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Local Gaussian Regression
cs.LG cs.RO
Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is that it can work with spatially varying length scales, a beneficial property, for instance, in control problems. However, it does not provide a generative model for function values and requires training and test data to be generated identically, independently. Gaussian (process) regression, on the other hand, provides a fully generative model without significant formal requirements on the distribution of training data, but has much higher computational cost and usually works with one global scale per input dimension. Using a localising function basis and approximate inference techniques, we take Gaussian (process) regression to increasingly localised properties and toward the same computational complexity class as locally weighted regression.
Franziska Meier and Philipp Hennig and Stefan Schaal
null
1402.0645
null
null
UNLocBoX: A MATLAB convex optimization toolbox for proximal-splitting methods
cs.LG stat.ML
Convex optimization is an essential tool for machine learning, as many of its problems can be formulated as minimization problems of specific objective functions. While there is a large variety of algorithms available to solve convex problems, we can argue that it becomes more and more important to focus on efficient, scalable methods that can deal with big data. When the objective function can be written as a sum of "simple" terms, proximal splitting methods are a good choice. UNLocBoX is a MATLAB library that implements many of these methods, designed to solve convex optimization problems of the form $\min_{x \in \mathbb{R}^N} \sum_{n=1}^K f_n(x).$ It contains the most recent solvers such as FISTA, Douglas-Rachford, SDMM as well a primal dual techniques such as Chambolle-Pock and forward-backward-forward. It also includes an extensive list of common proximal operators that can be combined, allowing for a quick implementation of a large variety of convex problems.
Nathanael Perraudin, Vassilis Kalofolias, David Shuman, Pierre Vandergheynst
null
1402.0779
null
null
Sequential Model-Based Ensemble Optimization
cs.LG stat.ML
One of the most tedious tasks in the application of machine learning is model selection, i.e. hyperparameter selection. Fortunately, recent progress has been made in the automation of this process, through the use of sequential model-based optimization (SMBO) methods. This can be used to optimize a cross-validation performance of a learning algorithm over the value of its hyperparameters. However, it is well known that ensembles of learned models almost consistently outperform a single model, even if properly selected. In this paper, we thus propose an extension of SMBO methods that automatically constructs such ensembles. This method builds on a recently proposed ensemble construction paradigm known as agnostic Bayesian learning. In experiments on 22 regression and 39 classification data sets, we confirm the success of this proposed approach, which is able to outperform model selection with SMBO.
Alexandre Lacoste, Hugo Larochelle, Fran\c{c}ois Laviolette, Mario Marchand
null
1402.0796
null
null
The Informed Sampler: A Discriminative Approach to Bayesian Inference in Generative Computer Vision Models
cs.CV cs.LG stat.ML
Computer vision is hard because of a large variability in lighting, shape, and texture; in addition the image signal is non-additive due to occlusion. Generative models promised to account for this variability by accurately modelling the image formation process as a function of latent variables with prior beliefs. Bayesian posterior inference could then, in principle, explain the observation. While intuitively appealing, generative models for computer vision have largely failed to deliver on that promise due to the difficulty of posterior inference. As a result the community has favoured efficient discriminative approaches. We still believe in the usefulness of generative models in computer vision, but argue that we need to leverage existing discriminative or even heuristic computer vision methods. We implement this idea in a principled way with an "informed sampler" and in careful experiments demonstrate it on challenging generative models which contain renderer programs as their components. We concentrate on the problem of inverting an existing graphics rendering engine, an approach that can be understood as "Inverse Graphics". The informed sampler, using simple discriminative proposals based on existing computer vision technology, achieves significant improvements of inference.
Varun Jampani and Sebastian Nowozin and Matthew Loper and Peter V. Gehler
10.1016/j.cviu.2015.03.002
1402.0859
null
null
Discovering Latent Network Structure in Point Process Data
stat.ML cs.LG
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or impossible to measure the network directly. Examples of latent networks include economic interactions linking financial instruments and patterns of reciprocity in gang violence. In these cases, we are limited to noisy observations of events associated with each node. To enable analysis of these implicit networks, we develop a probabilistic model that combines mutually-exciting point processes with random graph models. We show how the Poisson superposition principle enables an elegant auxiliary variable formulation and a fully-Bayesian, parallel inference algorithm. We evaluate this new model empirically on several datasets.
Scott W. Linderman and Ryan P. Adams
null
1402.0914
null
null
Learning Ordered Representations with Nested Dropout
stat.ML cs.LG
In this paper, we study ordered representations of data in which different dimensions have different degrees of importance. To learn these representations we introduce nested dropout, a procedure for stochastically removing coherent nested sets of hidden units in a neural network. We first present a sequence of theoretical results in the simple case of a semi-linear autoencoder. We rigorously show that the application of nested dropout enforces identifiability of the units, which leads to an exact equivalence with PCA. We then extend the algorithm to deep models and demonstrate the relevance of ordered representations to a number of applications. Specifically, we use the ordered property of the learned codes to construct hash-based data structures that permit very fast retrieval, achieving retrieval in time logarithmic in the database size and independent of the dimensionality of the representation. This allows codes that are hundreds of times longer than currently feasible for retrieval. We therefore avoid the diminished quality associated with short codes, while still performing retrieval that is competitive in speed with existing methods. We also show that ordered representations are a promising way to learn adaptive compression for efficient online data reconstruction.
Oren Rippel, Michael A. Gelbart, Ryan P. Adams
null
1402.0915
null
null
Input Warping for Bayesian Optimization of Non-stationary Functions
stat.ML cs.LG
Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness of Bayesian optimization. Although Gaussian processes provide a flexible prior over functions which can be queried efficiently, there are various classes of functions that remain difficult to model. One of the most frequently occurring of these is the class of non-stationary functions. The optimization of the hyperparameters of machine learning algorithms is a problem domain in which parameters are often manually transformed a priori, for example by optimizing in "log-space," to mitigate the effects of spatially-varying length scale. We develop a methodology for automatically learning a wide family of bijective transformations or warpings of the input space using the Beta cumulative distribution function. We further extend the warping framework to multi-task Bayesian optimization so that multiple tasks can be warped into a jointly stationary space. On a set of challenging benchmark optimization tasks, we observe that the inclusion of warping greatly improves on the state-of-the-art, producing better results faster and more reliably.
Jasper Snoek, Kevin Swersky, Richard S. Zemel and Ryan P. Adams
null
1402.0929
null
null
Long Short-Term Memory Based Recurrent Neural Network Architectures for Large Vocabulary Speech Recognition
cs.NE cs.CL cs.LG stat.ML
Long Short-Term Memory (LSTM) is a recurrent neural network (RNN) architecture that has been designed to address the vanishing and exploding gradient problems of conventional RNNs. Unlike feedforward neural networks, RNNs have cyclic connections making them powerful for modeling sequences. They have been successfully used for sequence labeling and sequence prediction tasks, such as handwriting recognition, language modeling, phonetic labeling of acoustic frames. However, in contrast to the deep neural networks, the use of RNNs in speech recognition has been limited to phone recognition in small scale tasks. In this paper, we present novel LSTM based RNN architectures which make more effective use of model parameters to train acoustic models for large vocabulary speech recognition. We train and compare LSTM, RNN and DNN models at various numbers of parameters and configurations. We show that LSTM models converge quickly and give state of the art speech recognition performance for relatively small sized models.
Ha\c{s}im Sak, Andrew Senior, Fran\c{c}oise Beaufays
null
1402.1128
null
null
Localized epidemic detection in networks with overwhelming noise
cs.SI cs.LG
We consider the problem of detecting an epidemic in a population where individual diagnoses are extremely noisy. The motivation for this problem is the plethora of examples (influenza strains in humans, or computer viruses in smartphones, etc.) where reliable diagnoses are scarce, but noisy data plentiful. In flu/phone-viruses, exceedingly few infected people/phones are professionally diagnosed (only a small fraction go to a doctor) but less reliable secondary signatures (e.g., people staying home, or greater-than-typical upload activity) are more readily available. These secondary data are often plagued by unreliability: many people with the flu do not stay home, and many people that stay home do not have the flu. This paper identifies the precise regime where knowledge of the contact network enables finding the needle in the haystack: we provide a distributed, efficient and robust algorithm that can correctly identify the existence of a spreading epidemic from highly unreliable local data. Our algorithm requires only local-neighbor knowledge of this graph, and in a broad array of settings that we describe, succeeds even when false negatives and false positives make up an overwhelming fraction of the data available. Our results show it succeeds in the presence of partial information about the contact network, and also when there is not a single "patient zero", but rather many (hundreds, in our examples) of initial patient-zeroes, spread across the graph.
Eli A. Meirom, Chris Milling, Constantine Caramanis, Shie Mannor, Ariel Orda, Sanjay Shakkottai
null
1402.1263
null
null
Phase transitions and sample complexity in Bayes-optimal matrix factorization
cs.NA cond-mat.stat-mech cs.IT cs.LG math.IT stat.ML
We analyse the matrix factorization problem. Given a noisy measurement of a product of two matrices, the problem is to estimate back the original matrices. It arises in many applications such as dictionary learning, blind matrix calibration, sparse principal component analysis, blind source separation, low rank matrix completion, robust principal component analysis or factor analysis. It is also important in machine learning: unsupervised representation learning can often be studied through matrix factorization. We use the tools of statistical mechanics - the cavity and replica methods - to analyze the achievability and computational tractability of the inference problems in the setting of Bayes-optimal inference, which amounts to assuming that the two matrices have random independent elements generated from some known distribution, and this information is available to the inference algorithm. In this setting, we compute the minimal mean-squared-error achievable in principle in any computational time, and the error that can be achieved by an efficient approximate message passing algorithm. The computation is based on the asymptotic state-evolution analysis of the algorithm. The performance that our analysis predicts, both in terms of the achieved mean-squared-error, and in terms of sample complexity, is extremely promising and motivating for a further development of the algorithm.
Yoshiyuki Kabashima, Florent Krzakala, Marc M\'ezard, Ayaka Sakata, and Lenka Zdeborov\'a
10.1109/TIT.2016.2556702
1402.1298
null
null
Dissimilarity-based Ensembles for Multiple Instance Learning
stat.ML cs.LG
In multiple instance learning, objects are sets (bags) of feature vectors (instances) rather than individual feature vectors. In this paper we address the problem of how these bags can best be represented. Two standard approaches are to use (dis)similarities between bags and prototype bags, or between bags and prototype instances. The first approach results in a relatively low-dimensional representation determined by the number of training bags, while the second approach results in a relatively high-dimensional representation, determined by the total number of instances in the training set. In this paper a third, intermediate approach is proposed, which links the two approaches and combines their strengths. Our classifier is inspired by a random subspace ensemble, and considers subspaces of the dissimilarity space, defined by subsets of instances, as prototypes. We provide guidelines for using such an ensemble, and show state-of-the-art performances on a range of multiple instance learning problems.
Veronika Cheplygina, David M. J. Tax, Marco Loog
10.1109/TNNLS.2015.2424254
1402.1349
null
null
Distributed Variational Inference in Sparse Gaussian Process Regression and Latent Variable Models
stat.ML cs.LG
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates, robustness to over-fitting, and principled ways for tuning hyper-parameters. However the scalability of these models to big datasets remains an active topic of research. We introduce a novel re-parametrisation of variational inference for sparse GP regression and latent variable models that allows for an efficient distributed algorithm. This is done by exploiting the decoupling of the data given the inducing points to re-formulate the evidence lower bound in a Map-Reduce setting. We show that the inference scales well with data and computational resources, while preserving a balanced distribution of the load among the nodes. We further demonstrate the utility in scaling Gaussian processes to big data. We show that GP performance improves with increasing amounts of data in regression (on flight data with 2 million records) and latent variable modelling (on MNIST). The results show that GPs perform better than many common models often used for big data.
