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Monte-Carlo utility estimates for Bayesian reinforcement learning
cs.LG stat.ML
This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct an optimistic policy. Secondly, gradient-based algorithms for approximate upper and lower bounds are introduced. Finally, we introduce a new class of gradient algorithms for Bayesian Bellman error minimisation. We theoretically show that the gradient methods are sound. Experimentally, we demonstrate the superiority of the upper bound method in terms of reward obtained. However, we also show that the Bayesian Bellman error method is a close second, despite its significant computational simplicity.
Christos Dimitrakakis
10.1109/CDC.2013.6761048
1303.2506
null
null
Revealing Cluster Structure of Graph by Path Following Replicator Dynamic
cs.LG cs.GT
In this paper, we propose a path following replicator dynamic, and investigate its potentials in uncovering the underlying cluster structure of a graph. The proposed dynamic is a generalization of the discrete replicator dynamic. The replicator dynamic has been successfully used to extract dense clusters of graphs; however, it is often sensitive to the degree distribution of a graph, and usually biased by vertices with large degrees, thus may fail to detect the densest cluster. To overcome this problem, we introduce a dynamic parameter, called path parameter, into the evolution process. The path parameter can be interpreted as the maximal possible probability of a current cluster containing a vertex, and it monotonically increases as evolution process proceeds. By limiting the maximal probability, the phenomenon of some vertices dominating the early stage of evolution process is suppressed, thus making evolution process more robust. To solve the optimization problem with a fixed path parameter, we propose an efficient fixed point algorithm. The time complexity of the path following replicator dynamic is only linear in the number of edges of a graph, thus it can analyze graphs with millions of vertices and tens of millions of edges on a common PC in a few minutes. Besides, it can be naturally generalized to hypergraph and graph with edges of different orders. We apply it to four important problems: maximum clique problem, densest k-subgraph problem, structure fitting, and discovery of high-density regions. The extensive experimental results clearly demonstrate its advantages, in terms of robustness, scalability and flexility.
Hairong Liu, Longin Jan Latecki, Shuicheng Yan
null
1303.2643
null
null
Hybrid Q-Learning Applied to Ubiquitous recommender system
cs.LG cs.IR
Ubiquitous information access becomes more and more important nowadays and research is aimed at making it adapted to users. Our work consists in applying machine learning techniques in order to bring a solution to some of the problems concerning the acceptance of the system by users. To achieve this, we propose a fundamental shift in terms of how we model the learning of recommender system: inspired by models of human reasoning developed in robotic, we combine reinforcement learning and case-base reasoning to define a recommendation process that uses these two approaches for generating recommendations on different context dimensions (social, temporal, geographic). We describe an implementation of the recommender system based on this framework. We also present preliminary results from experiments with the system and show how our approach increases the recommendation quality.
Djallel Bouneffouf
null
1303.2651
null
null
Spectral Clustering with Epidemic Diffusion
cs.SI cs.LG physics.soc-ph stat.ML
Spectral clustering is widely used to partition graphs into distinct modules or communities. Existing methods for spectral clustering use the eigenvalues and eigenvectors of the graph Laplacian, an operator that is closely associated with random walks on graphs. We propose a new spectral partitioning method that exploits the properties of epidemic diffusion. An epidemic is a dynamic process that, unlike the random walk, simultaneously transitions to all the neighbors of a given node. We show that the replicator, an operator describing epidemic diffusion, is equivalent to the symmetric normalized Laplacian of a reweighted graph with edges reweighted by the eigenvector centralities of their incident nodes. Thus, more weight is given to edges connecting more central nodes. We describe a method that partitions the nodes based on the componentwise ratio of the replicator's second eigenvector to the first, and compare its performance to traditional spectral clustering techniques on synthetic graphs with known community structure. We demonstrate that the replicator gives preference to dense, clique-like structures, enabling it to more effectively discover communities that may be obscured by dense intercommunity linking.
Laura M. Smith, Kristina Lerman, Cristina Garcia-Cardona, Allon G. Percus, Rumi Ghosh
10.1103/PhysRevE.88.042813
1303.2663
null
null
Machine Learning for Bioclimatic Modelling
cs.LG stat.AP
Many machine learning (ML) approaches are widely used to generate bioclimatic models for prediction of geographic range of organism as a function of climate. Applications such as prediction of range shift in organism, range of invasive species influenced by climate change are important parameters in understanding the impact of climate change. However, success of machine learning-based approaches depends on a number of factors. While it can be safely said that no particular ML technique can be effective in all applications and success of a technique is predominantly dependent on the application or the type of the problem, it is useful to understand their behavior to ensure informed choice of techniques. This paper presents a comprehensive review of machine learning-based bioclimatic model generation and analyses the factors influencing success of such models. Considering the wide use of statistical techniques, in our discussion we also include conventional statistical techniques used in bioclimatic modelling.
Maumita Bhattacharya
null
1303.2739
null
null
A Cooperative Q-learning Approach for Real-time Power Allocation in Femtocell Networks
cs.MA cs.LG
In this paper, we address the problem of distributed interference management of cognitive femtocells that share the same frequency range with macrocells (primary user) using distributed multi-agent Q-learning. We formulate and solve three problems representing three different Q-learning algorithms: namely, centralized, distributed and partially distributed power control using Q-learning (CPC-Q, DPC-Q and PDPC-Q). CPCQ, although not of practical interest, characterizes the global optimum. Each of DPC-Q and PDPC-Q works in two different learning paradigms: Independent (IL) and Cooperative (CL). The former is considered the simplest form for applying Qlearning in multi-agent scenarios, where all the femtocells learn independently. The latter is the proposed scheme in which femtocells share partial information during the learning process in order to strike a balance between practical relevance and performance. In terms of performance, the simulation results showed that the CL paradigm outperforms the IL paradigm and achieves an aggregate femtocells capacity that is very close to the optimal one. For the practical relevance issue, we evaluate the robustness and scalability of DPC-Q, in real time, by deploying new femtocells in the system during the learning process, where we showed that DPC-Q in the CL paradigm is scalable to large number of femtocells and more robust to the network dynamics compared to the IL paradigm
Hussein Saad, Amr Mohamed and Tamer ElBatt
null
1303.2789
null
null
Gaussian Processes for Nonlinear Signal Processing
cs.LG cs.IT math.IT stat.ML
Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as a natural nonlinear extension to optimal Wiener filtering. After establishing their basic formulation, we discuss several important aspects and extensions, including recursive and adaptive algorithms for dealing with non-stationarity, low-complexity solutions, non-Gaussian noise models and classification scenarios. Furthermore, we provide a selection of relevant applications to wireless digital communications.
Fernando P\'erez-Cruz, Steven Van Vaerenbergh, Juan Jos\'e Murillo-Fuentes, Miguel L\'azaro-Gredilla and Ignacio Santamaria
10.1109/MSP.2013.2250352
1303.2823
null
null
Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions
cs.LG stat.ML
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an algorithm whose regret with respect to any policy in a comparison class grows as the square root of the number of rounds of the game, provided the transition probabilities satisfy a uniform mixing condition. Our approach is efficient as long as the comparison class is polynomial and we can compute expectations over sample paths for each policy. Designing an efficient algorithm with small regret for the general case remains an open problem.
Yasin Abbasi-Yadkori and Peter L. Bartlett and Csaba Szepesvari
null
1303.3055
null
null
A Greedy Approximation of Bayesian Reinforcement Learning with Probably Optimistic Transition Model
cs.AI cs.LG stat.ML
Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has proposed several approximation methods. However, these methods are usually too sensitive to parameter values, and finding an acceptable parameter setting is practically impossible in many applications. In this paper, we propose a new algorithm that greedily approximates Bayesian RL to achieve robustness in parameter space. We show that for a desired learning behavior, our proposed algorithm has a polynomial sample complexity that is lower than those of existing algorithms. We also demonstrate that the proposed algorithm naturally outperforms other existing algorithms when the prior distributions are not significantly misleading. On the other hand, the proposed algorithm cannot handle greatly misspecified priors as well as the other algorithms can. This is a natural consequence of the fact that the proposed algorithm is greedier than the other algorithms. Accordingly, we discuss a way to select an appropriate algorithm for different tasks based on the algorithms' greediness. We also introduce a new way of simplifying Bayesian planning, based on which future work would be able to derive new algorithms.
Kenji Kawaguchi and Mauricio Araya
null
1303.3163
null
null
Toggling a Genetic Switch Using Reinforcement Learning
cs.SY cs.CE cs.LG q-bio.MN
In this paper, we consider the problem of optimal exogenous control of gene regulatory networks. Our approach consists in adapting an established reinforcement learning algorithm called the fitted Q iteration. This algorithm infers the control law directly from the measurements of the system's response to external control inputs without the use of a mathematical model of the system. The measurement data set can either be collected from wet-lab experiments or artificially created by computer simulations of dynamical models of the system. The algorithm is applicable to a wide range of biological systems due to its ability to deal with nonlinear and stochastic system dynamics. To illustrate the application of the algorithm to a gene regulatory network, the regulation of the toggle switch system is considered. The control objective of this problem is to drive the concentrations of two specific proteins to a target region in the state space.
Aivar Sootla, Natalja Strelkowa, Damien Ernst, Mauricio Barahona, Guy-Bart Stan
null
1303.3183
null
null
Group-Sparse Model Selection: Hardness and Relaxations
cs.LG cs.IT math.IT stat.ML
Group-based sparsity models are proven instrumental in linear regression problems for recovering signals from much fewer measurements than standard compressive sensing. The main promise of these models is the recovery of "interpretable" signals through the identification of their constituent groups. In this paper, we establish a combinatorial framework for group-model selection problems and highlight the underlying tractability issues. In particular, we show that the group-model selection problem is equivalent to the well-known NP-hard weighted maximum coverage problem (WMC). Leveraging a graph-based understanding of group models, we describe group structures which enable correct model selection in polynomial time via dynamic programming. Furthermore, group structures that lead to totally unimodular constraints have tractable discrete as well as convex relaxations. We also present a generalization of the group-model that allows for within group sparsity, which can be used to model hierarchical sparsity. Finally, we study the Pareto frontier of group-sparse approximations for two tractable models, among which the tree sparsity model, and illustrate selection and computation trade-offs between our framework and the existing convex relaxations.
Luca Baldassarre and Nirav Bhan and Volkan Cevher and Anastasios Kyrillidis and Siddhartha Satpathi
null
1303.3207
null
null
A Unified Framework for Probabilistic Component Analysis
cs.LG cs.CV stat.ML
We present a unifying framework which reduces the construction of probabilistic component analysis techniques to a mere selection of the latent neighbourhood, thus providing an elegant and principled framework for creating novel component analysis models as well as constructing probabilistic equivalents of deterministic component analysis methods. Under our framework, we unify many very popular and well-studied component analysis algorithms, such as Principal Component Analysis (PCA), Linear Discriminant Analysis (LDA), Locality Preserving Projections (LPP) and Slow Feature Analysis (SFA), some of which have no probabilistic equivalents in literature thus far. We firstly define the Markov Random Fields (MRFs) which encapsulate the latent connectivity of the aforementioned component analysis techniques; subsequently, we show that the projection directions produced by all PCA, LDA, LPP and SFA are also produced by the Maximum Likelihood (ML) solution of a single joint probability density function, composed by selecting one of the defined MRF priors while utilising a simple observation model. Furthermore, we propose novel Expectation Maximization (EM) algorithms, exploiting the proposed joint PDF, while we generalize the proposed methodologies to arbitrary connectivities via parameterizable MRF products. Theoretical analysis and experiments on both simulated and real world data show the usefulness of the proposed framework, by deriving methods which well outperform state-of-the-art equivalents.
Mihalis A. Nicolaou, Stefanos Zafeiriou and Maja Pantic
null
1303.3240
null
null
Ranking and combining multiple predictors without labeled data
stat.ML cs.LG
In a broad range of classification and decision making problems, one is given the advice or predictions of several classifiers, of unknown reliability, over multiple questions or queries. This scenario is different from the standard supervised setting, where each classifier accuracy can be assessed using available labeled data, and raises two questions: given only the predictions of several classifiers over a large set of unlabeled test data, is it possible to a) reliably rank them; and b) construct a meta-classifier more accurate than most classifiers in the ensemble? Here we present a novel spectral approach to address these questions. First, assuming conditional independence between classifiers, we show that the off-diagonal entries of their covariance matrix correspond to a rank-one matrix. Moreover, the classifiers can be ranked using the leading eigenvector of this covariance matrix, as its entries are proportional to their balanced accuracies. Second, via a linear approximation to the maximum likelihood estimator, we derive the Spectral Meta-Learner (SML), a novel ensemble classifier whose weights are equal to this eigenvector entries. On both simulated and real data, SML typically achieves a higher accuracy than most classifiers in the ensemble and can provide a better starting point than majority voting, for estimating the maximum likelihood solution. Furthermore, SML is robust to the presence of small malicious groups of classifiers designed to veer the ensemble prediction away from the (unknown) ground truth.
