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.LG
null
1311.0707
null
null
http://arxiv.org/pdf/1311.0707v3
2014-02-14T15:15:43Z
2013-11-04T14:13:27Z
Generative Modelling for Unsupervised Score Calibration
Score calibration enables automatic speaker recognizers to make cost-effective accept / reject decisions. Traditional calibration requires supervised data, which is an expensive resource. We propose a 2-component GMM for unsupervised calibration and demonstrate good performance relative to a supervised baseline on NIST SRE'10 and SRE'12. A Bayesian analysis demonstrates that the uncertainty associated with the unsupervised calibration parameter estimates is surprisingly small.
[ "Niko Br\\\"ummer and Daniel Garcia-Romero", "['Niko Brümmer' 'Daniel Garcia-Romero']" ]
cs.LG
null
1311.0800
null
null
http://arxiv.org/pdf/1311.0800v1
2013-11-04T18:19:25Z
2013-11-04T18:19:25Z
Distributed Exploration in Multi-Armed Bandits
We study exploration in Multi-Armed Bandits in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computationally intensive, large-scale applications. Our results demonstrate a non-trivial tradeoff between the number of arm pulls required by each of the players, and the amount of communication between them. In particular, our main result shows that by allowing the $k$ players to communicate only once, they are able to learn $\sqrt{k}$ times faster than a single player. That is, distributing learning to $k$ players gives rise to a factor $\sqrt{k}$ parallel speed-up. We complement this result with a lower bound showing this is in general the best possible. On the other extreme, we present an algorithm that achieves the ideal factor $k$ speed-up in learning performance, with communication only logarithmic in $1/\epsilon$.
[ "['Eshcar Hillel' 'Zohar Karnin' 'Tomer Koren' 'Ronny Lempel' 'Oren Somekh']", "Eshcar Hillel, Zohar Karnin, Tomer Koren, Ronny Lempel, Oren Somekh" ]
cs.LG
null
1311.0914
null
null
http://arxiv.org/pdf/1311.0914v1
2013-11-04T22:06:40Z
2013-11-04T22:06:40Z
A Divide-and-Conquer Solver for Kernel Support Vector Machines
The kernel support vector machine (SVM) is one of the most widely used classification methods; however, the amount of computation required becomes the bottleneck when facing millions of samples. In this paper, we propose and analyze a novel divide-and-conquer solver for kernel SVMs (DC-SVM). In the division step, we partition the kernel SVM problem into smaller subproblems by clustering the data, so that each subproblem can be solved independently and efficiently. We show theoretically that the support vectors identified by the subproblem solution are likely to be support vectors of the entire kernel SVM problem, provided that the problem is partitioned appropriately by kernel clustering. In the conquer step, the local solutions from the subproblems are used to initialize a global coordinate descent solver, which converges quickly as suggested by our analysis. By extending this idea, we develop a multilevel Divide-and-Conquer SVM algorithm with adaptive clustering and early prediction strategy, which outperforms state-of-the-art methods in terms of training speed, testing accuracy, and memory usage. As an example, on the covtype dataset with half-a-million samples, DC-SVM is 7 times faster than LIBSVM in obtaining the exact SVM solution (to within $10^{-6}$ relative error) which achieves 96.15% prediction accuracy. Moreover, with our proposed early prediction strategy, DC-SVM achieves about 96% accuracy in only 12 minutes, which is more than 100 times faster than LIBSVM.
[ "Cho-Jui Hsieh and Si Si and Inderjit S. Dhillon", "['Cho-Jui Hsieh' 'Si Si' 'Inderjit S. Dhillon']" ]
cs.LG
null
1311.0989
null
null
http://arxiv.org/pdf/1311.0989v2
2014-05-23T12:02:06Z
2013-11-05T08:46:26Z
Large Margin Distribution Machine
Support vector machine (SVM) has been one of the most popular learning algorithms, with the central idea of maximizing the minimum margin, i.e., the smallest distance from the instances to the classification boundary. Recent theoretical results, however, disclosed that maximizing the minimum margin does not necessarily lead to better generalization performances, and instead, the margin distribution has been proven to be more crucial. In this paper, we propose the Large margin Distribution Machine (LDM), which tries to achieve a better generalization performance by optimizing the margin distribution. We characterize the margin distribution by the first- and second-order statistics, i.e., the margin mean and variance. The LDM is a general learning approach which can be used in any place where SVM can be applied, and its superiority is verified both theoretically and empirically in this paper.
[ "Teng Zhang, Zhi-Hua Zhou", "['Teng Zhang' 'Zhi-Hua Zhou']" ]
stat.ML cs.LG
null
1311.1040
null
null
http://arxiv.org/pdf/1311.1040v2
2016-12-28T02:09:17Z
2013-11-05T13:07:46Z
Combined Independent Component Analysis and Canonical Polyadic Decomposition via Joint Diagonalization
Recently, there has been a trend to combine independent component analysis and canonical polyadic decomposition (ICA-CPD) for an enhanced robustness for the computation of CPD, and ICA-CPD could be further converted into CPD of a 5th-order partially symmetric tensor, by calculating the eigenmatrices of the 4th-order cumulant slices of a trilinear mixture. In this study, we propose a new 5th-order CPD algorithm constrained with partial symmetry based on joint diagonalization. As the main steps involved in the proposed algorithm undergo no updating iterations for the loading matrices, it is much faster than the existing algorithm based on alternating least squares and enhanced line search, with competent performances. Simulation results are provided to demonstrate the performance of the proposed algorithm.
[ "Xiao-Feng Gong, Cheng-Yuan Wang, Ya-Na Hao, and Qiu-Hua Lin", "['Xiao-Feng Gong' 'Cheng-Yuan Wang' 'Ya-Na Hao' 'Qiu-Hua Lin']" ]
stat.ME cs.LG stat.ML
10.1080/01621459.2014.998762
1311.1189
null
null
http://arxiv.org/abs/1311.1189v1
2013-11-05T20:41:17Z
2013-11-05T20:41:17Z
Statistical Inference in Hidden Markov Models using $k$-segment Constraints
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marginals using the forward-backward (F-B) algorithm. In this article, we expand the amount of information we could obtain from the posterior distribution of an HMM by introducing linear-time dynamic programming algorithms that, we collectively call $k$-segment algorithms, that allow us to i) find MAP sequences, ii) compute posterior probabilities and iii) simulate sample paths conditional on a user specified number of segments, i.e. contiguous runs in a hidden state, possibly of a particular type. We illustrate the utility of these methods using simulated and real examples and highlight the application of prospective and retrospective use of these methods for fitting HMMs or exploring existing model fits.
[ "Michalis K. Titsias, Christopher Yau, Christopher C. Holmes", "['Michalis K. Titsias' 'Christopher Yau' 'Christopher C. Holmes']" ]
stat.ML cs.LG
null
1311.1354
null
null
http://arxiv.org/pdf/1311.1354v3
2015-07-16T08:37:23Z
2013-11-06T11:25:42Z
How to Center Binary Deep Boltzmann Machines
This work analyzes centered binary Restricted Boltzmann Machines (RBMs) and binary Deep Boltzmann Machines (DBMs), where centering is done by subtracting offset values from visible and hidden variables. We show analytically that (i) centering results in a different but equivalent parameterization for artificial neural networks in general, (ii) the expected performance of centered binary RBMs/DBMs is invariant under simultaneous flip of data and offsets, for any offset value in the range of zero to one, (iii) centering can be reformulated as a different update rule for normal binary RBMs/DBMs, and (iv) using the enhanced gradient is equivalent to setting the offset values to the average over model and data mean. Furthermore, numerical simulations suggest that (i) optimal generative performance is achieved by subtracting mean values from visible as well as hidden variables, (ii) centered RBMs/DBMs reach significantly higher log-likelihood values than normal binary RBMs/DBMs, (iii) centering variants whose offsets depend on the model mean, like the enhanced gradient, suffer from severe divergence problems, (iv) learning is stabilized if an exponentially moving average over the batch means is used for the offset values instead of the current batch mean, which also prevents the enhanced gradient from diverging, (v) centered RBMs/DBMs reach higher LL values than normal RBMs/DBMs while having a smaller norm of the weight matrix, (vi) centering leads to an update direction that is closer to the natural gradient and that the natural gradient is extremly efficient for training RBMs, (vii) centering dispense the need for greedy layer-wise pre-training of DBMs, (viii) furthermore we show that pre-training often even worsen the results independently whether centering is used or not, and (ix) centering is also beneficial for auto encoders.
[ "Jan Melchior, Asja Fischer, Laurenz Wiskott", "['Jan Melchior' 'Asja Fischer' 'Laurenz Wiskott']" ]
cs.CV cs.IR cs.LG
null
1311.1406
null
null
http://arxiv.org/pdf/1311.1406v1
2013-11-04T19:03:31Z
2013-11-04T19:03:31Z
TOP-SPIN: TOPic discovery via Sparse Principal component INterference
We propose a novel topic discovery algorithm for unlabeled images based on the bag-of-words (BoW) framework. We first extract a dictionary of visual words and subsequently for each image compute a visual word occurrence histogram. We view these histograms as rows of a large matrix from which we extract sparse principal components (PCs). Each PC identifies a sparse combination of visual words which co-occur frequently in some images but seldom appear in others. Each sparse PC corresponds to a topic, and images whose interference with the PC is high belong to that topic, revealing the common parts possessed by the images. We propose to solve the associated sparse PCA problems using an Alternating Maximization (AM) method, which we modify for purpose of efficiently extracting multiple PCs in a deflation scheme. Our approach attacks the maximization problem in sparse PCA directly and is scalable to high-dimensional data. Experiments on automatic topic discovery and category prediction demonstrate encouraging performance of our approach.
[ "Martin Tak\\'a\\v{c}, Selin Damla Ahipa\\c{s}ao\\u{g}lu, Ngai-Man Cheung,\n Peter Richt\\'arik", "['Martin Takáč' 'Selin Damla Ahipaşaoğlu' 'Ngai-Man Cheung'\n 'Peter Richtárik']" ]
cs.LG cs.CE q-bio.QM
null
1311.1422
null
null
http://arxiv.org/pdf/1311.1422v2
2013-11-12T19:17:57Z
2013-11-06T15:37:27Z
Structural Learning for Template-free Protein Folding
The thesis is aimed to solve the template-free protein folding problem by tackling two important components: efficient sampling in vast conformation space, and design of knowledge-based potentials with high accuracy. We have proposed the first-order and second-order CRF-Sampler to sample structures from the continuous local dihedral angles space by modeling the lower and higher order conditional dependency between neighboring dihedral angles given the primary sequence information. A framework combining the Conditional Random Fields and the energy function is introduced to guide the local conformation sampling using long range constraints with the energy function. The relationship between the sequence profile and the local dihedral angle distribution is nonlinear. Hence we proposed the CNF-Folder to model this complex relationship by applying a novel machine learning model Conditional Neural Fields which utilizes the structural graphical model with the neural network. CRF-Samplers and CNF-Folder perform very well in CASP8 and CASP9. Further, a novel pairwise distance statistical potential (EPAD) is designed to capture the dependency of the energy profile on the positions of the interacting amino acids as well as the types of those amino acids, opposing the common assumption that this energy profile depends only on the types of amino acids. EPAD has also been successfully applied in the CASP 10 Free Modeling experiment with CNF-Folder, especially outstanding on some uncommon structured targets.
[ "['Feng Zhao']", "Feng Zhao" ]
cs.CL cs.LG math.CT math.LO
null
1311.1539
null
null
http://arxiv.org/pdf/1311.1539v1
2013-11-06T22:06:15Z
2013-11-06T22:06:15Z
Category-Theoretic Quantitative Compositional Distributional Models of Natural Language Semantics
This thesis is about the problem of compositionality in distributional semantics. Distributional semantics presupposes that the meanings of words are a function of their occurrences in textual contexts. It models words as distributions over these contexts and represents them as vectors in high dimensional spaces. The problem of compositionality for such models concerns itself with how to produce representations for larger units of text by composing the representations of smaller units of text. This thesis focuses on a particular approach to this compositionality problem, namely using the categorical framework developed by Coecke, Sadrzadeh, and Clark, which combines syntactic analysis formalisms with distributional semantic representations of meaning to produce syntactically motivated composition operations. This thesis shows how this approach can be theoretically extended and practically implemented to produce concrete compositional distributional models of natural language semantics. It furthermore demonstrates that such models can perform on par with, or better than, other competing approaches in the field of natural language processing. There are three principal contributions to computational linguistics in this thesis. The first is to extend the DisCoCat framework on the syntactic front and semantic front, incorporating a number of syntactic analysis formalisms and providing learning procedures allowing for the generation of concrete compositional distributional models. The second contribution is to evaluate the models developed from the procedures presented here, showing that they outperform other compositional distributional models present in the literature. The third contribution is to show how using category theory to solve linguistic problems forms a sound basis for research, illustrated by examples of work on this topic, that also suggest directions for future research.
[ "Edward Grefenstette", "['Edward Grefenstette']" ]
cs.LG math.OC stat.ML
null
1311.1644
null
null
http://arxiv.org/pdf/1311.1644v1
2013-11-07T11:33:14Z
2013-11-07T11:33:14Z
The Maximum Entropy Relaxation Path
The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a third observed multinomial distribution. We study the entire relaxation path for this problem in detail. We show existence and a geometric description of the relaxation path. Specifically, we show that the maximum entropy relaxation path admits a planar geometric description as an increasing, piecewise linear function in the inverse relaxation parameter. We derive fast algorithms for tracking the path. In various realistic settings, our algorithms require $O(n\log(n))$ operations for probability distributions on $n$ points, making it possible to handle large problems. Once the path has been recovered, we show that given a validation set, the family of admissible models is reduced from an infinite family to a small, discrete set. We demonstrate the merits of our approach in experiments with synthetic data and discuss its potential for the estimation of compact n-gram language models.
[ "['Moshe Dubiner' 'Matan Gavish' 'Yoram Singer']", "Moshe Dubiner, Matan Gavish and Yoram Singer" ]
cs.IR cs.AI cs.LG stat.ML
null
1311.1704
null
null
http://arxiv.org/pdf/1311.1704v3
2014-05-20T19:19:30Z
2013-11-07T14:58:40Z
Scalable Recommendation with Poisson Factorization
We develop a Bayesian Poisson matrix factorization model for forming recommendations from sparse user behavior data. These data are large user/item matrices where each user has provided feedback on only a small subset of items, either explicitly (e.g., through star ratings) or implicitly (e.g., through views or purchases). In contrast to traditional matrix factorization approaches, Poisson factorization implicitly models each user's limited attention to consume items. Moreover, because of the mathematical form of the Poisson likelihood, the model needs only to explicitly consider the observed entries in the matrix, leading to both scalable computation and good predictive performance. We develop a variational inference algorithm for approximate posterior inference that scales up to massive data sets. This is an efficient algorithm that iterates over the observed entries and adjusts an approximate posterior over the user/item representations. We apply our method to large real-world user data containing users rating movies, users listening to songs, and users reading scientific papers. In all these settings, Bayesian Poisson factorization outperforms state-of-the-art matrix factorization methods.