Yarin Gal, Mark van der Wilk, Carl E. Rasmussen
null
1402.1389
null
null
An Autoencoder Approach to Learning Bilingual Word Representations
cs.CL cs.LG stat.ML
Cross-language learning allows us to use training data from one language to build models for a different language. Many approaches to bilingual learning require that we have word-level alignment of sentences from parallel corpora. In this work we explore the use of autoencoder-based methods for cross-language learning of vectorial word representations that are aligned between two languages, while not relying on word-level alignments. We show that by simply learning to reconstruct the bag-of-words representations of aligned sentences, within and between languages, we can in fact learn high-quality representations and do without word alignments. Since training autoencoders on word observations presents certain computational issues, we propose and compare different variations adapted to this setting. We also propose an explicit correlation maximizing regularizer that leads to significant improvement in the performance. We empirically investigate the success of our approach on the problem of cross-language test classification, where a classifier trained on a given language (e.g., English) must learn to generalize to a different language (e.g., German). These experiments demonstrate that our approaches are competitive with the state-of-the-art, achieving up to 10-14 percentage point improvements over the best reported results on this task.
Sarath Chandar A P, Stanislas Lauly, Hugo Larochelle, Mitesh M. Khapra, Balaraman Ravindran, Vikas Raykar, Amrita Saha
null
1402.1454
null
null
Near-Optimal Joint Object Matching via Convex Relaxation
cs.LG cs.CV cs.IT math.IT math.OC stat.ML
Joint matching over a collection of objects aims at aggregating information from a large collection of similar instances (e.g. images, graphs, shapes) to improve maps between pairs of them. Given multiple matches computed between a few object pairs in isolation, the goal is to recover an entire collection of maps that are (1) globally consistent, and (2) close to the provided maps --- and under certain conditions provably the ground-truth maps. Despite recent advances on this problem, the best-known recovery guarantees are limited to a small constant barrier --- none of the existing methods find theoretical support when more than $50\%$ of input correspondences are corrupted. Moreover, prior approaches focus mostly on fully similar objects, while it is practically more demanding to match instances that are only partially similar to each other. In this paper, we develop an algorithm to jointly match multiple objects that exhibit only partial similarities, given a few pairwise matches that are densely corrupted. Specifically, we propose to recover the ground-truth maps via a parameter-free convex program called MatchLift, following a spectral method that pre-estimates the total number of distinct elements to be matched. Encouragingly, MatchLift exhibits near-optimal error-correction ability, i.e. in the asymptotic regime it is guaranteed to work even when a dominant fraction $1-\Theta\left(\frac{\log^{2}n}{\sqrt{n}}\right)$ of the input maps behave like random outliers. Furthermore, MatchLift succeeds with minimal input complexity, namely, perfect matching can be achieved as soon as the provided maps form a connected map graph. We evaluate the proposed algorithm on various benchmark data sets including synthetic examples and real-world examples, all of which confirm the practical applicability of MatchLift.
Yuxin Chen and Leonidas J. Guibas and Qi-Xing Huang
null
1402.1473
null
null
Dictionary Learning over Distributed Models
cs.LG cs.DC
In this paper, we consider learning dictionary models over a network of agents, where each agent is only in charge of a portion of the dictionary elements. This formulation is relevant in Big Data scenarios where large dictionary models may be spread over different spatial locations and it is not feasible to aggregate all dictionaries in one location due to communication and privacy considerations. We first show that the dual function of the inference problem is an aggregation of individual cost functions associated with different agents, which can then be minimized efficiently by means of diffusion strategies. The collaborative inference step generates dual variables that are used by the agents to update their dictionaries without the need to share these dictionaries or even the coefficient models for the training data. This is a powerful property that leads to an effective distributed procedure for learning dictionaries over large networks (e.g., hundreds of agents in our experiments). Furthermore, the proposed learning strategy operates in an online manner and is able to respond to streaming data, where each data sample is presented to the network once.
Jianshu Chen, Zaid J. Towfic, Ali H. Sayed
10.1109/TSP.2014.2385045
1402.1515
null
null
Dual Query: Practical Private Query Release for High Dimensional Data
cs.DS cs.CR cs.DB cs.LG
We present a practical, differentially private algorithm for answering a large number of queries on high dimensional datasets. Like all algorithms for this task, ours necessarily has worst-case complexity exponential in the dimension of the data. However, our algorithm packages the computationally hard step into a concisely defined integer program, which can be solved non-privately using standard solvers. We prove accuracy and privacy theorems for our algorithm, and then demonstrate experimentally that our algorithm performs well in practice. For example, our algorithm can efficiently and accurately answer millions of queries on the Netflix dataset, which has over 17,000 attributes; this is an improvement on the state of the art by multiple orders of magnitude.
Marco Gaboardi, Emilio Jes\'us Gallego Arias, Justin Hsu, Aaron Roth, Zhiwei Steven Wu
null
1402.1526
null
null
Two-stage Sampled Learning Theory on Distributions
math.ST cs.LG math.FA stat.ML stat.TH
We focus on the distribution regression problem: regressing to a real-valued response from a probability distribution. Although there exist a large number of similarity measures between distributions, very little is known about their generalization performance in specific learning tasks. Learning problems formulated on distributions have an inherent two-stage sampled difficulty: in practice only samples from sampled distributions are observable, and one has to build an estimate on similarities computed between sets of points. To the best of our knowledge, the only existing method with consistency guarantees for distribution regression requires kernel density estimation as an intermediate step (which suffers from slow convergence issues in high dimensions), and the domain of the distributions to be compact Euclidean. In this paper, we provide theoretical guarantees for a remarkably simple algorithmic alternative to solve the distribution regression problem: embed the distributions to a reproducing kernel Hilbert space, and learn a ridge regressor from the embeddings to the outputs. Our main contribution is to prove the consistency of this technique in the two-stage sampled setting under mild conditions (on separable, topological domains endowed with kernels). For a given total number of observations, we derive convergence rates as an explicit function of the problem difficulty. As a special case, we answer a 15-year-old open question: we establish the consistency of the classical set kernel [Haussler, 1999; Gartner et. al, 2002] in regression, and cover more recent kernels on distributions, including those due to [Christmann and Steinwart, 2010].
Zoltan Szabo, Arthur Gretton, Barnabas Poczos, Bharath Sriperumbudur
null
1402.1754
null
null
Active Clustering with Model-Based Uncertainty Reduction
cs.LG cs.CV stat.ML
Semi-supervised clustering seeks to augment traditional clustering methods by incorporating side information provided via human expertise in order to increase the semantic meaningfulness of the resulting clusters. However, most current methods are \emph{passive} in the sense that the side information is provided beforehand and selected randomly. This may require a large number of constraints, some of which could be redundant, unnecessary, or even detrimental to the clustering results. Thus in order to scale such semi-supervised algorithms to larger problems it is desirable to pursue an \emph{active} clustering method---i.e. an algorithm that maximizes the effectiveness of the available human labor by only requesting human input where it will have the greatest impact. Here, we propose a novel online framework for active semi-supervised spectral clustering that selects pairwise constraints as clustering proceeds, based on the principle of uncertainty reduction. Using a first-order Taylor expansion, we decompose the expected uncertainty reduction problem into a gradient and a step-scale, computed via an application of matrix perturbation theory and cluster-assignment entropy, respectively. The resulting model is used to estimate the uncertainty reduction potential of each sample in the dataset. We then present the human user with pairwise queries with respect to only the best candidate sample. We evaluate our method using three different image datasets (faces, leaves and dogs), a set of common UCI machine learning datasets and a gene dataset. The results validate our decomposition formulation and show that our method is consistently superior to existing state-of-the-art techniques, as well as being robust to noise and to unknown numbers of clusters.
Caiming Xiong, David Johnson, Jason J. Corso
null
1402.1783
null
null
Binary Excess Risk for Smooth Convex Surrogates
cs.LG stat.ML
In statistical learning theory, convex surrogates of the 0-1 loss are highly preferred because of the computational and theoretical virtues that convexity brings in. This is of more importance if we consider smooth surrogates as witnessed by the fact that the smoothness is further beneficial both computationally- by attaining an {\it optimal} convergence rate for optimization, and in a statistical sense- by providing an improved {\it optimistic} rate for generalization bound. In this paper we investigate the smoothness property from the viewpoint of statistical consistency and show how it affects the binary excess risk. We show that in contrast to optimization and generalization errors that favor the choice of smooth surrogate loss, the smoothness of loss function may degrade the binary excess risk. Motivated by this negative result, we provide a unified analysis that integrates optimization error, generalization bound, and the error in translating convex excess risk into a binary excess risk when examining the impact of smoothness on the binary excess risk. We show that under favorable conditions appropriate choice of smooth convex loss will result in a binary excess risk that is better than $O(1/\sqrt{n})$.
Mehrdad Mahdavi, Lijun Zhang, and Rong Jin
null
1402.1792
null
null
An Inequality with Applications to Structured Sparsity and Multitask Dictionary Learning
cs.LG stat.ML
From concentration inequalities for the suprema of Gaussian or Rademacher processes an inequality is derived. It is applied to sharpen existing and to derive novel bounds on the empirical Rademacher complexities of unit balls in various norms appearing in the context of structured sparsity and multitask dictionary learning or matrix factorization. A key role is played by the largest eigenvalue of the data covariance matrix.
Andreas Maurer, Massimiliano Pontil, Bernardino Romera-Paredes
null
1402.1864
null
null
On the Number of Linear Regions of Deep Neural Networks
stat.ML cs.LG cs.NE
We study the complexity of functions computable by deep feedforward neural networks with piecewise linear activations in terms of the symmetries and the number of linear regions that they have. Deep networks are able to sequentially map portions of each layer's input-space to the same output. In this way, deep models compute functions that react equally to complicated patterns of different inputs. The compositional structure of these functions enables them to re-use pieces of computation exponentially often in terms of the network's depth. This paper investigates the complexity of such compositional maps and contributes new theoretical results regarding the advantage of depth for neural networks with piecewise linear activation functions. In particular, our analysis is not specific to a single family of models, and as an example, we employ it for rectifier and maxout networks. We improve complexity bounds from pre-existing work and investigate the behavior of units in higher layers.
Guido Mont\'ufar, Razvan Pascanu, Kyunghyun Cho and Yoshua Bengio
null
1402.1869
null
null
Thresholding Classifiers to Maximize F1 Score
stat.ML cs.IR cs.LG
This paper provides new insight into maximizing F1 scores in the context of binary classification and also in the context of multilabel classification. The harmonic mean of precision and recall, F1 score is widely used to measure the success of a binary classifier when one class is rare. Micro average, macro average, and per instance average F1 scores are used in multilabel classification. For any classifier that produces a real-valued output, we derive the relationship between the best achievable F1 score and the decision-making threshold that achieves this optimum. As a special case, if the classifier outputs are well-calibrated conditional probabilities, then the optimal threshold is half the optimal F1 score. As another special case, if the classifier is completely uninformative, then the optimal behavior is to classify all examples as positive. Since the actual prevalence of positive examples typically is low, this behavior can be considered undesirable. As a case study, we discuss the results, which can be surprising, of applying this procedure when predicting 26,853 labels for Medline documents.
Zachary Chase Lipton, Charles Elkan, Balakrishnan Narayanaswamy
null
1402.1892
null
null
A Hybrid Loss for Multiclass and Structured Prediction
cs.LG cs.AI cs.CV
We propose a novel hybrid loss for multiclass and structured prediction problems that is a convex combination of a log loss for Conditional Random Fields (CRFs) and a multiclass hinge loss for Support Vector Machines (SVMs). We provide a sufficient condition for when the hybrid loss is Fisher consistent for classification. This condition depends on a measure of dominance between labels--specifically, the gap between the probabilities of the best label and the second best label. We also prove Fisher consistency is necessary for parametric consistency when learning models such as CRFs. We demonstrate empirically that the hybrid loss typically performs least as well as--and often better than--both of its constituent losses on a variety of tasks, such as human action recognition. In doing so we also provide an empirical comparison of the efficacy of probabilistic and margin based approaches to multiclass and structured prediction.
Qinfeng Shi, Mark Reid, Tiberio Caetano, Anton van den Hengel and Zhenhua Wang
null
1402.1921
null
null
Classification Tree Diagrams in Health Informatics Applications
cs.IR cs.CV cs.LG
Health informatics deal with the methods used to optimize the acquisition, storage and retrieval of medical data, and classify information in healthcare applications. Healthcare analysts are particularly interested in various computer informatics areas such as; knowledge representation from data, anomaly detection, outbreak detection methods and syndromic surveillance applications. Although various parametric and non-parametric approaches are being proposed to classify information from data, classification tree diagrams provide an interactive visualization to analysts as compared to other methods. In this work we discuss application of classification tree diagrams to classify information from medical data in healthcare applications.
