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Regularization in Relevance Learning Vector Quantization Using l one Norms
stat.ML cs.LG
We propose in this contribution a method for l one regularization in prototype based relevance learning vector quantization (LVQ) for sparse relevance profiles. Sparse relevance profiles in hyperspectral data analysis fade down those spectral bands which are not necessary for classification. In particular, we consider the sparsity in the relevance profile enforced by LASSO optimization. The latter one is obtained by a gradient learning scheme using a differentiable parametrized approximation of the $l_{1}$-norm, which has an upper error bound. We extend this regularization idea also to the matrix learning variant of LVQ as the natural generalization of relevance learning.
Martin Riedel, Marika K\"astner, Fabrice Rossi (SAMM), Thomas Villmann
null
1310.5095
null
null
Explore or exploit? A generic model and an exactly solvable case
cond-mat.dis-nn cs.LG physics.soc-ph q-fin.GN
Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a stylized model for these exploration-exploitation situations, including population or economic growth, portfolio optimisation, evolutionary dynamics, or the problem of optimal pinning of vortices or dislocations in disordered materials. We find the exact growth rate of this model for tree-like geometries and prove the existence of an optimal migration rate in this case. Numerical simulations in the one-dimensional case confirm the generic existence of an optimum.
Thomas Gueudr\'e and Alexander Dobrinevski and Jean-Philippe Bouchaud
10.1103/PhysRevLett.112.050602
1310.5114
null
null
GPatt: Fast Multidimensional Pattern Extrapolation with Gaussian Processes
stat.ML cs.AI cs.LG stat.ME
Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large multidimensional datasets. GPatt unifies and extends highly expressive kernels and fast exact inference techniques. Without human intervention -- no hand crafting of kernel features, and no sophisticated initialisation procedures -- we show that GPatt can solve large scale pattern extrapolation, inpainting, and kernel discovery problems, including a problem with 383400 training points. We find that GPatt significantly outperforms popular alternative scalable Gaussian process methods in speed and accuracy. Moreover, we discover profound differences between each of these methods, suggesting expressive kernels, nonparametric representations, and exact inference are useful for modelling large scale multidimensional patterns.
Andrew Gordon Wilson, Elad Gilboa, Arye Nehorai, John P. Cunningham
null
1310.5288
null
null
Bayesian Extensions of Kernel Least Mean Squares
stat.ML cs.LG
The kernel least mean squares (KLMS) algorithm is a computationally efficient nonlinear adaptive filtering method that "kernelizes" the celebrated (linear) least mean squares algorithm. We demonstrate that the least mean squares algorithm is closely related to the Kalman filtering, and thus, the KLMS can be interpreted as an approximate Bayesian filtering method. This allows us to systematically develop extensions of the KLMS by modifying the underlying state-space and observation models. The resulting extensions introduce many desirable properties such as "forgetting", and the ability to learn from discrete data, while retaining the computational simplicity and time complexity of the original algorithm.
Il Memming Park, Sohan Seth, Steven Van Vaerenbergh
null
1310.5347
null
null
Multi-Task Regularization with Covariance Dictionary for Linear Classifiers
cs.LG
In this paper we propose a multi-task linear classifier learning problem called D-SVM (Dictionary SVM). D-SVM uses a dictionary of parameter covariance shared by all tasks to do multi-task knowledge transfer among different tasks. We formally define the learning problem of D-SVM and show two interpretations of this problem, from both the probabilistic and kernel perspectives. From the probabilistic perspective, we show that our learning formulation is actually a MAP estimation on all optimization variables. We also show its equivalence to a multiple kernel learning problem in which one is trying to find a re-weighting kernel for features from a dictionary of basis (despite the fact that only linear classifiers are learned). Finally, we describe an alternative optimization scheme to minimize the objective function and present empirical studies to valid our algorithm.
Fanyi Xiao, Ruikun Luo, Zhiding Yu
null
1310.5393
null
null
MLI: An API for Distributed Machine Learning
cs.LG cs.DC stat.ML
MLI is an Application Programming Interface designed to address the challenges of building Machine Learn- ing algorithms in a distributed setting based on data-centric computing. Its primary goal is to simplify the development of high-performance, scalable, distributed algorithms. Our initial results show that, relative to existing systems, this interface can be used to build distributed implementations of a wide variety of common Machine Learning algorithms with minimal complexity and highly competitive performance and scalability.
Evan R. Sparks, Ameet Talwalkar, Virginia Smith, Jey Kottalam, Xinghao Pan, Joseph Gonzalez, Michael J. Franklin, Michael I. Jordan, Tim Kraska
null
1310.5426
null
null
Learning Theory and Algorithms for Revenue Optimization in Second-Price Auctions with Reserve
cs.LG
Second-price auctions with reserve play a critical role for modern search engine and popular online sites since the revenue of these companies often directly de- pends on the outcome of such auctions. The choice of the reserve price is the main mechanism through which the auction revenue can be influenced in these electronic markets. We cast the problem of selecting the reserve price to optimize revenue as a learning problem and present a full theoretical analysis dealing with the complex properties of the corresponding loss function. We further give novel algorithms for solving this problem and report the results of several experiments in both synthetic and real data demonstrating their effectiveness.
Mehryar Mohri and Andres Mu\~noz Medina
null
1310.5665
null
null
Stochastic Gradient Descent, Weighted Sampling, and the Randomized Kaczmarz algorithm
math.NA cs.CV cs.LG math.OC stat.ML
We obtain an improved finite-sample guarantee on the linear convergence of stochastic gradient descent for smooth and strongly convex objectives, improving from a quadratic dependence on the conditioning $(L/\mu)^2$ (where $L$ is a bound on the smoothness and $\mu$ on the strong convexity) to a linear dependence on $L/\mu$. Furthermore, we show how reweighting the sampling distribution (i.e. importance sampling) is necessary in order to further improve convergence, and obtain a linear dependence in the average smoothness, dominating previous results. We also discuss importance sampling for SGD more broadly and show how it can improve convergence also in other scenarios. Our results are based on a connection we make between SGD and the randomized Kaczmarz algorithm, which allows us to transfer ideas between the separate bodies of literature studying each of the two methods. In particular, we recast the randomized Kaczmarz algorithm as an instance of SGD, and apply our results to prove its exponential convergence, but to the solution of a weighted least squares problem rather than the original least squares problem. We then present a modified Kaczmarz algorithm with partially biased sampling which does converge to the original least squares solution with the same exponential convergence rate.
Deanna Needell, Nathan Srebro, Rachel Ward
null
1310.5715
null
null
A Kernel for Hierarchical Parameter Spaces
stat.ML cs.LG
We define a family of kernels for mixed continuous/discrete hierarchical parameter spaces and show that they are positive definite.
Frank Hutter and Michael A. Osborne
null
1310.5738
null
null
Relative Deviation Learning Bounds and Generalization with Unbounded Loss Functions
cs.LG
We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of unbounded loss functions, under the assumption that a moment of the loss is bounded. These bounds are useful in the analysis of importance weighting and other learning tasks such as unbounded regression.
Corinna Cortes, Spencer Greenberg, Mehryar Mohri
null
1310.5796
null
null
Efficient Optimization for Sparse Gaussian Process Regression
cs.LG
We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the marginal likelihood or a variational free energy. The space and time complexity are linear in training set size, and the algorithm can be applied to large regression problems on discrete or continuous domains. Empirical evaluation shows state-of-art performance in discrete cases and competitive results in the continuous case.
Yanshuai Cao, Marcus A. Brubaker, David J. Fleet, Aaron Hertzmann
null
1310.6007
null
null
Spatial-Spectral Boosting Analysis for Stroke Patients' Motor Imagery EEG in Rehabilitation Training
stat.ML cs.AI cs.LG
Current studies about motor imagery based rehabilitation training systems for stroke subjects lack an appropriate analytic method, which can achieve a considerable classification accuracy, at the same time detects gradual changes of imagery patterns during rehabilitation process and disinters potential mechanisms about motor function recovery. In this study, we propose an adaptive boosting algorithm based on the cortex plasticity and spectral band shifts. This approach models the usually predetermined spatial-spectral configurations in EEG study into variable preconditions, and introduces a new heuristic of stochastic gradient boost for training base learners under these preconditions. We compare our proposed algorithm with commonly used methods on datasets collected from 2 months' clinical experiments. The simulation results demonstrate the effectiveness of the method in detecting the variations of stroke patients' EEG patterns. By chronologically reorganizing the weight parameters of the learned additive model, we verify the spatial compensatory mechanism on impaired cortex and detect the changes of accentuation bands in spectral domain, which may contribute important prior knowledge for rehabilitation practice.
Hao Zhang and Liqing Zhang
10.3233/978-1-61499-419-0-537
1310.6288
null
null
Combining Structured and Unstructured Randomness in Large Scale PCA
cs.LG
Principal Component Analysis (PCA) is a ubiquitous tool with many applications in machine learning including feature construction, subspace embedding, and outlier detection. In this paper, we present an algorithm for computing the top principal components of a dataset with a large number of rows (examples) and columns (features). Our algorithm leverages both structured and unstructured random projections to retain good accuracy while being computationally efficient. We demonstrate the technique on the winning submission the KDD 2010 Cup.
Nikos Karampatziakis, Paul Mineiro
null
1310.6304
null
null
Provable Bounds for Learning Some Deep Representations
cs.LG cs.AI stat.ML
We give algorithms with provable guarantees that learn a class of deep nets in the generative model view popularized by Hinton and others. Our generative model is an $n$ node multilayer neural net that has degree at most $n^{\gamma}$ for some $\gamma <1$ and each edge has a random edge weight in $[-1,1]$. Our algorithm learns {\em almost all} networks in this class with polynomial running time. The sample complexity is quadratic or cubic depending upon the details of the model. The algorithm uses layerwise learning. It is based upon a novel idea of observing correlations among features and using these to infer the underlying edge structure via a global graph recovery procedure. The analysis of the algorithm reveals interesting structure of neural networks with random edge weights.
Sanjeev Arora and Aditya Bhaskara and Rong Ge and Tengyu Ma
null
1310.6343
null
null
Randomized co-training: from cortical neurons to machine learning and back again
cs.LG q-bio.NC stat.ML
Despite its size and complexity, the human cortex exhibits striking anatomical regularities, suggesting there may simple meta-algorithms underlying cortical learning and computation. We expect such meta-algorithms to be of interest since they need to operate quickly, scalably and effectively with little-to-no specialized assumptions. This note focuses on a specific question: How can neurons use vast quantities of unlabeled data to speed up learning from the comparatively rare labels provided by reward systems? As a partial answer, we propose randomized co-training as a biologically plausible meta-algorithm satisfying the above requirements. As evidence, we describe a biologically-inspired algorithm, Correlated Nystrom Views (XNV) that achieves state-of-the-art performance in semi-supervised learning, and sketch work in progress on a neuronal implementation.
David Balduzzi
null
1310.6536
null
null
Active Learning of Linear Embeddings for Gaussian Processes
stat.ML cs.LG
We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical difficulties. We further introduce a novel technique for approximately marginalizing GP hyperparameters, yielding marginal predictions robust to hyperparameter mis-specification. Our method offers an efficient means of performing GP regression, quadrature, or Bayesian optimization in high-dimensional spaces.
Roman Garnett and Michael A. Osborne and Philipp Hennig
null
1310.6740
null
null
Durkheim Project Data Analysis Report
cs.AI cs.CL cs.LG
This report describes the suicidality prediction models created under the DARPA DCAPS program in association with the Durkheim Project [http://durkheimproject.org/]. The models were built primarily from unstructured text (free-format clinician notes) for several hundred patient records obtained from the Veterans Health Administration (VHA). The models were constructed using a genetic programming algorithm applied to bag-of-words and bag-of-phrases datasets. The influence of additional structured data was explored but was found to be minor. Given the small dataset size, classification between cohorts was high fidelity (98%). Cross-validation suggests these models are reasonably predictive, with an accuracy of 50% to 69% on five rotating folds, with ensemble averages of 58% to 67%. One particularly noteworthy result is that word-pairs can dramatically improve classification accuracy; but this is the case only when one of the words in the pair is already known to have a high predictive value. By contrast, the set of all possible word-pairs does not improve on a simple bag-of-words model.