[ "Prem Gopalan, Jake M. Hofman, David M. Blei", "['Prem Gopalan' 'Jake M. Hofman' 'David M. Blei']" ]
stat.ME cs.LG cs.SI physics.data-an stat.ML
null
1311.1731
null
null
http://arxiv.org/pdf/1311.1731v2
2013-11-08T04:09:51Z
2013-11-07T16:20:02Z
Stochastic blockmodel approximation of a graphon: Theory and consistent estimation
Non-parametric approaches for analyzing network data based on exchangeable graph models (ExGM) have recently gained interest. The key object that defines an ExGM is often referred to as a graphon. This non-parametric perspective on network modeling poses challenging questions on how to make inference on the graphon underlying observed network data. In this paper, we propose a computationally efficient procedure to estimate a graphon from a set of observed networks generated from it. This procedure is based on a stochastic blockmodel approximation (SBA) of the graphon. We show that, by approximating the graphon with a stochastic block model, the graphon can be consistently estimated, that is, the estimation error vanishes as the size of the graph approaches infinity.
[ "['Edoardo M Airoldi' 'Thiago B Costa' 'Stanley H Chan']", "Edoardo M Airoldi, Thiago B Costa, Stanley H Chan" ]
cs.LG cs.AI cs.NE cs.RO cs.SY
null
1311.1761
null
null
http://arxiv.org/pdf/1311.1761v1
2013-11-07T17:39:31Z
2013-11-07T17:39:31Z
Exploring Deep and Recurrent Architectures for Optimal Control
Sophisticated multilayer neural networks have achieved state of the art results on multiple supervised tasks. However, successful applications of such multilayer networks to control have so far been limited largely to the perception portion of the control pipeline. In this paper, we explore the application of deep and recurrent neural networks to a continuous, high-dimensional locomotion task, where the network is used to represent a control policy that maps the state of the system (represented by joint angles) directly to the torques at each joint. By using a recent reinforcement learning algorithm called guided policy search, we can successfully train neural network controllers with thousands of parameters, allowing us to compare a variety of architectures. We discuss the differences between the locomotion control task and previous supervised perception tasks, present experimental results comparing various architectures, and discuss future directions in the application of techniques from deep learning to the problem of optimal control.
[ "Sergey Levine", "['Sergey Levine']" ]
cs.NE cs.LG stat.ML
null
1311.1780
null
null
http://arxiv.org/pdf/1311.1780v7
2014-09-02T00:53:40Z
2013-11-07T18:30:37Z
Learned-Norm Pooling for Deep Feedforward and Recurrent Neural Networks
In this paper we propose and investigate a novel nonlinear unit, called $L_p$ unit, for deep neural networks. The proposed $L_p$ unit receives signals from several projections of a subset of units in the layer below and computes a normalized $L_p$ norm. We notice two interesting interpretations of the $L_p$ unit. First, the proposed unit can be understood as a generalization of a number of conventional pooling operators such as average, root-mean-square and max pooling widely used in, for instance, convolutional neural networks (CNN), HMAX models and neocognitrons. Furthermore, the $L_p$ unit is, to a certain degree, similar to the recently proposed maxout unit (Goodfellow et al., 2013) which achieved the state-of-the-art object recognition results on a number of benchmark datasets. Secondly, we provide a geometrical interpretation of the activation function based on which we argue that the $L_p$ unit is more efficient at representing complex, nonlinear separating boundaries. Each $L_p$ unit defines a superelliptic boundary, with its exact shape defined by the order $p$. We claim that this makes it possible to model arbitrarily shaped, curved boundaries more efficiently by combining a few $L_p$ units of different orders. This insight justifies the need for learning different orders for each unit in the model. We empirically evaluate the proposed $L_p$ units on a number of datasets and show that multilayer perceptrons (MLP) consisting of the $L_p$ units achieve the state-of-the-art results on a number of benchmark datasets. Furthermore, we evaluate the proposed $L_p$ unit on the recently proposed deep recurrent neural networks (RNN).
[ "['Caglar Gulcehre' 'Kyunghyun Cho' 'Razvan Pascanu' 'Yoshua Bengio']", "Caglar Gulcehre, Kyunghyun Cho, Razvan Pascanu and Yoshua Bengio" ]
cs.LG cs.GT
null
1311.1869
null
null
http://arxiv.org/pdf/1311.1869v1
2013-11-08T02:47:40Z
2013-11-08T02:47:40Z
Optimization, Learning, and Games with Predictable Sequences
We provide several applications of Optimistic Mirror Descent, an online learning algorithm based on the idea of predictable sequences. First, we recover the Mirror Prox algorithm for offline optimization, prove an extension to Holder-smooth functions, and apply the results to saddle-point type problems. Next, we prove that a version of Optimistic Mirror Descent (which has a close relation to the Exponential Weights algorithm) can be used by two strongly-uncoupled players in a finite zero-sum matrix game to converge to the minimax equilibrium at the rate of O((log T)/T). This addresses a question of Daskalakis et al 2011. Further, we consider a partial information version of the problem. We then apply the results to convex programming and exhibit a simple algorithm for the approximate Max Flow problem.
[ "['Alexander Rakhlin' 'Karthik Sridharan']", "Alexander Rakhlin and Karthik Sridharan" ]
cs.LG stat.ML
null
1311.1903
null
null
http://arxiv.org/pdf/1311.1903v1
2013-11-08T08:44:11Z
2013-11-08T08:44:11Z
Moment-based Uniform Deviation Bounds for $k$-means and Friends
Suppose $k$ centers are fit to $m$ points by heuristically minimizing the $k$-means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with $p\geq 4$ bounded moments; in particular, the difference between the sample cost and distribution cost decays with $m$ and $p$ as $m^{\min\{-1/4, -1/2+2/p\}}$. The essential technical contribution is a mechanism to uniformly control deviations in the face of unbounded parameter sets, cost functions, and source distributions. To further demonstrate this mechanism, a soft clustering variant of $k$-means cost is also considered, namely the log likelihood of a Gaussian mixture, subject to the constraint that all covariance matrices have bounded spectrum. Lastly, a rate with refined constants is provided for $k$-means instances possessing some cluster structure.
[ "['Matus Telgarsky' 'Sanjoy Dasgupta']", "Matus Telgarsky, Sanjoy Dasgupta" ]
cs.LG
null
1311.1958
null
null
http://arxiv.org/pdf/1311.1958v3
2014-05-20T19:14:08Z
2013-11-07T12:14:24Z
Constructing Time Series Shape Association Measures: Minkowski Distance and Data Standardization
It is surprising that last two decades many works in time series data mining and clustering were concerned with measures of similarity of time series but not with measures of association that can be used for measuring possible direct and inverse relationships between time series. Inverse relationships can exist between dynamics of prices and sell volumes, between growth patterns of competitive companies, between well production data in oilfields, between wind velocity and air pollution concentration etc. The paper develops a theoretical basis for analysis and construction of time series shape association measures. Starting from the axioms of time series shape association measures it studies the methods of construction of measures satisfying these axioms. Several general methods of construction of such measures suitable for measuring time series shape similarity and shape association are proposed. Time series shape association measures based on Minkowski distance and data standardization methods are considered. The cosine similarity and the Pearsons correlation coefficient are obtained as particular cases of the proposed general methods that can be used also for construction of new association measures in data analysis.
[ "['Ildar Batyrshin']", "Ildar Batyrshin" ]
cs.LG
10.1162/NECO_a_00600
1311.2097
null
null
http://arxiv.org/abs/1311.2097v3
2014-01-23T21:18:34Z
2013-11-08T22:25:26Z
Risk-sensitive Reinforcement Learning
We derive a family of risk-sensitive reinforcement learning methods for agents, who face sequential decision-making tasks in uncertain environments. By applying a utility function to the temporal difference (TD) error, nonlinear transformations are effectively applied not only to the received rewards but also to the true transition probabilities of the underlying Markov decision process. When appropriate utility functions are chosen, the agents' behaviors express key features of human behavior as predicted by prospect theory (Kahneman and Tversky, 1979), for example different risk-preferences for gains and losses as well as the shape of subjective probability curves. We derive a risk-sensitive Q-learning algorithm, which is necessary for modeling human behavior when transition probabilities are unknown, and prove its convergence. As a proof of principle for the applicability of the new framework we apply it to quantify human behavior in a sequential investment task. We find, that the risk-sensitive variant provides a significantly better fit to the behavioral data and that it leads to an interpretation of the subject's responses which is indeed consistent with prospect theory. The analysis of simultaneously measured fMRI signals show a significant correlation of the risk-sensitive TD error with BOLD signal change in the ventral striatum. In addition we find a significant correlation of the risk-sensitive Q-values with neural activity in the striatum, cingulate cortex and insula, which is not present if standard Q-values are used.
[ "Yun Shen, Michael J. Tobia, Tobias Sommer, Klaus Obermayer", "['Yun Shen' 'Michael J. Tobia' 'Tobias Sommer' 'Klaus Obermayer']" ]
cs.DS cs.DM cs.LG
null
1311.2110
null
null
http://arxiv.org/pdf/1311.2110v1
2013-11-08T23:42:34Z
2013-11-08T23:42:34Z
Curvature and Optimal Algorithms for Learning and Minimizing Submodular Functions
We investigate three related and important problems connected to machine learning: approximating a submodular function everywhere, learning a submodular function (in a PAC-like setting [53]), and constrained minimization of submodular functions. We show that the complexity of all three problems depends on the 'curvature' of the submodular function, and provide lower and upper bounds that refine and improve previous results [3, 16, 18, 52]. Our proof techniques are fairly generic. We either use a black-box transformation of the function (for approximation and learning), or a transformation of algorithms to use an appropriate surrogate function (for minimization). Curiously, curvature has been known to influence approximations for submodular maximization [7, 55], but its effect on minimization, approximation and learning has hitherto been open. We complete this picture, and also support our theoretical claims by empirical results.
[ "Rishabh Iyer, Stefanie Jegelka and Jeff Bilmes", "['Rishabh Iyer' 'Stefanie Jegelka' 'Jeff Bilmes']" ]
cs.LG
null
1311.2115
null
null
http://arxiv.org/pdf/1311.2115v7
2014-11-30T01:35:55Z
2013-11-09T00:54:37Z
Fast large-scale optimization by unifying stochastic gradient and quasi-Newton methods
We present an algorithm for minimizing a sum of functions that combines the computational efficiency of stochastic gradient descent (SGD) with the second order curvature information leveraged by quasi-Newton methods. We unify these disparate approaches by maintaining an independent Hessian approximation for each contributing function in the sum. We maintain computational tractability and limit memory requirements even for high dimensional optimization problems by storing and manipulating these quadratic approximations in a shared, time evolving, low dimensional subspace. Each update step requires only a single contributing function or minibatch evaluation (as in SGD), and each step is scaled using an approximate inverse Hessian and little to no adjustment of hyperparameters is required (as is typical for quasi-Newton methods). This algorithm contrasts with earlier stochastic second order techniques that treat the Hessian of each contributing function as a noisy approximation to the full Hessian, rather than as a target for direct estimation. We experimentally demonstrate improved convergence on seven diverse optimization problems. The algorithm is released as open source Python and MATLAB packages.
[ "Jascha Sohl-Dickstein, Ben Poole, Surya Ganguli", "['Jascha Sohl-Dickstein' 'Ben Poole' 'Surya Ganguli']" ]
cs.LG
null
1311.2137
null
null
http://arxiv.org/pdf/1311.2137v1
2013-11-09T06:15:15Z
2013-11-09T06:15:15Z
A Structured Prediction Approach for Missing Value Imputation
Missing value imputation is an important practical problem. There is a large body of work on it, but there does not exist any work that formulates the problem in a structured output setting. Also, most applications have constraints on the imputed data, for example on the distribution associated with each variable. None of the existing imputation methods use these constraints. In this paper we propose a structured output approach for missing value imputation that also incorporates domain constraints. We focus on large margin models, but it is easy to extend the ideas to probabilistic models. We deal with the intractable inference step in learning via a piecewise training technique that is simple, efficient, and effective. Comparison with existing state-of-the-art and baseline imputation methods shows that our method gives significantly improved performance on the Hamming loss measure.
[ "['Rahul Kidambi' 'Vinod Nair' 'Sundararajan Sellamanickam'\n 'S. Sathiya Keerthi']", "Rahul Kidambi, Vinod Nair, Sundararajan Sellamanickam, S. Sathiya\n Keerthi" ]
cs.LG
null
1311.2139
null
null
http://arxiv.org/pdf/1311.2139v1
2013-11-09T06:47:22Z
2013-11-09T06:47:22Z
Large Margin Semi-supervised Structured Output Learning
In structured output learning, obtaining labelled data for real-world applications is usually costly, while unlabelled examples are available in abundance. Semi-supervised structured classification has been developed to handle large amounts of unlabelled structured data. In this work, we consider semi-supervised structural SVMs with domain constraints. The optimization problem, which in general is not convex, contains the loss terms associated with the labelled and unlabelled examples along with the domain constraints. We propose a simple optimization approach, which alternates between solving a supervised learning problem and a constraint matching problem. Solving the constraint matching problem is difficult for structured prediction, and we propose an efficient and effective hill-climbing method to solve it. The alternating optimization is carried out within a deterministic annealing framework, which helps in effective constraint matching, and avoiding local minima which are not very useful. The algorithm is simple to implement and achieves comparable generalization performance on benchmark datasets.
[ "P. Balamurugan, Shirish Shevade, Sundararajan Sellamanickam", "['P. Balamurugan' 'Shirish Shevade' 'Sundararajan Sellamanickam']" ]
cs.IT cs.LG math.IT stat.ML
null
1311.2150
null
null
http://arxiv.org/pdf/1311.2150v1
2013-11-09T08:28:27Z
2013-11-09T08:28:27Z
Pattern-Coupled Sparse Bayesian Learning for Recovery of Block-Sparse Signals
We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the knowledge of the block structure is usually unavailable in practice. In this paper, we develop a new sparse Bayesian learning method for recovery of block-sparse signals with unknown cluster patterns. Specifically, a pattern-coupled hierarchical Gaussian prior model is introduced to characterize the statistical dependencies among coefficients, in which a set of hyperparameters are employed to control the sparsity of signal coefficients. Unlike the conventional sparse Bayesian learning framework in which each individual hyperparameter is associated independently with each coefficient, in this paper, the prior for each coefficient not only involves its own hyperparameter, but also the hyperparameters of its immediate neighbors. In doing this way, the sparsity patterns of neighboring coefficients are related to each other and the hierarchical model has the potential to encourage structured-sparse solutions. The hyperparameters, along with the sparse signal, are learned by maximizing their posterior probability via an expectation-maximization (EM) algorithm. Numerical results show that the proposed algorithm presents uniform superiority over other existing methods in a series of experiments.
[ "Jun Fang, Yanning Shen, Hongbin Li (IEEE), and Pu Wang", "['Jun Fang' 'Yanning Shen' 'Hongbin Li' 'Pu Wang']" ]
stat.ML cs.LG math.ST stat.TH
null
1311.2234
null
null
http://arxiv.org/pdf/1311.2234v2
2014-03-09T02:30:26Z
2013-11-10T00:44:01Z
FuSSO: Functional Shrinkage and Selection Operator
We present the FuSSO, a functional analogue to the LASSO, that efficiently finds a sparse set of functional input covariates to regress a real-valued response against. The FuSSO does so in a semi-parametric fashion, making no parametric assumptions about the nature of input functional covariates and assuming a linear form to the mapping of functional covariates to the response. We provide a statistical backing for use of the FuSSO via proof of asymptotic sparsistency under various conditions. Furthermore, we observe good results on both synthetic and real-world data.