Farrukh Arslan
null
1402.1947
null
null
Better Optimism By Bayes: Adaptive Planning with Rich Models
cs.AI cs.LG stat.ML
The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric models but using simple, myopic planning strategies such as Thompson sampling. We ask whether it is feasible and truly beneficial to combine rich probabilistic models with a closer approximation to fully Bayesian planning. First, we use a collection of counterexamples to show formal problems with the over-optimism inherent in Thompson sampling. Then we leverage state-of-the-art techniques in efficient Bayes-adaptive planning and non-parametric Bayesian methods to perform qualitatively better than both existing conventional algorithms and Thompson sampling on two contextual bandit-like problems.
Arthur Guez, David Silver, Peter Dayan
null
1402.1958
null
null
Dictionary learning for fast classification based on soft-thresholding
cs.CV cs.LG stat.ML
Classifiers based on sparse representations have recently been shown to provide excellent results in many visual recognition and classification tasks. However, the high cost of computing sparse representations at test time is a major obstacle that limits the applicability of these methods in large-scale problems, or in scenarios where computational power is restricted. We consider in this paper a simple yet efficient alternative to sparse coding for feature extraction. We study a classification scheme that applies the soft-thresholding nonlinear mapping in a dictionary, followed by a linear classifier. A novel supervised dictionary learning algorithm tailored for this low complexity classification architecture is proposed. The dictionary learning problem, which jointly learns the dictionary and linear classifier, is cast as a difference of convex (DC) program and solved efficiently with an iterative DC solver. We conduct experiments on several datasets, and show that our learning algorithm that leverages the structure of the classification problem outperforms generic learning procedures. Our simple classifier based on soft-thresholding also competes with the recent sparse coding classifiers, when the dictionary is learned appropriately. The adopted classification scheme further requires less computational time at the testing stage, compared to other classifiers. The proposed scheme shows the potential of the adequately trained soft-thresholding mapping for classification and paves the way towards the development of very efficient classification methods for vision problems.
Alhussein Fawzi, Mike Davies, Pascal Frossard
null
1402.1973
null
null
Deeply Coupled Auto-encoder Networks for Cross-view Classification
cs.CV cs.LG cs.NE
The comparison of heterogeneous samples extensively exists in many applications, especially in the task of image classification. In this paper, we propose a simple but effective coupled neural network, called Deeply Coupled Autoencoder Networks (DCAN), which seeks to build two deep neural networks, coupled with each other in every corresponding layers. In DCAN, each deep structure is developed via stacking multiple discriminative coupled auto-encoders, a denoising auto-encoder trained with maximum margin criterion consisting of intra-class compactness and inter-class penalty. This single layer component makes our model simultaneously preserve the local consistency and enhance its discriminative capability. With increasing number of layers, the coupled networks can gradually narrow the gap between the two views. Extensive experiments on cross-view image classification tasks demonstrate the superiority of our method over state-of-the-art methods.
Wen Wang, Zhen Cui, Hong Chang, Shiguang Shan, Xilin Chen
null
1402.2031
null
null
Approachability in unknown games: Online learning meets multi-objective optimization
stat.ML cs.LG math.ST stat.TH
In the standard setting of approachability there are two players and a target set. The players play repeatedly a known vector-valued game where the first player wants to have the average vector-valued payoff converge to the target set which the other player tries to exclude it from this set. We revisit this setting in the spirit of online learning and do not assume that the first player knows the game structure: she receives an arbitrary vector-valued reward vector at every round. She wishes to approach the smallest ("best") possible set given the observed average payoffs in hindsight. This extension of the standard setting has implications even when the original target set is not approachable and when it is not obvious which expansion of it should be approached instead. We show that it is impossible, in general, to approach the best target set in hindsight and propose achievable though ambitious alternative goals. We further propose a concrete strategy to approach these goals. Our method does not require projection onto a target set and amounts to switching between scalar regret minimization algorithms that are performed in episodes. Applications to global cost minimization and to approachability under sample path constraints are considered.
Shie Mannor (EE-Technion), Vianney Perchet, Gilles Stoltz (GREGH)
null
1402.2043
null
null
A Second-order Bound with Excess Losses
stat.ML cs.LG math.ST stat.TH
We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted average algorithm) with multiple learning rates. These bounds are in terms of excess losses, the differences between the instantaneous losses suffered by the algorithm and the ones of a given expert. We then demonstrate the interest of these bounds in the context of experts that report their confidences as a number in the interval [0,1] using a generic reduction to the standard setting. We conclude by two other applications in the standard setting, which improve the known bounds in case of small excess losses and show a bounded regret against i.i.d. sequences of losses.
Pierre Gaillard (GREGH), Gilles Stoltz (GREGH), Tim Van Erven (INRIA Saclay - Ile de France)
null
1402.2044
null
null
Probabilistic Interpretation of Linear Solvers
math.OC cs.LG cs.NA math.NA math.PR stat.ML
This manuscript proposes a probabilistic framework for algorithms that iteratively solve unconstrained linear problems $Bx = b$ with positive definite $B$ for $x$. The goal is to replace the point estimates returned by existing methods with a Gaussian posterior belief over the elements of the inverse of $B$, which can be used to estimate errors. Recent probabilistic interpretations of the secant family of quasi-Newton optimization algorithms are extended. Combined with properties of the conjugate gradient algorithm, this leads to uncertainty-calibrated methods with very limited cost overhead over conjugate gradients, a self-contained novel interpretation of the quasi-Newton and conjugate gradient algorithms, and a foundation for new nonlinear optimization methods.
Philipp Hennig
null
1402.2058
null
null
Near-Optimally Teaching the Crowd to Classify
cs.LG
How should we present training examples to learners to teach them classification rules? This is a natural problem when training workers for crowdsourcing labeling tasks, and is also motivated by challenges in data-driven online education. We propose a natural stochastic model of the learners, modeling them as randomly switching among hypotheses based on observed feedback. We then develop STRICT, an efficient algorithm for selecting examples to teach to workers. Our solution greedily maximizes a submodular surrogate objective function in order to select examples to show to the learners. We prove that our strategy is competitive with the optimal teaching policy. Moreover, for the special case of linear separators, we prove that an exponential reduction in error probability can be achieved. Our experiments on simulated workers as well as three real image annotation tasks on Amazon Mechanical Turk show the effectiveness of our teaching algorithm.
Adish Singla, Ilija Bogunovic, G\'abor Bart\'ok, Amin Karbasi, and Andreas Krause
null
1402.2092
null
null
Characterizing the Sample Complexity of Private Learners
cs.CR cs.LG
In 2008, Kasiviswanathan et al. defined private learning as a combination of PAC learning and differential privacy. Informally, a private learner is applied to a collection of labeled individual information and outputs a hypothesis while preserving the privacy of each individual. Kasiviswanathan et al. gave a generic construction of private learners for (finite) concept classes, with sample complexity logarithmic in the size of the concept class. This sample complexity is higher than what is needed for non-private learners, hence leaving open the possibility that the sample complexity of private learning may be sometimes significantly higher than that of non-private learning. We give a combinatorial characterization of the sample size sufficient and necessary to privately learn a class of concepts. This characterization is analogous to the well known characterization of the sample complexity of non-private learning in terms of the VC dimension of the concept class. We introduce the notion of probabilistic representation of a concept class, and our new complexity measure RepDim corresponds to the size of the smallest probabilistic representation of the concept class. We show that any private learning algorithm for a concept class C with sample complexity m implies RepDim(C)=O(m), and that there exists a private learning algorithm with sample complexity m=O(RepDim(C)). We further demonstrate that a similar characterization holds for the database size needed for privately computing a large class of optimization problems and also for the well studied problem of private data release.
Amos Beimel, Kobbi Nissim, Uri Stemmer
null
1402.2224
null
null
Feature and Variable Selection in Classification
cs.LG cs.AI stat.ML
The amount of information in the form of features and variables avail- able to machine learning algorithms is ever increasing. This can lead to classifiers that are prone to overfitting in high dimensions, high di- mensional models do not lend themselves to interpretable results, and the CPU and memory resources necessary to run on high-dimensional datasets severly limit the applications of the approaches. Variable and feature selection aim to remedy this by finding a subset of features that in some way captures the information provided best. In this paper we present the general methodology and highlight some specific approaches.
Aaron Karper
null
1402.2300
null
null
Universal Matrix Completion
stat.ML cs.IT cs.LG math.IT
The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite restrictive in practice. More specifically, the methods assume that: a) the observed indices are sampled uniformly at random, and b) for every new matrix, the observed indices are sampled afresh. In this work, we address these issues by providing a universal recovery guarantee for matrix completion that works for a variety of sampling schemes. In particular, we show that if the set of sampled indices come from the edges of a bipartite graph with large spectral gap (i.e. gap between the first and the second singular value), then the nuclear norm minimization based method exactly recovers all low-rank matrices that satisfy certain incoherence properties. Moreover, we also show that under certain stricter incoherence conditions, $O(nr^2)$ uniformly sampled entries are enough to recover any rank-$r$ $n\times n$ matrix, in contrast to the $O(nr\log n)$ sample complexity required by other matrix completion algorithms as well as existing analyses of the nuclear norm method.
Srinadh Bhojanapalli, Prateek Jain
null
1402.2324
null
null
Computational Limits for Matrix Completion
cs.CC cs.LG
Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is incoherent and the subsample is drawn uniformly at random. Are these assumptions necessary? It is well known that Matrix Completion in its full generality is NP-hard. However, little is known if make additional assumptions such as incoherence and permit the algorithm to output a matrix of slightly higher rank. In this paper we prove that Matrix Completion remains computationally intractable even if the unknown matrix has rank $4$ but we are allowed to output any constant rank matrix, and even if additionally we assume that the unknown matrix is incoherent and are shown $90%$ of the entries. This result relies on the conjectured hardness of the $4$-Coloring problem. We also consider the positive semidefinite Matrix Completion problem. Here we show a similar hardness result under the standard assumption that $\mathrm{P}\ne \mathrm{NP}.$ Our results greatly narrow the gap between existing feasibility results and computational lower bounds. In particular, we believe that our results give the first complexity-theoretic justification for why distributional assumptions are needed beyond the incoherence assumption in order to obtain positive results. On the technical side, we contribute several new ideas on how to encode hard combinatorial problems in low-rank optimization problems. We hope that these techniques will be helpful in further understanding the computational limits of Matrix Completion and related problems.
Moritz Hardt, Raghu Meka, Prasad Raghavendra, and Benjamin Weitz
null
1402.2331
null
null
Modeling sequential data using higher-order relational features and predictive training
cs.LG cs.CV stat.ML
Bi-linear feature learning models, like the gated autoencoder, were proposed as a way to model relationships between frames in a video. By minimizing reconstruction error of one frame, given the previous frame, these models learn "mapping units" that encode the transformations inherent in a sequence, and thereby learn to encode motion. In this work we extend bi-linear models by introducing "higher-order mapping units" that allow us to encode transformations between frames and transformations between transformations. We show that this makes it possible to encode temporal structure that is more complex and longer-range than the structure captured within standard bi-linear models. We also show that a natural way to train the model is by replacing the commonly used reconstruction objective with a prediction objective which forces the model to correctly predict the evolution of the input multiple steps into the future. Learning can be achieved by back-propagating the multi-step prediction through time. We test the model on various temporal prediction tasks, and show that higher-order mappings and predictive training both yield a significant improvement over bi-linear models in terms of prediction accuracy.
Vincent Michalski, Roland Memisevic, Kishore Konda
null
1402.2333
null
null
Machine Learner for Automated Reasoning 0.4 and 0.5
cs.LG cs.AI cs.LO
Machine Learner for Automated Reasoning (MaLARea) is a learning and reasoning system for proving in large formal libraries where thousands of theorems are available when attacking a new conjecture, and a large number of related problems and proofs can be used to learn specific theorem-proving knowledge. The last version of the system has by a large margin won the 2013 CASC LTB competition. This paper describes the motivation behind the methods used in MaLARea, discusses the general approach and the issues arising in evaluation of such system, and describes the Mizar@Turing100 and CASC'24 versions of MaLARea.
