case studies in genomics, namely the prediction of genetic interactions and protein functions, to demonstrate their efficacy on real-world datasets and draw useful conclusions about their behavior. These methods include simple aggregation, meta-learning, cluster-based meta-learning, and ensemble selection using heterogeneous classifiers trained on resampled data to improve the diversity of their predictions. We present a detailed analysis of these methods across 4 genomics datasets and find the best of these methods offer statistically significant improvements over the state of the art in their respective domains. In addition, we establish a novel connection between ensemble selection and meta-learning, demonstrating how both of these disparate methods establish a balance between ensemble diversity and performance.
[ "['Sean Whalen' 'Gaurav Pandey']", "Sean Whalen and Gaurav Pandey" ]
cs.CL cs.LG q-bio.NC
10.1007/s00422-013-0557-3
1309.5319
null
null
http://arxiv.org/abs/1309.5319v1
2013-09-20T16:47:48Z
2013-09-20T16:47:48Z
Recognizing Speech in a Novel Accent: The Motor Theory of Speech Perception Reframed
The motor theory of speech perception holds that we perceive the speech of another in terms of a motor representation of that speech. However, when we have learned to recognize a foreign accent, it seems plausible that recognition of a word rarely involves reconstruction of the speech gestures of the speaker rather than the listener. To better assess the motor theory and this observation, we proceed in three stages. Part 1 places the motor theory of speech perception in a larger framework based on our earlier models of the adaptive formation of mirror neurons for grasping, and for viewing extensions of that mirror system as part of a larger system for neuro-linguistic processing, augmented by the present consideration of recognizing speech in a novel accent. Part 2 then offers a novel computational model of how a listener comes to understand the speech of someone speaking the listener's native language with a foreign accent. The core tenet of the model is that the listener uses hypotheses about the word the speaker is currently uttering to update probabilities linking the sound produced by the speaker to phonemes in the native language repertoire of the listener. This, on average, improves the recognition of later words. This model is neutral regarding the nature of the representations it uses (motor vs. auditory). It serve as a reference point for the discussion in Part 3, which proposes a dual-stream neuro-linguistic architecture to revisits claims for and against the motor theory of speech perception and the relevance of mirror neurons, and extracts some implications for the reframing of the motor theory.
[ "Cl\\'ement Moulin-Frier (INRIA Bordeaux - Sud-Ouest, GIPSA-lab), M. A.\n Arbib (USC)", "['Clément Moulin-Frier' 'M. A. Arbib']" ]
cs.LG cs.CV stat.ML
null
1309.5427
null
null
http://arxiv.org/pdf/1309.5427v1
2013-09-21T03:42:04Z
2013-09-21T03:42:04Z
Latent Fisher Discriminant Analysis
Linear Discriminant Analysis (LDA) is a well-known method for dimensionality reduction and classification. Previous studies have also extended the binary-class case into multi-classes. However, many applications, such as object detection and keyframe extraction cannot provide consistent instance-label pairs, while LDA requires labels on instance level for training. Thus it cannot be directly applied for semi-supervised classification problem. In this paper, we overcome this limitation and propose a latent variable Fisher discriminant analysis model. We relax the instance-level labeling into bag-level, is a kind of semi-supervised (video-level labels of event type are required for semantic frame extraction) and incorporates a data-driven prior over the latent variables. Hence, our method combines the latent variable inference and dimension reduction in an unified bayesian framework. We test our method on MUSK and Corel data sets and yield competitive results compared to the baseline approach. We also demonstrate its capacity on the challenging TRECVID MED11 dataset for semantic keyframe extraction and conduct a human-factors ranking-based experimental evaluation, which clearly demonstrates our proposed method consistently extracts more semantically meaningful keyframes than challenging baselines.
[ "['Gang Chen']", "Gang Chen" ]
cs.LG
null
1309.5605
null
null
http://arxiv.org/pdf/1309.5605v1
2013-09-22T14:46:15Z
2013-09-22T14:46:15Z
Stochastic Bound Majorization
Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order optimization methods on various learning tasks. We propose a stochastic version of this bound majorization method as well as a low-rank modification for high-dimensional data-sets. The resulting stochastic second-order method outperforms stochastic gradient descent (across variations and various tunings) both in terms of the number of iterations and computation time till convergence while finding a better quality parameter setting. The proposed method bridges first- and second-order stochastic optimization methods by maintaining a computational complexity that is linear in the data dimension and while exploiting second order information about the pseudo-global curvature of the objective function (as opposed to the local curvature in the Hessian).
[ "Anna Choromanska and Tony Jebara", "['Anna Choromanska' 'Tony Jebara']" ]
stat.ML cs.LG
10.1016/j.patcog.2014.07.022
1309.5643
null
null
http://arxiv.org/abs/1309.5643v3
2014-08-12T09:04:32Z
2013-09-22T20:24:50Z
Multiple Instance Learning with Bag Dissimilarities
Multiple instance learning (MIL) is concerned with learning from sets (bags) of objects (instances), where the individual instance labels are ambiguous. In this setting, supervised learning cannot be applied directly. Often, specialized MIL methods learn by making additional assumptions about the relationship of the bag labels and instance labels. Such assumptions may fit a particular dataset, but do not generalize to the whole range of MIL problems. Other MIL methods shift the focus of assumptions from the labels to the overall (dis)similarity of bags, and therefore learn from bags directly. We propose to represent each bag by a vector of its dissimilarities to other bags in the training set, and treat these dissimilarities as a feature representation. We show several alternatives to define a dissimilarity between bags and discuss which definitions are more suitable for particular MIL problems. The experimental results show that the proposed approach is computationally inexpensive, yet very competitive with state-of-the-art algorithms on a wide range of MIL datasets.
[ "['Veronika Cheplygina' 'David M. J. Tax' 'Marco Loog']", "Veronika Cheplygina, David M. J. Tax, and Marco Loog" ]
cs.AI cs.CV cs.LG
10.1109/TPAMI.2014.2363465
1309.5655
null
null
http://arxiv.org/abs/1309.5655v3
2017-01-19T17:45:24Z
2013-09-22T21:19:36Z
A new look at reweighted message passing
We propose a new family of message passing techniques for MAP estimation in graphical models which we call {\em Sequential Reweighted Message Passing} (SRMP). Special cases include well-known techniques such as {\em Min-Sum Diffusion} (MSD) and a faster {\em Sequential Tree-Reweighted Message Passing} (TRW-S). Importantly, our derivation is simpler than the original derivation of TRW-S, and does not involve a decomposition into trees. This allows easy generalizations. We present such a generalization for the case of higher-order graphical models, and test it on several real-world problems with promising results.
[ "['Vladimir Kolmogorov']", "Vladimir Kolmogorov" ]
cs.LG cs.DC cs.SY math.OC
null
1309.5803
null
null
http://arxiv.org/pdf/1309.5803v1
2013-09-20T14:38:01Z
2013-09-20T14:38:01Z
Scalable Anomaly Detection in Large Homogenous Populations
Anomaly detection in large populations is a challenging but highly relevant problem. The problem is essentially a multi-hypothesis problem, with a hypothesis for every division of the systems into normal and anomal systems. The number of hypothesis grows rapidly with the number of systems and approximate solutions become a necessity for any problems of practical interests. In the current paper we take an optimization approach to this multi-hypothesis problem. We first observe that the problem is equivalent to a non-convex combinatorial optimization problem. We then relax the problem to a convex problem that can be solved distributively on the systems and that stays computationally tractable as the number of systems increase. An interesting property of the proposed method is that it can under certain conditions be shown to give exactly the same result as the combinatorial multi-hypothesis problem and the relaxation is hence tight.
[ "Henrik Ohlsson, Tianshi Chen, Sina Khoshfetrat Pakazad, Lennart Ljung\n and S. Shankar Sastry", "['Henrik Ohlsson' 'Tianshi Chen' 'Sina Khoshfetrat Pakazad'\n 'Lennart Ljung' 'S. Shankar Sastry']" ]
cs.LG
null
1309.5823
null
null
http://arxiv.org/pdf/1309.5823v1
2013-09-23T14:39:48Z
2013-09-23T14:39:48Z
A Kernel Classification Framework for Metric Learning
Learning a distance metric from the given training samples plays a crucial role in many machine learning tasks, and various models and optimization algorithms have been proposed in the past decade. In this paper, we generalize several state-of-the-art metric learning methods, such as large margin nearest neighbor (LMNN) and information theoretic metric learning (ITML), into a kernel classification framework. First, doublets and triplets are constructed from the training samples, and a family of degree-2 polynomial kernel functions are proposed for pairs of doublets or triplets. Then, a kernel classification framework is established, which can not only generalize many popular metric learning methods such as LMNN and ITML, but also suggest new metric learning methods, which can be efficiently implemented, interestingly, by using the standard support vector machine (SVM) solvers. Two novel metric learning methods, namely doublet-SVM and triplet-SVM, are then developed under the proposed framework. Experimental results show that doublet-SVM and triplet-SVM achieve competitive classification accuracies with state-of-the-art metric learning methods such as ITML and LMNN but with significantly less training time.
[ "Faqiang Wang, Wangmeng Zuo, Lei Zhang, Deyu Meng and David Zhang", "['Faqiang Wang' 'Wangmeng Zuo' 'Lei Zhang' 'Deyu Meng' 'David Zhang']" ]
cs.OH cs.IT cs.LG math.IT
null
1309.5854
null
null
http://arxiv.org/pdf/1309.5854v1
2013-09-01T22:14:52Z
2013-09-01T22:14:52Z
Demodulation of Sparse PPM Signals with Low Samples Using Trained RIP Matrix
Compressed sensing (CS) theory considers the restricted isometry property (RIP) as a sufficient condition for measurement matrix which guarantees the recovery of any sparse signal from its compressed measurements. The RIP condition also preserves enough information for classification of sparse symbols, even with fewer measurements. In this work, we utilize RIP bound as the cost function for training a simple neural network in order to exploit the near optimal measurements or equivalently near optimal features for classification of a known set of sparse symbols. As an example, we consider demodulation of pulse position modulation (PPM) signals. The results indicate that the proposed method has much better performance than the random measurements and requires less samples than the optimum matched filter demodulator, at the expense of some performance loss. Further, the proposed approach does not need equalizer for multipath channels in contrast to the conventional receiver.
[ "Seyed Hossein Hosseini, Mahrokh G. Shayesteh, Mehdi Chehel Amirani", "['Seyed Hossein Hosseini' 'Mahrokh G. Shayesteh' 'Mehdi Chehel Amirani']" ]
cs.LG
null
1309.5904
null
null
http://arxiv.org/pdf/1309.5904v1
2013-09-23T18:14:02Z
2013-09-23T18:14:02Z
Fenchel Duals for Drifting Adversaries
We describe a primal-dual framework for the design and analysis of online convex optimization algorithms for {\em drifting regret}. Existing literature shows (nearly) optimal drifting regret bounds only for the $\ell_2$ and the $\ell_1$-norms. Our work provides a connection between these algorithms and the Online Mirror Descent ($\omd$) updates; one key insight that results from our work is that in order for these algorithms to succeed, it suffices to have the gradient of the regularizer to be bounded (in an appropriate norm). For situations (like for the $\ell_1$ norm) where the vanilla regularizer does not have this property, we have to {\em shift} the regularizer to ensure this. Thus, this helps explain the various updates presented in \cite{bansal10, buchbinder12}. We also consider the online variant of the problem with 1-lookahead, and with movement costs in the $\ell_2$-norm. Our primal dual approach yields nearly optimal competitive ratios for this problem.
[ "['Suman K Bera' 'Anamitra R Choudhury' 'Syamantak Das' 'Sambuddha Roy'\n 'Jayram S. Thatchachar']", "Suman K Bera, Anamitra R Choudhury, Syamantak Das, Sambuddha Roy and\n Jayram S. Thatchachar" ]
cs.CL cs.LG cs.SD
null
1309.6176
null
null
http://arxiv.org/pdf/1309.6176v1
2013-09-23T13:51:28Z
2013-09-23T13:51:28Z
Feature Learning with Gaussian Restricted Boltzmann Machine for Robust Speech Recognition
In this paper, we first present a new variant of Gaussian restricted Boltzmann machine (GRBM) called multivariate Gaussian restricted Boltzmann machine (MGRBM), with its definition and learning algorithm. Then we propose using a learned GRBM or MGRBM to extract better features for robust speech recognition. Our experiments on Aurora2 show that both GRBM-extracted and MGRBM-extracted feature performs much better than Mel-frequency cepstral coefficient (MFCC) with either HMM-GMM or hybrid HMM-deep neural network (DNN) acoustic model, and MGRBM-extracted feature is slightly better.
