categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
sequence
cs.LG math.ST stat.ML stat.TH
null
1206.4682
null
null
http://arxiv.org/pdf/1206.4682v1
2012-06-18T15:40:32Z
2012-06-18T15:40:32Z
Copula-based Kernel Dependency Measures
The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous properties. Similarly to Shannon mutual information, the proposed dependence measure is invariant to any strictly increasing transformation of the marginal variables. This is important in many applications, for example in feature selection. The estimator is consistent, robust to outliers, and uses rank statistics only. We derive upper bounds on the convergence rate and propose independence tests too. We illustrate the theoretical contributions through a series of experiments in feature selection and low-dimensional embedding of distributions.
[ "Barnabas Poczos (Carnegie Mellon University), Zoubin Ghahramani\n (University of Cambridge), Jeff Schneider (Carnegie Mellon University)", "['Barnabas Poczos' 'Zoubin Ghahramani' 'Jeff Schneider']" ]
cs.LG
null
1206.4683
null
null
http://arxiv.org/pdf/1206.4683v1
2012-06-18T15:40:50Z
2012-06-18T15:40:50Z
Marginalized Denoising Autoencoders for Domain Adaptation
Stacked denoising autoencoders (SDAs) have been successfully used to learn new representations for domain adaptation. Recently, they have attained record accuracy on standard benchmark tasks of sentiment analysis across different text domains. SDAs learn robust data representations by reconstruction, recovering original features from data that are artificially corrupted with noise. In this paper, we propose marginalized SDA (mSDA) that addresses two crucial limitations of SDAs: high computational cost and lack of scalability to high-dimensional features. In contrast to SDAs, our approach of mSDA marginalizes noise and thus does not require stochastic gradient descent or other optimization algorithms to learn parameters ? in fact, they are computed in closed-form. Consequently, mSDA, which can be implemented in only 20 lines of MATLAB^{TM}, significantly speeds up SDAs by two orders of magnitude. Furthermore, the representations learnt by mSDA are as effective as the traditional SDAs, attaining almost identical accuracies in benchmark tasks.
[ "Minmin Chen (Washington University), Zhixiang Xu (Washington\n University), Kilian Weinberger (Washington University), Fei Sha (University\n of Southern California)", "['Minmin Chen' 'Zhixiang Xu' 'Kilian Weinberger' 'Fei Sha']" ]
stat.ME cs.LG stat.AP
null
1206.4685
null
null
http://arxiv.org/pdf/1206.4685v1
2012-06-18T15:42:15Z
2012-06-18T15:42:15Z
Sparse-GEV: Sparse Latent Space Model for Multivariate Extreme Value Time Serie Modeling
In many applications of time series models, such as climate analysis and social media analysis, we are often interested in extreme events, such as heatwave, wind gust, and burst of topics. These time series data usually exhibit a heavy-tailed distribution rather than a Gaussian distribution. This poses great challenges to existing approaches due to the significantly different assumptions on the data distributions and the lack of sufficient past data on extreme events. In this paper, we propose the Sparse-GEV model, a latent state model based on the theory of extreme value modeling to automatically learn sparse temporal dependence and make predictions. Our model is theoretically significant because it is among the first models to learn sparse temporal dependencies among multivariate extreme value time series. We demonstrate the superior performance of our algorithm to the state-of-art methods, including Granger causality, copula approach, and transfer entropy, on one synthetic dataset, one climate dataset and two Twitter datasets.
[ "['Yan Liu' 'Taha Bahadori' 'Hongfei Li']", "Yan Liu (USC), Taha Bahadori (USC), Hongfei Li (IBM T.J. Watson\n Research Center)" ]
cs.LG stat.ML
null
1206.4686
null
null
http://arxiv.org/pdf/1206.4686v1
2012-06-18T15:42:34Z
2012-06-18T15:42:34Z
Discriminative Probabilistic Prototype Learning
In this paper we propose a simple yet powerful method for learning representations in supervised learning scenarios where each original input datapoint is described by a set of vectors and their associated outputs may be given by soft labels indicating, for example, class probabilities. We represent an input datapoint as a mixture of probabilities over the corresponding set of feature vectors where each probability indicates how likely each vector is to belong to an unknown prototype pattern. We propose a probabilistic model that parameterizes these prototype patterns in terms of hidden variables and therefore it can be trained with conventional approaches based on likelihood maximization. More importantly, both the model parameters and the prototype patterns can be learned from data in a discriminative way. We show that our model can be seen as a probabilistic generalization of learning vector quantization (LVQ). We apply our method to the problems of shape classification, hyperspectral imaging classification and people's work class categorization, showing the superior performance of our method compared to the standard prototype-based classification approach and other competitive benchmark methods.