Cezary Kaliszyk, Josef Urban, Ji\v{r}\'i Vysko\v{c}il
null
1402.2359
null
null
A comparison of linear and non-linear calibrations for speaker recognition
stat.ML cs.LG
In recent work on both generative and discriminative score to log-likelihood-ratio calibration, it was shown that linear transforms give good accuracy only for a limited range of operating points. Moreover, these methods required tailoring of the calibration training objective functions in order to target the desired region of best accuracy. Here, we generalize the linear recipes to non-linear ones. We experiment with a non-linear, non-parametric, discriminative PAV solution, as well as parametric, generative, maximum-likelihood solutions that use Gaussian, Student's T and normal-inverse-Gaussian score distributions. Experiments on NIST SRE'12 scores suggest that the non-linear methods provide wider ranges of optimal accuracy and can be trained without having to resort to objective function tailoring.
Niko Br\"ummer, Albert Swart and David van Leeuwen
null
1402.2447
null
null
Online Nonparametric Regression
stat.ML cs.LG math.ST stat.TH
We establish optimal rates for online regression for arbitrary classes of regression functions in terms of the sequential entropy introduced in (Rakhlin, Sridharan, Tewari, 2010). The optimal rates are shown to exhibit a phase transition analogous to the i.i.d./statistical learning case, studied in (Rakhlin, Sridharan, Tsybakov 2013). In the frequently encountered situation when sequential entropy and i.i.d. empirical entropy match, our results point to the interesting phenomenon that the rates for statistical learning with squared loss and online nonparametric regression are the same. In addition to a non-algorithmic study of minimax regret, we exhibit a generic forecaster that enjoys the established optimal rates. We also provide a recipe for designing online regression algorithms that can be computationally efficient. We illustrate the techniques by deriving existing and new forecasters for the case of finite experts and for online linear regression.
Alexander Rakhlin, Karthik Sridharan
null
1402.2594
null
null
On Zeroth-Order Stochastic Convex Optimization via Random Walks
cs.LG stat.ML
We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is based on a random walk (the \emph{Ball Walk}) on the epigraph of the function. The randomized approach circumvents the problem of gradient estimation, and appears to be less sensitive to noisy function evaluations compared to noiseless zeroth order methods.
Tengyuan Liang, Hariharan Narayanan and Alexander Rakhlin
null
1402.2667
null
null
Ranking via Robust Binary Classification and Parallel Parameter Estimation in Large-Scale Data
stat.ML cs.DC cs.LG stat.CO
We propose RoBiRank, a ranking algorithm that is motivated by observing a close connection between evaluation metrics for learning to rank and loss functions for robust classification. The algorithm shows a very competitive performance on standard benchmark datasets against other representative algorithms in the literature. On the other hand, in large scale problems where explicit feature vectors and scores are not given, our algorithm can be efficiently parallelized across a large number of machines; for a task that requires 386,133 x 49,824,519 pairwise interactions between items to be ranked, our algorithm finds solutions that are of dramatically higher quality than that can be found by a state-of-the-art competitor algorithm, given the same amount of wall-clock time for computation.
Hyokun Yun, Parameswaran Raman, S.V.N. Vishwanathan
null
1402.2676
null
null
Regularization for Multiple Kernel Learning via Sum-Product Networks
stat.ML cs.LG
In this paper, we are interested in constructing general graph-based regularizers for multiple kernel learning (MKL) given a structure which is used to describe the way of combining basis kernels. Such structures are represented by sum-product networks (SPNs) in our method. Accordingly we propose a new convex regularization method for MLK based on a path-dependent kernel weighting function which encodes the entire SPN structure in our method. Under certain conditions and from the view of probability, this function can be considered to follow multinomial distributions over the weights associated with product nodes in SPNs. We also analyze the convexity of our regularizer and the complexity of our induced classifiers, and further propose an efficient wrapper algorithm to optimize our formulation. In our experiments, we apply our method to ......
Ziming Zhang
null
1402.3032
null
null
Squeezing bottlenecks: exploring the limits of autoencoder semantic representation capabilities
cs.IR cs.LG stat.ML
We present a comprehensive study on the use of autoencoders for modelling text data, in which (differently from previous studies) we focus our attention on the following issues: i) we explore the suitability of two different models bDA and rsDA for constructing deep autoencoders for text data at the sentence level; ii) we propose and evaluate two novel metrics for better assessing the text-reconstruction capabilities of autoencoders; and iii) we propose an automatic method to find the critical bottleneck dimensionality for text language representations (below which structural information is lost).
Parth Gupta, Rafael E. Banchs and Paolo Rosso
null
1402.3070
null
null
A Robust Ensemble Approach to Learn From Positive and Unlabeled Data Using SVM Base Models
stat.ML cs.LG
We present a novel approach to learn binary classifiers when only positive and unlabeled instances are available (PU learning). This problem is routinely cast as a supervised task with label noise in the negative set. We use an ensemble of SVM models trained on bootstrap resamples of the training data for increased robustness against label noise. The approach can be considered in a bagging framework which provides an intuitive explanation for its mechanics in a semi-supervised setting. We compared our method to state-of-the-art approaches in simulations using multiple public benchmark data sets. The included benchmark comprises three settings with increasing label noise: (i) fully supervised, (ii) PU learning and (iii) PU learning with false positives. Our approach shows a marginal improvement over existing methods in the second setting and a significant improvement in the third.
Marc Claesen, Frank De Smet, Johan A. K. Suykens, Bart De Moor
10.1016/j.neucom.2014.10.081
1402.3144
null
null
Zero-bias autoencoders and the benefits of co-adapting features
stat.ML cs.CV cs.LG cs.NE
Regularized training of an autoencoder typically results in hidden unit biases that take on large negative values. We show that negative biases are a natural result of using a hidden layer whose responsibility is to both represent the input data and act as a selection mechanism that ensures sparsity of the representation. We then show that negative biases impede the learning of data distributions whose intrinsic dimensionality is high. We also propose a new activation function that decouples the two roles of the hidden layer and that allows us to learn representations on data with very high intrinsic dimensionality, where standard autoencoders typically fail. Since the decoupled activation function acts like an implicit regularizer, the model can be trained by minimizing the reconstruction error of training data, without requiring any additional regularization.
Kishore Konda, Roland Memisevic, David Krueger
null
1402.3337
null
null
Geometry and Expressive Power of Conditional Restricted Boltzmann Machines
cs.NE cs.LG stat.ML
Conditional restricted Boltzmann machines are undirected stochastic neural networks with a layer of input and output units connected bipartitely to a layer of hidden units. These networks define models of conditional probability distributions on the states of the output units given the states of the input units, parametrized by interaction weights and biases. We address the representational power of these models, proving results their ability to represent conditional Markov random fields and conditional distributions with restricted supports, the minimal size of universal approximators, the maximal model approximation errors, and on the dimension of the set of representable conditional distributions. We contribute new tools for investigating conditional probability models, which allow us to improve the results that can be derived from existing work on restricted Boltzmann machine probability models.
Guido Montufar, Nihat Ay, Keyan Ghazi-Zahedi
null
1402.3346
null
null
Indian Buffet Process Deep Generative Models for Semi-Supervised Classification
cs.LG
Deep generative models (DGMs) have brought about a major breakthrough, as well as renewed interest, in generative latent variable models. However, DGMs do not allow for performing data-driven inference of the number of latent features needed to represent the observed data. Traditional linear formulations address this issue by resorting to tools from the field of nonparametric statistics. Indeed, linear latent variable models imposed an Indian Buffet Process (IBP) prior have been extensively studied by the machine learning community; inference for such models can been performed either via exact sampling or via approximate variational techniques. Based on this inspiration, in this paper we examine whether similar ideas from the field of Bayesian nonparametrics can be utilized in the context of modern DGMs in order to address the latent variable dimensionality inference problem. To this end, we propose a novel DGM formulation, based on the imposition of an IBP prior. We devise an efficient Black-Box Variational inference algorithm for our model, and exhibit its efficacy in a number of semi-supervised classification experiments. In all cases, we use popular benchmark datasets, and compare to state-of-the-art DGMs.
Sotirios P. Chatzis
null
1402.3427
null
null
A Clockwork RNN
cs.NE cs.LG
Sequence prediction and classification are ubiquitous and challenging problems in machine learning that can require identifying complex dependencies between temporally distant inputs. Recurrent Neural Networks (RNNs) have the ability, in theory, to cope with these temporal dependencies by virtue of the short-term memory implemented by their recurrent (feedback) connections. However, in practice they are difficult to train successfully when the long-term memory is required. This paper introduces a simple, yet powerful modification to the standard RNN architecture, the Clockwork RNN (CW-RNN), in which the hidden layer is partitioned into separate modules, each processing inputs at its own temporal granularity, making computations only at its prescribed clock rate. Rather than making the standard RNN models more complex, CW-RNN reduces the number of RNN parameters, improves the performance significantly in the tasks tested, and speeds up the network evaluation. The network is demonstrated in preliminary experiments involving two tasks: audio signal generation and TIMIT spoken word classification, where it outperforms both RNN and LSTM networks.
Jan Koutn\'ik, Klaus Greff, Faustino Gomez, J\"urgen Schmidhuber
null
1402.3511
null
null
Learning-assisted Theorem Proving with Millions of Lemmas
cs.AI cs.DL cs.LG cs.LO
Large formal mathematical libraries consist of millions of atomic inference steps that give rise to a corresponding number of proved statements (lemmas). Analogously to the informal mathematical practice, only a tiny fraction of such statements is named and re-used in later proofs by formal mathematicians. In this work, we suggest and implement criteria defining the estimated usefulness of the HOL Light lemmas for proving further theorems. We use these criteria to mine the large inference graph of the lemmas in the HOL Light and Flyspeck libraries, adding up to millions of the best lemmas to the pool of statements that can be re-used in later proofs. We show that in combination with learning-based relevance filtering, such methods significantly strengthen automated theorem proving of new conjectures over large formal mathematical libraries such as Flyspeck.
Cezary Kaliszyk and Josef Urban
null
1402.3578
null
null
Privately Solving Linear Programs
cs.DS cs.CR cs.LG
In this paper, we initiate the systematic study of solving linear programs under differential privacy. The first step is simply to define the problem: to this end, we introduce several natural classes of private linear programs that capture different ways sensitive data can be incorporated into a linear program. For each class of linear programs we give an efficient, differentially private solver based on the multiplicative weights framework, or we give an impossibility result.
Justin Hsu and Aaron Roth and Tim Roughgarden and Jonathan Ullman
10.1007/978-3-662-43948-7_51
1402.3631
null
null
word2vec Explained: deriving Mikolov et al.'s negative-sampling word-embedding method
cs.CL cs.LG stat.ML
The word2vec software of Tomas Mikolov and colleagues (https://code.google.com/p/word2vec/ ) has gained a lot of traction lately, and provides state-of-the-art word embeddings. The learning models behind the software are described in two research papers. We found the description of the models in these papers to be somewhat cryptic and hard to follow. While the motivations and presentation may be obvious to the neural-networks language-modeling crowd, we had to struggle quite a bit to figure out the rationale behind the equations. This note is an attempt to explain equation (4) (negative sampling) in "Distributed Representations of Words and Phrases and their Compositionality" by Tomas Mikolov, Ilya Sutskever, Kai Chen, Greg Corrado and Jeffrey Dean.
Yoav Goldberg and Omer Levy
null
1402.3722
null
null
Scalable Kernel Clustering: Approximate Kernel k-means
cs.CV cs.DS cs.LG
Kernel-based clustering algorithms have the ability to capture the non-linear structure in real world data. Among various kernel-based clustering algorithms, kernel k-means has gained popularity due to its simple iterative nature and ease of implementation. However, its run-time complexity and memory footprint increase quadratically in terms of the size of the data set, and hence, large data sets cannot be clustered efficiently. In this paper, we propose an approximation scheme based on randomization, called the Approximate Kernel k-means. We approximate the cluster centers using the kernel similarity between a few sampled points and all the points in the data set. We show that the proposed method achieves better clustering performance than the traditional low rank kernel approximation based clustering schemes. We also demonstrate that its running time and memory requirements are significantly lower than those of kernel k-means, with only a small reduction in the clustering quality on several public domain large data sets. We then employ ensemble clustering techniques to further enhance the performance of our algorithm.