Linas Vepstas
10.1371/journal.pone.0085733.s001
1310.6775
null
null
Predicting the NFL using Twitter
cs.SI cs.LG physics.soc-ph stat.ML
We study the relationship between social media output and National Football League (NFL) games, using a dataset containing messages from Twitter and NFL game statistics. Specifically, we consider tweets pertaining to specific teams and games in the NFL season and use them alongside statistical game data to build predictive models for future game outcomes (which team will win?) and sports betting outcomes (which team will win with the point spread? will the total points be over/under the line?). We experiment with several feature sets and find that simple features using large volumes of tweets can match or exceed the performance of more traditional features that use game statistics.
Shiladitya Sinha, Chris Dyer, Kevin Gimpel, and Noah A. Smith
null
1310.6998
null
null
Scaling SVM and Least Absolute Deviations via Exact Data Reduction
cs.LG stat.ML
The support vector machine (SVM) is a widely used method for classification. Although many efforts have been devoted to develop efficient solvers, it remains challenging to apply SVM to large-scale problems. A nice property of SVM is that the non-support vectors have no effect on the resulting classifier. Motivated by this observation, we present fast and efficient screening rules to discard non-support vectors by analyzing the dual problem of SVM via variational inequalities (DVI). As a result, the number of data instances to be entered into the optimization can be substantially reduced. Some appealing features of our screening method are: (1) DVI is safe in the sense that the vectors discarded by DVI are guaranteed to be non-support vectors; (2) the data set needs to be scanned only once to run the screening, whose computational cost is negligible compared to that of solving the SVM problem; (3) DVI is independent of the solvers and can be integrated with any existing efficient solvers. We also show that the DVI technique can be extended to detect non-support vectors in the least absolute deviations regression (LAD). To the best of our knowledge, there are currently no screening methods for LAD. We have evaluated DVI on both synthetic and real data sets. Experiments indicate that DVI significantly outperforms the existing state-of-the-art screening rules for SVM, and is very effective in discarding non-support vectors for LAD. The speedup gained by DVI rules can be up to two orders of magnitude.
Jie Wang and Peter Wonka and Jieping Ye
null
1310.7048
null
null
Generalized Thompson Sampling for Contextual Bandits
cs.LG cs.AI stat.ML stat.OT
Thompson Sampling, one of the oldest heuristics for solving multi-armed bandits, has recently been shown to demonstrate state-of-the-art performance. The empirical success has led to great interests in theoretical understanding of this heuristic. In this paper, we approach this problem in a way very different from existing efforts. In particular, motivated by the connection between Thompson Sampling and exponentiated updates, we propose a new family of algorithms called Generalized Thompson Sampling in the expert-learning framework, which includes Thompson Sampling as a special case. Similar to most expert-learning algorithms, Generalized Thompson Sampling uses a loss function to adjust the experts' weights. General regret bounds are derived, which are also instantiated to two important loss functions: square loss and logarithmic loss. In contrast to existing bounds, our results apply to quite general contextual bandits. More importantly, they quantify the effect of the "prior" distribution on the regret bounds.
Lihong Li
null
1310.7163
null
null
Relax but stay in control: from value to algorithms for online Markov decision processes
cs.LG math.OC stat.ML
Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are common in stochastic control settings, but commonly used frameworks such as Markov Decision Processes (MDPs) assume a known stationary environment. In recent years, there has been a growing interest in combining the above two frameworks and considering an MDP setting in which the cost function is allowed to change arbitrarily after each time step. However, most of the work in this area has been algorithmic: given a problem, one would develop an algorithm almost from scratch. Moreover, the presence of the state and the assumption of an arbitrarily varying environment complicate both the theoretical analysis and the development of computationally efficient methods. This paper describes a broad extension of the ideas proposed by Rakhlin et al. to give a general framework for deriving algorithms in an MDP setting with arbitrarily changing costs. This framework leads to a unifying view of existing methods and provides a general procedure for constructing new ones. Several new methods are presented, and one of them is shown to have important advantages over a similar method developed from scratch via an online version of approximate dynamic programming.
Peng Guan, Maxim Raginsky, Rebecca Willett
null
1310.7300
null
null
Successive Nonnegative Projection Algorithm for Robust Nonnegative Blind Source Separation
stat.ML cs.LG math.NA math.OC
In this paper, we propose a new fast and robust recursive algorithm for near-separable nonnegative matrix factorization, a particular nonnegative blind source separation problem. This algorithm, which we refer to as the successive nonnegative projection algorithm (SNPA), is closely related to the popular successive projection algorithm (SPA), but takes advantage of the nonnegativity constraint in the decomposition. We prove that SNPA is more robust than SPA and can be applied to a broader class of nonnegative matrices. This is illustrated on some synthetic data sets, and on a real-world hyperspectral image.
Nicolas Gillis
10.1137/130946782
1310.7529
null
null
The Information Geometry of Mirror Descent
stat.ML cs.LG
Information geometry applies concepts in differential geometry to probability and statistics and is especially useful for parameter estimation in exponential families where parameters are known to lie on a Riemannian manifold. Connections between the geometric properties of the induced manifold and statistical properties of the estimation problem are well-established. However developing first-order methods that scale to larger problems has been less of a focus in the information geometry community. The best known algorithm that incorporates manifold structure is the second-order natural gradient descent algorithm introduced by Amari. On the other hand, stochastic approximation methods have led to the development of first-order methods for optimizing noisy objective functions. A recent generalization of the Robbins-Monro algorithm known as mirror descent, developed by Nemirovski and Yudin is a first order method that induces non-Euclidean geometries. However current analysis of mirror descent does not precisely characterize the induced non-Euclidean geometry nor does it consider performance in terms of statistical relative efficiency. In this paper, we prove that mirror descent induced by Bregman divergences is equivalent to the natural gradient descent algorithm on the dual Riemannian manifold. Using this equivalence, it follows that (1) mirror descent is the steepest descent direction along the Riemannian manifold of the exponential family; (2) mirror descent with log-likelihood loss applied to parameter estimation in exponential families asymptotically achieves the classical Cram\'er-Rao lower bound and (3) natural gradient descent for manifolds corresponding to exponential families can be implemented as a first-order method through mirror descent.
Garvesh Raskutti and Sayan Mukherjee
null
1310.7780
null
null
An Unsupervised Feature Learning Approach to Improve Automatic Incident Detection
cs.LG
Sophisticated automatic incident detection (AID) technology plays a key role in contemporary transportation systems. Though many papers were devoted to study incident classification algorithms, few study investigated how to enhance feature representation of incidents to improve AID performance. In this paper, we propose to use an unsupervised feature learning algorithm to generate higher level features to represent incidents. We used real incident data in the experiments and found that effective feature mapping function can be learnt from the data crosses the test sites. With the enhanced features, detection rate (DR), false alarm rate (FAR) and mean time to detect (MTTD) are significantly improved in all of the three representative cases. This approach also provides an alternative way to reduce the amount of labeled data, which is expensive to obtain, required in training better incident classifiers since the feature learning is unsupervised.
Jimmy SJ. Ren, Wei Wang, Jiawei Wang, Stephen Liao
10.1109/ITSC.2012.6338621
1310.7795
null
null
Automatic Classification of Variable Stars in Catalogs with missing data
astro-ph.IM cs.LG stat.ML
We present an automatic classification method for astronomical catalogs with missing data. We use Bayesian networks, a probabilistic graphical model, that allows us to perform inference to pre- dict missing values given observed data and dependency relationships between variables. To learn a Bayesian network from incomplete data, we use an iterative algorithm that utilises sampling methods and expectation maximization to estimate the distributions and probabilistic dependencies of variables from data with missing values. To test our model we use three catalogs with missing data (SAGE, 2MASS and UBVI) and one complete catalog (MACHO). We examine how classification accuracy changes when information from missing data catalogs is included, how our method compares to traditional missing data approaches and at what computational cost. Integrating these catalogs with missing data we find that classification of variable objects improves by few percent and by 15% for quasar detection while keeping the computational cost the same.
Karim Pichara and Pavlos Protopapas
10.1088/0004-637X/777/2/83
1310.7868
null
null
Learning Sparsely Used Overcomplete Dictionaries via Alternating Minimization
cs.LG math.OC stat.ML
We consider the problem of sparse coding, where each sample consists of a sparse linear combination of a set of dictionary atoms, and the task is to learn both the dictionary elements and the mixing coefficients. Alternating minimization is a popular heuristic for sparse coding, where the dictionary and the coefficients are estimated in alternate steps, keeping the other fixed. Typically, the coefficients are estimated via $\ell_1$ minimization, keeping the dictionary fixed, and the dictionary is estimated through least squares, keeping the coefficients fixed. In this paper, we establish local linear convergence for this variant of alternating minimization and establish that the basin of attraction for the global optimum (corresponding to the true dictionary and the coefficients) is $\order{1/s^2}$, where $s$ is the sparsity level in each sample and the dictionary satisfies RIP. Combined with the recent results of approximate dictionary estimation, this yields provable guarantees for exact recovery of both the dictionary elements and the coefficients, when the dictionary elements are incoherent.
Alekh Agarwal, Animashree Anandkumar, Prateek Jain, Praneeth Netrapalli
null
1310.7991
null
null
Necessary and Sufficient Conditions for Novel Word Detection in Separable Topic Models
cs.LG cs.IR stat.ML
The simplicial condition and other stronger conditions that imply it have recently played a central role in developing polynomial time algorithms with provable asymptotic consistency and sample complexity guarantees for topic estimation in separable topic models. Of these algorithms, those that rely solely on the simplicial condition are impractical while the practical ones need stronger conditions. In this paper, we demonstrate, for the first time, that the simplicial condition is a fundamental, algorithm-independent, information-theoretic necessary condition for consistent separable topic estimation. Furthermore, under solely the simplicial condition, we present a practical quadratic-complexity algorithm based on random projections which consistently detects all novel words of all topics using only up to second-order empirical word moments. This algorithm is amenable to distributed implementation making it attractive for 'big-data' scenarios involving a network of large distributed databases.
Weicong Ding, Prakash Ishwar, Mohammad H. Rohban, Venkatesh Saligrama
null
1310.7994
null
null
Online Ensemble Learning for Imbalanced Data Streams
cs.LG stat.ML
While both cost-sensitive learning and online learning have been studied extensively, the effort in simultaneously dealing with these two issues is limited. Aiming at this challenge task, a novel learning framework is proposed in this paper. The key idea is based on the fusion of online ensemble algorithms and the state of the art batch mode cost-sensitive bagging/boosting algorithms. Within this framework, two separately developed research areas are bridged together, and a batch of theoretically sound online cost-sensitive bagging and online cost-sensitive boosting algorithms are first proposed. Unlike other online cost-sensitive learning algorithms lacking theoretical analysis of asymptotic properties, the convergence of the proposed algorithms is guaranteed under certain conditions, and the experimental evidence with benchmark data sets also validates the effectiveness and efficiency of the proposed methods.
Boyu Wang, Joelle Pineau
null
1310.8004
null
null
Para-active learning
cs.LG stat.ML
Training examples are not all equally informative. Active learning strategies leverage this observation in order to massively reduce the number of examples that need to be labeled. We leverage the same observation to build a generic strategy for parallelizing learning algorithms. This strategy is effective because the search for informative examples is highly parallelizable and because we show that its performance does not deteriorate when the sifting process relies on a slightly outdated model. Parallel active learning is particularly attractive to train nonlinear models with non-linear representations because there are few practical parallel learning algorithms for such models. We report preliminary experiments using both kernel SVMs and SGD-trained neural networks.