Fabio Parisi, Francesco Strino, Boaz Nadler and Yuval Kluger
10.1073/pnas.1219097111
1303.3257
null
null
Iterative MapReduce for Large Scale Machine Learning
cs.DC cs.DB cs.LG
Large datasets ("Big Data") are becoming ubiquitous because the potential value in deriving insights from data, across a wide range of business and scientific applications, is increasingly recognized. In particular, machine learning - one of the foundational disciplines for data analysis, summarization and inference - on Big Data has become routine at most organizations that operate large clouds, usually based on systems such as Hadoop that support the MapReduce programming paradigm. It is now widely recognized that while MapReduce is highly scalable, it suffers from a critical weakness for machine learning: it does not support iteration. Consequently, one has to program around this limitation, leading to fragile, inefficient code. Further, reliance on the programmer is inherently flawed in a multi-tenanted cloud environment, since the programmer does not have visibility into the state of the system when his or her program executes. Prior work has sought to address this problem by either developing specialized systems aimed at stylized applications, or by augmenting MapReduce with ad hoc support for saving state across iterations (driven by an external loop). In this paper, we advocate support for looping as a first-class construct, and propose an extension of the MapReduce programming paradigm called {\em Iterative MapReduce}. We then develop an optimizer for a class of Iterative MapReduce programs that cover most machine learning techniques, provide theoretical justifications for the key optimization steps, and empirically demonstrate that system-optimized programs for significant machine learning tasks are competitive with state-of-the-art specialized solutions.
Joshua Rosen, Neoklis Polyzotis, Vinayak Borkar, Yingyi Bu, Michael J. Carey, Markus Weimer, Tyson Condie, Raghu Ramakrishnan
null
1303.3517
null
null
A survey on sensing methods and feature extraction algorithms for SLAM problem
cs.RO cs.CV cs.LG
This paper is a survey work for a bigger project for designing a Visual SLAM robot to generate 3D dense map of an unknown unstructured environment. A lot of factors have to be considered while designing a SLAM robot. Sensing method of the SLAM robot should be determined by considering the kind of environment to be modeled. Similarly the type of environment determines the suitable feature extraction method. This paper goes through the sensing methods used in some recently published papers. The main objective of this survey is to conduct a comparative study among the current sensing methods and feature extraction algorithms and to extract out the best for our work.
Adheen Ajay and D. Venkataraman
null
1303.3605
null
null
Statistical Regression to Predict Total Cumulative CPU Usage of MapReduce Jobs
cs.DC cs.LG cs.PF
Recently, businesses have started using MapReduce as a popular computation framework for processing large amount of data, such as spam detection, and different data mining tasks, in both public and private clouds. Two of the challenging questions in such environments are (1) choosing suitable values for MapReduce configuration parameters e.g., number of mappers, number of reducers, and DFS block size, and (2) predicting the amount of resources that a user should lease from the service provider. Currently, the tasks of both choosing configuration parameters and estimating required resources are solely the users responsibilities. In this paper, we present an approach to provision the total CPU usage in clock cycles of jobs in MapReduce environment. For a MapReduce job, a profile of total CPU usage in clock cycles is built from the job past executions with different values of two configuration parameters e.g., number of mappers, and number of reducers. Then, a polynomial regression is used to model the relation between these configuration parameters and total CPU usage in clock cycles of the job. We also briefly study the influence of input data scaling on measured total CPU usage in clock cycles. This derived model along with the scaling result can then be used to provision the total CPU usage in clock cycles of the same jobs with different input data size. We validate the accuracy of our models using three realistic applications (WordCount, Exim MainLog parsing, and TeraSort). Results show that the predicted total CPU usage in clock cycles of generated resource provisioning options are less than 8% of the measured total CPU usage in clock cycles in our 20-node virtual Hadoop cluster.
Nikzad Babaii Rizvandi, Javid Taheri, Reza Moraveji, Albert Y. Zomaya
null
1303.3632
null
null
Topic Discovery through Data Dependent and Random Projections
stat.ML cs.LG
We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based on data-dependent and random projections of word-frequency patterns to identify novel words and associated topics. We will also discuss the statistical guarantees of the data-dependent projections method based on two mild assumptions on the prior density of topic document matrix. Our key insight here is that the maximum and minimum values of cross-document frequency patterns projected along any direction are associated with novel words. While our sample complexity bounds for topic recovery are similar to the state-of-art, the computational complexity of our random projection scheme scales linearly with the number of documents and the number of words per document. We present several experiments on synthetic and real-world datasets to demonstrate qualitative and quantitative merits of our scheme.
Weicong Ding, Mohammad H. Rohban, Prakash Ishwar, Venkatesh Saligrama
null
1303.3664
null
null
Subspace Clustering via Thresholding and Spectral Clustering
cs.IT cs.LG math.IT math.ST stat.ML stat.TH
We consider the problem of clustering a set of high-dimensional data points into sets of low-dimensional linear subspaces. The number of subspaces, their dimensions, and their orientations are unknown. We propose a simple and low-complexity clustering algorithm based on thresholding the correlations between the data points followed by spectral clustering. A probabilistic performance analysis shows that this algorithm succeeds even when the subspaces intersect, and when the dimensions of the subspaces scale (up to a log-factor) linearly in the ambient dimension. Moreover, we prove that the algorithm also succeeds for data points that are subject to erasures with the number of erasures scaling (up to a log-factor) linearly in the ambient dimension. Finally, we propose a simple scheme that provably detects outliers.
Reinhard Heckel and Helmut B\"olcskei
null
1303.3716
null
null
A Last-Step Regression Algorithm for Non-Stationary Online Learning
cs.LG
The goal of a learner in standard online learning is to maintain an average loss close to the loss of the best-performing single function in some class. In many real-world problems, such as rating or ranking items, there is no single best target function during the runtime of the algorithm, instead the best (local) target function is drifting over time. We develop a novel last-step minmax optimal algorithm in context of a drift. We analyze the algorithm in the worst-case regret framework and show that it maintains an average loss close to that of the best slowly changing sequence of linear functions, as long as the total of drift is sublinear. In some situations, our bound improves over existing bounds, and additionally the algorithm suffers logarithmic regret when there is no drift. We also build on the H_infinity filter and its bound, and develop and analyze a second algorithm for drifting setting. Synthetic simulations demonstrate the advantages of our algorithms in a worst-case constant drift setting.
Edward Moroshko, Koby Crammer
null
1303.3754
null
null
A Quorum Sensing Inspired Algorithm for Dynamic Clustering
cs.LG
Quorum sensing is a decentralized biological process, through which a community of cells with no global awareness coordinate their functional behaviors based solely on cell-medium interactions and local decisions. This paper draws inspirations from quorum sensing and colony competition to derive a new algorithm for data clustering. The algorithm treats each data as a single cell, and uses knowledge of local connectivity to cluster cells into multiple colonies simultaneously. It simulates auto-inducers secretion in quorum sensing to tune the influence radius for each cell. At the same time, sparsely distributed core cells spread their influences to form colonies, and interactions between colonies eventually determine each cell's identity. The algorithm has the flexibility to analyze not only static but also time-varying data, which surpasses the capacity of many existing algorithms. Its stability and convergence properties are established. The algorithm is tested on several applications, including both synthetic and real benchmarks data sets, alleles clustering, community detection, image segmentation. In particular, the algorithm's distinctive capability to deal with time-varying data allows us to experiment it on novel applications such as robotic swarms grouping and switching model identification. We believe that the algorithm's promising performance would stimulate many more exciting applications.
Feng Tan and Jean-Jacques Slotine
null
1303.3934
null
null
On multi-class learning through the minimization of the confusion matrix norm
cs.LG
In imbalanced multi-class classification problems, the misclassification rate as an error measure may not be a relevant choice. Several methods have been developed where the performance measure retained richer information than the mere misclassification rate: misclassification costs, ROC-based information, etc. Following this idea of dealing with alternate measures of performance, we propose to address imbalanced classification problems by using a new measure to be optimized: the norm of the confusion matrix. Indeed, recent results show that using the norm of the confusion matrix as an error measure can be quite interesting due to the fine-grain informations contained in the matrix, especially in the case of imbalanced classes. Our first contribution then consists in showing that optimizing criterion based on the confusion matrix gives rise to a common background for cost-sensitive methods aimed at dealing with imbalanced classes learning problems. As our second contribution, we propose an extension of a recent multi-class boosting method --- namely AdaBoost.MM --- to the imbalanced class problem, by greedily minimizing the empirical norm of the confusion matrix. A theoretical analysis of the properties of the proposed method is presented, while experimental results illustrate the behavior of the algorithm and show the relevancy of the approach compared to other methods.
Sokol Ko\c{c}o (LIF), C\'ecile Capponi (LIF)
null
1303.4015
null
null
Markov Chain Monte Carlo for Arrangement of Hyperplanes in Locality-Sensitive Hashing
cs.LG
Since Hamming distances can be calculated by bitwise computations, they can be calculated with less computational load than L2 distances. Similarity searches can therefore be performed faster in Hamming distance space. The elements of Hamming distance space are bit strings. On the other hand, the arrangement of hyperplanes induce the transformation from the feature vectors into feature bit strings. This transformation method is a type of locality-sensitive hashing that has been attracting attention as a way of performing approximate similarity searches at high speed. Supervised learning of hyperplane arrangements allows us to obtain a method that transforms them into feature bit strings reflecting the information of labels applied to higher-dimensional feature vectors. In this p aper, we propose a supervised learning method for hyperplane arrangements in feature space that uses a Markov chain Monte Carlo (MCMC) method. We consider the probability density functions used during learning, and evaluate their performance. We also consider the sampling method for learning data pairs needed in learning, and we evaluate its performance. We confirm that the accuracy of this learning method when using a suitable probability density function and sampling method is greater than the accuracy of existing learning methods.
Yui Noma, Makiko Konoshima
null
1303.4169
null
null
Margins, Shrinkage, and Boosting
cs.LG stat.ML
This manuscript shows that AdaBoost and its immediate variants can produce approximate maximum margin classifiers simply by scaling step size choices with a fixed small constant. In this way, when the unscaled step size is an optimal choice, these results provide guarantees for Friedman's empirically successful "shrinkage" procedure for gradient boosting (Friedman, 2000). Guarantees are also provided for a variety of other step sizes, affirming the intuition that increasingly regularized line searches provide improved margin guarantees. The results hold for the exponential loss and similar losses, most notably the logistic loss.
Matus Telgarsky
null
1303.4172
null
null
Improving CUR Matrix Decomposition and the Nystr\"{o}m Approximation via Adaptive Sampling
cs.LG cs.NA
The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its columns, while CUR approximates an arbitrary data matrix by a small number of its columns and rows. Thus, CUR decomposition can be regarded as an extension of the Nystr\"{o}m approximation. In this paper we establish a more general error bound for the adaptive column/row sampling algorithm, based on which we propose more accurate CUR and Nystr\"{o}m algorithms with expected relative-error bounds. The proposed CUR and Nystr\"{o}m algorithms also have low time complexity and can avoid maintaining the whole data matrix in RAM. In addition, we give theoretical analysis for the lower error bounds of the standard Nystr\"{o}m method and the ensemble Nystr\"{o}m method. The main theoretical results established in this paper are novel, and our analysis makes no special assumption on the data matrices.
Shusen Wang, Zhihua Zhang
null
1303.4207
null
null
A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems
cs.LG cs.NA stat.CO stat.ML
Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.