[ "Junier B. Oliva, Barnabas Poczos, Timothy Verstynen, Aarti Singh, Jeff\n Schneider, Fang-Cheng Yeh, Wen-Yih Tseng", "['Junier B. Oliva' 'Barnabas Poczos' 'Timothy Verstynen' 'Aarti Singh'\n 'Jeff Schneider' 'Fang-Cheng Yeh' 'Wen-Yih Tseng']" ]
stat.ML cs.LG math.ST stat.TH
null
1311.2236
null
null
http://arxiv.org/pdf/1311.2236v2
2014-03-09T03:41:35Z
2013-11-10T01:17:19Z
Fast Distribution To Real Regression
We study the problem of distribution to real-value regression, where one aims to regress a mapping $f$ that takes in a distribution input covariate $P\in \mathcal{I}$ (for a non-parametric family of distributions $\mathcal{I}$) and outputs a real-valued response $Y=f(P) + \epsilon$. This setting was recently studied, and a "Kernel-Kernel" estimator was introduced and shown to have a polynomial rate of convergence. However, evaluating a new prediction with the Kernel-Kernel estimator scales as $\Omega(N)$. This causes the difficult situation where a large amount of data may be necessary for a low estimation risk, but the computation cost of estimation becomes infeasible when the data-set is too large. To this end, we propose the Double-Basis estimator, which looks to alleviate this big data problem in two ways: first, the Double-Basis estimator is shown to have a computation complexity that is independent of the number of of instances $N$ when evaluating new predictions after training; secondly, the Double-Basis estimator is shown to have a fast rate of convergence for a general class of mappings $f\in\mathcal{F}$.
[ "['Junier B. Oliva' 'Willie Neiswanger' 'Barnabas Poczos' 'Jeff Schneider'\n 'Eric Xing']", "Junier B. Oliva, Willie Neiswanger, Barnabas Poczos, Jeff Schneider,\n Eric Xing" ]
null
null
1311.2241
null
null
http://arxiv.org/pdf/1311.2241v1
2013-11-10T02:39:48Z
2013-11-10T02:39:48Z
Learning Gaussian Graphical Models with Observed or Latent FVSs
Gaussian Graphical Models (GGMs) or Gauss Markov random fields are widely used in many applications, and the trade-off between the modeling capacity and the efficiency of learning and inference has been an important research problem. In this paper, we study the family of GGMs with small feedback vertex sets (FVSs), where an FVS is a set of nodes whose removal breaks all the cycles. Exact inference such as computing the marginal distributions and the partition function has complexity $O(k^{2}n)$ using message-passing algorithms, where k is the size of the FVS, and n is the total number of nodes. We propose efficient structure learning algorithms for two cases: 1) All nodes are observed, which is useful in modeling social or flight networks where the FVS nodes often correspond to a small number of high-degree nodes, or hubs, while the rest of the networks is modeled by a tree. Regardless of the maximum degree, without knowing the full graph structure, we can exactly compute the maximum likelihood estimate in $O(kn^2+n^2log n)$ if the FVS is known or in polynomial time if the FVS is unknown but has bounded size. 2) The FVS nodes are latent variables, where structure learning is equivalent to decomposing a inverse covariance matrix (exactly or approximately) into the sum of a tree-structured matrix and a low-rank matrix. By incorporating efficient inference into the learning steps, we can obtain a learning algorithm using alternating low-rank correction with complexity $O(kn^{2}+n^{2}log n)$ per iteration. We also perform experiments using both synthetic data as well as real data of flight delays to demonstrate the modeling capacity with FVSs of various sizes.
[ "['Ying Liu' 'Alan S. Willsky']" ]
cs.CL cs.LG
null
1311.2252
null
null
http://arxiv.org/pdf/1311.2252v1
2013-11-10T09:15:16Z
2013-11-10T09:15:16Z
Semantic Sort: A Supervised Approach to Personalized Semantic Relatedness
We propose and study a novel supervised approach to learning statistical semantic relatedness models from subjectively annotated training examples. The proposed semantic model consists of parameterized co-occurrence statistics associated with textual units of a large background knowledge corpus. We present an efficient algorithm for learning such semantic models from a training sample of relatedness preferences. Our method is corpus independent and can essentially rely on any sufficiently large (unstructured) collection of coherent texts. Moreover, the approach facilitates the fitting of semantic models for specific users or groups of users. We present the results of extensive range of experiments from small to large scale, indicating that the proposed method is effective and competitive with the state-of-the-art.
[ "['Ran El-Yaniv' 'David Yanay']", "Ran El-Yaniv and David Yanay" ]
cs.LG
null
1311.2271
null
null
http://arxiv.org/pdf/1311.2271v1
2013-11-10T13:28:19Z
2013-11-10T13:28:19Z
More data speeds up training time in learning halfspaces over sparse vectors
The increased availability of data in recent years has led several authors to ask whether it is possible to use data as a {\em computational} resource. That is, if more data is available, beyond the sample complexity limit, is it possible to use the extra examples to speed up the computation time required to perform the learning task? We give the first positive answer to this question for a {\em natural supervised learning problem} --- we consider agnostic PAC learning of halfspaces over $3$-sparse vectors in $\{-1,1,0\}^n$. This class is inefficiently learnable using $O\left(n/\epsilon^2\right)$ examples. Our main contribution is a novel, non-cryptographic, methodology for establishing computational-statistical gaps, which allows us to show that, under a widely believed assumption that refuting random $\mathrm{3CNF}$ formulas is hard, it is impossible to efficiently learn this class using only $O\left(n/\epsilon^2\right)$ examples. We further show that under stronger hardness assumptions, even $O\left(n^{1.499}/\epsilon^2\right)$ examples do not suffice. On the other hand, we show a new algorithm that learns this class efficiently using $\tilde{\Omega}\left(n^2/\epsilon^2\right)$ examples. This formally establishes the tradeoff between sample and computational complexity for a natural supervised learning problem.
[ "['Amit Daniely' 'Nati Linial' 'Shai Shalev Shwartz']", "Amit Daniely, Nati Linial, Shai Shalev Shwartz" ]
cs.LG cs.CC
null
1311.2272
null
null
http://arxiv.org/pdf/1311.2272v2
2014-03-09T19:11:40Z
2013-11-10T13:35:50Z
From average case complexity to improper learning complexity
The basic problem in the PAC model of computational learning theory is to determine which hypothesis classes are efficiently learnable. There is presently a dearth of results showing hardness of learning problems. Moreover, the existing lower bounds fall short of the best known algorithms. The biggest challenge in proving complexity results is to establish hardness of {\em improper learning} (a.k.a. representation independent learning).The difficulty in proving lower bounds for improper learning is that the standard reductions from $\mathbf{NP}$-hard problems do not seem to apply in this context. There is essentially only one known approach to proving lower bounds on improper learning. It was initiated in (Kearns and Valiant 89) and relies on cryptographic assumptions. We introduce a new technique for proving hardness of improper learning, based on reductions from problems that are hard on average. We put forward a (fairly strong) generalization of Feige's assumption (Feige 02) about the complexity of refuting random constraint satisfaction problems. Combining this assumption with our new technique yields far reaching implications. In particular, 1. Learning $\mathrm{DNF}$'s is hard. 2. Agnostically learning halfspaces with a constant approximation ratio is hard. 3. Learning an intersection of $\omega(1)$ halfspaces is hard.
[ "Amit Daniely, Nati Linial, Shai Shalev-Shwartz", "['Amit Daniely' 'Nati Linial' 'Shai Shalev-Shwartz']" ]
cs.LG
null
1311.2276
null
null
http://arxiv.org/pdf/1311.2276v1
2013-11-10T14:17:47Z
2013-11-10T14:17:47Z
A Quantitative Evaluation Framework for Missing Value Imputation Algorithms
We consider the problem of quantitatively evaluating missing value imputation algorithms. Given a dataset with missing values and a choice of several imputation algorithms to fill them in, there is currently no principled way to rank the algorithms using a quantitative metric. We develop a framework based on treating imputation evaluation as a problem of comparing two distributions and show how it can be used to compute quantitative metrics. We present an efficient procedure for applying this framework to practical datasets, demonstrate several metrics derived from the existing literature on comparing distributions, and propose a new metric called Neighborhood-based Dissimilarity Score which is fast to compute and provides similar results. Results are shown on several datasets, metrics, and imputations algorithms.
[ "['Vinod Nair' 'Rahul Kidambi' 'Sundararajan Sellamanickam'\n 'S. Sathiya Keerthi' 'Johannes Gehrke' 'Vijay Narayanan']", "Vinod Nair, Rahul Kidambi, Sundararajan Sellamanickam, S. Sathiya\n Keerthi, Johannes Gehrke, Vijay Narayanan" ]
cs.LG
null
1311.2334
null
null
http://arxiv.org/pdf/1311.2334v4
2014-01-29T20:08:17Z
2013-11-11T02:37:16Z
Embed and Conquer: Scalable Embeddings for Kernel k-Means on MapReduce
The kernel $k$-means is an effective method for data clustering which extends the commonly-used $k$-means algorithm to work on a similarity matrix over complex data structures. The kernel $k$-means algorithm is however computationally very complex as it requires the complete data matrix to be calculated and stored. Further, the kernelized nature of the kernel $k$-means algorithm hinders the parallelization of its computations on modern infrastructures for distributed computing. In this paper, we are defining a family of kernel-based low-dimensional embeddings that allows for scaling kernel $k$-means on MapReduce via an efficient and unified parallelization strategy. Afterwards, we propose two methods for low-dimensional embedding that adhere to our definition of the embedding family. Exploiting the proposed parallelization strategy, we present two scalable MapReduce algorithms for kernel $k$-means. We demonstrate the effectiveness and efficiency of the proposed algorithms through an empirical evaluation on benchmark data sets.
[ "['Ahmed Elgohary' 'Ahmed K. Farahat' 'Mohamed S. Kamel' 'Fakhri Karray']", "Ahmed Elgohary, Ahmed K. Farahat, Mohamed S. Kamel, Fakhri Karray" ]
cs.LG
null
1311.2378
null
null
http://arxiv.org/pdf/1311.2378v1
2013-11-11T08:26:09Z
2013-11-11T08:26:09Z
An Empirical Evaluation of Sequence-Tagging Trainers
The task of assigning label sequences to a set of observed sequences is common in computational linguistics. Several models for sequence labeling have been proposed over the last few years. Here, we focus on discriminative models for sequence labeling. Many batch and online (updating model parameters after visiting each example) learning algorithms have been proposed in the literature. On large datasets, online algorithms are preferred as batch learning methods are slow. These online algorithms were designed to solve either a primal or a dual problem. However, there has been no systematic comparison of these algorithms in terms of their speed, generalization performance (accuracy/likelihood) and their ability to achieve steady state generalization performance fast. With this aim, we compare different algorithms and make recommendations, useful for a practitioner. We conclude that the selection of an algorithm for sequence labeling depends on the evaluation criterion used and its implementation simplicity.
[ "['P. Balamurugan' 'Shirish Shevade' 'S. Sundararajan' 'S. S Keerthi']", "P. Balamurugan, Shirish Shevade, S. Sundararajan and S. S Keerthi" ]
math.ST cs.LG stat.ML stat.TH
null
1311.2483
null
null
http://arxiv.org/pdf/1311.2483v1
2013-11-11T16:30:06Z
2013-11-11T16:30:06Z
Global Sensitivity Analysis with Dependence Measures
Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we introduce a new class of sensitivity indices based on dependence measures which overcomes these insufficiencies. Our approach originates from the idea to compare the output distribution with its conditional counterpart when one of the input variables is fixed. We establish that this comparison yields previously proposed indices when it is performed with Csiszar f-divergences, as well as sensitivity indices which are well-known dependence measures between random variables. This leads us to investigate completely new sensitivity indices based on recent state-of-the-art dependence measures, such as distance correlation and the Hilbert-Schmidt independence criterion. We also emphasize the potential of feature selection techniques relying on such dependence measures as alternatives to screening in high dimension.
[ "['Sébastien Da Veiga']", "S\\'ebastien Da Veiga (IFPEN, - M\\'ethodes d'Analyse Stochastique des\n Codes et Traitements Num\\'eriques)" ]
cs.DS cs.LG
null
1311.2495
null
null
http://arxiv.org/pdf/1311.2495v4
2015-02-03T23:43:37Z
2013-11-11T16:47:25Z
The Noisy Power Method: A Meta Algorithm with Applications
We provide a new robust convergence analysis of the well-known power method for computing the dominant singular vectors of a matrix that we call the noisy power method. Our result characterizes the convergence behavior of the algorithm when a significant amount noise is introduced after each matrix-vector multiplication. The noisy power method can be seen as a meta-algorithm that has recently found a number of important applications in a broad range of machine learning problems including alternating minimization for matrix completion, streaming principal component analysis (PCA), and privacy-preserving spectral analysis. Our general analysis subsumes several existing ad-hoc convergence bounds and resolves a number of open problems in multiple applications including streaming PCA and privacy-preserving singular vector computation.
[ "['Moritz Hardt' 'Eric Price']", "Moritz Hardt and Eric Price" ]
cs.LG stat.ML
null
1311.2503
null
null
http://arxiv.org/pdf/1311.2503v1
2013-11-11T17:05:22Z
2013-11-11T17:05:22Z
Predictable Feature Analysis
Every organism in an environment, whether biological, robotic or virtual, must be able to predict certain aspects of its environment in order to survive or perform whatever task is intended. It needs a model that is capable of estimating the consequences of possible actions, so that planning, control, and decision-making become feasible. For scientific purposes, such models are usually created in a problem specific manner using differential equations and other techniques from control- and system-theory. In contrast to that, we aim for an unsupervised approach that builds up the desired model in a self-organized fashion. Inspired by Slow Feature Analysis (SFA), our approach is to extract sub-signals from the input, that behave as predictable as possible. These "predictable features" are highly relevant for modeling, because predictability is a desired property of the needed consequence-estimating model by definition. In our approach, we measure predictability with respect to a certain prediction model. We focus here on the solution of the arising optimization problem and present a tractable algorithm based on algebraic methods which we call Predictable Feature Analysis (PFA). We prove that the algorithm finds the globally optimal signal, if this signal can be predicted with low error. To deal with cases where the optimal signal has a significant prediction error, we provide a robust, heuristically motivated variant of the algorithm and verify it empirically. Additionally, we give formal criteria a prediction-model must meet to be suitable for measuring predictability in the PFA setting and also provide a suitable default-model along with a formal proof that it meets these criteria.
[ "['Stefan Richthofer' 'Laurenz Wiskott']", "Stefan Richthofer, Laurenz Wiskott" ]
cs.LG stat.ML
null
1311.2547
null
null
http://arxiv.org/pdf/1311.2547v4
2014-07-30T23:40:04Z
2013-11-11T19:50:51Z
Learning Mixtures of Linear Classifiers
We consider a discriminative learning (regression) problem, whereby the regression function is a convex combination of k linear classifiers. Existing approaches are based on the EM algorithm, or similar techniques, without provable guarantees. We develop a simple method based on spectral techniques and a `mirroring' trick, that discovers the subspace spanned by the classifiers' parameter vectors. Under a probabilistic assumption on the feature vector distribution, we prove that this approach has nearly optimal statistical efficiency.