Alekh Agarwal, Leon Bottou, Miroslav Dudik, John Langford
null
1310.8243
null
null
Safe and Efficient Screening For Sparse Support Vector Machine
cs.LG stat.ML
Screening is an effective technique for speeding up the training process of a sparse learning model by removing the features that are guaranteed to be inactive the process. In this paper, we present a efficient screening technique for sparse support vector machine based on variational inequality. The technique is both efficient and safe.
Zheng Zhao, Jun Liu
null
1310.8320
null
null
An efficient distributed learning algorithm based on effective local functional approximations
cs.LG
Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are substantial and algorithms need to be designed suitably considering those costs. In this paper we give a novel approach to the distributed training of linear classifiers (involving smooth losses and L2 regularization) that is designed to reduce the total communication costs. At each iteration, the nodes minimize locally formed approximate objective functions; then the resulting minimizers are combined to form a descent direction to move. Our approach gives a lot of freedom in the formation of the approximate objective function as well as in the choice of methods to solve them. The method is shown to have $O(log(1/\epsilon))$ time convergence. The method can be viewed as an iterative parameter mixing method. A special instantiation yields a parallel stochastic gradient descent method with strong convergence. When communication times between nodes are large, our method is much faster than the Terascale method (Agarwal et al., 2011), which is a state of the art distributed solver based on the statistical query model (Chuet al., 2006) that computes function and gradient values in a distributed fashion. We also evaluate against other recent distributed methods and demonstrate superior performance of our method.
Dhruv Mahajan, Nikunj Agrawal, S. Sathiya Keerthi, S. Sundararajan, Leon Bottou
null
1310.8418
null
null
Multilabel Classification through Random Graph Ensembles
cs.LG
We present new methods for multilabel classification, relying on ensemble learning on a collection of random output graphs imposed on the multilabel and a kernel-based structured output learner as the base classifier. For ensemble learning, differences among the output graphs provide the required base classifier diversity and lead to improved performance in the increasing size of the ensemble. We study different methods of forming the ensemble prediction, including majority voting and two methods that perform inferences over the graph structures before or after combining the base models into the ensemble. We compare the methods against the state-of-the-art machine learning approaches on a set of heterogeneous multilabel benchmark problems, including multilabel AdaBoost, convex multitask feature learning, as well as single target learning approaches represented by Bagging and SVM. In our experiments, the random graph ensembles are very competitive and robust, ranking first or second on most of the datasets. Overall, our results show that random graph ensembles are viable alternatives to flat multilabel and multitask learners.
Hongyu Su, Juho Rousu
null
1310.8428
null
null
Reinforcement Learning Framework for Opportunistic Routing in WSNs
cs.NI cs.LG
Routing packets opportunistically is an essential part of multihop ad hoc wireless sensor networks. The existing routing techniques are not adaptive opportunistic. In this paper we have proposed an adaptive opportunistic routing scheme that routes packets opportunistically in order to ensure that packet loss is avoided. Learning and routing are combined in the framework that explores the optimal routing possibilities. In this paper we implemented this Reinforced learning framework using a customer simulator. The experimental results revealed that the scheme is able to exploit the opportunistic to optimize routing of packets even though the network structure is unknown.
G.Srinivas Rao, A.V.Ramana
null
1310.8467
null
null
Deep AutoRegressive Networks
cs.LG stat.ML
We introduce a deep, generative autoencoder capable of learning hierarchies of distributed representations from data. Successive deep stochastic hidden layers are equipped with autoregressive connections, which enable the model to be sampled from quickly and exactly via ancestral sampling. We derive an efficient approximate parameter estimation method based on the minimum description length (MDL) principle, which can be seen as maximising a variational lower bound on the log-likelihood, with a feedforward neural network implementing approximate inference. We demonstrate state-of-the-art generative performance on a number of classic data sets: several UCI data sets, MNIST and Atari 2600 games.
Karol Gregor, Ivo Danihelka, Andriy Mnih, Charles Blundell, Daan Wierstra
null
1310.8499
null
null
A systematic comparison of supervised classifiers
cs.LG
Pattern recognition techniques have been employed in a myriad of industrial, medical, commercial and academic applications. To tackle such a diversity of data, many techniques have been devised. However, despite the long tradition of pattern recognition research, there is no technique that yields the best classification in all scenarios. Therefore, the consideration of as many as possible techniques presents itself as an fundamental practice in applications aiming at high accuracy. Typical works comparing methods either emphasize the performance of a given algorithm in validation tests or systematically compare various algorithms, assuming that the practical use of these methods is done by experts. In many occasions, however, researchers have to deal with their practical classification tasks without an in-depth knowledge about the underlying mechanisms behind parameters. Actually, the adequate choice of classifiers and parameters alike in such practical circumstances constitutes a long-standing problem and is the subject of the current paper. We carried out a study on the performance of nine well-known classifiers implemented by the Weka framework and compared the dependence of the accuracy with their configuration parameter configurations. The analysis of performance with default parameters revealed that the k-nearest neighbors method exceeds by a large margin the other methods when high dimensional datasets are considered. When other configuration of parameters were allowed, we found that it is possible to improve the quality of SVM in more than 20% even if parameters are set randomly. Taken together, the investigation conducted in this paper suggests that, apart from the SVM implementation, Weka's default configuration of parameters provides an performance close the one achieved with the optimal configuration.
D. R. Amancio, C. H. Comin, D. Casanova, G. Travieso, O. M. Bruno, F. A. Rodrigues and L. da F. Costa
10.1371/journal.pone.0094137
1311.0202
null
null
Online Learning with Multiple Operator-valued Kernels
cs.LG stat.ML
We consider the problem of learning a vector-valued function f in an online learning setting. The function f is assumed to lie in a reproducing Hilbert space of operator-valued kernels. We describe two online algorithms for learning f while taking into account the output structure. A first contribution is an algorithm, ONORMA, that extends the standard kernel-based online learning algorithm NORMA from scalar-valued to operator-valued setting. We report a cumulative error bound that holds both for classification and regression. We then define a second algorithm, MONORMA, which addresses the limitation of pre-defining the output structure in ONORMA by learning sequentially a linear combination of operator-valued kernels. Our experiments show that the proposed algorithms achieve good performance results with low computational cost.
Julien Audiffren (LIF), Hachem Kadri (LIF)
null
1311.0222
null
null
Nearly Optimal Sample Size in Hypothesis Testing for High-Dimensional Regression
math.ST cs.IT cs.LG math.IT stat.ME stat.TH
We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an $\ell_1$-penalized least squares estimator, known as Lasso. Unfortunately, unlike for linear estimators (e.g., ordinary least squares), no well-established method exists to compute confidence intervals or p-values on the basis of the Lasso estimator. Very recently, a line of work \cite{javanmard2013hypothesis, confidenceJM, GBR-hypothesis} has addressed this problem by constructing a debiased version of the Lasso estimator. In this paper, we study this approach for random design model, under the assumption that a good estimator exists for the precision matrix of the design. Our analysis improves over the state of the art in that it establishes nearly optimal \emph{average} testing power if the sample size $n$ asymptotically dominates $s_0 (\log p)^2$, with $s_0$ being the sparsity level (number of non-zero coefficients). Earlier work obtains provable guarantees only for much larger sample size, namely it requires $n$ to asymptotically dominate $(s_0 \log p)^2$. In particular, for random designs with a sparse precision matrix we show that an estimator thereof having the required properties can be computed efficiently. Finally, we evaluate this approach on synthetic data and compare it with earlier proposals.
Adel Javanmard and Andrea Montanari
null
1311.0274
null
null
Thompson Sampling for Complex Bandit Problems
stat.ML cs.LG
We consider stochastic multi-armed bandit problems with complex actions over a set of basic arms, where the decision maker plays a complex action rather than a basic arm in each round. The reward of the complex action is some function of the basic arms' rewards, and the feedback observed may not necessarily be the reward per-arm. For instance, when the complex actions are subsets of the arms, we may only observe the maximum reward over the chosen subset. Thus, feedback across complex actions may be coupled due to the nature of the reward function. We prove a frequentist regret bound for Thompson sampling in a very general setting involving parameter, action and observation spaces and a likelihood function over them. The bound holds for discretely-supported priors over the parameter space and without additional structural properties such as closed-form posteriors, conjugate prior structure or independence across arms. The regret bound scales logarithmically with time but, more importantly, with an improved constant that non-trivially captures the coupling across complex actions due to the structure of the rewards. As applications, we derive improved regret bounds for classes of complex bandit problems involving selecting subsets of arms, including the first nontrivial regret bounds for nonlinear MAX reward feedback from subsets.
Aditya Gopalan, Shie Mannor and Yishay Mansour
null
1311.0466
null
null
Thompson Sampling for Online Learning with Linear Experts
stat.ML cs.LG
In this note, we present a version of the Thompson sampling algorithm for the problem of online linear generalization with full information (i.e., the experts setting), studied by Kalai and Vempala, 2005. The algorithm uses a Gaussian prior and time-varying Gaussian likelihoods, and we show that it essentially reduces to Kalai and Vempala's Follow-the-Perturbed-Leader strategy, with exponentially distributed noise replaced by Gaussian noise. This implies sqrt(T) regret bounds for Thompson sampling (with time-varying likelihood) for online learning with full information.
Aditya Gopalan
null
1311.0468
null
null
A Parallel SGD method with Strong Convergence
cs.LG cs.DC
This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each iteration of a batch descent method. The method has strong convergence properties. Experiments on datasets with high dimensional feature spaces show the value of this method.
Dhruv Mahajan, S. Sathiya Keerthi, S. Sundararajan, Leon Bottou
null
1311.0636
null
null
On Fast Dropout and its Applicability to Recurrent Networks
stat.ML cs.LG cs.NE
Recurrent Neural Networks (RNNs) are rich models for the processing of sequential data. Recent work on advancing the state of the art has been focused on the optimization or modelling of RNNs, mostly motivated by adressing the problems of the vanishing and exploding gradients. The control of overfitting has seen considerably less attention. This paper contributes to that by analyzing fast dropout, a recent regularization method for generalized linear models and neural networks from a back-propagation inspired perspective. We show that fast dropout implements a quadratic form of an adaptive, per-parameter regularizer, which rewards large weights in the light of underfitting, penalizes them for overconfident predictions and vanishes at minima of an unregularized training loss. The derivatives of that regularizer are exclusively based on the training error signal. One consequence of this is the absense of a global weight attractor, which is particularly appealing for RNNs, since the dynamics are not biased towards a certain regime. We positively test the hypothesis that this improves the performance of RNNs on four musical data sets.
Justin Bayer, Christian Osendorfer, Daniela Korhammer, Nutan Chen, Sebastian Urban, Patrick van der Smagt
null
1311.0701
null
null
Generative Modelling for Unsupervised Score Calibration
stat.ML cs.LG
Score calibration enables automatic speaker recognizers to make cost-effective accept / reject decisions. Traditional calibration requires supervised data, which is an expensive resource. We propose a 2-component GMM for unsupervised calibration and demonstrate good performance relative to a supervised baseline on NIST SRE'10 and SRE'12. A Bayesian analysis demonstrates that the uncertainty associated with the unsupervised calibration parameter estimates is surprisingly small.
