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Tight Bounds on $\ell_1$ Approximation and Learning of Self-Bounding Functions
cs.LG cs.DS
We study the complexity of learning and approximation of self-bounding functions over the uniform distribution on the Boolean hypercube ${0,1}^n$. Informally, a function $f:{0,1}^n \rightarrow \mathbb{R}$ is self-bounding if for every $x \in {0,1}^n$, $f(x)$ upper bounds the sum of all the $n$ marginal decreases in the value of the function at $x$. Self-bounding functions include such well-known classes of functions as submodular and fractionally-subadditive (XOS) functions. They were introduced by Boucheron et al. (2000) in the context of concentration of measure inequalities. Our main result is a nearly tight $\ell_1$-approximation of self-bounding functions by low-degree juntas. Specifically, all self-bounding functions can be $\epsilon$-approximated in $\ell_1$ by a polynomial of degree $\tilde{O}(1/\epsilon)$ over $2^{\tilde{O}(1/\epsilon)}$ variables. We show that both the degree and junta-size are optimal up to logarithmic terms. Previous techniques considered stronger $\ell_2$ approximation and proved nearly tight bounds of $\Theta(1/\epsilon^{2})$ on the degree and $2^{\Theta(1/\epsilon^2)}$ on the number of variables. Our bounds rely on the analysis of noise stability of self-bounding functions together with a stronger connection between noise stability and $\ell_1$ approximation by low-degree polynomials. This technique can also be used to get tighter bounds on $\ell_1$ approximation by low-degree polynomials and faster learning algorithm for halfspaces. These results lead to improved and in several cases almost tight bounds for PAC and agnostic learning of self-bounding functions relative to the uniform distribution. In particular, assuming hardness of learning juntas, we show that PAC and agnostic learning of self-bounding functions have complexity of $n^{\tilde{\Theta}(1/\epsilon)}$.
Vitaly Feldman, Pravesh Kothari and Jan Vondr\'ak
null
1404.4702
null
null
Supervised detection of anomalous light-curves in massive astronomical catalogs
cs.CE astro-ph.IM cs.LG
The development of synoptic sky surveys has led to a massive amount of data for which resources needed for analysis are beyond human capabilities. To process this information and to extract all possible knowledge, machine learning techniques become necessary. Here we present a new method to automatically discover unknown variable objects in large astronomical catalogs. With the aim of taking full advantage of all the information we have about known objects, our method is based on a supervised algorithm. In particular, we train a random forest classifier using known variability classes of objects and obtain votes for each of the objects in the training set. We then model this voting distribution with a Bayesian network and obtain the joint voting distribution among the training objects. Consequently, an unknown object is considered as an outlier insofar it has a low joint probability. Our method is suitable for exploring massive datasets given that the training process is performed offline. We tested our algorithm on 20 millions light-curves from the MACHO catalog and generated a list of anomalous candidates. We divided the candidates into two main classes of outliers: artifacts and intrinsic outliers. Artifacts were principally due to air mass variation, seasonal variation, bad calibration or instrumental errors and were consequently removed from our outlier list and added to the training set. After retraining, we selected about 4000 objects, which we passed to a post analysis stage by perfoming a cross-match with all publicly available catalogs. Within these candidates we identified certain known but rare objects such as eclipsing Cepheids, blue variables, cataclysmic variables and X-ray sources. For some outliers there were no additional information. Among them we identified three unknown variability types and few individual outliers that will be followed up for a deeper analysis.
Isadora Nun, Karim Pichara, Pavlos Protopapas, Dae-Won Kim
10.1088/0004-637X/793/1/23
1404.4888
null
null
CTBNCToolkit: Continuous Time Bayesian Network Classifier Toolkit
cs.AI cs.LG cs.MS
Continuous time Bayesian network classifiers are designed for temporal classification of multivariate streaming data when time duration of events matters and the class does not change over time. This paper introduces the CTBNCToolkit: an open source Java toolkit which provides a stand-alone application for temporal classification and a library for continuous time Bayesian network classifiers. CTBNCToolkit implements the inference algorithm, the parameter learning algorithm, and the structural learning algorithm for continuous time Bayesian network classifiers. The structural learning algorithm is based on scoring functions: the marginal log-likelihood score and the conditional log-likelihood score are provided. CTBNCToolkit provides also an implementation of the expectation maximization algorithm for clustering purpose. The paper introduces continuous time Bayesian network classifiers. How to use the CTBNToolkit from the command line is described in a specific section. Tutorial examples are included to facilitate users to understand how the toolkit must be used. A section dedicate to the Java library is proposed to help further code extensions.
Daniele Codecasa and Fabio Stella
null
1404.4893
null
null
Agent Behavior Prediction and Its Generalization Analysis
cs.LG
Machine learning algorithms have been applied to predict agent behaviors in real-world dynamic systems, such as advertiser behaviors in sponsored search and worker behaviors in crowdsourcing. The behavior data in these systems are generated by live agents: once the systems change due to the adoption of the prediction models learnt from the behavior data, agents will observe and respond to these changes by changing their own behaviors accordingly. As a result, the behavior data will evolve and will not be identically and independently distributed, posing great challenges to the theoretical analysis on the machine learning algorithms for behavior prediction. To tackle this challenge, in this paper, we propose to use Markov Chain in Random Environments (MCRE) to describe the behavior data, and perform generalization analysis of the machine learning algorithms on its basis. Since the one-step transition probability matrix of MCRE depends on both previous states and the random environment, conventional techniques for generalization analysis cannot be directly applied. To address this issue, we propose a novel technique that transforms the original MCRE into a higher-dimensional time-homogeneous Markov chain. The new Markov chain involves more variables but is more regular, and thus easier to deal with. We prove the convergence of the new Markov chain when time approaches infinity. Then we prove a generalization bound for the machine learning algorithms on the behavior data generated by the new Markov chain, which depends on both the Markovian parameters and the covering number of the function class compounded by the loss function for behavior prediction and the behavior prediction model. To the best of our knowledge, this is the first work that performs the generalization analysis on data generated by complex processes in real-world dynamic systems.
Fei Tian, Haifang Li, Wei Chen, Tao Qin, Enhong Chen, Tie-Yan Liu
null
1404.4960
null
null
Tight bounds for learning a mixture of two gaussians
cs.LG cs.DS stat.ML
We consider the problem of identifying the parameters of an unknown mixture of two arbitrary $d$-dimensional gaussians from a sequence of independent random samples. Our main results are upper and lower bounds giving a computationally efficient moment-based estimator with an optimal convergence rate, thus resolving a problem introduced by Pearson (1894). Denoting by $\sigma^2$ the variance of the unknown mixture, we prove that $\Theta(\sigma^{12})$ samples are necessary and sufficient to estimate each parameter up to constant additive error when $d=1.$ Our upper bound extends to arbitrary dimension $d>1$ up to a (provably necessary) logarithmic loss in $d$ using a novel---yet simple---dimensionality reduction technique. We further identify several interesting special cases where the sample complexity is notably smaller than our optimal worst-case bound. For instance, if the means of the two components are separated by $\Omega(\sigma)$ the sample complexity reduces to $O(\sigma^2)$ and this is again optimal. Our results also apply to learning each component of the mixture up to small error in total variation distance, where our algorithm gives strong improvements in sample complexity over previous work. We also extend our lower bound to mixtures of $k$ Gaussians, showing that $\Omega(\sigma^{6k-2})$ samples are necessary to estimate each parameter up to constant additive error.
Moritz Hardt and Eric Price
null
1404.4997
null
null
Efficient Semidefinite Branch-and-Cut for MAP-MRF Inference
cs.CV cs.LG cs.NA
We propose a Branch-and-Cut (B&C) method for solving general MAP-MRF inference problems. The core of our method is a very efficient bounding procedure, which combines scalable semidefinite programming (SDP) and a cutting-plane method for seeking violated constraints. In order to further speed up the computation, several strategies have been exploited, including model reduction, warm start and removal of inactive constraints. We analyze the performance of the proposed method under different settings, and demonstrate that our method either outperforms or performs on par with state-of-the-art approaches. Especially when the connectivities are dense or when the relative magnitudes of the unary costs are low, we achieve the best reported results. Experiments show that the proposed algorithm achieves better approximation than the state-of-the-art methods within a variety of time budgets on challenging non-submodular MAP-MRF inference problems.
Peng Wang, Chunhua Shen, Anton van den Hengel, Philip Torr
null
1404.5009
null
null
Multi-Target Regression via Random Linear Target Combinations
cs.LG
Multi-target regression is concerned with the simultaneous prediction of multiple continuous target variables based on the same set of input variables. It arises in several interesting industrial and environmental application domains, such as ecological modelling and energy forecasting. This paper presents an ensemble method for multi-target regression that constructs new target variables via random linear combinations of existing targets. We discuss the connection of our approach with multi-label classification algorithms, in particular RA$k$EL, which originally inspired this work, and a family of recent multi-label classification algorithms that involve output coding. Experimental results on 12 multi-target datasets show that it performs significantly better than a strong baseline that learns a single model for each target using gradient boosting and compares favourably to multi-objective random forest approach, which is a state-of-the-art approach. The experiments further show that our approach improves more when stronger unconditional dependencies exist among the targets.
Grigorios Tsoumakas, Eleftherios Spyromitros-Xioufis, Aikaterini Vrekou, Ioannis Vlahavas
10.1007/978-3-662-44845-8_15
1404.5065
null
null
Spatiotemporal Sparse Bayesian Learning with Applications to Compressed Sensing of Multichannel Physiological Signals
cs.IT cs.LG math.IT stat.ML
Energy consumption is an important issue in continuous wireless telemonitoring of physiological signals. Compressed sensing (CS) is a promising framework to address it, due to its energy-efficient data compression procedure. However, most CS algorithms have difficulty in data recovery due to non-sparsity characteristic of many physiological signals. Block sparse Bayesian learning (BSBL) is an effective approach to recover such signals with satisfactory recovery quality. However, it is time-consuming in recovering multichannel signals, since its computational load almost linearly increases with the number of channels. This work proposes a spatiotemporal sparse Bayesian learning algorithm to recover multichannel signals simultaneously. It not only exploits temporal correlation within each channel signal, but also exploits inter-channel correlation among different channel signals. Furthermore, its computational load is not significantly affected by the number of channels. The proposed algorithm was applied to brain computer interface (BCI) and EEG-based driver's drowsiness estimation. Results showed that the algorithm had both better recovery performance and much higher speed than BSBL. Particularly, the proposed algorithm ensured that the BCI classification and the drowsiness estimation had little degradation even when data were compressed by 80%, making it very suitable for continuous wireless telemonitoring of multichannel signals.
Zhilin Zhang, Tzyy-Ping Jung, Scott Makeig, Zhouyue Pi, Bhaskar D. Rao
10.1109/TNSRE.2014.2319334
1404.5122
null
null
GP-Localize: Persistent Mobile Robot Localization using Online Sparse Gaussian Process Observation Model
cs.RO cs.LG stat.ML
Central to robot exploration and mapping is the task of persistent localization in environmental fields characterized by spatially correlated measurements. This paper presents a Gaussian process localization (GP-Localize) algorithm that, in contrast to existing works, can exploit the spatially correlated field measurements taken during a robot's exploration (instead of relying on prior training data) for efficiently and scalably learning the GP observation model online through our proposed novel online sparse GP. As a result, GP-Localize is capable of achieving constant time and memory (i.e., independent of the size of the data) per filtering step, which demonstrates the practical feasibility of using GPs for persistent robot localization and autonomy. Empirical evaluation via simulated experiments with real-world datasets and a real robot experiment shows that GP-Localize outperforms existing GP localization algorithms.
