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Predictive Interval Models for Non-parametric Regression
cs.LG stat.ML
Having a regression model, we are interested in finding two-sided intervals that are guaranteed to contain at least a desired proportion of the conditional distribution of the response variable given a specific combination of predictors. We name such intervals predictive intervals. This work presents a new method to find two-sided predictive intervals for non-parametric least squares regression without the homoscedasticity assumption. Our predictive intervals are built by using tolerance intervals on prediction errors in the query point's neighborhood. We proposed a predictive interval model test and we also used it as a constraint in our hyper-parameter tuning algorithm. This gives an algorithm that finds the smallest reliable predictive intervals for a given dataset. We also introduce a measure for comparing different interval prediction methods yielding intervals having different size and coverage. These experiments show that our methods are more reliable, effective and precise than other interval prediction methods.
Mohammad Ghasemi Hamed, Mathieu Serrurier, Nicolas Durand
null
1402.5874
null
null
Manifold Gaussian Processes for Regression
stat.ML cs.LG
Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too restrictive. One way to alleviate this limitation is to find a different representation of the data by introducing a feature space. This feature space is often learned in an unsupervised way, which might lead to data representations that are not useful for the overall regression task. In this paper, we propose Manifold Gaussian Processes, a novel supervised method that jointly learns a transformation of the data into a feature space and a GP regression from the feature space to observed space. The Manifold GP is a full GP and allows to learn data representations, which are useful for the overall regression task. As a proof-of-concept, we evaluate our approach on complex non-smooth functions where standard GPs perform poorly, such as step functions and robotics tasks with contacts.
Roberto Calandra and Jan Peters and Carl Edward Rasmussen and Marc Peter Deisenroth
null
1402.5876
null
null
Near Optimal Bayesian Active Learning for Decision Making
cs.LG cs.AI
How should we gather information to make effective decisions? We address Bayesian active learning and experimental design problems, where we sequentially select tests to reduce uncertainty about a set of hypotheses. Instead of minimizing uncertainty per se, we consider a set of overlapping decision regions of these hypotheses. Our goal is to drive uncertainty into a single decision region as quickly as possible. We identify necessary and sufficient conditions for correctly identifying a decision region that contains all hypotheses consistent with observations. We develop a novel Hyperedge Cutting (HEC) algorithm for this problem, and prove that is competitive with the intractable optimal policy. Our efficient implementation of the algorithm relies on computing subsets of the complete homogeneous symmetric polynomials. Finally, we demonstrate its effectiveness on two practical applications: approximate comparison-based learning and active localization using a robot manipulator.
Shervin Javdani, Yuxin Chen, Amin Karbasi, Andreas Krause, J. Andrew Bagnell, Siddhartha Srinivasa
null
1402.5886
null
null
On Learning from Label Proportions
stat.ML cs.LG
Learning from Label Proportions (LLP) is a learning setting, where the training data is provided in groups, or "bags", and only the proportion of each class in each bag is known. The task is to learn a model to predict the class labels of the individual instances. LLP has broad applications in political science, marketing, healthcare, and computer vision. This work answers the fundamental question, when and why LLP is possible, by introducing a general framework, Empirical Proportion Risk Minimization (EPRM). EPRM learns an instance label classifier to match the given label proportions on the training data. Our result is based on a two-step analysis. First, we provide a VC bound on the generalization error of the bag proportions. We show that the bag sample complexity is only mildly sensitive to the bag size. Second, we show that under some mild assumptions, good bag proportion prediction guarantees good instance label prediction. The results together provide a formal guarantee that the individual labels can indeed be learned in the LLP setting. We discuss applications of the analysis, including justification of LLP algorithms, learning with population proportions, and a paradigm for learning algorithms with privacy guarantees. We also demonstrate the feasibility of LLP based on a case study in real-world setting: predicting income based on census data.
Felix X. Yu, Krzysztof Choromanski, Sanjiv Kumar, Tony Jebara, Shih-Fu Chang
null
1402.5902
null
null
Incremental Learning of Event Definitions with Inductive Logic Programming
cs.LG cs.AI
Event recognition systems rely on properly engineered knowledge bases of event definitions to infer occurrences of events in time. The manual development of such knowledge is a tedious and error-prone task, thus event-based applications may benefit from automated knowledge construction techniques, such as Inductive Logic Programming (ILP), which combines machine learning with the declarative and formal semantics of First-Order Logic. However, learning temporal logical formalisms, which are typically utilized by logic-based Event Recognition systems is a challenging task, which most ILP systems cannot fully undertake. In addition, event-based data is usually massive and collected at different times and under various circumstances. Ideally, systems that learn from temporal data should be able to operate in an incremental mode, that is, revise prior constructed knowledge in the face of new evidence. Most ILP systems are batch learners, in the sense that in order to account for new evidence they have no alternative but to forget past knowledge and learn from scratch. Given the increased inherent complexity of ILP and the volumes of real-life temporal data, this results to algorithms that scale poorly. In this work we present an incremental method for learning and revising event-based knowledge, in the form of Event Calculus programs. The proposed algorithm relies on abductive-inductive learning and comprises a scalable clause refinement methodology, based on a compressive summarization of clause coverage in a stream of examples. We present an empirical evaluation of our approach on real and synthetic data from activity recognition and city transport applications.
Nikos Katzouris, Alexander Artikis, George Paliouras
null
1402.5988
null
null
Open science in machine learning
cs.LG cs.DL
We present OpenML and mldata, open science platforms that provides easy access to machine learning data, software and results to encourage further study and application. They go beyond the more traditional repositories for data sets and software packages in that they allow researchers to also easily share the results they obtained in experiments and to compare their solutions with those of others.
Joaquin Vanschoren and Mikio L. Braun and Cheng Soon Ong
null
1402.6013
null
null
Algorithms for multi-armed bandit problems
cs.AI cs.LG
Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed bandit algorithms. Three important observations can be made from our results. Firstly, simple heuristics such as epsilon-greedy and Boltzmann exploration outperform theoretically sound algorithms on most settings by a significant margin. Secondly, the performance of most algorithms varies dramatically with the parameters of the bandit problem. Our study identifies for each algorithm the settings where it performs well, and the settings where it performs poorly. Thirdly, the algorithms' performance relative each to other is affected only by the number of bandit arms and the variance of the rewards. This finding may guide the design of subsequent empirical evaluations. In the second part of the paper, we turn our attention to an important area of application of bandit algorithms: clinical trials. Although the design of clinical trials has been one of the principal practical problems motivating research on multi-armed bandits, bandit algorithms have never been evaluated as potential treatment allocation strategies. Using data from a real study, we simulate the outcome that a 2001-2002 clinical trial would have had if bandit algorithms had been used to allocate patients to treatments. We find that an adaptive trial would have successfully treated at least 50% more patients, while significantly reducing the number of adverse effects and increasing patient retention. At the end of the trial, the best treatment could have still been identified with a high level of statistical confidence. Our findings demonstrate that bandit algorithms are attractive alternatives to current adaptive treatment allocation strategies.
Volodymyr Kuleshov and Doina Precup
null
1402.6028
null
null
Machine Learning at Scale
cs.LG cs.MS stat.ML
It takes skill to build a meaningful predictive model even with the abundance of implementations of modern machine learning algorithms and readily available computing resources. Building a model becomes challenging if hundreds of terabytes of data need to be processed to produce the training data set. In a digital advertising technology setting, we are faced with the need to build thousands of such models that predict user behavior and power advertising campaigns in a 24/7 chaotic real-time production environment. As data scientists, we also have to convince other internal departments critical to implementation success, our management, and our customers that our machine learning system works. In this paper, we present the details of the design and implementation of an automated, robust machine learning platform that impacts billions of advertising impressions monthly. This platform enables us to continuously optimize thousands of campaigns over hundreds of millions of users, on multiple continents, against varying performance objectives.
Sergei Izrailev and Jeremy M. Stanley
null
1402.6076
null
null
Inductive Logic Boosting
cs.LG cs.AI
Recent years have seen a surge of interest in Probabilistic Logic Programming (PLP) and Statistical Relational Learning (SRL) models that combine logic with probabilities. Structure learning of these systems is an intersection area of Inductive Logic Programming (ILP) and statistical learning (SL). However, ILP cannot deal with probabilities, SL cannot model relational hypothesis. The biggest challenge of integrating these two machine learning frameworks is how to estimate the probability of a logic clause only from the observation of grounded logic atoms. Many current methods models a joint probability by representing clause as graphical model and literals as vertices in it. This model is still too complicate and only can be approximate by pseudo-likelihood. We propose Inductive Logic Boosting framework to transform the relational dataset into a feature-based dataset, induces logic rules by boosting Problog Rule Trees and relaxes the independence constraint of pseudo-likelihood. Experimental evaluation on benchmark datasets demonstrates that the AUC-PR and AUC-ROC value of ILP learned rules are higher than current state-of-the-art SRL methods.
Wang-Zhou Dai and Zhi-Hua Zhou
null
1402.6077
null
null
Bayesian Sample Size Determination of Vibration Signals in Machine Learning Approach to Fault Diagnosis of Roller Bearings
stat.ML cs.LG
Sample size determination for a data set is an important statistical process for analyzing the data to an optimum level of accuracy and using minimum computational work. The applications of this process are credible in every domain which deals with large data sets and high computational work. This study uses Bayesian analysis for determination of minimum sample size of vibration signals to be considered for fault diagnosis of a bearing using pre-defined parameters such as the inverse standard probability and the acceptable margin of error. Thus an analytical formula for sample size determination is introduced. The fault diagnosis of the bearing is done using a machine learning approach using an entropy-based J48 algorithm. The following method will help researchers involved in fault diagnosis to determine minimum sample size of data for analysis for a good statistical stability and precision.
Siddhant Sahu, V. Sugumaran
null
1402.6133
null
null
Improving Collaborative Filtering based Recommenders using Topic Modelling
cs.IR cs.CL cs.LG
Standard Collaborative Filtering (CF) algorithms make use of interactions between users and items in the form of implicit or explicit ratings alone for generating recommendations. Similarity among users or items is calculated purely based on rating overlap in this case,without considering explicit properties of users or items involved, limiting their applicability in domains with very sparse rating spaces. In many domains such as movies, news or electronic commerce recommenders, considerable contextual data in text form describing item properties is available along with the rating data, which could be utilized to improve recommendation quality.In this paper, we propose a novel approach to improve standard CF based recommenders by utilizing latent Dirichlet allocation (LDA) to learn latent properties of items, expressed in terms of topic proportions, derived from their textual description. We infer user's topic preferences or persona in the same latent space,based on her historical ratings. While computing similarity between users, we make use of a combined similarity measure involving rating overlap as well as similarity in the latent topic space. This approach alleviates sparsity problem as it allows calculation of similarity between users even if they have not rated any items in common. Our experiments on multiple public datasets indicate that the proposed hybrid approach significantly outperforms standard user Based and item Based CF recommenders in terms of classification accuracy metrics such as precision, recall and f-measure.
Jobin Wilson, Santanu Chaudhury, Brejesh Lall, Prateek Kapadia
null
1402.6238
null
null
Sample Complexity Bounds on Differentially Private Learning via Communication Complexity
cs.DS cs.CC cs.LG
In this work we analyze the sample complexity of classification by differentially private algorithms. Differential privacy is a strong and well-studied notion of privacy introduced by Dwork et al. (2006) that ensures that the output of an algorithm leaks little information about the data point provided by any of the participating individuals. Sample complexity of private PAC and agnostic learning was studied in a number of prior works starting with (Kasiviswanathan et al., 2008) but a number of basic questions still remain open, most notably whether learning with privacy requires more samples than learning without privacy. We show that the sample complexity of learning with (pure) differential privacy can be arbitrarily higher than the sample complexity of learning without the privacy constraint or the sample complexity of learning with approximate differential privacy. Our second contribution and the main tool is an equivalence between the sample complexity of (pure) differentially private learning of a concept class $C$ (or $SCDP(C)$) and the randomized one-way communication complexity of the evaluation problem for concepts from $C$. Using this equivalence we prove the following bounds: 1. $SCDP(C) = \Omega(LDim(C))$, where $LDim(C)$ is the Littlestone's (1987) dimension characterizing the number of mistakes in the online-mistake-bound learning model. Known bounds on $LDim(C)$ then imply that $SCDP(C)$ can be much higher than the VC-dimension of $C$. 2. For any $t$, there exists a class $C$ such that $LDim(C)=2$ but $SCDP(C) \geq t$. 3. For any $t$, there exists a class $C$ such that the sample complexity of (pure) $\alpha$-differentially private PAC learning is $\Omega(t/\alpha)$ but the sample complexity of the relaxed $(\alpha,\beta)$-differentially private PAC learning is $O(\log(1/\beta)/\alpha)$. This resolves an open problem of Beimel et al. (2013b).