Radha Chitta, Rong Jin, Timothy C. Havens, Anil K. Jain
null
1402.3849
null
null
Performance Evaluation of Machine Learning Classifiers in Sentiment Mining
cs.LG cs.CL cs.IR
In recent years, the use of machine learning classifiers is of great value in solving a variety of problems in text classification. Sentiment mining is a kind of text classification in which, messages are classified according to sentiment orientation such as positive or negative. This paper extends the idea of evaluating the performance of various classifiers to show their effectiveness in sentiment mining of online product reviews. The product reviews are collected from Amazon reviews. To evaluate the performance of classifiers various evaluation methods like random sampling, linear sampling and bootstrap sampling are used. Our results shows that support vector machine with bootstrap sampling method outperforms others classifiers and sampling methods in terms of misclassification rate.
Vinodhini G Chandrasekaran RM
null
1402.3891
null
null
Sparse Polynomial Learning and Graph Sketching
cs.LG
Let $f:\{-1,1\}^n$ be a polynomial with at most $s$ non-zero real coefficients. We give an algorithm for exactly reconstructing f given random examples from the uniform distribution on $\{-1,1\}^n$ that runs in time polynomial in $n$ and $2s$ and succeeds if the function satisfies the unique sign property: there is one output value which corresponds to a unique set of values of the participating parities. This sufficient condition is satisfied when every coefficient of f is perturbed by a small random noise, or satisfied with high probability when s parity functions are chosen randomly or when all the coefficients are positive. Learning sparse polynomials over the Boolean domain in time polynomial in $n$ and $2s$ is considered notoriously hard in the worst-case. Our result shows that the problem is tractable for almost all sparse polynomials. Then, we show an application of this result to hypergraph sketching which is the problem of learning a sparse (both in the number of hyperedges and the size of the hyperedges) hypergraph from uniformly drawn random cuts. We also provide experimental results on a real world dataset.
Murat Kocaoglu, Karthikeyan Shanmugam, Alexandros G. Dimakis and Adam Klivans
null
1402.3902
null
null
Selective Sampling with Drift
cs.LG
Recently there has been much work on selective sampling, an online active learning setting, in which algorithms work in rounds. On each round an algorithm receives an input and makes a prediction. Then, it can decide whether to query a label, and if so to update its model, otherwise the input is discarded. Most of this work is focused on the stationary case, where it is assumed that there is a fixed target model, and the performance of the algorithm is compared to a fixed model. However, in many real-world applications, such as spam prediction, the best target function may drift over time, or have shifts from time to time. We develop a novel selective sampling algorithm for the drifting setting, analyze it under no assumptions on the mechanism generating the sequence of instances, and derive new mistake bounds that depend on the amount of drift in the problem. Simulations on synthetic and real-world datasets demonstrate the superiority of our algorithms as a selective sampling algorithm in the drifting setting.
Edward Moroshko, Koby Crammer
null
1402.4084
null
null
Stochastic Gradient Hamiltonian Monte Carlo
stat.ME cs.LG stat.ML
Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard random-walk proposals. The popularity of such methods has grown significantly in recent years. However, a limitation of HMC methods is the required gradient computation for simulation of the Hamiltonian dynamical system-such computation is infeasible in problems involving a large sample size or streaming data. Instead, we must rely on a noisy gradient estimate computed from a subset of the data. In this paper, we explore the properties of such a stochastic gradient HMC approach. Surprisingly, the natural implementation of the stochastic approximation can be arbitrarily bad. To address this problem we introduce a variant that uses second-order Langevin dynamics with a friction term that counteracts the effects of the noisy gradient, maintaining the desired target distribution as the invariant distribution. Results on simulated data validate our theory. We also provide an application of our methods to a classification task using neural networks and to online Bayesian matrix factorization.
Tianqi Chen, Emily B. Fox, Carlos Guestrin
null
1402.4102
null
null
A Bayesian Model of node interaction in networks
cs.LG stat.ME stat.ML
We are concerned with modeling the strength of links in networks by taking into account how often those links are used. Link usage is a strong indicator of how closely two nodes are related, but existing network models in Bayesian Statistics and Machine Learning are able to predict only wether a link exists at all. As priors for latent attributes of network nodes we explore the Chinese Restaurant Process (CRP) and a multivariate Gaussian with fixed dimensionality. The model is applied to a social network dataset and a word coocurrence dataset.
Ingmar Schuster
null
1402.4279
null
null
Discretization of Temporal Data: A Survey
cs.DB cs.LG
In real world, the huge amount of temporal data is to be processed in many application areas such as scientific, financial, network monitoring, sensor data analysis. Data mining techniques are primarily oriented to handle discrete features. In the case of temporal data the time plays an important role on the characteristics of data. To consider this effect, the data discretization techniques have to consider the time while processing to resolve the issue by finding the intervals of data which are more concise and precise with respect to time. Here, this research is reviewing different data discretization techniques used in temporal data applications according to the inclusion or exclusion of: class label, temporal order of the data and handling of stream data to open the research direction for temporal data discretization to improve the performance of data mining technique.
P. Chaudhari, D. P. Rana, R. G. Mehta, N. J. Mistry, M. M. Raghuwanshi
null
1402.4283
null
null
The Random Forest Kernel and other kernels for big data from random partitions
stat.ML cs.LG
We present Random Partition Kernels, a new class of kernels derived by demonstrating a natural connection between random partitions of objects and kernels between those objects. We show how the construction can be used to create kernels from methods that would not normally be viewed as random partitions, such as Random Forest. To demonstrate the potential of this method, we propose two new kernels, the Random Forest Kernel and the Fast Cluster Kernel, and show that these kernels consistently outperform standard kernels on problems involving real-world datasets. Finally, we show how the form of these kernels lend themselves to a natural approximation that is appropriate for certain big data problems, allowing $O(N)$ inference in methods such as Gaussian Processes, Support Vector Machines and Kernel PCA.
Alex Davies, Zoubin Ghahramani
null
1402.4293
null
null
Automatic Construction and Natural-Language Description of Nonparametric Regression Models
stat.ML cs.LG
This paper presents the beginnings of an automatic statistician, focusing on regression problems. Our system explores an open-ended space of statistical models to discover a good explanation of a data set, and then produces a detailed report with figures and natural-language text. Our approach treats unknown regression functions nonparametrically using Gaussian processes, which has two important consequences. First, Gaussian processes can model functions in terms of high-level properties (e.g. smoothness, trends, periodicity, changepoints). Taken together with the compositional structure of our language of models this allows us to automatically describe functions in simple terms. Second, the use of flexible nonparametric models and a rich language for composing them in an open-ended manner also results in state-of-the-art extrapolation performance evaluated over 13 real time series data sets from various domains.
James Robert Lloyd, David Duvenaud, Roger Grosse, Joshua B. Tenenbaum, Zoubin Ghahramani
null
1402.4304
null
null
Student-t Processes as Alternatives to Gaussian Processes
stat.ML cs.AI cs.LG stat.ME
We investigate the Student-t process as an alternative to the Gaussian process as a nonparametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by integrating away an inverse Wishart process prior over the covariance kernel of a Gaussian process model. We show surprising equivalences between different hierarchical Gaussian process models leading to Student-t processes, and derive a new sampling scheme for the inverse Wishart process, which helps elucidate these equivalences. Overall, we show that a Student-t process can retain the attractive properties of a Gaussian process -- a nonparametric representation, analytic marginal and predictive distributions, and easy model selection through covariance kernels -- but has enhanced flexibility, and predictive covariances that, unlike a Gaussian process, explicitly depend on the values of training observations. We verify empirically that a Student-t process is especially useful in situations where there are changes in covariance structure, or in applications like Bayesian optimization, where accurate predictive covariances are critical for good performance. These advantages come at no additional computational cost over Gaussian processes.
Amar Shah, Andrew Gordon Wilson and Zoubin Ghahramani
null
1402.4306
null
null
On the properties of $\alpha$-unchaining single linkage hierarchical clustering
cs.LG
In the election of a hierarchical clustering method, theoretic properties may give some insight to determine which method is the most suitable to treat a clustering problem. Herein, we study some basic properties of two hierarchical clustering methods: $\alpha$-unchaining single linkage or $SL(\alpha)$ and a modified version of this one, $SL^*(\alpha)$. We compare the results with the properties satisfied by the classical linkage-based hierarchical clustering methods.
A. Mart\'inez-P\'erez
null
1402.4322
null
null
Hybrid SRL with Optimization Modulo Theories
cs.LG stat.ML
Generally speaking, the goal of constructive learning could be seen as, given an example set of structured objects, to generate novel objects with similar properties. From a statistical-relational learning (SRL) viewpoint, the task can be interpreted as a constraint satisfaction problem, i.e. the generated objects must obey a set of soft constraints, whose weights are estimated from the data. Traditional SRL approaches rely on (finite) First-Order Logic (FOL) as a description language, and on MAX-SAT solvers to perform inference. Alas, FOL is unsuited for con- structive problems where the objects contain a mixture of Boolean and numerical variables. It is in fact difficult to implement, e.g. linear arithmetic constraints within the language of FOL. In this paper we propose a novel class of hybrid SRL methods that rely on Satisfiability Modulo Theories, an alternative class of for- mal languages that allow to describe, and reason over, mixed Boolean-numerical objects and constraints. The resulting methods, which we call Learning Mod- ulo Theories, are formulated within the structured output SVM framework, and employ a weighted SMT solver as an optimization oracle to perform efficient in- ference and discriminative max margin weight learning. We also present a few examples of constructive learning applications enabled by our method.
Stefano Teso and Roberto Sebastiani and Andrea Passerini
null
1402.4354
null
null
A convergence proof of the split Bregman method for regularized least-squares problems
math.OC cs.LG stat.ML
The split Bregman (SB) method [T. Goldstein and S. Osher, SIAM J. Imaging Sci., 2 (2009), pp. 323-43] is a fast splitting-based algorithm that solves image reconstruction problems with general l1, e.g., total-variation (TV) and compressed sensing (CS), regularizations by introducing a single variable split to decouple the data-fitting term and the regularization term, yielding simple subproblems that are separable (or partially separable) and easy to minimize. Several convergence proofs have been proposed, and these proofs either impose a "full column rank" assumption to the split or assume exact updates in all subproblems. However, these assumptions are impractical in many applications such as the X-ray computed tomography (CT) image reconstructions, where the inner least-squares problem usually cannot be solved efficiently due to the highly shift-variant Hessian. In this paper, we show that when the data-fitting term is quadratic, the SB method is a convergent alternating direction method of multipliers (ADMM), and a straightforward convergence proof with inexact updates is given using [J. Eckstein and D. P. Bertsekas, Mathematical Programming, 55 (1992), pp. 293-318, Theorem 8]. Furthermore, since the SB method is just a special case of an ADMM algorithm, it seems likely that the ADMM algorithm will be faster than the SB method if the augmented Largangian (AL) penalty parameters are selected appropriately. To have a concrete example, we conduct a convergence rate analysis of the ADMM algorithm using two splits for image restoration problems with quadratic data-fitting term and regularization term. According to our analysis, we can show that the two-split ADMM algorithm can be faster than the SB method if the AL penalty parameter of the SB method is suboptimal. Numerical experiments were conducted to verify our analysis.