Niko Br\"ummer and Daniel Garcia-Romero
null
1311.0707
null
null
Distributed Exploration in Multi-Armed Bandits
cs.LG
We study exploration in Multi-Armed Bandits in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computationally intensive, large-scale applications. Our results demonstrate a non-trivial tradeoff between the number of arm pulls required by each of the players, and the amount of communication between them. In particular, our main result shows that by allowing the $k$ players to communicate only once, they are able to learn $\sqrt{k}$ times faster than a single player. That is, distributing learning to $k$ players gives rise to a factor $\sqrt{k}$ parallel speed-up. We complement this result with a lower bound showing this is in general the best possible. On the other extreme, we present an algorithm that achieves the ideal factor $k$ speed-up in learning performance, with communication only logarithmic in $1/\epsilon$.
Eshcar Hillel, Zohar Karnin, Tomer Koren, Ronny Lempel, Oren Somekh
null
1311.0800
null
null
A Divide-and-Conquer Solver for Kernel Support Vector Machines
cs.LG
The kernel support vector machine (SVM) is one of the most widely used classification methods; however, the amount of computation required becomes the bottleneck when facing millions of samples. In this paper, we propose and analyze a novel divide-and-conquer solver for kernel SVMs (DC-SVM). In the division step, we partition the kernel SVM problem into smaller subproblems by clustering the data, so that each subproblem can be solved independently and efficiently. We show theoretically that the support vectors identified by the subproblem solution are likely to be support vectors of the entire kernel SVM problem, provided that the problem is partitioned appropriately by kernel clustering. In the conquer step, the local solutions from the subproblems are used to initialize a global coordinate descent solver, which converges quickly as suggested by our analysis. By extending this idea, we develop a multilevel Divide-and-Conquer SVM algorithm with adaptive clustering and early prediction strategy, which outperforms state-of-the-art methods in terms of training speed, testing accuracy, and memory usage. As an example, on the covtype dataset with half-a-million samples, DC-SVM is 7 times faster than LIBSVM in obtaining the exact SVM solution (to within $10^{-6}$ relative error) which achieves 96.15% prediction accuracy. Moreover, with our proposed early prediction strategy, DC-SVM achieves about 96% accuracy in only 12 minutes, which is more than 100 times faster than LIBSVM.
Cho-Jui Hsieh and Si Si and Inderjit S. Dhillon
null
1311.0914
null
null
Large Margin Distribution Machine
cs.LG
Support vector machine (SVM) has been one of the most popular learning algorithms, with the central idea of maximizing the minimum margin, i.e., the smallest distance from the instances to the classification boundary. Recent theoretical results, however, disclosed that maximizing the minimum margin does not necessarily lead to better generalization performances, and instead, the margin distribution has been proven to be more crucial. In this paper, we propose the Large margin Distribution Machine (LDM), which tries to achieve a better generalization performance by optimizing the margin distribution. We characterize the margin distribution by the first- and second-order statistics, i.e., the margin mean and variance. The LDM is a general learning approach which can be used in any place where SVM can be applied, and its superiority is verified both theoretically and empirically in this paper.
Teng Zhang, Zhi-Hua Zhou
null
1311.0989
null
null
Combined Independent Component Analysis and Canonical Polyadic Decomposition via Joint Diagonalization
stat.ML cs.LG
Recently, there has been a trend to combine independent component analysis and canonical polyadic decomposition (ICA-CPD) for an enhanced robustness for the computation of CPD, and ICA-CPD could be further converted into CPD of a 5th-order partially symmetric tensor, by calculating the eigenmatrices of the 4th-order cumulant slices of a trilinear mixture. In this study, we propose a new 5th-order CPD algorithm constrained with partial symmetry based on joint diagonalization. As the main steps involved in the proposed algorithm undergo no updating iterations for the loading matrices, it is much faster than the existing algorithm based on alternating least squares and enhanced line search, with competent performances. Simulation results are provided to demonstrate the performance of the proposed algorithm.
Xiao-Feng Gong, Cheng-Yuan Wang, Ya-Na Hao, and Qiu-Hua Lin
null
1311.1040
null
null
Statistical Inference in Hidden Markov Models using $k$-segment Constraints
stat.ME cs.LG stat.ML
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marginals using the forward-backward (F-B) algorithm. In this article, we expand the amount of information we could obtain from the posterior distribution of an HMM by introducing linear-time dynamic programming algorithms that, we collectively call $k$-segment algorithms, that allow us to i) find MAP sequences, ii) compute posterior probabilities and iii) simulate sample paths conditional on a user specified number of segments, i.e. contiguous runs in a hidden state, possibly of a particular type. We illustrate the utility of these methods using simulated and real examples and highlight the application of prospective and retrospective use of these methods for fitting HMMs or exploring existing model fits.
Michalis K. Titsias, Christopher Yau, Christopher C. Holmes
10.1080/01621459.2014.998762
1311.1189
null
null
How to Center Binary Deep Boltzmann Machines
stat.ML cs.LG
This work analyzes centered binary Restricted Boltzmann Machines (RBMs) and binary Deep Boltzmann Machines (DBMs), where centering is done by subtracting offset values from visible and hidden variables. We show analytically that (i) centering results in a different but equivalent parameterization for artificial neural networks in general, (ii) the expected performance of centered binary RBMs/DBMs is invariant under simultaneous flip of data and offsets, for any offset value in the range of zero to one, (iii) centering can be reformulated as a different update rule for normal binary RBMs/DBMs, and (iv) using the enhanced gradient is equivalent to setting the offset values to the average over model and data mean. Furthermore, numerical simulations suggest that (i) optimal generative performance is achieved by subtracting mean values from visible as well as hidden variables, (ii) centered RBMs/DBMs reach significantly higher log-likelihood values than normal binary RBMs/DBMs, (iii) centering variants whose offsets depend on the model mean, like the enhanced gradient, suffer from severe divergence problems, (iv) learning is stabilized if an exponentially moving average over the batch means is used for the offset values instead of the current batch mean, which also prevents the enhanced gradient from diverging, (v) centered RBMs/DBMs reach higher LL values than normal RBMs/DBMs while having a smaller norm of the weight matrix, (vi) centering leads to an update direction that is closer to the natural gradient and that the natural gradient is extremly efficient for training RBMs, (vii) centering dispense the need for greedy layer-wise pre-training of DBMs, (viii) furthermore we show that pre-training often even worsen the results independently whether centering is used or not, and (ix) centering is also beneficial for auto encoders.
Jan Melchior, Asja Fischer, Laurenz Wiskott
null
1311.1354
null
null
TOP-SPIN: TOPic discovery via Sparse Principal component INterference
cs.CV cs.IR cs.LG
We propose a novel topic discovery algorithm for unlabeled images based on the bag-of-words (BoW) framework. We first extract a dictionary of visual words and subsequently for each image compute a visual word occurrence histogram. We view these histograms as rows of a large matrix from which we extract sparse principal components (PCs). Each PC identifies a sparse combination of visual words which co-occur frequently in some images but seldom appear in others. Each sparse PC corresponds to a topic, and images whose interference with the PC is high belong to that topic, revealing the common parts possessed by the images. We propose to solve the associated sparse PCA problems using an Alternating Maximization (AM) method, which we modify for purpose of efficiently extracting multiple PCs in a deflation scheme. Our approach attacks the maximization problem in sparse PCA directly and is scalable to high-dimensional data. Experiments on automatic topic discovery and category prediction demonstrate encouraging performance of our approach.
Martin Tak\'a\v{c}, Selin Damla Ahipa\c{s}ao\u{g}lu, Ngai-Man Cheung, Peter Richt\'arik
null
1311.1406
null
null
Structural Learning for Template-free Protein Folding
cs.LG cs.CE q-bio.QM
The thesis is aimed to solve the template-free protein folding problem by tackling two important components: efficient sampling in vast conformation space, and design of knowledge-based potentials with high accuracy. We have proposed the first-order and second-order CRF-Sampler to sample structures from the continuous local dihedral angles space by modeling the lower and higher order conditional dependency between neighboring dihedral angles given the primary sequence information. A framework combining the Conditional Random Fields and the energy function is introduced to guide the local conformation sampling using long range constraints with the energy function. The relationship between the sequence profile and the local dihedral angle distribution is nonlinear. Hence we proposed the CNF-Folder to model this complex relationship by applying a novel machine learning model Conditional Neural Fields which utilizes the structural graphical model with the neural network. CRF-Samplers and CNF-Folder perform very well in CASP8 and CASP9. Further, a novel pairwise distance statistical potential (EPAD) is designed to capture the dependency of the energy profile on the positions of the interacting amino acids as well as the types of those amino acids, opposing the common assumption that this energy profile depends only on the types of amino acids. EPAD has also been successfully applied in the CASP 10 Free Modeling experiment with CNF-Folder, especially outstanding on some uncommon structured targets.
Feng Zhao
null
1311.1422
null
null
Category-Theoretic Quantitative Compositional Distributional Models of Natural Language Semantics
cs.CL cs.LG math.CT math.LO
This thesis is about the problem of compositionality in distributional semantics. Distributional semantics presupposes that the meanings of words are a function of their occurrences in textual contexts. It models words as distributions over these contexts and represents them as vectors in high dimensional spaces. The problem of compositionality for such models concerns itself with how to produce representations for larger units of text by composing the representations of smaller units of text. This thesis focuses on a particular approach to this compositionality problem, namely using the categorical framework developed by Coecke, Sadrzadeh, and Clark, which combines syntactic analysis formalisms with distributional semantic representations of meaning to produce syntactically motivated composition operations. This thesis shows how this approach can be theoretically extended and practically implemented to produce concrete compositional distributional models of natural language semantics. It furthermore demonstrates that such models can perform on par with, or better than, other competing approaches in the field of natural language processing. There are three principal contributions to computational linguistics in this thesis. The first is to extend the DisCoCat framework on the syntactic front and semantic front, incorporating a number of syntactic analysis formalisms and providing learning procedures allowing for the generation of concrete compositional distributional models. The second contribution is to evaluate the models developed from the procedures presented here, showing that they outperform other compositional distributional models present in the literature. The third contribution is to show how using category theory to solve linguistic problems forms a sound basis for research, illustrated by examples of work on this topic, that also suggest directions for future research.
Edward Grefenstette
null
1311.1539
null
null
The Maximum Entropy Relaxation Path
cs.LG math.OC stat.ML
The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a third observed multinomial distribution. We study the entire relaxation path for this problem in detail. We show existence and a geometric description of the relaxation path. Specifically, we show that the maximum entropy relaxation path admits a planar geometric description as an increasing, piecewise linear function in the inverse relaxation parameter. We derive fast algorithms for tracking the path. In various realistic settings, our algorithms require $O(n\log(n))$ operations for probability distributions on $n$ points, making it possible to handle large problems. Once the path has been recovered, we show that given a validation set, the family of admissible models is reduced from an infinite family to a small, discrete set. We demonstrate the merits of our approach in experiments with synthetic data and discuss its potential for the estimation of compact n-gram language models.
Moshe Dubiner, Matan Gavish and Yoram Singer
null
1311.1644
null
null
Scalable Recommendation with Poisson Factorization
cs.IR cs.AI cs.LG stat.ML
We develop a Bayesian Poisson matrix factorization model for forming recommendations from sparse user behavior data. These data are large user/item matrices where each user has provided feedback on only a small subset of items, either explicitly (e.g., through star ratings) or implicitly (e.g., through views or purchases). In contrast to traditional matrix factorization approaches, Poisson factorization implicitly models each user's limited attention to consume items. Moreover, because of the mathematical form of the Poisson likelihood, the model needs only to explicitly consider the observed entries in the matrix, leading to both scalable computation and good predictive performance. We develop a variational inference algorithm for approximate posterior inference that scales up to massive data sets. This is an efficient algorithm that iterates over the observed entries and adjusts an approximate posterior over the user/item representations. We apply our method to large real-world user data containing users rating movies, users listening to songs, and users reading scientific papers. In all these settings, Bayesian Poisson factorization outperforms state-of-the-art matrix factorization methods.