[ "['Edwin Bonilla' 'Antonio Robles-Kelly']", "Edwin Bonilla (NICTA), Antonio Robles-Kelly (NICTA)" ]
cs.LG cs.CE q-bio.QM
10.1145/2382936.2383060
1206.4822
null
null
http://arxiv.org/abs/1206.4822v3
2012-12-05T08:52:31Z
2012-06-21T10:09:41Z
Feature extraction in protein sequences classification : a new stability measure
Feature extraction is an unavoidable task, especially in the critical step of preprocessing biological sequences. This step consists for example in transforming the biological sequences into vectors of motifs where each motif is a subsequence that can be seen as a property (or attribute) characterizing the sequence. Hence, we obtain an object-property table where objects are sequences and properties are motifs extracted from sequences. This output can be used to apply standard machine learning tools to perform data mining tasks such as classification. Several previous works have described feature extraction methods for bio-sequence classification, but none of them discussed the robustness of these methods when perturbing the input data. In this work, we introduce the notion of stability of the generated motifs in order to study the robustness of motif extraction methods. We express this robustness in terms of the ability of the method to reveal any change occurring in the input data and also its ability to target the interesting motifs. We use these criteria to evaluate and experimentally compare four existing extraction methods for biological sequences.
[ "['Rabie Saidi' 'Sabeur Aridhi' 'Mondher Maddouri' 'Engelbert Mephu Nguifo']", "Rabie Saidi, Sabeur Aridhi, Mondher Maddouri and Engelbert Mephu\n Nguifo" ]
cs.IT cs.LG math.IT stat.ME
10.1145/2628434
1206.4832
null
null
http://arxiv.org/abs/1206.4832v6
2014-07-03T04:56:30Z
2012-06-21T11:03:50Z
Smoothed Functional Algorithms for Stochastic Optimization using q-Gaussian Distributions
Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, specially when the objective is to improve the performance of a stochastic system. However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in literature, which include Gaussian, Cauchy and uniform distributions among others. This paper studies a new class of kernels based on the q-Gaussian distribution, that has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.
[ "Debarghya Ghoshdastidar, Ambedkar Dukkipati, Shalabh Bhatnagar", "['Debarghya Ghoshdastidar' 'Ambedkar Dukkipati' 'Shalabh Bhatnagar']" ]
stat.ML cs.LG
null
1206.5036
null
null
http://arxiv.org/pdf/1206.5036v2
2012-09-06T13:27:18Z
2012-06-22T00:12:05Z
Estimating Densities with Non-Parametric Exponential Families
We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate probability mass in the neighborhood of the observed points, resulting in a non-parametric model similar to kernel density estimators. We show that under mild conditions, the resulting model uses only the sufficient statistics if the density is within the chosen exponential family, and asymptotically, it approximates densities outside of the chosen exponential family. Using the proposed approach, we modify the exponential random graph model, commonly used for modeling small-size graph distributions, to address the well-known issue of model degeneracy.
[ "Lin Yuan, Sergey Kirshner and Robert Givan", "['Lin Yuan' 'Sergey Kirshner' 'Robert Givan']" ]
cs.LG math.ST stat.TH
null
1206.5057
null
null
http://arxiv.org/pdf/1206.5057v5
2012-10-11T16:01:22Z
2012-06-22T05:29:48Z
The Robustness and Super-Robustness of L^p Estimation, when p < 1
In robust statistics, the breakdown point of an estimator is the percentage of outliers with which an estimator still generates reliable estimation. The upper bound of breakdown point is 50%, which means it is not possible to generate reliable estimation with more than half outliers. In this paper, it is shown that for majority of experiences, when the outliers exceed 50%, but if they are distributed randomly enough, it is still possible to generate a reliable estimation from minority good observations. The phenomenal of that the breakdown point is larger than 50% is named as super robustness. And, in this paper, a robust estimator is called strict robust if it generates a perfect estimation when all the good observations are perfect. More specifically, the super robustness of the maximum likelihood estimator of the exponential power distribution, or L^p estimation, where p<1, is investigated. This paper starts with proving that L^p (p<1) is a strict robust location estimator. Further, it is proved that L^p (p < 1)has the property of strict super-robustness on translation, rotation, scaling transformation and robustness on Euclidean transform.
[ "Qinghuai Gao", "['Qinghuai Gao']" ]
stat.ML cs.LG stat.CO
null
1206.5102
null
null
http://arxiv.org/pdf/1206.5102v1
2012-06-22T10:24:55Z
2012-06-22T10:24:55Z
Hidden Markov Models with mixtures as emission distributions
In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a semiparametric modeling where the emission distributions are a mixture of parametric distributions is proposed to get a higher flexibility. We show that the classical EM algorithm can be adapted to infer the model parameters. For the initialisation step, starting from a large number of components, a hierarchical method to combine them into the hidden states is proposed. Three likelihood-based criteria to select the components to be combined are discussed. To estimate the number of hidden states, BIC-like criteria are derived. A simulation study is carried out both to determine the best combination between the merging criteria and the model selection criteria and to evaluate the accuracy of classification. The proposed method is also illustrated using a biological dataset from the model plant Arabidopsis thaliana. A R package HMMmix is freely available on the CRAN.