[ "['Xin Zheng' 'Zhiyong Wu' 'Helen Meng' 'Weifeng Li' 'Lianhong Cai']", "Xin Zheng, Zhiyong Wu, Helen Meng, Weifeng Li, Lianhong Cai" ]
cs.CV cs.LG stat.ML
null
1309.6301
null
null
http://arxiv.org/pdf/1309.6301v2
2013-09-27T19:36:41Z
2013-09-24T19:48:56Z
Solving OSCAR regularization problems by proximal splitting algorithms
The OSCAR (octagonal selection and clustering algorithm for regression) regularizer consists of a L_1 norm plus a pair-wise L_inf norm (responsible for its grouping behavior) and was proposed to encourage group sparsity in scenarios where the groups are a priori unknown. The OSCAR regularizer has a non-trivial proximity operator, which limits its applicability. We reformulate this regularizer as a weighted sorted L_1 norm, and propose its grouping proximity operator (GPO) and approximate proximity operator (APO), thus making state-of-the-art proximal splitting algorithms (PSAs) available to solve inverse problems with OSCAR regularization. The GPO is in fact the APO followed by additional grouping and averaging operations, which are costly in time and storage, explaining the reason why algorithms with APO are much faster than that with GPO. The convergences of PSAs with GPO are guaranteed since GPO is an exact proximity operator. Although convergence of PSAs with APO is may not be guaranteed, we have experimentally found that APO behaves similarly to GPO when the regularization parameter of the pair-wise L_inf norm is set to an appropriately small value. Experiments on recovery of group-sparse signals (with unknown groups) show that PSAs with APO are very fast and accurate.
[ "Xiangrong Zeng and M\\'ario A. T. Figueiredo", "['Xiangrong Zeng' 'Mário A. T. Figueiredo']" ]
cs.LG cs.CV stat.ML
10.1109/TNNLS.2015.2490080
1309.6487
null
null
http://arxiv.org/abs/1309.6487v2
2015-10-30T14:43:50Z
2013-09-25T12:53:13Z
A Unified Framework for Representation-based Subspace Clustering of Out-of-sample and Large-scale Data
Under the framework of spectral clustering, the key of subspace clustering is building a similarity graph which describes the neighborhood relations among data points. Some recent works build the graph using sparse, low-rank, and $\ell_2$-norm-based representation, and have achieved state-of-the-art performance. However, these methods have suffered from the following two limitations. First, the time complexities of these methods are at least proportional to the cube of the data size, which make those methods inefficient for solving large-scale problems. Second, they cannot cope with out-of-sample data that are not used to construct the similarity graph. To cluster each out-of-sample datum, the methods have to recalculate the similarity graph and the cluster membership of the whole data set. In this paper, we propose a unified framework which makes representation-based subspace clustering algorithms feasible to cluster both out-of-sample and large-scale data. Under our framework, the large-scale problem is tackled by converting it as out-of-sample problem in the manner of "sampling, clustering, coding, and classifying". Furthermore, we give an estimation for the error bounds by treating each subspace as a point in a hyperspace. Extensive experimental results on various benchmark data sets show that our methods outperform several recently-proposed scalable methods in clustering large-scale data set.
[ "['Xi Peng' 'Huajin Tang' 'Lei Zhang' 'Zhang Yi' 'Shijie Xiao']", "Xi Peng, Huajin Tang, Lei Zhang, Zhang Yi, and Shijie Xiao" ]
cs.NE cs.LG q-bio.NC
null
1309.6584
null
null
http://arxiv.org/pdf/1309.6584v3
2019-07-09T19:38:38Z
2013-09-25T17:32:24Z
Should I Stay or Should I Go: Coordinating Biological Needs with Continuously-updated Assessments of the Environment
This paper presents Wanderer, a model of how autonomous adaptive systems coordinate internal biological needs with moment-by-moment assessments of the probabilities of events in the external world. The extent to which Wanderer moves about or explores its environment reflects the relative activations of two competing motivational sub-systems: one represents the need to acquire energy and it excites exploration, and the other represents the need to avoid predators and it inhibits exploration. The environment contains food, predators, and neutral stimuli. Wanderer responds to these events in a way that is adaptive in the short turn, and reassesses the probabilities of these events so that it can modify its long term behaviour appropriately. When food appears, Wanderer be-comes satiated and exploration temporarily decreases. When a predator appears, Wanderer both decreases exploration in the short term, and becomes more "cautious" about exploring in the future. Wanderer also forms associations between neutral features and salient ones (food and predators) when they are present at the same time, and uses these associations to guide its behaviour.
[ "Liane Gabora", "['Liane Gabora']" ]
cs.SI cs.LG stat.ML
10.1109/JSTSP.2014.2299517
1309.6707
null
null
http://arxiv.org/abs/1309.6707v2
2014-01-22T02:42:52Z
2013-09-26T02:01:44Z
Distributed Online Learning in Social Recommender Systems
In this paper, we consider decentralized sequential decision making in distributed online recommender systems, where items are recommended to users based on their search query as well as their specific background including history of bought items, gender and age, all of which comprise the context information of the user. In contrast to centralized recommender systems, in which there is a single centralized seller who has access to the complete inventory of items as well as the complete record of sales and user information, in decentralized recommender systems each seller/learner only has access to the inventory of items and user information for its own products and not the products and user information of other sellers, but can get commission if it sells an item of another seller. Therefore the sellers must distributedly find out for an incoming user which items to recommend (from the set of own items or items of another seller), in order to maximize the revenue from own sales and commissions. We formulate this problem as a cooperative contextual bandit problem, analytically bound the performance of the sellers compared to the best recommendation strategy given the complete realization of user arrivals and the inventory of items, as well as the context-dependent purchase probabilities of each item, and verify our results via numerical examples on a distributed data set adapted based on Amazon data. We evaluate the dependence of the performance of a seller on the inventory of items the seller has, the number of connections it has with the other sellers, and the commissions which the seller gets by selling items of other sellers to its users.
[ "Cem Tekin, Simpson Zhang, Mihaela van der Schaar", "['Cem Tekin' 'Simpson Zhang' 'Mihaela van der Schaar']" ]
stat.ML cs.LG
null
1309.6786
null
null
http://arxiv.org/pdf/1309.6786v4
2014-09-24T09:25:09Z
2013-09-26T10:32:43Z
One-class Collaborative Filtering with Random Graphs: Annotated Version
The bane of one-class collaborative filtering is interpreting and modelling the latent signal from the missing class. In this paper we present a novel Bayesian generative model for implicit collaborative filtering. It forms a core component of the Xbox Live architecture, and unlike previous approaches, delineates the odds of a user disliking an item from simply not considering it. The latent signal is treated as an unobserved random graph connecting users with items they might have encountered. We demonstrate how large-scale distributed learning can be achieved through a combination of stochastic gradient descent and mean field variational inference over random graph samples. A fine-grained comparison is done against a state of the art baseline on real world data.
[ "['Ulrich Paquet' 'Noam Koenigstein']", "Ulrich Paquet, Noam Koenigstein" ]
cs.LG stat.ML
null
1309.6811
null
null
http://arxiv.org/pdf/1309.6811v1
2013-09-26T12:26:53Z
2013-09-26T12:26:53Z
Generative Multiple-Instance Learning Models For Quantitative Electromyography
We present a comprehensive study of the use of generative modeling approaches for Multiple-Instance Learning (MIL) problems. In MIL a learner receives training instances grouped together into bags with labels for the bags only (which might not be correct for the comprised instances). Our work was motivated by the task of facilitating the diagnosis of neuromuscular disorders using sets of motor unit potential trains (MUPTs) detected within a muscle which can be cast as a MIL problem. Our approach leads to a state-of-the-art solution to the problem of muscle classification. By introducing and analyzing generative models for MIL in a general framework and examining a variety of model structures and components, our work also serves as a methodological guide to modelling MIL tasks. We evaluate our proposed methods both on MUPT datasets and on the MUSK1 dataset, one of the most widely used benchmarks for MIL.
[ "['Tameem Adel' 'Benn Smith' 'Ruth Urner' 'Daniel Stashuk'\n 'Daniel J. Lizotte']", "Tameem Adel, Benn Smith, Ruth Urner, Daniel Stashuk, Daniel J. Lizotte" ]
cs.LG stat.ML
null
1309.6812
null
null
http://arxiv.org/pdf/1309.6812v1
2013-09-26T12:28:35Z
2013-09-26T12:28:35Z
The Bregman Variational Dual-Tree Framework
Graph-based methods provide a powerful tool set for many non-parametric frameworks in Machine Learning. In general, the memory and computational complexity of these methods is quadratic in the number of examples in the data which makes them quickly infeasible for moderate to large scale datasets. A significant effort to find more efficient solutions to the problem has been made in the literature. One of the state-of-the-art methods that has been recently introduced is the Variational Dual-Tree (VDT) framework. Despite some of its unique features, VDT is currently restricted only to Euclidean spaces where the Euclidean distance quantifies the similarity. In this paper, we extend the VDT framework beyond the Euclidean distance to more general Bregman divergences that include the Euclidean distance as a special case. By exploiting the properties of the general Bregman divergence, we show how the new framework can maintain all the pivotal features of the VDT framework and yet significantly improve its performance in non-Euclidean domains. We apply the proposed framework to different text categorization problems and demonstrate its benefits over the original VDT.
[ "Saeed Amizadeh, Bo Thiesson, Milos Hauskrecht", "['Saeed Amizadeh' 'Bo Thiesson' 'Milos Hauskrecht']" ]
cs.LG stat.ML
null
1309.6813
null
null
http://arxiv.org/pdf/1309.6813v1
2013-09-26T12:28:52Z
2013-09-26T12:28:52Z
Hinge-loss Markov Random Fields: Convex Inference for Structured Prediction
Graphical models for structured domains are powerful tools, but the computational complexities of combinatorial prediction spaces can force restrictions on models, or require approximate inference in order to be tractable. Instead of working in a combinatorial space, we use hinge-loss Markov random fields (HL-MRFs), an expressive class of graphical models with log-concave density functions over continuous variables, which can represent confidences in discrete predictions. This paper demonstrates that HL-MRFs are general tools for fast and accurate structured prediction. We introduce the first inference algorithm that is both scalable and applicable to the full class of HL-MRFs, and show how to train HL-MRFs with several learning algorithms. Our experiments show that HL-MRFs match or surpass the predictive performance of state-of-the-art methods, including discrete models, in four application domains.
[ "Stephen Bach, Bert Huang, Ben London, Lise Getoor", "['Stephen Bach' 'Bert Huang' 'Ben London' 'Lise Getoor']" ]
cs.LG stat.ML
null
1309.6814
null
null
http://arxiv.org/pdf/1309.6814v1
2013-09-26T12:29:19Z
2013-09-26T12:29:19Z
High-dimensional Joint Sparsity Random Effects Model for Multi-task Learning
Joint sparsity regularization in multi-task learning has attracted much attention in recent years. The traditional convex formulation employs the group Lasso relaxation to achieve joint sparsity across tasks. Although this approach leads to a simple convex formulation, it suffers from several issues due to the looseness of the relaxation. To remedy this problem, we view jointly sparse multi-task learning as a specialized random effects model, and derive a convex relaxation approach that involves two steps. The first step learns the covariance matrix of the coefficients using a convex formulation which we refer to as sparse covariance coding; the second step solves a ridge regression problem with a sparse quadratic regularizer based on the covariance matrix obtained in the first step. It is shown that this approach produces an asymptotically optimal quadratic regularizer in the multitask learning setting when the number of tasks approaches infinity. Experimental results demonstrate that the convex formulation obtained via the proposed model significantly outperforms group Lasso (and related multi-stage formulations
[ "['Krishnakumar Balasubramanian' 'Kai Yu' 'Tong Zhang']", "Krishnakumar Balasubramanian, Kai Yu, Tong Zhang" ]
cs.LG stat.ML
null
1309.6818
null
null
http://arxiv.org/pdf/1309.6818v1
2013-09-26T12:35:03Z
2013-09-26T12:35:03Z
Boosting in the presence of label noise
Boosting is known to be sensitive to label noise. We studied two approaches to improve AdaBoost's robustness against labelling errors. One is to employ a label-noise robust classifier as a base learner, while the other is to modify the AdaBoost algorithm to be more robust. Empirical evaluation shows that a committee of robust classifiers, although converges faster than non label-noise aware AdaBoost, is still susceptible to label noise. However, pairing it with the new robust Boosting algorithm we propose here results in a more resilient algorithm under mislabelling.