Prem Gopalan, Jake M. Hofman, David M. Blei
null
1311.1704
null
null
Stochastic blockmodel approximation of a graphon: Theory and consistent estimation
stat.ME cs.LG cs.SI physics.data-an stat.ML
Non-parametric approaches for analyzing network data based on exchangeable graph models (ExGM) have recently gained interest. The key object that defines an ExGM is often referred to as a graphon. This non-parametric perspective on network modeling poses challenging questions on how to make inference on the graphon underlying observed network data. In this paper, we propose a computationally efficient procedure to estimate a graphon from a set of observed networks generated from it. This procedure is based on a stochastic blockmodel approximation (SBA) of the graphon. We show that, by approximating the graphon with a stochastic block model, the graphon can be consistently estimated, that is, the estimation error vanishes as the size of the graph approaches infinity.
Edoardo M Airoldi, Thiago B Costa, Stanley H Chan
null
1311.1731
null
null
Exploring Deep and Recurrent Architectures for Optimal Control
cs.LG cs.AI cs.NE cs.RO cs.SY
Sophisticated multilayer neural networks have achieved state of the art results on multiple supervised tasks. However, successful applications of such multilayer networks to control have so far been limited largely to the perception portion of the control pipeline. In this paper, we explore the application of deep and recurrent neural networks to a continuous, high-dimensional locomotion task, where the network is used to represent a control policy that maps the state of the system (represented by joint angles) directly to the torques at each joint. By using a recent reinforcement learning algorithm called guided policy search, we can successfully train neural network controllers with thousands of parameters, allowing us to compare a variety of architectures. We discuss the differences between the locomotion control task and previous supervised perception tasks, present experimental results comparing various architectures, and discuss future directions in the application of techniques from deep learning to the problem of optimal control.
Sergey Levine
null
1311.1761
null
null
Learned-Norm Pooling for Deep Feedforward and Recurrent Neural Networks
cs.NE cs.LG stat.ML
In this paper we propose and investigate a novel nonlinear unit, called $L_p$ unit, for deep neural networks. The proposed $L_p$ unit receives signals from several projections of a subset of units in the layer below and computes a normalized $L_p$ norm. We notice two interesting interpretations of the $L_p$ unit. First, the proposed unit can be understood as a generalization of a number of conventional pooling operators such as average, root-mean-square and max pooling widely used in, for instance, convolutional neural networks (CNN), HMAX models and neocognitrons. Furthermore, the $L_p$ unit is, to a certain degree, similar to the recently proposed maxout unit (Goodfellow et al., 2013) which achieved the state-of-the-art object recognition results on a number of benchmark datasets. Secondly, we provide a geometrical interpretation of the activation function based on which we argue that the $L_p$ unit is more efficient at representing complex, nonlinear separating boundaries. Each $L_p$ unit defines a superelliptic boundary, with its exact shape defined by the order $p$. We claim that this makes it possible to model arbitrarily shaped, curved boundaries more efficiently by combining a few $L_p$ units of different orders. This insight justifies the need for learning different orders for each unit in the model. We empirically evaluate the proposed $L_p$ units on a number of datasets and show that multilayer perceptrons (MLP) consisting of the $L_p$ units achieve the state-of-the-art results on a number of benchmark datasets. Furthermore, we evaluate the proposed $L_p$ unit on the recently proposed deep recurrent neural networks (RNN).
Caglar Gulcehre, Kyunghyun Cho, Razvan Pascanu and Yoshua Bengio
null
1311.1780
null
null
Optimization, Learning, and Games with Predictable Sequences
cs.LG cs.GT
We provide several applications of Optimistic Mirror Descent, an online learning algorithm based on the idea of predictable sequences. First, we recover the Mirror Prox algorithm for offline optimization, prove an extension to Holder-smooth functions, and apply the results to saddle-point type problems. Next, we prove that a version of Optimistic Mirror Descent (which has a close relation to the Exponential Weights algorithm) can be used by two strongly-uncoupled players in a finite zero-sum matrix game to converge to the minimax equilibrium at the rate of O((log T)/T). This addresses a question of Daskalakis et al 2011. Further, we consider a partial information version of the problem. We then apply the results to convex programming and exhibit a simple algorithm for the approximate Max Flow problem.
Alexander Rakhlin and Karthik Sridharan
null
1311.1869
null
null
Moment-based Uniform Deviation Bounds for $k$-means and Friends
cs.LG stat.ML
Suppose $k$ centers are fit to $m$ points by heuristically minimizing the $k$-means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with $p\geq 4$ bounded moments; in particular, the difference between the sample cost and distribution cost decays with $m$ and $p$ as $m^{\min\{-1/4, -1/2+2/p\}}$. The essential technical contribution is a mechanism to uniformly control deviations in the face of unbounded parameter sets, cost functions, and source distributions. To further demonstrate this mechanism, a soft clustering variant of $k$-means cost is also considered, namely the log likelihood of a Gaussian mixture, subject to the constraint that all covariance matrices have bounded spectrum. Lastly, a rate with refined constants is provided for $k$-means instances possessing some cluster structure.
Matus Telgarsky, Sanjoy Dasgupta
null
1311.1903
null
null
Constructing Time Series Shape Association Measures: Minkowski Distance and Data Standardization
cs.LG
It is surprising that last two decades many works in time series data mining and clustering were concerned with measures of similarity of time series but not with measures of association that can be used for measuring possible direct and inverse relationships between time series. Inverse relationships can exist between dynamics of prices and sell volumes, between growth patterns of competitive companies, between well production data in oilfields, between wind velocity and air pollution concentration etc. The paper develops a theoretical basis for analysis and construction of time series shape association measures. Starting from the axioms of time series shape association measures it studies the methods of construction of measures satisfying these axioms. Several general methods of construction of such measures suitable for measuring time series shape similarity and shape association are proposed. Time series shape association measures based on Minkowski distance and data standardization methods are considered. The cosine similarity and the Pearsons correlation coefficient are obtained as particular cases of the proposed general methods that can be used also for construction of new association measures in data analysis.
Ildar Batyrshin
null
1311.1958
null
null
Risk-sensitive Reinforcement Learning
cs.LG
We derive a family of risk-sensitive reinforcement learning methods for agents, who face sequential decision-making tasks in uncertain environments. By applying a utility function to the temporal difference (TD) error, nonlinear transformations are effectively applied not only to the received rewards but also to the true transition probabilities of the underlying Markov decision process. When appropriate utility functions are chosen, the agents' behaviors express key features of human behavior as predicted by prospect theory (Kahneman and Tversky, 1979), for example different risk-preferences for gains and losses as well as the shape of subjective probability curves. We derive a risk-sensitive Q-learning algorithm, which is necessary for modeling human behavior when transition probabilities are unknown, and prove its convergence. As a proof of principle for the applicability of the new framework we apply it to quantify human behavior in a sequential investment task. We find, that the risk-sensitive variant provides a significantly better fit to the behavioral data and that it leads to an interpretation of the subject's responses which is indeed consistent with prospect theory. The analysis of simultaneously measured fMRI signals show a significant correlation of the risk-sensitive TD error with BOLD signal change in the ventral striatum. In addition we find a significant correlation of the risk-sensitive Q-values with neural activity in the striatum, cingulate cortex and insula, which is not present if standard Q-values are used.
Yun Shen, Michael J. Tobia, Tobias Sommer, Klaus Obermayer
10.1162/NECO_a_00600
1311.2097
null
null
Curvature and Optimal Algorithms for Learning and Minimizing Submodular Functions
cs.DS cs.DM cs.LG
We investigate three related and important problems connected to machine learning: approximating a submodular function everywhere, learning a submodular function (in a PAC-like setting [53]), and constrained minimization of submodular functions. We show that the complexity of all three problems depends on the 'curvature' of the submodular function, and provide lower and upper bounds that refine and improve previous results [3, 16, 18, 52]. Our proof techniques are fairly generic. We either use a black-box transformation of the function (for approximation and learning), or a transformation of algorithms to use an appropriate surrogate function (for minimization). Curiously, curvature has been known to influence approximations for submodular maximization [7, 55], but its effect on minimization, approximation and learning has hitherto been open. We complete this picture, and also support our theoretical claims by empirical results.
Rishabh Iyer, Stefanie Jegelka and Jeff Bilmes
null
1311.2110
null
null
Fast large-scale optimization by unifying stochastic gradient and quasi-Newton methods
cs.LG
We present an algorithm for minimizing a sum of functions that combines the computational efficiency of stochastic gradient descent (SGD) with the second order curvature information leveraged by quasi-Newton methods. We unify these disparate approaches by maintaining an independent Hessian approximation for each contributing function in the sum. We maintain computational tractability and limit memory requirements even for high dimensional optimization problems by storing and manipulating these quadratic approximations in a shared, time evolving, low dimensional subspace. Each update step requires only a single contributing function or minibatch evaluation (as in SGD), and each step is scaled using an approximate inverse Hessian and little to no adjustment of hyperparameters is required (as is typical for quasi-Newton methods). This algorithm contrasts with earlier stochastic second order techniques that treat the Hessian of each contributing function as a noisy approximation to the full Hessian, rather than as a target for direct estimation. We experimentally demonstrate improved convergence on seven diverse optimization problems. The algorithm is released as open source Python and MATLAB packages.
Jascha Sohl-Dickstein, Ben Poole, Surya Ganguli
null
1311.2115
null
null
A Structured Prediction Approach for Missing Value Imputation
cs.LG
Missing value imputation is an important practical problem. There is a large body of work on it, but there does not exist any work that formulates the problem in a structured output setting. Also, most applications have constraints on the imputed data, for example on the distribution associated with each variable. None of the existing imputation methods use these constraints. In this paper we propose a structured output approach for missing value imputation that also incorporates domain constraints. We focus on large margin models, but it is easy to extend the ideas to probabilistic models. We deal with the intractable inference step in learning via a piecewise training technique that is simple, efficient, and effective. Comparison with existing state-of-the-art and baseline imputation methods shows that our method gives significantly improved performance on the Hamming loss measure.
Rahul Kidambi, Vinod Nair, Sundararajan Sellamanickam, S. Sathiya Keerthi
null
1311.2137
null
null
Large Margin Semi-supervised Structured Output Learning
cs.LG
In structured output learning, obtaining labelled data for real-world applications is usually costly, while unlabelled examples are available in abundance. Semi-supervised structured classification has been developed to handle large amounts of unlabelled structured data. In this work, we consider semi-supervised structural SVMs with domain constraints. The optimization problem, which in general is not convex, contains the loss terms associated with the labelled and unlabelled examples along with the domain constraints. We propose a simple optimization approach, which alternates between solving a supervised learning problem and a constraint matching problem. Solving the constraint matching problem is difficult for structured prediction, and we propose an efficient and effective hill-climbing method to solve it. The alternating optimization is carried out within a deterministic annealing framework, which helps in effective constraint matching, and avoiding local minima which are not very useful. The algorithm is simple to implement and achieves comparable generalization performance on benchmark datasets.
P. Balamurugan, Shirish Shevade, Sundararajan Sellamanickam
null
1311.2139
null
null
Pattern-Coupled Sparse Bayesian Learning for Recovery of Block-Sparse Signals
cs.IT cs.LG math.IT stat.ML
We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the knowledge of the block structure is usually unavailable in practice. In this paper, we develop a new sparse Bayesian learning method for recovery of block-sparse signals with unknown cluster patterns. Specifically, a pattern-coupled hierarchical Gaussian prior model is introduced to characterize the statistical dependencies among coefficients, in which a set of hyperparameters are employed to control the sparsity of signal coefficients. Unlike the conventional sparse Bayesian learning framework in which each individual hyperparameter is associated independently with each coefficient, in this paper, the prior for each coefficient not only involves its own hyperparameter, but also the hyperparameters of its immediate neighbors. In doing this way, the sparsity patterns of neighboring coefficients are related to each other and the hierarchical model has the potential to encourage structured-sparse solutions. The hyperparameters, along with the sparse signal, are learned by maximizing their posterior probability via an expectation-maximization (EM) algorithm. Numerical results show that the proposed algorithm presents uniform superiority over other existing methods in a series of experiments.