[ "Yuekai Sun, Stratis Ioannidis, Andrea Montanari", "['Yuekai Sun' 'Stratis Ioannidis' 'Andrea Montanari']" ]
cs.LG cs.DC stat.ML
null
1311.2663
null
null
http://arxiv.org/pdf/1311.2663v5
2014-02-01T14:35:04Z
2013-11-12T02:36:03Z
DinTucker: Scaling up Gaussian process models on multidimensional arrays with billions of elements
Infinite Tucker Decomposition (InfTucker) and random function prior models, as nonparametric Bayesian models on infinite exchangeable arrays, are more powerful models than widely-used multilinear factorization methods including Tucker and PARAFAC decomposition, (partly) due to their capability of modeling nonlinear relationships between array elements. Despite their great predictive performance and sound theoretical foundations, they cannot handle massive data due to a prohibitively high training time. To overcome this limitation, we present Distributed Infinite Tucker (DINTUCKER), a large-scale nonlinear tensor decomposition algorithm on MAPREDUCE. While maintaining the predictive accuracy of InfTucker, it is scalable on massive data. DINTUCKER is based on a new hierarchical Bayesian model that enables local training of InfTucker on subarrays and information integration from all local training results. We use distributed stochastic gradient descent, coupled with variational inference, to train this model. We apply DINTUCKER to multidimensional arrays with billions of elements from applications in the "Read the Web" project (Carlson et al., 2010) and in information security and compare it with the state-of-the-art large-scale tensor decomposition method, GigaTensor. On both datasets, DINTUCKER achieves significantly higher prediction accuracy with less computational time.
[ "['Shandian Zhe' 'Yuan Qi' 'Youngja Park' 'Ian Molloy' 'Suresh Chari']", "Shandian Zhe and Yuan Qi and Youngja Park and Ian Molloy and Suresh\n Chari" ]
cs.NI cs.CR cs.LG
10.5121/csit.2013.3704
1311.2677
null
null
http://arxiv.org/abs/1311.2677v1
2013-11-12T05:32:48Z
2013-11-12T05:32:48Z
Sampling Based Approaches to Handle Imbalances in Network Traffic Dataset for Machine Learning Techniques
Network traffic data is huge, varying and imbalanced because various classes are not equally distributed. Machine learning (ML) algorithms for traffic analysis uses the samples from this data to recommend the actions to be taken by the network administrators as well as training. Due to imbalances in dataset, it is difficult to train machine learning algorithms for traffic analysis and these may give biased or false results leading to serious degradation in performance of these algorithms. Various techniques can be applied during sampling to minimize the effect of imbalanced instances. In this paper various sampling techniques have been analysed in order to compare the decrease in variation in imbalances of network traffic datasets sampled for these algorithms. Various parameters like missing classes in samples, probability of sampling of the different instances have been considered for comparison.
[ "Raman Singh, Harish Kumar and R.K. Singla", "['Raman Singh' 'Harish Kumar' 'R. K. Singla']" ]
stat.ML cs.LG cs.SI math.ST physics.soc-ph stat.TH
null
1311.2694
null
null
http://arxiv.org/pdf/1311.2694v2
2013-11-20T05:40:00Z
2013-11-12T07:00:13Z
Hypothesis Testing for Automated Community Detection in Networks
Community detection in networks is a key exploratory tool with applications in a diverse set of areas, ranging from finding communities in social and biological networks to identifying link farms in the World Wide Web. The problem of finding communities or clusters in a network has received much attention from statistics, physics and computer science. However, most clustering algorithms assume knowledge of the number of clusters k. In this paper we propose to automatically determine k in a graph generated from a Stochastic Blockmodel. Our main contribution is twofold; first, we theoretically establish the limiting distribution of the principal eigenvalue of the suitably centered and scaled adjacency matrix, and use that distribution for our hypothesis test. Secondly, we use this test to design a recursive bipartitioning algorithm. Using quantifiable classification tasks on real world networks with ground truth, we show that our algorithm outperforms existing probabilistic models for learning overlapping clusters, and on unlabeled networks, we show that we uncover nested community structure.
[ "Peter J. Bickel, Purnamrita Sarkar", "['Peter J. Bickel' 'Purnamrita Sarkar']" ]
cs.NE cs.LG
null
1311.2746
null
null
http://arxiv.org/pdf/1311.2746v1
2013-11-12T12:03:40Z
2013-11-12T12:03:40Z
Deep neural networks for single channel source separation
In this paper, a novel approach for single channel source separation (SCSS) using a deep neural network (DNN) architecture is introduced. Unlike previous studies in which DNN and other classifiers were used for classifying time-frequency bins to obtain hard masks for each source, we use the DNN to classify estimated source spectra to check for their validity during separation. In the training stage, the training data for the source signals are used to train a DNN. In the separation stage, the trained DNN is utilized to aid in estimation of each source in the mixed signal. Single channel source separation problem is formulated as an energy minimization problem where each source spectra estimate is encouraged to fit the trained DNN model and the mixed signal spectrum is encouraged to be written as a weighted sum of the estimated source spectra. The proposed approach works regardless of the energy scale differences between the source signals in the training and separation stages. Nonnegative matrix factorization (NMF) is used to initialize the DNN estimate for each source. The experimental results show that using DNN initialized by NMF for source separation improves the quality of the separated signal compared with using NMF for source separation.
[ "Emad M. Grais, Mehmet Umut Sen, Hakan Erdogan", "['Emad M. Grais' 'Mehmet Umut Sen' 'Hakan Erdogan']" ]
math.ST cs.LG stat.TH
null
1311.2799
null
null
http://arxiv.org/pdf/1311.2799v1
2013-11-12T14:53:51Z
2013-11-12T14:53:51Z
Aggregation of Affine Estimators
We consider the problem of aggregating a general collection of affine estimators for fixed design regression. Relevant examples include some commonly used statistical estimators such as least squares, ridge and robust least squares estimators. Dalalyan and Salmon (2012) have established that, for this problem, exponentially weighted (EW) model selection aggregation leads to sharp oracle inequalities in expectation, but similar bounds in deviation were not previously known. While results indicate that the same aggregation scheme may not satisfy sharp oracle inequalities with high probability, we prove that a weaker notion of oracle inequality for EW that holds with high probability. Moreover, using a generalization of the newly introduced $Q$-aggregation scheme we also prove sharp oracle inequalities that hold with high probability. Finally, we apply our results to universal aggregation and show that our proposed estimator leads simultaneously to all the best known bounds for aggregation, including $\ell_q$-aggregation, $q \in (0,1)$, with high probability.
[ "['Dong Dai' 'Philippe Rigollet' 'Lucy Xia' 'Tong Zhang']", "Dong Dai, Philippe Rigollet, Lucy Xia and Tong Zhang" ]
stat.ML cs.LG
null
1311.2838
null
null
http://arxiv.org/pdf/1311.2838v2
2014-05-10T10:45:51Z
2013-11-12T17:05:04Z
A PAC-Bayesian bound for Lifelong Learning
Transfer learning has received a lot of attention in the machine learning community over the last years, and several effective algorithms have been developed. However, relatively little is known about their theoretical properties, especially in the setting of lifelong learning, where the goal is to transfer information to tasks for which no data have been observed so far. In this work we study lifelong learning from a theoretical perspective. Our main result is a PAC-Bayesian generalization bound that offers a unified view on existing paradigms for transfer learning, such as the transfer of parameters or the transfer of low-dimensional representations. We also use the bound to derive two principled lifelong learning algorithms, and we show that these yield results comparable with existing methods.
[ "Anastasia Pentina and Christoph H. Lampert", "['Anastasia Pentina' 'Christoph H. Lampert']" ]
cs.LG cs.NA
null
1311.2854
null
null
http://arxiv.org/pdf/1311.2854v3
2015-05-12T14:39:32Z
2013-11-12T17:42:34Z
Spectral Clustering via the Power Method -- Provably
Spectral clustering is one of the most important algorithms in data mining and machine intelligence; however, its computational complexity limits its application to truly large scale data analysis. The computational bottleneck in spectral clustering is computing a few of the top eigenvectors of the (normalized) Laplacian matrix corresponding to the graph representing the data to be clustered. One way to speed up the computation of these eigenvectors is to use the "power method" from the numerical linear algebra literature. Although the power method has been empirically used to speed up spectral clustering, the theory behind this approach, to the best of our knowledge, remains unexplored. This paper provides the \emph{first} such rigorous theoretical justification, arguing that a small number of power iterations suffices to obtain near-optimal partitionings using the approximate eigenvectors. Specifically, we prove that solving the $k$-means clustering problem on the approximate eigenvectors obtained via the power method gives an additive-error approximation to solving the $k$-means problem on the optimal eigenvectors.
[ "Christos Boutsidis and Alex Gittens and Prabhanjan Kambadur", "['Christos Boutsidis' 'Alex Gittens' 'Prabhanjan Kambadur']" ]
cs.LG cs.SI stat.ML
null
1311.2889
null
null
http://arxiv.org/pdf/1311.2889v1
2013-11-01T14:24:32Z
2013-11-01T14:24:32Z
Reinforcement Learning for Matrix Computations: PageRank as an Example
Reinforcement learning has gained wide popularity as a technique for simulation-driven approximate dynamic programming. A less known aspect is that the very reasons that make it effective in dynamic programming can also be leveraged for using it for distributed schemes for certain matrix computations involving non-negative matrices. In this spirit, we propose a reinforcement learning algorithm for PageRank computation that is fashioned after analogous schemes for approximate dynamic programming. The algorithm has the advantage of ease of distributed implementation and more importantly, of being model-free, i.e., not dependent on any specific assumptions about the transition probabilities in the random web-surfer model. We analyze its convergence and finite time behavior and present some supporting numerical experiments.
[ "Vivek S. Borkar and Adwaitvedant S. Mathkar", "['Vivek S. Borkar' 'Adwaitvedant S. Mathkar']" ]
cs.LG cs.DS stat.ML
null
1311.2891
null
null
http://arxiv.org/pdf/1311.2891v3
2014-02-18T03:34:38Z
2013-11-12T19:21:03Z
The More, the Merrier: the Blessing of Dimensionality for Learning Large Gaussian Mixtures
In this paper we show that very large mixtures of Gaussians are efficiently learnable in high dimension. More precisely, we prove that a mixture with known identical covariance matrices whose number of components is a polynomial of any fixed degree in the dimension n is polynomially learnable as long as a certain non-degeneracy condition on the means is satisfied. It turns out that this condition is generic in the sense of smoothed complexity, as soon as the dimensionality of the space is high enough. Moreover, we prove that no such condition can possibly exist in low dimension and the problem of learning the parameters is generically hard. In contrast, much of the existing work on Gaussian Mixtures relies on low-dimensional projections and thus hits an artificial barrier. Our main result on mixture recovery relies on a new "Poissonization"-based technique, which transforms a mixture of Gaussians to a linear map of a product distribution. The problem of learning this map can be efficiently solved using some recent results on tensor decompositions and Independent Component Analysis (ICA), thus giving an algorithm for recovering the mixture. In addition, we combine our low-dimensional hardness results for Gaussian mixtures with Poissonization to show how to embed difficult instances of low-dimensional Gaussian mixtures into the ICA setting, thus establishing exponential information-theoretic lower bounds for underdetermined ICA in low dimension. To the best of our knowledge, this is the first such result in the literature. In addition to contributing to the problem of Gaussian mixture learning, we believe that this work is among the first steps toward better understanding the rare phenomenon of the "blessing of dimensionality" in the computational aspects of statistical inference.
[ "['Joseph Anderson' 'Mikhail Belkin' 'Navin Goyal' 'Luis Rademacher'\n 'James Voss']", "Joseph Anderson, Mikhail Belkin, Navin Goyal, Luis Rademacher, James\n Voss" ]
stat.ML cs.LG stat.ME
null
1311.2971
null
null
http://arxiv.org/pdf/1311.2971v1
2013-11-12T22:15:26Z
2013-11-12T22:15:26Z
Approximate Inference in Continuous Determinantal Point Processes
Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete setting admits an efficient sampling algorithm based on the eigendecomposition of the defining kernel matrix. Recently, there has been growing interest in using DPPs defined on continuous spaces. While the discrete-DPP sampler extends formally to the continuous case, computationally, the steps required are not tractable in general. In this paper, we present two efficient DPP sampling schemes that apply to a wide range of kernel functions: one based on low rank approximations via Nystrom and random Fourier feature techniques and another based on Gibbs sampling. We demonstrate the utility of continuous DPPs in repulsive mixture modeling and synthesizing human poses spanning activity spaces.
[ "Raja Hafiz Affandi, Emily B. Fox, Ben Taskar", "['Raja Hafiz Affandi' 'Emily B. Fox' 'Ben Taskar']" ]
stat.ML cs.CC cs.IT cs.LG math.IT
null
1311.2972
null
null
http://arxiv.org/pdf/1311.2972v2
2014-05-17T19:38:34Z
2013-11-12T22:15:35Z
Learning Mixtures of Discrete Product Distributions using Spectral Decompositions
We study the problem of learning a distribution from samples, when the underlying distribution is a mixture of product distributions over discrete domains. This problem is motivated by several practical applications such as crowd-sourcing, recommendation systems, and learning Boolean functions. The existing solutions either heavily rely on the fact that the number of components in the mixtures is finite or have sample/time complexity that is exponential in the number of components. In this paper, we introduce a polynomial time/sample complexity method for learning a mixture of $r$ discrete product distributions over $\{1, 2, \dots, \ell\}^n$, for general $\ell$ and $r$. We show that our approach is statistically consistent and further provide finite sample guarantees. We use techniques from the recent work on tensor decompositions for higher-order moment matching. A crucial step in these moment matching methods is to construct a certain matrix and a certain tensor with low-rank spectral decompositions. These tensors are typically estimated directly from the samples. The main challenge in learning mixtures of discrete product distributions is that these low-rank tensors cannot be obtained directly from the sample moments. Instead, we reduce the tensor estimation problem to: $a$) estimating a low-rank matrix using only off-diagonal block elements; and $b$) estimating a tensor using a small number of linear measurements. Leveraging on recent developments in matrix completion, we give an alternating minimization based method to estimate the low-rank matrix, and formulate the tensor completion problem as a least-squares problem.
[ "Prateek Jain and Sewoong Oh", "['Prateek Jain' 'Sewoong Oh']" ]
cs.LG
null
1311.2987
null
null
http://arxiv.org/pdf/1311.2987v1
2013-11-13T00:11:09Z
2013-11-13T00:11:09Z
Learning Input and Recurrent Weight Matrices in Echo State Networks
Echo State Networks (ESNs) are a special type of the temporally deep network model, the Recurrent Neural Network (RNN), where the recurrent matrix is carefully designed and both the recurrent and input matrices are fixed. An ESN uses the linearity of the activation function of the output units to simplify the learning of the output matrix. In this paper, we devise a special technique that take advantage of this linearity in the output units of an ESN, to learn the input and recurrent matrices. This has not been done in earlier ESNs due to their well known difficulty in learning those matrices. Compared to the technique of BackPropagation Through Time (BPTT) in learning general RNNs, our proposed method exploits linearity of activation function in the output units to formulate the relationships amongst the various matrices in an RNN. These relationships results in the gradient of the cost function having an analytical form and being more accurate. This would enable us to compute the gradients instead of obtaining them by recursion as in BPTT. Experimental results on phone state classification show that learning one or both the input and recurrent matrices in an ESN yields superior results compared to traditional ESNs that do not learn these matrices, especially when longer time steps are used.