[ "Jakramate Bootkrajang, Ata Kaban", "['Jakramate Bootkrajang' 'Ata Kaban']" ]
cs.LG stat.ML
null
1309.6819
null
null
http://arxiv.org/pdf/1309.6819v1
2013-09-26T12:35:19Z
2013-09-26T12:35:19Z
Hilbert Space Embeddings of Predictive State Representations
Predictive State Representations (PSRs) are an expressive class of models for controlled stochastic processes. PSRs represent state as a set of predictions of future observable events. Because PSRs are defined entirely in terms of observable data, statistically consistent estimates of PSR parameters can be learned efficiently by manipulating moments of observed training data. Most learning algorithms for PSRs have assumed that actions and observations are finite with low cardinality. In this paper, we generalize PSRs to infinite sets of observations and actions, using the recent concept of Hilbert space embeddings of distributions. The essence is to represent the state as a nonparametric conditional embedding operator in a Reproducing Kernel Hilbert Space (RKHS) and leverage recent work in kernel methods to estimate, predict, and update the representation. We show that these Hilbert space embeddings of PSRs are able to gracefully handle continuous actions and observations, and that our learned models outperform competing system identification algorithms on several prediction benchmarks.
[ "Byron Boots, Geoffrey Gordon, Arthur Gretton", "['Byron Boots' 'Geoffrey Gordon' 'Arthur Gretton']" ]
cs.LG cs.AI stat.ML
null
1309.6820
null
null
http://arxiv.org/pdf/1309.6820v1
2013-09-26T12:35:41Z
2013-09-26T12:35:41Z
SparsityBoost: A New Scoring Function for Learning Bayesian Network Structure
We give a new consistent scoring function for structure learning of Bayesian networks. In contrast to traditional approaches to scorebased structure learning, such as BDeu or MDL, the complexity penalty that we propose is data-dependent and is given by the probability that a conditional independence test correctly shows that an edge cannot exist. What really distinguishes this new scoring function from earlier work is that it has the property of becoming computationally easier to maximize as the amount of data increases. We prove a polynomial sample complexity result, showing that maximizing this score is guaranteed to correctly learn a structure with no false edges and a distribution close to the generating distribution, whenever there exists a Bayesian network which is a perfect map for the data generating distribution. Although the new score can be used with any search algorithm, we give empirical results showing that it is particularly effective when used together with a linear programming relaxation approach to Bayesian network structure learning.
[ "['Eliot Brenner' 'David Sontag']", "Eliot Brenner, David Sontag" ]
cs.LG stat.ML
null
1309.6821
null
null
http://arxiv.org/pdf/1309.6821v1
2013-09-26T12:36:00Z
2013-09-26T12:36:00Z
Sample Complexity of Multi-task Reinforcement Learning
Transferring knowledge across a sequence of reinforcement-learning tasks is challenging, and has a number of important applications. Though there is encouraging empirical evidence that transfer can improve performance in subsequent reinforcement-learning tasks, there has been very little theoretical analysis. In this paper, we introduce a new multi-task algorithm for a sequence of reinforcement-learning tasks when each task is sampled independently from (an unknown) distribution over a finite set of Markov decision processes whose parameters are initially unknown. For this setting, we prove under certain assumptions that the per-task sample complexity of exploration is reduced significantly due to transfer compared to standard single-task algorithms. Our multi-task algorithm also has the desired characteristic that it is guaranteed not to exhibit negative transfer: in the worst case its per-task sample complexity is comparable to the corresponding single-task algorithm.
[ "Emma Brunskill, Lihong Li", "['Emma Brunskill' 'Lihong Li']" ]
cs.LG stat.ML
null
1309.6823
null
null
http://arxiv.org/pdf/1309.6823v1
2013-09-26T12:36:30Z
2013-09-26T12:36:30Z
Convex Relaxations of Bregman Divergence Clustering
Although many convex relaxations of clustering have been proposed in the past decade, current formulations remain restricted to spherical Gaussian or discriminative models and are susceptible to imbalanced clusters. To address these shortcomings, we propose a new class of convex relaxations that can be flexibly applied to more general forms of Bregman divergence clustering. By basing these new formulations on normalized equivalence relations we retain additional control on relaxation quality, which allows improvement in clustering quality. We furthermore develop optimization methods that improve scalability by exploiting recent implicit matrix norm methods. In practice, we find that the new formulations are able to efficiently produce tighter clusterings that improve the accuracy of state of the art methods.
[ "Hao Cheng, Xinhua Zhang, Dale Schuurmans", "['Hao Cheng' 'Xinhua Zhang' 'Dale Schuurmans']" ]
cs.AI cs.LG stat.ML
null
1309.6829
null
null
http://arxiv.org/pdf/1309.6829v1
2013-09-26T12:38:09Z
2013-09-26T12:38:09Z
Bethe-ADMM for Tree Decomposition based Parallel MAP Inference
We consider the problem of maximum a posteriori (MAP) inference in discrete graphical models. We present a parallel MAP inference algorithm called Bethe-ADMM based on two ideas: tree-decomposition of the graph and the alternating direction method of multipliers (ADMM). However, unlike the standard ADMM, we use an inexact ADMM augmented with a Bethe-divergence based proximal function, which makes each subproblem in ADMM easy to solve in parallel using the sum-product algorithm. We rigorously prove global convergence of Bethe-ADMM. The proposed algorithm is extensively evaluated on both synthetic and real datasets to illustrate its effectiveness. Further, the parallel Bethe-ADMM is shown to scale almost linearly with increasing number of cores.
[ "Qiang Fu, Huahua Wang, Arindam Banerjee", "['Qiang Fu' 'Huahua Wang' 'Arindam Banerjee']" ]
cs.LG stat.ML
null
1309.6830
null
null
http://arxiv.org/pdf/1309.6830v1
2013-09-26T12:39:01Z
2013-09-26T12:39:01Z
Building Bridges: Viewing Active Learning from the Multi-Armed Bandit Lens
In this paper we propose a multi-armed bandit inspired, pool based active learning algorithm for the problem of binary classification. By carefully constructing an analogy between active learning and multi-armed bandits, we utilize ideas such as lower confidence bounds, and self-concordant regularization from the multi-armed bandit literature to design our proposed algorithm. Our algorithm is a sequential algorithm, which in each round assigns a sampling distribution on the pool, samples one point from this distribution, and queries the oracle for the label of this sampled point. The design of this sampling distribution is also inspired by the analogy between active learning and multi-armed bandits. We show how to derive lower confidence bounds required by our algorithm. Experimental comparisons to previously proposed active learning algorithms show superior performance on some standard UCI datasets.
[ "['Ravi Ganti' 'Alexander G. Gray']", "Ravi Ganti, Alexander G. Gray" ]
cs.LG stat.ML
null
1309.6831
null
null
http://arxiv.org/pdf/1309.6831v1
2013-09-26T12:39:19Z
2013-09-26T12:39:19Z
Batch-iFDD for Representation Expansion in Large MDPs
Matching pursuit (MP) methods are a promising class of feature construction algorithms for value function approximation. Yet existing MP methods require creating a pool of potential features, mandating expert knowledge or enumeration of a large feature pool, both of which hinder scalability. This paper introduces batch incremental feature dependency discovery (Batch-iFDD) as an MP method that inherits a provable convergence property. Additionally, Batch-iFDD does not require a large pool of features, leading to lower computational complexity. Empirical policy evaluation results across three domains with up to one million states highlight the scalability of Batch-iFDD over the previous state of the art MP algorithm.
[ "Alborz Geramifard, Thomas J. Walsh, Nicholas Roy, Jonathan How", "['Alborz Geramifard' 'Thomas J. Walsh' 'Nicholas Roy' 'Jonathan How']" ]
cs.LG stat.ML
null
1309.6833
null
null
http://arxiv.org/pdf/1309.6833v1
2013-09-26T12:40:19Z
2013-09-26T12:40:19Z
Multiple Instance Learning by Discriminative Training of Markov Networks
We introduce a graphical framework for multiple instance learning (MIL) based on Markov networks. This framework can be used to model the traditional MIL definition as well as more general MIL definitions. Different levels of ambiguity -- the portion of positive instances in a bag -- can be explored in weakly supervised data. To train these models, we propose a discriminative max-margin learning algorithm leveraging efficient inference for cardinality-based cliques. The efficacy of the proposed framework is evaluated on a variety of data sets. Experimental results verify that encoding or learning the degree of ambiguity can improve classification performance.
[ "Hossein Hajimirsadeghi, Jinling Li, Greg Mori, Mohammad Zaki, Tarek\n Sayed", "['Hossein Hajimirsadeghi' 'Jinling Li' 'Greg Mori' 'Mohammad Zaki'\n 'Tarek Sayed']" ]
cs.LG stat.ML
null
1309.6834
null
null
http://arxiv.org/pdf/1309.6834v1
2013-09-26T12:40:36Z
2013-09-26T12:40:36Z
Unsupervised Learning of Noisy-Or Bayesian Networks
This paper considers the problem of learning the parameters in Bayesian networks of discrete variables with known structure and hidden variables. Previous approaches in these settings typically use expectation maximization; when the network has high treewidth, the required expectations might be approximated using Monte Carlo or variational methods. We show how to avoid inference altogether during learning by giving a polynomial-time algorithm based on the method-of-moments, building upon recent work on learning discrete-valued mixture models. In particular, we show how to learn the parameters for a family of bipartite noisy-or Bayesian networks. In our experimental results, we demonstrate an application of our algorithm to learning QMR-DT, a large Bayesian network used for medical diagnosis. We show that it is possible to fully learn the parameters of QMR-DT even when only the findings are observed in the training data (ground truth diseases unknown).
[ "Yonatan Halpern, David Sontag", "['Yonatan Halpern' 'David Sontag']" ]
cs.LG stat.ML
null
1309.6835
null
null
http://arxiv.org/pdf/1309.6835v1
2013-09-26T12:41:06Z
2013-09-26T12:41:06Z
Gaussian Processes for Big Data
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to depend on a set of globally relevant inducing variables which factorize the model in the necessary manner to perform variational inference. Our ap- proach is readily extended to models with non-Gaussian likelihoods and latent variable models based around Gaussian processes. We demonstrate the approach on a simple toy problem and two real world data sets.
[ "['James Hensman' 'Nicolo Fusi' 'Neil D. Lawrence']", "James Hensman, Nicolo Fusi, Neil D. Lawrence" ]
cs.LG stat.ML
null
1309.6838
null
null
http://arxiv.org/pdf/1309.6838v1
2013-09-26T12:41:38Z
2013-09-26T12:41:38Z
Inverse Covariance Estimation for High-Dimensional Data in Linear Time and Space: Spectral Methods for Riccati and Sparse Models
We propose maximum likelihood estimation for learning Gaussian graphical models with a Gaussian (ell_2^2) prior on the parameters. This is in contrast to the commonly used Laplace (ell_1) prior for encouraging sparseness. We show that our optimization problem leads to a Riccati matrix equation, which has a closed form solution. We propose an efficient algorithm that performs a singular value decomposition of the training data. Our algorithm is O(NT^2)-time and O(NT)-space for N variables and T samples. Our method is tailored to high-dimensional problems (N gg T), in which sparseness promoting methods become intractable. Furthermore, instead of obtaining a single solution for a specific regularization parameter, our algorithm finds the whole solution path. We show that the method has logarithmic sample complexity under the spiked covariance model. We also propose sparsification of the dense solution with provable performance guarantees. We provide techniques for using our learnt models, such as removing unimportant variables, computing likelihoods and conditional distributions. Finally, we show promising results in several gene expressions datasets.
[ "['Jean Honorio' 'Tommi S. Jaakkola']", "Jean Honorio, Tommi S. Jaakkola" ]
cs.LG stat.ML
null
1309.6840
null
null
http://arxiv.org/pdf/1309.6840v1
2013-09-26T12:42:25Z
2013-09-26T12:42:25Z
Constrained Bayesian Inference for Low Rank Multitask Learning
We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the feasible set of densities and propose a general recipe for such problems. We apply the proposed constrained Bayesian inference approach to multitask learning subject to rank constraints on the weight matrix. Further, constrained parameter estimation is applied to recover the sparse conditional independence structure encoded by prior precision matrices. Our approach is motivated by reverse inference for high dimensional functional neuroimaging, a domain where the high dimensionality and small number of examples requires the use of constraints to ensure meaningful and effective models. For this application, we propose a model that jointly learns a weight matrix and the prior inverse covariance structure between different tasks. We present experimental validation showing that the proposed approach outperforms strong baseline models in terms of predictive performance and structure recovery.