Pinghua Gong, Changshui Zhang, Zhaosong Lu, Jianhua Huang, Jieping Ye
null
1303.4434
null
null
On Improving Energy Efficiency within Green Femtocell Networks: A Hierarchical Reinforcement Learning Approach
cs.LG cs.GT
One of the efficient solutions of improving coverage and increasing capacity in cellular networks is the deployment of femtocells. As the cellular networks are becoming more complex, energy consumption of whole network infrastructure is becoming important in terms of both operational costs and environmental impacts. This paper investigates energy efficiency of two-tier femtocell networks through combining game theory and stochastic learning. With the Stackelberg game formulation, a hierarchical reinforcement learning framework is applied for studying the joint expected utility maximization of macrocells and femtocells subject to the minimum signal-to-interference-plus-noise-ratio requirements. In the learning procedure, the macrocells act as leaders and the femtocells are followers. At each time step, the leaders commit to dynamic strategies based on the best responses of the followers, while the followers compete against each other with no further information but the leaders' transmission parameters. In this paper, we propose two reinforcement learning based intelligent algorithms to schedule each cell's stochastic power levels. Numerical experiments are presented to validate the investigations. The results show that the two learning algorithms substantially improve the energy efficiency of the femtocell networks.
Xianfu Chen, Honggang Zhang, Tao Chen, Mika Lasanen, and Jacques Palicot
null
1303.4638
null
null
Large-Scale Learning with Less RAM via Randomization
cs.LG
We reduce the memory footprint of popular large-scale online learning methods by projecting our weight vector onto a coarse discrete set using randomized rounding. Compared to standard 32-bit float encodings, this reduces RAM usage by more than 50% during training and by up to 95% when making predictions from a fixed model, with almost no loss in accuracy. We also show that randomized counting can be used to implement per-coordinate learning rates, improving model quality with little additional RAM. We prove these memory-saving methods achieve regret guarantees similar to their exact variants. Empirical evaluation confirms excellent performance, dominating standard approaches across memory versus accuracy tradeoffs.
Daniel Golovin, D. Sculley, H. Brendan McMahan, Michael Young
null
1303.4664
null
null
Recovering Non-negative and Combined Sparse Representations
math.NA cs.LG stat.ML
The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for such a system can exist, based on the theory of polytopes. Furthermore, we develop the paradigm of combined sparse representations, where only a part of the coefficient vector is constrained to be non-negative, and the rest is unconstrained (general). We analyze the recovery of the unique, sparsest solution, for combined representations, under three different cases of coefficient support knowledge: (a) the non-zero supports of non-negative and general coefficients are known, (b) the non-zero support of general coefficients alone is known, and (c) both the non-zero supports are unknown. For case (c), we propose the combined orthogonal matching pursuit algorithm for coefficient recovery and derive the deterministic sparsity threshold under which recovery of the unique, sparsest coefficient vector is possible. We quantify the order complexity of the algorithms, and examine their performance in exact and approximate recovery of coefficients under various conditions of noise. Furthermore, we also obtain their empirical phase transition characteristics. We show that the basis pursuit algorithm, with partial non-negative constraints, and the proposed greedy algorithm perform better in recovering the unique sparse representation when compared to their unconstrained counterparts. Finally, we demonstrate the utility of the proposed methods in recovering images corrupted by saturation noise.
Karthikeyan Natesan Ramamurthy, Jayaraman J. Thiagarajan and Andreas Spanias
null
1303.4694
null
null
Marginal Likelihoods for Distributed Parameter Estimation of Gaussian Graphical Models
stat.ML cs.LG
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance matrix, which can be computationally intensive in large dimensions. Approximate inference based on message-passing algorithms, on the other hand, can lead to unstable and biased estimation in loopy graphical models. In this paper, we propose a general framework for distributed estimation based on a maximum marginal likelihood (MML) approach. This approach computes local parameter estimates by maximizing marginal likelihoods defined with respect to data collected from local neighborhoods. Due to the non-convexity of the MML problem, we introduce and solve a convex relaxation. The local estimates are then combined into a global estimate without the need for iterative message-passing between neighborhoods. The proposed algorithm is naturally parallelizable and computationally efficient, thereby making it suitable for high-dimensional problems. In the classical regime where the number of variables $p$ is fixed and the number of samples $T$ increases to infinity, the proposed estimator is shown to be asymptotically consistent and to improve monotonically as the local neighborhood size increases. In the high-dimensional scaling regime where both $p$ and $T$ increase to infinity, the convergence rate to the true parameters is derived and is seen to be comparable to centralized maximum likelihood estimation. Extensive numerical experiments demonstrate the improved performance of the two-hop version of the proposed estimator, which suffices to almost close the gap to the centralized maximum likelihood estimator at a reduced computational cost.
Zhaoshi Meng, Dennis Wei, Ami Wiesel, Alfred O. Hero III
10.1109/TSP.2014.2350956
1303.4756
null
null
Greedy Feature Selection for Subspace Clustering
cs.LG math.NA stat.ML
Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same subspace must be identified in order to obtain accurate estimates of the subspace structures present in the data. Recently, sparse recovery methods have been shown to provide a provable and robust strategy for exact feature selection (EFS)--recovering subsets of points from the ensemble that live in the same subspace. In parallel with recent studies of EFS with L1-minimization, in this paper, we develop sufficient conditions for EFS with a greedy method for sparse signal recovery known as orthogonal matching pursuit (OMP). Following our analysis, we provide an empirical study of feature selection strategies for signals living on unions of subspaces and characterize the gap between sparse recovery methods and nearest neighbor (NN)-based approaches. In particular, we demonstrate that sparse recovery methods provide significant advantages over NN methods and the gap between the two approaches is particularly pronounced when the sampling of subspaces in the dataset is sparse. Our results suggest that OMP may be employed to reliably recover exact feature sets in a number of regimes where NN approaches fail to reveal the subspace membership of points in the ensemble.
Eva L. Dyer, Aswin C. Sankaranarayanan, Richard G. Baraniuk
null
1303.4778
null
null
Node-Based Learning of Multiple Gaussian Graphical Models
stat.ML cs.LG math.OC
We consider the problem of estimating high-dimensional Gaussian graphical models corresponding to a single set of variables under several distinct conditions. This problem is motivated by the task of recovering transcriptional regulatory networks on the basis of gene expression data {containing heterogeneous samples, such as different disease states, multiple species, or different developmental stages}. We assume that most aspects of the conditional dependence networks are shared, but that there are some structured differences between them. Rather than assuming that similarities and differences between networks are driven by individual edges, we take a node-based approach, which in many cases provides a more intuitive interpretation of the network differences. We consider estimation under two distinct assumptions: (1) differences between the K networks are due to individual nodes that are perturbed across conditions, or (2) similarities among the K networks are due to the presence of common hub nodes that are shared across all K networks. Using a row-column overlap norm penalty function, we formulate two convex optimization problems that correspond to these two assumptions. We solve these problems using an alternating direction method of multipliers algorithm, and we derive a set of necessary and sufficient conditions that allows us to decompose the problem into independent subproblems so that our algorithm can be scaled to high-dimensional settings. Our proposal is illustrated on synthetic data, a webpage data set, and a brain cancer gene expression data set.
Karthik Mohan, Palma London, Maryam Fazel, Daniela Witten, Su-In Lee
null
1303.5145
null
null
Estimating Confusions in the ASR Channel for Improved Topic-based Language Model Adaptation
cs.CL cs.LG
Human language is a combination of elemental languages/domains/styles that change across and sometimes within discourses. Language models, which play a crucial role in speech recognizers and machine translation systems, are particularly sensitive to such changes, unless some form of adaptation takes place. One approach to speech language model adaptation is self-training, in which a language model's parameters are tuned based on automatically transcribed audio. However, transcription errors can misguide self-training, particularly in challenging settings such as conversational speech. In this work, we propose a model that considers the confusions (errors) of the ASR channel. By modeling the likely confusions in the ASR output instead of using just the 1-best, we improve self-training efficacy by obtaining a more reliable reference transcription estimate. We demonstrate improved topic-based language modeling adaptation results over both 1-best and lattice self-training using our ASR channel confusion estimates on telephone conversations.
Damianos Karakos and Mark Dredze and Sanjeev Khudanpur
null
1303.5148
null
null
Separable Dictionary Learning
cs.CV cs.LG stat.ML
Many techniques in computer vision, machine learning, and statistics rely on the fact that a signal of interest admits a sparse representation over some dictionary. Dictionaries are either available analytically, or can be learned from a suitable training set. While analytic dictionaries permit to capture the global structure of a signal and allow a fast implementation, learned dictionaries often perform better in applications as they are more adapted to the considered class of signals. In imagery, unfortunately, the numerical burden for (i) learning a dictionary and for (ii) employing the dictionary for reconstruction tasks only allows to deal with relatively small image patches that only capture local image information. The approach presented in this paper aims at overcoming these drawbacks by allowing a separable structure on the dictionary throughout the learning process. On the one hand, this permits larger patch-sizes for the learning phase, on the other hand, the dictionary is applied efficiently in reconstruction tasks. The learning procedure is based on optimizing over a product of spheres which updates the dictionary as a whole, thus enforces basic dictionary properties such as mutual coherence explicitly during the learning procedure. In the special case where no separable structure is enforced, our method competes with state-of-the-art dictionary learning methods like K-SVD.
Simon Hawe, Matthias Seibert, and Martin Kleinsteuber
null
1303.5244
null
null
An Entropy-based Learning Algorithm of Bayesian Conditional Trees
cs.LG cs.AI cs.CV
This article offers a modification of Chow and Liu's learning algorithm in the context of handwritten digit recognition. The modified algorithm directs the user to group digits into several classes consisting of digits that are hard to distinguish and then constructing an optimal conditional tree representation for each class of digits instead of for each single digit as done by Chow and Liu (1968). Advantages and extensions of the new method are discussed. Related works of Wong and Wang (1977) and Wong and Poon (1989) which offer a different entropy-based learning algorithm are shown to rest on inappropriate assumptions.
Dan Geiger
null
1303.5403
null
null
Sparse Projections of Medical Images onto Manifolds
cs.CV cs.LG stat.ML
Manifold learning has been successfully applied to a variety of medical imaging problems. Its use in real-time applications requires fast projection onto the low-dimensional space. To this end, out-of-sample extensions are applied by constructing an interpolation function that maps from the input space to the low-dimensional manifold. Commonly used approaches such as the Nystr\"{o}m extension and kernel ridge regression require using all training points. We propose an interpolation function that only depends on a small subset of the input training data. Consequently, in the testing phase each new point only needs to be compared against a small number of input training data in order to project the point onto the low-dimensional space. We interpret our method as an out-of-sample extension that approximates kernel ridge regression. Our method involves solving a simple convex optimization problem and has the attractive property of guaranteeing an upper bound on the approximation error, which is crucial for medical applications. Tuning this error bound controls the sparsity of the resulting interpolation function. We illustrate our method in two clinical applications that require fast mapping of input images onto a low-dimensional space.
George H. Chen, Christian Wachinger, Polina Golland
null
1303.5508
null
null
Network Detection Theory and Performance
cs.SI cs.LG math.ST physics.soc-ph stat.ML stat.TH
Network detection is an important capability in many areas of applied research in which data can be represented as a graph of entities and relationships. Oftentimes the object of interest is a relatively small subgraph in an enormous, potentially uninteresting background. This aspect characterizes network detection as a "big data" problem. Graph partitioning and network discovery have been major research areas over the last ten years, driven by interest in internet search, cyber security, social networks, and criminal or terrorist activities. The specific problem of network discovery is addressed as a special case of graph partitioning in which membership in a small subgraph of interest must be determined. Algebraic graph theory is used as the basis to analyze and compare different network detection methods. A new Bayesian network detection framework is introduced that partitions the graph based on prior information and direct observations. The new approach, called space-time threat propagation, is proved to maximize the probability of detection and is therefore optimum in the Neyman-Pearson sense. This optimality criterion is compared to spectral community detection approaches which divide the global graph into subsets or communities with optimal connectivity properties. We also explore a new generative stochastic model for covert networks and analyze using receiver operating characteristics the detection performance of both classes of optimal detection techniques.
Steven T. Smith, Kenneth D. Senne, Scott Philips, Edward K. Kao, and Garrett Bernstein
10.1109/TSP.2014.2336613
1303.5613
null
null
Sparse Factor Analysis for Learning and Content Analytics
stat.ML cs.LG math.OC stat.AP
We develop a new model and algorithms for machine learning-based learning analytics, which estimate a learner's knowledge of the concepts underlying a domain, and content analytics, which estimate the relationships among a collection of questions and those concepts. Our model represents the probability that a learner provides the correct response to a question in terms of three factors: their understanding of a set of underlying concepts, the concepts involved in each question, and each question's intrinsic difficulty. We estimate these factors given the graded responses to a collection of questions. The underlying estimation problem is ill-posed in general, especially when only a subset of the questions are answered. The key observation that enables a well-posed solution is the fact that typical educational domains of interest involve only a small number of key concepts. Leveraging this observation, we develop both a bi-convex maximum-likelihood and a Bayesian solution to the resulting SPARse Factor Analysis (SPARFA) problem. We also incorporate user-defined tags on questions to facilitate the interpretability of the estimated factors. Experiments with synthetic and real-world data demonstrate the efficacy of our approach. Finally, we make a connection between SPARFA and noisy, binary-valued (1-bit) dictionary learning that is of independent interest.