Nuo Xu, Kian Hsiang Low, Jie Chen, Keng Kiat Lim, Etkin Baris Ozgul
null
1404.5165
null
null
Graph Kernels via Functional Embedding
cs.LG cs.AI stat.ML
We propose a representation of graph as a functional object derived from the power iteration of the underlying adjacency matrix. The proposed functional representation is a graph invariant, i.e., the functional remains unchanged under any reordering of the vertices. This property eliminates the difficulty of handling exponentially many isomorphic forms. Bhattacharyya kernel constructed between these functionals significantly outperforms the state-of-the-art graph kernels on 3 out of the 4 standard benchmark graph classification datasets, demonstrating the superiority of our approach. The proposed methodology is simple and runs in time linear in the number of edges, which makes our kernel more efficient and scalable compared to many widely adopted graph kernels with running time cubic in the number of vertices.
Anshumali Shrivastava and Ping Li
null
1404.5214
null
null
Sum-of-squares proofs and the quest toward optimal algorithms
cs.DS cs.CC cs.LG math.OC
In order to obtain the best-known guarantees, algorithms are traditionally tailored to the particular problem we want to solve. Two recent developments, the Unique Games Conjecture (UGC) and the Sum-of-Squares (SOS) method, surprisingly suggest that this tailoring is not necessary and that a single efficient algorithm could achieve best possible guarantees for a wide range of different problems. The Unique Games Conjecture (UGC) is a tantalizing conjecture in computational complexity, which, if true, will shed light on the complexity of a great many problems. In particular this conjecture predicts that a single concrete algorithm provides optimal guarantees among all efficient algorithms for a large class of computational problems. The Sum-of-Squares (SOS) method is a general approach for solving systems of polynomial constraints. This approach is studied in several scientific disciplines, including real algebraic geometry, proof complexity, control theory, and mathematical programming, and has found applications in fields as diverse as quantum information theory, formal verification, game theory and many others. We survey some connections that were recently uncovered between the Unique Games Conjecture and the Sum-of-Squares method. In particular, we discuss new tools to rigorously bound the running time of the SOS method for obtaining approximate solutions to hard optimization problems, and how these tools give the potential for the sum-of-squares method to provide new guarantees for many problems of interest, and possibly to even refute the UGC.
Boaz Barak and David Steurer
null
1404.5236
null
null
Concurrent bandits and cognitive radio networks
cs.LG cs.MA
We consider the problem of multiple users targeting the arms of a single multi-armed stochastic bandit. The motivation for this problem comes from cognitive radio networks, where selfish users need to coexist without any side communication between them, implicit cooperation or common control. Even the number of users may be unknown and can vary as users join or leave the network. We propose an algorithm that combines an $\epsilon$-greedy learning rule with a collision avoidance mechanism. We analyze its regret with respect to the system-wide optimum and show that sub-linear regret can be obtained in this setting. Experiments show dramatic improvement compared to other algorithms for this setting.
Orly Avner and Shie Mannor
null
1404.5421
null
null
Combining pattern-based CRFs and weighted context-free grammars
cs.FL cs.DS cs.LG
We consider two models for the sequence labeling (tagging) problem. The first one is a {\em Pattern-Based Conditional Random Field }(\PB), in which the energy of a string (chain labeling) $x=x_1\ldots x_n\in D^n$ is a sum of terms over intervals $[i,j]$ where each term is non-zero only if the substring $x_i\ldots x_j$ equals a prespecified word $w\in \Lambda$. The second model is a {\em Weighted Context-Free Grammar }(\WCFG) frequently used for natural language processing. \PB and \WCFG encode local and non-local interactions respectively, and thus can be viewed as complementary. We propose a {\em Grammatical Pattern-Based CRF model }(\GPB) that combines the two in a natural way. We argue that it has certain advantages over existing approaches such as the {\em Hybrid model} of Bened{\'i} and Sanchez that combines {\em $\mbox{$N$-grams}$} and \WCFGs. The focus of this paper is to analyze the complexity of inference tasks in a \GPB such as computing MAP. We present a polynomial-time algorithm for general \GPBs and a faster version for a special case that we call {\em Interaction Grammars}.
Rustem Takhanov and Vladimir Kolmogorov
null
1404.5475
null
null
Coactive Learning for Locally Optimal Problem Solving
cs.LG
Coactive learning is an online problem solving setting where the solutions provided by a solver are interactively improved by a domain expert, which in turn drives learning. In this paper we extend the study of coactive learning to problems where obtaining a globally optimal or near-optimal solution may be intractable or where an expert can only be expected to make small, local improvements to a candidate solution. The goal of learning in this new setting is to minimize the cost as measured by the expert effort over time. We first establish theoretical bounds on the average cost of the existing coactive Perceptron algorithm. In addition, we consider new online algorithms that use cost-sensitive and Passive-Aggressive (PA) updates, showing similar or improved theoretical bounds. We provide an empirical evaluation of the learners in various domains, which show that the Perceptron based algorithms are quite effective and that unlike the case for online classification, the PA algorithms do not yield significant performance gains.
Robby Goetschalckx, Alan Fern, Prasad Tadepalli
null
1404.5511
null
null
Together we stand, Together we fall, Together we win: Dynamic Team Formation in Massive Open Online Courses
cs.SI cs.CY cs.LG cs.MA
Massive Open Online Courses (MOOCs) offer a new scalable paradigm for e-learning by providing students with global exposure and opportunities for connecting and interacting with millions of people all around the world. Very often, students work as teams to effectively accomplish course related tasks. However, due to lack of face to face interaction, it becomes difficult for MOOC students to collaborate. Additionally, the instructor also faces challenges in manually organizing students into teams because students flock to these MOOCs in huge numbers. Thus, the proposed research is aimed at developing a robust methodology for dynamic team formation in MOOCs, the theoretical framework for which is grounded at the confluence of organizational team theory, social network analysis and machine learning. A prerequisite for such an undertaking is that we understand the fact that, each and every informal tie established among students offers the opportunities to influence and be influenced. Therefore, we aim to extract value from the inherent connectedness of students in the MOOC. These connections carry with them radical implications for the way students understand each other in the networked learning community. Our approach will enable course instructors to automatically group students in teams that have fairly balanced social connections with their peers, well defined in terms of appropriately selected qualitative and quantitative network metrics.
Tanmay Sinha
10.1109/ICADIWT.2014.6814694
1404.5521
null
null
Forward - Backward Greedy Algorithms for Atomic Norm Regularization
cs.DS cs.LG math.OC stat.ML
In many signal processing applications, the aim is to reconstruct a signal that has a simple representation with respect to a certain basis or frame. Fundamental elements of the basis known as "atoms" allow us to define "atomic norms" that can be used to formulate convex regularizations for the reconstruction problem. Efficient algorithms are available to solve these formulations in certain special cases, but an approach that works well for general atomic norms, both in terms of speed and reconstruction accuracy, remains to be found. This paper describes an optimization algorithm called CoGEnT that produces solutions with succinct atomic representations for reconstruction problems, generally formulated with atomic-norm constraints. CoGEnT combines a greedy selection scheme based on the conditional gradient approach with a backward (or "truncation") step that exploits the quadratic nature of the objective to reduce the basis size. We establish convergence properties and validate the algorithm via extensive numerical experiments on a suite of signal processing applications. Our algorithm and analysis also allow for inexact forward steps and for occasional enhancements of the current representation to be performed. CoGEnT can outperform the basic conditional gradient method, and indeed many methods that are tailored to specific applications, when the enhancement and truncation steps are defined appropriately. We also introduce several novel applications that are enabled by the atomic-norm framework, including tensor completion, moment problems in signal processing, and graph deconvolution.
Nikhil Rao, Parikshit Shah, Stephen Wright
10.1109/TSP.2015.2461515
1404.5692
null
null
Sequential Click Prediction for Sponsored Search with Recurrent Neural Networks
cs.IR cs.LG cs.NE
Click prediction is one of the fundamental problems in sponsored search. Most of existing studies took advantage of machine learning approaches to predict ad click for each event of ad view independently. However, as observed in the real-world sponsored search system, user's behaviors on ads yield high dependency on how the user behaved along with the past time, especially in terms of what queries she submitted, what ads she clicked or ignored, and how long she spent on the landing pages of clicked ads, etc. Inspired by these observations, we introduce a novel framework based on Recurrent Neural Networks (RNN). Compared to traditional methods, this framework directly models the dependency on user's sequential behaviors into the click prediction process through the recurrent structure in RNN. Large scale evaluations on the click-through logs from a commercial search engine demonstrate that our approach can significantly improve the click prediction accuracy, compared to sequence-independent approaches.
Yuyu Zhang, Hanjun Dai, Chang Xu, Jun Feng, Taifeng Wang, Jiang Bian, Bin Wang and Tie-Yan Liu
null
1404.5772
null
null
A Comparison of Clustering and Missing Data Methods for Health Sciences
math.NA cs.LG
In this paper, we compare and analyze clustering methods with missing data in health behavior research. In particular, we propose and analyze the use of compressive sensing's matrix completion along with spectral clustering to cluster health related data. The empirical tests and real data results show that these methods can outperform standard methods like LPA and FIML, in terms of lower misclassification rates in clustering and better matrix completion performance in missing data problems. According to our examination, a possible explanation of these improvements is that spectral clustering takes advantage of high data dimension and compressive sensing methods utilize the near-to-low-rank property of health data.
Ran Zhao, Deanna Needell, Christopher Johansen, Jerry L. Grenard
null
1404.5899
null
null
Most Correlated Arms Identification
stat.ML cs.LG
We study the problem of finding the most mutually correlated arms among many arms. We show that adaptive arms sampling strategies can have significant advantages over the non-adaptive uniform sampling strategy. Our proposed algorithms rely on a novel correlation estimator. The use of this accurate estimator allows us to get improved results for a wide range of problem instances.
Che-Yu Liu, S\'ebastien Bubeck
null
1404.5903
null
null
One weird trick for parallelizing convolutional neural networks
cs.NE cs.DC cs.LG
I present a new way to parallelize the training of convolutional neural networks across multiple GPUs. The method scales significantly better than all alternatives when applied to modern convolutional neural networks.
Alex Krizhevsky
null
1404.5997
null
null
Classifying pairs with trees for supervised biological network inference
cs.LG stat.ML
Networks are ubiquitous in biology and computational approaches have been largely investigated for their inference. In particular, supervised machine learning methods can be used to complete a partially known network by integrating various measurements. Two main supervised frameworks have been proposed: the local approach, which trains a separate model for each network node, and the global approach, which trains a single model over pairs of nodes. Here, we systematically investigate, theoretically and empirically, the exploitation of tree-based ensemble methods in the context of these two approaches for biological network inference. We first formalize the problem of network inference as classification of pairs, unifying in the process homogeneous and bipartite graphs and discussing two main sampling schemes. We then present the global and the local approaches, extending the later for the prediction of interactions between two unseen network nodes, and discuss their specializations to tree-based ensemble methods, highlighting their interpretability and drawing links with clustering techniques. Extensive computational experiments are carried out with these methods on various biological networks that clearly highlight that these methods are competitive with existing methods.
Marie Schrynemackers, Louis Wehenkel, M. Madan Babu and Pierre Geurts
null
1404.6074
null
null
Overlapping Trace Norms in Multi-View Learning
cs.LG
Multi-view learning leverages correlations between different sources of data to make predictions in one view based on observations in another view. A popular approach is to assume that, both, the correlations between the views and the view-specific covariances have a low-rank structure, leading to inter-battery factor analysis, a model closely related to canonical correlation analysis. We propose a convex relaxation of this model using structured norm regularization. Further, we extend the convex formulation to a robust version by adding an l1-penalized matrix to our estimator, similarly to convex robust PCA. We develop and compare scalable algorithms for several convex multi-view models. We show experimentally that the view-specific correlations are improving data imputation performances, as well as labeling accuracy in real-world multi-label prediction tasks.