[ "['Hamid Palangi' 'Li Deng' 'Rabab K Ward']", "Hamid Palangi, Li Deng, Rabab K Ward" ]
stat.ML cs.LG
null
1311.3001
null
null
http://arxiv.org/pdf/1311.3001v1
2013-11-13T02:23:34Z
2013-11-13T02:23:34Z
Informed Source Separation: A Bayesian Tutorial
Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In this tutorial I will discuss the Bayesian approach to the source separation problem. This approach has a specific advantage in that it requires the designer to explicitly describe the signal model in addition to any other information or assumptions that go into the problem description. This leads naturally to the idea of informed source separation, where the algorithm design incorporates relevant information about the specific problem. This approach promises to enable researchers to design their own high-quality algorithms that are specifically tailored to the problem at hand.
[ "Kevin H. Knuth", "['Kevin H. Knuth']" ]
cs.LG
null
1311.3157
null
null
http://arxiv.org/pdf/1311.3157v1
2013-11-12T17:25:29Z
2013-11-12T17:25:29Z
Multiple Closed-Form Local Metric Learning for K-Nearest Neighbor Classifier
Many researches have been devoted to learn a Mahalanobis distance metric, which can effectively improve the performance of kNN classification. Most approaches are iterative and computational expensive and linear rigidity still critically limits metric learning algorithm to perform better. We proposed a computational economical framework to learn multiple metrics in closed-form.
[ "['Jianbo Ye']", "Jianbo Ye" ]
cs.LG stat.ML
null
1311.3287
null
null
http://arxiv.org/pdf/1311.3287v2
2013-12-08T01:58:58Z
2013-11-13T20:42:21Z
Nonparametric Estimation of Multi-View Latent Variable Models
Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to mixtures of discrete or Gaussian distributions. In this paper, we propose a kernel method for learning multi-view latent variable models, allowing each mixture component to be nonparametric. The key idea of the method is to embed the joint distribution of a multi-view latent variable into a reproducing kernel Hilbert space, and then the latent parameters are recovered using a robust tensor power method. We establish that the sample complexity for the proposed method is quadratic in the number of latent components and is a low order polynomial in the other relevant parameters. Thus, our non-parametric tensor approach to learning latent variable models enjoys good sample and computational efficiencies. Moreover, the non-parametric tensor power method compares favorably to EM algorithm and other existing spectral algorithms in our experiments.
[ "['Le Song' 'Animashree Anandkumar' 'Bo Dai' 'Bo Xie']", "Le Song, Animashree Anandkumar, Bo Dai, Bo Xie" ]
cs.LG stat.ML
null
1311.3315
null
null
http://arxiv.org/pdf/1311.3315v3
2014-05-13T14:24:33Z
2013-11-13T21:33:05Z
Sparse Matrix Factorization
We investigate the problem of factorizing a matrix into several sparse matrices and propose an algorithm for this under randomness and sparsity assumptions. This problem can be viewed as a simplification of the deep learning problem where finding a factorization corresponds to finding edges in different layers and values of hidden units. We prove that under certain assumptions for a sparse linear deep network with $n$ nodes in each layer, our algorithm is able to recover the structure of the network and values of top layer hidden units for depths up to $\tilde O(n^{1/6})$. We further discuss the relation among sparse matrix factorization, deep learning, sparse recovery and dictionary learning.
[ "Behnam Neyshabur, Rina Panigrahy", "['Behnam Neyshabur' 'Rina Panigrahy']" ]
stat.ML cs.AI cs.LG
null
1311.3368
null
null
http://arxiv.org/pdf/1311.3368v1
2013-11-14T02:39:45Z
2013-11-14T02:39:45Z
Anytime Belief Propagation Using Sparse Domains
Belief Propagation has been widely used for marginal inference, however it is slow on problems with large-domain variables and high-order factors. Previous work provides useful approximations to facilitate inference on such models, but lacks important anytime properties such as: 1) providing accurate and consistent marginals when stopped early, 2) improving the approximation when run longer, and 3) converging to the fixed point of BP. To this end, we propose a message passing algorithm that works on sparse (partially instantiated) domains, and converges to consistent marginals using dynamic message scheduling. The algorithm grows the sparse domains incrementally, selecting the next value to add using prioritization schemes based on the gradients of the marginal inference objective. Our experiments demonstrate local anytime consistency and fast convergence, providing significant speedups over BP to obtain low-error marginals: up to 25 times on grid models, and up to 6 times on a real-world natural language processing task.
[ "['Sameer Singh' 'Sebastian Riedel' 'Andrew McCallum']", "Sameer Singh and Sebastian Riedel and Andrew McCallum" ]
cs.LG stat.ML
null
1311.3494
null
null
http://arxiv.org/pdf/1311.3494v6
2014-10-28T13:25:09Z
2013-11-14T13:21:15Z
Fundamental Limits of Online and Distributed Algorithms for Statistical Learning and Estimation
Many machine learning approaches are characterized by information constraints on how they interact with the training data. These include memory and sequential access constraints (e.g. fast first-order methods to solve stochastic optimization problems); communication constraints (e.g. distributed learning); partial access to the underlying data (e.g. missing features and multi-armed bandits) and more. However, currently we have little understanding how such information constraints fundamentally affect our performance, independent of the learning problem semantics. For example, are there learning problems where any algorithm which has small memory footprint (or can use any bounded number of bits from each example, or has certain communication constraints) will perform worse than what is possible without such constraints? In this paper, we describe how a single set of results implies positive answers to the above, for several different settings.
[ "['Ohad Shamir']", "Ohad Shamir" ]
cs.DS cs.LG stat.ML
null
1311.3651
null
null
http://arxiv.org/pdf/1311.3651v4
2014-01-20T06:19:39Z
2013-11-14T20:49:55Z
Smoothed Analysis of Tensor Decompositions
Low rank tensor decompositions are a powerful tool for learning generative models, and uniqueness results give them a significant advantage over matrix decomposition methods. However, tensors pose significant algorithmic challenges and tensors analogs of much of the matrix algebra toolkit are unlikely to exist because of hardness results. Efficient decomposition in the overcomplete case (where rank exceeds dimension) is particularly challenging. We introduce a smoothed analysis model for studying these questions and develop an efficient algorithm for tensor decomposition in the highly overcomplete case (rank polynomial in the dimension). In this setting, we show that our algorithm is robust to inverse polynomial error -- a crucial property for applications in learning since we are only allowed a polynomial number of samples. While algorithms are known for exact tensor decomposition in some overcomplete settings, our main contribution is in analyzing their stability in the framework of smoothed analysis. Our main technical contribution is to show that tensor products of perturbed vectors are linearly independent in a robust sense (i.e. the associated matrix has singular values that are at least an inverse polynomial). This key result paves the way for applying tensor methods to learning problems in the smoothed setting. In particular, we use it to obtain results for learning multi-view models and mixtures of axis-aligned Gaussians where there are many more "components" than dimensions. The assumption here is that the model is not adversarially chosen, formalized by a perturbation of model parameters. We believe this an appealing way to analyze realistic instances of learning problems, since this framework allows us to overcome many of the usual limitations of using tensor methods.
[ "Aditya Bhaskara, Moses Charikar, Ankur Moitra and Aravindan\n Vijayaraghavan", "['Aditya Bhaskara' 'Moses Charikar' 'Ankur Moitra'\n 'Aravindan Vijayaraghavan']" ]
cs.SI cs.LG
null
1311.3669
null
null
http://arxiv.org/pdf/1311.3669v1
2013-11-14T21:01:15Z
2013-11-14T21:01:15Z
Scalable Influence Estimation in Continuous-Time Diffusion Networks
If a piece of information is released from a media site, can it spread, in 1 month, to a million web pages? This influence estimation problem is very challenging since both the time-sensitive nature of the problem and the issue of scalability need to be addressed simultaneously. In this paper, we propose a randomized algorithm for influence estimation in continuous-time diffusion networks. Our algorithm can estimate the influence of every node in a network with |V| nodes and |E| edges to an accuracy of $\varepsilon$ using $n=O(1/\varepsilon^2)$ randomizations and up to logarithmic factors O(n|E|+n|V|) computations. When used as a subroutine in a greedy influence maximization algorithm, our proposed method is guaranteed to find a set of nodes with an influence of at least (1-1/e)OPT-2$\varepsilon$, where OPT is the optimal value. Experiments on both synthetic and real-world data show that the proposed method can easily scale up to networks of millions of nodes while significantly improves over previous state-of-the-arts in terms of the accuracy of the estimated influence and the quality of the selected nodes in maximizing the influence.
[ "['Nan Du' 'Le Song' 'Manuel Gomez Rodriguez' 'Hongyuan Zha']", "Nan Du, Le Song, Manuel Gomez Rodriguez, Hongyuan Zha" ]
cs.LG cs.AI
null
1311.3735
null
null
http://arxiv.org/pdf/1311.3735v1
2013-11-15T06:14:15Z
2013-11-15T06:14:15Z
Ensemble Relational Learning based on Selective Propositionalization
Dealing with structured data needs the use of expressive representation formalisms that, however, puts the problem to deal with the computational complexity of the machine learning process. Furthermore, real world domains require tools able to manage their typical uncertainty. Many statistical relational learning approaches try to deal with these problems by combining the construction of relevant relational features with a probabilistic tool. When the combination is static (static propositionalization), the constructed features are considered as boolean features and used offline as input to a statistical learner; while, when the combination is dynamic (dynamic propositionalization), the feature construction and probabilistic tool are combined into a single process. In this paper we propose a selective propositionalization method that search the optimal set of relational features to be used by a probabilistic learner in order to minimize a loss function. The new propositionalization approach has been combined with the random subspace ensemble method. Experiments on real-world datasets shows the validity of the proposed method.
[ "Nicola Di Mauro and Floriana Esposito", "['Nicola Di Mauro' 'Floriana Esposito']" ]
stat.ML cs.LG q-bio.NC
null
1311.3859
null
null
http://arxiv.org/pdf/1311.3859v2
2013-11-20T12:26:50Z
2013-11-15T14:19:31Z
Mapping cognitive ontologies to and from the brain
Imaging neuroscience links brain activation maps to behavior and cognition via correlational studies. Due to the nature of the individual experiments, based on eliciting neural response from a small number of stimuli, this link is incomplete, and unidirectional from the causal point of view. To come to conclusions on the function implied by the activation of brain regions, it is necessary to combine a wide exploration of the various brain functions and some inversion of the statistical inference. Here we introduce a methodology for accumulating knowledge towards a bidirectional link between observed brain activity and the corresponding function. We rely on a large corpus of imaging studies and a predictive engine. Technically, the challenges are to find commonality between the studies without denaturing the richness of the corpus. The key elements that we contribute are labeling the tasks performed with a cognitive ontology, and modeling the long tail of rare paradigms in the corpus. To our knowledge, our approach is the first demonstration of predicting the cognitive content of completely new brain images. To that end, we propose a method that predicts the experimental paradigms across different studies.
[ "Yannick Schwartz (INRIA Saclay - Ile de France, NEUROSPIN), Bertrand\n Thirion (INRIA Saclay - Ile de France, NEUROSPIN), Ga\\\"el Varoquaux (INRIA\n Saclay - Ile de France, LNAO)", "['Yannick Schwartz' 'Bertrand Thirion' 'Gaël Varoquaux']" ]
cs.AI cs.LG
null
1311.3959
null
null
http://arxiv.org/pdf/1311.3959v4
2016-05-01T12:27:39Z
2013-11-15T19:40:58Z
Clustering Markov Decision Processes For Continual Transfer
We present algorithms to effectively represent a set of Markov decision processes (MDPs), whose optimal policies have already been learned, by a smaller source subset for lifelong, policy-reuse-based transfer learning in reinforcement learning. This is necessary when the number of previous tasks is large and the cost of measuring similarity counteracts the benefit of transfer. The source subset forms an `$\epsilon$-net' over the original set of MDPs, in the sense that for each previous MDP $M_p$, there is a source $M^s$ whose optimal policy has $<\epsilon$ regret in $M_p$. Our contributions are as follows. We present EXP-3-Transfer, a principled policy-reuse algorithm that optimally reuses a given source policy set when learning for a new MDP. We present a framework to cluster the previous MDPs to extract a source subset. The framework consists of (i) a distance $d_V$ over MDPs to measure policy-based similarity between MDPs; (ii) a cost function $g(\cdot)$ that uses $d_V$ to measure how good a particular clustering is for generating useful source tasks for EXP-3-Transfer and (iii) a provably convergent algorithm, MHAV, for finding the optimal clustering. We validate our algorithms through experiments in a surveillance domain.
[ "['M. M. Hassan Mahmud' 'Majd Hawasly' 'Benjamin Rosman'\n 'Subramanian Ramamoorthy']", "M. M. Hassan Mahmud, Majd Hawasly, Benjamin Rosman, Subramanian\n Ramamoorthy" ]
cs.AI cs.LG
null
1311.4086
null
null
http://arxiv.org/pdf/1311.4086v1
2013-11-16T18:13:42Z
2013-11-16T18:13:42Z
A hybrid decision support system : application on healthcare
Many systems based on knowledge, especially expert systems for medical decision support have been developed. Only systems are based on production rules, and cannot learn and evolve only by updating them. In addition, taking into account several criteria induces an exorbitant number of rules to be injected into the system. It becomes difficult to translate medical knowledge or a support decision as a simple rule. Moreover, reasoning based on generic cases became classic and can even reduce the range of possible solutions. To remedy that, we propose an approach based on using a multi-criteria decision guided by a case-based reasoning (CBR) approach.
[ "['Abdelhak Mansoul' 'Baghdad Atmani' 'Sofia Benbelkacem']", "Abdelhak Mansoul, Baghdad Atmani, Sofia Benbelkacem" ]
cs.LG cs.DC cs.IR stat.ML
null
1311.4150
null
null
http://arxiv.org/pdf/1311.4150v1
2013-11-17T11:52:42Z
2013-11-17T11:52:42Z
Towards Big Topic Modeling
To solve the big topic modeling problem, we need to reduce both time and space complexities of batch latent Dirichlet allocation (LDA) algorithms. Although parallel LDA algorithms on the multi-processor architecture have low time and space complexities, their communication costs among processors often scale linearly with the vocabulary size and the number of topics, leading to a serious scalability problem. To reduce the communication complexity among processors for a better scalability, we propose a novel communication-efficient parallel topic modeling architecture based on power law, which consumes orders of magnitude less communication time when the number of topics is large. We combine the proposed communication-efficient parallel architecture with the online belief propagation (OBP) algorithm referred to as POBP for big topic modeling tasks. Extensive empirical results confirm that POBP has the following advantages to solve the big topic modeling problem: 1) high accuracy, 2) communication-efficient, 3) fast speed, and 4) constant memory usage when compared with recent state-of-the-art parallel LDA algorithms on the multi-processor architecture.