Andrew S. Lan, Andrew E. Waters, Christoph Studer and Richard G. Baraniuk
null
1303.5685
null
null
A Diffusion Process on Riemannian Manifold for Visual Tracking
cs.CV cs.LG cs.RO stat.ML
Robust visual tracking for long video sequences is a research area that has many important applications. The main challenges include how the target image can be modeled and how this model can be updated. In this paper, we model the target using a covariance descriptor, as this descriptor is robust to problems such as pixel-pixel misalignment, pose and illumination changes, that commonly occur in visual tracking. We model the changes in the template using a generative process. We introduce a new dynamical model for the template update using a random walk on the Riemannian manifold where the covariance descriptors lie in. This is done using log-transformed space of the manifold to free the constraints imposed inherently by positive semidefinite matrices. Modeling template variations and poses kinetics together in the state space enables us to jointly quantify the uncertainties relating to the kinematic states and the template in a principled way. Finally, the sequential inference of the posterior distribution of the kinematic states and the template is done using a particle filter. Our results shows that this principled approach can be robust to changes in illumination, poses and spatial affine transformation. In the experiments, our method outperformed the current state-of-the-art algorithm - the incremental Principal Component Analysis method, particularly when a target underwent fast poses changes and also maintained a comparable performance in stable target tracking cases.
Marcus Chen, Cham Tat Jen, Pang Sze Kim, Alvina Goh
null
1303.5913
null
null
On Learnability, Complexity and Stability
stat.ML cs.LG
We consider the fundamental question of learnability of a hypotheses class in the supervised learning setting and in the general learning setting introduced by Vladimir Vapnik. We survey classic results characterizing learnability in term of suitable notions of complexity, as well as more recent results that establish the connection between learnability and stability of a learning algorithm.
Silvia Villa, Lorenzo Rosasco and Tomaso Poggio
null
1303.5976
null
null
Efficient Reinforcement Learning for High Dimensional Linear Quadratic Systems
stat.ML cs.LG math.OC
We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control schemes. More recently, for the average cost LQ problem, a regret bound of ${O}(\sqrt{T})$ was shown, apart form logarithmic factors. However, this bound scales exponentially with $p$, the dimension of the state space. In this work we consider the case where the matrices describing the dynamic of the LQ system are sparse and their dimensions are large. We present an adaptive control scheme that achieves a regret bound of ${O}(p \sqrt{T})$, apart from logarithmic factors. In particular, our algorithm has an average cost of $(1+\eps)$ times the optimum cost after $T = \polylog(p) O(1/\eps^2)$. This is in comparison to previous work on the dense dynamics where the algorithm requires time that scales exponentially with dimension in order to achieve regret of $\eps$ times the optimal cost. We believe that our result has prominent applications in the emerging area of computational advertising, in particular targeted online advertising and advertising in social networks.
Morteza Ibrahimi and Adel Javanmard and Benjamin Van Roy
null
1303.5984
null
null
Generalizing k-means for an arbitrary distance matrix
cs.LG cs.CV stat.ML
The original k-means clustering method works only if the exact vectors representing the data points are known. Therefore calculating the distances from the centroids needs vector operations, since the average of abstract data points is undefined. Existing algorithms can be extended for those cases when the sole input is the distance matrix, and the exact representing vectors are unknown. This extension may be named relational k-means after a notation for a similar algorithm invented for fuzzy clustering. A method is then proposed for generalizing k-means for scenarios when the data points have absolutely no connection with a Euclidean space.
Bal\'azs Szalkai
null
1303.6001
null
null
On Sparsity Inducing Regularization Methods for Machine Learning
cs.LG stat.ML
During the past years there has been an explosion of interest in learning methods based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer can be expressed as the composition of a convex function $\omega$ with a linear function. This setting includes several methods such the group Lasso, the Fused Lasso, multi-task learning and many more. We present a general approach for solving regularization problems of this kind, under the assumption that the proximity operator of the function $\omega$ is available. Furthermore, we comment on the application of this approach to support vector machines, a technique pioneered by the groundbreaking work of Vladimir Vapnik.
Andreas Argyriou, Luca Baldassarre, Charles A. Micchelli, Massimiliano Pontil
null
1303.6086
null
null
Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression
math.ST cs.LG math.OC stat.TH
In this paper, we consider supervised learning problems such as logistic regression and study the stochastic gradient method with averaging, in the usual stochastic approximation setting where observations are used only once. We show that after $N$ iterations, with a constant step-size proportional to $1/R^2 \sqrt{N}$ where $N$ is the number of observations and $R$ is the maximum norm of the observations, the convergence rate is always of order $O(1/\sqrt{N})$, and improves to $O(R^2 / \mu N)$ where $\mu$ is the lowest eigenvalue of the Hessian at the global optimum (when this eigenvalue is greater than $R^2/\sqrt{N}$). Since $\mu$ does not need to be known in advance, this shows that averaged stochastic gradient is adaptive to \emph{unknown local} strong convexity of the objective function. Our proof relies on the generalized self-concordance properties of the logistic loss and thus extends to all generalized linear models with uniformly bounded features.
Francis Bach (INRIA Paris - Rocquencourt, LIENS)
null
1303.6149
null
null
Machine learning of hierarchical clustering to segment 2D and 3D images
cs.CV cs.LG
We aim to improve segmentation through the use of machine learning tools during region agglomeration. We propose an active learning approach for performing hierarchical agglomerative segmentation from superpixels. Our method combines multiple features at all scales of the agglomerative process, works for data with an arbitrary number of dimensions, and scales to very large datasets. We advocate the use of variation of information to measure segmentation accuracy, particularly in 3D electron microscopy (EM) images of neural tissue, and using this metric demonstrate an improvement over competing algorithms in EM and natural images.
Juan Nunez-Iglesias, Ryan Kennedy, Toufiq Parag, Jianbo Shi, Dmitri B. Chklovskii
10.1371/journal.pone.0071715
1303.6163
null
null
Convex Tensor Decomposition via Structured Schatten Norm Regularization
stat.ML cs.LG cs.NA
We discuss structured Schatten norms for tensor decomposition that includes two recently proposed norms ("overlapped" and "latent") for convex-optimization-based tensor decomposition, and connect tensor decomposition with wider literature on structured sparsity. Based on the properties of the structured Schatten norms, we mathematically analyze the performance of "latent" approach for tensor decomposition, which was empirically found to perform better than the "overlapped" approach in some settings. We show theoretically that this is indeed the case. In particular, when the unknown true tensor is low-rank in a specific mode, this approach performs as good as knowing the mode with the smallest rank. Along the way, we show a novel duality result for structures Schatten norms, establish the consistency, and discuss the identifiability of this approach. We confirm through numerical simulations that our theoretical prediction can precisely predict the scaling behavior of the mean squared error.
Ryota Tomioka, Taiji Suzuki
null
1303.6370
null
null
A Note on k-support Norm Regularized Risk Minimization
cs.LG
The k-support norm has been recently introduced to perform correlated sparsity regularization. Although Argyriou et al. only reported experiments using squared loss, here we apply it to several other commonly used settings resulting in novel machine learning algorithms with interesting and familiar limit cases. Source code for the algorithms described here is available.
Matthew Blaschko (INRIA Saclay - Ile de France, CVN)
null
1303.6390
null
null
Exploiting correlation and budget constraints in Bayesian multi-armed bandit optimization
stat.ML cs.LG
We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best arm identification in the multi-armed bandit literature. We introduce a Bayesian approach for this problem and show that it empirically outperforms both the existing frequentist counterpart and other Bayesian optimization methods. The Bayesian approach places emphasis on detailed modelling, including the modelling of correlations among the arms. As a result, it can perform well in situations where the number of arms is much larger than the number of allowed function evaluation, whereas the frequentist counterpart is inapplicable. This feature enables us to develop and deploy practical applications, such as automatic machine learning toolboxes. The paper presents comprehensive comparisons of the proposed approach, Thompson sampling, classical Bayesian optimization techniques, more recent Bayesian bandit approaches, and state-of-the-art best arm identification methods. This is the first comparison of many of these methods in the literature and allows us to examine the relative merits of their different features.
Matthew W. Hoffman, Bobak Shahriari, Nando de Freitas
null
1303.6746
null
null
Sequential testing over multiple stages and performance analysis of data fusion
stat.ML cs.LG
We describe a methodology for modeling the performance of decision-level data fusion between different sensor configurations, implemented as part of the JIEDDO Analytic Decision Engine (JADE). We first discuss a Bayesian network formulation of classical probabilistic data fusion, which allows elementary fusion structures to be stacked and analyzed efficiently. We then present an extension of the Wald sequential test for combining the outputs of the Bayesian network over time. We discuss an algorithm to compute its performance statistics and illustrate the approach on some examples. This variant of the sequential test involves multiple, distinct stages, where the evidence accumulated from each stage is carried over into the next one, and is motivated by a need to keep certain sensors in the network inactive unless triggered by other sensors.
Gaurav Thakur
10.1117/12.2017754
1303.6750
null
null
Efficiently Using Second Order Information in Large l1 Regularization Problems
stat.ML cs.LG
We propose a novel general algorithm LHAC that efficiently uses second-order information to train a class of large-scale l1-regularized problems. Our method executes cheap iterations while achieving fast local convergence rate by exploiting the special structure of a low-rank matrix, constructed via quasi-Newton approximation of the Hessian of the smooth loss function. A greedy active-set strategy, based on the largest violations in the dual constraints, is employed to maintain a working set that iteratively estimates the complement of the optimal active set. This allows for smaller size of subproblems and eventually identifies the optimal active set. Empirical comparisons confirm that LHAC is highly competitive with several recently proposed state-of-the-art specialized solvers for sparse logistic regression and sparse inverse covariance matrix selection.
Xiaocheng Tang and Katya Scheinberg
null
1303.6935
null
null
ABC Reinforcement Learning
stat.ML cs.LG
This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators (generative models). This is useful in domains where an analytical probabilistic model of the underlying process is too complex to formulate, but where detailed simulation models are available. ABC-RL allows the use of any Bayesian reinforcement learning technique, even in this case. In addition, it can be seen as an extension of rollout algorithms to the case where we do not know what the correct model to draw rollouts from is. We experimentally demonstrate the potential of this approach in a comparison with LSPI. Finally, we introduce a theorem showing that ABC is a sound methodology in principle, even when non-sufficient statistics are used.
Christos Dimitrakakis, Nikolaos Tziortziotis
null
1303.6977
null
null
Inductive Hashing on Manifolds
cs.LG
Learning based hashing methods have attracted considerable attention due to their ability to greatly increase the scale at which existing algorithms may operate. Most of these methods are designed to generate binary codes that preserve the Euclidean distance in the original space. Manifold learning techniques, in contrast, are better able to model the intrinsic structure embedded in the original high-dimensional data. The complexity of these models, and the problems with out-of-sample data, have previously rendered them unsuitable for application to large-scale embedding, however. In this work, we consider how to learn compact binary embeddings on their intrinsic manifolds. In order to address the above-mentioned difficulties, we describe an efficient, inductive solution to the out-of-sample data problem, and a process by which non-parametric manifold learning may be used as the basis of a hashing method. Our proposed approach thus allows the development of a range of new hashing techniques exploiting the flexibility of the wide variety of manifold learning approaches available. We particularly show that hashing on the basis of t-SNE .
Fumin Shen, Chunhua Shen, Qinfeng Shi, Anton van den Hengel, Zhenmin Tang
10.1109/CVPR.2013.205
1303.7043
null
null
Relevance As a Metric for Evaluating Machine Learning Algorithms
stat.ML cs.LG
In machine learning, the choice of a learning algorithm that is suitable for the application domain is critical. The performance metric used to compare different algorithms must also reflect the concerns of users in the application domain under consideration. In this work, we propose a novel probability-based performance metric called Relevance Score for evaluating supervised learning algorithms. We evaluate the proposed metric through empirical analysis on a dataset gathered from an intelligent lighting pilot installation. In comparison to the commonly used Classification Accuracy metric, the Relevance Score proves to be more appropriate for a certain class of applications.