Behrouz Behmardi, Cedric Archambeau, Guillaume Bouchard
null
1404.6163
null
null
CoRE Kernels
stat.ML cs.DS cs.LG stat.ME
The term "CoRE kernel" stands for correlation-resemblance kernel. In many applications (e.g., vision), the data are often high-dimensional, sparse, and non-binary. We propose two types of (nonlinear) CoRE kernels for non-binary sparse data and demonstrate the effectiveness of the new kernels through a classification experiment. CoRE kernels are simple with no tuning parameters. However, training nonlinear kernel SVM can be (very) costly in time and memory and may not be suitable for truly large-scale industrial applications (e.g. search). In order to make the proposed CoRE kernels more practical, we develop basic probabilistic hashing algorithms which transform nonlinear kernels into linear kernels.
Ping Li
null
1404.6216
null
null
Scalable Similarity Learning using Large Margin Neighborhood Embedding
cs.CV cs.LG
Classifying large-scale image data into object categories is an important problem that has received increasing research attention. Given the huge amount of data, non-parametric approaches such as nearest neighbor classifiers have shown promising results, especially when they are underpinned by a learned distance or similarity measurement. Although metric learning has been well studied in the past decades, most existing algorithms are impractical to handle large-scale data sets. In this paper, we present an image similarity learning method that can scale well in both the number of images and the dimensionality of image descriptors. To this end, similarity comparison is restricted to each sample's local neighbors and a discriminative similarity measure is induced from large margin neighborhood embedding. We also exploit the ensemble of projections so that high-dimensional features can be processed in a set of lower-dimensional subspaces in parallel without much performance compromise. The similarity function is learned online using a stochastic gradient descent algorithm in which the triplet sampling strategy is customized for quick convergence of classification performance. The effectiveness of our proposed model is validated on several data sets with scales varying from tens of thousands to one million images. Recognition accuracies competitive with the state-of-the-art performance are achieved with much higher efficiency and scalability.
Zhaowen Wang, Jianchao Yang, Zhe Lin, Jonathan Brandt, Shiyu Chang, Thomas Huang
null
1404.6272
null
null
Applying machine learning to the problem of choosing a heuristic to select the variable ordering for cylindrical algebraic decomposition
cs.SC cs.LG
Cylindrical algebraic decomposition(CAD) is a key tool in computational algebraic geometry, particularly for quantifier elimination over real-closed fields. When using CAD, there is often a choice for the ordering placed on the variables. This can be important, with some problems infeasible with one variable ordering but easy with another. Machine learning is the process of fitting a computer model to a complex function based on properties learned from measured data. In this paper we use machine learning (specifically a support vector machine) to select between heuristics for choosing a variable ordering, outperforming each of the separate heuristics.
Zongyan Huang, Matthew England, David Wilson, James H. Davenport, Lawrence C. Paulson and James Bridge
10.1007/978-3-319-08434-3_8
1404.6369
null
null
Multitask Learning for Sequence Labeling Tasks
cs.LG
In this paper, we present a learning method for sequence labeling tasks in which each example sequence has multiple label sequences. Our method learns multiple models, one model for each label sequence. Each model computes the joint probability of all label sequences given the example sequence. Although each model considers all label sequences, its primary focus is only one label sequence, and therefore, each model becomes a task-specific model, for the task belonging to that primary label. Such multiple models are learned {\it simultaneously} by facilitating the learning transfer among models through {\it explicit parameter sharing}. We experiment the proposed method on two applications and show that our method significantly outperforms the state-of-the-art method.
Arvind Agarwal, Saurabh Kataria
null
1404.6580
null
null
A Comparison of First-order Algorithms for Machine Learning
cs.LG
Using an optimization algorithm to solve a machine learning problem is one of mainstreams in the field of science. In this work, we demonstrate a comprehensive comparison of some state-of-the-art first-order optimization algorithms for convex optimization problems in machine learning. We concentrate on several smooth and non-smooth machine learning problems with a loss function plus a regularizer. The overall experimental results show the superiority of primal-dual algorithms in solving a machine learning problem from the perspectives of the ease to construct, running time and accuracy.
Yu Wei and Pock Thomas
null
1404.6674
null
null
A Constrained Matrix-Variate Gaussian Process for Transposable Data
stat.ML cs.LG
Transposable data represents interactions among two sets of entities, and are typically represented as a matrix containing the known interaction values. Additional side information may consist of feature vectors specific to entities corresponding to the rows and/or columns of such a matrix. Further information may also be available in the form of interactions or hierarchies among entities along the same mode (axis). We propose a novel approach for modeling transposable data with missing interactions given additional side information. The interactions are modeled as noisy observations from a latent noise free matrix generated from a matrix-variate Gaussian process. The construction of row and column covariances using side information provides a flexible mechanism for specifying a-priori knowledge of the row and column correlations in the data. Further, the use of such a prior combined with the side information enables predictions for new rows and columns not observed in the training data. In this work, we combine the matrix-variate Gaussian process model with low rank constraints. The constrained Gaussian process approach is applied to the prediction of hidden associations between genes and diseases using a small set of observed associations as well as prior covariances induced by gene-gene interaction networks and disease ontologies. The proposed approach is also applied to recommender systems data which involves predicting the item ratings of users using known associations as well as prior covariances induced by social networks. We present experimental results that highlight the performance of constrained matrix-variate Gaussian process as compared to state of the art approaches in each domain.
Oluwasanmi Koyejo, Cheng Lee, Joydeep Ghosh
null
1404.6702
null
null
Conditional Density Estimation with Dimensionality Reduction via Squared-Loss Conditional Entropy Minimization
cs.LG stat.ML
Regression aims at estimating the conditional mean of output given input. However, regression is not informative enough if the conditional density is multimodal, heteroscedastic, and asymmetric. In such a case, estimating the conditional density itself is preferable, but conditional density estimation (CDE) is challenging in high-dimensional space. A naive approach to coping with high-dimensionality is to first perform dimensionality reduction (DR) and then execute CDE. However, such a two-step process does not perform well in practice because the error incurred in the first DR step can be magnified in the second CDE step. In this paper, we propose a novel single-shot procedure that performs CDE and DR simultaneously in an integrated way. Our key idea is to formulate DR as the problem of minimizing a squared-loss variant of conditional entropy, and this is solved via CDE. Thus, an additional CDE step is not needed after DR. We demonstrate the usefulness of the proposed method through extensive experiments on various datasets including humanoid robot transition and computer art.
Voot Tangkaratt, Ning Xie, and Masashi Sugiyama
null
1404.6876
null
null
Probabilistic graphs using coupled random variables
cs.LG cs.IT cs.NE math.IT
Neural network design has utilized flexible nonlinear processes which can mimic biological systems, but has suffered from a lack of traceability in the resulting network. Graphical probabilistic models ground network design in probabilistic reasoning, but the restrictions reduce the expressive capability of each node making network designs complex. The ability to model coupled random variables using the calculus of nonextensive statistical mechanics provides a neural node design incorporating nonlinear coupling between input states while maintaining the rigor of probabilistic reasoning. A generalization of Bayes rule using the coupled product enables a single node to model correlation between hundreds of random variables. A coupled Markov random field is designed for the inferencing and classification of UCI's MLR 'Multiple Features Data Set' such that thousands of linear correlation parameters can be replaced with a single coupling parameter with just a (3%, 4%) percent reduction in (classification, inference) performance.
Kenric P. Nelson, Madalina Barbu, Brian J. Scannell
10.1117/12.2050759
1404.6955
null
null
Multiscale Event Detection in Social Media
cs.SI cs.LG physics.soc-ph stat.ML
Event detection has been one of the most important research topics in social media analysis. Most of the traditional approaches detect events based on fixed temporal and spatial resolutions, while in reality events of different scales usually occur simultaneously, namely, they span different intervals in time and space. In this paper, we propose a novel approach towards multiscale event detection using social media data, which takes into account different temporal and spatial scales of events in the data. Specifically, we explore the properties of the wavelet transform, which is a well-developed multiscale transform in signal processing, to enable automatic handling of the interaction between temporal and spatial scales. We then propose a novel algorithm to compute a data similarity graph at appropriate scales and detect events of different scales simultaneously by a single graph-based clustering process. Furthermore, we present spatiotemporal statistical analysis of the noisy information present in the data stream, which allows us to define a novel term-filtering procedure for the proposed event detection algorithm and helps us study its behavior using simulated noisy data. Experimental results on both synthetically generated data and real world data collected from Twitter demonstrate the meaningfulness and effectiveness of the proposed approach. Our framework further extends to numerous application domains that involve multiscale and multiresolution data analysis.
Xiaowen Dong, Dimitrios Mavroeidis, Francesco Calabrese, Pascal Frossard
10.1007/s10618-015-0421-2
1404.7048
null
null
Probably Approximately Correct MDP Learning and Control With Temporal Logic Constraints
cs.SY cs.LG cs.LO cs.RO
We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov decision process (MDP) with initially unknown transition probabilities. The solution we develop builds on the so-called model-based probably approximately correct Markov decision process (PAC-MDP) methodology. The algorithm attains an $\varepsilon$-approximately optimal policy with probability $1-\delta$ using samples (i.e. observations), time and space that grow polynomially with the size of the MDP, the size of the automaton expressing the temporal logic specification, $\frac{1}{\varepsilon}$, $\frac{1}{\delta}$ and a finite time horizon. In this approach, the system maintains a model of the initially unknown MDP, and constructs a product MDP based on its learned model and the specification automaton that expresses the temporal logic constraints. During execution, the policy is iteratively updated using observation of the transitions taken by the system. The iteration terminates in finitely many steps. With high probability, the resulting policy is such that, for any state, the difference between the probability of satisfying the specification under this policy and the optimal one is within a predefined bound.
Jie Fu and Ufuk Topcu
null
1404.7073
null
null
Fast Approximation of Rotations and Hessians matrices
cs.LG
A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates, arranged in an FFT-like fashion. The approximation is "learned" using gradient descent. It allows to represent symmetric matrices $H$ as $QDQ^T$ where $D$ is a diagonal matrix. It can be used to approximate covariance matrix of Gaussian models in order to speed up inference, or to estimate and track the inverse Hessian of an objective function by relating changes in parameters to changes in gradient along the trajectory followed by the optimization procedure. Experiments were conducted to approximate synthetic matrices, covariance matrices of real data, and Hessian matrices of objective functions involved in machine learning problems.
Michael Mathieu and Yann LeCun
null
1404.7195
null
null
Meteorological time series forecasting based on MLP modelling using heterogeneous transfer functions
cs.LG
In this paper, we propose to study four meteorological and seasonal time series coupled with a multi-layer perceptron (MLP) modeling. We chose to combine two transfer functions for the nodes of the hidden layer, and to use a temporal indicator (time index as input) in order to take into account the seasonal aspect of the studied time series. The results of the prediction concern two years of measurements and the learning step, eight independent years. We show that this methodology can improve the accuracy of meteorological data estimation compared to a classical MLP modelling with a homogenous transfer function.
Cyril Voyant (SPE), Marie Laure Nivet (SPE), Christophe Paoli (SPE), Marc Muselli (SPE), Gilles Notton (SPE)
10.1088/1742-6596/574/1/012064
1404.7255
null
null
Generalized Nonconvex Nonsmooth Low-Rank Minimization
cs.CV cs.LG stat.ML
As surrogate functions of $L_0$-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex low-rank minimization problem is much more challenging than the nonconvex sparse minimization problem. We observe that all the existing nonconvex penalty functions are concave and monotonically increasing on $[0,\infty)$. Thus their gradients are decreasing functions. Based on this property, we propose an Iteratively Reweighted Nuclear Norm (IRNN) algorithm to solve the nonconvex nonsmooth low-rank minimization problem. IRNN iteratively solves a Weighted Singular Value Thresholding (WSVT) problem. By setting the weight vector as the gradient of the concave penalty function, the WSVT problem has a closed form solution. In theory, we prove that IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthetic data and real images demonstrate that IRNN enhances the low-rank matrix recovery compared with state-of-the-art convex algorithms.