[ "['Jian-Feng Yan' 'Jia Zeng' 'Zhi-Qiang Liu' 'Yang Gao']", "Jian-Feng Yan, Jia Zeng, Zhi-Qiang Liu, Yang Gao" ]
cs.CV cs.LG
null
1311.4158
null
null
http://arxiv.org/pdf/1311.4158v5
2014-03-11T19:56:59Z
2013-11-17T13:22:44Z
Unsupervised Learning of Invariant Representations in Hierarchical Architectures
The present phase of Machine Learning is characterized by supervised learning algorithms relying on large sets of labeled examples ($n \to \infty$). The next phase is likely to focus on algorithms capable of learning from very few labeled examples ($n \to 1$), like humans seem able to do. We propose an approach to this problem and describe the underlying theory, based on the unsupervised, automatic learning of a ``good'' representation for supervised learning, characterized by small sample complexity ($n$). We consider the case of visual object recognition though the theory applies to other domains. The starting point is the conjecture, proved in specific cases, that image representations which are invariant to translations, scaling and other transformations can considerably reduce the sample complexity of learning. We prove that an invariant and unique (discriminative) signature can be computed for each image patch, $I$, in terms of empirical distributions of the dot-products between $I$ and a set of templates stored during unsupervised learning. A module performing filtering and pooling, like the simple and complex cells described by Hubel and Wiesel, can compute such estimates. Hierarchical architectures consisting of this basic Hubel-Wiesel moduli inherit its properties of invariance, stability, and discriminability while capturing the compositional organization of the visual world in terms of wholes and parts. The theory extends existing deep learning convolutional architectures for image and speech recognition. It also suggests that the main computational goal of the ventral stream of visual cortex is to provide a hierarchical representation of new objects/images which is invariant to transformations, stable, and discriminative for recognition---and that this representation may be continuously learned in an unsupervised way during development and visual experience.
[ "['Fabio Anselmi' 'Joel Z. Leibo' 'Lorenzo Rosasco' 'Jim Mutch'\n 'Andrea Tacchetti' 'Tomaso Poggio']", "Fabio Anselmi, Joel Z. Leibo, Lorenzo Rosasco, Jim Mutch, Andrea\n Tacchetti, Tomaso Poggio" ]
cs.LG
null
1311.4235
null
null
http://arxiv.org/pdf/1311.4235v1
2013-11-18T00:48:14Z
2013-11-18T00:48:14Z
On the definition of a general learning system with user-defined operators
In this paper, we push forward the idea of machine learning systems whose operators can be modified and fine-tuned for each problem. This allows us to propose a learning paradigm where users can write (or adapt) their operators, according to the problem, data representation and the way the information should be navigated. To achieve this goal, data instances, background knowledge, rules, programs and operators are all written in the same functional language, Erlang. Since changing operators affect how the search space needs to be explored, heuristics are learnt as a result of a decision process based on reinforcement learning where each action is defined as a choice of operator and rule. As a result, the architecture can be seen as a 'system for writing machine learning systems' or to explore new operators where the policy reuse (as a kind of transfer learning) is allowed. States and actions are represented in a Q matrix which is actually a table, from which a supervised model is learnt. This makes it possible to have a more flexible mapping between old and new problems, since we work with an abstraction of rules and actions. We include some examples sharing reuse and the application of the system gErl to IQ problems. In order to evaluate gErl, we will test it against some structured problems: a selection of IQ test tasks and some experiments on some structured prediction problems (list patterns).
[ "['Fernando Martínez-Plumed' 'Cèsar Ferri' 'José Hernández-Orallo'\n 'María-José Ramírez-Quintana']", "Fernando Mart\\'inez-Plumed and C\\`esar Ferri and Jos\\'e\n Hern\\'andez-Orallo and Mar\\'ia-Jos\\'e Ram\\'irez-Quintana" ]
cs.LG cs.NA cs.RO math.OC
null
1311.4296
null
null
http://arxiv.org/pdf/1311.4296v1
2013-11-18T08:48:13Z
2013-11-18T08:48:13Z
Reflection methods for user-friendly submodular optimization
Recently, it has become evident that submodularity naturally captures widely occurring concepts in machine learning, signal processing and computer vision. Consequently, there is need for efficient optimization procedures for submodular functions, especially for minimization problems. While general submodular minimization is challenging, we propose a new method that exploits existing decomposability of submodular functions. In contrast to previous approaches, our method is neither approximate, nor impractical, nor does it need any cumbersome parameter tuning. Moreover, it is easy to implement and parallelize. A key component of our method is a formulation of the discrete submodular minimization problem as a continuous best approximation problem that is solved through a sequence of reflections, and its solution can be easily thresholded to obtain an optimal discrete solution. This method solves both the continuous and discrete formulations of the problem, and therefore has applications in learning, inference, and reconstruction. In our experiments, we illustrate the benefits of our method on two image segmentation tasks.
[ "Stefanie Jegelka, Francis Bach (INRIA Paris - Rocquencourt, LIENS),\n Suvrit Sra (MPI)", "['Stefanie Jegelka' 'Francis Bach' 'Suvrit Sra']" ]
cs.AI cs.LG
null
1311.4319
null
null
http://arxiv.org/pdf/1311.4319v1
2013-11-18T10:22:53Z
2013-11-18T10:22:53Z
Ranking Algorithms by Performance
A common way of doing algorithm selection is to train a machine learning model and predict the best algorithm from a portfolio to solve a particular problem. While this method has been highly successful, choosing only a single algorithm has inherent limitations -- if the choice was bad, no remedial action can be taken and parallelism cannot be exploited, to name but a few problems. In this paper, we investigate how to predict the ranking of the portfolio algorithms on a particular problem. This information can be used to choose the single best algorithm, but also to allocate resources to the algorithms according to their rank. We evaluate a range of approaches to predict the ranking of a set of algorithms on a problem. We furthermore introduce a framework for categorizing ranking predictions that allows to judge the expressiveness of the predictive output. Our experimental evaluation demonstrates on a range of data sets from the literature that it is beneficial to consider the relationship between algorithms when predicting rankings. We furthermore show that relatively naive approaches deliver rankings of good quality already.
[ "['Lars Kotthoff']", "Lars Kotthoff" ]
cs.LG cs.SY physics.data-an stat.ML
null
1311.4468
null
null
http://arxiv.org/pdf/1311.4468v3
2014-04-01T15:52:02Z
2013-11-18T17:31:48Z
Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control of fully-actuated mechanical systems
This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of configurations and noisy estimates of configuration derivatives. In contrast to previous work that has used stochastic processes for identification, we leverage the structural knowledge afforded by Lagrangian mechanics and learn the drift and control input matrix functions of the control-affine system separately. We utilise feedback-linearisation to reduce, in expectation, the uncertain nonlinear control problem to one that is easy to regulate in a desired manner. Thereby, our method combines the flexibility of nonparametric Bayesian learning with epistemological guarantees on the expected closed-loop trajectory. We illustrate our method in the context of torque-actuated pendula where the dynamics are learned with a combination of normal and log-normal processes.
[ "Jan-Peter Calliess, Antonis Papachristodoulou and Stephen J. Roberts", "['Jan-Peter Calliess' 'Antonis Papachristodoulou' 'Stephen J. Roberts']" ]
stat.ML cs.LG
null
1311.4472
null
null
http://arxiv.org/pdf/1311.4472v2
2013-12-06T22:02:14Z
2013-11-18T17:56:28Z
A Component Lasso
We propose a new sparse regression method called the component lasso, based on a simple idea. The method uses the connected-components structure of the sample covariance matrix to split the problem into smaller ones. It then solves the subproblems separately, obtaining a coefficient vector for each one. Then, it uses non-negative least squares to recombine the different vectors into a single solution. This step is useful in selecting and reweighting components that are correlated with the response. Simulated and real data examples show that the component lasso can outperform standard regression methods such as the lasso and elastic net, achieving a lower mean squared error as well as better support recovery.
[ "Nadine Hussami and Robert Tibshirani", "['Nadine Hussami' 'Robert Tibshirani']" ]
cs.LG
null
1311.4486
null
null
http://arxiv.org/pdf/1311.4486v2
2013-11-26T03:20:56Z
2013-11-18T18:41:20Z
Discriminative Density-ratio Estimation
The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community is to reweight the training samples to minimize that discrepancy. In specific, many methods are based on developing Density-ratio (DR) estimation techniques that apply to both regression and classification problems. Although these methods work well for regression problems, their performance on classification problems is not satisfactory. This is due to a key observation that these methods focus on matching the sample marginal distributions without paying attention to preserving the separation between classes in the reweighted space. In this paper, we propose a novel method for Discriminative Density-ratio (DDR) estimation that addresses the aforementioned problem and aims at estimating the density-ratio of joint distributions in a class-wise manner. The proposed algorithm is an iterative procedure that alternates between estimating the class information for the test data and estimating new density ratio for each class. To incorporate the estimated class information of the test data, a soft matching technique is proposed. In addition, we employ an effective criterion which adopts mutual information as an indicator to stop the iterative procedure while resulting in a decision boundary that lies in a sparse region. Experiments on synthetic and benchmark datasets demonstrate the superiority of the proposed method in terms of both accuracy and robustness.
[ "Yun-Qian Miao, Ahmed K. Farahat, Mohamed S. Kamel", "['Yun-Qian Miao' 'Ahmed K. Farahat' 'Mohamed S. Kamel']" ]
cs.AI cs.LG cs.LO
null
1311.4639
null
null
http://arxiv.org/pdf/1311.4639v1
2013-11-19T07:39:58Z
2013-11-19T07:39:58Z
Post-Proceedings of the First International Workshop on Learning and Nonmonotonic Reasoning
Knowledge Representation and Reasoning and Machine Learning are two important fields in AI. Nonmonotonic logic programming (NMLP) and Answer Set Programming (ASP) provide formal languages for representing and reasoning with commonsense knowledge and realize declarative problem solving in AI. On the other side, Inductive Logic Programming (ILP) realizes Machine Learning in logic programming, which provides a formal background to inductive learning and the techniques have been applied to the fields of relational learning and data mining. Generally speaking, NMLP and ASP realize nonmonotonic reasoning while lack the ability of learning. By contrast, ILP realizes inductive learning while most techniques have been developed under the classical monotonic logic. With this background, some researchers attempt to combine techniques in the context of nonmonotonic ILP. Such combination will introduce a learning mechanism to programs and would exploit new applications on the NMLP side, while on the ILP side it will extend the representation language and enable us to use existing solvers. Cross-fertilization between learning and nonmonotonic reasoning can also occur in such as the use of answer set solvers for ILP, speed-up learning while running answer set solvers, learning action theories, learning transition rules in dynamical systems, abductive learning, learning biological networks with inhibition, and applications involving default and negation. This workshop is the first attempt to provide an open forum for the identification of problems and discussion of possible collaborations among researchers with complementary expertise. The workshop was held on September 15th of 2013 in Corunna, Spain. This post-proceedings contains five technical papers (out of six accepted papers) and the abstract of the invited talk by Luc De Raedt.
[ "Katsumi Inoue and Chiaki Sakama (Editors)", "['Katsumi Inoue' 'Chiaki Sakama']" ]
cs.LG cs.IT cs.NA math.IT stat.ML
null
1311.4643
null
null
http://arxiv.org/pdf/1311.4643v1
2013-11-19T08:00:50Z
2013-11-19T08:00:50Z
Near-Optimal Entrywise Sampling for Data Matrices
We consider the problem of selecting non-zero entries of a matrix $A$ in order to produce a sparse sketch of it, $B$, that minimizes $\|A-B\|_2$. For large $m \times n$ matrices, such that $n \gg m$ (for example, representing $n$ observations over $m$ attributes) we give sampling distributions that exhibit four important properties. First, they have closed forms computable from minimal information regarding $A$. Second, they allow sketching of matrices whose non-zeros are presented to the algorithm in arbitrary order as a stream, with $O(1)$ computation per non-zero. Third, the resulting sketch matrices are not only sparse, but their non-zero entries are highly compressible. Lastly, and most importantly, under mild assumptions, our distributions are provably competitive with the optimal offline distribution. Note that the probabilities in the optimal offline distribution may be complex functions of all the entries in the matrix. Therefore, regardless of computational complexity, the optimal distribution might be impossible to compute in the streaming model.
[ "Dimitris Achlioptas, Zohar Karnin, Edo Liberty", "['Dimitris Achlioptas' 'Zohar Karnin' 'Edo Liberty']" ]
stat.ML cs.DC cs.LG stat.CO
null
1311.4780
null
null
http://arxiv.org/pdf/1311.4780v2
2014-03-21T04:25:50Z
2013-11-19T15:23:04Z
Asymptotically Exact, Embarrassingly Parallel MCMC
Communication costs, resulting from synchronization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which subsets of data are processed independently, with very little communication. First, we arbitrarily partition data onto multiple machines. Then, on each machine, any classical MCMC method (e.g., Gibbs sampling) may be used to draw samples from a posterior distribution given the data subset. Finally, the samples from each machine are combined to form samples from the full posterior. This embarrassingly parallel algorithm allows each machine to act independently on a subset of the data (without communication) until the final combination stage. We prove that our algorithm generates asymptotically exact samples and empirically demonstrate its ability to parallelize burn-in and sampling in several models.
[ "Willie Neiswanger, Chong Wang, Eric Xing", "['Willie Neiswanger' 'Chong Wang' 'Eric Xing']" ]
cs.LG stat.ML
null
1311.4803
null
null
http://arxiv.org/pdf/1311.4803v2
2014-02-06T20:07:49Z
2013-11-19T16:56:55Z
Beating the Minimax Rate of Active Learning with Prior Knowledge
Active learning refers to the learning protocol where the learner is allowed to choose a subset of instances for labeling. Previous studies have shown that, compared with passive learning, active learning is able to reduce the label complexity exponentially if the data are linearly separable or satisfy the Tsybakov noise condition with parameter $\kappa=1$. In this paper, we propose a novel active learning algorithm using a convex surrogate loss, with the goal to broaden the cases for which active learning achieves an exponential improvement. We make use of a convex loss not only because it reduces the computational cost, but more importantly because it leads to a tight bound for the empirical process (i.e., the difference between the empirical estimation and the expectation) when the current solution is close to the optimal one. Under the assumption that the norm of the optimal classifier that minimizes the convex risk is available, our analysis shows that the introduction of the convex surrogate loss yields an exponential reduction in the label complexity even when the parameter $\kappa$ of the Tsybakov noise is larger than $1$. To the best of our knowledge, this is the first work that improves the minimax rate of active learning by utilizing certain priori knowledge.
[ "['Lijun Zhang' 'Mehrdad Mahdavi' 'Rong Jin']", "Lijun Zhang and Mehrdad Mahdavi and Rong Jin" ]
stat.ML cs.LG
null
1311.4825
null
null
http://arxiv.org/pdf/1311.4825v3
2015-06-08T13:27:19Z
2013-11-19T18:29:19Z
Gaussian Process Optimization with Mutual Information
In this paper, we analyze a generic algorithm scheme for sequential global optimization using Gaussian processes. The upper bounds we derive on the cumulative regret for this generic algorithm improve by an exponential factor the previously known bounds for algorithms like GP-UCB. We also introduce the novel Gaussian Process Mutual Information algorithm (GP-MI), which significantly improves further these upper bounds for the cumulative regret. We confirm the efficiency of this algorithm on synthetic and real tasks against the natural competitor, GP-UCB, and also the Expected Improvement heuristic.