[ "Oluwasanmi Koyejo, Joydeep Ghosh", "['Oluwasanmi Koyejo' 'Joydeep Ghosh']" ]
cs.LG stat.ML
null
1309.6847
null
null
http://arxiv.org/pdf/1309.6847v1
2013-09-26T12:45:00Z
2013-09-26T12:45:00Z
Learning Max-Margin Tree Predictors
Structured prediction is a powerful framework for coping with joint prediction of interacting outputs. A central difficulty in using this framework is that often the correct label dependence structure is unknown. At the same time, we would like to avoid an overly complex structure that will lead to intractable prediction. In this work we address the challenge of learning tree structured predictive models that achieve high accuracy while at the same time facilitate efficient (linear time) inference. We start by proving that this task is in general NP-hard, and then suggest an approximate alternative. Briefly, our CRANK approach relies on a novel Circuit-RANK regularizer that penalizes non-tree structures and that can be optimized using a CCCP procedure. We demonstrate the effectiveness of our approach on several domains and show that, despite the relative simplicity of the structure, prediction accuracy is competitive with a fully connected model that is computationally costly at prediction time.
[ "Ofer Meshi, Elad Eban, Gal Elidan, Amir Globerson", "['Ofer Meshi' 'Elad Eban' 'Gal Elidan' 'Amir Globerson']" ]
cs.LG cs.AI stat.ML
null
1309.6849
null
null
http://arxiv.org/pdf/1309.6849v1
2013-09-26T12:45:43Z
2013-09-26T12:45:43Z
Cyclic Causal Discovery from Continuous Equilibrium Data
We propose a method for learning cyclic causal models from a combination of observational and interventional equilibrium data. Novel aspects of the proposed method are its ability to work with continuous data (without assuming linearity) and to deal with feedback loops. Within the context of biochemical reactions, we also propose a novel way of modeling interventions that modify the activity of compounds instead of their abundance. For computational reasons, we approximate the nonlinear causal mechanisms by (coupled) local linearizations, one for each experimental condition. We apply the method to reconstruct a cellular signaling network from the flow cytometry data measured by Sachs et al. (2005). We show that our method finds evidence in the data for feedback loops and that it gives a more accurate quantitative description of the data at comparable model complexity.
[ "Joris Mooij, Tom Heskes", "['Joris Mooij' 'Tom Heskes']" ]
cs.LG cs.DS stat.ML
null
1309.6850
null
null
http://arxiv.org/pdf/1309.6850v1
2013-09-26T12:45:59Z
2013-09-26T12:45:59Z
Structured Convex Optimization under Submodular Constraints
A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and we show that a wide range of convex optimization problems under submodular constraints can be solved much more efficiently than general submodular optimization methods by a reduction to a maximum flow problem. Furthermore, we give some applications, including sparse optimization methods, in which the proposed methods are effective. Additionally, we evaluate the performance of the proposed method through computational experiments.
[ "Kiyohito Nagano, Yoshinobu Kawahara", "['Kiyohito Nagano' 'Yoshinobu Kawahara']" ]
cs.DS cs.AI cs.LG
null
1309.6851
null
null
http://arxiv.org/pdf/1309.6851v1
2013-09-26T12:46:13Z
2013-09-26T12:46:13Z
Treedy: A Heuristic for Counting and Sampling Subsets
Consider a collection of weighted subsets of a ground set N. Given a query subset Q of N, how fast can one (1) find the weighted sum over all subsets of Q, and (2) sample a subset of Q proportionally to the weights? We present a tree-based greedy heuristic, Treedy, that for a given positive tolerance d answers such counting and sampling queries to within a guaranteed relative error d and total variation distance d, respectively. Experimental results on artificial instances and in application to Bayesian structure discovery in Bayesian networks show that approximations yield dramatic savings in running time compared to exact computation, and that Treedy typically outperforms a previously proposed sorting-based heuristic.
[ "Teppo Niinimaki, Mikko Koivisto", "['Teppo Niinimaki' 'Mikko Koivisto']" ]
cs.LG cs.IR stat.ML
null
1309.6852
null
null
http://arxiv.org/pdf/1309.6852v1
2013-09-26T12:46:39Z
2013-09-26T12:46:39Z
Stochastic Rank Aggregation
This paper addresses the problem of rank aggregation, which aims to find a consensus ranking among multiple ranking inputs. Traditional rank aggregation methods are deterministic, and can be categorized into explicit and implicit methods depending on whether rank information is explicitly or implicitly utilized. Surprisingly, experimental results on real data sets show that explicit rank aggregation methods would not work as well as implicit methods, although rank information is critical for the task. Our analysis indicates that the major reason might be the unreliable rank information from incomplete ranking inputs. To solve this problem, we propose to incorporate uncertainty into rank aggregation and tackle the problem in both unsupervised and supervised scenario. We call this novel framework {stochastic rank aggregation} (St.Agg for short). Specifically, we introduce a prior distribution on ranks, and transform the ranking functions or objectives in traditional explicit methods to their expectations over this distribution. Our experiments on benchmark data sets show that the proposed St.Agg outperforms the baselines in both unsupervised and supervised scenarios.
[ "['Shuzi Niu' 'Yanyan Lan' 'Jiafeng Guo' 'Xueqi Cheng']", "Shuzi Niu, Yanyan Lan, Jiafeng Guo, Xueqi Cheng" ]
cs.LG stat.ML
null
1309.6858
null
null
http://arxiv.org/pdf/1309.6858v1
2013-09-26T12:49:02Z
2013-09-26T12:49:02Z
The Supervised IBP: Neighbourhood Preserving Infinite Latent Feature Models
We propose a probabilistic model to infer supervised latent variables in the Hamming space from observed data. Our model allows simultaneous inference of the number of binary latent variables, and their values. The latent variables preserve neighbourhood structure of the data in a sense that objects in the same semantic concept have similar latent values, and objects in different concepts have dissimilar latent values. We formulate the supervised infinite latent variable problem based on an intuitive principle of pulling objects together if they are of the same type, and pushing them apart if they are not. We then combine this principle with a flexible Indian Buffet Process prior on the latent variables. We show that the inferred supervised latent variables can be directly used to perform a nearest neighbour search for the purpose of retrieval. We introduce a new application of dynamically extending hash codes, and show how to effectively couple the structure of the hash codes with continuously growing structure of the neighbourhood preserving infinite latent feature space.
[ "['Novi Quadrianto' 'Viktoriia Sharmanska' 'David A. Knowles'\n 'Zoubin Ghahramani']", "Novi Quadrianto, Viktoriia Sharmanska, David A. Knowles, Zoubin\n Ghahramani" ]
cs.LG cs.AI stat.ML
null
1309.6860
null
null
http://arxiv.org/pdf/1309.6860v1
2013-09-26T12:49:46Z
2013-09-26T12:49:46Z
Identifying Finite Mixtures of Nonparametric Product Distributions and Causal Inference of Confounders
We propose a kernel method to identify finite mixtures of nonparametric product distributions. It is based on a Hilbert space embedding of the joint distribution. The rank of the constructed tensor is equal to the number of mixture components. We present an algorithm to recover the components by partitioning the data points into clusters such that the variables are jointly conditionally independent given the cluster. This method can be used to identify finite confounders.
[ "Eleni Sgouritsa, Dominik Janzing, Jonas Peters, Bernhard Schoelkopf", "['Eleni Sgouritsa' 'Dominik Janzing' 'Jonas Peters' 'Bernhard Schoelkopf']" ]
cs.LG stat.ML
null
1309.6862
null
null
http://arxiv.org/pdf/1309.6862v1
2013-09-26T12:50:04Z
2013-09-26T12:50:04Z
Determinantal Clustering Processes - A Nonparametric Bayesian Approach to Kernel Based Semi-Supervised Clustering
Semi-supervised clustering is the task of clustering data points into clusters where only a fraction of the points are labelled. The true number of clusters in the data is often unknown and most models require this parameter as an input. Dirichlet process mixture models are appealing as they can infer the number of clusters from the data. However, these models do not deal with high dimensional data well and can encounter difficulties in inference. We present a novel nonparameteric Bayesian kernel based method to cluster data points without the need to prespecify the number of clusters or to model complicated densities from which data points are assumed to be generated from. The key insight is to use determinants of submatrices of a kernel matrix as a measure of how close together a set of points are. We explore some theoretical properties of the model and derive a natural Gibbs based algorithm with MCMC hyperparameter learning. The model is implemented on a variety of synthetic and real world data sets.
[ "['Amar Shah' 'Zoubin Ghahramani']", "Amar Shah, Zoubin Ghahramani" ]
cs.LG cs.AI stat.ML
null
1309.6863
null
null
http://arxiv.org/pdf/1309.6863v1
2013-09-26T12:50:19Z
2013-09-26T12:50:19Z
Sparse Nested Markov models with Log-linear Parameters
Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which captures equality constraints found in marginals of directed acyclic graph (DAG) models. Some of these constraints, such as the so called `Verma constraint', strictly generalize conditional independence. To make modeling and inference with nested Markov models practical, it is necessary to limit the number of parameters in the model, while still correctly capturing the constraints in the marginal of a DAG model. Placing such limits is similar in spirit to sparsity methods for undirected graphical models, and regression models. In this paper, we give a log-linear parameterization which allows sparse modeling with nested Markov models. We illustrate the advantages of this parameterization with a simulation study.
[ "['Ilya Shpitser' 'Robin J. Evans' 'Thomas S. Richardson' 'James M. Robins']", "Ilya Shpitser, Robin J. Evans, Thomas S. Richardson, James M. Robins" ]
cs.LG cs.IR stat.ML
null
1309.6865
null
null
http://arxiv.org/pdf/1309.6865v1
2013-09-26T12:50:54Z
2013-09-26T12:50:54Z
Modeling Documents with Deep Boltzmann Machines
We introduce a Deep Boltzmann Machine model suitable for modeling and extracting latent semantic representations from a large unstructured collection of documents. We overcome the apparent difficulty of training a DBM with judicious parameter tying. This parameter tying enables an efficient pretraining algorithm and a state initialization scheme that aids inference. The model can be trained just as efficiently as a standard Restricted Boltzmann Machine. Our experiments show that the model assigns better log probability to unseen data than the Replicated Softmax model. Features extracted from our model outperform LDA, Replicated Softmax, and DocNADE models on document retrieval and document classification tasks.
[ "Nitish Srivastava, Ruslan R Salakhutdinov, Geoffrey E. Hinton", "['Nitish Srivastava' 'Ruslan R Salakhutdinov' 'Geoffrey E. Hinton']" ]
cs.LG stat.ME
null
1309.6867
null
null
http://arxiv.org/pdf/1309.6867v1
2013-09-26T12:51:22Z
2013-09-26T12:51:22Z
Speedy Model Selection (SMS) for Copula Models
We tackle the challenge of efficiently learning the structure of expressive multivariate real-valued densities of copula graphical models. We start by theoretically substantiating the conjecture that for many copula families the magnitude of Spearman's rank correlation coefficient is monotone in the expected contribution of an edge in network, namely the negative copula entropy. We then build on this theory and suggest a novel Bayesian approach that makes use of a prior over values of Spearman's rho for learning copula-based models that involve a mix of copula families. We demonstrate the generalization effectiveness of our highly efficient approach on sizable and varied real-life datasets.
[ "Yaniv Tenzer, Gal Elidan", "['Yaniv Tenzer' 'Gal Elidan']" ]
cs.LG stat.ML
null
1309.6868
null
null
http://arxiv.org/pdf/1309.6868v1
2013-09-26T12:51:47Z
2013-09-26T12:51:47Z
Approximate Kalman Filter Q-Learning for Continuous State-Space MDPs
We seek to learn an effective policy for a Markov Decision Process (MDP) with continuous states via Q-Learning. Given a set of basis functions over state action pairs we search for a corresponding set of linear weights that minimizes the mean Bellman residual. Our algorithm uses a Kalman filter model to estimate those weights and we have developed a simpler approximate Kalman filter model that outperforms the current state of the art projected TD-Learning methods on several standard benchmark problems.