Vitaly Feldman and David Xiao
null
1402.6278
null
null
Oracle-Based Robust Optimization via Online Learning
math.OC cs.LG
Robust optimization is a common framework in optimization under uncertainty when the problem parameters are not known, but it is rather known that the parameters belong to some given uncertainty set. In the robust optimization framework the problem solved is a min-max problem where a solution is judged according to its performance on the worst possible realization of the parameters. In many cases, a straightforward solution of the robust optimization problem of a certain type requires solving an optimization problem of a more complicated type, and in some cases even NP-hard. For example, solving a robust conic quadratic program, such as those arising in robust SVM, ellipsoidal uncertainty leads in general to a semidefinite program. In this paper we develop a method for approximately solving a robust optimization problem using tools from online convex optimization, where in every stage a standard (non-robust) optimization program is solved. Our algorithms find an approximate robust solution using a number of calls to an oracle that solves the original (non-robust) problem that is inversely proportional to the square of the target accuracy.
Aharon Ben-Tal, Elad Hazan, Tomer Koren, Shie Mannor
null
1402.6361
null
null
Renewable Energy Prediction using Weather Forecasts for Optimal Scheduling in HPC Systems
cs.LG
The objective of the GreenPAD project is to use green energy (wind, solar and biomass) for powering data-centers that are used to run HPC jobs. As a part of this it is important to predict the Renewable (Wind) energy for efficient scheduling (executing jobs that require higher energy when there is more green energy available and vice-versa). For predicting the wind energy we first analyze the historical data to find a statistical model that gives relation between wind energy and weather attributes. Then we use this model based on the weather forecast data to predict the green energy availability in the future. Using the green energy prediction obtained from the statistical model we are able to precompute job schedules for maximizing the green energy utilization in the future. We propose a model which uses live weather data in addition to machine learning techniques (which can predict future deviations in weather conditions based on current deviations from the forecast) to make on-the-fly changes to the precomputed schedule (based on green energy prediction). For this we first analyze the data using histograms and simple statistical tools such as correlation. In addition we build (correlation) regression model for finding the relation between wind energy availability and weather attributes (temperature, cloud cover, air pressure, wind speed / direction, precipitation and sunshine). We also analyze different algorithms and machine learning techniques for optimizing the job schedules for maximizing the green energy utilization.
Ankur Sahai
null
1402.6552
null
null
Resourceful Contextual Bandits
cs.LG cs.DS cs.GT
We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items. We design the first algorithm for solving these problems that handles constrained resources other than time, and improves over a trivial reduction to the non-contextual case. We consider very general settings for both contextual bandits (arbitrary policy sets, e.g. Dudik et al. (UAI'11)) and bandits with resource constraints (bandits with knapsacks, Badanidiyuru et al. (FOCS'13)), and prove a regret guarantee with near-optimal statistical properties.
Ashwinkumar Badanidiyuru and John Langford and Aleksandrs Slivkins
null
1402.6779
null
null
Outlier Detection using Improved Genetic K-means
cs.LG cs.DB
The outlier detection problem in some cases is similar to the classification problem. For example, the main concern of clustering-based outlier detection algorithms is to find clusters and outliers, which are often regarded as noise that should be removed in order to make more reliable clustering. In this article, we present an algorithm that provides outlier detection and data clustering simultaneously. The algorithmimprovesthe estimation of centroids of the generative distribution during the process of clustering and outlier discovery. The proposed algorithm consists of two stages. The first stage consists of improved genetic k-means algorithm (IGK) process, while the second stage iteratively removes the vectors which are far from their cluster centroids.
M. H. Marghny, Ahmed I. Taloba
null
1402.6859
null
null
Sequential Complexity as a Descriptor for Musical Similarity
cs.IR cs.LG cs.SD
We propose string compressibility as a descriptor of temporal structure in audio, for the purpose of determining musical similarity. Our descriptors are based on computing track-wise compression rates of quantised audio features, using multiple temporal resolutions and quantisation granularities. To verify that our descriptors capture musically relevant information, we incorporate our descriptors into similarity rating prediction and song year prediction tasks. We base our evaluation on a dataset of 15500 track excerpts of Western popular music, for which we obtain 7800 web-sourced pairwise similarity ratings. To assess the agreement among similarity ratings, we perform an evaluation under controlled conditions, obtaining a rank correlation of 0.33 between intersected sets of ratings. Combined with bag-of-features descriptors, we obtain performance gains of 31.1% and 10.9% for similarity rating prediction and song year prediction. For both tasks, analysis of selected descriptors reveals that representing features at multiple time scales benefits prediction accuracy.
Peter Foster, Matthias Mauch and Simon Dixon
10.1109/TASLP.2014.2357676
1402.6926
null
null
Scalable methods for nonnegative matrix factorizations of near-separable tall-and-skinny matrices
cs.LG cs.DC cs.NA stat.ML
Numerous algorithms are used for nonnegative matrix factorization under the assumption that the matrix is nearly separable. In this paper, we show how to make these algorithms efficient for data matrices that have many more rows than columns, so-called "tall-and-skinny matrices". One key component to these improved methods is an orthogonal matrix transformation that preserves the separability of the NMF problem. Our final methods need a single pass over the data matrix and are suitable for streaming, multi-core, and MapReduce architectures. We demonstrate the efficacy of these algorithms on terabyte-sized synthetic matrices and real-world matrices from scientific computing and bioinformatics.
Austin R. Benson, Jason D. Lee, Bartek Rajwa, David F. Gleich
null
1402.6964
null
null
Marginalizing Corrupted Features
cs.LG
The goal of machine learning is to develop predictors that generalize well to test data. Ideally, this is achieved by training on an almost infinitely large training data set that captures all variations in the data distribution. In practical learning settings, however, we do not have infinite data and our predictors may overfit. Overfitting may be combatted, for example, by adding a regularizer to the training objective or by defining a prior over the model parameters and performing Bayesian inference. In this paper, we propose a third, alternative approach to combat overfitting: we extend the training set with infinitely many artificial training examples that are obtained by corrupting the original training data. We show that this approach is practical and efficient for a range of predictors and corruption models. Our approach, called marginalized corrupted features (MCF), trains robust predictors by minimizing the expected value of the loss function under the corruption model. We show empirically on a variety of data sets that MCF classifiers can be trained efficiently, may generalize substantially better to test data, and are also more robust to feature deletion at test time.
Laurens van der Maaten, Minmin Chen, Stephen Tyree and Kilian Weinberger
null
1402.7001
null
null
Bayesian Multi-Scale Optimistic Optimization
stat.ML cs.LG
Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary optimization can be costly and very hard to carry out in practice. Moreover, it creates serious theoretical concerns, as most of the convergence results assume that the exact optimum of the acquisition function can be found. In this paper, we introduce a new technique for efficient global optimization that combines Gaussian process confidence bounds and treed simultaneous optimistic optimization to eliminate the need for auxiliary optimization of acquisition functions. The experiments with global optimization benchmarks and a novel application to automatic information extraction demonstrate that the resulting technique is more efficient than the two approaches from which it draws inspiration. Unlike most theoretical analyses of Bayesian optimization with Gaussian processes, our finite-time convergence rate proofs do not require exact optimization of an acquisition function. That is, our approach eliminates the unsatisfactory assumption that a difficult, potentially NP-hard, problem has to be solved in order to obtain vanishing regret rates.
Ziyu Wang, Babak Shakibi, Lin Jin, Nando de Freitas
null
1402.7005
null
null
Data-driven HRF estimation for encoding and decoding models
cs.CE cs.LG
Despite the common usage of a canonical, data-independent, hemodynamic response function (HRF), it is known that the shape of the HRF varies across brain regions and subjects. This suggests that a data-driven estimation of this function could lead to more statistical power when modeling BOLD fMRI data. However, unconstrained estimation of the HRF can yield highly unstable results when the number of free parameters is large. We develop a method for the joint estimation of activation and HRF using a rank constraint causing the estimated HRF to be equal across events/conditions, yet permitting it to be different across voxels. Model estimation leads to an optimization problem that we propose to solve with an efficient quasi-Newton method exploiting fast gradient computations. This model, called GLM with Rank-1 constraint (R1-GLM), can be extended to the setting of GLM with separate designs which has been shown to improve decoding accuracy in brain activity decoding experiments. We compare 10 different HRF modeling methods in terms of encoding and decoding score in two different datasets. Our results show that the R1-GLM model significantly outperforms competing methods in both encoding and decoding settings, positioning it as an attractive method both from the points of view of accuracy and computational efficiency.
Fabian Pedregosa (INRIA Saclay - Ile de France, INRIA Paris - Rocquencourt), Michael Eickenberg (INRIA Saclay - Ile de France, LNAO), Philippe Ciuciu (INRIA Saclay - Ile de France, NEUROSPIN), Bertrand Thirion (INRIA Saclay - Ile de France, NEUROSPIN), Alexandre Gramfort (LTCI)
10.1016/j.neuroimage.2014.09.060
1402.7015
null
null
Exploiting the Statistics of Learning and Inference
cs.LG
When dealing with datasets containing a billion instances or with simulations that require a supercomputer to execute, computational resources become part of the equation. We can improve the efficiency of learning and inference by exploiting their inherent statistical nature. We propose algorithms that exploit the redundancy of data relative to a model by subsampling data-cases for every update and reasoning about the uncertainty created in this process. In the context of learning we propose to test for the probability that a stochastically estimated gradient points more than 180 degrees in the wrong direction. In the context of MCMC sampling we use stochastic gradients to improve the efficiency of MCMC updates, and hypothesis tests based on adaptive mini-batches to decide whether to accept or reject a proposed parameter update. Finally, we argue that in the context of likelihood free MCMC one needs to store all the information revealed by all simulations, for instance in a Gaussian process. We conclude that Bayesian methods will remain to play a crucial role in the era of big data and big simulations, but only if we overcome a number of computational challenges.
Max Welling
null
1402.7025
null
null
An Incidence Geometry approach to Dictionary Learning
cs.LG stat.ML
We study the Dictionary Learning (aka Sparse Coding) problem of obtaining a sparse representation of data points, by learning \emph{dictionary vectors} upon which the data points can be written as sparse linear combinations. We view this problem from a geometry perspective as the spanning set of a subspace arrangement, and focus on understanding the case when the underlying hypergraph of the subspace arrangement is specified. For this Fitted Dictionary Learning problem, we completely characterize the combinatorics of the associated subspace arrangements (i.e.\ their underlying hypergraphs). Specifically, a combinatorial rigidity-type theorem is proven for a type of geometric incidence system. The theorem characterizes the hypergraphs of subspace arrangements that generically yield (a) at least one dictionary (b) a locally unique dictionary (i.e.\ at most a finite number of isolated dictionaries) of the specified size. We are unaware of prior application of combinatorial rigidity techniques in the setting of Dictionary Learning, or even in machine learning. We also provide a systematic classification of problems related to Dictionary Learning together with various algorithms, their assumptions and performance.
Meera Sitharam, Mohamad Tarifi, Menghan Wang
null
1402.7344
null
null
Real-time Topic-aware Influence Maximization Using Preprocessing
cs.SI cs.LG
Influence maximization is the task of finding a set of seed nodes in a social network such that the influence spread of these seed nodes based on certain influence diffusion model is maximized. Topic-aware influence diffusion models have been recently proposed to address the issue that influence between a pair of users are often topic-dependent and information, ideas, innovations etc. being propagated in networks (referred collectively as items in this paper) are typically mixtures of topics. In this paper, we focus on the topic-aware influence maximization task. In particular, we study preprocessing methods for these topics to avoid redoing influence maximization for each item from scratch. We explore two preprocessing algorithms with theoretical justifications. Our empirical results on data obtained in a couple of existing studies demonstrate that one of our algorithms stands out as a strong candidate providing microsecond online response time and competitive influence spread, with reasonable preprocessing effort.