[ "Stevenn Volant, Caroline B\\'erard, Marie-Laure Martin-Magniette and\n St\\'ephane Robin", "['Stevenn Volant' 'Caroline Bérard' 'Marie-Laure Martin-Magniette'\n 'Stéphane Robin']" ]
cs.LG stat.ML
null
1206.5162
null
null
http://arxiv.org/pdf/1206.5162v2
2012-12-04T19:35:34Z
2012-06-22T14:36:15Z
Fast Variational Inference in the Conjugate Exponential Family
We present a general method for deriving collapsed variational inference algo- rithms for probabilistic models in the conjugate exponential family. Our method unifies many existing approaches to collapsed variational inference. Our collapsed variational inference leads to a new lower bound on the marginal likelihood. We exploit the information geometry of the bound to derive much faster optimization methods based on conjugate gradients for these models. Our approach is very general and is easily applied to any model where the mean field update equations have been derived. Empirically we show significant speed-ups for probabilistic models optimized using our bound.
[ "James Hensman, Magnus Rattray and Neil D. Lawrence", "['James Hensman' 'Magnus Rattray' 'Neil D. Lawrence']" ]
q-fin.ST cs.LG
10.1109/BWSS.2012.23
1206.5224
null
null
http://arxiv.org/abs/1206.5224v4
2012-09-13T16:17:59Z
2012-06-22T18:30:05Z
Stock prices assessment: proposal of a new index based on volume weighted historical prices through the use of computer modeling
The importance of considering the volumes to analyze stock prices movements can be considered as a well-accepted practice in the financial area. However, when we look at the scientific production in this field, we still cannot find a unified model that includes volume and price variations for stock assessment purposes. In this paper we present a computer model that could fulfill this gap, proposing a new index to evaluate stock prices based on their historical prices and volumes traded. Besides the model can be considered mathematically very simple, it was able to improve significantly the performance of agents operating with real financial data. Based on the results obtained, and also on the very intuitive logic of our model, we believe that the index proposed here can be very useful to help investors on the activity of determining ideal price ranges for buying and selling stocks in the financial market.
[ "Tiago Colliri, Fernando F. Ferreira", "['Tiago Colliri' 'Fernando F. Ferreira']" ]
cs.LG stat.ML
null
1206.5240
null
null
http://arxiv.org/pdf/1206.5240v1
2012-06-20T14:52:04Z
2012-06-20T14:52:04Z
Analysis of Semi-Supervised Learning with the Yarowsky Algorithm
The Yarowsky algorithm is a rule-based semi-supervised learning algorithm that has been successfully applied to some problems in computational linguistics. The algorithm was not mathematically well understood until (Abney 2004) which analyzed some specific variants of the algorithm, and also proposed some new algorithms for bootstrapping. In this paper, we extend Abney's work and show that some of his proposed algorithms actually optimize (an upper-bound on) an objective function based on a new definition of cross-entropy which is based on a particular instantiation of the Bregman distance between probability distributions. Moreover, we suggest some new algorithms for rule-based semi-supervised learning and show connections with harmonic functions and minimum multi-way cuts in graph-based semi-supervised learning.
[ "Gholam Reza Haffari, Anoop Sarkar", "['Gholam Reza Haffari' 'Anoop Sarkar']" ]
cs.LG stat.ML
null
1206.5241
null
null
http://arxiv.org/pdf/1206.5241v1
2012-06-20T14:52:49Z
2012-06-20T14:52:49Z
Shift-Invariance Sparse Coding for Audio Classification
Sparse coding is an unsupervised learning algorithm that learns a succinct high-level representation of the inputs given only unlabeled data; it represents each input as a sparse linear combination of a set of basis functions. Originally applied to modeling the human visual cortex, sparse coding has also been shown to be useful for self-taught learning, in which the goal is to solve a supervised classification task given access to additional unlabeled data drawn from different classes than that in the supervised learning problem. Shift-invariant sparse coding (SISC) is an extension of sparse coding which reconstructs a (usually time-series) input using all of the basis functions in all possible shifts. In this paper, we present an efficient algorithm for learning SISC bases. Our method is based on iteratively solving two large convex optimization problems: The first, which computes the linear coefficients, is an L1-regularized linear least squares problem with potentially hundreds of thousands of variables. Existing methods typically use a heuristic to select a small subset of the variables to optimize, but we present a way to efficiently compute the exact solution. The second, which solves for bases, is a constrained linear least squares problem. By optimizing over complex-valued variables in the Fourier domain, we reduce the coupling between the different variables, allowing the problem to be solved efficiently. We show that SISC's learned high-level representations of speech and music provide useful features for classification tasks within those domains. When applied to classification, under certain conditions the learned features outperform state of the art spectral and cepstral features.