Jun Fang, Yanning Shen, Hongbin Li (IEEE), and Pu Wang
null
1311.2150
null
null
FuSSO: Functional Shrinkage and Selection Operator
stat.ML cs.LG math.ST stat.TH
We present the FuSSO, a functional analogue to the LASSO, that efficiently finds a sparse set of functional input covariates to regress a real-valued response against. The FuSSO does so in a semi-parametric fashion, making no parametric assumptions about the nature of input functional covariates and assuming a linear form to the mapping of functional covariates to the response. We provide a statistical backing for use of the FuSSO via proof of asymptotic sparsistency under various conditions. Furthermore, we observe good results on both synthetic and real-world data.
Junier B. Oliva, Barnabas Poczos, Timothy Verstynen, Aarti Singh, Jeff Schneider, Fang-Cheng Yeh, Wen-Yih Tseng
null
1311.2234
null
null
Fast Distribution To Real Regression
stat.ML cs.LG math.ST stat.TH
We study the problem of distribution to real-value regression, where one aims to regress a mapping $f$ that takes in a distribution input covariate $P\in \mathcal{I}$ (for a non-parametric family of distributions $\mathcal{I}$) and outputs a real-valued response $Y=f(P) + \epsilon$. This setting was recently studied, and a "Kernel-Kernel" estimator was introduced and shown to have a polynomial rate of convergence. However, evaluating a new prediction with the Kernel-Kernel estimator scales as $\Omega(N)$. This causes the difficult situation where a large amount of data may be necessary for a low estimation risk, but the computation cost of estimation becomes infeasible when the data-set is too large. To this end, we propose the Double-Basis estimator, which looks to alleviate this big data problem in two ways: first, the Double-Basis estimator is shown to have a computation complexity that is independent of the number of of instances $N$ when evaluating new predictions after training; secondly, the Double-Basis estimator is shown to have a fast rate of convergence for a general class of mappings $f\in\mathcal{F}$.
Junier B. Oliva, Willie Neiswanger, Barnabas Poczos, Jeff Schneider, Eric Xing
null
1311.2236
null
null
Semantic Sort: A Supervised Approach to Personalized Semantic Relatedness
cs.CL cs.LG
We propose and study a novel supervised approach to learning statistical semantic relatedness models from subjectively annotated training examples. The proposed semantic model consists of parameterized co-occurrence statistics associated with textual units of a large background knowledge corpus. We present an efficient algorithm for learning such semantic models from a training sample of relatedness preferences. Our method is corpus independent and can essentially rely on any sufficiently large (unstructured) collection of coherent texts. Moreover, the approach facilitates the fitting of semantic models for specific users or groups of users. We present the results of extensive range of experiments from small to large scale, indicating that the proposed method is effective and competitive with the state-of-the-art.
Ran El-Yaniv and David Yanay
null
1311.2252
null
null
More data speeds up training time in learning halfspaces over sparse vectors
cs.LG
The increased availability of data in recent years has led several authors to ask whether it is possible to use data as a {\em computational} resource. That is, if more data is available, beyond the sample complexity limit, is it possible to use the extra examples to speed up the computation time required to perform the learning task? We give the first positive answer to this question for a {\em natural supervised learning problem} --- we consider agnostic PAC learning of halfspaces over $3$-sparse vectors in $\{-1,1,0\}^n$. This class is inefficiently learnable using $O\left(n/\epsilon^2\right)$ examples. Our main contribution is a novel, non-cryptographic, methodology for establishing computational-statistical gaps, which allows us to show that, under a widely believed assumption that refuting random $\mathrm{3CNF}$ formulas is hard, it is impossible to efficiently learn this class using only $O\left(n/\epsilon^2\right)$ examples. We further show that under stronger hardness assumptions, even $O\left(n^{1.499}/\epsilon^2\right)$ examples do not suffice. On the other hand, we show a new algorithm that learns this class efficiently using $\tilde{\Omega}\left(n^2/\epsilon^2\right)$ examples. This formally establishes the tradeoff between sample and computational complexity for a natural supervised learning problem.
Amit Daniely, Nati Linial, Shai Shalev Shwartz
null
1311.2271
null
null
From average case complexity to improper learning complexity
cs.LG cs.CC
The basic problem in the PAC model of computational learning theory is to determine which hypothesis classes are efficiently learnable. There is presently a dearth of results showing hardness of learning problems. Moreover, the existing lower bounds fall short of the best known algorithms. The biggest challenge in proving complexity results is to establish hardness of {\em improper learning} (a.k.a. representation independent learning).The difficulty in proving lower bounds for improper learning is that the standard reductions from $\mathbf{NP}$-hard problems do not seem to apply in this context. There is essentially only one known approach to proving lower bounds on improper learning. It was initiated in (Kearns and Valiant 89) and relies on cryptographic assumptions. We introduce a new technique for proving hardness of improper learning, based on reductions from problems that are hard on average. We put forward a (fairly strong) generalization of Feige's assumption (Feige 02) about the complexity of refuting random constraint satisfaction problems. Combining this assumption with our new technique yields far reaching implications. In particular, 1. Learning $\mathrm{DNF}$'s is hard. 2. Agnostically learning halfspaces with a constant approximation ratio is hard. 3. Learning an intersection of $\omega(1)$ halfspaces is hard.
Amit Daniely, Nati Linial, Shai Shalev-Shwartz
null
1311.2272
null
null
A Quantitative Evaluation Framework for Missing Value Imputation Algorithms
cs.LG
We consider the problem of quantitatively evaluating missing value imputation algorithms. Given a dataset with missing values and a choice of several imputation algorithms to fill them in, there is currently no principled way to rank the algorithms using a quantitative metric. We develop a framework based on treating imputation evaluation as a problem of comparing two distributions and show how it can be used to compute quantitative metrics. We present an efficient procedure for applying this framework to practical datasets, demonstrate several metrics derived from the existing literature on comparing distributions, and propose a new metric called Neighborhood-based Dissimilarity Score which is fast to compute and provides similar results. Results are shown on several datasets, metrics, and imputations algorithms.
Vinod Nair, Rahul Kidambi, Sundararajan Sellamanickam, S. Sathiya Keerthi, Johannes Gehrke, Vijay Narayanan
null
1311.2276
null
null
Embed and Conquer: Scalable Embeddings for Kernel k-Means on MapReduce
cs.LG
The kernel $k$-means is an effective method for data clustering which extends the commonly-used $k$-means algorithm to work on a similarity matrix over complex data structures. The kernel $k$-means algorithm is however computationally very complex as it requires the complete data matrix to be calculated and stored. Further, the kernelized nature of the kernel $k$-means algorithm hinders the parallelization of its computations on modern infrastructures for distributed computing. In this paper, we are defining a family of kernel-based low-dimensional embeddings that allows for scaling kernel $k$-means on MapReduce via an efficient and unified parallelization strategy. Afterwards, we propose two methods for low-dimensional embedding that adhere to our definition of the embedding family. Exploiting the proposed parallelization strategy, we present two scalable MapReduce algorithms for kernel $k$-means. We demonstrate the effectiveness and efficiency of the proposed algorithms through an empirical evaluation on benchmark data sets.
Ahmed Elgohary, Ahmed K. Farahat, Mohamed S. Kamel, Fakhri Karray
null
1311.2334
null
null
An Empirical Evaluation of Sequence-Tagging Trainers
cs.LG
The task of assigning label sequences to a set of observed sequences is common in computational linguistics. Several models for sequence labeling have been proposed over the last few years. Here, we focus on discriminative models for sequence labeling. Many batch and online (updating model parameters after visiting each example) learning algorithms have been proposed in the literature. On large datasets, online algorithms are preferred as batch learning methods are slow. These online algorithms were designed to solve either a primal or a dual problem. However, there has been no systematic comparison of these algorithms in terms of their speed, generalization performance (accuracy/likelihood) and their ability to achieve steady state generalization performance fast. With this aim, we compare different algorithms and make recommendations, useful for a practitioner. We conclude that the selection of an algorithm for sequence labeling depends on the evaluation criterion used and its implementation simplicity.
P. Balamurugan, Shirish Shevade, S. Sundararajan and S. S Keerthi
null
1311.2378
null
null
Global Sensitivity Analysis with Dependence Measures
math.ST cs.LG stat.ML stat.TH
Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we introduce a new class of sensitivity indices based on dependence measures which overcomes these insufficiencies. Our approach originates from the idea to compare the output distribution with its conditional counterpart when one of the input variables is fixed. We establish that this comparison yields previously proposed indices when it is performed with Csiszar f-divergences, as well as sensitivity indices which are well-known dependence measures between random variables. This leads us to investigate completely new sensitivity indices based on recent state-of-the-art dependence measures, such as distance correlation and the Hilbert-Schmidt independence criterion. We also emphasize the potential of feature selection techniques relying on such dependence measures as alternatives to screening in high dimension.
S\'ebastien Da Veiga (IFPEN, - M\'ethodes d'Analyse Stochastique des Codes et Traitements Num\'eriques)
null
1311.2483
null
null
The Noisy Power Method: A Meta Algorithm with Applications
cs.DS cs.LG
We provide a new robust convergence analysis of the well-known power method for computing the dominant singular vectors of a matrix that we call the noisy power method. Our result characterizes the convergence behavior of the algorithm when a significant amount noise is introduced after each matrix-vector multiplication. The noisy power method can be seen as a meta-algorithm that has recently found a number of important applications in a broad range of machine learning problems including alternating minimization for matrix completion, streaming principal component analysis (PCA), and privacy-preserving spectral analysis. Our general analysis subsumes several existing ad-hoc convergence bounds and resolves a number of open problems in multiple applications including streaming PCA and privacy-preserving singular vector computation.
Moritz Hardt and Eric Price
null
1311.2495
null
null
Predictable Feature Analysis
cs.LG stat.ML
Every organism in an environment, whether biological, robotic or virtual, must be able to predict certain aspects of its environment in order to survive or perform whatever task is intended. It needs a model that is capable of estimating the consequences of possible actions, so that planning, control, and decision-making become feasible. For scientific purposes, such models are usually created in a problem specific manner using differential equations and other techniques from control- and system-theory. In contrast to that, we aim for an unsupervised approach that builds up the desired model in a self-organized fashion. Inspired by Slow Feature Analysis (SFA), our approach is to extract sub-signals from the input, that behave as predictable as possible. These "predictable features" are highly relevant for modeling, because predictability is a desired property of the needed consequence-estimating model by definition. In our approach, we measure predictability with respect to a certain prediction model. We focus here on the solution of the arising optimization problem and present a tractable algorithm based on algebraic methods which we call Predictable Feature Analysis (PFA). We prove that the algorithm finds the globally optimal signal, if this signal can be predicted with low error. To deal with cases where the optimal signal has a significant prediction error, we provide a robust, heuristically motivated variant of the algorithm and verify it empirically. Additionally, we give formal criteria a prediction-model must meet to be suitable for measuring predictability in the PFA setting and also provide a suitable default-model along with a formal proof that it meets these criteria.
Stefan Richthofer, Laurenz Wiskott
null
1311.2503
null
null
Learning Mixtures of Linear Classifiers
cs.LG stat.ML
We consider a discriminative learning (regression) problem, whereby the regression function is a convex combination of k linear classifiers. Existing approaches are based on the EM algorithm, or similar techniques, without provable guarantees. We develop a simple method based on spectral techniques and a `mirroring' trick, that discovers the subspace spanned by the classifiers' parameter vectors. Under a probabilistic assumption on the feature vector distribution, we prove that this approach has nearly optimal statistical efficiency.