Canyi Lu, Jinhui Tang, Shuicheng Yan, Zhouchen Lin
10.1109/CVPR.2014.526
1404.7306
null
null
Automatic Differentiation of Algorithms for Machine Learning
cs.LG cs.SC stat.ML
Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and generalizes the method of backwards propagation of errors used in machine learning. Despite this, practitioners in a variety of fields, including machine learning, have been little influenced by automatic differentiation, and make scant use of available tools. Here we review the technique of automatic differentiation, describe its two main modes, and explain how it can benefit machine learning practitioners. To reach the widest possible audience our treatment assumes only elementary differential calculus, and does not assume any knowledge of linear algebra.
Atilim Gunes Baydin, Barak A. Pearlmutter
null
1404.7456
null
null
Implementing spectral methods for hidden Markov models with real-valued emissions
cs.LG
Hidden Markov models (HMMs) are widely used statistical models for modeling sequential data. The parameter estimation for HMMs from time series data is an important learning problem. The predominant methods for parameter estimation are based on local search heuristics, most notably the expectation-maximization (EM) algorithm. These methods are prone to local optima and oftentimes suffer from high computational and sample complexity. Recent years saw the emergence of spectral methods for the parameter estimation of HMMs, based on a method of moments approach. Two spectral learning algorithms as proposed by Hsu, Kakade and Zhang 2012 (arXiv:0811.4413) and Anandkumar, Hsu and Kakade 2012 (arXiv:1203.0683) are assessed in this work. Using experiments with synthetic data, the algorithms are compared with each other. Furthermore, the spectral methods are compared to the Baum-Welch algorithm, a well-established method applying the EM algorithm to HMMs. The spectral algorithms are found to have a much more favorable computational and sample complexity. Even though the algorithms readily handle high dimensional observation spaces, instability issues are encountered in this regime. In view of learning from real-world experimental data, the representation of real-valued observations for the use in spectral methods is discussed, presenting possible methods to represent data for the use in the learning algorithms.
Carl Mattfeld
null
1404.7472
null
null
A Map of Update Constraints in Inductive Inference
cs.LG
We investigate how different learning restrictions reduce learning power and how the different restrictions relate to one another. We give a complete map for nine different restrictions both for the cases of complete information learning and set-driven learning. This completes the picture for these well-studied \emph{delayable} learning restrictions. A further insight is gained by different characterizations of \emph{conservative} learning in terms of variants of \emph{cautious} learning. Our analyses greatly benefit from general theorems we give, for example showing that learners with exclusively delayable restrictions can always be assumed total.
Timo K\"otzing and Raphaela Palenta
null
1404.7527
null
null
Majority Vote of Diverse Classifiers for Late Fusion
stat.ML cs.LG cs.MM
In the past few years, a lot of attention has been devoted to multimedia indexing by fusing multimodal informations. Two kinds of fusion schemes are generally considered: The early fusion and the late fusion. We focus on late classifier fusion, where one combines the scores of each modality at the decision level. To tackle this problem, we investigate a recent and elegant well-founded quadratic program named MinCq coming from the machine learning PAC-Bayesian theory. MinCq looks for the weighted combination, over a set of real-valued functions seen as voters, leading to the lowest misclassification rate, while maximizing the voters' diversity. We propose an extension of MinCq tailored to multimedia indexing. Our method is based on an order-preserving pairwise loss adapted to ranking that allows us to improve Mean Averaged Precision measure while taking into account the diversity of the voters that we want to fuse. We provide evidence that this method is naturally adapted to late fusion procedures and confirm the good behavior of our approach on the challenging PASCAL VOC'07 benchmark.
Emilie Morvant (IST Austria), Amaury Habrard (LHC), St\'ephane Ayache (LIF)
null
1404.7796
null
null
Deep Learning in Neural Networks: An Overview
cs.NE cs.LG
In recent years, deep artificial neural networks (including recurrent ones) have won numerous contests in pattern recognition and machine learning. This historical survey compactly summarises relevant work, much of it from the previous millennium. Shallow and deep learners are distinguished by the depth of their credit assignment paths, which are chains of possibly learnable, causal links between actions and effects. I review deep supervised learning (also recapitulating the history of backpropagation), unsupervised learning, reinforcement learning & evolutionary computation, and indirect search for short programs encoding deep and large networks.
Juergen Schmidhuber
10.1016/j.neunet.2014.09.003
1404.7828
null
null
Learning with incremental iterative regularization
stat.ML cs.LG math.OC math.PR
Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the number of passes over the data (epochs) acts as a regularization parameter, and prove strong universal consistency, i.e. almost sure convergence of the risk, as well as sharp finite sample bounds for the iterates. Our results are a step towards understanding the effect of multiple epochs in stochastic gradient techniques in machine learning and rely on integrating statistical and optimization results.
Lorenzo Rosasco, Silvia Villa
null
1405.0042
null
null
Fast MLE Computation for the Dirichlet Multinomial
stat.ML cs.LG
Given a collection of categorical data, we want to find the parameters of a Dirichlet distribution which maximizes the likelihood of that data. Newton's method is typically used for this purpose but current implementations require reading through the entire dataset on each iteration. In this paper, we propose a modification which requires only a single pass through the dataset and substantially decreases running time. Furthermore we analyze both theoretically and empirically the performance of the proposed algorithm, and provide an open source implementation.
Max Sklar
null
1405.0099
null
null
Geodesic Distance Function Learning via Heat Flow on Vector Fields
cs.LG math.DG stat.ML
Learning a distance function or metric on a given data manifold is of great importance in machine learning and pattern recognition. Many of the previous works first embed the manifold to Euclidean space and then learn the distance function. However, such a scheme might not faithfully preserve the distance function if the original manifold is not Euclidean. Note that the distance function on a manifold can always be well-defined. In this paper, we propose to learn the distance function directly on the manifold without embedding. We first provide a theoretical characterization of the distance function by its gradient field. Based on our theoretical analysis, we propose to first learn the gradient field of the distance function and then learn the distance function itself. Specifically, we set the gradient field of a local distance function as an initial vector field. Then we transport it to the whole manifold via heat flow on vector fields. Finally, the geodesic distance function can be obtained by requiring its gradient field to be close to the normalized vector field. Experimental results on both synthetic and real data demonstrate the effectiveness of our proposed algorithm.
Binbin Lin, Ji Yang, Xiaofei He and Jieping Ye
null
1405.0133
null
null
Exchangeable Variable Models
cs.LG cs.AI
A sequence of random variables is exchangeable if its joint distribution is invariant under variable permutations. We introduce exchangeable variable models (EVMs) as a novel class of probabilistic models whose basic building blocks are partially exchangeable sequences, a generalization of exchangeable sequences. We prove that a family of tractable EVMs is optimal under zero-one loss for a large class of functions, including parity and threshold functions, and strictly subsumes existing tractable independence-based model families. Extensive experiments show that EVMs outperform state of the art classifiers such as SVMs and probabilistic models which are solely based on independence assumptions.
Mathias Niepert and Pedro Domingos
null
1405.0501
null
null
Complexity of Equivalence and Learning for Multiplicity Tree Automata
cs.LG cs.FL
We consider the complexity of equivalence and learning for multiplicity tree automata, i.e., weighted tree automata over a field. We first show that the equivalence problem is logspace equivalent to polynomial identity testing, the complexity of which is a longstanding open problem. Secondly, we derive lower bounds on the number of queries needed to learn multiplicity tree automata in Angluin's exact learning model, over both arbitrary and fixed fields. Habrard and Oncina (2006) give an exact learning algorithm for multiplicity tree automata, in which the number of queries is proportional to the size of the target automaton and the size of a largest counterexample, represented as a tree, that is returned by the Teacher. However, the smallest tree-counterexample may be exponential in the size of the target automaton. Thus the above algorithm does not run in time polynomial in the size of the target automaton, and has query complexity exponential in the lower bound. Assuming a Teacher that returns minimal DAG representations of counterexamples, we give a new exact learning algorithm whose query complexity is quadratic in the target automaton size, almost matching the lower bound, and improving the best previously-known algorithm by an exponential factor.
Ines Marusic and James Worrell
null
1405.0514
null
null
On Lipschitz Continuity and Smoothness of Loss Functions in Learning to Rank
cs.LG stat.ML
In binary classification and regression problems, it is well understood that Lipschitz continuity and smoothness of the loss function play key roles in governing generalization error bounds for empirical risk minimization algorithms. In this paper, we show how these two properties affect generalization error bounds in the learning to rank problem. The learning to rank problem involves vector valued predictions and therefore the choice of the norm with respect to which Lipschitz continuity and smoothness are defined becomes crucial. Choosing the $\ell_\infty$ norm in our definition of Lipschitz continuity allows us to improve existing bounds. Furthermore, under smoothness assumptions, our choice enables us to prove rates that interpolate between $1/\sqrt{n}$ and $1/n$ rates. Application of our results to ListNet, a popular learning to rank method, gives state-of-the-art performance guarantees.
Ambuj Tewari and Sougata Chaudhuri
null
1405.0586
null
null
Perceptron-like Algorithms and Generalization Bounds for Learning to Rank
cs.LG stat.ML
Learning to rank is a supervised learning problem where the output space is the space of rankings but the supervision space is the space of relevance scores. We make theoretical contributions to the learning to rank problem both in the online and batch settings. First, we propose a perceptron-like algorithm for learning a ranking function in an online setting. Our algorithm is an extension of the classic perceptron algorithm for the classification problem. Second, in the setting of batch learning, we introduce a sufficient condition for convex ranking surrogates to ensure a generalization bound that is independent of number of objects per query. Our bound holds when linear ranking functions are used: a common practice in many learning to rank algorithms. En route to developing the online algorithm and generalization bound, we propose a novel family of listwise large margin ranking surrogates. Our novel surrogate family is obtained by modifying a well-known pairwise large margin ranking surrogate and is distinct from the listwise large margin surrogates developed using the structured prediction framework. Using the proposed family, we provide a guaranteed upper bound on the cumulative NDCG (or MAP) induced loss under the perceptron-like algorithm. We also show that the novel surrogates satisfy the generalization bound condition.
Sougata Chaudhuri and Ambuj Tewari
null
1405.0591
null
null
Optimality guarantees for distributed statistical estimation
cs.IT cs.LG math.IT math.ST stat.TH
Large data sets often require performing distributed statistical estimation, with a full data set split across multiple machines and limited communication between machines. To study such scenarios, we define and study some refinements of the classical minimax risk that apply to distributed settings, comparing to the performance of estimators with access to the entire data. Lower bounds on these quantities provide a precise characterization of the minimum amount of communication required to achieve the centralized minimax risk. We study two classes of distributed protocols: one in which machines send messages independently over channels without feedback, and a second allowing for interactive communication, in which a central server broadcasts the messages from a given machine to all other machines. We establish lower bounds for a variety of problems, including location estimation in several families and parameter estimation in different types of regression models. Our results include a novel class of quantitative data-processing inequalities used to characterize the effects of limited communication.
John C. Duchi and Michael I. Jordan and Martin J. Wainwright and Yuchen Zhang
null
1405.0782
null
null
On Exact Learning Monotone DNF from Membership Queries
cs.LG
In this paper, we study the problem of learning a monotone DNF with at most $s$ terms of size (number of variables in each term) at most $r$ ($s$ term $r$-MDNF) from membership queries. This problem is equivalent to the problem of learning a general hypergraph using hyperedge-detecting queries, a problem motivated by applications arising in chemical reactions and genome sequencing. We first present new lower bounds for this problem and then present deterministic and randomized adaptive algorithms with query complexities that are almost optimal. All the algorithms we present in this paper run in time linear in the query complexity and the number of variables $n$. In addition, all of the algorithms we present in this paper are asymptotically tight for fixed $r$ and/or $s$.