Wei Chen, Tian Lin, Cheng Yang
null
1403.0057
null
null
Sleep Analytics and Online Selective Anomaly Detection
cs.LG
We introduce a new problem, the Online Selective Anomaly Detection (OSAD), to model a specific scenario emerging from research in sleep science. Scientists have segmented sleep into several stages and stage two is characterized by two patterns (or anomalies) in the EEG time series recorded on sleep subjects. These two patterns are sleep spindle (SS) and K-complex. The OSAD problem was introduced to design a residual system, where all anomalies (known and unknown) are detected but the system only triggers an alarm when non-SS anomalies appear. The solution of the OSAD problem required us to combine techniques from both machine learning and control theory. Experiments on data from real subjects attest to the effectiveness of our approach.
Tahereh Babaie, Sanjay Chawla, Romesh Abeysuriya
null
1403.0156
null
null
Network Traffic Decomposition for Anomaly Detection
cs.LG cs.NI
In this paper we focus on the detection of network anomalies like Denial of Service (DoS) attacks and port scans in a unified manner. While there has been an extensive amount of research in network anomaly detection, current state of the art methods are only able to detect one class of anomalies at the cost of others. The key tool we will use is based on the spectral decomposition of a trajectory/hankel matrix which is able to detect deviations from both between and within correlation present in the observed network traffic data. Detailed experiments on synthetic and real network traces shows a significant improvement in detection capability over competing approaches. In the process we also address the issue of robustness of anomaly detection systems in a principled fashion.
Tahereh Babaie, Sanjay Chawla, Sebastien Ardon
null
1403.0157
null
null
Cascading Randomized Weighted Majority: A New Online Ensemble Learning Algorithm
stat.ML cs.LG
With the increasing volume of data in the world, the best approach for learning from this data is to exploit an online learning algorithm. Online ensemble methods are online algorithms which take advantage of an ensemble of classifiers to predict labels of data. Prediction with expert advice is a well-studied problem in the online ensemble learning literature. The Weighted Majority algorithm and the randomized weighted majority (RWM) are the most well-known solutions to this problem, aiming to converge to the best expert. Since among some expert, the best one does not necessarily have the minimum error in all regions of data space, defining specific regions and converging to the best expert in each of these regions will lead to a better result. In this paper, we aim to resolve this defect of RWM algorithms by proposing a novel online ensemble algorithm to the problem of prediction with expert advice. We propose a cascading version of RWM to achieve not only better experimental results but also a better error bound for sufficiently large datasets.
Mohammadzaman Zamani, Hamid Beigy, and Amirreza Shaban
null
1403.0388
null
null
Support Vector Machine Model for Currency Crisis Discrimination
cs.LG stat.ML
Support Vector Machine (SVM) is powerful classification technique based on the idea of structural risk minimization. Use of kernel function enables curse of dimensionality to be addressed. However, proper kernel function for certain problem is dependent on specific dataset and as such there is no good method on choice of kernel function. In this paper, SVM is used to build empirical models of currency crisis in Argentina. An estimation technique is developed by training model on real life data set which provides reasonably accurate model outputs and helps policy makers to identify situations in which currency crisis may happen. The third and fourth order polynomial kernel is generally best choice to achieve high generalization of classifier performance. SVM has high level of maturity with algorithms that are simple, easy to implement, tolerates curse of dimensionality and good empirical performance. The satisfactory results show that currency crisis situation is properly emulated using only small fraction of database and could be used as an evaluation tool as well as an early warning system. To the best of knowledge this is the first work on SVM approach for currency crisis evaluation of Argentina.
Arindam Chaudhuri
null
1403.0481
null
null
The Structurally Smoothed Graphlet Kernel
cs.LG
A commonly used paradigm for representing graphs is to use a vector that contains normalized frequencies of occurrence of certain motifs or sub-graphs. This vector representation can be used in a variety of applications, such as, for computing similarity between graphs. The graphlet kernel of Shervashidze et al. [32] uses induced sub-graphs of k nodes (christened as graphlets by Przulj [28]) as motifs in the vector representation, and computes the kernel via a dot product between these vectors. One can easily show that this is a valid kernel between graphs. However, such a vector representation suffers from a few drawbacks. As k becomes larger we encounter the sparsity problem; most higher order graphlets will not occur in a given graph. This leads to diagonal dominance, that is, a given graph is similar to itself but not to any other graph in the dataset. On the other hand, since lower order graphlets tend to be more numerous, using lower values of k does not provide enough discrimination ability. We propose a smoothing technique to tackle the above problems. Our method is based on a novel extension of Kneser-Ney and Pitman-Yor smoothing techniques from natural language processing to graphs. We use the relationships between lower order and higher order graphlets in order to derive our method. Consequently, our smoothing algorithm not only respects the dependency between sub-graphs but also tackles the diagonal dominance problem by distributing the probability mass across graphlets. In our experiments, the smoothed graphlet kernel outperforms graph kernels based on raw frequency counts.
Pinar Yanardag, S.V.N. Vishwanathan
null
1403.0598
null
null
Unconstrained Online Linear Learning in Hilbert Spaces: Minimax Algorithms and Normal Approximations
cs.LG
We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving, several previous results as immediate corollaries. Moreover, using our tools, we develop an algorithm that provides a regret bound of $\mathcal{O}\Big(U \sqrt{T \log(U \sqrt{T} \log^2 T +1)}\Big)$, where $U$ is the $L_2$ norm of an arbitrary comparator and both $T$ and $U$ are unknown to the player. This bound is optimal up to $\sqrt{\log \log T}$ terms. When $T$ is known, we derive an algorithm with an optimal regret bound (up to constant factors). For both the known and unknown $T$ case, a Normal approximation to the conditional value of the game proves to be the key analysis tool.
H. Brendan McMahan and Francesco Orabona
null
1403.0628
null
null
Multi-period Trading Prediction Markets with Connections to Machine Learning
cs.GT cs.LG q-fin.TR stat.ML
We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The analysis shows that the whole market effectively approaches a global objective, despite that the market is designed such that each agent only cares about its own goal. Additionally, the market dynamics provides a sensible algorithm for optimising the global objective. An intimate connection between machine learning and our markets is thus established, such that we could 1) analyse a market by applying machine learning methods to the global objective, and 2) solve machine learning problems by setting up and running certain markets.
Jinli Hu and Amos Storkey
null
1403.0648
null
null
The Hidden Convexity of Spectral Clustering
cs.LG stat.ML
In recent years, spectral clustering has become a standard method for data analysis used in a broad range of applications. In this paper we propose a new class of algorithms for multiway spectral clustering based on optimization of a certain "contrast function" over the unit sphere. These algorithms, partly inspired by certain Independent Component Analysis techniques, are simple, easy to implement and efficient. Geometrically, the proposed algorithms can be interpreted as hidden basis recovery by means of function optimization. We give a complete characterization of the contrast functions admissible for provable basis recovery. We show how these conditions can be interpreted as a "hidden convexity" of our optimization problem on the sphere; interestingly, we use efficient convex maximization rather than the more common convex minimization. We also show encouraging experimental results on real and simulated data.
James Voss, Mikhail Belkin, Luis Rademacher
null
1403.0667
null
null
Fast Prediction with SVM Models Containing RBF Kernels
stat.ML cs.LG
We present an approximation scheme for support vector machine models that use an RBF kernel. A second-order Maclaurin series approximation is used for exponentials of inner products between support vectors and test instances. The approximation is applicable to all kernel methods featuring sums of kernel evaluations and makes no assumptions regarding data normalization. The prediction speed of approximated models no longer relates to the amount of support vectors but is quadratic in terms of the number of input dimensions. If the number of input dimensions is small compared to the amount of support vectors, the approximated model is significantly faster in prediction and has a smaller memory footprint. An optimized C++ implementation was made to assess the gain in prediction speed in a set of practical tests. We additionally provide a method to verify the approximation accuracy, prior to training models or during run-time, to ensure the loss in accuracy remains acceptable and within known bounds.
Marc Claesen, Frank De Smet, Johan A.K. Suykens, Bart De Moor
null
1403.0736
null
null
EnsembleSVM: A Library for Ensemble Learning Using Support Vector Machines
stat.ML cs.LG
EnsembleSVM is a free software package containing efficient routines to perform ensemble learning with support vector machine (SVM) base models. It currently offers ensemble methods based on binary SVM models. Our implementation avoids duplicate storage and evaluation of support vectors which are shared between constituent models. Experimental results show that using ensemble approaches can drastically reduce training complexity while maintaining high predictive accuracy. The EnsembleSVM software package is freely available online at http://esat.kuleuven.be/stadius/ensemblesvm.
Marc Claesen, Frank De Smet, Johan Suykens, Bart De Moor
null
1403.0745
null
null
Multiview Hessian regularized logistic regression for action recognition
cs.CV cs.LG stat.ML
With the rapid development of social media sharing, people often need to manage the growing volume of multimedia data such as large scale video classification and annotation, especially to organize those videos containing human activities. Recently, manifold regularized semi-supervised learning (SSL), which explores the intrinsic data probability distribution and then improves the generalization ability with only a small number of labeled data, has emerged as a promising paradigm for semiautomatic video classification. In addition, human action videos often have multi-modal content and different representations. To tackle the above problems, in this paper we propose multiview Hessian regularized logistic regression (mHLR) for human action recognition. Compared with existing work, the advantages of mHLR lie in three folds: (1) mHLR combines multiple Hessian regularization, each of which obtained from a particular representation of instance, to leverage the exploring of local geometry; (2) mHLR naturally handle multi-view instances with multiple representations; (3) mHLR employs a smooth loss function and then can be effectively optimized. We carefully conduct extensive experiments on the unstructured social activity attribute (USAA) dataset and the experimental results demonstrate the effectiveness of the proposed multiview Hessian regularized logistic regression for human action recognition.
W. Liu, H. Liu, D. Tao, Y. Wang, Ke Lu
null
1403.0829
null
null
Matroid Regression
math.ST cs.DM cs.LG stat.ME stat.ML stat.TH
We propose an algebraic combinatorial method for solving large sparse linear systems of equations locally - that is, a method which can compute single evaluations of the signal without computing the whole signal. The method scales only in the sparsity of the system and not in its size, and allows to provide error estimates for any solution method. At the heart of our approach is the so-called regression matroid, a combinatorial object associated to sparsity patterns, which allows to replace inversion of the large matrix with the inversion of a kernel matrix that is constant size. We show that our method provides the best linear unbiased estimator (BLUE) for this setting and the minimum variance unbiased estimator (MVUE) under Gaussian noise assumptions, and furthermore we show that the size of the kernel matrix which is to be inverted can be traded off with accuracy.
Franz J Kir\'aly and Louis Theran
null
1403.0873
null
null
Dynamic stochastic blockmodels for time-evolving social networks
cs.SI cs.LG physics.soc-ph stat.ME
Significant efforts have gone into the development of statistical models for analyzing data in the form of networks, such as social networks. Most existing work has focused on modeling static networks, which represent either a single time snapshot or an aggregate view over time. There has been recent interest in statistical modeling of dynamic networks, which are observed at multiple points in time and offer a richer representation of many complex phenomena. In this paper, we present a state-space model for dynamic networks that extends the well-known stochastic blockmodel for static networks to the dynamic setting. We fit the model in a near-optimal manner using an extended Kalman filter (EKF) augmented with a local search. We demonstrate that the EKF-based algorithm performs competitively with a state-of-the-art algorithm based on Markov chain Monte Carlo sampling but is significantly less computationally demanding.
Kevin S. Xu and Alfred O. Hero III
10.1109/JSTSP.2014.2310294
1403.0921
null
null
On learning to localize objects with minimal supervision
cs.CV cs.LG
Learning to localize objects with minimal supervision is an important problem in computer vision, since large fully annotated datasets are extremely costly to obtain. In this paper, we propose a new method that achieves this goal with only image-level labels of whether the objects are present or not. Our approach combines a discriminative submodular cover problem for automatically discovering a set of positive object windows with a smoothed latent SVM formulation. The latter allows us to leverage efficient quasi-Newton optimization techniques. Our experiments demonstrate that the proposed approach provides a 50% relative improvement in mean average precision over the current state-of-the-art on PASCAL VOC 2007 detection.