Hung Nien and Jeffrey A. Fessler
null
1402.4371
null
null
Fast X-ray CT image reconstruction using the linearized augmented Lagrangian method with ordered subsets
math.OC cs.LG stat.ML
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical fast convergence rate under weak conditions. However, for problems such as X-ray computed tomography (CT) image reconstruction and large-scale sparse regression with "big data", where there is no efficient way to solve the inner least-squares problem, the AL method can be slow due to the inevitable iterative inner updates. In this paper, we focus on solving regularized (weighted) least-squares problems using a linearized variant of the AL method that replaces the quadratic AL penalty term in the scaled augmented Lagrangian with its separable quadratic surrogate (SQS) function, thus leading to a much simpler ordered-subsets (OS) accelerable splitting-based algorithm, OS-LALM, for X-ray CT image reconstruction. To further accelerate the proposed algorithm, we use a second-order recursive system analysis to design a deterministic downward continuation approach that avoids tedious parameter tuning and provides fast convergence. Experimental results show that the proposed algorithm significantly accelerates the "convergence" of X-ray CT image reconstruction with negligible overhead and greatly reduces the OS artifacts in the reconstructed image when using many subsets for OS acceleration.
Hung Nien and Jeffrey A. Fessler
10.1109/TMI.2014.2358499
1402.4381
null
null
Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning
math.OC cs.LG stat.ML
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective function downhill. Such a simple principle is widely applicable and has been very popular in various scientific fields, especially in signal processing and statistics. In this paper, we propose an incremental majorization-minimization scheme for minimizing a large sum of continuous functions, a problem of utmost importance in machine learning. We present convergence guarantees for non-convex and convex optimization when the upper bounds approximate the objective up to a smooth error; we call such upper bounds "first-order surrogate functions". More precisely, we study asymptotic stationary point guarantees for non-convex problems, and for convex ones, we provide convergence rates for the expected objective function value. We apply our scheme to composite optimization and obtain a new incremental proximal gradient algorithm with linear convergence rate for strongly convex functions. In our experiments, we show that our method is competitive with the state of the art for solving machine learning problems such as logistic regression when the number of training samples is large enough, and we demonstrate its usefulness for sparse estimation with non-convex penalties.
Julien Mairal (INRIA Grenoble Rh\^one-Alpes / LJK Laboratoire Jean Kuntzmann)
null
1402.4419
null
null
Learning the Irreducible Representations of Commutative Lie Groups
cs.LG
We present a new probabilistic model of compact commutative Lie groups that produces invariant-equivariant and disentangled representations of data. To define the notion of disentangling, we borrow a fundamental principle from physics that is used to derive the elementary particles of a system from its symmetries. Our model employs a newfound Bayesian conjugacy relation that enables fully tractable probabilistic inference over compact commutative Lie groups -- a class that includes the groups that describe the rotation and cyclic translation of images. We train the model on pairs of transformed image patches, and show that the learned invariant representation is highly effective for classification.
Taco Cohen, Max Welling
null
1402.4437
null
null
Classification with Sparse Overlapping Groups
cs.LG stat.ML
Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or not selected. In many applications, however, this can be too restrictive. In this paper, we are interested in a less restrictive form of structured sparse feature selection: we assume that while features can be grouped according to some notion of similarity, not all features in a group need be selected for the task at hand. When the groups are comprised of disjoint sets of features, this is sometimes referred to as the "sparse group" lasso, and it allows for working with a richer class of models than traditional group lasso methods. Our framework generalizes conventional sparse group lasso further by allowing for overlapping groups, an additional flexiblity needed in many applications and one that presents further challenges. The main contribution of this paper is a new procedure called Sparse Overlapping Group (SOG) lasso, a convex optimization program that automatically selects similar features for classification in high dimensions. We establish model selection error bounds for SOGlasso classification problems under a fairly general setting. In particular, the error bounds are the first such results for classification using the sparse group lasso. Furthermore, the general SOGlasso bound specializes to results for the lasso and the group lasso, some known and some new. The SOGlasso is motivated by multi-subject fMRI studies in which functional activity is classified using brain voxels as features, source localization problems in Magnetoencephalography (MEG), and analyzing gene activation patterns in microarray data analysis. Experiments with real and synthetic data demonstrate the advantages of SOGlasso compared to the lasso and group lasso.
Nikhil Rao, Robert Nowak, Christopher Cox and Timothy Rogers
null
1402.4512
null
null
Unsupervised Ranking of Multi-Attribute Objects Based on Principal Curves
cs.LG cs.AI stat.ML
Unsupervised ranking faces one critical challenge in evaluation applications, that is, no ground truth is available. When PageRank and its variants show a good solution in related subjects, they are applicable only for ranking from link-structure data. In this work, we focus on unsupervised ranking from multi-attribute data which is also common in evaluation tasks. To overcome the challenge, we propose five essential meta-rules for the design and assessment of unsupervised ranking approaches: scale and translation invariance, strict monotonicity, linear/nonlinear capacities, smoothness, and explicitness of parameter size. These meta-rules are regarded as high level knowledge for unsupervised ranking tasks. Inspired by the works in [8] and [14], we propose a ranking principal curve (RPC) model, which learns a one-dimensional manifold function to perform unsupervised ranking tasks on multi-attribute observations. Furthermore, the RPC is modeled to be a cubic B\'ezier curve with control points restricted in the interior of a hypercube, thereby complying with all the five meta-rules to infer a reasonable ranking list. With control points as the model parameters, one is able to understand the learned manifold and to interpret the ranking list semantically. Numerical experiments of the presented RPC model are conducted on two open datasets of different ranking applications. In comparison with the state-of-the-art approaches, the new model is able to show more reasonable ranking lists.
Chun-Guo Li, Xing Mei, Bao-Gang Hu
null
1402.4542
null
null
Transduction on Directed Graphs via Absorbing Random Walks
cs.CV cs.LG stat.ML
In this paper we consider the problem of graph-based transductive classification, and we are particularly interested in the directed graph scenario which is a natural form for many real world applications. Different from existing research efforts that either only deal with undirected graphs or circumvent directionality by means of symmetrization, we propose a novel random walk approach on directed graphs using absorbing Markov chains, which can be regarded as maximizing the accumulated expected number of visits from the unlabeled transient states. Our algorithm is simple, easy to implement, and works with large-scale graphs. In particular, it is capable of preserving the graph structure even when the input graph is sparse and changes over time, as well as retaining weak signals presented in the directed edges. We present its intimate connections to a number of existing methods, including graph kernels, graph Laplacian based methods, and interestingly, spanning forest of graphs. Its computational complexity and the generalization error are also studied. Empirically our algorithm is systematically evaluated on a wide range of applications, where it has shown to perform competitively comparing to a suite of state-of-the-art methods.
Jaydeep De and Xiaowei Zhang and Li Cheng
null
1402.4566
null
null
A Survey on Semi-Supervised Learning Techniques
cs.LG
Semisupervised learning is a learning standard which deals with the study of how computers and natural systems such as human beings acquire knowledge in the presence of both labeled and unlabeled data. Semisupervised learning based methods are preferred when compared to the supervised and unsupervised learning because of the improved performance shown by the semisupervised approaches in the presence of large volumes of data. Labels are very hard to attain while unlabeled data are surplus, therefore semisupervised learning is a noble indication to shrink human labor and improve accuracy. There has been a large spectrum of ideas on semisupervised learning. In this paper we bring out some of the key approaches for semisupervised learning.
V. Jothi Prakash, Dr. L.M. Nithya
10.14445/22312803/IJCTT-V8P105
1402.4645
null
null
Retrieval of Experiments by Efficient Estimation of Marginal Likelihood
stat.ML cs.IR cs.LG
We study the task of retrieving relevant experiments given a query experiment. By experiment, we mean a collection of measurements from a set of `covariates' and the associated `outcomes'. While similar experiments can be retrieved by comparing available `annotations', this approach ignores the valuable information available in the measurements themselves. To incorporate this information in the retrieval task, we suggest employing a retrieval metric that utilizes probabilistic models learned from the measurements. We argue that such a metric is a sensible measure of similarity between two experiments since it permits inclusion of experiment-specific prior knowledge. However, accurate models are often not analytical, and one must resort to storing posterior samples which demands considerable resources. Therefore, we study strategies to select informative posterior samples to reduce the computational load while maintaining the retrieval performance. We demonstrate the efficacy of our approach on simulated data with simple linear regression as the models, and real world datasets.
Sohan Seth, John Shawe-Taylor, Samuel Kaski
null
1402.4653
null
null
Efficient Inference of Gaussian Process Modulated Renewal Processes with Application to Medical Event Data
stat.ML cs.LG stat.AP
The episodic, irregular and asynchronous nature of medical data render them difficult substrates for standard machine learning algorithms. We would like to abstract away this difficulty for the class of time-stamped categorical variables (or events) by modeling them as a renewal process and inferring a probability density over continuous, longitudinal, nonparametric intensity functions modulating that process. Several methods exist for inferring such a density over intensity functions, but either their constraints and assumptions prevent their use with our potentially bursty event streams, or their time complexity renders their use intractable on our long-duration observations of high-resolution events, or both. In this paper we present a new and efficient method for inferring a distribution over intensity functions that uses direct numeric integration and smooth interpolation over Gaussian processes. We demonstrate that our direct method is up to twice as accurate and two orders of magnitude more efficient than the best existing method (thinning). Importantly, the direct method can infer intensity functions over the full range of bursty to memoryless to regular events, which thinning and many other methods cannot. Finally, we apply the method to clinical event data and demonstrate the face-validity of the abstraction, which is now amenable to standard learning algorithms.
Thomas A. Lasko
null
1402.4732
null
null
Near-optimal-sample estimators for spherical Gaussian mixtures
cs.LG cs.DS cs.IT math.IT stat.ML
Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient polynomial-time estimator for high-dimensional spherical Gaussian mixtures. For mixtures of any $k$ $d$-dimensional spherical Gaussians, we derive an intuitive spectral-estimator that uses $\mathcal{O}_k\bigl(\frac{d\log^2d}{\epsilon^4}\bigr)$ samples and runs in time $\mathcal{O}_{k,\epsilon}(d^3\log^5 d)$, both significantly lower than previously known. The constant factor $\mathcal{O}_k$ is polynomial for sample complexity and is exponential for the time complexity, again much smaller than what was previously known. We also show that $\Omega_k\bigl(\frac{d}{\epsilon^2}\bigr)$ samples are needed for any algorithm. Hence the sample complexity is near-optimal in the number of dimensions. We also derive a simple estimator for one-dimensional mixtures that uses $\mathcal{O}\bigl(\frac{k \log \frac{k}{\epsilon} }{\epsilon^2} \bigr)$ samples and runs in time $\widetilde{\mathcal{O}}\left(\bigl(\frac{k}{\epsilon}\bigr)^{3k+1}\right)$. Our other technical contributions include a faster algorithm for choosing a density estimate from a set of distributions, that minimizes the $\ell_1$ distance to an unknown underlying distribution.
Jayadev Acharya, Ashkan Jafarpour, Alon Orlitsky, Ananda Theertha Suresh
null
1402.4746
null
null
Subspace Learning with Partial Information
cs.LG stat.ML
The goal of subspace learning is to find a $k$-dimensional subspace of $\mathbb{R}^d$, such that the expected squared distance between instance vectors and the subspace is as small as possible. In this paper we study subspace learning in a partial information setting, in which the learner can only observe $r \le d$ attributes from each instance vector. We propose several efficient algorithms for this task, and analyze their sample complexity
Alon Gonen, Dan Rosenbaum, Yonina Eldar, Shai Shalev-Shwartz
null
1402.4844
null
null
Diffusion Least Mean Square: Simulations
cs.LG cs.MA
In this technical report we analyse the performance of diffusion strategies applied to the Least-Mean-Square adaptive filter. We configure a network of cooperative agents running adaptive filters and discuss their behaviour when compared with a non-cooperative agent which represents the average of the network. The analysis provides conditions under which diversity in the filter parameters is beneficial in terms of convergence and stability. Simulations drive and support the analysis.
Jonathan Gelati and Sithan Kanna
null
1402.4845
null
null
A Quasi-Newton Method for Large Scale Support Vector Machines
cs.LG
This paper adapts a recently developed regularized stochastic version of the Broyden, Fletcher, Goldfarb, and Shanno (BFGS) quasi-Newton method for the solution of support vector machine classification problems. The proposed method is shown to converge almost surely to the optimal classifier at a rate that is linear in expectation. Numerical results show that the proposed method exhibits a convergence rate that degrades smoothly with the dimensionality of the feature vectors.