[ "['Emile Contal' 'Vianney Perchet' 'Nicolas Vayatis']", "Emile Contal, Vianney Perchet, Nicolas Vayatis" ]
stat.ML cs.LG
10.1016/j.patrec.2014.08.013
1311.4833
null
null
http://arxiv.org/abs/1311.4833v1
2013-11-19T18:46:59Z
2013-11-19T18:46:59Z
Domain Adaptation of Majority Votes via Perturbed Variation-based Label Transfer
We tackle the PAC-Bayesian Domain Adaptation (DA) problem. This arrives when one desires to learn, from a source distribution, a good weighted majority vote (over a set of classifiers) on a different target distribution. In this context, the disagreement between classifiers is known crucial to control. In non-DA supervised setting, a theoretical bound - the C-bound - involves this disagreement and leads to a majority vote learning algorithm: MinCq. In this work, we extend MinCq to DA by taking advantage of an elegant divergence between distribution called the Perturbed Varation (PV). Firstly, justified by a new formulation of the C-bound, we provide to MinCq a target sample labeled thanks to a PV-based self-labeling focused on regions where the source and target marginal distributions are closer. Secondly, we propose an original process for tuning the hyperparameters. Our framework shows very promising results on a toy problem.
[ "['Emilie Morvant']", "Emilie Morvant (IST Austria)" ]
cs.LG cs.DS
null
1311.5022
null
null
http://arxiv.org/pdf/1311.5022v3
2015-09-30T16:43:29Z
2013-11-20T11:39:26Z
Extended Formulations for Online Linear Bandit Optimization
On-line linear optimization on combinatorial action sets (d-dimensional actions) with bandit feedback, is known to have complexity in the order of the dimension of the problem. The exponential weighted strategy achieves the best known regret bound that is of the order of $d^{2}\sqrt{n}$ (where $d$ is the dimension of the problem, $n$ is the time horizon). However, such strategies are provably suboptimal or computationally inefficient. The complexity is attributed to the combinatorial structure of the action set and the dearth of efficient exploration strategies of the set. Mirror descent with entropic regularization function comes close to solving this problem by enforcing a meticulous projection of weights with an inherent boundary condition. Entropic regularization in mirror descent is the only known way of achieving a logarithmic dependence on the dimension. Here, we argue otherwise and recover the original intuition of exponential weighting by borrowing a technique from discrete optimization and approximation algorithms called `extended formulation'. Such formulations appeal to the underlying geometry of the set with a guaranteed logarithmic dependence on the dimension underpinned by an information theoretic entropic analysis.
[ "Shaona Ghosh, Adam Prugel-Bennett", "['Shaona Ghosh' 'Adam Prugel-Bennett']" ]
cs.LG
null
1311.5068
null
null
http://arxiv.org/pdf/1311.5068v1
2013-11-20T14:31:00Z
2013-11-20T14:31:00Z
Gromov-Hausdorff stability of linkage-based hierarchical clustering methods
A hierarchical clustering method is stable if small perturbations on the data set produce small perturbations in the result. These perturbations are measured using the Gromov-Hausdorff metric. We study the problem of stability on linkage-based hierarchical clustering methods. We obtain that, under some basic conditions, standard linkage-based methods are semi-stable. This means that they are stable if the input data is close enough to an ultrametric space. We prove that, apart from exotic examples, introducing any unchaining condition in the algorithm always produces unstable methods.
[ "A. Mart\\'inez-P\\'erez", "['A. Martínez-Pérez']" ]
cs.LG stat.ML
null
1311.5422
null
null
http://arxiv.org/pdf/1311.5422v2
2013-11-22T04:49:54Z
2013-11-20T16:45:51Z
Sparse Overlapping Sets Lasso for Multitask Learning and its Application to fMRI Analysis
Multitask learning can be effective when features useful in one task are also useful for other tasks, and the group lasso is a standard method for selecting a common subset of features. In this paper, we are interested in a less restrictive form of multitask learning, wherein (1) the available features can be organized into subsets according to a notion of similarity and (2) features useful in one task are similar, but not necessarily identical, to the features best suited for other tasks. The main contribution of this paper is a new procedure called Sparse Overlapping Sets (SOS) lasso, a convex optimization that automatically selects similar features for related learning tasks. Error bounds are derived for SOSlasso and its consistency is established for squared error loss. In particular, SOSlasso is motivated by multi- subject fMRI studies in which functional activity is classified using brain voxels as features. Experiments with real and synthetic data demonstrate the advantages of SOSlasso compared to the lasso and group lasso.
[ "Nikhil Rao, Christopher Cox, Robert Nowak, Timothy Rogers", "['Nikhil Rao' 'Christopher Cox' 'Robert Nowak' 'Timothy Rogers']" ]
cs.SI cs.LG math.ST physics.soc-ph stat.ML stat.TH
10.1109/TSP.2014.2336613
1311.5552
null
null
http://arxiv.org/abs/1311.5552v3
2014-09-08T17:14:10Z
2013-11-21T20:43:44Z
Bayesian Discovery of Threat Networks
A novel unified Bayesian framework for network detection is developed, under which a detection algorithm is derived based on random walks on graphs. The algorithm detects threat networks using partial observations of their activity, and is proved to be optimum in the Neyman-Pearson sense. The algorithm is defined by a graph, at least one observation, and a diffusion model for threat. A link to well-known spectral detection methods is provided, and the equivalence of the random walk and harmonic solutions to the Bayesian formulation is proven. A general diffusion model is introduced that utilizes spatio-temporal relationships between vertices, and is used for a specific space-time formulation that leads to significant performance improvements on coordinated covert networks. This performance is demonstrated using a new hybrid mixed-membership blockmodel introduced to simulate random covert networks with realistic properties.
[ "Steven T. Smith, Edward K. Kao, Kenneth D. Senne, Garrett Bernstein,\n and Scott Philips", "['Steven T. Smith' 'Edward K. Kao' 'Kenneth D. Senne' 'Garrett Bernstein'\n 'Scott Philips']" ]
stat.ML cs.LG
null
1311.5599
null
null
http://arxiv.org/pdf/1311.5599v1
2013-11-21T22:16:00Z
2013-11-21T22:16:00Z
Compressive Measurement Designs for Estimating Structured Signals in Structured Clutter: A Bayesian Experimental Design Approach
This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as post-measurement noise, in the specific setting where some (perhaps limited) prior knowledge on the signal, interference, and noise is available. The specific aim here is to devise a strategy for incorporating this prior information into the design of an appropriate compressive measurement strategy. Here, the prior information is interpreted as statistics of a prior distribution on the relevant quantities, and an approach based on Bayesian Experimental Design is proposed. Experimental results on synthetic data demonstrate that the proposed approach outperforms traditional random compressive measurement designs, which are agnostic to the prior information, as well as several other knowledge-enhanced sensing matrix designs based on more heuristic notions.
[ "Swayambhoo Jain, Akshay Soni, and Jarvis Haupt", "['Swayambhoo Jain' 'Akshay Soni' 'Jarvis Haupt']" ]
cs.LG
null
1311.5636
null
null
http://arxiv.org/pdf/1311.5636v1
2013-11-22T01:49:26Z
2013-11-22T01:49:26Z
Learning Non-Linear Feature Maps
Feature selection plays a pivotal role in learning, particularly in areas were parsimonious features can provide insight into the underlying process, such as biology. Recent approaches for non-linear feature selection employing greedy optimisation of Centred Kernel Target Alignment(KTA), while exhibiting strong results in terms of generalisation accuracy and sparsity, can become computationally prohibitive for high-dimensional datasets. We propose randSel, a randomised feature selection algorithm, with attractive scaling properties. Our theoretical analysis of randSel provides strong probabilistic guarantees for the correct identification of relevant features. Experimental results on real and artificial data, show that the method successfully identifies effective features, performing better than a number of competitive approaches.
[ "Dimitrios Athanasakis, John Shawe-Taylor, Delmiro Fernandez-Reyes", "['Dimitrios Athanasakis' 'John Shawe-Taylor' 'Delmiro Fernandez-Reyes']" ]
cs.LG cs.NA stat.ML
null
1311.5750
null
null
http://arxiv.org/pdf/1311.5750v2
2013-11-25T04:19:39Z
2013-11-22T13:52:07Z
Gradient Hard Thresholding Pursuit for Sparsity-Constrained Optimization
Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance. In this paper, we generalize HTP from compressive sensing to a generic problem setup of sparsity-constrained convex optimization. The proposed algorithm iterates between a standard gradient descent step and a hard thresholding step with or without debiasing. We prove that our method enjoys the strong guarantees analogous to HTP in terms of rate of convergence and parameter estimation accuracy. Numerical evidences show that our method is superior to the state-of-the-art greedy selection methods in sparse logistic regression and sparse precision matrix estimation tasks.
[ "Xiao-Tong Yuan, Ping Li, Tong Zhang", "['Xiao-Tong Yuan' 'Ping Li' 'Tong Zhang']" ]
cs.IT cs.LG math.IT math.OC stat.ML
null
1311.5871
null
null
http://arxiv.org/pdf/1311.5871v2
2014-07-16T15:47:44Z
2013-11-22T20:29:38Z
Finding sparse solutions of systems of polynomial equations via group-sparsity optimization
The paper deals with the problem of finding sparse solutions to systems of polynomial equations possibly perturbed by noise. In particular, we show how these solutions can be recovered from group-sparse solutions of a derived system of linear equations. Then, two approaches are considered to find these group-sparse solutions. The first one is based on a convex relaxation resulting in a second-order cone programming formulation which can benefit from efficient reweighting techniques for sparsity enhancement. For this approach, sufficient conditions for the exact recovery of the sparsest solution to the polynomial system are derived in the noiseless setting, while stable recovery results are obtained for the noisy case. Though lacking a similar analysis, the second approach provides a more computationally efficient algorithm based on a greedy strategy adding the groups one-by-one. With respect to previous work, the proposed methods recover the sparsest solution in a very short computing time while remaining at least as accurate in terms of the probability of success. This probability is empirically analyzed to emphasize the relationship between the ability of the methods to solve the polynomial system and the sparsity of the solution.
[ "Fabien Lauer (LORIA), Henrik Ohlsson", "['Fabien Lauer' 'Henrik Ohlsson']" ]
cs.CV cs.LG stat.CO
null
1311.5947
null
null
http://arxiv.org/pdf/1311.5947v1
2013-11-23T02:30:14Z
2013-11-23T02:30:14Z
Fast Training of Effective Multi-class Boosting Using Coordinate Descent Optimization
Wepresentanovelcolumngenerationbasedboostingmethod for multi-class classification. Our multi-class boosting is formulated in a single optimization problem as in Shen and Hao (2011). Different from most existing multi-class boosting methods, which use the same set of weak learners for all the classes, we train class specified weak learners (i.e., each class has a different set of weak learners). We show that using separate weak learner sets for each class leads to fast convergence, without introducing additional computational overhead in the training procedure. To further make the training more efficient and scalable, we also propose a fast co- ordinate descent method for solving the optimization problem at each boosting iteration. The proposed coordinate descent method is conceptually simple and easy to implement in that it is a closed-form solution for each coordinate update. Experimental results on a variety of datasets show that, compared to a range of existing multi-class boosting meth- ods, the proposed method has much faster convergence rate and better generalization performance in most cases. We also empirically show that the proposed fast coordinate descent algorithm needs less training time than the MultiBoost algorithm in Shen and Hao (2011).
[ "Guosheng Lin, Chunhua Shen, Anton van den Hengel, David Suter", "['Guosheng Lin' 'Chunhua Shen' 'Anton van den Hengel' 'David Suter']" ]
cs.LG
null
1311.6041
null
null
http://arxiv.org/pdf/1311.6041v3
2013-12-01T06:02:58Z
2013-11-23T19:19:37Z
No Free Lunch Theorem and Bayesian probability theory: two sides of the same coin. Some implications for black-box optimization and metaheuristics
Challenging optimization problems, which elude acceptable solution via conventional calculus methods, arise commonly in different areas of industrial design and practice. Hard optimization problems are those who manifest the following behavior: a) high number of independent input variables; b) very complex or irregular multi-modal fitness; c) computational expensive fitness evaluation. This paper will focus on some theoretical issues that have strong implications for practice. I will stress how an interpretation of the No Free Lunch theorem leads naturally to a general Bayesian optimization framework. The choice of a prior over the space of functions is a critical and inevitable step in every black-box optimization.
[ "Loris Serafino", "['Loris Serafino']" ]
cs.LG cs.NE
null
1311.6091
null
null
http://arxiv.org/pdf/1311.6091v3
2014-03-06T03:06:36Z
2013-11-24T08:04:41Z
A Primal-Dual Method for Training Recurrent Neural Networks Constrained by the Echo-State Property
We present an architecture of a recurrent neural network (RNN) with a fully-connected deep neural network (DNN) as its feature extractor. The RNN is equipped with both causal temporal prediction and non-causal look-ahead, via auto-regression (AR) and moving-average (MA), respectively. The focus of this paper is a primal-dual training method that formulates the learning of the RNN as a formal optimization problem with an inequality constraint that provides a sufficient condition for the stability of the network dynamics. Experimental results demonstrate the effectiveness of this new method, which achieves 18.86% phone recognition error on the TIMIT benchmark for the core test set. The result approaches the best result of 17.7%, which was obtained by using RNN with long short-term memory (LSTM). The results also show that the proposed primal-dual training method produces lower recognition errors than the popular RNN methods developed earlier based on the carefully tuned threshold parameter that heuristically prevents the gradient from exploding.
[ "Jianshu Chen and Li Deng", "['Jianshu Chen' 'Li Deng']" ]
cs.SY cs.LG math.OC stat.ML
10.1109/TCYB.2014.2319577
1311.6107
null
null
http://arxiv.org/abs/1311.6107v3
2014-05-11T07:33:16Z
2013-11-24T11:26:07Z
Off-policy reinforcement learning for $ H_\infty $ control design
The $H_\infty$ control design problem is considered for nonlinear systems with unknown internal system model. It is known that the nonlinear $ H_\infty $ control problem can be transformed into solving the so-called Hamilton-Jacobi-Isaacs (HJI) equation, which is a nonlinear partial differential equation that is generally impossible to be solved analytically. Even worse, model-based approaches cannot be used for approximately solving HJI equation, when the accurate system model is unavailable or costly to obtain in practice. To overcome these difficulties, an off-policy reinforcement leaning (RL) method is introduced to learn the solution of HJI equation from real system data instead of mathematical system model, and its convergence is proved. In the off-policy RL method, the system data can be generated with arbitrary policies rather than the evaluating policy, which is extremely important and promising for practical systems. For implementation purpose, a neural network (NN) based actor-critic structure is employed and a least-square NN weight update algorithm is derived based on the method of weighted residuals. Finally, the developed NN-based off-policy RL method is tested on a linear F16 aircraft plant, and further applied to a rotational/translational actuator system.