Hyun Oh Song, Ross Girshick, Stefanie Jegelka, Julien Mairal, Zaid Harchaoui, Trevor Darrell
null
1403.1024
null
null
Estimating complex causal effects from incomplete observational data
stat.ME cs.LG math.ST stat.ML stat.TH
Despite the major advances taken in causal modeling, causality is still an unfamiliar topic for many statisticians. In this paper, it is demonstrated from the beginning to the end how causal effects can be estimated from observational data assuming that the causal structure is known. To make the problem more challenging, the causal effects are highly nonlinear and the data are missing at random. The tools used in the estimation include causal models with design, causal calculus, multiple imputation and generalized additive models. The main message is that a trained statistician can estimate causal effects by judiciously combining existing tools.
Juha Karvanen
null
1403.1124
null
null
Inducing Language Networks from Continuous Space Word Representations
cs.LG cs.CL cs.SI
Recent advancements in unsupervised feature learning have developed powerful latent representations of words. However, it is still not clear what makes one representation better than another and how we can learn the ideal representation. Understanding the structure of latent spaces attained is key to any future advancement in unsupervised learning. In this work, we introduce a new view of continuous space word representations as language networks. We explore two techniques to create language networks from learned features by inducing them for two popular word representation methods and examining the properties of their resulting networks. We find that the induced networks differ from other methods of creating language networks, and that they contain meaningful community structure.
Bryan Perozzi, Rami Al-Rfou, Vivek Kulkarni, Steven Skiena
null
1403.1252
null
null
Integer Programming Relaxations for Integrated Clustering and Outlier Detection
cs.LG
In this paper we present methods for exemplar based clustering with outlier selection based on the facility location formulation. Given a distance function and the number of outliers to be found, the methods automatically determine the number of clusters and outliers. We formulate the problem as an integer program to which we present relaxations that allow for solutions that scale to large data sets. The advantages of combining clustering and outlier selection include: (i) the resulting clusters tend to be compact and semantically coherent (ii) the clusters are more robust against data perturbations and (iii) the outliers are contextualised by the clusters and more interpretable, i.e. it is easier to distinguish between outliers which are the result of data errors from those that may be indicative of a new pattern emergent in the data. We present and contrast three relaxations to the integer program formulation: (i) a linear programming formulation (LP) (ii) an extension of affinity propagation to outlier detection (APOC) and (iii) a Lagrangian duality based formulation (LD). Evaluation on synthetic as well as real data shows the quality and scalability of these different methods.
Lionel Ott, Linsey Pang, Fabio Ramos, David Howe, Sanjay Chawla
null
1403.1329
null
null
An Extensive Repot on the Efficiency of AIS-INMACA (A Novel Integrated MACA based Clonal Classifier for Protein Coding and Promoter Region Prediction)
cs.CE cs.LG
This paper exclusively reports the efficiency of AIS-INMACA. AIS-INMACA has created good impact on solving major problems in bioinformatics like protein region identification and promoter region prediction with less time (Pokkuluri Kiran Sree, 2014). This AIS-INMACA is now came with several variations (Pokkuluri Kiran Sree, 2014) towards projecting it as a tool in bioinformatics for solving many problems in bioinformatics. So this paper will be very much useful for so many researchers who are working in the domain of bioinformatics with cellular automata.
Pokkuluri Kiran Sree, Inampudi Ramesh Babu
null
1403.1336
null
null
Deep Supervised and Convolutional Generative Stochastic Network for Protein Secondary Structure Prediction
q-bio.QM cs.CE cs.LG
Predicting protein secondary structure is a fundamental problem in protein structure prediction. Here we present a new supervised generative stochastic network (GSN) based method to predict local secondary structure with deep hierarchical representations. GSN is a recently proposed deep learning technique (Bengio & Thibodeau-Laufer, 2013) to globally train deep generative model. We present the supervised extension of GSN, which learns a Markov chain to sample from a conditional distribution, and applied it to protein structure prediction. To scale the model to full-sized, high-dimensional data, like protein sequences with hundreds of amino acids, we introduce a convolutional architecture, which allows efficient learning across multiple layers of hierarchical representations. Our architecture uniquely focuses on predicting structured low-level labels informed with both low and high-level representations learned by the model. In our application this corresponds to labeling the secondary structure state of each amino-acid residue. We trained and tested the model on separate sets of non-homologous proteins sharing less than 30% sequence identity. Our model achieves 66.4% Q8 accuracy on the CB513 dataset, better than the previously reported best performance 64.9% (Wang et al., 2011) for this challenging secondary structure prediction problem.
Jian Zhou and Olga G. Troyanskaya
null
1403.1347
null
null
Collaborative Representation for Classification, Sparse or Non-sparse?
cs.CV cs.AI cs.LG
Sparse representation based classification (SRC) has been proved to be a simple, effective and robust solution to face recognition. As it gets popular, doubts on the necessity of enforcing sparsity starts coming up, and primary experimental results showed that simply changing the $l_1$-norm based regularization to the computationally much more efficient $l_2$-norm based non-sparse version would lead to a similar or even better performance. However, that's not always the case. Given a new classification task, it's still unclear which regularization strategy (i.e., making the coefficients sparse or non-sparse) is a better choice without trying both for comparison. In this paper, we present as far as we know the first study on solving this issue, based on plenty of diverse classification experiments. We propose a scoring function for pre-selecting the regularization strategy using only the dataset size, the feature dimensionality and a discrimination score derived from a given feature representation. Moreover, we show that when dictionary learning is taking into account, non-sparse representation has a more significant superiority to sparse representation. This work is expected to enrich our understanding of sparse/non-sparse collaborative representation for classification and motivate further research activities.
Yang Wu, Vansteenberge Jarich, Masayuki Mukunoki, and Michihiko Minoh
null
1403.1353
null
null
Rate Prediction and Selection in LTE systems using Modified Source Encoding Techniques
stat.AP cs.IT cs.LG math.IT
In current wireless systems, the base-Station (eNodeB) tries to serve its user-equipment (UE) at the highest possible rate that the UE can reliably decode. The eNodeB obtains this rate information as a quantized feedback from the UE at time n and uses this, for rate selection till the next feedback is received at time n + {\delta}. The feedback received at n can become outdated before n + {\delta}, because of a) Doppler fading, and b) Change in the set of active interferers for a UE. Therefore rate prediction becomes essential. Since, the rates belong to a discrete set, we propose a discrete sequence prediction approach, wherein, frequency trees for the discrete sequences are built using source encoding algorithms like Prediction by Partial Match (PPM). Finding the optimal depth of the frequency tree used for prediction is cast as a model order selection problem. The rate sequence complexity is analysed to provide an upper bound on model order. Information-theoretic criteria are then used to solve the model order problem. Finally, two prediction algorithms are proposed, using the PPM with optimal model order and system level simulations demonstrate the improvement in packet loss and throughput due to these algorithms.
K.P. Saishankar, Sheetal Kalyani, K. Narendran
null
1403.1412
null
null
Sparse Principal Component Analysis via Rotation and Truncation
cs.LG cs.CV stat.ML
Sparse principal component analysis (sparse PCA) aims at finding a sparse basis to improve the interpretability over the dense basis of PCA, meanwhile the sparse basis should cover the data subspace as much as possible. In contrast to most of existing work which deal with the problem by adding some sparsity penalties on various objectives of PCA, in this paper, we propose a new method SPCArt, whose motivation is to find a rotation matrix and a sparse basis such that the sparse basis approximates the basis of PCA after the rotation. The algorithm of SPCArt consists of three alternating steps: rotate PCA basis, truncate small entries, and update the rotation matrix. Its performance bounds are also given. SPCArt is efficient, with each iteration scaling linearly with the data dimension. It is easy to choose parameters in SPCArt, due to its explicit physical explanations. Besides, we give a unified view to several existing sparse PCA methods and discuss the connection with SPCArt. Some ideas in SPCArt are extended to GPower, a popular sparse PCA algorithm, to overcome its drawback. Experimental results demonstrate that SPCArt achieves the state-of-the-art performance. It also achieves a good tradeoff among various criteria, including sparsity, explained variance, orthogonality, balance of sparsity among loadings, and computational speed.
Zhenfang Hu, Gang Pan, Yueming Wang, and Zhaohui Wu
null
1403.1430
null
null
Collaborative Filtering with Information-Rich and Information-Sparse Entities
stat.ML cs.IT cs.LG math.IT
In this paper, we consider a popular model for collaborative filtering in recommender systems where some users of a website rate some items, such as movies, and the goal is to recover the ratings of some or all of the unrated items of each user. In particular, we consider both the clustering model, where only users (or items) are clustered, and the co-clustering model, where both users and items are clustered, and further, we assume that some users rate many items (information-rich users) and some users rate only a few items (information-sparse users). When users (or items) are clustered, our algorithm can recover the rating matrix with $\omega(MK \log M)$ noisy entries while $MK$ entries are necessary, where $K$ is the number of clusters and $M$ is the number of items. In the case of co-clustering, we prove that $K^2$ entries are necessary for recovering the rating matrix, and our algorithm achieves this lower bound within a logarithmic factor when $K$ is sufficiently large. We compare our algorithms with a well-known algorithms called alternating minimization (AM), and a similarity score-based algorithm known as the popularity-among-friends (PAF) algorithm by applying all three to the MovieLens and Netflix data sets. Our co-clustering algorithm and AM have similar overall error rates when recovering the rating matrix, both of which are lower than the error rate under PAF. But more importantly, the error rate of our co-clustering algorithm is significantly lower than AM and PAF in the scenarios of interest in recommender systems: when recommending a few items to each user or when recommending items to users who only rated a few items (these users are the majority of the total user population). The performance difference increases even more when noise is added to the datasets.
Kai Zhu, Rui Wu, Lei Ying, R. Srikant
null
1403.1600
null
null
Statistical Structure Learning, Towards a Robust Smart Grid
cs.LG cs.SY
Robust control and maintenance of the grid relies on accurate data. Both PMUs and state estimators are prone to false data injection attacks. Thus, it is crucial to have a mechanism for fast and accurate detection of an agent maliciously tampering with the data---for both preventing attacks that may lead to blackouts, and for routine monitoring and control tasks of current and future grids. We propose a decentralized false data injection detection scheme based on Markov graph of the bus phase angles. We utilize the Conditional Covariance Test (CCT) to learn the structure of the grid. Using the DC power flow model, we show that under normal circumstances, and because of walk-summability of the grid graph, the Markov graph of the voltage angles can be determined by the power grid graph. Therefore, a discrepancy between calculated Markov graph and learned structure should trigger the alarm. Local grid topology is available online from the protection system and we exploit it to check for mismatch. Should a mismatch be detected, we use correlation anomaly score to detect the set of attacked nodes. Our method can detect the most recent stealthy deception attack on the power grid that assumes knowledge of bus-branch model of the system and is capable of deceiving the state estimator, damaging power network observatory, control, monitoring, demand response and pricing schemes. Specifically, under the stealthy deception attack, the Markov graph of phase angles changes. In addition to detect a state of attack, our method can detect the set of attacked nodes. To the best of our knowledge, our remedy is the first to comprehensively detect this sophisticated attack and it does not need additional hardware. Moreover, our detection scheme is successful no matter the size of the attacked subset. Simulation of various power networks confirms our claims.
Hanie Sedghi and Edmond Jonckheere
null
1403.1863
null
null
Counterfactual Estimation and Optimization of Click Metrics for Search Engines
cs.LG cs.AI stat.AP stat.ML
Optimizing an interactive system against a predefined online metric is particularly challenging, when the metric is computed from user feedback such as clicks and payments. The key challenge is the counterfactual nature: in the case of Web search, any change to a component of the search engine may result in a different search result page for the same query, but we normally cannot infer reliably from search log how users would react to the new result page. Consequently, it appears impossible to accurately estimate online metrics that depend on user feedback, unless the new engine is run to serve users and compared with a baseline in an A/B test. This approach, while valid and successful, is unfortunately expensive and time-consuming. In this paper, we propose to address this problem using causal inference techniques, under the contextual-bandit framework. This approach effectively allows one to run (potentially infinitely) many A/B tests offline from search log, making it possible to estimate and optimize online metrics quickly and inexpensively. Focusing on an important component in a commercial search engine, we show how these ideas can be instantiated and applied, and obtain very promising results that suggest the wide applicability of these techniques.