Aravind Kota Gopalakrishna, Tanir Ozcelebi, Antonio Liotta, Johan J. Lukkien
10.1007/978-3-642-39712-7_15
1303.7093
null
null
Confidence sets for persistence diagrams
math.ST cs.CG cs.LG stat.TH
Persistent homology is a method for probing topological properties of point clouds and functions. The method involves tracking the birth and death of topological features (2000) as one varies a tuning parameter. Features with short lifetimes are informally considered to be "topological noise," and those with a long lifetime are considered to be "topological signal." In this paper, we bring some statistical ideas to persistent homology. In particular, we derive confidence sets that allow us to separate topological signal from topological noise.
Brittany Terese Fasy, Fabrizio Lecci, Alessandro Rinaldo, Larry Wasserman, Sivaraman Balakrishnan, Aarti Singh
10.1214/14-AOS1252
1303.7117
null
null
Detecting Overlapping Temporal Community Structure in Time-Evolving Networks
cs.SI cs.LG physics.soc-ph stat.ML
We present a principled approach for detecting overlapping temporal community structure in dynamic networks. Our method is based on the following framework: find the overlapping temporal community structure that maximizes a quality function associated with each snapshot of the network subject to a temporal smoothness constraint. A novel quality function and a smoothness constraint are proposed to handle overlaps, and a new convex relaxation is used to solve the resulting combinatorial optimization problem. We provide theoretical guarantees as well as experimental results that reveal community structure in real and synthetic networks. Our main insight is that certain structures can be identified only when temporal correlation is considered and when communities are allowed to overlap. In general, discovering such overlapping temporal community structure can enhance our understanding of real-world complex networks by revealing the underlying stability behind their seemingly chaotic evolution.
Yudong Chen, Vikas Kawadia, Rahul Urgaonkar
null
1303.7226
null
null
Scalable Text and Link Analysis with Mixed-Topic Link Models
cs.LG cs.IR cs.SI physics.data-an stat.ML
Many data sets contain rich information about objects, as well as pairwise relations between them. For instance, in networks of websites, scientific papers, and other documents, each node has content consisting of a collection of words, as well as hyperlinks or citations to other nodes. In order to perform inference on such data sets, and make predictions and recommendations, it is useful to have models that are able to capture the processes which generate the text at each node and the links between them. In this paper, we combine classic ideas in topic modeling with a variant of the mixed-membership block model recently developed in the statistical physics community. The resulting model has the advantage that its parameters, including the mixture of topics of each document and the resulting overlapping communities, can be inferred with a simple and scalable expectation-maximization algorithm. We test our model on three data sets, performing unsupervised topic classification and link prediction. For both tasks, our model outperforms several existing state-of-the-art methods, achieving higher accuracy with significantly less computation, analyzing a data set with 1.3 million words and 44 thousand links in a few minutes.
Yaojia Zhu, Xiaoran Yan, Lise Getoor and Cristopher Moore
10.1145/2487575.2487693
1303.7264
null
null
On the symmetrical Kullback-Leibler Jeffreys centroids
cs.IT cs.LG math.IT stat.ML
Due to the success of the bag-of-word modeling paradigm, clustering histograms has become an important ingredient of modern information processing. Clustering histograms can be performed using the celebrated $k$-means centroid-based algorithm. From the viewpoint of applications, it is usually required to deal with symmetric distances. In this letter, we consider the Jeffreys divergence that symmetrizes the Kullback-Leibler divergence, and investigate the computation of Jeffreys centroids. We first prove that the Jeffreys centroid can be expressed analytically using the Lambert $W$ function for positive histograms. We then show how to obtain a fast guaranteed approximation when dealing with frequency histograms. Finally, we conclude with some remarks on the $k$-means histogram clustering.
Frank Nielsen
10.1109/LSP.2013.2260538
1303.7286
null
null
Universal Approximation Depth and Errors of Narrow Belief Networks with Discrete Units
stat.ML cs.LG math.PR
We generalize recent theoretical work on the minimal number of layers of narrow deep belief networks that can approximate any probability distribution on the states of their visible units arbitrarily well. We relax the setting of binary units (Sutskever and Hinton, 2008; Le Roux and Bengio, 2008, 2010; Mont\'ufar and Ay, 2011) to units with arbitrary finite state spaces, and the vanishing approximation error to an arbitrary approximation error tolerance. For example, we show that a $q$-ary deep belief network with $L\geq 2+\frac{q^{\lceil m-\delta \rceil}-1}{q-1}$ layers of width $n \leq m + \log_q(m) + 1$ for some $m\in \mathbb{N}$ can approximate any probability distribution on $\{0,1,\ldots,q-1\}^n$ without exceeding a Kullback-Leibler divergence of $\delta$. Our analysis covers discrete restricted Boltzmann machines and na\"ive Bayes models as special cases.
Guido F. Mont\'ufar
null
1303.7461
null
null
Independent Vector Analysis: Identification Conditions and Performance Bounds
cs.LG cs.IT math.IT stat.ML
Recently, an extension of independent component analysis (ICA) from one to multiple datasets, termed independent vector analysis (IVA), has been the subject of significant research interest. IVA has also been shown to be a generalization of Hotelling's canonical correlation analysis. In this paper, we provide the identification conditions for a general IVA formulation, which accounts for linear, nonlinear, and sample-to-sample dependencies. The identification conditions are a generalization of previous results for ICA and for IVA when samples are independently and identically distributed. Furthermore, a principal aim of IVA is the identification of dependent sources between datasets. Thus, we provide the additional conditions for when the arbitrary ordering of the sources within each dataset is common. Performance bounds in terms of the Cramer-Rao lower bound are also provided for the demixing matrices and interference to source ratio. The performance of two IVA algorithms are compared to the theoretical bounds.
Matthew Anderson, Geng-Shen Fu, Ronald Phlypo, and T\"ulay Adal{\i}
10.1109/TSP.2014.2333554
1303.7474
null
null
Translation-Invariant Shrinkage/Thresholding of Group Sparse Signals
cs.CV cs.LG cs.SD
This paper addresses signal denoising when large-amplitude coefficients form clusters (groups). The L1-norm and other separable sparsity models do not capture the tendency of coefficients to cluster (group sparsity). This work develops an algorithm, called 'overlapping group shrinkage' (OGS), based on the minimization of a convex cost function involving a group-sparsity promoting penalty function. The groups are fully overlapping so the denoising method is translation-invariant and blocking artifacts are avoided. Based on the principle of majorization-minimization (MM), we derive a simple iterative minimization algorithm that reduces the cost function monotonically. A procedure for setting the regularization parameter, based on attenuating the noise to a specified level, is also described. The proposed approach is illustrated on speech enhancement, wherein the OGS approach is applied in the short-time Fourier transform (STFT) domain. The denoised speech produced by OGS does not suffer from musical noise.
Po-Yu Chen and Ivan W. Selesnick
10.1016/j.sigpro.2013.06
1304.0035
null
null
Parallel Computation Is ESS
cs.LG cs.AI cs.GT
There are enormous amount of examples of Computation in nature, exemplified across multiple species in biology. One crucial aim for these computations across all life forms their ability to learn and thereby increase the chance of their survival. In the current paper a formal definition of autonomous learning is proposed. From that definition we establish a Turing Machine model for learning, where rule tables can be added or deleted, but can not be modified. Sequential and parallel implementations of this model are discussed. It is found that for general purpose learning based on this model, the implementations capable of parallel execution would be evolutionarily stable. This is proposed to be of the reasons why in Nature parallelism in computation is found in abundance.
Nabarun Mondal and Partha P. Ghosh
null
1304.0160
null
null
Sparse Signal Processing with Linear and Nonlinear Observations: A Unified Shannon-Theoretic Approach
cs.IT cs.LG math.IT math.ST stat.ML stat.TH
We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features. In general, sparse signal processing problems can be characterized in terms of the following Markovian property. We are given a set of $N$ variables $X_1,X_2,\ldots,X_N$, and there is an unknown subset of variables $S \subset \{1,\ldots,N\}$ that are relevant for predicting outcomes $Y$. More specifically, when $Y$ is conditioned on $\{X_n\}_{n\in S}$ it is conditionally independent of the other variables, $\{X_n\}_{n \not \in S}$. Our goal is to identify the set $S$ from samples of the variables $X$ and the associated outcomes $Y$. We characterize this problem as a version of the noisy channel coding problem. Using asymptotic information theoretic analyses, we establish mutual information formulas that provide sufficient and necessary conditions on the number of samples required to successfully recover the salient variables. These mutual information expressions unify conditions for both linear and nonlinear observations. We then compute sample complexity bounds for the aforementioned models, based on the mutual information expressions in order to demonstrate the applicability and flexibility of our results in general sparse signal processing models.
Cem Aksoylar, George Atia, Venkatesh Saligrama
10.1109/TIT.2016.2605122
1304.0682
null
null
Improved Performance of Unsupervised Method by Renovated K-Means
cs.LG cs.CV stat.ML
Clustering is a separation of data into groups of similar objects. Every group called cluster consists of objects that are similar to one another and dissimilar to objects of other groups. In this paper, the K-Means algorithm is implemented by three distance functions and to identify the optimal distance function for clustering methods. The proposed K-Means algorithm is compared with K-Means, Static Weighted K-Means (SWK-Means) and Dynamic Weighted K-Means (DWK-Means) algorithm by using Davis Bouldin index, Execution Time and Iteration count methods. Experimental results show that the proposed K-Means algorithm performed better on Iris and Wine dataset when compared with other three clustering methods.
P. Ashok, G.M Kadhar Nawaz, E. Elayaraja, V. Vadivel
null
1304.0725
null
null
Representation, Approximation and Learning of Submodular Functions Using Low-rank Decision Trees
cs.LG cs.CC cs.DS
We study the complexity of approximate representation and learning of submodular functions over the uniform distribution on the Boolean hypercube $\{0,1\}^n$. Our main result is the following structural theorem: any submodular function is $\epsilon$-close in $\ell_2$ to a real-valued decision tree (DT) of depth $O(1/\epsilon^2)$. This immediately implies that any submodular function is $\epsilon$-close to a function of at most $2^{O(1/\epsilon^2)}$ variables and has a spectral $\ell_1$ norm of $2^{O(1/\epsilon^2)}$. It also implies the closest previous result that states that submodular functions can be approximated by polynomials of degree $O(1/\epsilon^2)$ (Cheraghchi et al., 2012). Our result is proved by constructing an approximation of a submodular function by a DT of rank $4/\epsilon^2$ and a proof that any rank-$r$ DT can be $\epsilon$-approximated by a DT of depth $\frac{5}{2}(r+\log(1/\epsilon))$. We show that these structural results can be exploited to give an attribute-efficient PAC learning algorithm for submodular functions running in time $\tilde{O}(n^2) \cdot 2^{O(1/\epsilon^{4})}$. The best previous algorithm for the problem requires $n^{O(1/\epsilon^{2})}$ time and examples (Cheraghchi et al., 2012) but works also in the agnostic setting. In addition, we give improved learning algorithms for a number of related settings. We also prove that our PAC and agnostic learning algorithms are essentially optimal via two lower bounds: (1) an information-theoretic lower bound of $2^{\Omega(1/\epsilon^{2/3})}$ on the complexity of learning monotone submodular functions in any reasonable model; (2) computational lower bound of $n^{\Omega(1/\epsilon^{2/3})}$ based on a reduction to learning of sparse parities with noise, widely-believed to be intractable. These are the first lower bounds for learning of submodular functions over the uniform distribution.
Vitaly Feldman and Pravesh Kothari and Jan Vondrak
null
1304.0730
null
null
O(logT) Projections for Stochastic Optimization of Smooth and Strongly Convex Functions
cs.LG
Traditional algorithms for stochastic optimization require projecting the solution at each iteration into a given domain to ensure its feasibility. When facing complex domains, such as positive semi-definite cones, the projection operation can be expensive, leading to a high computational cost per iteration. In this paper, we present a novel algorithm that aims to reduce the number of projections for stochastic optimization. The proposed algorithm combines the strength of several recent developments in stochastic optimization, including mini-batch, extra-gradient, and epoch gradient descent, in order to effectively explore the smoothness and strong convexity. We show, both in expectation and with a high probability, that when the objective function is both smooth and strongly convex, the proposed algorithm achieves the optimal $O(1/T)$ rate of convergence with only $O(\log T)$ projections. Our empirical study verifies the theoretical result.