Yuekai Sun, Stratis Ioannidis, Andrea Montanari
null
1311.2547
null
null
DinTucker: Scaling up Gaussian process models on multidimensional arrays with billions of elements
cs.LG cs.DC stat.ML
Infinite Tucker Decomposition (InfTucker) and random function prior models, as nonparametric Bayesian models on infinite exchangeable arrays, are more powerful models than widely-used multilinear factorization methods including Tucker and PARAFAC decomposition, (partly) due to their capability of modeling nonlinear relationships between array elements. Despite their great predictive performance and sound theoretical foundations, they cannot handle massive data due to a prohibitively high training time. To overcome this limitation, we present Distributed Infinite Tucker (DINTUCKER), a large-scale nonlinear tensor decomposition algorithm on MAPREDUCE. While maintaining the predictive accuracy of InfTucker, it is scalable on massive data. DINTUCKER is based on a new hierarchical Bayesian model that enables local training of InfTucker on subarrays and information integration from all local training results. We use distributed stochastic gradient descent, coupled with variational inference, to train this model. We apply DINTUCKER to multidimensional arrays with billions of elements from applications in the "Read the Web" project (Carlson et al., 2010) and in information security and compare it with the state-of-the-art large-scale tensor decomposition method, GigaTensor. On both datasets, DINTUCKER achieves significantly higher prediction accuracy with less computational time.
Shandian Zhe and Yuan Qi and Youngja Park and Ian Molloy and Suresh Chari
null
1311.2663
null
null
Sampling Based Approaches to Handle Imbalances in Network Traffic Dataset for Machine Learning Techniques
cs.NI cs.CR cs.LG
Network traffic data is huge, varying and imbalanced because various classes are not equally distributed. Machine learning (ML) algorithms for traffic analysis uses the samples from this data to recommend the actions to be taken by the network administrators as well as training. Due to imbalances in dataset, it is difficult to train machine learning algorithms for traffic analysis and these may give biased or false results leading to serious degradation in performance of these algorithms. Various techniques can be applied during sampling to minimize the effect of imbalanced instances. In this paper various sampling techniques have been analysed in order to compare the decrease in variation in imbalances of network traffic datasets sampled for these algorithms. Various parameters like missing classes in samples, probability of sampling of the different instances have been considered for comparison.
Raman Singh, Harish Kumar and R.K. Singla
10.5121/csit.2013.3704
1311.2677
null
null
Hypothesis Testing for Automated Community Detection in Networks
stat.ML cs.LG cs.SI math.ST physics.soc-ph stat.TH
Community detection in networks is a key exploratory tool with applications in a diverse set of areas, ranging from finding communities in social and biological networks to identifying link farms in the World Wide Web. The problem of finding communities or clusters in a network has received much attention from statistics, physics and computer science. However, most clustering algorithms assume knowledge of the number of clusters k. In this paper we propose to automatically determine k in a graph generated from a Stochastic Blockmodel. Our main contribution is twofold; first, we theoretically establish the limiting distribution of the principal eigenvalue of the suitably centered and scaled adjacency matrix, and use that distribution for our hypothesis test. Secondly, we use this test to design a recursive bipartitioning algorithm. Using quantifiable classification tasks on real world networks with ground truth, we show that our algorithm outperforms existing probabilistic models for learning overlapping clusters, and on unlabeled networks, we show that we uncover nested community structure.
Peter J. Bickel, Purnamrita Sarkar
null
1311.2694
null
null
Deep neural networks for single channel source separation
cs.NE cs.LG
In this paper, a novel approach for single channel source separation (SCSS) using a deep neural network (DNN) architecture is introduced. Unlike previous studies in which DNN and other classifiers were used for classifying time-frequency bins to obtain hard masks for each source, we use the DNN to classify estimated source spectra to check for their validity during separation. In the training stage, the training data for the source signals are used to train a DNN. In the separation stage, the trained DNN is utilized to aid in estimation of each source in the mixed signal. Single channel source separation problem is formulated as an energy minimization problem where each source spectra estimate is encouraged to fit the trained DNN model and the mixed signal spectrum is encouraged to be written as a weighted sum of the estimated source spectra. The proposed approach works regardless of the energy scale differences between the source signals in the training and separation stages. Nonnegative matrix factorization (NMF) is used to initialize the DNN estimate for each source. The experimental results show that using DNN initialized by NMF for source separation improves the quality of the separated signal compared with using NMF for source separation.
Emad M. Grais, Mehmet Umut Sen, Hakan Erdogan
null
1311.2746
null
null
Aggregation of Affine Estimators
math.ST cs.LG stat.TH
We consider the problem of aggregating a general collection of affine estimators for fixed design regression. Relevant examples include some commonly used statistical estimators such as least squares, ridge and robust least squares estimators. Dalalyan and Salmon (2012) have established that, for this problem, exponentially weighted (EW) model selection aggregation leads to sharp oracle inequalities in expectation, but similar bounds in deviation were not previously known. While results indicate that the same aggregation scheme may not satisfy sharp oracle inequalities with high probability, we prove that a weaker notion of oracle inequality for EW that holds with high probability. Moreover, using a generalization of the newly introduced $Q$-aggregation scheme we also prove sharp oracle inequalities that hold with high probability. Finally, we apply our results to universal aggregation and show that our proposed estimator leads simultaneously to all the best known bounds for aggregation, including $\ell_q$-aggregation, $q \in (0,1)$, with high probability.
Dong Dai, Philippe Rigollet, Lucy Xia and Tong Zhang
null
1311.2799
null
null
A PAC-Bayesian bound for Lifelong Learning
stat.ML cs.LG
Transfer learning has received a lot of attention in the machine learning community over the last years, and several effective algorithms have been developed. However, relatively little is known about their theoretical properties, especially in the setting of lifelong learning, where the goal is to transfer information to tasks for which no data have been observed so far. In this work we study lifelong learning from a theoretical perspective. Our main result is a PAC-Bayesian generalization bound that offers a unified view on existing paradigms for transfer learning, such as the transfer of parameters or the transfer of low-dimensional representations. We also use the bound to derive two principled lifelong learning algorithms, and we show that these yield results comparable with existing methods.
Anastasia Pentina and Christoph H. Lampert
null
1311.2838
null
null
Spectral Clustering via the Power Method -- Provably
cs.LG cs.NA
Spectral clustering is one of the most important algorithms in data mining and machine intelligence; however, its computational complexity limits its application to truly large scale data analysis. The computational bottleneck in spectral clustering is computing a few of the top eigenvectors of the (normalized) Laplacian matrix corresponding to the graph representing the data to be clustered. One way to speed up the computation of these eigenvectors is to use the "power method" from the numerical linear algebra literature. Although the power method has been empirically used to speed up spectral clustering, the theory behind this approach, to the best of our knowledge, remains unexplored. This paper provides the \emph{first} such rigorous theoretical justification, arguing that a small number of power iterations suffices to obtain near-optimal partitionings using the approximate eigenvectors. Specifically, we prove that solving the $k$-means clustering problem on the approximate eigenvectors obtained via the power method gives an additive-error approximation to solving the $k$-means problem on the optimal eigenvectors.
Christos Boutsidis and Alex Gittens and Prabhanjan Kambadur
null
1311.2854
null
null
Reinforcement Learning for Matrix Computations: PageRank as an Example
cs.LG cs.SI stat.ML
Reinforcement learning has gained wide popularity as a technique for simulation-driven approximate dynamic programming. A less known aspect is that the very reasons that make it effective in dynamic programming can also be leveraged for using it for distributed schemes for certain matrix computations involving non-negative matrices. In this spirit, we propose a reinforcement learning algorithm for PageRank computation that is fashioned after analogous schemes for approximate dynamic programming. The algorithm has the advantage of ease of distributed implementation and more importantly, of being model-free, i.e., not dependent on any specific assumptions about the transition probabilities in the random web-surfer model. We analyze its convergence and finite time behavior and present some supporting numerical experiments.
Vivek S. Borkar and Adwaitvedant S. Mathkar
null
1311.2889
null
null
The More, the Merrier: the Blessing of Dimensionality for Learning Large Gaussian Mixtures
cs.LG cs.DS stat.ML
In this paper we show that very large mixtures of Gaussians are efficiently learnable in high dimension. More precisely, we prove that a mixture with known identical covariance matrices whose number of components is a polynomial of any fixed degree in the dimension n is polynomially learnable as long as a certain non-degeneracy condition on the means is satisfied. It turns out that this condition is generic in the sense of smoothed complexity, as soon as the dimensionality of the space is high enough. Moreover, we prove that no such condition can possibly exist in low dimension and the problem of learning the parameters is generically hard. In contrast, much of the existing work on Gaussian Mixtures relies on low-dimensional projections and thus hits an artificial barrier. Our main result on mixture recovery relies on a new "Poissonization"-based technique, which transforms a mixture of Gaussians to a linear map of a product distribution. The problem of learning this map can be efficiently solved using some recent results on tensor decompositions and Independent Component Analysis (ICA), thus giving an algorithm for recovering the mixture. In addition, we combine our low-dimensional hardness results for Gaussian mixtures with Poissonization to show how to embed difficult instances of low-dimensional Gaussian mixtures into the ICA setting, thus establishing exponential information-theoretic lower bounds for underdetermined ICA in low dimension. To the best of our knowledge, this is the first such result in the literature. In addition to contributing to the problem of Gaussian mixture learning, we believe that this work is among the first steps toward better understanding the rare phenomenon of the "blessing of dimensionality" in the computational aspects of statistical inference.
Joseph Anderson, Mikhail Belkin, Navin Goyal, Luis Rademacher, James Voss
null
1311.2891
null
null
Approximate Inference in Continuous Determinantal Point Processes
stat.ML cs.LG stat.ME
Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete setting admits an efficient sampling algorithm based on the eigendecomposition of the defining kernel matrix. Recently, there has been growing interest in using DPPs defined on continuous spaces. While the discrete-DPP sampler extends formally to the continuous case, computationally, the steps required are not tractable in general. In this paper, we present two efficient DPP sampling schemes that apply to a wide range of kernel functions: one based on low rank approximations via Nystrom and random Fourier feature techniques and another based on Gibbs sampling. We demonstrate the utility of continuous DPPs in repulsive mixture modeling and synthesizing human poses spanning activity spaces.
Raja Hafiz Affandi, Emily B. Fox, Ben Taskar
null
1311.2971
null
null
Learning Mixtures of Discrete Product Distributions using Spectral Decompositions
stat.ML cs.CC cs.IT cs.LG math.IT
We study the problem of learning a distribution from samples, when the underlying distribution is a mixture of product distributions over discrete domains. This problem is motivated by several practical applications such as crowd-sourcing, recommendation systems, and learning Boolean functions. The existing solutions either heavily rely on the fact that the number of components in the mixtures is finite or have sample/time complexity that is exponential in the number of components. In this paper, we introduce a polynomial time/sample complexity method for learning a mixture of $r$ discrete product distributions over $\{1, 2, \dots, \ell\}^n$, for general $\ell$ and $r$. We show that our approach is statistically consistent and further provide finite sample guarantees. We use techniques from the recent work on tensor decompositions for higher-order moment matching. A crucial step in these moment matching methods is to construct a certain matrix and a certain tensor with low-rank spectral decompositions. These tensors are typically estimated directly from the samples. The main challenge in learning mixtures of discrete product distributions is that these low-rank tensors cannot be obtained directly from the sample moments. Instead, we reduce the tensor estimation problem to: $a$) estimating a low-rank matrix using only off-diagonal block elements; and $b$) estimating a tensor using a small number of linear measurements. Leveraging on recent developments in matrix completion, we give an alternating minimization based method to estimate the low-rank matrix, and formulate the tensor completion problem as a least-squares problem.