Lihong Li and Shunbao Chen and Jim Kleban and Ankur Gupta
null
1403.1891
null
null
Becoming More Robust to Label Noise with Classifier Diversity
stat.ML cs.AI cs.LG
It is widely known in the machine learning community that class noise can be (and often is) detrimental to inducing a model of the data. Many current approaches use a single, often biased, measurement to determine if an instance is noisy. A biased measure may work well on certain data sets, but it can also be less effective on a broader set of data sets. In this paper, we present noise identification using classifier diversity (NICD) -- a method for deriving a less biased noise measurement and integrating it into the learning process. To lessen the bias of the noise measure, NICD selects a diverse set of classifiers (based on their predictions of novel instances) to determine which instances are noisy. We examine NICD as a technique for filtering, instance weighting, and selecting the base classifiers of a voting ensemble. We compare NICD with several other noise handling techniques that do not consider classifier diversity on a set of 54 data sets and 5 learning algorithms. NICD significantly increases the classification accuracy over the other considered approaches and is effective across a broad set of data sets and learning algorithms.
Michael R. Smith and Tony Martinez
null
1403.1893
null
null
Predictive Overlapping Co-Clustering
cs.LG
In the past few years co-clustering has emerged as an important data mining tool for two way data analysis. Co-clustering is more advantageous over traditional one dimensional clustering in many ways such as, ability to find highly correlated sub-groups of rows and columns. However, one of the overlooked benefits of co-clustering is that, it can be used to extract meaningful knowledge for various other knowledge extraction purposes. For example, building predictive models with high dimensional data and heterogeneous population is a non-trivial task. Co-clusters extracted from such data, which shows similar pattern in both the dimension, can be used for a more accurate predictive model building. Several applications such as finding patient-disease cohorts in health care analysis, finding user-genre groups in recommendation systems and community detection problems can benefit from co-clustering technique that utilizes the predictive power of the data to generate co-clusters for improved data analysis. In this paper, we present the novel idea of Predictive Overlapping Co-Clustering (POCC) as an optimization problem for a more effective and improved predictive analysis. Our algorithm generates optimal co-clusters by maximizing predictive power of the co-clusters subject to the constraints on the number of row and column clusters. In this paper precision, recall and f-measure have been used as evaluation measures of the resulting co-clusters. Results of our algorithm has been compared with two other well-known techniques - K-means and Spectral co-clustering, over four real data set namely, Leukemia, Internet-Ads, Ovarian cancer and MovieLens data set. The results demonstrate the effectiveness and utility of our algorithm POCC in practice.
Chandrima Sarkar, Jaideep Srivastava
null
1403.1942
null
null
Multi-label ensemble based on variable pairwise constraint projection
cs.LG cs.CV stat.ML
Multi-label classification has attracted an increasing amount of attention in recent years. To this end, many algorithms have been developed to classify multi-label data in an effective manner. However, they usually do not consider the pairwise relations indicated by sample labels, which actually play important roles in multi-label classification. Inspired by this, we naturally extend the traditional pairwise constraints to the multi-label scenario via a flexible thresholding scheme. Moreover, to improve the generalization ability of the classifier, we adopt a boosting-like strategy to construct a multi-label ensemble from a group of base classifiers. To achieve these goals, this paper presents a novel multi-label classification framework named Variable Pairwise Constraint projection for Multi-label Ensemble (VPCME). Specifically, we take advantage of the variable pairwise constraint projection to learn a lower-dimensional data representation, which preserves the correlations between samples and labels. Thereafter, the base classifiers are trained in the new data space. For the boosting-like strategy, we employ both the variable pairwise constraints and the bootstrap steps to diversify the base classifiers. Empirical studies have shown the superiority of the proposed method in comparison with other approaches.
Ping Li and Hong Li and Min Wu
10.1016/j.ins.2012.07.066
1403.1944
null
null
Improving Performance of a Group of Classification Algorithms Using Resampling and Feature Selection
cs.LG
In recent years the importance of finding a meaningful pattern from huge datasets has become more challenging. Data miners try to adopt innovative methods to face this problem by applying feature selection methods. In this paper we propose a new hybrid method in which we use a combination of resampling, filtering the sample domain and wrapper subset evaluation method with genetic search to reduce dimensions of Lung-Cancer dataset that we received from UCI Repository of Machine Learning databases. Finally, we apply some well- known classification algorithms (Na\"ive Bayes, Logistic, Multilayer Perceptron, Best First Decision Tree and JRIP) to the resulting dataset and compare the results and prediction rates before and after the application of our feature selection method on that dataset. The results show a substantial progress in the average performance of five classification algorithms simultaneously and the classification error for these classifiers decreases considerably. The experiments also show that this method outperforms other feature selection methods with a lower cost.
Mehdi Naseriparsa, Amir-masoud Bidgoli, Touraj Varaee
null
1403.1946
null
null
Combination of PCA with SMOTE Resampling to Boost the Prediction Rate in Lung Cancer Dataset
cs.LG cs.CE
Classification algorithms are unable to make reliable models on the datasets with huge sizes. These datasets contain many irrelevant and redundant features that mislead the classifiers. Furthermore, many huge datasets have imbalanced class distribution which leads to bias over majority class in the classification process. In this paper combination of unsupervised dimensionality reduction methods with resampling is proposed and the results are tested on Lung-Cancer dataset. In the first step PCA is applied on Lung-Cancer dataset to compact the dataset and eliminate irrelevant features and in the second step SMOTE resampling is carried out to balance the class distribution and increase the variety of sample domain. Finally, Naive Bayes classifier is applied on the resulting dataset and the results are compared and evaluation metrics are calculated. The experiments show the effectiveness of the proposed method across four evaluation metrics: Overall accuracy, False Positive Rate, Precision, Recall.
Mehdi Naseriparsa, Mohammad Mansour Riahi Kashani
10.5120/13376-0987
1403.1949
null
null
Categorization Axioms for Clustering Results
cs.LG
Cluster analysis has attracted more and more attention in the field of machine learning and data mining. Numerous clustering algorithms have been proposed and are being developed due to diverse theories and various requirements of emerging applications. Therefore, it is very worth establishing an unified axiomatic framework for data clustering. In the literature, it is an open problem and has been proved very challenging. In this paper, clustering results are axiomatized by assuming that an proper clustering result should satisfy categorization axioms. The proposed axioms not only introduce classification of clustering results and inequalities of clustering results, but also are consistent with prototype theory and exemplar theory of categorization models in cognitive science. Moreover, the proposed axioms lead to three principles of designing clustering algorithm and cluster validity index, which follow many popular clustering algorithms and cluster validity indices.
Jian Yu, Zongben Xu
null
1403.2065
null
null
Sublinear Models for Graphs
cs.LG cs.CV
This contribution extends linear models for feature vectors to sublinear models for graphs and analyzes their properties. The results are (i) a geometric interpretation of sublinear classifiers, (ii) a generic learning rule based on the principle of empirical risk minimization, (iii) a convergence theorem for the margin perceptron in the sublinearly separable case, and (iv) the VC-dimension of sublinear functions. Empirical results on graph data show that sublinear models on graphs have similar properties as linear models for feature vectors.
Brijnesh J. Jain
null
1403.2295
null
null
A Hybrid Feature Selection Method to Improve Performance of a Group of Classification Algorithms
cs.LG
In this paper a hybrid feature selection method is proposed which takes advantages of wrapper subset evaluation with a lower cost and improves the performance of a group of classifiers. The method uses combination of sample domain filtering and resampling to refine the sample domain and two feature subset evaluation methods to select reliable features. This method utilizes both feature space and sample domain in two phases. The first phase filters and resamples the sample domain and the second phase adopts a hybrid procedure by information gain, wrapper subset evaluation and genetic search to find the optimal feature space. Experiments carried out on different types of datasets from UCI Repository of Machine Learning databases and the results show a rise in the average performance of five classifiers (Naive Bayes, Logistic, Multilayer Perceptron, Best First Decision Tree and JRIP) simultaneously and the classification error for these classifiers decreases considerably. The experiments also show that this method outperforms other feature selection methods with a lower cost.
Mehdi Naseriparsa, Amir-Masoud Bidgoli, Touraj Varaee
10.5120/12065-8172
1403.2372
null
null
Generalised Mixability, Constant Regret, and Bayesian Updating
cs.LG stat.ML
Mixability of a loss is known to characterise when constant regret bounds are achievable in games of prediction with expert advice through the use of Vovk's aggregating algorithm. We provide a new interpretation of mixability via convex analysis that highlights the role of the Kullback-Leibler divergence in its definition. This naturally generalises to what we call $\Phi$-mixability where the Bregman divergence $D_\Phi$ replaces the KL divergence. We prove that losses that are $\Phi$-mixable also enjoy constant regret bounds via a generalised aggregating algorithm that is similar to mirror descent.
Mark D. Reid and Rafael M. Frongillo and Robert C. Williamson
null
1403.2433
null
null
Transfer Learning across Networks for Collective Classification
cs.LG cs.SI
This paper addresses the problem of transferring useful knowledge from a source network to predict node labels in a newly formed target network. While existing transfer learning research has primarily focused on vector-based data, in which the instances are assumed to be independent and identically distributed, how to effectively transfer knowledge across different information networks has not been well studied, mainly because networks may have their distinct node features and link relationships between nodes. In this paper, we propose a new transfer learning algorithm that attempts to transfer common latent structure features across the source and target networks. The proposed algorithm discovers these latent features by constructing label propagation matrices in the source and target networks, and mapping them into a shared latent feature space. The latent features capture common structure patterns shared by two networks, and serve as domain-independent features to be transferred between networks. Together with domain-dependent node features, we thereafter propose an iterative classification algorithm that leverages label correlations to predict node labels in the target network. Experiments on real-world networks demonstrate that our proposed algorithm can successfully achieve knowledge transfer between networks to help improve the accuracy of classifying nodes in the target network.
Meng Fang, Jie Yin, Xingquan Zhu
10.1109/ICDM.2013.116
1403.2484
null
null
Optimal interval clustering: Application to Bregman clustering and statistical mixture learning
cs.IT cs.LG math.IT
We present a generic dynamic programming method to compute the optimal clustering of $n$ scalar elements into $k$ pairwise disjoint intervals. This case includes 1D Euclidean $k$-means, $k$-medoids, $k$-medians, $k$-centers, etc. We extend the method to incorporate cluster size constraints and show how to choose the appropriate $k$ by model selection. Finally, we illustrate and refine the method on two case studies: Bregman clustering and statistical mixture learning maximizing the complete likelihood.
Frank Nielsen and Richard Nock
null
1403.2485
null
null
Flying Insect Classification with Inexpensive Sensors
cs.LG cs.CE
The ability to use inexpensive, noninvasive sensors to accurately classify flying insects would have significant implications for entomological research, and allow for the development of many useful applications in vector control for both medical and agricultural entomology. Given this, the last sixty years have seen many research efforts on this task. To date, however, none of this research has had a lasting impact. In this work, we explain this lack of progress. We attribute the stagnation on this problem to several factors, including the use of acoustic sensing devices, the over-reliance on the single feature of wingbeat frequency, and the attempts to learn complex models with relatively little data. In contrast, we show that pseudo-acoustic optical sensors can produce vastly superior data, that we can exploit additional features, both intrinsic and extrinsic to the insect's flight behavior, and that a Bayesian classification approach allows us to efficiently learn classification models that are very robust to over-fitting. We demonstrate our findings with large scale experiments that dwarf all previous works combined, as measured by the number of insects and the number of species considered.
Yanping Chen, Adena Why, Gustavo Batista, Agenor Mafra-Neto, Eamonn Keogh
null
1403.2654
null
null
Robust and Scalable Bayes via a Median of Subset Posterior Measures
math.ST cs.DC cs.LG stat.TH
We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups, evaluating the posterior distribution given each independent subgroup, and then combining the resulting measures. The main novelty of our approach is the proposed aggregation step, which is based on the evaluation of a median in the space of probability measures equipped with a suitable collection of distances that can be quickly and efficiently evaluated in practice. We present both theoretical and numerical evidence illustrating the improvements achieved by our method.