Lijun Zhang, Tianbao Yang, Rong Jin, Xiaofei He
null
1304.0740
null
null
A Fast Semidefinite Approach to Solving Binary Quadratic Problems
cs.CV cs.LG
Many computer vision problems can be formulated as binary quadratic programs (BQPs). Two classic relaxation methods are widely used for solving BQPs, namely, spectral methods and semidefinite programming (SDP), each with their own advantages and disadvantages. Spectral relaxation is simple and easy to implement, but its bound is loose. Semidefinite relaxation has a tighter bound, but its computational complexity is high for large scale problems. We present a new SDP formulation for BQPs, with two desirable properties. First, it has a similar relaxation bound to conventional SDP formulations. Second, compared with conventional SDP methods, the new SDP formulation leads to a significantly more efficient and scalable dual optimization approach, which has the same degree of complexity as spectral methods. Extensive experiments on various applications including clustering, image segmentation, co-segmentation and registration demonstrate the usefulness of our SDP formulation for solving large-scale BQPs.
Peng Wang, Chunhua Shen, Anton van den Hengel
10.1109/CVPR.2013.173
1304.0840
null
null
A Novel Frank-Wolfe Algorithm. Analysis and Applications to Large-Scale SVM Training
cs.CV cs.AI cs.LG math.OC stat.ML
Recently, there has been a renewed interest in the machine learning community for variants of a sparse greedy approximation procedure for concave optimization known as {the Frank-Wolfe (FW) method}. In particular, this procedure has been successfully applied to train large-scale instances of non-linear Support Vector Machines (SVMs). Specializing FW to SVM training has allowed to obtain efficient algorithms but also important theoretical results, including convergence analysis of training algorithms and new characterizations of model sparsity. In this paper, we present and analyze a novel variant of the FW method based on a new way to perform away steps, a classic strategy used to accelerate the convergence of the basic FW procedure. Our formulation and analysis is focused on a general concave maximization problem on the simplex. However, the specialization of our algorithm to quadratic forms is strongly related to some classic methods in computational geometry, namely the Gilbert and MDM algorithms. On the theoretical side, we demonstrate that the method matches the guarantees in terms of convergence rate and number of iterations obtained by using classic away steps. In particular, the method enjoys a linear rate of convergence, a result that has been recently proved for MDM on quadratic forms. On the practical side, we provide experiments on several classification datasets, and evaluate the results using statistical tests. Experiments show that our method is faster than the FW method with classic away steps, and works well even in the cases in which classic away steps slow down the algorithm. Furthermore, these improvements are obtained without sacrificing the predictive accuracy of the obtained SVM model.
Hector Allende, Emanuele Frandi, Ricardo Nanculef, Claudio Sartori
null
1304.1014
null
null
Estimating Phoneme Class Conditional Probabilities from Raw Speech Signal using Convolutional Neural Networks
cs.LG cs.CL cs.NE
In hybrid hidden Markov model/artificial neural networks (HMM/ANN) automatic speech recognition (ASR) system, the phoneme class conditional probabilities are estimated by first extracting acoustic features from the speech signal based on prior knowledge such as, speech perception or/and speech production knowledge, and, then modeling the acoustic features with an ANN. Recent advances in machine learning techniques, more specifically in the field of image processing and text processing, have shown that such divide and conquer strategy (i.e., separating feature extraction and modeling steps) may not be necessary. Motivated from these studies, in the framework of convolutional neural networks (CNNs), this paper investigates a novel approach, where the input to the ANN is raw speech signal and the output is phoneme class conditional probability estimates. On TIMIT phoneme recognition task, we study different ANN architectures to show the benefit of CNNs and compare the proposed approach against conventional approach where, spectral-based feature MFCC is extracted and modeled by a multilayer perceptron. Our studies show that the proposed approach can yield comparable or better phoneme recognition performance when compared to the conventional approach. It indicates that CNNs can learn features relevant for phoneme classification automatically from the raw speech signal.
Dimitri Palaz, Ronan Collobert, Mathew Magimai.-Doss
null
1304.1018
null
null
Efficient Distance Metric Learning by Adaptive Sampling and Mini-Batch Stochastic Gradient Descent (SGD)
cs.LG
Distance metric learning (DML) is an important task that has found applications in many domains. The high computational cost of DML arises from the large number of variables to be determined and the constraint that a distance metric has to be a positive semi-definite (PSD) matrix. Although stochastic gradient descent (SGD) has been successfully applied to improve the efficiency of DML, it can still be computationally expensive because in order to ensure that the solution is a PSD matrix, it has to, at every iteration, project the updated distance metric onto the PSD cone, an expensive operation. We address this challenge by developing two strategies within SGD, i.e. mini-batch and adaptive sampling, to effectively reduce the number of updates (i.e., projections onto the PSD cone) in SGD. We also develop hybrid approaches that combine the strength of adaptive sampling with that of mini-batch online learning techniques to further improve the computational efficiency of SGD for DML. We prove the theoretical guarantees for both adaptive sampling and mini-batch based approaches for DML. We also conduct an extensive empirical study to verify the effectiveness of the proposed algorithms for DML.
Qi Qian, Rong Jin, Jinfeng Yi, Lijun Zhang, Shenghuo Zhu
null
1304.1192
null
null
Fast SVM training using approximate extreme points
cs.LG
Applications of non-linear kernel Support Vector Machines (SVMs) to large datasets is seriously hampered by its excessive training time. We propose a modification, called the approximate extreme points support vector machine (AESVM), that is aimed at overcoming this burden. Our approach relies on conducting the SVM optimization over a carefully selected subset, called the representative set, of the training dataset. We present analytical results that indicate the similarity of AESVM and SVM solutions. A linear time algorithm based on convex hulls and extreme points is used to compute the representative set in kernel space. Extensive computational experiments on nine datasets compared AESVM to LIBSVM \citep{LIBSVM}, CVM \citep{Tsang05}, BVM \citep{Tsang07}, LASVM \citep{Bordes05}, $\text{SVM}^{\text{perf}}$ \citep{Joachims09}, and the random features method \citep{rahimi07}. Our AESVM implementation was found to train much faster than the other methods, while its classification accuracy was similar to that of LIBSVM in all cases. In particular, for a seizure detection dataset, AESVM training was almost $10^3$ times faster than LIBSVM and LASVM and more than forty times faster than CVM and BVM. Additionally, AESVM also gave competitively fast classification times.
Manu Nandan, Pramod P. Khargonekar, Sachin S. Talathi
null
1304.1391
null
null
Generalization Bounds for Domain Adaptation
cs.LG math.PR
In this paper, we provide a new framework to obtain the generalization bounds of the learning process for domain adaptation, and then apply the derived bounds to analyze the asymptotical convergence of the learning process. Without loss of generality, we consider two kinds of representative domain adaptation: one is with multiple sources and the other is combining source and target data. In particular, we use the integral probability metric to measure the difference between two domains. For either kind of domain adaptation, we develop a related Hoeffding-type deviation inequality and a symmetrization inequality to achieve the corresponding generalization bound based on the uniform entropy number. We also generalized the classical McDiarmid's inequality to a more general setting where independent random variables can take values from different domains. By using this inequality, we then obtain generalization bounds based on the Rademacher complexity. Afterwards, we analyze the asymptotic convergence and the rate of convergence of the learning process for such kind of domain adaptation. Meanwhile, we discuss the factors that affect the asymptotic behavior of the learning process and the numerical experiments support our theoretical findings as well.
Chao Zhang, Lei Zhang, Jieping Ye
null
1304.1574
null
null
Bug Classification: Feature Extraction and Comparison of Event Model using Na\"ive Bayes Approach
cs.SE cs.IR cs.LG
In software industries, individuals at different levels from customer to an engineer apply diverse mechanisms to detect to which class a particular bug should be allocated. Sometimes while a simple search in Internet might help, in many other cases a lot of effort is spent in analyzing the bug report to classify the bug. So there is a great need of a structured mining algorithm - where given a crash log, the existing bug database could be mined to find out the class to which the bug should be allocated. This would involve Mining patterns and applying different classification algorithms. This paper focuses on the feature extraction, noise reduction in data and classification of network bugs using probabilistic Na\"ive Bayes approach. Different event models like Bernoulli and Multinomial are applied on the extracted features. When new, unseen bugs are given as input to the algorithms, the performance comparison of different algorithms is done on the basis of accuracy and recall parameters.
Sunil Joy Dommati, Ruchi Agrawal, Ram Mohana Reddy G. and S. Sowmya Kamath
null
1304.1677
null
null
Image Retrieval using Histogram Factorization and Contextual Similarity Learning
cs.CV cs.DB cs.LG
Image retrieval has been a top topic in the field of both computer vision and machine learning for a long time. Content based image retrieval, which tries to retrieve images from a database visually similar to a query image, has attracted much attention. Two most important issues of image retrieval are the representation and ranking of the images. Recently, bag-of-words based method has shown its power as a representation method. Moreover, nonnegative matrix factorization is also a popular way to represent the data samples. In addition, contextual similarity learning has also been studied and proven to be an effective method for the ranking problem. However, these technologies have never been used together. In this paper, we developed an effective image retrieval system by representing each image using the bag-of-words method as histograms, and then apply the nonnegative matrix factorization to factorize the histograms, and finally learn the ranking score using the contextual similarity learning method. The proposed novel system is evaluated on a large scale image database and the effectiveness is shown.
Liu Liang
null
1304.1995
null
null
A General Framework for Interacting Bayes-Optimally with Self-Interested Agents using Arbitrary Parametric Model and Model Prior
cs.LG cs.AI cs.MA stat.ML
Recent advances in Bayesian reinforcement learning (BRL) have shown that Bayes-optimality is theoretically achievable by modeling the environment's latent dynamics using Flat-Dirichlet-Multinomial (FDM) prior. In self-interested multi-agent environments, the transition dynamics are mainly controlled by the other agent's stochastic behavior for which FDM's independence and modeling assumptions do not hold. As a result, FDM does not allow the other agent's behavior to be generalized across different states nor specified using prior domain knowledge. To overcome these practical limitations of FDM, we propose a generalization of BRL to integrate the general class of parametric models and model priors, thus allowing practitioners' domain knowledge to be exploited to produce a fine-grained and compact representation of the other agent's behavior. Empirical evaluation shows that our approach outperforms existing multi-agent reinforcement learning algorithms.
Trong Nghia Hoang and Kian Hsiang Low
null
1304.2024
null
null
ClusterCluster: Parallel Markov Chain Monte Carlo for Dirichlet Process Mixtures
stat.ML cs.DC cs.LG
The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference methods for the DP often provide a gold standard in terms asymptotic accuracy, they can be computationally expensive and are not obviously parallelizable. We propose a reparameterization of the Dirichlet process that induces conditional independencies between the atoms that form the random measure. This conditional independence enables many of the Markov chain transition operators for DP inference to be simulated in parallel across multiple cores. Applied to mixture modeling, our approach enables the Dirichlet process to simultaneously learn clusters that describe the data and superclusters that define the granularity of parallelization. Unlike previous approaches, our technique does not require alteration of the model and leaves the true posterior distribution invariant. It also naturally lends itself to a distributed software implementation in terms of Map-Reduce, which we test in cluster configurations of over 50 machines and 100 cores. We present experiments exploring the parallel efficiency and convergence properties of our approach on both synthetic and real-world data, including runs on 1MM data vectors in 256 dimensions.
Dan Lovell, Jonathan Malmaud, Ryan P. Adams, Vikash K. Mansinghka
null
1304.2302
null
null
The PAV algorithm optimizes binary proper scoring rules
stat.AP cs.LG stat.ML
There has been much recent interest in application of the pool-adjacent-violators (PAV) algorithm for the purpose of calibrating the probabilistic outputs of automatic pattern recognition and machine learning algorithms. Special cost functions, known as proper scoring rules form natural objective functions to judge the goodness of such calibration. We show that for binary pattern classifiers, the non-parametric optimization of calibration, subject to a monotonicity constraint, can be solved by PAV and that this solution is optimal for all regular binary proper scoring rules. This extends previous results which were limited to convex binary proper scoring rules. We further show that this result holds not only for calibration of probabilities, but also for calibration of log-likelihood-ratios, in which case optimality holds independently of the prior probabilities of the pattern classes.