Aryan Mokhtari and Alejandro Ribeiro
null
1402.4861
null
null
Learning the Parameters of Determinantal Point Process Kernels
stat.ML cs.LG
Determinantal point processes (DPPs) are well-suited for modeling repulsion and have proven useful in many applications where diversity is desired. While DPPs have many appealing properties, such as efficient sampling, learning the parameters of a DPP is still considered a difficult problem due to the non-convex nature of the likelihood function. In this paper, we propose using Bayesian methods to learn the DPP kernel parameters. These methods are applicable in large-scale and continuous DPP settings even when the exact form of the eigendecomposition is unknown. We demonstrate the utility of our DPP learning methods in studying the progression of diabetic neuropathy based on spatial distribution of nerve fibers, and in studying human perception of diversity in images.
Raja Hafiz Affandi, Emily B. Fox, Ryan P. Adams and Ben Taskar
null
1402.4862
null
null
Survey on Sparse Coded Features for Content Based Face Image Retrieval
cs.IR cs.CV cs.LG stat.ML
Content based image retrieval, a technique which uses visual contents of image to search images from large scale image databases according to users' interests. This paper provides a comprehensive survey on recent technology used in the area of content based face image retrieval. Nowadays digital devices and photo sharing sites are getting more popularity, large human face photos are available in database. Multiple types of facial features are used to represent discriminality on large scale human facial image database. Searching and mining of facial images are challenging problems and important research issues. Sparse representation on features provides significant improvement in indexing related images to query image.
D. Johnvictor, G. Selvavinayagam
10.14445/22312803/IJCTT-V8P106
1402.4888
null
null
Group-sparse Matrix Recovery
cs.LG cs.CV stat.ML
We apply the OSCAR (octagonal selection and clustering algorithms for regression) in recovering group-sparse matrices (two-dimensional---2D---arrays) from compressive measurements. We propose a 2D version of OSCAR (2OSCAR) consisting of the $\ell_1$ norm and the pair-wise $\ell_{\infty}$ norm, which is convex but non-differentiable. We show that the proximity operator of 2OSCAR can be computed based on that of OSCAR. The 2OSCAR problem can thus be efficiently solved by state-of-the-art proximal splitting algorithms. Experiments on group-sparse 2D array recovery show that 2OSCAR regularization solved by the SpaRSA algorithm is the fastest choice, while the PADMM algorithm (with debiasing) yields the most accurate results.
Xiangrong Zeng and M\'ario A. T. Figueiredo
null
1402.5077
null
null
Multi-Step Stochastic ADMM in High Dimensions: Applications to Sparse Optimization and Noisy Matrix Decomposition
cs.LG math.OC stat.ML
We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the modified ADMM method has an optimal convergence rate of $\mathcal{O}(s\log d/T)$, where $s$ is the sparsity level, $d$ is the data dimension and $T$ is the number of steps. This matches with the minimax lower bounds for sparse estimation. For matrix decomposition into sparse and low rank components, we provide the first guarantees for any online method, and prove a convergence rate of $\tilde{\mathcal{O}}((s+r)\beta^2(p) /T) + \mathcal{O}(1/p)$ for a $p\times p$ matrix, where $s$ is the sparsity level, $r$ is the rank and $\Theta(\sqrt{p})\leq \beta(p)\leq \Theta(p)$. Our guarantees match the minimax lower bound with respect to $s,r$ and $T$. In addition, we match the minimax lower bound with respect to the matrix dimension $p$, i.e. $\beta(p)=\Theta(\sqrt{p})$, for many important statistical models including the independent noise model, the linear Bayesian network and the latent Gaussian graphical model under some conditions. Our ADMM method is based on epoch-based annealing and consists of inexpensive steps which involve projections on to simple norm balls. Experiments show that for both sparse optimization and matrix decomposition problems, our algorithm outperforms the state-of-the-art methods. In particular, we reach higher accuracy with same time complexity.
Hanie Sedghi and Anima Anandkumar and Edmond Jonckheere
null
1402.5131
null
null
Distribution-Independent Reliable Learning
cs.LG cs.CC cs.DS
We study several questions in the reliable agnostic learning framework of Kalai et al. (2009), which captures learning tasks in which one type of error is costlier than others. A positive reliable classifier is one that makes no false positive errors. The goal in the positive reliable agnostic framework is to output a hypothesis with the following properties: (i) its false positive error rate is at most $\epsilon$, (ii) its false negative error rate is at most $\epsilon$ more than that of the best positive reliable classifier from the class. A closely related notion is fully reliable agnostic learning, which considers partial classifiers that are allowed to predict "unknown" on some inputs. The best fully reliable partial classifier is one that makes no errors and minimizes the probability of predicting "unknown", and the goal in fully reliable learning is to output a hypothesis that is almost as good as the best fully reliable partial classifier from a class. For distribution-independent learning, the best known algorithms for PAC learning typically utilize polynomial threshold representations, while the state of the art agnostic learning algorithms use point-wise polynomial approximations. We show that one-sided polynomial approximations, an intermediate notion between polynomial threshold representations and point-wise polynomial approximations, suffice for learning in the reliable agnostic settings. We then show that majorities can be fully reliably learned and disjunctions of majorities can be positive reliably learned, through constructions of appropriate one-sided polynomial approximations. Our fully reliable algorithm for majorities provides the first evidence that fully reliable learning may be strictly easier than agnostic learning. Our algorithms also satisfy strong attribute-efficiency properties, and provide smooth tradeoffs between sample complexity and running time.
Varun Kanade and Justin Thaler
null
1402.5164
null
null
Pareto-depth for Multiple-query Image Retrieval
cs.IR cs.LG stat.ML
Most content-based image retrieval systems consider either one single query, or multiple queries that include the same object or represent the same semantic information. In this paper we consider the content-based image retrieval problem for multiple query images corresponding to different image semantics. We propose a novel multiple-query information retrieval algorithm that combines the Pareto front method (PFM) with efficient manifold ranking (EMR). We show that our proposed algorithm outperforms state of the art multiple-query retrieval algorithms on real-world image databases. We attribute this performance improvement to concavity properties of the Pareto fronts, and prove a theoretical result that characterizes the asymptotic concavity of the fronts.
Ko-Jen Hsiao, Jeff Calder, Alfred O. Hero III
10.1109/TIP.2014.2378057
1402.5176
null
null
Guaranteed Non-Orthogonal Tensor Decomposition via Alternating Rank-$1$ Updates
cs.LG math.NA stat.ML
In this paper, we provide local and global convergence guarantees for recovering CP (Candecomp/Parafac) tensor decomposition. The main step of the proposed algorithm is a simple alternating rank-$1$ update which is the alternating version of the tensor power iteration adapted for asymmetric tensors. Local convergence guarantees are established for third order tensors of rank $k$ in $d$ dimensions, when $k=o \bigl( d^{1.5} \bigr)$ and the tensor components are incoherent. Thus, we can recover overcomplete tensor decomposition. We also strengthen the results to global convergence guarantees under stricter rank condition $k \le \beta d$ (for arbitrary constant $\beta > 1$) through a simple initialization procedure where the algorithm is initialized by top singular vectors of random tensor slices. Furthermore, the approximate local convergence guarantees for $p$-th order tensors are also provided under rank condition $k=o \bigl( d^{p/2} \bigr)$. The guarantees also include tight perturbation analysis given noisy tensor.
Animashree Anandkumar and Rong Ge and Majid Janzamin
null
1402.5180
null
null
Convergence results for projected line-search methods on varieties of low-rank matrices via \L{}ojasiewicz inequality
math.OC cs.LG math.NA
The aim of this paper is to derive convergence results for projected line-search methods on the real-algebraic variety $\mathcal{M}_{\le k}$ of real $m \times n$ matrices of rank at most $k$. Such methods extend Riemannian optimization methods, which are successfully used on the smooth manifold $\mathcal{M}_k$ of rank-$k$ matrices, to its closure by taking steps along gradient-related directions in the tangent cone, and afterwards projecting back to $\mathcal{M}_{\le k}$. Considering such a method circumvents the difficulties which arise from the nonclosedness and the unbounded curvature of $\mathcal{M}_k$. The pointwise convergence is obtained for real-analytic functions on the basis of a \L{}ojasiewicz inequality for the projection of the antigradient to the tangent cone. If the derived limit point lies on the smooth part of $\mathcal{M}_{\le k}$, i.e. in $\mathcal{M}_k$, this boils down to more or less known results, but with the benefit that asymptotic convergence rate estimates (for specific step-sizes) can be obtained without an a priori curvature bound, simply from the fact that the limit lies on a smooth manifold. At the same time, one can give a convincing justification for assuming critical points to lie in $\mathcal{M}_k$: if $X$ is a critical point of $f$ on $\mathcal{M}_{\le k}$, then either $X$ has rank $k$, or $\nabla f(X) = 0$.
Reinhold Schneider and Andr\'e Uschmajew
null
1402.5284
null
null
Important Molecular Descriptors Selection Using Self Tuned Reweighted Sampling Method for Prediction of Antituberculosis Activity
cs.LG stat.AP stat.ML
In this paper, a new descriptor selection method for selecting an optimal combination of important descriptors of sulfonamide derivatives data, named self tuned reweighted sampling (STRS), is developed. descriptors are defined as the descriptors with large absolute coefficients in a multivariate linear regression model such as partial least squares(PLS). In this study, the absolute values of regression coefficients of PLS model are used as an index for evaluating the importance of each descriptor Then, based on the importance level of each descriptor, STRS sequentially selects N subsets of descriptors from N Monte Carlo (MC) sampling runs in an iterative and competitive manner. In each sampling run, a fixed ratio (e.g. 80%) of samples is first randomly selected to establish a regresson model. Next, based on the regression coefficients, a two-step procedure including rapidly decreasing function (RDF) based enforced descriptor selection and self tuned sampling (STS) based competitive descriptor selection is adopted to select the important descriptorss. After running the loops, a number of subsets of descriptors are obtained and root mean squared error of cross validation (RMSECV) of PLS models established with subsets of descriptors is computed. The subset of descriptors with the lowest RMSECV is considered as the optimal descriptor subset. The performance of the proposed algorithm is evaluated by sulfanomide derivative dataset. The results reveal an good characteristic of STRS that it can usually locate an optimal combination of some important descriptors which are interpretable to the biologically of interest. Additionally, our study shows that better prediction is obtained by STRS when compared to full descriptor set PLS modeling, Monte Carlo uninformative variable elimination (MC-UVE).
Doreswamy, Chanabasayya M. Vastrad
null
1402.5360
null
null
From Predictive to Prescriptive Analytics
stat.ML cs.LG math.OC
In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using data to prescribe optimal decisions in OR/MS problems. In a departure from other work on data-driven optimization and reflecting our practical experience with the data available in applications of OR/MS, we consider data consisting, not only of observations of quantities with direct effect on costs/revenues, such as demand or returns, but predominantly of observations of associated auxiliary quantities. The main problem of interest is a conditional stochastic optimization problem, given imperfect observations, where the joint probability distributions that specify the problem are unknown. We demonstrate that our proposed solution methods, which are inspired by ML methods such as local regression, CART, and random forests, are generally applicable to a wide range of decision problems. We prove that they are tractable and asymptotically optimal even when data is not iid and may be censored. We extend this to the case where decision variables may directly affect uncertainty in unknown ways, such as pricing's effect on demand. As an analogue to R^2, we develop a metric P termed the coefficient of prescriptiveness to measure the prescriptive content of data and the efficacy of a policy from an operations perspective. To demonstrate the power of our approach in a real-world setting we study an inventory management problem faced by the distribution arm of an international media conglomerate, which ships an average of 1bil units per year. We leverage internal data and public online data harvested from IMDb, Rotten Tomatoes, and Google to prescribe operational decisions that outperform baseline measures. Specifically, the data we collect, leveraged by our methods, accounts for an 88\% improvement as measured by our P.