[ "['Charles Tripp' 'Ross D. Shachter']", "Charles Tripp, Ross D. Shachter" ]
cs.LG stat.ML
null
1309.6869
null
null
http://arxiv.org/pdf/1309.6869v1
2013-09-26T12:52:20Z
2013-09-26T12:52:20Z
Finite-Time Analysis of Kernelised Contextual Bandits
We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have access to the similarities between actions' contexts and that the expected reward is an arbitrary linear function of the contexts' images in the related reproducing kernel Hilbert space (RKHS). We propose KernelUCB, a kernelised UCB algorithm, and give a cumulative regret bound through a frequentist analysis. For contextual bandits, the related algorithm GP-UCB turns out to be a special case of our algorithm, and our finite-time analysis improves the regret bound of GP-UCB for the agnostic case, both in the terms of the kernel-dependent quantity and the RKHS norm of the reward function. Moreover, for the linear kernel, our regret bound matches the lower bound for contextual linear bandits.
[ "['Michal Valko' 'Nathaniel Korda' 'Remi Munos' 'Ilias Flaounas'\n 'Nelo Cristianini']", "Michal Valko, Nathaniel Korda, Remi Munos, Ilias Flaounas, Nelo\n Cristianini" ]
cs.LG cs.CL cs.IR stat.ML
null
1309.6874
null
null
http://arxiv.org/pdf/1309.6874v1
2013-09-26T12:54:02Z
2013-09-26T12:54:02Z
Integrating Document Clustering and Topic Modeling
Document clustering and topic modeling are two closely related tasks which can mutually benefit each other. Topic modeling can project documents into a topic space which facilitates effective document clustering. Cluster labels discovered by document clustering can be incorporated into topic models to extract local topics specific to each cluster and global topics shared by all clusters. In this paper, we propose a multi-grain clustering topic model (MGCTM) which integrates document clustering and topic modeling into a unified framework and jointly performs the two tasks to achieve the overall best performance. Our model tightly couples two components: a mixture component used for discovering latent groups in document collection and a topic model component used for mining multi-grain topics including local topics specific to each cluster and global topics shared across clusters.We employ variational inference to approximate the posterior of hidden variables and learn model parameters. Experiments on two datasets demonstrate the effectiveness of our model.
[ "Pengtao Xie, Eric P. Xing", "['Pengtao Xie' 'Eric P. Xing']" ]
cs.LG stat.ML
null
1309.6875
null
null
http://arxiv.org/pdf/1309.6875v1
2013-09-26T12:54:31Z
2013-09-26T12:54:31Z
Active Learning with Expert Advice
Conventional learning with expert advice methods assumes a learner is always receiving the outcome (e.g., class labels) of every incoming training instance at the end of each trial. In real applications, acquiring the outcome from oracle can be costly or time consuming. In this paper, we address a new problem of active learning with expert advice, where the outcome of an instance is disclosed only when it is requested by the online learner. Our goal is to learn an accurate prediction model by asking the oracle the number of questions as small as possible. To address this challenge, we propose a framework of active forecasters for online active learning with expert advice, which attempts to extend two regular forecasters, i.e., Exponentially Weighted Average Forecaster and Greedy Forecaster, to tackle the task of active learning with expert advice. We prove that the proposed algorithms satisfy the Hannan consistency under some proper assumptions, and validate the efficacy of our technique by an extensive set of experiments.
[ "['Peilin Zhao' 'Steven Hoi' 'Jinfeng Zhuang']", "Peilin Zhao, Steven Hoi, Jinfeng Zhuang" ]
stat.ML cs.LG
null
1309.6876
null
null
http://arxiv.org/pdf/1309.6876v1
2013-09-26T12:54:57Z
2013-09-26T12:54:57Z
Bennett-type Generalization Bounds: Large-deviation Case and Faster Rate of Convergence
In this paper, we present the Bennett-type generalization bounds of the learning process for i.i.d. samples, and then show that the generalization bounds have a faster rate of convergence than the traditional results. In particular, we first develop two types of Bennett-type deviation inequality for the i.i.d. learning process: one provides the generalization bounds based on the uniform entropy number; the other leads to the bounds based on the Rademacher complexity. We then adopt a new method to obtain the alternative expressions of the Bennett-type generalization bounds, which imply that the bounds have a faster rate o(N^{-1/2}) of convergence than the traditional results O(N^{-1/2}). Additionally, we find that the rate of the bounds will become faster in the large-deviation case, which refers to a situation where the empirical risk is far away from (at least not close to) the expected risk. Finally, we analyze the asymptotical convergence of the learning process and compare our analysis with the existing results.
[ "['Chao Zhang']", "Chao Zhang" ]
math.ST cs.LG stat.ML stat.TH
null
1309.6933
null
null
http://arxiv.org/pdf/1309.6933v1
2013-09-26T15:18:22Z
2013-09-26T15:18:22Z
Estimating Undirected Graphs Under Weak Assumptions
We consider the problem of providing nonparametric confidence guarantees for undirected graphs under weak assumptions. In particular, we do not assume sparsity, incoherence or Normality. We allow the dimension $D$ to increase with the sample size $n$. First, we prove lower bounds that show that if we want accurate inferences with low assumptions then there are limitations on the dimension as a function of sample size. When the dimension increases slowly with sample size, we show that methods based on Normal approximations and on the bootstrap lead to valid inferences and we provide Berry-Esseen bounds on the accuracy of the Normal approximation. When the dimension is large relative to sample size, accurate inferences for graphs under low assumptions are not possible. Instead we propose to estimate something less demanding than the entire partial correlation graph. In particular, we consider: cluster graphs, restricted partial correlation graphs and correlation graphs.
[ "Larry Wasserman, Mladen Kolar and Alessandro Rinaldo", "['Larry Wasserman' 'Mladen Kolar' 'Alessandro Rinaldo']" ]
cs.CE cs.LG q-fin.ST
10.1504/IJBIDM.2014.065091
1309.7119
null
null
http://arxiv.org/abs/1309.7119v3
2017-01-07T00:01:32Z
2013-09-27T05:35:50Z
Stock price direction prediction by directly using prices data: an empirical study on the KOSPI and HSI
The prediction of a stock market direction may serve as an early recommendation system for short-term investors and as an early financial distress warning system for long-term shareholders. Many stock prediction studies focus on using macroeconomic indicators, such as CPI and GDP, to train the prediction model. However, daily data of the macroeconomic indicators are almost impossible to obtain. Thus, those methods are difficult to be employed in practice. In this paper, we propose a method that directly uses prices data to predict market index direction and stock price direction. An extensive empirical study of the proposed method is presented on the Korean Composite Stock Price Index (KOSPI) and Hang Seng Index (HSI), as well as the individual constituents included in the indices. The experimental results show notably high hit ratios in predicting the movements of the individual constituents in the KOSPI and HIS.
[ "Yanshan Wang", "['Yanshan Wang']" ]
cs.CY cs.LG
null
1309.7261
null
null
http://arxiv.org/pdf/1309.7261v1
2013-09-27T15:04:05Z
2013-09-27T15:04:05Z
Detecting Fake Escrow Websites using Rich Fraud Cues and Kernel Based Methods
The ability to automatically detect fraudulent escrow websites is important in order to alleviate online auction fraud. Despite research on related topics, fake escrow website categorization has received little attention. In this study we evaluated the effectiveness of various features and techniques for detecting fake escrow websites. Our analysis included a rich set of features extracted from web page text, image, and link information. We also proposed a composite kernel tailored to represent the properties of fake websites, including content duplication and structural attributes. Experiments were conducted to assess the proposed features, techniques, and kernels on a test bed encompassing nearly 90,000 web pages derived from 410 legitimate and fake escrow sites. The combination of an extended feature set and the composite kernel attained over 98% accuracy when differentiating fake sites from real ones, using the support vector machines algorithm. The results suggest that automated web-based information systems for detecting fake escrow sites could be feasible and may be utilized as authentication mechanisms.
[ "Ahmed Abbasi and Hsinchun Chen", "['Ahmed Abbasi' 'Hsinchun Chen']" ]
cs.CY cs.LG
null
1309.7266
null
null
http://arxiv.org/pdf/1309.7266v1
2013-09-27T15:09:24Z
2013-09-27T15:09:24Z
Evaluating Link-Based Techniques for Detecting Fake Pharmacy Websites
Fake online pharmacies have become increasingly pervasive, constituting over 90% of online pharmacy websites. There is a need for fake website detection techniques capable of identifying fake online pharmacy websites with a high degree of accuracy. In this study, we compared several well-known link-based detection techniques on a large-scale test bed with the hyperlink graph encompassing over 80 million links between 15.5 million web pages, including 1.2 million known legitimate and fake pharmacy pages. We found that the QoC and QoL class propagation algorithms achieved an accuracy of over 90% on our dataset. The results revealed that algorithms that incorporate dual class propagation as well as inlink and outlink information, on page-level or site-level graphs, are better suited for detecting fake pharmacy websites. In addition, site-level analysis yielded significantly better results than page-level analysis for most algorithms evaluated.
[ "['Ahmed Abbasi' 'Siddharth Kaza' 'F. Mariam Zahedi']", "Ahmed Abbasi, Siddharth Kaza and F. Mariam Zahedi" ]
stat.ML cs.LG
10.1017/S0956796814000057
1309.7311
null
null
http://arxiv.org/abs/1309.7311v1
2013-09-27T17:53:57Z
2013-09-27T17:53:57Z
Bayesian Inference in Sparse Gaussian Graphical Models
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity constraints on model structures. In this paper, we describe two new approaches to Bayesian inference of sparse structures of Gaussian graphical models (GGMs). One is based on a simple modification of the cutting-edge block Gibbs sampler for sparse GGMs, which results in significant computational gains in high dimensions. The other method is based on a specific construction of the Hamiltonian Monte Carlo sampler, which results in further significant improvements. We compare our fully Bayesian approaches with the popular regularisation-based graphical LASSO, and demonstrate significant advantages of the Bayesian treatment under the same computing costs. We apply the methods to a broad range of simulated data sets, and a real-life financial data set.
[ "['Peter Orchard' 'Felix Agakov' 'Amos Storkey']", "Peter Orchard, Felix Agakov, Amos Storkey" ]
cs.NI cs.LG math.OC
null
1309.7367
null
null
http://arxiv.org/pdf/1309.7367v5
2017-01-18T10:47:41Z
2013-09-27T20:56:41Z
Stochastic Online Shortest Path Routing: The Value of Feedback
This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters, and hence the optimal path, can only be estimated by routing packets through the network and observing the realized delays. Our aim is to find a routing policy that minimizes the regret (the cumulative difference of expected delay) between the path chosen by the policy and the unknown optimal path. We formulate the problem as a combinatorial bandit optimization problem and consider several scenarios that differ in where routing decisions are made and in the information available when making the decisions. For each scenario, we derive a tight asymptotic lower bound on the regret that has to be satisfied by any online routing policy. These bounds help us to understand the performance improvements we can expect when (i) taking routing decisions at each hop rather than at the source only, and (ii) observing per-link delays rather than end-to-end path delays. In particular, we show that (i) is of no use while (ii) can have a spectacular impact. Three algorithms, with a trade-off between computational complexity and performance, are proposed. The regret upper bounds of these algorithms improve over those of the existing algorithms, and they significantly outperform state-of-the-art algorithms in numerical experiments.
[ "M. Sadegh Talebi, Zhenhua Zou, Richard Combes, Alexandre Proutiere,\n Mikael Johansson", "['M. Sadegh Talebi' 'Zhenhua Zou' 'Richard Combes' 'Alexandre Proutiere'\n 'Mikael Johansson']" ]
cs.NI cs.LG
null
1309.7439
null
null
http://arxiv.org/pdf/1309.7439v1
2013-09-28T07:44:11Z
2013-09-28T07:44:11Z
Optimal Hybrid Channel Allocation:Based On Machine Learning Algorithms
Recent advances in cellular communication systems resulted in a huge increase in spectrum demand. To meet the requirements of the ever-growing need for spectrum, efficient utilization of the existing resources is of utmost importance. Channel Allocation, has thus become an inevitable research topic in wireless communications. In this paper, we propose an optimal channel allocation scheme, Optimal Hybrid Channel Allocation (OHCA) for an effective allocation of channels. We improvise upon the existing Fixed Channel Allocation (FCA) technique by imparting intelligence to the existing system by employing the multilayer perceptron technique.