Hasan Abasi and Nader H. Bshouty and Hanna Mazzawi
null
1405.0792
null
null
Generalized Risk-Aversion in Stochastic Multi-Armed Bandits
cs.LG stat.ML
We consider the problem of minimizing the regret in stochastic multi-armed bandit, when the measure of goodness of an arm is not the mean return, but some general function of the mean and the variance.We characterize the conditions under which learning is possible and present examples for which no natural algorithm can achieve sublinear regret.
Alexander Zimin and Rasmus Ibsen-Jensen and Krishnendu Chatterjee
null
1405.0833
null
null
Robust Subspace Outlier Detection in High Dimensional Space
cs.AI cs.LG stat.ML
Rare data in a large-scale database are called outliers that reveal significant information in the real world. The subspace-based outlier detection is regarded as a feasible approach in very high dimensional space. However, the outliers found in subspaces are only part of the true outliers in high dimensional space, indeed. The outliers hidden in normal-clustered points are sometimes neglected in the projected dimensional subspace. In this paper, we propose a robust subspace method for detecting such inner outliers in a given dataset, which uses two dimensional-projections: detecting outliers in subspaces with local density ratio in the first projected dimensions; finding outliers by comparing neighbor's positions in the second projected dimensions. Each point's weight is calculated by summing up all related values got in the two steps projected dimensions, and then the points scoring the largest weight values are taken as outliers. By taking a series of experiments with the number of dimensions from 10 to 10000, the results show that our proposed method achieves high precision in the case of extremely high dimensional space, and works well in low dimensional space.
Zhana Bao
null
1405.0869
null
null
Comparing apples to apples in the evaluation of binary coding methods
cs.CV cs.LG
We discuss methodological issues related to the evaluation of unsupervised binary code construction methods for nearest neighbor search. These issues have been widely ignored in literature. These coding methods attempt to preserve either Euclidean distance or angular (cosine) distance in the binary embedding space. We explain why when comparing a method whose goal is preserving cosine similarity to one designed for preserving Euclidean distance, the original features should be normalized by mapping them to the unit hypersphere before learning the binary mapping functions. To compare a method whose goal is to preserves Euclidean distance to one that preserves cosine similarity, the original feature data must be mapped to a higher dimension by including a bias term in binary mapping functions. These conditions ensure the fair comparison between different binary code methods for the task of nearest neighbor search. Our experiments show under these conditions the very simple methods (e.g. LSH and ITQ) often outperform recent state-of-the-art methods (e.g. MDSH and OK-means).
Mohammad Rastegari, Shobeir Fakhraei, Jonghyun Choi, David Jacobs, Larry S. Davis
null
1405.1005
null
null
K-NS: Section-Based Outlier Detection in High Dimensional Space
cs.AI cs.LG stat.ML
Finding rare information hidden in a huge amount of data from the Internet is a necessary but complex issue. Many researchers have studied this issue and have found effective methods to detect anomaly data in low dimensional space. However, as the dimension increases, most of these existing methods perform poorly in detecting outliers because of "high dimensional curse". Even though some approaches aim to solve this problem in high dimensional space, they can only detect some anomaly data appearing in low dimensional space and cannot detect all of anomaly data which appear differently in high dimensional space. To cope with this problem, we propose a new k-nearest section-based method (k-NS) in a section-based space. Our proposed approach not only detects outliers in low dimensional space with section-density ratio but also detects outliers in high dimensional space with the ratio of k-nearest section against average value. After taking a series of experiments with the dimension from 10 to 10000, the experiment results show that our proposed method achieves 100% precision and 100% recall result in the case of extremely high dimensional space, and better improvement in low dimensional space compared to our previously proposed method.
Zhana Bao
null
1405.1027
null
null
Feature selection for classification with class-separability strategy and data envelopment analysis
cs.LG cs.IT math.IT stat.ML
In this paper, a novel feature selection method is presented, which is based on Class-Separability (CS) strategy and Data Envelopment Analysis (DEA). To better capture the relationship between features and the class, class labels are separated into individual variables and relevance and redundancy are explicitly handled on each class label. Super-efficiency DEA is employed to evaluate and rank features via their conditional dependence scores on all class labels, and the feature with maximum super-efficiency score is then added in the conditioning set for conditional dependence estimation in the next iteration, in such a way as to iteratively select features and get the final selected features. Eventually, experiments are conducted to evaluate the effectiveness of proposed method comparing with four state-of-the-art methods from the viewpoint of classification accuracy. Empirical results verify the feasibility and the superiority of proposed feature selection method.
Yishi Zhang, Chao Yang, Anrong Yang, Chan Xiong, Xingchi Zhou, Zigang Zhang
null
1405.1119
null
null
Combining Multiple Clusterings via Crowd Agreement Estimation and Multi-Granularity Link Analysis
stat.ML cs.LG
The clustering ensemble technique aims to combine multiple clusterings into a probably better and more robust clustering and has been receiving an increasing attention in recent years. There are mainly two aspects of limitations in the existing clustering ensemble approaches. Firstly, many approaches lack the ability to weight the base clusterings without access to the original data and can be affected significantly by the low-quality, or even ill clusterings. Secondly, they generally focus on the instance level or cluster level in the ensemble system and fail to integrate multi-granularity cues into a unified model. To address these two limitations, this paper proposes to solve the clustering ensemble problem via crowd agreement estimation and multi-granularity link analysis. We present the normalized crowd agreement index (NCAI) to evaluate the quality of base clusterings in an unsupervised manner and thus weight the base clusterings in accordance with their clustering validity. To explore the relationship between clusters, the source aware connected triple (SACT) similarity is introduced with regard to their common neighbors and the source reliability. Based on NCAI and multi-granularity information collected among base clusterings, clusters, and data instances, we further propose two novel consensus functions, termed weighted evidence accumulation clustering (WEAC) and graph partitioning with multi-granularity link analysis (GP-MGLA) respectively. The experiments are conducted on eight real-world datasets. The experimental results demonstrate the effectiveness and robustness of the proposed methods.
Dong Huang and Jian-Huang Lai and Chang-Dong Wang
10.1016/j.neucom.2014.05.094
1405.1297
null
null
Application of Machine Learning Techniques in Aquaculture
cs.CE cs.LG
In this paper we present applications of different machine learning algorithms in aquaculture. Machine learning algorithms learn models from historical data. In aquaculture historical data are obtained from farm practices, yields, and environmental data sources. Associations between these different variables can be obtained by applying machine learning algorithms to historical data. In this paper we present applications of different machine learning algorithms in aquaculture applications.
Akhlaqur Rahman and Sumaira Tasnim
10.14445/22312803/IJCTT-V10P137
1405.1304
null
null
Is Joint Training Better for Deep Auto-Encoders?
stat.ML cs.LG cs.NE
Traditionally, when generative models of data are developed via deep architectures, greedy layer-wise pre-training is employed. In a well-trained model, the lower layer of the architecture models the data distribution conditional upon the hidden variables, while the higher layers model the hidden distribution prior. But due to the greedy scheme of the layerwise training technique, the parameters of lower layers are fixed when training higher layers. This makes it extremely challenging for the model to learn the hidden distribution prior, which in turn leads to a suboptimal model for the data distribution. We therefore investigate joint training of deep autoencoders, where the architecture is viewed as one stack of two or more single-layer autoencoders. A single global reconstruction objective is jointly optimized, such that the objective for the single autoencoders at each layer acts as a local, layer-level regularizer. We empirically evaluate the performance of this joint training scheme and observe that it not only learns a better data model, but also learns better higher layer representations, which highlights its potential for unsupervised feature learning. In addition, we find that the usage of regularizations in the joint training scheme is crucial in achieving good performance. In the supervised setting, joint training also shows superior performance when training deeper models. The joint training framework can thus provide a platform for investigating more efficient usage of different types of regularizers, especially in light of the growing volumes of available unlabeled data.
Yingbo Zhou, Devansh Arpit, Ifeoma Nwogu, Venu Govindaraju
null
1405.1380
null
null
Training Restricted Boltzmann Machine by Perturbation
cs.NE cs.LG stat.ML
A new approach to maximum likelihood learning of discrete graphical models and RBM in particular is introduced. Our method, Perturb and Descend (PD) is inspired by two ideas (I) perturb and MAP method for sampling (II) learning by Contrastive Divergence minimization. In contrast to perturb and MAP, PD leverages training data to learn the models that do not allow efficient MAP estimation. During the learning, to produce a sample from the current model, we start from a training data and descend in the energy landscape of the "perturbed model", for a fixed number of steps, or until a local optima is reached. For RBM, this involves linear calculations and thresholding which can be very fast. Furthermore we show that the amount of perturbation is closely related to the temperature parameter and it can regularize the model by producing robust features resulting in sparse hidden layer activation.
Siamak Ravanbakhsh, Russell Greiner, Brendan Frey
null
1405.1436
null
null
Adaptation Algorithm and Theory Based on Generalized Discrepancy
cs.LG
We present a new algorithm for domain adaptation improving upon a discrepancy minimization algorithm previously shown to outperform a number of algorithms for this task. Unlike many previous algorithms for domain adaptation, our algorithm does not consist of a fixed reweighting of the losses over the training sample. We show that our algorithm benefits from a solid theoretical foundation and more favorable learning bounds than discrepancy minimization. We present a detailed description of our algorithm and give several efficient solutions for solving its optimization problem. We also report the results of several experiments showing that it outperforms discrepancy minimization.
Corinna Cortes and Mehryar Mohri and Andres Mu\~noz Medina
null
1405.1503
null
null
A Mathematical Theory of Learning
cs.LG cs.AI cs.IT math.IT
In this paper, a mathematical theory of learning is proposed that has many parallels with information theory. We consider Vapnik's General Setting of Learning in which the learning process is defined to be the act of selecting a hypothesis in response to a given training set. Such hypothesis can, for example, be a decision boundary in classification, a set of centroids in clustering, or a set of frequent item-sets in association rule mining. Depending on the hypothesis space and how the final hypothesis is selected, we show that a learning process can be assigned a numeric score, called learning capacity, which is analogous to Shannon's channel capacity and satisfies similar interesting properties as well such as the data-processing inequality and the information-cannot-hurt inequality. In addition, learning capacity provides the tightest possible bound on the difference between true risk and empirical risk of the learning process for all loss functions that are parametrized by the chosen hypothesis. It is also shown that the notion of learning capacity equivalently quantifies how sensitive the choice of the final hypothesis is to a small perturbation in the training set. Consequently, algorithmic stability is both necessary and sufficient for generalization. While the theory does not rely on concentration inequalities, we finally show that analogs to classical results in learning theory using the Probably Approximately Correct (PAC) model can be immediately deduced using this theory, and conclude with information-theoretic bounds to learning capacity.
Ibrahim Alabdulmohsin
null
1405.1513
null
null
A consistent deterministic regression tree for non-parametric prediction of time series
math.ST cs.LG stat.ML stat.TH
We study online prediction of bounded stationary ergodic processes. To do so, we consider the setting of prediction of individual sequences and build a deterministic regression tree that performs asymptotically as well as the best L-Lipschitz constant predictors. Then, we show why the obtained regret bound entails the asymptotical optimality with respect to the class of bounded stationary ergodic processes.