Dimitris Bertsimas, Nathan Kallus
null
1402.5481
null
null
Efficient Semidefinite Spectral Clustering via Lagrange Duality
cs.LG cs.CV
We propose an efficient approach to semidefinite spectral clustering (SSC), which addresses the Frobenius normalization with the positive semidefinite (p.s.d.) constraint for spectral clustering. Compared with the original Frobenius norm approximation based algorithm, the proposed algorithm can more accurately find the closest doubly stochastic approximation to the affinity matrix by considering the p.s.d. constraint. In this paper, SSC is formulated as a semidefinite programming (SDP) problem. In order to solve the high computational complexity of SDP, we present a dual algorithm based on the Lagrange dual formalization. Two versions of the proposed algorithm are proffered: one with less memory usage and the other with faster convergence rate. The proposed algorithm has much lower time complexity than that of the standard interior-point based SDP solvers. Experimental results on both UCI data sets and real-world image data sets demonstrate that 1) compared with the state-of-the-art spectral clustering methods, the proposed algorithm achieves better clustering performance; and 2) our algorithm is much more efficient and can solve larger-scale SSC problems than those standard interior-point SDP solvers.
Yan Yan, Chunhua Shen, Hanzi Wang
null
1402.5497
null
null
Semi-Supervised Nonlinear Distance Metric Learning via Forests of Max-Margin Cluster Hierarchies
stat.ML cs.IR cs.LG
Metric learning is a key problem for many data mining and machine learning applications, and has long been dominated by Mahalanobis methods. Recent advances in nonlinear metric learning have demonstrated the potential power of non-Mahalanobis distance functions, particularly tree-based functions. We propose a novel nonlinear metric learning method that uses an iterative, hierarchical variant of semi-supervised max-margin clustering to construct a forest of cluster hierarchies, where each individual hierarchy can be interpreted as a weak metric over the data. By introducing randomness during hierarchy training and combining the output of many of the resulting semi-random weak hierarchy metrics, we can obtain a powerful and robust nonlinear metric model. This method has two primary contributions: first, it is semi-supervised, incorporating information from both constrained and unconstrained points. Second, we take a relaxed approach to constraint satisfaction, allowing the method to satisfy different subsets of the constraints at different levels of the hierarchy rather than attempting to simultaneously satisfy all of them. This leads to a more robust learning algorithm. We compare our method to a number of state-of-the-art benchmarks on $k$-nearest neighbor classification, large-scale image retrieval and semi-supervised clustering problems, and find that our algorithm yields results comparable or superior to the state-of-the-art, and is significantly more robust to noise.
David M. Johnson, Caiming Xiong and Jason J. Corso
null
1402.5565
null
null
Exact Post Model Selection Inference for Marginal Screening
stat.ME cs.LG math.ST stat.ML stat.TH
We develop a framework for post model selection inference, via marginal screening, in linear regression. At the core of this framework is a result that characterizes the exact distribution of linear functions of the response $y$, conditional on the model being selected (``condition on selection" framework). This allows us to construct valid confidence intervals and hypothesis tests for regression coefficients that account for the selection procedure. In contrast to recent work in high-dimensional statistics, our results are exact (non-asymptotic) and require no eigenvalue-like assumptions on the design matrix $X$. Furthermore, the computational cost of marginal regression, constructing confidence intervals and hypothesis testing is negligible compared to the cost of linear regression, thus making our methods particularly suitable for extremely large datasets. Although we focus on marginal screening to illustrate the applicability of the condition on selection framework, this framework is much more broadly applicable. We show how to apply the proposed framework to several other selection procedures including orthogonal matching pursuit, non-negative least squares, and marginal screening+Lasso.
Jason D Lee and Jonathan E Taylor
null
1402.5596
null
null
To go deep or wide in learning?
cs.LG
To achieve acceptable performance for AI tasks, one can either use sophisticated feature extraction methods as the first layer in a two-layered supervised learning model, or learn the features directly using a deep (multi-layered) model. While the first approach is very problem-specific, the second approach has computational overheads in learning multiple layers and fine-tuning of the model. In this paper, we propose an approach called wide learning based on arc-cosine kernels, that learns a single layer of infinite width. We propose exact and inexact learning strategies for wide learning and show that wide learning with single layer outperforms single layer as well as deep architectures of finite width for some benchmark datasets.
Gaurav Pandey and Ambedkar Dukkipati
null
1402.5634
null
null
Dynamic Rate and Channel Selection in Cognitive Radio Systems
cs.IT cs.LG math.IT
In this paper, we investigate dynamic channel and rate selection in cognitive radio systems which exploit a large number of channels free from primary users. In such systems, transmitters may rapidly change the selected (channel, rate) pair to opportunistically learn and track the pair offering the highest throughput. We formulate the problem of sequential channel and rate selection as an online optimization problem, and show its equivalence to a {\it structured} Multi-Armed Bandit problem. The structure stems from inherent properties of the achieved throughput as a function of the selected channel and rate. We derive fundamental performance limits satisfied by {\it any} channel and rate adaptation algorithm, and propose algorithms that achieve (or approach) these limits. In turn, the proposed algorithms optimally exploit the inherent structure of the throughput. We illustrate the efficiency of our algorithms using both test-bed and simulation experiments, in both stationary and non-stationary radio environments. In stationary environments, the packet successful transmission probabilities at the various channel and rate pairs do not evolve over time, whereas in non-stationary environments, they may evolve. In practical scenarios, the proposed algorithms are able to track the best channel and rate quite accurately without the need of any explicit measurement and feedback of the quality of the various channels.
Richard Combes, Alexandre Proutiere
null
1402.5666
null
null
Discriminative Functional Connectivity Measures for Brain Decoding
cs.AI cs.CE cs.CV cs.LG
We propose a statistical learning model for classifying cognitive processes based on distributed patterns of neural activation in the brain, acquired via functional magnetic resonance imaging (fMRI). In the proposed learning method, local meshes are formed around each voxel. The distance between voxels in the mesh is determined by using a functional neighbourhood concept. In order to define the functional neighbourhood, the similarities between the time series recorded for voxels are measured and functional connectivity matrices are constructed. Then, the local mesh for each voxel is formed by including the functionally closest neighbouring voxels in the mesh. The relationship between the voxels within a mesh is estimated by using a linear regression model. These relationship vectors, called Functional Connectivity aware Local Relational Features (FC-LRF) are then used to train a statistical learning machine. The proposed method was tested on a recognition memory experiment, including data pertaining to encoding and retrieval of words belonging to ten different semantic categories. Two popular classifiers, namely k-nearest neighbour (k-nn) and Support Vector Machine (SVM), are trained in order to predict the semantic category of the item being retrieved, based on activation patterns during encoding. The classification performance of the Functional Mesh Learning model, which range in 62%-71% is superior to the classical multi-voxel pattern analysis (MVPA) methods, which range in 40%-48%, for ten semantic categories.
Orhan Firat and Mete Ozay and Ilke Oztekin and Fatos T. Yarman Vural
null
1402.5684
null
null
Variational Particle Approximations
stat.ML cs.LG
Approximate inference in high-dimensional, discrete probabilistic models is a central problem in computational statistics and machine learning. This paper describes discrete particle variational inference (DPVI), a new approach that combines key strengths of Monte Carlo, variational and search-based techniques. DPVI is based on a novel family of particle-based variational approximations that can be fit using simple, fast, deterministic search techniques. Like Monte Carlo, DPVI can handle multiple modes, and yields exact results in a well-defined limit. Like unstructured mean-field, DPVI is based on optimizing a lower bound on the partition function; when this quantity is not of intrinsic interest, it facilitates convergence assessment and debugging. Like both Monte Carlo and combinatorial search, DPVI can take advantage of factorization, sequential structure, and custom search operators. This paper defines DPVI particle-based approximation family and partition function lower bounds, along with the sequential DPVI and local DPVI algorithm templates for optimizing them. DPVI is illustrated and evaluated via experiments on lattice Markov Random Fields, nonparametric Bayesian mixtures and block-models, and parametric as well as non-parametric hidden Markov models. Results include applications to real-world spike-sorting and relational modeling problems, and show that DPVI can offer appealing time/accuracy trade-offs as compared to multiple alternatives.
Ardavan Saeedi, Tejas D Kulkarni, Vikash Mansinghka, Samuel Gershman
null
1402.5715
null
null
Machine Learning Methods in the Computational Biology of Cancer
q-bio.QM cs.LG stat.ML
The objectives of this "perspective" paper are to review some recent advances in sparse feature selection for regression and classification, as well as compressed sensing, and to discuss how these might be used to develop tools to advance personalized cancer therapy. As an illustration of the possibilities, a new algorithm for sparse regression is presented, and is applied to predict the time to tumor recurrence in ovarian cancer. A new algorithm for sparse feature selection in classification problems is presented, and its validation in endometrial cancer is briefly discussed. Some open problems are also presented.
Mathukumalli Vidyasagar
10.1098/rspa.2014.0081
1402.5728
null
null
Information-Theoretic Bounds for Adaptive Sparse Recovery
cs.IT cs.LG math.IT math.ST stat.TH
We derive an information-theoretic lower bound for sample complexity in sparse recovery problems where inputs can be chosen sequentially and adaptively. This lower bound is in terms of a simple mutual information expression and unifies many different linear and nonlinear observation models. Using this formula we derive bounds for adaptive compressive sensing (CS), group testing and 1-bit CS problems. We show that adaptivity cannot decrease sample complexity in group testing, 1-bit CS and CS with linear sparsity. In contrast, we show there might be mild performance gains for CS in the sublinear regime. Our unified analysis also allows characterization of gains due to adaptivity from a wider perspective on sparse problems.
Cem Aksoylar and Venkatesh Saligrama
null
1402.5731
null
null
Bandits with concave rewards and convex knapsacks
cs.LG
In this paper, we consider a very general model for exploration-exploitation tradeoff which allows arbitrary concave rewards and convex constraints on the decisions across time, in addition to the customary limitation on the time horizon. This model subsumes the classic multi-armed bandit (MAB) model, and the Bandits with Knapsacks (BwK) model of Badanidiyuru et al.[2013]. We also consider an extension of this model to allow linear contexts, similar to the linear contextual extension of the MAB model. We demonstrate that a natural and simple extension of the UCB family of algorithms for MAB provides a polynomial time algorithm that has near-optimal regret guarantees for this substantially more general model, and matches the bounds provided by Badanidiyuru et al.[2013] for the special case of BwK, which is quite surprising. We also provide computationally more efficient algorithms by establishing interesting connections between this problem and other well studied problems/algorithms such as the Blackwell approachability problem, online convex optimization, and the Frank-Wolfe technique for convex optimization. We give examples of several concrete applications, where this more general model of bandits allows for richer and/or more efficient formulations of the problem.
Shipra Agrawal and Nikhil R. Devanur
null
1402.5758
null
null
No more meta-parameter tuning in unsupervised sparse feature learning
cs.LG cs.CV
We propose a meta-parameter free, off-the-shelf, simple and fast unsupervised feature learning algorithm, which exploits a new way of optimizing for sparsity. Experiments on STL-10 show that the method presents state-of-the-art performance and provides discriminative features that generalize well.
Adriana Romero, Petia Radeva and Carlo Gatta
null
1402.5766
null
null
Sparse phase retrieval via group-sparse optimization
cs.IT cs.LG math.IT
This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector consistent with the measurements and reformulate it as a group-sparse optimization problem with linear constraints. Then, we analyze the convex relaxation of the latter based on the minimization of a block l1-norm and show various exact recovery and stability results in the real and complex cases. Invariance to circular shifts and reflections are also discussed for real vectors measured via complex matrices.
Fabien Lauer (LORIA), Henrik Ohlsson
null
1402.5803
null
null
Avoiding pathologies in very deep networks
stat.ML cs.LG
Choosing appropriate architectures and regularization strategies for deep networks is crucial to good predictive performance. To shed light on this problem, we analyze the analogous problem of constructing useful priors on compositions of functions. Specifically, we study the deep Gaussian process, a type of infinitely-wide, deep neural network. We show that in standard architectures, the representational capacity of the network tends to capture fewer degrees of freedom as the number of layers increases, retaining only a single degree of freedom in the limit. We propose an alternate network architecture which does not suffer from this pathology. We also examine deep covariance functions, obtained by composing infinitely many feature transforms. Lastly, we characterize the class of models obtained by performing dropout on Gaussian processes.
David Duvenaud, Oren Rippel, Ryan P. Adams, Zoubin Ghahramani
null
1402.5836
null
null