Stanislav Minsker, Sanvesh Srivastava, Lizhen Lin and David B. Dunson
null
1403.2660
null
null
Learning Deep Face Representation
cs.CV cs.LG
Face representation is a crucial step of face recognition systems. An optimal face representation should be discriminative, robust, compact, and very easy-to-implement. While numerous hand-crafted and learning-based representations have been proposed, considerable room for improvement is still present. In this paper, we present a very easy-to-implement deep learning framework for face representation. Our method bases on a new structure of deep network (called Pyramid CNN). The proposed Pyramid CNN adopts a greedy-filter-and-down-sample operation, which enables the training procedure to be very fast and computation-efficient. In addition, the structure of Pyramid CNN can naturally incorporate feature sharing across multi-scale face representations, increasing the discriminative ability of resulting representation. Our basic network is capable of achieving high recognition accuracy ($85.8\%$ on LFW benchmark) with only 8 dimension representation. When extended to feature-sharing Pyramid CNN, our system achieves the state-of-the-art performance ($97.3\%$) on LFW benchmark. We also introduce a new benchmark of realistic face images on social network and validate our proposed representation has a good ability of generalization.
Haoqiang Fan, Zhimin Cao, Yuning Jiang, Qi Yin, Chinchilla Doudou
null
1403.2802
null
null
A survey of dimensionality reduction techniques
stat.ML cs.LG q-bio.QM
Experimental life sciences like biology or chemistry have seen in the recent decades an explosion of the data available from experiments. Laboratory instruments become more and more complex and report hundreds or thousands measurements for a single experiment and therefore the statistical methods face challenging tasks when dealing with such high dimensional data. However, much of the data is highly redundant and can be efficiently brought down to a much smaller number of variables without a significant loss of information. The mathematical procedures making possible this reduction are called dimensionality reduction techniques; they have widely been developed by fields like Statistics or Machine Learning, and are currently a hot research topic. In this review we categorize the plethora of dimension reduction techniques available and give the mathematical insight behind them.
C.O.S. Sorzano, J. Vargas, A. Pascual Montano
null
1403.2877
null
null
Cancer Prognosis Prediction Using Balanced Stratified Sampling
cs.LG
High accuracy in cancer prediction is important to improve the quality of the treatment and to improve the rate of survivability of patients. As the data volume is increasing rapidly in the healthcare research, the analytical challenge exists in double. The use of effective sampling technique in classification algorithms always yields good prediction accuracy. The SEER public use cancer database provides various prominent class labels for prognosis prediction. The main objective of this paper is to find the effect of sampling techniques in classifying the prognosis variable and propose an ideal sampling method based on the outcome of the experimentation. In the first phase of this work the traditional random sampling and stratified sampling techniques have been used. At the next level the balanced stratified sampling with variations as per the choice of the prognosis class labels have been tested. Much of the initial time has been focused on performing the pre_processing of the SEER data set. The classification model for experimentation has been built using the breast cancer, respiratory cancer and mixed cancer data sets with three traditional classifiers namely Decision Tree, Naive Bayes and K-Nearest Neighbor. The three prognosis factors survival, stage and metastasis have been used as class labels for experimental comparisons. The results shows a steady increase in the prediction accuracy of balanced stratified model as the sample size increases, but the traditional approach fluctuates before the optimum results.
J S Saleema, N Bhagawathi, S Monica, P Deepa Shenoy, K R Venugopal and L M Patnaik
10.5121/ijscai.2014.3102
1403.2950
null
null
Statistical Decision Making for Optimal Budget Allocation in Crowd Labeling
cs.LG math.OC stat.ML
In crowd labeling, a large amount of unlabeled data instances are outsourced to a crowd of workers. Workers will be paid for each label they provide, but the labeling requester usually has only a limited amount of the budget. Since data instances have different levels of labeling difficulty and workers have different reliability, it is desirable to have an optimal policy to allocate the budget among all instance-worker pairs such that the overall labeling accuracy is maximized. We consider categorical labeling tasks and formulate the budget allocation problem as a Bayesian Markov decision process (MDP), which simultaneously conducts learning and decision making. Using the dynamic programming (DP) recurrence, one can obtain the optimal allocation policy. However, DP quickly becomes computationally intractable when the size of the problem increases. To solve this challenge, we propose a computationally efficient approximate policy, called optimistic knowledge gradient policy. Our MDP is a quite general framework, which applies to both pull crowdsourcing marketplaces with homogeneous workers and push marketplaces with heterogeneous workers. It can also incorporate the contextual information of instances when they are available. The experiments on both simulated and real data show that the proposed policy achieves a higher labeling accuracy than other existing policies at the same budget level.
Xi Chen, Qihang Lin, Dengyong Zhou
null
1403.3080
null
null
Sparse Recovery with Linear and Nonlinear Observations: Dependent and Noisy Data
cs.IT cs.LG math.IT math.ST stat.TH
We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted to linear models or specific distributions. We state non-asymptotic bounds on recovery probability and a tight mutual information formula for sample complexity. We evaluate our bounds for applications such as sparse linear regression and explicitly characterize effects of correlation or noisy features on recovery performance. We show improvements upon previous work and identify gaps between the performance of recovery algorithms and fundamental information.
Cem Aksoylar and Venkatesh Saligrama
null
1403.3109
null
null
The Potential Benefits of Filtering Versus Hyper-Parameter Optimization
stat.ML cs.LG
The quality of an induced model by a learning algorithm is dependent on the quality of the training data and the hyper-parameters supplied to the learning algorithm. Prior work has shown that improving the quality of the training data (i.e., by removing low quality instances) or tuning the learning algorithm hyper-parameters can significantly improve the quality of an induced model. A comparison of the two methods is lacking though. In this paper, we estimate and compare the potential benefits of filtering and hyper-parameter optimization. Estimating the potential benefit gives an overly optimistic estimate but also empirically demonstrates an approximation of the maximum potential benefit of each method. We find that, while both significantly improve the induced model, improving the quality of the training set has a greater potential effect than hyper-parameter optimization.
Michael R. Smith and Tony Martinez and Christophe Giraud-Carrier
null
1403.3342
null
null
Spectral Correlation Hub Screening of Multivariate Time Series
stat.OT cs.LG stat.AP
This chapter discusses correlation analysis of stationary multivariate Gaussian time series in the spectral or Fourier domain. The goal is to identify the hub time series, i.e., those that are highly correlated with a specified number of other time series. We show that Fourier components of the time series at different frequencies are asymptotically statistically independent. This property permits independent correlation analysis at each frequency, alleviating the computational and statistical challenges of high-dimensional time series. To detect correlation hubs at each frequency, an existing correlation screening method is extended to the complex numbers to accommodate complex-valued Fourier components. We characterize the number of hub discoveries at specified correlation and degree thresholds in the regime of increasing dimension and fixed sample size. The theory specifies appropriate thresholds to apply to sample correlation matrices to detect hubs and also allows statistical significance to be attributed to hub discoveries. Numerical results illustrate the accuracy of the theory and the usefulness of the proposed spectral framework.
Hamed Firouzi, Dennis Wei, Alfred O. Hero III
null
1403.3371
null
null
Box Drawings for Learning with Imbalanced Data
stat.ML cs.LG
The vast majority of real world classification problems are imbalanced, meaning there are far fewer data from the class of interest (the positive class) than from other classes. We propose two machine learning algorithms to handle highly imbalanced classification problems. The classifiers constructed by both methods are created as unions of parallel axis rectangles around the positive examples, and thus have the benefit of being interpretable. The first algorithm uses mixed integer programming to optimize a weighted balance between positive and negative class accuracies. Regularization is introduced to improve generalization performance. The second method uses an approximation in order to assist with scalability. Specifically, it follows a \textit{characterize then discriminate} approach, where the positive class is characterized first by boxes, and then each box boundary becomes a separate discriminative classifier. This method has the computational advantages that it can be easily parallelized, and considers only the relevant regions of feature space.
Siong Thye Goh, Cynthia Rudin
null
1403.3378
null
null
Scalable and Robust Construction of Topical Hierarchies
cs.LG cs.CL cs.DB cs.IR
Automated generation of high-quality topical hierarchies for a text collection is a dream problem in knowledge engineering with many valuable applications. In this paper a scalable and robust algorithm is proposed for constructing a hierarchy of topics from a text collection. We divide and conquer the problem using a top-down recursive framework, based on a tensor orthogonal decomposition technique. We solve a critical challenge to perform scalable inference for our newly designed hierarchical topic model. Experiments with various real-world datasets illustrate its ability to generate robust, high-quality hierarchies efficiently. Our method reduces the time of construction by several orders of magnitude, and its robust feature renders it possible for users to interactively revise the hierarchy.
Chi Wang, Xueqing Liu, Yanglei Song, Jiawei Han
null
1403.3460
null
null
A Survey of Algorithms and Analysis for Adaptive Online Learning
cs.LG
We present tools for the analysis of Follow-The-Regularized-Leader (FTRL), Dual Averaging, and Mirror Descent algorithms when the regularizer (equivalently, prox-function or learning rate schedule) is chosen adaptively based on the data. Adaptivity can be used to prove regret bounds that hold on every round, and also allows for data-dependent regret bounds as in AdaGrad-style algorithms (e.g., Online Gradient Descent with adaptive per-coordinate learning rates). We present results from a large number of prior works in a unified manner, using a modular and tight analysis that isolates the key arguments in easily re-usable lemmas. This approach strengthens pre-viously known FTRL analysis techniques to produce bounds as tight as those achieved by potential functions or primal-dual analysis. Further, we prove a general and exact equivalence between an arbitrary adaptive Mirror Descent algorithm and a correspond- ing FTRL update, which allows us to analyze any Mirror Descent algorithm in the same framework. The key to bridging the gap between Dual Averaging and Mirror Descent algorithms lies in an analysis of the FTRL-Proximal algorithm family. Our regret bounds are proved in the most general form, holding for arbitrary norms and non-smooth regularizers with time-varying weight.
H. Brendan McMahan
null
1403.3465
null
null
Making Risk Minimization Tolerant to Label Noise
cs.LG
In many applications, the training data, from which one needs to learn a classifier, is corrupted with label noise. Many standard algorithms such as SVM perform poorly in presence of label noise. In this paper we investigate the robustness of risk minimization to label noise. We prove a sufficient condition on a loss function for the risk minimization under that loss to be tolerant to uniform label noise. We show that the $0-1$ loss, sigmoid loss, ramp loss and probit loss satisfy this condition though none of the standard convex loss functions satisfy it. We also prove that, by choosing a sufficiently large value of a parameter in the loss function, the sigmoid loss, ramp loss and probit loss can be made tolerant to non-uniform label noise also if we can assume the classes to be separable under noise-free data distribution. Through extensive empirical studies, we show that risk minimization under the $0-1$ loss, the sigmoid loss and the ramp loss has much better robustness to label noise when compared to the SVM algorithm.
Aritra Ghosh, Naresh Manwani and P. S. Sastry
10.1016/j.neucom.2014.09.081
1403.3610
null
null
Mixed-norm Regularization for Brain Decoding
cs.LG
This work investigates the use of mixed-norm regularization for sensor selection in Event-Related Potential (ERP) based Brain-Computer Interfaces (BCI). The classification problem is cast as a discriminative optimization framework where sensor selection is induced through the use of mixed-norms. This framework is extended to the multi-task learning situation where several similar classification tasks related to different subjects are learned simultaneously. In this case, multi-task learning helps in leveraging data scarcity issue yielding to more robust classifiers. For this purpose, we have introduced a regularizer that induces both sensor selection and classifier similarities. The different regularization approaches are compared on three ERP datasets showing the interest of mixed-norm regularization in terms of sensor selection. The multi-task approaches are evaluated when a small number of learning examples are available yielding to significant performance improvements especially for subjects performing poorly.
R\'emi Flamary (LAGRANGE), Nisrine Jrad (GIPSA-lab), Ronald Phlypo (GIPSA-lab), Marco Congedo (GIPSA-lab), Alain Rakotomamonjy (LITIS)
null
1403.3628
null
null
Learning the Latent State Space of Time-Varying Graphs
cs.SI cs.LG physics.soc-ph stat.ML
From social networks to Internet applications, a wide variety of electronic communication tools are producing streams of graph data; where the nodes represent users and the edges represent the contacts between them over time. This has led to an increased interest in mechanisms to model the dynamic structure of time-varying graphs. In this work, we develop a framework for learning the latent state space of a time-varying email graph. We show how the framework can be used to find subsequences that correspond to global real-time events in the Email graph (e.g. vacations, breaks, ...etc.). These events impact the underlying graph process to make its characteristics non-stationary. Within the framework, we compare two different representations of the temporal relationships; discrete vs. probabilistic. We use the two representations as inputs to a mixture model to learn the latent state transitions that correspond to important changes in the Email graph structure over time.