Prateek Jain and Sewoong Oh
null
1311.2972
null
null
Learning Input and Recurrent Weight Matrices in Echo State Networks
cs.LG
Echo State Networks (ESNs) are a special type of the temporally deep network model, the Recurrent Neural Network (RNN), where the recurrent matrix is carefully designed and both the recurrent and input matrices are fixed. An ESN uses the linearity of the activation function of the output units to simplify the learning of the output matrix. In this paper, we devise a special technique that take advantage of this linearity in the output units of an ESN, to learn the input and recurrent matrices. This has not been done in earlier ESNs due to their well known difficulty in learning those matrices. Compared to the technique of BackPropagation Through Time (BPTT) in learning general RNNs, our proposed method exploits linearity of activation function in the output units to formulate the relationships amongst the various matrices in an RNN. These relationships results in the gradient of the cost function having an analytical form and being more accurate. This would enable us to compute the gradients instead of obtaining them by recursion as in BPTT. Experimental results on phone state classification show that learning one or both the input and recurrent matrices in an ESN yields superior results compared to traditional ESNs that do not learn these matrices, especially when longer time steps are used.
Hamid Palangi, Li Deng, Rabab K Ward
null
1311.2987
null
null
Informed Source Separation: A Bayesian Tutorial
stat.ML cs.LG
Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In this tutorial I will discuss the Bayesian approach to the source separation problem. This approach has a specific advantage in that it requires the designer to explicitly describe the signal model in addition to any other information or assumptions that go into the problem description. This leads naturally to the idea of informed source separation, where the algorithm design incorporates relevant information about the specific problem. This approach promises to enable researchers to design their own high-quality algorithms that are specifically tailored to the problem at hand.
Kevin H. Knuth
null
1311.3001
null
null
Multiple Closed-Form Local Metric Learning for K-Nearest Neighbor Classifier
cs.LG
Many researches have been devoted to learn a Mahalanobis distance metric, which can effectively improve the performance of kNN classification. Most approaches are iterative and computational expensive and linear rigidity still critically limits metric learning algorithm to perform better. We proposed a computational economical framework to learn multiple metrics in closed-form.
Jianbo Ye
null
1311.3157
null
null
Nonparametric Estimation of Multi-View Latent Variable Models
cs.LG stat.ML
Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to mixtures of discrete or Gaussian distributions. In this paper, we propose a kernel method for learning multi-view latent variable models, allowing each mixture component to be nonparametric. The key idea of the method is to embed the joint distribution of a multi-view latent variable into a reproducing kernel Hilbert space, and then the latent parameters are recovered using a robust tensor power method. We establish that the sample complexity for the proposed method is quadratic in the number of latent components and is a low order polynomial in the other relevant parameters. Thus, our non-parametric tensor approach to learning latent variable models enjoys good sample and computational efficiencies. Moreover, the non-parametric tensor power method compares favorably to EM algorithm and other existing spectral algorithms in our experiments.
Le Song, Animashree Anandkumar, Bo Dai, Bo Xie
null
1311.3287
null
null
Sparse Matrix Factorization
cs.LG stat.ML
We investigate the problem of factorizing a matrix into several sparse matrices and propose an algorithm for this under randomness and sparsity assumptions. This problem can be viewed as a simplification of the deep learning problem where finding a factorization corresponds to finding edges in different layers and values of hidden units. We prove that under certain assumptions for a sparse linear deep network with $n$ nodes in each layer, our algorithm is able to recover the structure of the network and values of top layer hidden units for depths up to $\tilde O(n^{1/6})$. We further discuss the relation among sparse matrix factorization, deep learning, sparse recovery and dictionary learning.
Behnam Neyshabur, Rina Panigrahy
null
1311.3315
null
null
Anytime Belief Propagation Using Sparse Domains
stat.ML cs.AI cs.LG
Belief Propagation has been widely used for marginal inference, however it is slow on problems with large-domain variables and high-order factors. Previous work provides useful approximations to facilitate inference on such models, but lacks important anytime properties such as: 1) providing accurate and consistent marginals when stopped early, 2) improving the approximation when run longer, and 3) converging to the fixed point of BP. To this end, we propose a message passing algorithm that works on sparse (partially instantiated) domains, and converges to consistent marginals using dynamic message scheduling. The algorithm grows the sparse domains incrementally, selecting the next value to add using prioritization schemes based on the gradients of the marginal inference objective. Our experiments demonstrate local anytime consistency and fast convergence, providing significant speedups over BP to obtain low-error marginals: up to 25 times on grid models, and up to 6 times on a real-world natural language processing task.
Sameer Singh and Sebastian Riedel and Andrew McCallum
null
1311.3368
null
null
Fundamental Limits of Online and Distributed Algorithms for Statistical Learning and Estimation
cs.LG stat.ML
Many machine learning approaches are characterized by information constraints on how they interact with the training data. These include memory and sequential access constraints (e.g. fast first-order methods to solve stochastic optimization problems); communication constraints (e.g. distributed learning); partial access to the underlying data (e.g. missing features and multi-armed bandits) and more. However, currently we have little understanding how such information constraints fundamentally affect our performance, independent of the learning problem semantics. For example, are there learning problems where any algorithm which has small memory footprint (or can use any bounded number of bits from each example, or has certain communication constraints) will perform worse than what is possible without such constraints? In this paper, we describe how a single set of results implies positive answers to the above, for several different settings.
Ohad Shamir
null
1311.3494
null
null
Smoothed Analysis of Tensor Decompositions
cs.DS cs.LG stat.ML
Low rank tensor decompositions are a powerful tool for learning generative models, and uniqueness results give them a significant advantage over matrix decomposition methods. However, tensors pose significant algorithmic challenges and tensors analogs of much of the matrix algebra toolkit are unlikely to exist because of hardness results. Efficient decomposition in the overcomplete case (where rank exceeds dimension) is particularly challenging. We introduce a smoothed analysis model for studying these questions and develop an efficient algorithm for tensor decomposition in the highly overcomplete case (rank polynomial in the dimension). In this setting, we show that our algorithm is robust to inverse polynomial error -- a crucial property for applications in learning since we are only allowed a polynomial number of samples. While algorithms are known for exact tensor decomposition in some overcomplete settings, our main contribution is in analyzing their stability in the framework of smoothed analysis. Our main technical contribution is to show that tensor products of perturbed vectors are linearly independent in a robust sense (i.e. the associated matrix has singular values that are at least an inverse polynomial). This key result paves the way for applying tensor methods to learning problems in the smoothed setting. In particular, we use it to obtain results for learning multi-view models and mixtures of axis-aligned Gaussians where there are many more "components" than dimensions. The assumption here is that the model is not adversarially chosen, formalized by a perturbation of model parameters. We believe this an appealing way to analyze realistic instances of learning problems, since this framework allows us to overcome many of the usual limitations of using tensor methods.
Aditya Bhaskara, Moses Charikar, Ankur Moitra and Aravindan Vijayaraghavan
null
1311.3651
null
null
Scalable Influence Estimation in Continuous-Time Diffusion Networks
cs.SI cs.LG
If a piece of information is released from a media site, can it spread, in 1 month, to a million web pages? This influence estimation problem is very challenging since both the time-sensitive nature of the problem and the issue of scalability need to be addressed simultaneously. In this paper, we propose a randomized algorithm for influence estimation in continuous-time diffusion networks. Our algorithm can estimate the influence of every node in a network with |V| nodes and |E| edges to an accuracy of $\varepsilon$ using $n=O(1/\varepsilon^2)$ randomizations and up to logarithmic factors O(n|E|+n|V|) computations. When used as a subroutine in a greedy influence maximization algorithm, our proposed method is guaranteed to find a set of nodes with an influence of at least (1-1/e)OPT-2$\varepsilon$, where OPT is the optimal value. Experiments on both synthetic and real-world data show that the proposed method can easily scale up to networks of millions of nodes while significantly improves over previous state-of-the-arts in terms of the accuracy of the estimated influence and the quality of the selected nodes in maximizing the influence.
Nan Du, Le Song, Manuel Gomez Rodriguez, Hongyuan Zha
null
1311.3669
null
null
Ensemble Relational Learning based on Selective Propositionalization
cs.LG cs.AI
Dealing with structured data needs the use of expressive representation formalisms that, however, puts the problem to deal with the computational complexity of the machine learning process. Furthermore, real world domains require tools able to manage their typical uncertainty. Many statistical relational learning approaches try to deal with these problems by combining the construction of relevant relational features with a probabilistic tool. When the combination is static (static propositionalization), the constructed features are considered as boolean features and used offline as input to a statistical learner; while, when the combination is dynamic (dynamic propositionalization), the feature construction and probabilistic tool are combined into a single process. In this paper we propose a selective propositionalization method that search the optimal set of relational features to be used by a probabilistic learner in order to minimize a loss function. The new propositionalization approach has been combined with the random subspace ensemble method. Experiments on real-world datasets shows the validity of the proposed method.
Nicola Di Mauro and Floriana Esposito
null
1311.3735
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Mapping cognitive ontologies to and from the brain
stat.ML cs.LG q-bio.NC
Imaging neuroscience links brain activation maps to behavior and cognition via correlational studies. Due to the nature of the individual experiments, based on eliciting neural response from a small number of stimuli, this link is incomplete, and unidirectional from the causal point of view. To come to conclusions on the function implied by the activation of brain regions, it is necessary to combine a wide exploration of the various brain functions and some inversion of the statistical inference. Here we introduce a methodology for accumulating knowledge towards a bidirectional link between observed brain activity and the corresponding function. We rely on a large corpus of imaging studies and a predictive engine. Technically, the challenges are to find commonality between the studies without denaturing the richness of the corpus. The key elements that we contribute are labeling the tasks performed with a cognitive ontology, and modeling the long tail of rare paradigms in the corpus. To our knowledge, our approach is the first demonstration of predicting the cognitive content of completely new brain images. To that end, we propose a method that predicts the experimental paradigms across different studies.
Yannick Schwartz (INRIA Saclay - Ile de France, NEUROSPIN), Bertrand Thirion (INRIA Saclay - Ile de France, NEUROSPIN), Ga\"el Varoquaux (INRIA Saclay - Ile de France, LNAO)
null
1311.3859
null
null
Clustering Markov Decision Processes For Continual Transfer
cs.AI cs.LG
We present algorithms to effectively represent a set of Markov decision processes (MDPs), whose optimal policies have already been learned, by a smaller source subset for lifelong, policy-reuse-based transfer learning in reinforcement learning. This is necessary when the number of previous tasks is large and the cost of measuring similarity counteracts the benefit of transfer. The source subset forms an `$\epsilon$-net' over the original set of MDPs, in the sense that for each previous MDP $M_p$, there is a source $M^s$ whose optimal policy has $<\epsilon$ regret in $M_p$. Our contributions are as follows. We present EXP-3-Transfer, a principled policy-reuse algorithm that optimally reuses a given source policy set when learning for a new MDP. We present a framework to cluster the previous MDPs to extract a source subset. The framework consists of (i) a distance $d_V$ over MDPs to measure policy-based similarity between MDPs; (ii) a cost function $g(\cdot)$ that uses $d_V$ to measure how good a particular clustering is for generating useful source tasks for EXP-3-Transfer and (iii) a provably convergent algorithm, MHAV, for finding the optimal clustering. We validate our algorithms through experiments in a surveillance domain.
M. M. Hassan Mahmud, Majd Hawasly, Benjamin Rosman, Subramanian Ramamoorthy
null
1311.3959
null
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