Niko Brummer and Johan du Preez
null
1304.2331
null
null
Multiple decision trees
cs.LG cs.AI stat.ML
This paper describes experiments, on two domains, to investigate the effect of averaging over predictions of multiple decision trees, instead of using a single tree. Other authors have pointed out theoretical and commonsense reasons for preferring the multiple tree approach. Ideally, we would like to consider predictions from all trees, weighted by their probability. However, there is a vast number of different trees, and it is difficult to estimate the probability of each tree. We sidestep the estimation problem by using a modified version of the ID3 algorithm to build good trees, and average over only these trees. Our results are encouraging. For each domain, we managed to produce a small number of good trees. We find that it is best to average across sets of trees with different structure; this usually gives better performance than any of the constituent trees, including the ID3 tree.
Suk Wah Kwok, Chris Carter
null
1304.2363
null
null
Kernel Reconstruction ICA for Sparse Representation
cs.CV cs.LG
Independent Component Analysis (ICA) is an effective unsupervised tool to learn statistically independent representation. However, ICA is not only sensitive to whitening but also difficult to learn an over-complete basis. Consequently, ICA with soft Reconstruction cost(RICA) was presented to learn sparse representations with over-complete basis even on unwhitened data. Whereas RICA is infeasible to represent the data with nonlinear structure due to its intrinsic linearity. In addition, RICA is essentially an unsupervised method and can not utilize the class information. In this paper, we propose a kernel ICA model with reconstruction constraint (kRICA) to capture the nonlinear features. To bring in the class information, we further extend the unsupervised kRICA to a supervised one by introducing a discrimination constraint, namely d-kRICA. This constraint leads to learn a structured basis consisted of basis vectors from different basis subsets corresponding to different class labels. Then each subset will sparsely represent well for its own class but not for the others. Furthermore, data samples belonging to the same class will have similar representations, and thereby the learned sparse representations can take more discriminative power. Experimental results validate the effectiveness of kRICA and d-kRICA for image classification.
Yanhui Xiao, Zhenfeng Zhu, Yao Zhao
null
1304.2490
null
null
Entropy landscape of solutions in the binary perceptron problem
cond-mat.dis-nn cond-mat.stat-mech cs.LG
The statistical picture of the solution space for a binary perceptron is studied. The binary perceptron learns a random classification of input random patterns by a set of binary synaptic weights. The learning of this network is difficult especially when the pattern (constraint) density is close to the capacity, which is supposed to be intimately related to the structure of the solution space. The geometrical organization is elucidated by the entropy landscape from a reference configuration and of solution-pairs separated by a given Hamming distance in the solution space. We evaluate the entropy at the annealed level as well as replica symmetric level and the mean field result is confirmed by the numerical simulations on single instances using the proposed message passing algorithms. From the first landscape (a random configuration as a reference), we see clearly how the solution space shrinks as more constraints are added. From the second landscape of solution-pairs, we deduce the coexistence of clustering and freezing in the solution space.
Haiping Huang, K. Y. Michael Wong and Yoshiyuki Kabashima
10.1088/1751-8113/46/37/375002
1304.2850
null
null
The BOSARIS Toolkit: Theory, Algorithms and Code for Surviving the New DCF
stat.AP cs.LG stat.ML
The change of two orders of magnitude in the 'new DCF' of NIST's SRE'10, relative to the 'old DCF' evaluation criterion, posed a difficult challenge for participants and evaluator alike. Initially, participants were at a loss as to how to calibrate their systems, while the evaluator underestimated the required number of evaluation trials. After the fact, it is now obvious that both calibration and evaluation require very large sets of trials. This poses the challenges of (i) how to decide what number of trials is enough, and (ii) how to process such large data sets with reasonable memory and CPU requirements. After SRE'10, at the BOSARIS Workshop, we built solutions to these problems into the freely available BOSARIS Toolkit. This paper explains the principles and algorithms behind this toolkit. The main contributions of the toolkit are: 1. The Normalized Bayes Error-Rate Plot, which analyses likelihood- ratio calibration over a wide range of DCF operating points. These plots also help in judging the adequacy of the sizes of calibration and evaluation databases. 2. Efficient algorithms to compute DCF and minDCF for large score files, over the range of operating points required by these plots. 3. A new score file format, which facilitates working with very large trial lists. 4. A faster logistic regression optimizer for fusion and calibration. 5. A principled way to define EER (equal error rate), which is of practical interest when the absolute error count is small.
Niko Br\"ummer and Edward de Villiers
null
1304.2865
null
null
A Generalized Online Mirror Descent with Applications to Classification and Regression
cs.LG
Online learning algorithms are fast, memory-efficient, easy to implement, and applicable to many prediction problems, including classification, regression, and ranking. Several online algorithms were proposed in the past few decades, some based on additive updates, like the Perceptron, and some on multiplicative updates, like Winnow. A unifying perspective on the design and the analysis of online algorithms is provided by online mirror descent, a general prediction strategy from which most first-order algorithms can be obtained as special cases. We generalize online mirror descent to time-varying regularizers with generic updates. Unlike standard mirror descent, our more general formulation also captures second order algorithms, algorithms for composite losses and algorithms for adaptive filtering. Moreover, we recover, and sometimes improve, known regret bounds as special cases of our analysis using specific regularizers. Finally, we show the power of our approach by deriving a new second order algorithm with a regret bound invariant with respect to arbitrary rescalings of individual features.
Francesco Orabona, Koby Crammer, Nicol\`o Cesa-Bianchi
null
1304.2994
null
null
Scaling the Indian Buffet Process via Submodular Maximization
stat.ML cs.LG
Inference for latent feature models is inherently difficult as the inference space grows exponentially with the size of the input data and number of latent features. In this work, we use Kurihara & Welling (2008)'s maximization-expectation framework to perform approximate MAP inference for linear-Gaussian latent feature models with an Indian Buffet Process (IBP) prior. This formulation yields a submodular function of the features that corresponds to a lower bound on the model evidence. By adding a constant to this function, we obtain a nonnegative submodular function that can be maximized via a greedy algorithm that obtains at least a one-third approximation to the optimal solution. Our inference method scales linearly with the size of the input data, and we show the efficacy of our method on the largest datasets currently analyzed using an IBP model.
Colorado Reed and Zoubin Ghahramani
null
1304.3285
null
null
Probabilistic Classification using Fuzzy Support Vector Machines
cs.LG math.ST stat.TH
In medical applications such as recognizing the type of a tumor as Malignant or Benign, a wrong diagnosis can be devastating. Methods like Fuzzy Support Vector Machines (FSVM) try to reduce the effect of misplaced training points by assigning a lower weight to the outliers. However, there are still uncertain points which are similar to both classes and assigning a class by the given information will cause errors. In this paper, we propose a two-phase classification method which probabilistically assigns the uncertain points to each of the classes. The proposed method is applied to the Breast Cancer Wisconsin (Diagnostic) Dataset which consists of 569 instances in 2 classes of Malignant and Benign. This method assigns certain instances to their appropriate classes with probability of one, and the uncertain instances to each of the classes with associated probabilities. Therefore, based on the degree of uncertainty, doctors can suggest further examinations before making the final diagnosis.
Marzieh Parandehgheibi
null
1304.3345
null
null
Machine Learning, Clustering, and Polymorphy
cs.AI cs.CL cs.LG
This paper describes a machine induction program (WITT) that attempts to model human categorization. Properties of categories to which human subjects are sensitive includes best or prototypical members, relative contrasts between putative categories, and polymorphy (neither necessary or sufficient features). This approach represents an alternative to usual Artificial Intelligence approaches to generalization and conceptual clustering which tend to focus on necessary and sufficient feature rules, equivalence classes, and simple search and match schemes. WITT is shown to be more consistent with human categorization while potentially including results produced by more traditional clustering schemes. Applications of this approach in the domains of expert systems and information retrieval are also discussed.
Stephen Jose Hanson, Malcolm Bauer
null
1304.3432
null
null
Distributed dictionary learning over a sensor network
stat.ML cs.LG stat.AP
We consider the problem of distributed dictionary learning, where a set of nodes is required to collectively learn a common dictionary from noisy measurements. This approach may be useful in several contexts including sensor networks. Diffusion cooperation schemes have been proposed to solve the distributed linear regression problem. In this work we focus on a diffusion-based adaptive dictionary learning strategy: each node records observations and cooperates with its neighbors by sharing its local dictionary. The resulting algorithm corresponds to a distributed block coordinate descent (alternate optimization). Beyond dictionary learning, this strategy could be adapted to many matrix factorization problems and generalized to various settings. This article presents our approach and illustrates its efficiency on some numerical examples.
Pierre Chainais and C\'edric Richard
null
1304.3568
null
null
Advice-Efficient Prediction with Expert Advice
cs.LG stat.ML
Advice-efficient prediction with expert advice (in analogy to label-efficient prediction) is a variant of prediction with expert advice game, where on each round of the game we are allowed to ask for advice of a limited number $M$ out of $N$ experts. This setting is especially interesting when asking for advice of every expert on every round is expensive. We present an algorithm for advice-efficient prediction with expert advice that achieves $O(\sqrt{\frac{N}{M}T\ln N})$ regret on $T$ rounds of the game.
Yevgeny Seldin and Peter Bartlett and Koby Crammer
null
1304.3708
null
null
Towards more accurate clustering method by using dynamic time warping
cs.LG stat.ML
An intrinsic problem of classifiers based on machine learning (ML) methods is that their learning time grows as the size and complexity of the training dataset increases. For this reason, it is important to have efficient computational methods and algorithms that can be applied on large datasets, such that it is still possible to complete the machine learning tasks in reasonable time. In this context, we present in this paper a more accurate simple process to speed up ML methods. An unsupervised clustering algorithm is combined with Expectation, Maximization (EM) algorithm to develop an efficient Hidden Markov Model (HMM) training. The idea of the proposed process consists of two steps. In the first step, training instances with similar inputs are clustered and a weight factor which represents the frequency of these instances is assigned to each representative cluster. Dynamic Time Warping technique is used as a dissimilarity function to cluster similar examples. In the second step, all formulas in the classical HMM training algorithm (EM) associated with the number of training instances are modified to include the weight factor in appropriate terms. This process significantly accelerates HMM training while maintaining the same initial, transition and emission probabilities matrixes as those obtained with the classical HMM training algorithm. Accordingly, the classification accuracy is preserved. Depending on the size of the training set, speedups of up to 2200 times is possible when the size is about 100.000 instances. The proposed approach is not limited to training HMMs, but it can be employed for a large variety of MLs methods.
Khadoudja Ghanem
10.5121/ijdkp.2013.3207
1304.3745
null
null
Identification of relevant subtypes via preweighted sparse clustering
stat.ME cs.LG q-bio.QM stat.AP stat.ML
Cluster analysis methods are used to identify homogeneous subgroups in a data set. In biomedical applications, one frequently applies cluster analysis in order to identify biologically interesting subgroups. In particular, one may wish to identify subgroups that are associated with a particular outcome of interest. Conventional clustering methods generally do not identify such subgroups, particularly when there are a large number of high-variance features in the data set. Conventional methods may identify clusters associated with these high-variance features when one wishes to obtain secondary clusters that are more interesting biologically or more strongly associated with a particular outcome of interest. A modification of sparse clustering can be used to identify such secondary clusters or clusters associated with an outcome of interest. This method correctly identifies such clusters of interest in several simulation scenarios. The method is also applied to a large prospective cohort study of temporomandibular disorders and a leukemia microarray data set.
Sheila Gaynor and Eric Bair
null
1304.3760
null
null
A New Homogeneity Inter-Clusters Measure in SemiSupervised Clustering
cs.LG
Many studies in data mining have proposed a new learning called semi-Supervised. Such type of learning combines unlabeled and labeled data which are hard to obtain. However, in unsupervised methods, the only unlabeled data are used. The problem of significance and the effectiveness of semi-supervised clustering results is becoming of main importance. This paper pursues the thesis that muchgreater accuracy can be achieved in such clustering by improving the similarity computing. Hence, we introduce a new approach of semisupervised clustering using an innovative new homogeneity measure of generated clusters. Our experimental results demonstrate significantly improved accuracy as a result.