Pierre Gaillard (GREGH), Paul Baudin (INRIA Rocquencourt)
null
1405.1533
null
null
On Communication Cost of Distributed Statistical Estimation and Dimensionality
cs.LG cs.IT math.IT
We explore the connection between dimensionality and communication cost in distributed learning problems. Specifically we study the problem of estimating the mean $\vec{\theta}$ of an unknown $d$ dimensional gaussian distribution in the distributed setting. In this problem, the samples from the unknown distribution are distributed among $m$ different machines. The goal is to estimate the mean $\vec{\theta}$ at the optimal minimax rate while communicating as few bits as possible. We show that in this setting, the communication cost scales linearly in the number of dimensions i.e. one needs to deal with different dimensions individually. Applying this result to previous lower bounds for one dimension in the interactive setting \cite{ZDJW13} and to our improved bounds for the simultaneous setting, we prove new lower bounds of $\Omega(md/\log(m))$ and $\Omega(md)$ for the bits of communication needed to achieve the minimax squared loss, in the interactive and simultaneous settings respectively. To complement, we also demonstrate an interactive protocol achieving the minimax squared loss with $O(md)$ bits of communication, which improves upon the simple simultaneous protocol by a logarithmic factor. Given the strong lower bounds in the general setting, we initiate the study of the distributed parameter estimation problems with structured parameters. Specifically, when the parameter is promised to be $s$-sparse, we show a simple thresholding based protocol that achieves the same squared loss while saving a $d/s$ factor of communication. We conjecture that the tradeoff between communication and squared loss demonstrated by this protocol is essentially optimal up to logarithmic factor.
Ankit Garg and Tengyu Ma and Huy L. Nguyen
null
1405.1665
null
null
Texture Based Image Segmentation of Chili Pepper X-Ray Images Using Gabor Filter
cs.CV cs.LG
Texture segmentation is the process of partitioning an image into regions with different textures containing a similar group of pixels. Detecting the discontinuity of the filter's output and their statistical properties help in segmenting and classifying a given image with different texture regions. In this proposed paper, chili x-ray image texture segmentation is performed by using Gabor filter. The texture segmented result obtained from Gabor filter fed into three texture filters, namely Entropy, Standard Deviation and Range filter. After performing texture analysis, features can be extracted by using Statistical methods. In this paper Gray Level Co-occurrence Matrices and First order statistics are used as feature extraction methods. Features extracted from statistical methods are given to Support Vector Machine (SVM) classifier. Using this methodology, it is found that texture segmentation is followed by the Gray Level Co-occurrence Matrix feature extraction method gives a higher accuracy rate of 84% when compared with First order feature extraction method. Key Words: Texture segmentation, Texture filter, Gabor filter, Feature extraction methods, SVM classifier.
M.Rajalakshmi and Dr. P.Subashini
null
1405.1966
null
null
Improving Image Clustering using Sparse Text and the Wisdom of the Crowds
cs.LG cs.CV
We propose a method to improve image clustering using sparse text and the wisdom of the crowds. In particular, we present a method to fuse two different kinds of document features, image and text features, and use a common dictionary or "wisdom of the crowds" as the connection between the two different kinds of documents. With the proposed fusion matrix, we use topic modeling via non-negative matrix factorization to cluster documents.
Anna Ma, Arjuna Flenner, Deanna Needell, Allon G. Percus
null
1405.2102
null
null
Training Deep Fourier Neural Networks To Fit Time-Series Data
cs.NE cs.LG
We present a method for training a deep neural network containing sinusoidal activation functions to fit to time-series data. Weights are initialized using a fast Fourier transform, then trained with regularization to improve generalization. A simple dynamic parameter tuning method is employed to adjust both the learning rate and regularization term, such that stability and efficient training are both achieved. We show how deeper layers can be utilized to model the observed sequence using a sparser set of sinusoid units, and how non-uniform regularization can improve generalization by promoting the shifting of weight toward simpler units. The method is demonstrated with time-series problems to show that it leads to effective extrapolation of nonlinear trends.
Michael S. Gashler and Stephen C. Ashmore
null
1405.2262
null
null
Hellinger Distance Trees for Imbalanced Streams
cs.LG astro-ph.IM stat.ML
Classifiers trained on data sets possessing an imbalanced class distribution are known to exhibit poor generalisation performance. This is known as the imbalanced learning problem. The problem becomes particularly acute when we consider incremental classifiers operating on imbalanced data streams, especially when the learning objective is rare class identification. As accuracy may provide a misleading impression of performance on imbalanced data, existing stream classifiers based on accuracy can suffer poor minority class performance on imbalanced streams, with the result being low minority class recall rates. In this paper we address this deficiency by proposing the use of the Hellinger distance measure, as a very fast decision tree split criterion. We demonstrate that by using Hellinger a statistically significant improvement in recall rates on imbalanced data streams can be achieved, with an acceptable increase in the false positive rate.
R. J. Lyon, J. M. Brooke, J. D. Knowles, B. W. Stappers
null
1405.2278
null
null
Nonparametric Detection of Anomalous Data Streams
cs.LG stat.ML
A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.) samples drawn from a distribution p, whereas each anomalous sequence contains m i.i.d. samples drawn from a distribution q that is distinct from p. The distributions p and q are assumed to be unknown in advance. Distribution-free tests are constructed using maximum mean discrepancy as the metric, which is based on mean embeddings of distributions into a reproducing kernel Hilbert space. The probability of error is bounded as a function of the sample size m, the number s of anomalous sequences and the number n of sequences. It is then shown that with s known, the constructed test is exponentially consistent if m is greater than a constant factor of log n, for any p and q, whereas with s unknown, m should has an order strictly greater than log n. Furthermore, it is shown that no test can be consistent for arbitrary p and q if m is less than a constant factor of log n, thus the order-level optimality of the proposed test is established. Numerical results are provided to demonstrate that our tests outperform (or perform as well as) the tests based on other competitive approaches under various cases.
Shaofeng Zou, Yingbin Liang, H. Vincent Poor, Xinghua Shi
null
1405.2294
null
null
A Hybrid Monte Carlo Architecture for Parameter Optimization
stat.ML cs.LG stat.ME
Much recent research has been conducted in the area of Bayesian learning, particularly with regard to the optimization of hyper-parameters via Gaussian process regression. The methodologies rely chiefly on the method of maximizing the expected improvement of a score function with respect to adjustments in the hyper-parameters. In this work, we present a novel algorithm that exploits notions of confidence intervals and uncertainties to enable the discovery of the best optimal within a targeted region of the parameter space. We demonstrate the efficacy of our algorithm with respect to machine learning problems and show cases where our algorithm is competitive with the method of maximizing expected improvement.
James Brofos
null
1405.2377
null
null
Optimal Learners for Multiclass Problems
cs.LG
The fundamental theorem of statistical learning states that for binary classification problems, any Empirical Risk Minimization (ERM) learning rule has close to optimal sample complexity. In this paper we seek for a generic optimal learner for multiclass prediction. We start by proving a surprising result: a generic optimal multiclass learner must be improper, namely, it must have the ability to output hypotheses which do not belong to the hypothesis class, even though it knows that all the labels are generated by some hypothesis from the class. In particular, no ERM learner is optimal. This brings back the fundmamental question of "how to learn"? We give a complete answer to this question by giving a new analysis of the one-inclusion multiclass learner of Rubinstein et al (2006) showing that its sample complexity is essentially optimal. Then, we turn to study the popular hypothesis class of generalized linear classifiers. We derive optimal learners that, unlike the one-inclusion algorithm, are computationally efficient. Furthermore, we show that the sample complexity of these learners is better than the sample complexity of the ERM rule, thus settling in negative an open question due to Collins (2005).
Amit Daniely and Shai Shalev-Shwartz
null
1405.2420
null
null
Functional Bandits
stat.ML cs.LG
We introduce the functional bandit problem, where the objective is to find an arm that optimises a known functional of the unknown arm-reward distributions. These problems arise in many settings such as maximum entropy methods in natural language processing, and risk-averse decision-making, but current best-arm identification techniques fail in these domains. We propose a new approach, that combines functional estimation and arm elimination, to tackle this problem. This method achieves provably efficient performance guarantees. In addition, we illustrate this method on a number of important functionals in risk management and information theory, and refine our generic theoretical results in those cases.
Long Tran-Thanh and Jia Yuan Yu
null
1405.2432
null
null
A Canonical Semi-Deterministic Transducer
cs.LG
We prove the existence of a canonical form for semi-deterministic transducers with incomparable sets of output strings. Based on this, we develop an algorithm which learns semi-deterministic transducers given access to translation queries. We also prove that there is no learning algorithm for semi-deterministic transducers that uses only domain knowledge.
Achilles Beros, Colin de la Higuera
null
1405.2476
null
null
Learning from networked examples
cs.AI cs.LG stat.ML
Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample because two or more training examples may share some common objects, and hence share the features of these shared objects. We show that the classic approach of ignoring this problem potentially can have a harmful effect on the accuracy of statistics, and then consider alternatives. One of these is to only use independent examples, discarding other information. However, this is clearly suboptimal. We analyze sample error bounds in this networked setting, providing significantly improved results. An important component of our approach is formed by efficient sample weighting schemes, which leads to novel concentration inequalities.
Yuyi Wang and Jan Ramon and Zheng-Chu Guo
null
1405.2600
null
null
Structural Return Maximization for Reinforcement Learning
stat.ML cs.LG
Batch Reinforcement Learning (RL) algorithms attempt to choose a policy from a designer-provided class of policies given a fixed set of training data. Choosing the policy which maximizes an estimate of return often leads to over-fitting when only limited data is available, due to the size of the policy class in relation to the amount of data available. In this work, we focus on learning policy classes that are appropriately sized to the amount of data available. We accomplish this by using the principle of Structural Risk Minimization, from Statistical Learning Theory, which uses Rademacher complexity to identify a policy class that maximizes a bound on the return of the best policy in the chosen policy class, given the available data. Unlike similar batch RL approaches, our bound on return requires only extremely weak assumptions on the true system.
Joshua Joseph, Javier Velez, Nicholas Roy
null
1405.2606
null
null
Sharp Finite-Time Iterated-Logarithm Martingale Concentration
math.PR cs.LG stat.ML
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration inequality, proved using the same method. Together these constitute a finite-time version of the law of the iterated logarithm, and shed light on the relationship between it and the central limit theorem.
Akshay Balsubramani
null
1405.2639
null
null
Selecting Near-Optimal Approximate State Representations in Reinforcement Learning
cs.LG
We consider a reinforcement learning setting introduced in (Maillard et al., NIPS 2011) where the learner does not have explicit access to the states of the underlying Markov decision process (MDP). Instead, she has access to several models that map histories of past interactions to states. Here we improve over known regret bounds in this setting, and more importantly generalize to the case where the models given to the learner do not contain a true model resulting in an MDP representation but only approximations of it. We also give improved error bounds for state aggregation.
Ronald Ortner, Odalric-Ambrym Maillard, Daniil Ryabko
null
1405.2652
null
null
FastMMD: Ensemble of Circular Discrepancy for Efficient Two-Sample Test
cs.AI cs.LG stat.ML
The maximum mean discrepancy (MMD) is a recently proposed test statistic for two-sample test. Its quadratic time complexity, however, greatly hampers its availability to large-scale applications. To accelerate the MMD calculation, in this study we propose an efficient method called FastMMD. The core idea of FastMMD is to equivalently transform the MMD with shift-invariant kernels into the amplitude expectation of a linear combination of sinusoid components based on Bochner's theorem and Fourier transform (Rahimi & Recht, 2007). Taking advantage of sampling of Fourier transform, FastMMD decreases the time complexity for MMD calculation from $O(N^2 d)$ to $O(L N d)$, where $N$ and $d$ are the size and dimension of the sample set, respectively. Here $L$ is the number of basis functions for approximating kernels which determines the approximation accuracy. For kernels that are spherically invariant, the computation can be further accelerated to $O(L N \log d)$ by using the Fastfood technique (Le et al., 2013). The uniform convergence of our method has also been theoretically proved in both unbiased and biased estimates. We have further provided a geometric explanation for our method, namely ensemble of circular discrepancy, which facilitates us to understand the insight of MMD, and is hopeful to help arouse more extensive metrics for assessing two-sample test. Experimental results substantiate that FastMMD is with similar accuracy as exact MMD, while with faster computation speed and lower variance than the existing MMD approximation methods.