Nesreen K. Ahmed, Christopher Cole, Jennifer Neville
null
1403.3707
null
null
Near-optimal Reinforcement Learning in Factored MDPs
stat.ML cs.LG
Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action spaces. This implies $T = \Omega(SA)$ time to guarantee a near-optimal policy. In many settings of practical interest, due to the curse of dimensionality, $S$ and $A$ can be so enormous that this learning time is unacceptable. We establish that, if the system is known to be a \emph{factored} MDP, it is possible to achieve regret that scales polynomially in the number of \emph{parameters} encoding the factored MDP, which may be exponentially smaller than $S$ or $A$. We provide two algorithms that satisfy near-optimal regret bounds in this context: posterior sampling reinforcement learning (PSRL) and an upper confidence bound algorithm (UCRL-Factored).
Ian Osband, Benjamin Van Roy
null
1403.3741
null
null
Multi-task Feature Selection based Anomaly Detection
stat.ML cs.LG
Network anomaly detection is still a vibrant research area. As the fast growth of network bandwidth and the tremendous traffic on the network, there arises an extremely challengeable question: How to efficiently and accurately detect the anomaly on multiple traffic? In multi-task learning, the traffic consisting of flows at different time periods is considered as a task. Multiple tasks at different time periods performed simultaneously to detect anomalies. In this paper, we apply the multi-task feature selection in network anomaly detection area which provides a powerful method to gather information from multiple traffic and detect anomalies on it simultaneously. In particular, the multi-task feature selection includes the well-known l1-norm based feature selection as a special case given only one task. Moreover, we show that the multi-task feature selection is more accurate by utilizing more information simultaneously than the l1-norm based method. At the evaluation stage, we preprocess the raw data trace from trans-Pacific backbone link between Japan and the United States, label with anomaly communities, and generate a 248-feature dataset. We show empirically that the multi-task feature selection outperforms independent l1-norm based feature selection on real traffic dataset.
Longqi Yang, Yibing Wang, Zhisong Pan and Guyu Hu
null
1403.4017
null
null
Learning Negative Mixture Models by Tensor Decompositions
cs.LG
This work considers the problem of estimating the parameters of negative mixture models, i.e. mixture models that possibly involve negative weights. The contributions of this paper are as follows. (i) We show that every rational probability distributions on strings, a representation which occurs naturally in spectral learning, can be computed by a negative mixture of at most two probabilistic automata (or HMMs). (ii) We propose a method to estimate the parameters of negative mixture models having a specific tensor structure in their low order observable moments. Building upon a recent paper on tensor decompositions for learning latent variable models, we extend this work to the broader setting of tensors having a symmetric decomposition with positive and negative weights. We introduce a generalization of the tensor power method for complex valued tensors, and establish theoretical convergence guarantees. (iii) We show how our approach applies to negative Gaussian mixture models, for which we provide some experiments.
Guillaume Rabusseau and Fran\c{c}ois Denis
null
1403.4224
null
null
Balancing Sparsity and Rank Constraints in Quadratic Basis Pursuit
cs.NA cs.LG
We investigate the methods that simultaneously enforce sparsity and low-rank structure in a matrix as often employed for sparse phase retrieval problems or phase calibration problems in compressive sensing. We propose a new approach for analyzing the trade off between the sparsity and low rank constraints in these approaches which not only helps to provide guidelines to adjust the weights between the aforementioned constraints, but also enables new simulation strategies for evaluating performance. We then provide simulation results for phase retrieval and phase calibration cases both to demonstrate the consistency of the proposed method with other approaches and to evaluate the change of performance with different weights for the sparsity and low rank structure constraints.
Cagdas Bilen (INRIA - IRISA), Gilles Puy, R\'emi Gribonval (INRIA - IRISA), Laurent Daudet
null
1403.4267
null
null
Spectral Clustering with Jensen-type kernels and their multi-point extensions
cs.LG
Motivated by multi-distribution divergences, which originate in information theory, we propose a notion of `multi-point' kernels, and study their applications. We study a class of kernels based on Jensen type divergences and show that these can be extended to measure similarity among multiple points. We study tensor flattening methods and develop a multi-point (kernel) spectral clustering (MSC) method. We further emphasize on a special case of the proposed kernels, which is a multi-point extension of the linear (dot-product) kernel and show the existence of cubic time tensor flattening algorithm in this case. Finally, we illustrate the usefulness of our contributions using standard data sets and image segmentation tasks.
Debarghya Ghoshdastidar, Ambedkar Dukkipati, Ajay P. Adsul, Aparna S. Vijayan
10.1109/CVPR.2014.191
1403.4378
null
null
Simultaneous Perturbation Algorithms for Batch Off-Policy Search
math.OC cs.LG
We propose novel policy search algorithms in the context of off-policy, batch mode reinforcement learning (RL) with continuous state and action spaces. Given a batch collection of trajectories, we perform off-line policy evaluation using an algorithm similar to that by [Fonteneau et al., 2010]. Using this Monte-Carlo like policy evaluator, we perform policy search in a class of parameterized policies. We propose both first order policy gradient and second order policy Newton algorithms. All our algorithms incorporate simultaneous perturbation estimates for the gradient as well as the Hessian of the cost-to-go vector, since the latter is unknown and only biased estimates are available. We demonstrate their practicality on a simple 1-dimensional continuous state space problem.
Raphael Fonteneau and L.A. Prashanth
null
1403.4514
null
null
Similarity networks for classification: a case study in the Horse Colic problem
cs.LG cs.NE
This paper develops a two-layer neural network in which the neuron model computes a user-defined similarity function between inputs and weights. The neuron transfer function is formed by composition of an adapted logistic function with the mean of the partial input-weight similarities. The resulting neuron model is capable of dealing directly with variables of potentially different nature (continuous, fuzzy, ordinal, categorical). There is also provision for missing values. The network is trained using a two-stage procedure very similar to that used to train a radial basis function (RBF) neural network. The network is compared to two types of RBF networks in a non-trivial dataset: the Horse Colic problem, taken as a case study and analyzed in detail.
Llu\'is Belanche and Jer\'onimo Hern\'andez
null
1403.4540
null
null
A Split-and-Merge Dictionary Learning Algorithm for Sparse Representation
cs.LG stat.ML
In big data image/video analytics, we encounter the problem of learning an overcomplete dictionary for sparse representation from a large training dataset, which can not be processed at once because of storage and computational constraints. To tackle the problem of dictionary learning in such scenarios, we propose an algorithm for parallel dictionary learning. The fundamental idea behind the algorithm is to learn a sparse representation in two phases. In the first phase, the whole training dataset is partitioned into small non-overlapping subsets, and a dictionary is trained independently on each small database. In the second phase, the dictionaries are merged to form a global dictionary. We show that the proposed algorithm is efficient in its usage of memory and computational complexity, and performs on par with the standard learning strategy operating on the entire data at a time. As an application, we consider the problem of image denoising. We present a comparative analysis of our algorithm with the standard learning techniques, that use the entire database at a time, in terms of training and denoising performance. We observe that the split-and-merge algorithm results in a remarkable reduction of training time, without significantly affecting the denoising performance.
Subhadip Mukherjee and Chandra Sekhar Seelamantula
null
1403.4781
null
null
Universal and Distinct Properties of Communication Dynamics: How to Generate Realistic Inter-event Times
cs.SI cs.LG physics.soc-ph
With the advancement of information systems, means of communications are becoming cheaper, faster and more available. Today, millions of people carrying smart-phones or tablets are able to communicate at practically any time and anywhere they want. Among others, they can access their e-mails, comment on weblogs, watch and post comments on videos, make phone calls or text messages almost ubiquitously. Given this scenario, in this paper we tackle a fundamental aspect of this new era of communication: how the time intervals between communication events behave for different technologies and means of communications? Are there universal patterns for the inter-event time distribution (IED)? In which ways inter-event times behave differently among particular technologies? To answer these questions, we analyze eight different datasets from real and modern communication data and we found four well defined patterns that are seen in all the eight datasets. Moreover, we propose the use of the Self-Feeding Process (SFP) to generate inter-event times between communications. The SFP is extremely parsimonious point process that requires at most two parameters and is able to generate inter-event times with all the universal properties we observed in the data. We show the potential application of SFP by proposing a framework to generate a synthetic dataset containing realistic communication events of any one of the analyzed means of communications (e.g. phone calls, e-mails, comments on blogs) and an algorithm to detect anomalies.
Pedro O.S. Vaz de Melo, Christos Faloutsos, Renato Assun\c{c}\~ao, Rodrigo Alves and Antonio A.F. Loureiro
10.1145/2700399
1403.4997
null
null
Network-based Isoform Quantification with RNA-Seq Data for Cancer Transcriptome Analysis
cs.CE cs.AI cs.LG
High-throughput mRNA sequencing (RNA-Seq) is widely used for transcript quantification of gene isoforms. Since RNA-Seq data alone is often not sufficient to accurately identify the read origins from the isoforms for quantification, we propose to explore protein domain-domain interactions as prior knowledge for integrative analysis with RNA-seq data. We introduce a Network-based method for RNA-Seq-based Transcript Quantification (Net-RSTQ) to integrate protein domain-domain interaction network with short read alignments for transcript abundance estimation. Based on our observation that the abundances of the neighboring isoforms by domain-domain interactions in the network are positively correlated, Net-RSTQ models the expression of the neighboring transcripts as Dirichlet priors on the likelihood of the observed read alignments against the transcripts in one gene. The transcript abundances of all the genes are then jointly estimated with alternating optimization of multiple EM problems. In simulation Net-RSTQ effectively improved isoform transcript quantifications when isoform co-expressions correlate with their interactions. qRT-PCR results on 25 multi-isoform genes in a stem cell line, an ovarian cancer cell line, and a breast cancer cell line also showed that Net-RSTQ estimated more consistent isoform proportions with RNA-Seq data. In the experiments on the RNA-Seq data in The Cancer Genome Atlas (TCGA), the transcript abundances estimated by Net-RSTQ are more informative for patient sample classification of ovarian cancer, breast cancer and lung cancer. All experimental results collectively support that Net-RSTQ is a promising approach for isoform quantification.
Wei Zhang, Jae-Woong Chang, Lilong Lin, Kay Minn, Baolin Wu, Jeremy Chien, Jeongsik Yong, Hui Zheng, Rui Kuang
10.1371/journal.pcbi.1004465
1403.5029
null
null
Matroid Bandits: Fast Combinatorial Optimization with Learning
cs.LG cs.AI cs.SY stat.ML
A matroid is a notion of independence in combinatorial optimization which is closely related to computational efficiency. In particular, it is well known that the maximum of a constrained modular function can be found greedily if and only if the constraints are associated with a matroid. In this paper, we bring together the ideas of bandits and matroids, and propose a new class of combinatorial bandits, matroid bandits. The objective in these problems is to learn how to maximize a modular function on a matroid. This function is stochastic and initially unknown. We propose a practical algorithm for solving our problem, Optimistic Matroid Maximization (OMM); and prove two upper bounds, gap-dependent and gap-free, on its regret. Both bounds are sublinear in time and at most linear in all other quantities of interest. The gap-dependent upper bound is tight and we prove a matching lower bound on a partition matroid bandit. Finally, we evaluate our method on three real-world problems and show that it is practical.