[ "['Biao Luo' 'Huai-Ning Wu' 'Tingwen Huang']", "Biao Luo, Huai-Ning Wu, Tingwen Huang" ]
cs.LG
null
1311.6184
null
null
http://arxiv.org/pdf/1311.6184v4
2014-05-09T23:01:46Z
2013-11-24T23:28:49Z
Bounding the Test Log-Likelihood of Generative Models
Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an analytic expression for the unnormalized probability function and no tractable approximation. This makes it difficult to estimate the quality of these models, once they have been trained, or to monitor their quality (e.g. for early stopping) while training. A previously proposed method is based on constructing a non-parametric density estimator of the model's probability function from samples generated by the model. We revisit this idea, propose a more efficient estimator, and prove that it provides a lower bound on the true test log-likelihood, and an unbiased estimator as the number of generated samples goes to infinity, although one that incorporates the effect of poor mixing. We further propose a biased variant of the estimator that can be used reliably with a finite number of samples for the purpose of model comparison.
[ "['Yoshua Bengio' 'Li Yao' 'Kyunghyun Cho']", "Yoshua Bengio, Li Yao and Kyunghyun Cho" ]
cs.LG
10.1109/MLSP.2013.6661985
1311.6211
null
null
http://arxiv.org/abs/1311.6211v1
2013-11-25T05:27:41Z
2013-11-25T05:27:41Z
Novelty Detection Under Multi-Instance Multi-Label Framework
Novelty detection plays an important role in machine learning and signal processing. This paper studies novelty detection in a new setting where the data object is represented as a bag of instances and associated with multiple class labels, referred to as multi-instance multi-label (MIML) learning. Contrary to the common assumption in MIML that each instance in a bag belongs to one of the known classes, in novelty detection, we focus on the scenario where bags may contain novel-class instances. The goal is to determine, for any given instance in a new bag, whether it belongs to a known class or a novel class. Detecting novelty in the MIML setting captures many real-world phenomena and has many potential applications. For example, in a collection of tagged images, the tag may only cover a subset of objects existing in the images. Discovering an object whose class has not been previously tagged can be useful for the purpose of soliciting a label for the new object class. To address this novel problem, we present a discriminative framework for detecting new class instances. Experiments demonstrate the effectiveness of our proposed method, and reveal that the presence of unlabeled novel instances in training bags is helpful to the detection of such instances in testing stage.
[ "['Qi Lou' 'Raviv Raich' 'Forrest Briggs' 'Xiaoli Z. Fern']", "Qi Lou, Raviv Raich, Forrest Briggs, Xiaoli Z. Fern" ]
cs.SI cs.IR cs.LG stat.ML
null
1311.6334
null
null
http://arxiv.org/pdf/1311.6334v1
2013-11-25T15:25:28Z
2013-11-25T15:25:28Z
Learning Reputation in an Authorship Network
The problem of searching for experts in a given academic field is hugely important in both industry and academia. We study exactly this issue with respect to a database of authors and their publications. The idea is to use Latent Semantic Indexing (LSI) and Latent Dirichlet Allocation (LDA) to perform topic modelling in order to find authors who have worked in a query field. We then construct a coauthorship graph and motivate the use of influence maximisation and a variety of graph centrality measures to obtain a ranked list of experts. The ranked lists are further improved using a Markov Chain-based rank aggregation approach. The complete method is readily scalable to large datasets. To demonstrate the efficacy of the approach we report on an extensive set of computational simulations using the Arnetminer dataset. An improvement in mean average precision is demonstrated over the baseline case of simply using the order of authors found by the topic models.
[ "Charanpal Dhanjal (LTCI), St\\'ephan Cl\\'emen\\c{c}on (LTCI)", "['Charanpal Dhanjal' 'Stéphan Clémençon']" ]
cs.MM cs.IR cs.LG
null
1311.6355
null
null
http://arxiv.org/pdf/1311.6355v1
2013-11-06T12:20:35Z
2013-11-06T12:20:35Z
Exploration in Interactive Personalized Music Recommendation: A Reinforcement Learning Approach
Current music recommender systems typically act in a greedy fashion by recommending songs with the highest user ratings. Greedy recommendation, however, is suboptimal over the long term: it does not actively gather information on user preferences and fails to recommend novel songs that are potentially interesting. A successful recommender system must balance the needs to explore user preferences and to exploit this information for recommendation. This paper presents a new approach to music recommendation by formulating this exploration-exploitation trade-off as a reinforcement learning task called the multi-armed bandit. To learn user preferences, it uses a Bayesian model, which accounts for both audio content and the novelty of recommendations. A piecewise-linear approximation to the model and a variational inference algorithm are employed to speed up Bayesian inference. One additional benefit of our approach is a single unified model for both music recommendation and playlist generation. Both simulation results and a user study indicate strong potential for the new approach.
[ "Xinxi Wang, Yi Wang, David Hsu, Ye Wang", "['Xinxi Wang' 'Yi Wang' 'David Hsu' 'Ye Wang']" ]
stat.ML cs.CV cs.LG
null
1311.6371
null
null
http://arxiv.org/pdf/1311.6371v3
2013-11-27T07:43:48Z
2013-11-25T17:22:22Z
On Approximate Inference for Generalized Gaussian Process Models
A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the GP model is itself parameterized using the exponential family distribution (EFD). In this paper, we consider efficient algorithms for approximate inference on GGPMs using the general form of the EFD. A particular GP model and its associated inference algorithms can then be formed by changing the parameters of the EFD, thus greatly simplifying its creation for task-specific output domains. We demonstrate the efficacy of this framework by creating several new GP models for regressing to non-negative reals and to real intervals. We also consider a closed-form Taylor approximation for efficient inference on GGPMs, and elaborate on its connections with other model-specific heuristic closed-form approximations. Finally, we present a comprehensive set of experiments to compare approximate inference algorithms on a wide variety of GGPMs.
[ "Lifeng Shang and Antoni B. Chan", "['Lifeng Shang' 'Antoni B. Chan']" ]
cs.LG stat.ML
null
1311.6392
null
null
http://arxiv.org/pdf/1311.6392v2
2013-12-27T13:21:40Z
2013-11-25T18:31:40Z
A Comprehensive Approach to Universal Piecewise Nonlinear Regression Based on Trees
In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an individual sequence manner. We use a tree notion in order to partition the space of regressors in a nested structure. The introduced algorithms adapt not only their regression functions but also the complete tree structure while achieving the performance of the "best" linear mixture of a doubly exponential number of partitions, with a computational complexity only polynomial in the number of nodes of the tree. While constructing these algorithms, we also avoid using any artificial "weighting" of models (with highly data dependent parameters) and, instead, directly minimize the final regression error, which is the ultimate performance goal. The introduced methods are generic such that they can readily incorporate different tree construction methods such as random trees in their framework and can use different regressor or partitioning functions as demonstrated in the paper.
[ "['N. Denizcan Vanli' 'Suleyman S. Kozat']", "N. Denizcan Vanli and Suleyman S. Kozat" ]
cs.LG
null
1311.6396
null
null
http://arxiv.org/pdf/1311.6396v2
2014-01-22T21:00:52Z
2013-11-25T18:36:26Z
A Unified Approach to Universal Prediction: Generalized Upper and Lower Bounds
We study sequential prediction of real-valued, arbitrary and unknown sequences under the squared error loss as well as the best parametric predictor out of a large, continuous class of predictors. Inspired by recent results from computational learning theory, we refrain from any statistical assumptions and define the performance with respect to the class of general parametric predictors. In particular, we present generic lower and upper bounds on this relative performance by transforming the prediction task into a parameter learning problem. We first introduce the lower bounds on this relative performance in the mixture of experts framework, where we show that for any sequential algorithm, there always exists a sequence for which the performance of the sequential algorithm is lower bounded by zero. We then introduce a sequential learning algorithm to predict such arbitrary and unknown sequences, and calculate upper bounds on its total squared prediction error for every bounded sequence. We further show that in some scenarios we achieve matching lower and upper bounds demonstrating that our algorithms are optimal in a strong minimax sense such that their performances cannot be improved further. As an interesting result we also prove that for the worst case scenario, the performance of randomized algorithms can be achieved by sequential algorithms so that randomized algorithms does not improve the performance.
[ "['N. Denizcan Vanli' 'Suleyman S. Kozat']", "N. Denizcan Vanli and Suleyman S. Kozat" ]
math.OC cs.LG stat.ML
null
1311.6425
null
null
http://arxiv.org/pdf/1311.6425v1
2013-11-25T19:57:49Z
2013-11-25T19:57:49Z
Robust Multimodal Graph Matching: Sparse Coding Meets Graph Matching
Graph matching is a challenging problem with very important applications in a wide range of fields, from image and video analysis to biological and biomedical problems. We propose a robust graph matching algorithm inspired in sparsity-related techniques. We cast the problem, resembling group or collaborative sparsity formulations, as a non-smooth convex optimization problem that can be efficiently solved using augmented Lagrangian techniques. The method can deal with weighted or unweighted graphs, as well as multimodal data, where different graphs represent different types of data. The proposed approach is also naturally integrated with collaborative graph inference techniques, solving general network inference problems where the observed variables, possibly coming from different modalities, are not in correspondence. The algorithm is tested and compared with state-of-the-art graph matching techniques in both synthetic and real graphs. We also present results on multimodal graphs and applications to collaborative inference of brain connectivity from alignment-free functional magnetic resonance imaging (fMRI) data. The code is publicly available.
[ "['Marcelo Fiori' 'Pablo Sprechmann' 'Joshua Vogelstein' 'Pablo Musé'\n 'Guillermo Sapiro']", "Marcelo Fiori, Pablo Sprechmann, Joshua Vogelstein, Pablo Mus\\'e,\n Guillermo Sapiro" ]
cs.CV cs.LG stat.ML
null
1311.6510
null
null
http://arxiv.org/pdf/1311.6510v1
2013-11-25T22:59:24Z
2013-11-25T22:59:24Z
Are all training examples equally valuable?
When learning a new concept, not all training examples may prove equally useful for training: some may have higher or lower training value than others. The goal of this paper is to bring to the attention of the vision community the following considerations: (1) some examples are better than others for training detectors or classifiers, and (2) in the presence of better examples, some examples may negatively impact performance and removing them may be beneficial. In this paper, we propose an approach for measuring the training value of an example, and use it for ranking and greedily sorting examples. We test our methods on different vision tasks, models, datasets and classifiers. Our experiments show that the performance of current state-of-the-art detectors and classifiers can be improved when training on a subset, rather than the whole training set.
[ "['Agata Lapedriza' 'Hamed Pirsiavash' 'Zoya Bylinskii' 'Antonio Torralba']", "Agata Lapedriza and Hamed Pirsiavash and Zoya Bylinskii and Antonio\n Torralba" ]
cs.IT cs.LG math.IT
10.1109/TIT.2013.2273353
1311.6536
null
null
http://arxiv.org/abs/1311.6536v1
2013-11-26T01:23:45Z
2013-11-26T01:23:45Z
Universal Codes from Switching Strategies
We discuss algorithms for combining sequential prediction strategies, a task which can be viewed as a natural generalisation of the concept of universal coding. We describe a graphical language based on Hidden Markov Models for defining prediction strategies, and we provide both existing and new models as examples. The models include efficient, parameterless models for switching between the input strategies over time, including a model for the case where switches tend to occur in clusters, and finally a new model for the scenario where the prediction strategies have a known relationship, and where jumps are typically between strongly related ones. This last model is relevant for coding time series data where parameter drift is expected. As theoretical ontributions we introduce an interpolation construction that is useful in the development and analysis of new algorithms, and we establish a new sophisticated lemma for analysing the individual sequence regret of parameterised models.
[ "['Wouter M. Koolen' 'Steven de Rooij']", "Wouter M. Koolen and Steven de Rooij" ]
cs.LG math.OC stat.ML
null
1311.6547
null
null
http://arxiv.org/pdf/1311.6547v4
2015-07-14T16:07:49Z
2013-11-26T03:36:21Z
Practical Inexact Proximal Quasi-Newton Method with Global Complexity Analysis
Recently several methods were proposed for sparse optimization which make careful use of second-order information [10, 28, 16, 3] to improve local convergence rates. These methods construct a composite quadratic approximation using Hessian information, optimize this approximation using a first-order method, such as coordinate descent and employ a line search to ensure sufficient descent. Here we propose a general framework, which includes slightly modified versions of existing algorithms and also a new algorithm, which uses limited memory BFGS Hessian approximations, and provide a novel global convergence rate analysis, which covers methods that solve subproblems via coordinate descent.
[ "['Katya Scheinberg' 'Xiaocheng Tang']", "Katya Scheinberg and Xiaocheng Tang" ]
cs.LG
10.1007/978-3-319-57454-7_53
1311.6556
null
null
http://arxiv.org/abs/1311.6556v2
2014-12-08T07:34:34Z
2013-11-26T05:13:18Z
Double Ramp Loss Based Reject Option Classifier
We consider the problem of learning reject option classifiers. The goodness of a reject option classifier is quantified using $0-d-1$ loss function wherein a loss $d \in (0,.5)$ is assigned for rejection. In this paper, we propose {\em double ramp loss} function which gives a continuous upper bound for $(0-d-1)$ loss. Our approach is based on minimizing regularized risk under the double ramp loss using {\em difference of convex (DC) programming}. We show the effectiveness of our approach through experiments on synthetic and benchmark datasets. Our approach performs better than the state of the art reject option classification approaches.
[ "Naresh Manwani, Kalpit Desai, Sanand Sasidharan, Ramasubramanian\n Sundararajan", "['Naresh Manwani' 'Kalpit Desai' 'Sanand Sasidharan'\n 'Ramasubramanian Sundararajan']" ]
cs.AI cs.LG stat.ML
null
1311.6594
null
null
http://arxiv.org/pdf/1311.6594v2
2014-05-20T10:17:31Z
2013-11-26T09:03:10Z
Auto-adaptative Laplacian Pyramids for High-dimensional Data Analysis
Non-linear dimensionality reduction techniques such as manifold learning algorithms have become a common way for processing and analyzing high-dimensional patterns that often have attached a target that corresponds to the value of an unknown function. Their application to new points consists in two steps: first, embedding the new data point into the low dimensional space and then, estimating the function value on the test point from its neighbors in the embedded space. However, finding the low dimension representation of a test point, while easy for simple but often not powerful enough procedures such as PCA, can be much more complicated for methods that rely on some kind of eigenanalysis, such as Spectral Clustering (SC) or Diffusion Maps (DM). Similarly, when a target function is to be evaluated, averaging methods like nearest neighbors may give unstable results if the function is noisy. Thus, the smoothing of the target function with respect to the intrinsic, low-dimensional representation that describes the geometric structure of the examined data is a challenging task. In this paper we propose Auto-adaptive Laplacian Pyramids (ALP), an extension of the standard Laplacian Pyramids model that incorporates a modified LOOCV procedure that avoids the large cost of the standard one and offers the following advantages: (i) it selects automatically the optimal function resolution (stopping time) adapted to the data and its noise, (ii) it is easy to apply as it does not require parameterization, (iii) it does not overfit the training set and (iv) it adds no extra cost compared to other classical interpolation methods. We illustrate numerically ALP's behavior on a synthetic problem and apply it to the computation of the DM projection of new patterns and to the extension to them of target function values on a radiation forecasting problem over very high dimensional patterns.
[ "\\'Angela Fern\\'andez, Neta Rabin, Dalia Fishelov, Jos\\'e R. Dorronsoro", "['Ángela Fernández' 'Neta Rabin' 'Dalia Fishelov' 'José R. Dorronsoro']" ]