[ "['K Viswanadh' 'Dr. G Rama Murthy']", "K Viswanadh and Dr.G Rama Murthy" ]
cs.CV cs.LG stat.ML
null
1309.7512
null
null
http://arxiv.org/pdf/1309.7512v2
2013-10-01T02:45:20Z
2013-09-28T23:55:01Z
Structured learning of sum-of-submodular higher order energy functions
Submodular functions can be exactly minimized in polynomial time, and the special case that graph cuts solve with max flow \cite{KZ:PAMI04} has had significant impact in computer vision \cite{BVZ:PAMI01,Kwatra:SIGGRAPH03,Rother:GrabCut04}. In this paper we address the important class of sum-of-submodular (SoS) functions \cite{Arora:ECCV12,Kolmogorov:DAM12}, which can be efficiently minimized via a variant of max flow called submodular flow \cite{Edmonds:ADM77}. SoS functions can naturally express higher order priors involving, e.g., local image patches; however, it is difficult to fully exploit their expressive power because they have so many parameters. Rather than trying to formulate existing higher order priors as an SoS function, we take a discriminative learning approach, effectively searching the space of SoS functions for a higher order prior that performs well on our training set. We adopt a structural SVM approach \cite{Joachims/etal/09a,Tsochantaridis/etal/04} and formulate the training problem in terms of quadratic programming; as a result we can efficiently search the space of SoS priors via an extended cutting-plane algorithm. We also show how the state-of-the-art max flow method for vision problems \cite{Goldberg:ESA11} can be modified to efficiently solve the submodular flow problem. Experimental comparisons are made against the OpenCV implementation of the GrabCut interactive segmentation technique \cite{Rother:GrabCut04}, which uses hand-tuned parameters instead of machine learning. On a standard dataset \cite{Gulshan:CVPR10} our method learns higher order priors with hundreds of parameter values, and produces significantly better segmentations. While our focus is on binary labeling problems, we show that our techniques can be naturally generalized to handle more than two labels.
[ "['Alexander Fix' 'Thorsten Joachims' 'Sam Park' 'Ramin Zabih']", "Alexander Fix and Thorsten Joachims and Sam Park and Ramin Zabih" ]
cs.LG
null
1309.7598
null
null
http://arxiv.org/pdf/1309.7598v1
2013-09-29T13:48:52Z
2013-09-29T13:48:52Z
On Sampling from the Gibbs Distribution with Random Maximum A-Posteriori Perturbations
In this paper we describe how MAP inference can be used to sample efficiently from Gibbs distributions. Specifically, we provide means for drawing either approximate or unbiased samples from Gibbs' distributions by introducing low dimensional perturbations and solving the corresponding MAP assignments. Our approach also leads to new ways to derive lower bounds on partition functions. We demonstrate empirically that our method excels in the typical "high signal - high coupling" regime. The setting results in ragged energy landscapes that are challenging for alternative approaches to sampling and/or lower bounds.
[ "['Tamir Hazan' 'Subhransu Maji' 'Tommi Jaakkola']", "Tamir Hazan, Subhransu Maji and Tommi Jaakkola" ]
cs.LG cs.IR
null
1309.7611
null
null
http://arxiv.org/pdf/1309.7611v1
2013-09-29T15:50:45Z
2013-09-29T15:50:45Z
Context-aware recommendations from implicit data via scalable tensor factorization
Albeit the implicit feedback based recommendation problem - when only the user history is available but there are no ratings - is the most typical setting in real-world applications, it is much less researched than the explicit feedback case. State-of-the-art algorithms that are efficient on the explicit case cannot be automatically transformed to the implicit case if scalability should be maintained. There are few implicit feedback benchmark data sets, therefore new ideas are usually experimented on explicit benchmarks. In this paper, we propose a generic context-aware implicit feedback recommender algorithm, coined iTALS. iTALS applies a fast, ALS-based tensor factorization learning method that scales linearly with the number of non-zero elements in the tensor. We also present two approximate and faster variants of iTALS using coordinate descent and conjugate gradient methods at learning. The method also allows us to incorporate various contextual information into the model while maintaining its computational efficiency. We present two context-aware variants of iTALS incorporating seasonality and item purchase sequentiality into the model to distinguish user behavior at different time intervals, and product types with different repetitiveness. Experiments run on six data sets shows that iTALS clearly outperforms context-unaware models and context aware baselines, while it is on par with factorization machines (beats 7 times out of 12 cases) both in terms of recall and MAP.
[ "['Balázs Hidasi' 'Domonkos Tikk']", "Bal\\'azs Hidasi, Domonkos Tikk" ]
cs.LG stat.ML
null
1309.7676
null
null
http://arxiv.org/pdf/1309.7676v1
2013-09-29T23:45:59Z
2013-09-29T23:45:59Z
An upper bound on prototype set size for condensed nearest neighbor
The condensed nearest neighbor (CNN) algorithm is a heuristic for reducing the number of prototypical points stored by a nearest neighbor classifier, while keeping the classification rule given by the reduced prototypical set consistent with the full set. I present an upper bound on the number of prototypical points accumulated by CNN. The bound originates in a bound on the number of times the decision rule is updated during training in the multiclass perceptron algorithm, and thus is independent of training set size.
[ "['Eric Christiansen']", "Eric Christiansen" ]
cs.LG
null
1309.7750
null
null
http://arxiv.org/pdf/1309.7750v2
2014-02-11T22:46:36Z
2013-09-30T08:24:14Z
An Extensive Experimental Study on the Cluster-based Reference Set Reduction for speeding-up the k-NN Classifier
The k-Nearest Neighbor (k-NN) classification algorithm is one of the most widely-used lazy classifiers because of its simplicity and ease of implementation. It is considered to be an effective classifier and has many applications. However, its major drawback is that when sequential search is used to find the neighbors, it involves high computational cost. Speeding-up k-NN search is still an active research field. Hwang and Cho have recently proposed an adaptive cluster-based method for fast Nearest Neighbor searching. The effectiveness of this method is based on the adjustment of three parameters. However, the authors evaluated their method by setting specific parameter values and using only one dataset. In this paper, an extensive experimental study of this method is presented. The results, which are based on five real life datasets, illustrate that if the parameters of the method are carefully defined, one can achieve even better classification performance.
[ "Stefanos Ougiaroglou, Georgios Evangelidis, Dimitris A. Dervos", "['Stefanos Ougiaroglou' 'Georgios Evangelidis' 'Dimitris A. Dervos']" ]
stat.ML cs.LG math.ST stat.TH
10.3150/12-BEJSP17
1309.7804
null
null
http://arxiv.org/abs/1309.7804v1
2013-09-30T11:51:23Z
2013-09-30T11:51:23Z
On statistics, computation and scalability
How should statistical procedures be designed so as to be scalable computationally to the massive datasets that are increasingly the norm? When coupled with the requirement that an answer to an inferential question be delivered within a certain time budget, this question has significant repercussions for the field of statistics. With the goal of identifying "time-data tradeoffs," we investigate some of the statistical consequences of computational perspectives on scability, in particular divide-and-conquer methodology and hierarchies of convex relaxations.
[ "Michael I. Jordan", "['Michael I. Jordan']" ]
cs.GT cs.LG math.ST stat.TH
null
1309.7824
null
null
http://arxiv.org/pdf/1309.7824v3
2019-12-12T23:47:00Z
2013-09-30T12:48:35Z
Linear Regression from Strategic Data Sources
Linear regression is a fundamental building block of statistical data analysis. It amounts to estimating the parameters of a linear model that maps input features to corresponding outputs. In the classical setting where the precision of each data point is fixed, the famous Aitken/Gauss-Markov theorem in statistics states that generalized least squares (GLS) is a so-called "Best Linear Unbiased Estimator" (BLUE). In modern data science, however, one often faces strategic data sources, namely, individuals who incur a cost for providing high-precision data. In this paper, we study a setting in which features are public but individuals choose the precision of the outputs they reveal to an analyst. We assume that the analyst performs linear regression on this dataset, and individuals benefit from the outcome of this estimation. We model this scenario as a game where individuals minimize a cost comprising two components: (a) an (agent-specific) disclosure cost for providing high-precision data; and (b) a (global) estimation cost representing the inaccuracy in the linear model estimate. In this game, the linear model estimate is a public good that benefits all individuals. We establish that this game has a unique non-trivial Nash equilibrium. We study the efficiency of this equilibrium and we prove tight bounds on the price of stability for a large class of disclosure and estimation costs. Finally, we study the estimator accuracy achieved at equilibrium. We show that, in general, Aitken's theorem does not hold under strategic data sources, though it does hold if individuals have identical disclosure costs (up to a multiplicative factor). When individuals have non-identical costs, we derive a bound on the improvement of the equilibrium estimation cost that can be achieved by deviating from GLS, under mild assumptions on the disclosure cost functions.
[ "['Nicolas Gast' 'Stratis Ioannidis' 'Patrick Loiseau'\n 'Benjamin Roussillon']", "Nicolas Gast, Stratis Ioannidis, Patrick Loiseau, and Benjamin\n Roussillon" ]
cs.CY cs.LG
null
1309.7958
null
null
http://arxiv.org/pdf/1309.7958v1
2013-09-27T15:05:21Z
2013-09-27T15:05:21Z
A Statistical Learning Based System for Fake Website Detection
Existing fake website detection systems are unable to effectively detect fake websites. In this study, we advocate the development of fake website detection systems that employ classification methods grounded in statistical learning theory (SLT). Experimental results reveal that a prototype system developed using SLT-based methods outperforms seven existing fake website detection systems on a test bed encompassing 900 real and fake websites.
[ "Ahmed Abbasi, Zhu Zhang and Hsinchun Chen", "['Ahmed Abbasi' 'Zhu Zhang' 'Hsinchun Chen']" ]
cs.LG cs.CV math.DS
null
1309.7959
null
null
http://arxiv.org/pdf/1309.7959v1
2013-09-19T07:10:53Z
2013-09-19T07:10:53Z
Exploration and Exploitation in Visuomotor Prediction of Autonomous Agents
This paper discusses various techniques to let an agent learn how to predict the effects of its own actions on its sensor data autonomously, and their usefulness to apply them to visual sensors. An Extreme Learning Machine is used for visuomotor prediction, while various autonomous control techniques that can aid the prediction process by balancing exploration and exploitation are discussed and tested in a simple system: a camera moving over a 2D greyscale image.
[ "Laurens Bliek", "['Laurens Bliek']" ]
cs.LG
null
1309.7982
null
null
http://arxiv.org/pdf/1309.7982v1
2013-09-26T14:44:10Z
2013-09-26T14:44:10Z
On the Feature Discovery for App Usage Prediction in Smartphones
With the increasing number of mobile Apps developed, they are now closely integrated into daily life. In this paper, we develop a framework to predict mobile Apps that are most likely to be used regarding the current device status of a smartphone. Such an Apps usage prediction framework is a crucial prerequisite for fast App launching, intelligent user experience, and power management of smartphones. By analyzing real App usage log data, we discover two kinds of features: The Explicit Feature (EF) from sensing readings of built-in sensors, and the Implicit Feature (IF) from App usage relations. The IF feature is derived by constructing the proposed App Usage Graph (abbreviated as AUG) that models App usage transitions. In light of AUG, we are able to discover usage relations among Apps. Since users may have different usage behaviors on their smartphones, we further propose one personalized feature selection algorithm. We explore minimum description length (MDL) from the training data and select those features which need less length to describe the training data. The personalized feature selection can successfully reduce the log size and the prediction time. Finally, we adopt the kNN classification model to predict Apps usage. Note that through the features selected by the proposed personalized feature selection algorithm, we only need to keep these features, which in turn reduces the prediction time and avoids the curse of dimensionality when using the kNN classifier. We conduct a comprehensive experimental study based on a real mobile App usage dataset. The results demonstrate the effectiveness of the proposed framework and show the predictive capability for App usage prediction.
[ "['Zhung-Xun Liao' 'Shou-Chung Li' 'Wen-Chih Peng' 'Philip S Yu']", "Zhung-Xun Liao, Shou-Chung Li, Wen-Chih Peng, Philip S Yu" ]
cs.IT cs.LG math.IT
null
1310.0110
null
null
http://arxiv.org/pdf/1310.0110v1
2013-10-01T00:52:42Z
2013-10-01T00:52:42Z
An information measure for comparing top $k$ lists
Comparing the top $k$ elements between two or more ranked results is a common task in many contexts and settings. A few measures have been proposed to compare top $k$ lists with attractive mathematical properties, but they face a number of pitfalls and shortcomings in practice. This work introduces a new measure to compare any two top k lists based on measuring the information these lists convey. Our method investigates the compressibility of the lists, and the length of the message to losslessly encode them gives a natural and robust measure of their variability. This information-theoretic measure objectively reconciles all the main considerations that arise when measuring (dis-)similarity between lists: the extent of their non-overlapping elements in each of the lists; the amount of disarray among overlapping elements between the lists; the measurement of displacement of actual ranks of their overlapping elements.