Branislav Kveton, Zheng Wen, Azin Ashkan, Hoda Eydgahi, Brian Eriksson
null
1403.5045
null
null
Unconfused Ultraconservative Multiclass Algorithms
cs.LG
We tackle the problem of learning linear classifiers from noisy datasets in a multiclass setting. The two-class version of this problem was studied a few years ago by, e.g. Bylander (1994) and Blum et al. (1996): in these contributions, the proposed approaches to fight the noise revolve around a Perceptron learning scheme fed with peculiar examples computed through a weighted average of points from the noisy training set. We propose to build upon these approaches and we introduce a new algorithm called UMA (for Unconfused Multiclass additive Algorithm) which may be seen as a generalization to the multiclass setting of the previous approaches. In order to characterize the noise we use the confusion matrix as a multiclass extension of the classification noise studied in the aforementioned literature. Theoretically well-founded, UMA furthermore displays very good empirical noise robustness, as evidenced by numerical simulations conducted on both synthetic and real data. Keywords: Multiclass classification, Perceptron, Noisy labels, Confusion Matrix
Ugo Louche (LIF), Liva Ralaivola (LIF)
null
1403.5115
null
null
Online Local Learning via Semidefinite Programming
cs.LG
In many online learning problems we are interested in predicting local information about some universe of items. For example, we may want to know whether two items are in the same cluster rather than computing an assignment of items to clusters; we may want to know which of two teams will win a game rather than computing a ranking of teams. Although finding the optimal clustering or ranking is typically intractable, it may be possible to predict the relationships between items as well as if you could solve the global optimization problem exactly. Formally, we consider an online learning problem in which a learner repeatedly guesses a pair of labels (l(x), l(y)) and receives an adversarial payoff depending on those labels. The learner's goal is to receive a payoff nearly as good as the best fixed labeling of the items. We show that a simple algorithm based on semidefinite programming can obtain asymptotically optimal regret in the case where the number of possible labels is O(1), resolving an open problem posed by Hazan, Kale, and Shalev-Schwartz. Our main technical contribution is a novel use and analysis of the log determinant regularizer, exploiting the observation that log det(A + I) upper bounds the entropy of any distribution with covariance matrix A.
Paul Christiano
null
1403.5287
null
null
An Information-Theoretic Analysis of Thompson Sampling
cs.LG
We provide an information-theoretic analysis of Thompson sampling that applies across a broad range of online optimization problems in which a decision-maker must learn from partial feedback. This analysis inherits the simplicity and elegance of information theory and leads to regret bounds that scale with the entropy of the optimal-action distribution. This strengthens preexisting results and yields new insight into how information improves performance.
Daniel Russo, Benjamin Van Roy
null
1403.5341
null
null
Using n-grams models for visual semantic place recognition
stat.ML cs.CV cs.LG
The aim of this paper is to present a new method for visual place recognition. Our system combines global image characterization and visual words, which allows to use efficient Bayesian filtering methods to integrate several images. More precisely, we extend the classical HMM model with techniques inspired by the field of Natural Language Processing. This paper presents our system and the Bayesian filtering algorithm. The performance of our system and the influence of the main parameters are evaluated on a standard database. The discussion highlights the interest of using such models and proposes improvements.
Mathieu Dubois (LIMSI), Frenoux Emmanuelle (LIMSI), Philippe Tarroux (LIMSI)
null
1403.5370
null
null
Missing Data Prediction and Classification: The Use of Auto-Associative Neural Networks and Optimization Algorithms
cs.NE cs.LG
This paper presents methods which are aimed at finding approximations to missing data in a dataset by using optimization algorithms to optimize the network parameters after which prediction and classification tasks can be performed. The optimization methods that are considered are genetic algorithm (GA), simulated annealing (SA), particle swarm optimization (PSO), random forest (RF) and negative selection (NS) and these methods are individually used in combination with auto-associative neural networks (AANN) for missing data estimation and the results obtained are compared. The methods suggested use the optimization algorithms to minimize an error function derived from training the auto-associative neural network during which the interrelationships between the inputs and the outputs are obtained and stored in the weights connecting the different layers of the network. The error function is expressed as the square of the difference between the actual observations and predicted values from an auto-associative neural network. In the event of missing data, all the values of the actual observations are not known hence, the error function is decomposed to depend on the known and unknown variable values. Multi-layer perceptron (MLP) neural network is employed to train the neural networks using the scaled conjugate gradient (SCG) method. Prediction accuracy is determined by mean squared error (MSE), root mean squared error (RMSE), mean absolute error (MAE), and correlation coefficient (r) computations. Accuracy in classification is obtained by plotting ROC curves and calculating the areas under these. Analysis of results depicts that the approach using RF with AANN produces the most accurate predictions and classifications while on the other end of the scale is the approach which entails using NS with AANN.
Collins Leke, Bhekisipho Twala, and T. Marwala
null
1403.5488
null
null
Learning to Optimize via Information-Directed Sampling
cs.LG
We propose information-directed sampling -- a new approach to online optimization problems in which a decision-maker must balance between exploration and exploitation while learning from partial feedback. Each action is sampled in a manner that minimizes the ratio between squared expected single-period regret and a measure of information gain: the mutual information between the optimal action and the next observation. We establish an expected regret bound for information-directed sampling that applies across a very general class of models and scales with the entropy of the optimal action distribution. We illustrate through simple analytic examples how information-directed sampling accounts for kinds of information that alternative approaches do not adequately address and that this can lead to dramatic performance gains. For the widely studied Bernoulli, Gaussian, and linear bandit problems, we demonstrate state-of-the-art simulation performance.
Daniel Russo and Benjamin Van Roy
null
1403.5556
null
null
Forecasting Popularity of Videos using Social Media
cs.LG cs.SI
This paper presents a systematic online prediction method (Social-Forecast) that is capable to accurately forecast the popularity of videos promoted by social media. Social-Forecast explicitly considers the dynamically changing and evolving propagation patterns of videos in social media when making popularity forecasts, thereby being situation and context aware. Social-Forecast aims to maximize the forecast reward, which is defined as a tradeoff between the popularity prediction accuracy and the timeliness with which a prediction is issued. The forecasting is performed online and requires no training phase or a priori knowledge. We analytically bound the prediction performance loss of Social-Forecast as compared to that obtained by an omniscient oracle and prove that the bound is sublinear in the number of video arrivals, thereby guaranteeing its short-term performance as well as its asymptotic convergence to the optimal performance. In addition, we conduct extensive experiments using real-world data traces collected from the videos shared in RenRen, one of the largest online social networks in China. These experiments show that our proposed method outperforms existing view-based approaches for popularity prediction (which are not context-aware) by more than 30% in terms of prediction rewards.
Jie Xu, Mihaela van der Schaar, Jiangchuan Liu and Haitao Li
10.1109/JSTSP.2014.2370942
1403.5603
null
null
Bayesian Optimization with Unknown Constraints
stat.ML cs.LG
Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this paper, we study Bayesian optimization for constrained problems in the general case that noise may be present in the constraint functions, and the objective and constraints may be evaluated independently. We provide motivating practical examples, and present a general framework to solve such problems. We demonstrate the effectiveness of our approach on optimizing the performance of online latent Dirichlet allocation subject to topic sparsity constraints, tuning a neural network given test-time memory constraints, and optimizing Hamiltonian Monte Carlo to achieve maximal effectiveness in a fixed time, subject to passing standard convergence diagnostics.
Michael A. Gelbart, Jasper Snoek, Ryan P. Adams
null
1403.5607
null
null
CUR Algorithm with Incomplete Matrix Observation
cs.LG stat.ML
CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for computing U. In this work, we aim to alleviate this limitation. In particular, we assume that besides having an access to randomly sampled d rows and d columns from A, we only observe a subset of randomly sampled entries from A. Our goal is to develop a low rank approximation algorithm, similar to CUR, based on (i) randomly sampled rows and columns from A, and (ii) randomly sampled entries from A. The proposed algorithm is able to perfectly recover the target matrix A with only O(rn log n) number of observed entries. In addition, instead of having to solve an optimization problem involved trace norm regularization, the proposed algorithm only needs to solve a standard regression problem. Finally, unlike most matrix completion theories that hold only when the target matrix is of low rank, we show a strong guarantee for the proposed algorithm even when the target matrix is not low rank.
Rong Jin, Shenghuo Zhu
null
1403.5647
null
null
Firefly Monte Carlo: Exact MCMC with Subsets of Data
stat.ML cs.LG stat.CO
Markov chain Monte Carlo (MCMC) is a popular and successful general-purpose tool for Bayesian inference. However, MCMC cannot be practically applied to large data sets because of the prohibitive cost of evaluating every likelihood term at every iteration. Here we present Firefly Monte Carlo (FlyMC) an auxiliary variable MCMC algorithm that only queries the likelihoods of a potentially small subset of the data at each iteration yet simulates from the exact posterior distribution, in contrast to recent proposals that are approximate even in the asymptotic limit. FlyMC is compatible with a wide variety of modern MCMC algorithms, and only requires a lower bound on the per-datum likelihood factors. In experiments, we find that FlyMC generates samples from the posterior more than an order of magnitude faster than regular MCMC, opening up MCMC methods to larger datasets than were previously considered feasible.
Dougal Maclaurin and Ryan P. Adams
null
1403.5693
null
null
Non-uniform Feature Sampling for Decision Tree Ensembles
stat.ML cs.IT cs.LG math.IT stat.AP
We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$ \emph{leverage scores-based} and $(ii)$ \emph{norm-based} feature selection. Experimental evaluation of the proposed feature selection techniques indicate that such approaches might be more effective compared to naive uniform feature selection and moreover having comparable performance to the random forest algorithm [3]
Anastasios Kyrillidis and Anastasios Zouzias
null
1403.5877
null
null
AIS-INMACA: A Novel Integrated MACA Based Clonal Classifier for Protein Coding and Promoter Region Prediction
cs.CE cs.LG
Most of the problems in bioinformatics are now the challenges in computing. This paper aims at building a classifier based on Multiple Attractor Cellular Automata (MACA) which uses fuzzy logic. It is strengthened with an artificial Immune System Technique (AIS), Clonal algorithm for identifying a protein coding and promoter region in a given DNA sequence. The proposed classifier is named as AIS-INMACA introduces a novel concept to combine CA with artificial immune system to produce a better classifier which can address major problems in bioinformatics. This will be the first integrated algorithm which can predict both promoter and protein coding regions. To obtain good fitness rules the basic concept of Clonal selection algorithm was used. The proposed classifier can handle DNA sequences of lengths 54,108,162,252,354. This classifier gives the exact boundaries of both protein and promoter regions with an average accuracy of 89.6%. This classifier was tested with 97,000 data components which were taken from Fickett & Toung, MPromDb, and other sequences from a renowned medical university. This proposed classifier can handle huge data sets and can find protein and promoter regions even in mixed and overlapped DNA sequences. This work also aims at identifying the logicality between the major problems in bioinformatics and tries to obtaining a common frame work for addressing major problems in bioinformatics like protein structure prediction, RNA structure prediction, predicting the splicing pattern of any primary transcript and analysis of information content in DNA, RNA, protein sequences and structure. This work will attract more researchers towards application of CA as a potential pattern classifier to many important problems in bioinformatics
Pokkuluri Kiran Sree, Inampudi Ramesh Babu
null
1403.5933
null
null
Bayesian calibration for forensic evidence reporting
stat.ML cs.LG stat.AP
We introduce a Bayesian solution for the problem in forensic speaker recognition, where there may be very little background material for estimating score calibration parameters. We work within the Bayesian paradigm of evidence reporting and develop a principled probabilistic treatment of the problem, which results in a Bayesian likelihood-ratio as the vehicle for reporting weight of evidence. We show in contrast, that reporting a likelihood-ratio distribution does not solve this problem. Our solution is experimentally exercised on a simulated forensic scenario, using NIST SRE'12 scores, which demonstrates a clear advantage for the proposed method compared to the traditional plugin calibration recipe.
Niko Br\"ummer and Albert Swart
null
1403.5997
null
null
Ensemble Detection of Single & Multiple Events at Sentence-Level
cs.CL cs.LG
Event classification at sentence level is an important Information Extraction task with applications in several NLP, IR, and personalization systems. Multi-label binary relevance (BR) are the state-of-art methods. In this work, we explored new multi-label methods known for capturing relations between event types. These new methods, such as the ensemble Chain of Classifiers, improve the F1 on average across the 6 labels by 2.8% over the Binary Relevance. The low occurrence of multi-label sentences motivated the reduction of the hard imbalanced multi-label classification problem with low number of occurrences of multiple labels per instance to an more tractable imbalanced multiclass problem with better results (+ 4.6%). We report the results of adding new features, such as sentiment strength, rhetorical signals, domain-id (source-id and date), and key-phrases in both single-label and multi-label event classification scenarios.
Lu\'is Marujo, Anatole Gershman, Jaime Carbonell, Jo\~ao P. Neto, David Martins de Matos
null
1403.6023
null
null