Ji Zhao, Deyu Meng
10.1162/NECO_a_00732
1405.2664
null
null
Policy Gradients for CVaR-Constrained MDPs
stat.ML cs.LG math.OC
We study a risk-constrained version of the stochastic shortest path (SSP) problem, where the risk measure considered is Conditional Value-at-Risk (CVaR). We propose two algorithms that obtain a locally risk-optimal policy by employing four tools: stochastic approximation, mini batches, policy gradients and importance sampling. Both the algorithms incorporate a CVaR estimation procedure, along the lines of Bardou et al. [2009], which in turn is based on Rockafellar-Uryasev's representation for CVaR and utilize the likelihood ratio principle for estimating the gradient of the sum of one cost function (objective of the SSP) and the gradient of the CVaR of the sum of another cost function (in the constraint of SSP). The algorithms differ in the manner in which they approximate the CVaR estimates/necessary gradients - the first algorithm uses stochastic approximation, while the second employ mini-batches in the spirit of Monte Carlo methods. We establish asymptotic convergence of both the algorithms. Further, since estimating CVaR is related to rare-event simulation, we incorporate an importance sampling based variance reduction scheme into our proposed algorithms.
Prashanth L.A.
null
1405.2690
null
null
Two-Stage Metric Learning
cs.LG cs.AI stat.ML
In this paper, we present a novel two-stage metric learning algorithm. We first map each learning instance to a probability distribution by computing its similarities to a set of fixed anchor points. Then, we define the distance in the input data space as the Fisher information distance on the associated statistical manifold. This induces in the input data space a new family of distance metric with unique properties. Unlike kernelized metric learning, we do not require the similarity measure to be positive semi-definite. Moreover, it can also be interpreted as a local metric learning algorithm with well defined distance approximation. We evaluate its performance on a number of datasets. It outperforms significantly other metric learning methods and SVM.
Jun Wang, Ke Sun, Fei Sha, Stephane Marchand-Maillet, Alexandros Kalousis
null
1405.2798
null
null
Adaptive Contract Design for Crowdsourcing Markets: Bandit Algorithms for Repeated Principal-Agent Problems
cs.DS cs.GT cs.LG
Crowdsourcing markets have emerged as a popular platform for matching available workers with tasks to complete. The payment for a particular task is typically set by the task's requester, and may be adjusted based on the quality of the completed work, for example, through the use of "bonus" payments. In this paper, we study the requester's problem of dynamically adjusting quality-contingent payments for tasks. We consider a multi-round version of the well-known principal-agent model, whereby in each round a worker makes a strategic choice of the effort level which is not directly observable by the requester. In particular, our formulation significantly generalizes the budget-free online task pricing problems studied in prior work. We treat this problem as a multi-armed bandit problem, with each "arm" representing a potential contract. To cope with the large (and in fact, infinite) number of arms, we propose a new algorithm, AgnosticZooming, which discretizes the contract space into a finite number of regions, effectively treating each region as a single arm. This discretization is adaptively refined, so that more promising regions of the contract space are eventually discretized more finely. We analyze this algorithm, showing that it achieves regret sublinear in the time horizon and substantially improves over non-adaptive discretization (which is the only competing approach in the literature). Our results advance the state of art on several different topics: the theory of crowdsourcing markets, principal-agent problems, multi-armed bandits, and dynamic pricing.
Chien-Ju Ho, Aleksandrs Slivkins, Jennifer Wortman Vaughan
null
1405.2875
null
null
Approximate Policy Iteration Schemes: A Comparison
cs.AI cs.LG stat.ML
We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on several approximate variations of the Policy Iteration algorithm: Approximate Policy Iteration, Conservative Policy Iteration (CPI), a natural adaptation of the Policy Search by Dynamic Programming algorithm to the infinite-horizon case (PSDP$_\infty$), and the recently proposed Non-Stationary Policy iteration (NSPI(m)). For all algorithms, we describe performance bounds, and make a comparison by paying a particular attention to the concentrability constants involved, the number of iterations and the memory required. Our analysis highlights the following points: 1) The performance guarantee of CPI can be arbitrarily better than that of API/API($\alpha$), but this comes at the cost of a relative---exponential in $\frac{1}{\epsilon}$---increase of the number of iterations. 2) PSDP$_\infty$ enjoys the best of both worlds: its performance guarantee is similar to that of CPI, but within a number of iterations similar to that of API. 3) Contrary to API that requires a constant memory, the memory needed by CPI and PSDP$_\infty$ is proportional to their number of iterations, which may be problematic when the discount factor $\gamma$ is close to 1 or the approximation error $\epsilon$ is close to $0$; we show that the NSPI(m) algorithm allows to make an overall trade-off between memory and performance. Simulations with these schemes confirm our analysis.
Bruno Scherrer (INRIA Nancy - Grand Est / LORIA)
null
1405.2878
null
null
Accelerating Minibatch Stochastic Gradient Descent using Stratified Sampling
stat.ML cs.LG math.OC
Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is often employed. The standard approach is to uniformly sample a minibatch at each step, which often leads to high variance. In this paper we propose a stratified sampling strategy, which divides the whole dataset into clusters with low within-cluster variance; we then take examples from these clusters using a stratified sampling technique. It is shown that the convergence rate can be significantly improved by the algorithm. Encouraging experimental results confirm the effectiveness of the proposed method.
Peilin Zhao, Tong Zhang
null
1405.3080
null
null
Circulant Binary Embedding
stat.ML cs.LG
Binary embedding of high-dimensional data requires long codes to preserve the discriminative power of the input space. Traditional binary coding methods often suffer from very high computation and storage costs in such a scenario. To address this problem, we propose Circulant Binary Embedding (CBE) which generates binary codes by projecting the data with a circulant matrix. The circulant structure enables the use of Fast Fourier Transformation to speed up the computation. Compared to methods that use unstructured matrices, the proposed method improves the time complexity from $\mathcal{O}(d^2)$ to $\mathcal{O}(d\log{d})$, and the space complexity from $\mathcal{O}(d^2)$ to $\mathcal{O}(d)$ where $d$ is the input dimensionality. We also propose a novel time-frequency alternating optimization to learn data-dependent circulant projections, which alternatively minimizes the objective in original and Fourier domains. We show by extensive experiments that the proposed approach gives much better performance than the state-of-the-art approaches for fixed time, and provides much faster computation with no performance degradation for fixed number of bits.
Felix X. Yu, Sanjiv Kumar, Yunchao Gong, Shih-Fu Chang
null
1405.3162
null
null
Clustering, Hamming Embedding, Generalized LSH and the Max Norm
cs.LG
We study the convex relaxation of clustering and hamming embedding, focusing on the asymmetric case (co-clustering and asymmetric hamming embedding), understanding their relationship to LSH as studied by (Charikar 2002) and to the max-norm ball, and the differences between their symmetric and asymmetric versions.
Behnam Neyshabur, Yury Makarychev, Nathan Srebro
null
1405.3167
null
null
Locally Boosted Graph Aggregation for Community Detection
cs.LG cs.SI physics.soc-ph
Learning the right graph representation from noisy, multi-source data has garnered significant interest in recent years. A central tenet of this problem is relational learning. Here the objective is to incorporate the partial information each data source gives us in a way that captures the true underlying relationships. To address this challenge, we present a general, boosting-inspired framework for combining weak evidence of entity associations into a robust similarity metric. Building on previous work, we explore the extent to which different local quality measurements yield graph representations that are suitable for community detection. We present empirical results on a variety of datasets demonstrating the utility of this framework, especially with respect to real datasets where noise and scale present serious challenges. Finally, we prove a convergence theorem in an ideal setting and outline future research into other application domains.
Jeremy Kun, Rajmonda Caceres, Kevin Carter
null
1405.3210
null
null
Efficient Implementations of the Generalized Lasso Dual Path Algorithm
stat.CO cs.LG stat.ML
We consider efficient implementations of the generalized lasso dual path algorithm of Tibshirani and Taylor (2011). We first describe a generic approach that covers any penalty matrix D and any (full column rank) matrix X of predictor variables. We then describe fast implementations for the special cases of trend filtering problems, fused lasso problems, and sparse fused lasso problems, both with X=I and a general matrix X. These specialized implementations offer a considerable improvement over the generic implementation, both in terms of numerical stability and efficiency of the solution path computation. These algorithms are all available for use in the genlasso R package, which can be found in the CRAN repository.
Taylor Arnold and Ryan Tibshirani
null
1405.3222
null
null
On the Complexity of A/B Testing
math.ST cs.LG stat.ML stat.TH
A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance of A/B testing that improve over the results currently available both in the fixed-confidence (or delta-PAC) and fixed-budget settings. When the distribution of the outcomes are Gaussian, we prove that the complexity of the fixed-confidence and fixed-budget settings are equivalent, and that uniform sampling of both alternatives is optimal only in the case of equal variances. In the common variance case, we also provide a stopping rule that terminates faster than existing fixed-confidence algorithms. In the case of Bernoulli distributions, we show that the complexity of fixed-budget setting is smaller than that of fixed-confidence setting and that uniform sampling of both alternatives -though not optimal- is advisable in practice when combined with an appropriate stopping criterion.
Emilie Kaufmann (LTCI), Olivier Capp\'e (LTCI), Aur\'elien Garivier (IMT)
null
1405.3224
null
null
Rate of Convergence and Error Bounds for LSTD($\lambda$)
cs.LG cs.AI math.OC math.ST stat.TH
We consider LSTD($\lambda$), the least-squares temporal-difference algorithm with eligibility traces algorithm proposed by Boyan (2002). It computes a linear approximation of the value function of a fixed policy in a large Markov Decision Process. Under a $\beta$-mixing assumption, we derive, for any value of $\lambda \in (0,1)$, a high-probability estimate of the rate of convergence of this algorithm to its limit. We deduce a high-probability bound on the error of this algorithm, that extends (and slightly improves) that derived by Lazaric et al. (2012) in the specific case where $\lambda=0$. In particular, our analysis sheds some light on the choice of $\lambda$ with respect to the quality of the chosen linear space and the number of samples, that complies with simulations.
Manel Tagorti (INRIA Nancy - Grand Est / LORIA), Bruno Scherrer (INRIA Nancy - Grand Est / LORIA)
null
1405.3229
null
null
Learning with many experts: model selection and sparsity
stat.ME cs.LG
Experts classifying data are often imprecise. Recently, several models have been proposed to train classifiers using the noisy labels generated by these experts. How to choose between these models? In such situations, the true labels are unavailable. Thus, one cannot perform model selection using the standard versions of methods such as empirical risk minimization and cross validation. In order to allow model selection, we present a surrogate loss and provide theoretical guarantees that assure its consistency. Next, we discuss how this loss can be used to tune a penalization which introduces sparsity in the parameters of a traditional class of models. Sparsity provides more parsimonious models and can avoid overfitting. Nevertheless, it has seldom been discussed in the context of noisy labels due to the difficulty in model selection and, therefore, in choosing tuning parameters. We apply these techniques to several sets of simulated and real data.
Rafael Izbicki, Rafael Bassi Stern
10.1002/sam.11206
1405.3292
null
null
Effects of Sampling Methods on Prediction Quality. The Case of Classifying Land Cover Using Decision Trees
stat.ML cs.LG stat.AP
Clever sampling methods can be used to improve the handling of big data and increase its usefulness. The subject of this study is remote sensing, specifically airborne laser scanning point clouds representing different classes of ground cover. The aim is to derive a supervised learning model for the classification using CARTs. In order to measure the effect of different sampling methods on the classification accuracy, various experiments with varying types of sampling methods, sample sizes, and accuracy metrics have been designed. Numerical results for a subset of a large surveying project covering the lower Rhine area in Germany are shown. General conclusions regarding sampling design are drawn and presented.