[ "['Arun Konagurthu' 'James Collier']", "Arun Konagurthu and James Collier" ]
cs.IT cs.LG math.IT stat.ML
10.1109/TIT.2015.2415195
1310.0154
null
null
http://arxiv.org/abs/1310.0154v4
2015-02-13T11:18:26Z
2013-10-01T06:37:18Z
Incoherence-Optimal Matrix Completion
This paper considers the matrix completion problem. We show that it is not necessary to assume joint incoherence, which is a standard but unintuitive and restrictive condition that is imposed by previous studies. This leads to a sample complexity bound that is order-wise optimal with respect to the incoherence parameter (as well as to the rank $r$ and the matrix dimension $n$ up to a log factor). As a consequence, we improve the sample complexity of recovering a semidefinite matrix from $O(nr^{2}\log^{2}n)$ to $O(nr\log^{2}n)$, and the highest allowable rank from $\Theta(\sqrt{n}/\log n)$ to $\Theta(n/\log^{2}n)$. The key step in proof is to obtain new bounds on the $\ell_{\infty,2}$-norm, defined as the maximum of the row and column norms of a matrix. To illustrate the applicability of our techniques, we discuss extensions to SVD projection, structured matrix completion and semi-supervised clustering, for which we provide order-wise improvements over existing results. Finally, we turn to the closely-related problem of low-rank-plus-sparse matrix decomposition. We show that the joint incoherence condition is unavoidable here for polynomial-time algorithms conditioned on the Planted Clique conjecture. This means it is intractable in general to separate a rank-$\omega(\sqrt{n})$ positive semidefinite matrix and a sparse matrix. Interestingly, our results show that the standard and joint incoherence conditions are associated respectively with the information (statistical) and computational aspects of the matrix decomposition problem.
[ "['Yudong Chen']", "Yudong Chen" ]
cs.CV cs.LG
null
1310.0354
null
null
http://arxiv.org/pdf/1310.0354v3
2013-12-06T17:00:03Z
2013-10-01T15:42:54Z
Deep and Wide Multiscale Recursive Networks for Robust Image Labeling
Feedforward multilayer networks trained by supervised learning have recently demonstrated state of the art performance on image labeling problems such as boundary prediction and scene parsing. As even very low error rates can limit practical usage of such systems, methods that perform closer to human accuracy remain desirable. In this work, we propose a new type of network with the following properties that address what we hypothesize to be limiting aspects of existing methods: (1) a `wide' structure with thousands of features, (2) a large field of view, (3) recursive iterations that exploit statistical dependencies in label space, and (4) a parallelizable architecture that can be trained in a fraction of the time compared to benchmark multilayer convolutional networks. For the specific image labeling problem of boundary prediction, we also introduce a novel example weighting algorithm that improves segmentation accuracy. Experiments in the challenging domain of connectomic reconstruction of neural circuity from 3d electron microscopy data show that these "Deep And Wide Multiscale Recursive" (DAWMR) networks lead to new levels of image labeling performance. The highest performing architecture has twelve layers, interwoven supervised and unsupervised stages, and uses an input field of view of 157,464 voxels ($54^3$) to make a prediction at each image location. We present an associated open source software package that enables the simple and flexible creation of DAWMR networks.
[ "Gary B. Huang and Viren Jain", "['Gary B. Huang' 'Viren Jain']" ]
math.OC cs.LG cs.SI stat.ML
null
1310.0432
null
null
http://arxiv.org/pdf/1310.0432v1
2013-10-01T19:08:04Z
2013-10-01T19:08:04Z
Online Learning of Dynamic Parameters in Social Networks
This paper addresses the problem of online learning in a dynamic setting. We consider a social network in which each individual observes a private signal about the underlying state of the world and communicates with her neighbors at each time period. Unlike many existing approaches, the underlying state is dynamic, and evolves according to a geometric random walk. We view the scenario as an optimization problem where agents aim to learn the true state while suffering the smallest possible loss. Based on the decomposition of the global loss function, we introduce two update mechanisms, each of which generates an estimate of the true state. We establish a tight bound on the rate of change of the underlying state, under which individuals can track the parameter with a bounded variance. Then, we characterize explicit expressions for the steady state mean-square deviation(MSD) of the estimates from the truth, per individual. We observe that only one of the estimators recovers the optimal MSD, which underscores the impact of the objective function decomposition on the learning quality. Finally, we provide an upper bound on the regret of the proposed methods, measured as an average of errors in estimating the parameter in a finite time.
[ "Shahin Shahrampour, Alexander Rakhlin, Ali Jadbabaie", "['Shahin Shahrampour' 'Alexander Rakhlin' 'Ali Jadbabaie']" ]
cs.LG stat.ML
null
1310.0509
null
null
http://arxiv.org/pdf/1310.0509v4
2013-11-25T08:43:59Z
2013-10-01T22:34:18Z
Summary Statistics for Partitionings and Feature Allocations
Infinite mixture models are commonly used for clustering. One can sample from the posterior of mixture assignments by Monte Carlo methods or find its maximum a posteriori solution by optimization. However, in some problems the posterior is diffuse and it is hard to interpret the sampled partitionings. In this paper, we introduce novel statistics based on block sizes for representing sample sets of partitionings and feature allocations. We develop an element-based definition of entropy to quantify segmentation among their elements. Then we propose a simple algorithm called entropy agglomeration (EA) to summarize and visualize this information. Experiments on various infinite mixture posteriors as well as a feature allocation dataset demonstrate that the proposed statistics are useful in practice.
[ "['Işık Barış Fidaner' 'Ali Taylan Cemgil']", "I\\c{s}{\\i}k Bar{\\i}\\c{s} Fidaner and Ali Taylan Cemgil" ]
cs.LG cs.AI cs.LO math.LO
null
1310.0576
null
null
http://arxiv.org/pdf/1310.0576v1
2013-10-02T06:06:02Z
2013-10-02T06:06:02Z
Learning Lambek grammars from proof frames
In addition to their limpid interface with semantics, categorial grammars enjoy another important property: learnability. This was first noticed by Buskowsky and Penn and further studied by Kanazawa, for Bar-Hillel categorial grammars. What about Lambek categorial grammars? In a previous paper we showed that product free Lambek grammars where learnable from structured sentences, the structures being incomplete natural deductions. These grammars were shown to be unlearnable from strings by Foret and Le Nir. In the present paper we show that Lambek grammars, possibly with product, are learnable from proof frames that are incomplete proof nets. After a short reminder on grammatical inference \`a la Gold, we provide an algorithm that learns Lambek grammars with product from proof frames and we prove its convergence. We do so for 1-valued also known as rigid Lambek grammars with product, since standard techniques can extend our result to $k$-valued grammars. Because of the correspondence between cut-free proof nets and normal natural deductions, our initial result on product free Lambek grammars can be recovered. We are sad to dedicate the present paper to Philippe Darondeau, with whom we started to study such questions in Rennes at the beginning of the millennium, and who passed away prematurely. We are glad to dedicate the present paper to Jim Lambek for his 90 birthday: he is the living proof that research is an eternal learning process.
[ "['Roberto Bonato' 'Christian Retoré']", "Roberto Bonato and Christian Retor\\'e" ]
stat.ML cs.LG stat.ME
null
1310.0740
null
null
http://arxiv.org/pdf/1310.0740v4
2014-04-07T09:42:58Z
2013-10-02T15:29:28Z
Pseudo-Marginal Bayesian Inference for Gaussian Processes
The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on out-of-sample data. Using probit regression as an illustrative working example, this paper presents a general and effective methodology based on the pseudo-marginal approach to Markov chain Monte Carlo that efficiently addresses both of these issues. The results presented in this paper show improvements over existing sampling methods to simulate from the posterior distribution over the parameters defining the covariance function of the Gaussian Process prior. This is particularly important as it offers a powerful tool to carry out full Bayesian inference of Gaussian Process based hierarchic statistical models in general. The results also demonstrate that Monte Carlo based integration of all model parameters is actually feasible in this class of models providing a superior quantification of uncertainty in predictions. Extensive comparisons with respect to state-of-the-art probabilistic classifiers confirm this assertion.
[ "Maurizio Filippone and Mark Girolami", "['Maurizio Filippone' 'Mark Girolami']" ]
cs.IT cs.LG math.IT math.NA math.ST stat.ML stat.TH
null
1310.0807
null
null
http://arxiv.org/pdf/1310.0807v5
2015-03-19T21:23:21Z
2013-10-02T19:52:57Z
Exact and Stable Covariance Estimation from Quadratic Sampling via Convex Programming
Statistical inference and information processing of high-dimensional data often require efficient and accurate estimation of their second-order statistics. With rapidly changing data, limited processing power and storage at the acquisition devices, it is desirable to extract the covariance structure from a single pass over the data and a small number of stored measurements. In this paper, we explore a quadratic (or rank-one) measurement model which imposes minimal memory requirements and low computational complexity during the sampling process, and is shown to be optimal in preserving various low-dimensional covariance structures. Specifically, four popular structural assumptions of covariance matrices, namely low rank, Toeplitz low rank, sparsity, jointly rank-one and sparse structure, are investigated, while recovery is achieved via convex relaxation paradigms for the respective structure. The proposed quadratic sampling framework has a variety of potential applications including streaming data processing, high-frequency wireless communication, phase space tomography and phase retrieval in optics, and non-coherent subspace detection. Our method admits universally accurate covariance estimation in the absence of noise, as soon as the number of measurements exceeds the information theoretic limits. We also demonstrate the robustness of this approach against noise and imperfect structural assumptions. Our analysis is established upon a novel notion called the mixed-norm restricted isometry property (RIP-$\ell_{2}/\ell_{1}$), as well as the conventional RIP-$\ell_{2}/\ell_{2}$ for near-isotropic and bounded measurements. In addition, our results improve upon the best-known phase retrieval (including both dense and sparse signals) guarantees using PhaseLift with a significantly simpler approach.
[ "['Yuxin Chen' 'Yuejie Chi' 'Andrea Goldsmith']", "Yuxin Chen and Yuejie Chi and Andrea Goldsmith" ]
stat.ML cs.LG cs.SY
10.1109/JSTSP.2014.2336611
1310.0865
null
null
http://arxiv.org/abs/1310.0865v2
2014-03-05T17:33:35Z
2013-10-02T23:51:38Z
Electricity Market Forecasting via Low-Rank Multi-Kernel Learning
The smart grid vision entails advanced information technology and data analytics to enhance the efficiency, sustainability, and economics of the power grid infrastructure. Aligned to this end, modern statistical learning tools are leveraged here for electricity market inference. Day-ahead price forecasting is cast as a low-rank kernel learning problem. Uniquely exploiting the market clearing process, congestion patterns are modeled as rank-one components in the matrix of spatio-temporally varying prices. Through a novel nuclear norm-based regularization, kernels across pricing nodes and hours can be systematically selected. Even though market-wide forecasting is beneficial from a learning perspective, it involves processing high-dimensional market data. The latter becomes possible after devising a block-coordinate descent algorithm for solving the non-convex optimization problem involved. The algorithm utilizes results from block-sparse vector recovery and is guaranteed to converge to a stationary point. Numerical tests on real data from the Midwest ISO (MISO) market corroborate the prediction accuracy, computational efficiency, and the interpretative merits of the developed approach over existing alternatives.
[ "Vassilis Kekatos and Yu Zhang and Georgios B. Giannakis", "['Vassilis Kekatos' 'Yu Zhang' 'Georgios B. Giannakis']" ]
cs.LG cs.CE
null
1310.0890
null
null
http://arxiv.org/pdf/1310.0890v1
2013-10-03T03:53:22Z
2013-10-03T03:53:22Z
Multiple Kernel Learning in the Primal for Multi-modal Alzheimer's Disease Classification
To achieve effective and efficient detection of Alzheimer's disease (AD), many machine learning methods have been introduced into this realm. However, the general case of limited training samples, as well as different feature representations typically makes this problem challenging. In this work, we propose a novel multiple kernel learning framework to combine multi-modal features for AD classification, which is scalable and easy to implement. Contrary to the usual way of solving the problem in the dual space, we look at the optimization from a new perspective. By conducting Fourier transform on the Gaussian kernel, we explicitly compute the mapping function, which leads to a more straightforward solution of the problem in the primal space. Furthermore, we impose the mixed $L_{21}$ norm constraint on the kernel weights, known as the group lasso regularization, to enforce group sparsity among different feature modalities. This actually acts as a role of feature modality selection, while at the same time exploiting complementary information among different kernels. Therefore it is able to extract the most discriminative features for classification. Experiments on the ADNI data set demonstrate the effectiveness of the proposed method.