Badreddine Meftahi, Ourida Ben Boubaker Saidi
10.5120/11267-6526
1304.3840
null
null
A new Bayesian ensemble of trees classifier for identifying multi-class labels in satellite images
stat.ME cs.CV cs.LG
Classification of satellite images is a key component of many remote sensing applications. One of the most important products of a raw satellite image is the classified map which labels the image pixels into meaningful classes. Though several parametric and non-parametric classifiers have been developed thus far, accurate labeling of the pixels still remains a challenge. In this paper, we propose a new reliable multiclass-classifier for identifying class labels of a satellite image in remote sensing applications. The proposed multiclass-classifier is a generalization of a binary classifier based on the flexible ensemble of regression trees model called Bayesian Additive Regression Trees (BART). We used three small areas from the LANDSAT 5 TM image, acquired on August 15, 2009 (path/row: 08/29, L1T product, UTM map projection) over Kings County, Nova Scotia, Canada to classify the land-use. Several prediction accuracy and uncertainty measures have been used to compare the reliability of the proposed classifier with the state-of-the-art classifiers in remote sensing.
Reshu Agarwal, Pritam Ranjan, Hugh Chipman
null
1304.4077
null
null
Sparse Coding and Dictionary Learning for Symmetric Positive Definite Matrices: A Kernel Approach
cs.LG cs.CV stat.ML
Recent advances suggest that a wide range of computer vision problems can be addressed more appropriately by considering non-Euclidean geometry. This paper tackles the problem of sparse coding and dictionary learning in the space of symmetric positive definite matrices, which form a Riemannian manifold. With the aid of the recently introduced Stein kernel (related to a symmetric version of Bregman matrix divergence), we propose to perform sparse coding by embedding Riemannian manifolds into reproducing kernel Hilbert spaces. This leads to a convex and kernel version of the Lasso problem, which can be solved efficiently. We furthermore propose an algorithm for learning a Riemannian dictionary (used for sparse coding), closely tied to the Stein kernel. Experiments on several classification tasks (face recognition, texture classification, person re-identification) show that the proposed sparse coding approach achieves notable improvements in discrimination accuracy, in comparison to state-of-the-art methods such as tensor sparse coding, Riemannian locality preserving projection, and symmetry-driven accumulation of local features.
Mehrtash T. Harandi, Conrad Sanderson, Richard Hartley, Brian C. Lovell
10.1007/978-3-642-33709-3_16
1304.4344
null
null
Spectral Compressed Sensing via Structured Matrix Completion
cs.IT cs.LG math.IT math.NA stat.ML
The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension $n$ is assumed to be a mixture of $r$ complex multi-dimensional sinusoids, while the underlying frequencies can assume any value in the unit disk. Conventional compressed sensing paradigms suffer from the {\em basis mismatch} issue when imposing a discrete dictionary on the Fourier representation. To address this problem, we develop a novel nonparametric algorithm, called enhanced matrix completion (EMaC), based on structured matrix completion. The algorithm starts by arranging the data into a low-rank enhanced form with multi-fold Hankel structure, then attempts recovery via nuclear norm minimization. Under mild incoherence conditions, EMaC allows perfect recovery as soon as the number of samples exceeds the order of $\mathcal{O}(r\log^{2} n)$. We also show that, in many instances, accurate completion of a low-rank multi-fold Hankel matrix is possible when the number of observed entries is proportional to the information theoretical limits (except for a logarithmic gap). The robustness of EMaC against bounded noise and its applicability to super resolution are further demonstrated by numerical experiments.
Yuxin Chen, Yuejie Chi
null
1304.4610
null
null
PAC Quasi-automatizability of Resolution over Restricted Distributions
cs.DS cs.LG cs.LO
We consider principled alternatives to unsupervised learning in data mining by situating the learning task in the context of the subsequent analysis task. Specifically, we consider a query-answering (hypothesis-testing) task: In the combined task, we decide whether an input query formula is satisfied over a background distribution by using input examples directly, rather than invoking a two-stage process in which (i) rules over the distribution are learned by an unsupervised learning algorithm and (ii) a reasoning algorithm decides whether or not the query formula follows from the learned rules. In a previous work (2013), we observed that the learning task could satisfy numerous desirable criteria in this combined context -- effectively matching what could be achieved by agnostic learning of CNFs from partial information -- that are not known to be achievable directly. In this work, we show that likewise, there are reasoning tasks that are achievable in such a combined context that are not known to be achievable directly (and indeed, have been seriously conjectured to be impossible, cf. (Alekhnovich and Razborov, 2008)). Namely, we test for a resolution proof of the query formula of a given size in quasipolynomial time (that is, "quasi-automatizing" resolution). The learning setting we consider is a partial-information, restricted-distribution setting that generalizes learning parities over the uniform distribution from partial information, another task that is known not to be achievable directly in various models (cf. (Ben-David and Dichterman, 1998) and (Michael, 2010)).
Brendan Juba
null
1304.4633
null
null
Easy and hard functions for the Boolean hidden shift problem
quant-ph cs.CC cs.LG
We study the quantum query complexity of the Boolean hidden shift problem. Given oracle access to f(x+s) for a known Boolean function f, the task is to determine the n-bit string s. The quantum query complexity of this problem depends strongly on f. We demonstrate that the easiest instances of this problem correspond to bent functions, in the sense that an exact one-query algorithm exists if and only if the function is bent. We partially characterize the hardest instances, which include delta functions. Moreover, we show that the problem is easy for random functions, since two queries suffice. Our algorithm for random functions is based on performing the pretty good measurement on several copies of a certain state; its analysis relies on the Fourier transform. We also use this approach to improve the quantum rejection sampling approach to the Boolean hidden shift problem.
Andrew M. Childs, Robin Kothari, Maris Ozols, Martin Roetteler
10.4230/LIPIcs.TQC.2013.50
1304.4642
null
null
Unsupervised model-free representation learning
cs.LG q-bio.QM stat.ML
Numerous control and learning problems face the situation where sequences of high-dimensional highly dependent data are available but no or little feedback is provided to the learner, which makes any inference rather challenging. To address this challenge, we formulate the following problem. Given a series of observations $X_0,\dots,X_n$ coming from a large (high-dimensional) space $\mathcal X$, find a representation function $f$ mapping $\mathcal X$ to a finite space $\mathcal Y$ such that the series $f(X_0),\dots,f(X_n)$ preserves as much information as possible about the original time-series dependence in $X_0,\dots,X_n$. We show that, for stationary time series, the function $f$ can be selected as the one maximizing a certain information criterion that we call time-series information. Some properties of this functions are investigated, including its uniqueness and consistency of its empirical estimates. Implications for the problem of optimal control are presented.
Daniil Ryabko
10.1109/TIT.2019.2961814
1304.4806
null
null
Combinaison d'information visuelle, conceptuelle, et contextuelle pour la construction automatique de hierarchies semantiques adaptees a l'annotation d'images
cs.CV cs.LG cs.MM
This paper proposes a new methodology to automatically build semantic hierarchies suitable for image annotation and classification. The building of the hierarchy is based on a new measure of semantic similarity. The proposed measure incorporates several sources of information: visual, conceptual and contextual as we defined in this paper. The aim is to provide a measure that best represents image semantics. We then propose rules based on this measure, for the building of the final hierarchy, and which explicitly encode hierarchical relationships between different concepts. Therefore, the built hierarchy is used in a semantic hierarchical classification framework for image annotation. Our experiments and results show that the hierarchy built improves classification results. Ce papier propose une nouvelle methode pour la construction automatique de hierarchies semantiques adaptees a la classification et a l'annotation d'images. La construction de la hierarchie est basee sur une nouvelle mesure de similarite semantique qui integre plusieurs sources d'informations: visuelle, conceptuelle et contextuelle que nous definissons dans ce papier. L'objectif est de fournir une mesure qui est plus proche de la semantique des images. Nous proposons ensuite des regles, basees sur cette mesure, pour la construction de la hierarchie finale qui encode explicitement les relations hierarchiques entre les differents concepts. La hierarchie construite est ensuite utilisee dans un cadre de classification semantique hierarchique d'images en concepts visuels. Nos experiences et resultats montrent que la hierarchie construite permet d'ameliorer les resultats de la classification.
Hichem Bannour and C\'eline Hudelot
null
1304.5063
null
null
Image Retrieval based on Bag-of-Words model
cs.IR cs.LG
This article gives a survey for bag-of-words (BoW) or bag-of-features model in image retrieval system. In recent years, large-scale image retrieval shows significant potential in both industry applications and research problems. As local descriptors like SIFT demonstrate great discriminative power in solving vision problems like object recognition, image classification and annotation, more and more state-of-the-art large scale image retrieval systems are trying to rely on them. A common way to achieve this is first quantizing local descriptors into visual words, and then applying scalable textual indexing and retrieval schemes. We call this model as bag-of-words or bag-of-features model. The goal of this survey is to give an overview of this model and introduce different strategies when building the system based on this model.
Jialu Liu
null
1304.5168
null
null
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget
cs.LG stat.ML
Can we make Bayesian posterior MCMC sampling more efficient when faced with very large datasets? We argue that computing the likelihood for N datapoints in the Metropolis-Hastings (MH) test to reach a single binary decision is computationally inefficient. We introduce an approximate MH rule based on a sequential hypothesis test that allows us to accept or reject samples with high confidence using only a fraction of the data required for the exact MH rule. While this method introduces an asymptotic bias, we show that this bias can be controlled and is more than offset by a decrease in variance due to our ability to draw more samples per unit of time.
Anoop Korattikara, Yutian Chen, Max Welling
null
1304.5299
null
null
Parallel Gaussian Process Optimization with Upper Confidence Bound and Pure Exploration
cs.LG stat.ML
In this paper, we consider the challenge of maximizing an unknown function f for which evaluations are noisy and are acquired with high cost. An iterative procedure uses the previous measures to actively select the next estimation of f which is predicted to be the most useful. We focus on the case where the function can be evaluated in parallel with batches of fixed size and analyze the benefit compared to the purely sequential procedure in terms of cumulative regret. We introduce the Gaussian Process Upper Confidence Bound and Pure Exploration algorithm (GP-UCB-PE) which combines the UCB strategy and Pure Exploration in the same batch of evaluations along the parallel iterations. We prove theoretical upper bounds on the regret with batches of size K for this procedure which show the improvement of the order of sqrt{K} for fixed iteration cost over purely sequential versions. Moreover, the multiplicative constants involved have the property of being dimension-free. We also confirm empirically the efficiency of GP-UCB-PE on real and synthetic problems compared to state-of-the-art competitors.
Emile Contal and David Buffoni and Alexandre Robicquet and Nicolas Vayatis
10.1007/978-3-642-40988-2_15
1304.5350
null
null
Personalized Academic Research Paper Recommendation System
cs.IR cs.DL cs.LG
A huge number of academic papers are coming out from a lot of conferences and journals these days. In these circumstances, most researchers rely on key-based search or browsing through proceedings of top conferences and journals to find their related work. To ease this difficulty, we propose a Personalized Academic Research Paper Recommendation System, which recommends related articles, for each researcher, that may be interesting to her/him. In this paper, we first introduce our web crawler to retrieve research papers from the web. Then, we define similarity between two research papers based on the text similarity between them. Finally, we propose our recommender system developed using collaborative filtering methods. Our evaluation results demonstrate that our system recommends good quality research papers.
Joonseok Lee, Kisung Lee, Jennifer G. Kim
null
1304.5457
null
null
Optimal Stochastic Strongly Convex Optimization with a Logarithmic Number of Projections
cs.LG stat.ML
We consider stochastic strongly convex optimization with a complex inequality constraint. This complex inequality constraint may lead to computationally expensive projections in algorithmic iterations of the stochastic gradient descent~(SGD) methods. To reduce the computation costs pertaining to the projections, we propose an Epoch-Projection Stochastic Gradient Descent~(Epro-SGD) method. The proposed Epro-SGD method consists of a sequence of epochs; it applies SGD to an augmented objective function at each iteration within the epoch, and then performs a projection at the end of each epoch. Given a strongly convex optimization and for a total number of $T$ iterations, Epro-SGD requires only $\log(T)$ projections, and meanwhile attains an optimal convergence rate of $O(1/T)$, both in expectation and with a high probability. To exploit the structure of the optimization problem, we propose a proximal variant of Epro-SGD, namely Epro-ORDA, based on the optimal regularized dual averaging method. We apply the proposed methods on real-world applications; the empirical results demonstrate the effectiveness of our methods.
Jianhui Chen, Tianbao Yang, Qihang Lin, Lijun Zhang, Yi Chang
null
1304.5504
null
null