Ronald Hochreiter and Christoph Waldhauser
null
1405.3295
null
null
Optimal Exploration-Exploitation in a Multi-Armed-Bandit Problem with Non-stationary Rewards
cs.LG math.OC math.PR stat.ML
In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's objective is to maximize his cumulative expected earnings over some given horizon of play T. To do this, the gambler needs to acquire information about arms (exploration) while simultaneously optimizing immediate rewards (exploitation); the price paid due to this trade off is often referred to as the regret, and the main question is how small can this price be as a function of the horizon length T. This problem has been studied extensively when the reward distributions do not change over time; an assumption that supports a sharp characterization of the regret, yet is often violated in practical settings. In this paper, we focus on a MAB formulation which allows for a broad range of temporal uncertainties in the rewards, while still maintaining mathematical tractability. We fully characterize the (regret) complexity of this class of MAB problems by establishing a direct link between the extent of allowable reward "variation" and the minimal achievable regret. Our analysis draws some connections between two rather disparate strands of literature: the adversarial and the stochastic MAB frameworks.
Omar Besbes, Yonatan Gur, Assaf Zeevi
null
1405.3316
null
null
Adaptive Monte Carlo via Bandit Allocation
cs.AI cs.LG
We consider the problem of sequentially choosing between a set of unbiased Monte Carlo estimators to minimize the mean-squared-error (MSE) of a final combined estimate. By reducing this task to a stochastic multi-armed bandit problem, we show that well developed allocation strategies can be used to achieve an MSE that approaches that of the best estimator chosen in retrospect. We then extend these developments to a scenario where alternative estimators have different, possibly stochastic costs. The outcome is a new set of adaptive Monte Carlo strategies that provide stronger guarantees than previous approaches while offering practical advantages.
James Neufeld, Andr\'as Gy\"orgy, Dale Schuurmans, Csaba Szepesv\'ari
null
1405.3318
null
null
Active Mining of Parallel Video Streams
cs.CV cs.LG
The practicality of a video surveillance system is adversely limited by the amount of queries that can be placed on human resources and their vigilance in response. To transcend this limitation, a major effort under way is to include software that (fully or at least semi) automatically mines video footage, reducing the burden imposed to the system. Herein, we propose a semi-supervised incremental learning framework for evolving visual streams in order to develop a robust and flexible track classification system. Our proposed method learns from consecutive batches by updating an ensemble in each time. It tries to strike a balance between performance of the system and amount of data which needs to be labelled. As no restriction is considered, the system can address many practical problems in an evolving multi-camera scenario, such as concept drift, class evolution and various length of video streams which have not been addressed before. Experiments were performed on synthetic as well as real-world visual data in non-stationary environments, showing high accuracy with fairly little human collaboration.
Samaneh Khoshrou, Jaime S. Cardoso, Luis F. Teixeira
null
1405.3382
null
null
Reducing Dueling Bandits to Cardinal Bandits
cs.LG
We present algorithms for reducing the Dueling Bandits problem to the conventional (stochastic) Multi-Armed Bandits problem. The Dueling Bandits problem is an online model of learning with ordinal feedback of the form "A is preferred to B" (as opposed to cardinal feedback like "A has value 2.5"), giving it wide applicability in learning from implicit user feedback and revealed and stated preferences. In contrast to existing algorithms for the Dueling Bandits problem, our reductions -- named $\Doubler$, $\MultiSbm$ and $\DoubleSbm$ -- provide a generic schema for translating the extensive body of known results about conventional Multi-Armed Bandit algorithms to the Dueling Bandits setting. For $\Doubler$ and $\MultiSbm$ we prove regret upper bounds in both finite and infinite settings, and conjecture about the performance of $\DoubleSbm$ which empirically outperforms the other two as well as previous algorithms in our experiments. In addition, we provide the first almost optimal regret bound in terms of second order terms, such as the differences between the values of the arms.
Nir Ailon and Thorsten Joachims and Zohar Karnin
null
1405.3396
null
null
Efficient classification using parallel and scalable compressed model and Its application on intrusion detection
cs.LG cs.CR
In order to achieve high efficiency of classification in intrusion detection, a compressed model is proposed in this paper which combines horizontal compression with vertical compression. OneR is utilized as horizontal com-pression for attribute reduction, and affinity propagation is employed as vertical compression to select small representative exemplars from large training data. As to be able to computationally compress the larger volume of training data with scalability, MapReduce based parallelization approach is then implemented and evaluated for each step of the model compression process abovementioned, on which common but efficient classification methods can be directly used. Experimental application study on two publicly available datasets of intrusion detection, KDD99 and CMDC2012, demonstrates that the classification using the compressed model proposed can effectively speed up the detection procedure at up to 184 times, most importantly at the cost of a minimal accuracy difference with less than 1% on average.
Tieming Chen, Xu Zhang, Shichao Jin, Okhee Kim
10.1016/j.eswa.2014.04.009
1405.3410
null
null
Improving offline evaluation of contextual bandit algorithms via bootstrapping techniques
stat.ML cs.LG
In many recommendation applications such as news recommendation, the items that can be rec- ommended come and go at a very fast pace. This is a challenge for recommender systems (RS) to face this setting. Online learning algorithms seem to be the most straight forward solution. The contextual bandit framework was introduced for that very purpose. In general the evaluation of a RS is a critical issue. Live evaluation is of- ten avoided due to the potential loss of revenue, hence the need for offline evaluation methods. Two options are available. Model based meth- ods are biased by nature and are thus difficult to trust when used alone. Data driven methods are therefore what we consider here. Evaluat- ing online learning algorithms with past data is not simple but some methods exist in the litera- ture. Nonetheless their accuracy is not satisfac- tory mainly due to their mechanism of data re- jection that only allow the exploitation of a small fraction of the data. We precisely address this issue in this paper. After highlighting the limita- tions of the previous methods, we present a new method, based on bootstrapping techniques. This new method comes with two important improve- ments: it is much more accurate and it provides a measure of quality of its estimation. The latter is a highly desirable property in order to minimize the risks entailed by putting online a RS for the first time. We provide both theoretical and ex- perimental proofs of its superiority compared to state-of-the-art methods, as well as an analysis of the convergence of the measure of quality.
Olivier Nicol (INRIA Lille - Nord Europe, LIFL), J\'er\'emie Mary (INRIA Lille - Nord Europe, LIFL), Philippe Preux (INRIA Lille - Nord Europe, LIFL)
null
1405.3536
null
null
Global disease monitoring and forecasting with Wikipedia
cs.SI cs.LG physics.soc-ph
Infectious disease is a leading threat to public health, economic stability, and other key social structures. Efforts to mitigate these impacts depend on accurate and timely monitoring to measure the risk and progress of disease. Traditional, biologically-focused monitoring techniques are accurate but costly and slow; in response, new techniques based on social internet data such as social media and search queries are emerging. These efforts are promising, but important challenges in the areas of scientific peer review, breadth of diseases and countries, and forecasting hamper their operational usefulness. We examine a freely available, open data source for this use: access logs from the online encyclopedia Wikipedia. Using linear models, language as a proxy for location, and a systematic yet simple article selection procedure, we tested 14 location-disease combinations and demonstrate that these data feasibly support an approach that overcomes these challenges. Specifically, our proof-of-concept yields models with $r^2$ up to 0.92, forecasting value up to the 28 days tested, and several pairs of models similar enough to suggest that transferring models from one location to another without re-training is feasible. Based on these preliminary results, we close with a research agenda designed to overcome these challenges and produce a disease monitoring and forecasting system that is significantly more effective, robust, and globally comprehensive than the current state of the art.
Nicholas Generous (1), Geoffrey Fairchild (1), Alina Deshpande (1), Sara Y. Del Valle (1), Reid Priedhorsky (1) ((1) Los Alamos National Laboratory, Los Alamos, NM)
10.1371/journal.pcbi.1003892
1405.3612
null
null
Topic words analysis based on LDA model
cs.SI cs.DC cs.IR cs.LG stat.ML
Social network analysis (SNA), which is a research field describing and modeling the social connection of a certain group of people, is popular among network services. Our topic words analysis project is a SNA method to visualize the topic words among emails from Obama.com to accounts registered in Columbus, Ohio. Based on Latent Dirichlet Allocation (LDA) model, a popular topic model of SNA, our project characterizes the preference of senders for target group of receptors. Gibbs sampling is used to estimate topic and word distribution. Our training and testing data are emails from the carbon-free server Datagreening.com. We use parallel computing tool BashReduce for word processing and generate related words under each latent topic to discovers typical information of political news sending specially to local Columbus receptors. Running on two instances using paralleling tool BashReduce, our project contributes almost 30% speedup processing the raw contents, comparing with processing contents on one instance locally. Also, the experimental result shows that the LDA model applied in our project provides precision rate 53.96% higher than TF-IDF model finding target words, on the condition that appropriate size of topic words list is selected.
Xi Qiu and Christopher Stewart
null
1405.3726
null
null
Logistic Regression: Tight Bounds for Stochastic and Online Optimization
cs.LG
The logistic loss function is often advocated in machine learning and statistics as a smooth and strictly convex surrogate for the 0-1 loss. In this paper we investigate the question of whether these smoothness and convexity properties make the logistic loss preferable to other widely considered options such as the hinge loss. We show that in contrast to known asymptotic bounds, as long as the number of prediction/optimization iterations is sub exponential, the logistic loss provides no improvement over a generic non-smooth loss function such as the hinge loss. In particular we show that the convergence rate of stochastic logistic optimization is bounded from below by a polynomial in the diameter of the decision set and the number of prediction iterations, and provide a matching tight upper bound. This resolves the COLT open problem of McMahan and Streeter (2012).
Elad Hazan, Tomer Koren, Kfir Y. Levy
null
1405.3843
null
null
Methods and Models for Interpretable Linear Classification
stat.ME cs.LG stat.ML
We present an integer programming framework to build accurate and interpretable discrete linear classification models. Unlike existing approaches, our framework is designed to provide practitioners with the control and flexibility they need to tailor accurate and interpretable models for a domain of choice. To this end, our framework can produce models that are fully optimized for accuracy, by minimizing the 0--1 classification loss, and that address multiple aspects of interpretability, by incorporating a range of discrete constraints and penalty functions. We use our framework to produce models that are difficult to create with existing methods, such as scoring systems and M-of-N rule tables. In addition, we propose specially designed optimization methods to improve the scalability of our framework through decomposition and data reduction. We show that discrete linear classifiers can attain the training accuracy of any other linear classifier, and provide an Occam's Razor type argument as to why the use of small discrete coefficients can provide better generalization. We demonstrate the performance and flexibility of our framework through numerical experiments and a case study in which we construct a highly tailored clinical tool for sleep apnea diagnosis.
Berk Ustun and Cynthia Rudin
null
1405.4047
null
null
Distributed Representations of Sentences and Documents
cs.CL cs.AI cs.LG
Many machine learning algorithms require the input to be represented as a fixed-length feature vector. When it comes to texts, one of the most common fixed-length features is bag-of-words. Despite their popularity, bag-of-words features have two major weaknesses: they lose the ordering of the words and they also ignore semantics of the words. For example, "powerful," "strong" and "Paris" are equally distant. In this paper, we propose Paragraph Vector, an unsupervised algorithm that learns fixed-length feature representations from variable-length pieces of texts, such as sentences, paragraphs, and documents. Our algorithm represents each document by a dense vector which is trained to predict words in the document. Its construction gives our algorithm the potential to overcome the weaknesses of bag-of-words models. Empirical results show that Paragraph Vectors outperform bag-of-words models as well as other techniques for text representations. Finally, we achieve new state-of-the-art results on several text classification and sentiment analysis tasks.
Quoc V. Le and Tomas Mikolov
null
1405.4053
null
null