[ "Fayao Liu, Luping Zhou, Chunhua Shen, Jianping Yin", "['Fayao Liu' 'Luping Zhou' 'Chunhua Shen' 'Jianping Yin']" ]
cs.CV cs.LG
null
1310.0900
null
null
http://arxiv.org/pdf/1310.0900v1
2013-10-03T05:50:40Z
2013-10-03T05:50:40Z
Efficient pedestrian detection by directly optimize the partial area under the ROC curve
Many typical applications of object detection operate within a prescribed false-positive range. In this situation the performance of a detector should be assessed on the basis of the area under the ROC curve over that range, rather than over the full curve, as the performance outside the range is irrelevant. This measure is labelled as the partial area under the ROC curve (pAUC). Effective cascade-based classification, for example, depends on training node classifiers that achieve the maximal detection rate at a moderate false positive rate, e.g., around 40% to 50%. We propose a novel ensemble learning method which achieves a maximal detection rate at a user-defined range of false positive rates by directly optimizing the partial AUC using structured learning. By optimizing for different ranges of false positive rates, the proposed method can be used to train either a single strong classifier or a node classifier forming part of a cascade classifier. Experimental results on both synthetic and real-world data sets demonstrate the effectiveness of our approach, and we show that it is possible to train state-of-the-art pedestrian detectors using the proposed structured ensemble learning method.
[ "['Sakrapee Paisitkriangkrai' 'Chunhua Shen' 'Anton van den Hengel']", "Sakrapee Paisitkriangkrai, Chunhua Shen, Anton van den Hengel" ]
stat.ME cs.DS cs.IT cs.LG math.IT
null
1310.1076
null
null
http://arxiv.org/pdf/1310.1076v1
2013-10-03T19:48:44Z
2013-10-03T19:48:44Z
Compressed Counting Meets Compressed Sensing
Compressed sensing (sparse signal recovery) has been a popular and important research topic in recent years. By observing that natural signals are often nonnegative, we propose a new framework for nonnegative signal recovery using Compressed Counting (CC). CC is a technique built on maximally-skewed p-stable random projections originally developed for data stream computations. Our recovery procedure is computationally very efficient in that it requires only one linear scan of the coordinates. Our analysis demonstrates that, when 0<p<=0.5, it suffices to use M= O(C/eps^p log N) measurements so that all coordinates will be recovered within eps additive precision, in one scan of the coordinates. The constant C=1 when p->0 and C=pi/2 when p=0.5. In particular, when p->0 the required number of measurements is essentially M=K\log N, where K is the number of nonzero coordinates of the signal.
[ "Ping Li, Cun-Hui Zhang, Tong Zhang", "['Ping Li' 'Cun-Hui Zhang' 'Tong Zhang']" ]
cs.LG
null
1310.1177
null
null
http://arxiv.org/pdf/1310.1177v2
2016-05-06T23:35:13Z
2013-10-04T06:18:59Z
Clustering on Multiple Incomplete Datasets via Collective Kernel Learning
Multiple datasets containing different types of features may be available for a given task. For instance, users' profiles can be used to group users for recommendation systems. In addition, a model can also use users' historical behaviors and credit history to group users. Each dataset contains different information and suffices for learning. A number of clustering algorithms on multiple datasets were proposed during the past few years. These algorithms assume that at least one dataset is complete. So far as we know, all the previous methods will not be applicable if there is no complete dataset available. However, in reality, there are many situations where no dataset is complete. As in building a recommendation system, some new users may not have a profile or historical behaviors, while some may not have a credit history. Hence, no available dataset is complete. In order to solve this problem, we propose an approach called Collective Kernel Learning to infer hidden sample similarity from multiple incomplete datasets. The idea is to collectively completes the kernel matrices of incomplete datasets by optimizing the alignment of the shared instances of the datasets. Furthermore, a clustering algorithm is proposed based on the kernel matrix. The experiments on both synthetic and real datasets demonstrate the effectiveness of the proposed approach. The proposed clustering algorithm outperforms the comparison algorithms by as much as two times in normalized mutual information.
[ "['Weixiang Shao' 'Xiaoxiao Shi' 'Philip S. Yu']", "Weixiang Shao (1), Xiaoxiao Shi (1) and Philip S. Yu (1) ((1)\n University of Illinois at Chicago)" ]
stat.ML cs.AI cs.LG
10.1007/s10618-014-0355-0
1310.1187
null
null
http://arxiv.org/abs/1310.1187v1
2013-10-04T07:29:08Z
2013-10-04T07:29:08Z
Labeled Directed Acyclic Graphs: a generalization of context-specific independence in directed graphical models
We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such that unrestricted label sets determine which edges can be deleted from the underlying directed acyclic graph (DAG) for a given context. Several properties of these models are derived, including a generalization of the concept of Markov equivalence classes. Efficient Bayesian learning of LDAGs is enabled by introducing an LDAG-based factorization of the Dirichlet prior for the model parameters, such that the marginal likelihood can be calculated analytically. In addition, we develop a novel prior distribution for the model structures that can appropriately penalize a model for its labeling complexity. A non-reversible Markov chain Monte Carlo algorithm combined with a greedy hill climbing approach is used for illustrating the useful properties of LDAG models for both real and synthetic data sets.
[ "['Johan Pensar' 'Henrik Nyman' 'Timo Koski' 'Jukka Corander']", "Johan Pensar, Henrik Nyman, Timo Koski and Jukka Corander" ]
cs.NE cs.LG physics.data-an
10.1007/s00500-017-2525-7
1310.1250
null
null
http://arxiv.org/abs/1310.1250v1
2013-08-15T10:16:49Z
2013-08-15T10:16:49Z
Learning ambiguous functions by neural networks
It is not, in general, possible to have access to all variables that determine the behavior of a system. Having identified a number of variables whose values can be accessed, there may still be hidden variables which influence the dynamics of the system. The result is model ambiguity in the sense that, for the same (or very similar) input values, different objective outputs should have been obtained. In addition, the degree of ambiguity may vary widely across the whole range of input values. Thus, to evaluate the accuracy of a model it is of utmost importance to create a method to obtain the degree of reliability of each output result. In this paper we present such a scheme composed of two coupled artificial neural networks: the first one being responsible for outputting the predicted value, whereas the other evaluates the reliability of the output, which is learned from the error values of the first one. As an illustration, the scheme is applied to a model for tracking slopes in a straw chamber and to a credit scoring model.
[ "Rui Ligeiro and R. Vilela Mendes", "['Rui Ligeiro' 'R. Vilela Mendes']" ]
stat.ML cs.LG
10.1214/15-AOAS812
1310.1363
null
null
http://arxiv.org/abs/1310.1363v3
2015-09-15T07:57:08Z
2013-10-04T18:34:54Z
Weakly supervised clustering: Learning fine-grained signals from coarse labels
Consider a classification problem where we do not have access to labels for individual training examples, but only have average labels over subpopulations. We give practical examples of this setup and show how such a classification task can usefully be analyzed as a weakly supervised clustering problem. We propose three approaches to solving the weakly supervised clustering problem, including a latent variables model that performs well in our experiments. We illustrate our methods on an analysis of aggregated elections data and an industry data set that was the original motivation for this research.
[ "Stefan Wager, Alexander Blocker, Niall Cardin", "['Stefan Wager' 'Alexander Blocker' 'Niall Cardin']" ]
stat.ML cs.LG stat.ME
null
1310.1404
null
null
http://arxiv.org/pdf/1310.1404v1
2013-10-04T20:19:56Z
2013-10-04T20:19:56Z
Sequential Monte Carlo Bandits
In this paper we propose a flexible and efficient framework for handling multi-armed bandits, combining sequential Monte Carlo algorithms with hierarchical Bayesian modeling techniques. The framework naturally encompasses restless bandits, contextual bandits, and other bandit variants under a single inferential model. Despite the model's generality, we propose efficient Monte Carlo algorithms to make inference scalable, based on recent developments in sequential Monte Carlo methods. Through two simulation studies, the framework is shown to outperform other empirical methods, while also naturally scaling to more complex problems for which existing approaches can not cope. Additionally, we successfully apply our framework to online video-based advertising recommendation, and show its increased efficacy as compared to current state of the art bandit algorithms.
[ "['Michael Cherkassky' 'Luke Bornn']", "Michael Cherkassky and Luke Bornn" ]
stat.ML cs.LG
null
1310.1415
null
null
http://arxiv.org/pdf/1310.1415v1
2013-10-04T22:33:35Z
2013-10-04T22:33:35Z
Narrowing the Gap: Random Forests In Theory and In Practice
Despite widespread interest and practical use, the theoretical properties of random forests are still not well understood. In this paper we contribute to this understanding in two ways. We present a new theoretically tractable variant of random regression forests and prove that our algorithm is consistent. We also provide an empirical evaluation, comparing our algorithm and other theoretically tractable random forest models to the random forest algorithm used in practice. Our experiments provide insight into the relative importance of different simplifications that theoreticians have made to obtain tractable models for analysis.
[ "Misha Denil, David Matheson, Nando de Freitas", "['Misha Denil' 'David Matheson' 'Nando de Freitas']" ]
math.NA cs.LG stat.ML
null
1310.1502
null
null
http://arxiv.org/pdf/1310.1502v3
2014-05-15T16:32:14Z
2013-10-05T18:09:50Z
Randomized Approximation of the Gram Matrix: Exact Computation and Probabilistic Bounds
Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c >= rank(A) columns depend on the right singular vector matrix of A. For a Monte-Carlo matrix multiplication algorithm by Drineas et al. that samples outer products, we present probabilistic bounds for the 2-norm relative error due to randomization. The bounds depend on the stable rank or the rank of A, but not on the matrix dimensions. Numerical experiments illustrate that the bounds are informative, even for stringent success probabilities and matrices of small dimension. We also derive bounds for the smallest singular value and the condition number of matrices obtained by sampling rows from orthonormal matrices.
[ "John T. Holodnak, Ilse C. F. Ipsen", "['John T. Holodnak' 'Ilse C. F. Ipsen']" ]
cs.LG stat.ML
null
1310.1518
null
null
http://arxiv.org/pdf/1310.1518v1
2013-10-05T20:49:37Z
2013-10-05T20:49:37Z
Contraction Principle based Robust Iterative Algorithms for Machine Learning
Iterative algorithms are ubiquitous in the field of data mining. Widely known examples of such algorithms are the least mean square algorithm, backpropagation algorithm of neural networks. Our contribution in this paper is an improvement upon this iterative algorithms in terms of their respective performance metrics and robustness. This improvement is achieved by a new scaling factor which is multiplied to the error term. Our analysis shows that in essence, we are minimizing the corresponding LASSO cost function, which is the reason of its increased robustness. We also give closed form expressions for the number of iterations for convergence and the MSE floor of the original cost function for a minimum targeted value of the L1 norm. As a concluding theme based on the stochastic subgradient algorithm, we give a comparison between the well known Dantzig selector and our algorithm based on contraction principle. By these simulations we attempt to show the optimality of our approach for any widely used parent iterative optimization problem.
[ "['Rangeet Mitra' 'Amit Kumar Mishra']", "Rangeet Mitra, Amit Kumar Mishra" ]
stat.ME cs.LG stat.ML
10.1214/14-AOS1260
1310.1533
null
null
http://arxiv.org/abs/1310.1533v2
2014-12-01T12:31:45Z
2013-10-06T03:12:34Z
CAM: Causal additive models, high-dimensional order search and penalized regression
We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding the causal structure. We show that the former can be done with nonregularized (restricted) maximum likelihood estimation while the latter can be efficiently addressed using sparse regression techniques. Thus, we substantially simplify the problem of structure search and estimation for an important class of causal models. We establish consistency of the (restricted) maximum likelihood estimator for low- and high-dimensional scenarios, and we also allow for misspecification of the error distribution. Furthermore, we develop an efficient computational algorithm which can deal with many variables, and the new method's accuracy and performance is illustrated on simulated and real data.
[ "['Peter Bühlmann' 'Jonas Peters' 'Jan Ernest']", "Peter B\\\"uhlmann, Jonas Peters, Jan Ernest" ]