[ "Roger Grosse, Rajat Raina, Helen Kwong, Andrew Y. Ng", "['Roger Grosse' 'Rajat Raina' 'Helen Kwong' 'Andrew Y. Ng']" ]
cs.LG stat.ML
null
1206.5243
null
null
http://arxiv.org/pdf/1206.5243v1
2012-06-20T14:53:26Z
2012-06-20T14:53:26Z
Convergent Propagation Algorithms via Oriented Trees
Inference problems in graphical models are often approximated by casting them as constrained optimization problems. Message passing algorithms, such as belief propagation, have previously been suggested as methods for solving these optimization problems. However, there are few convergence guarantees for such algorithms, and the algorithms are therefore not guaranteed to solve the corresponding optimization problem. Here we present an oriented tree decomposition algorithm that is guaranteed to converge to the global optimum of the Tree-Reweighted (TRW) variational problem. Our algorithm performs local updates in the convex dual of the TRW problem - an unconstrained generalized geometric program. Primal updates, also local, correspond to oriented reparametrization operations that leave the distribution intact.
[ "Amir Globerson, Tommi S. Jaakkola", "['Amir Globerson' 'Tommi S. Jaakkola']" ]
cs.AI cs.LG stat.ME
null
1206.5245
null
null
http://arxiv.org/pdf/1206.5245v1
2012-06-20T14:54:06Z
2012-06-20T14:54:06Z
A new parameter Learning Method for Bayesian Networks with Qualitative Influences
We propose a new method for parameter learning in Bayesian networks with qualitative influences. This method extends our previous work from networks of binary variables to networks of discrete variables with ordered values. The specified qualitative influences correspond to certain order restrictions on the parameters in the network. These parameters may therefore be estimated using constrained maximum likelihood estimation. We propose an alternative method, based on the isotonic regression. The constrained maximum likelihood estimates are fairly complicated to compute, whereas computation of the isotonic regression estimates only requires the repeated application of the Pool Adjacent Violators algorithm for linear orders. Therefore, the isotonic regression estimator is to be preferred from the viewpoint of computational complexity. Through experiments on simulated and real data, we show that the new learning method is competitive in performance to the constrained maximum likelihood estimator, and that both estimators improve on the standard estimator.
[ "['Ad Feelders']", "Ad Feelders" ]
cs.LG stat.ML
null
1206.5247
null
null
http://arxiv.org/pdf/1206.5247v1
2012-06-20T14:54:43Z
2012-06-20T14:54:43Z
Bayesian structure learning using dynamic programming and MCMC
MCMC methods for sampling from the space of DAGs can mix poorly due to the local nature of the proposals that are commonly used. It has been shown that sampling from the space of node orders yields better results [FK03, EW06]. Recently, Koivisto and Sood showed how one can analytically marginalize over orders using dynamic programming (DP) [KS04, Koi06]. Their method computes the exact marginal posterior edge probabilities, thus avoiding the need for MCMC. Unfortunately, there are four drawbacks to the DP technique: it can only use modular priors, it can only compute posteriors over modular features, it is difficult to compute a predictive density, and it takes exponential time and space. We show how to overcome the first three of these problems by using the DP algorithm as a proposal distribution for MCMC in DAG space. We show that this hybrid technique converges to the posterior faster than other methods, resulting in more accurate structure learning and higher predictive likelihoods on test data.
[ "Daniel Eaton, Kevin Murphy", "['Daniel Eaton' 'Kevin Murphy']" ]
cs.LG cs.CV cs.IR stat.ML
null
1206.5248
null
null
http://arxiv.org/pdf/1206.5248v1
2012-06-20T14:55:04Z
2012-06-20T14:55:04Z
Statistical Translation, Heat Kernels and Expected Distances
High dimensional structured data such as text and images is often poorly understood and misrepresented in statistical modeling. The standard histogram representation suffers from high variance and performs poorly in general. We explore novel connections between statistical translation, heat kernels on manifolds and graphs, and expected distances. These connections provide a new framework for unsupervised metric learning for text documents. Experiments indicate that the resulting distances are generally superior to their more standard counterparts.
[ "['Joshua Dillon' 'Yi Mao' 'Guy Lebanon' 'Jian Zhang']", "Joshua Dillon, Yi Mao, Guy Lebanon, Jian Zhang" ]
cs.CE cs.LG q-bio.QM stat.AP
null
1206.5256
null
null
http://arxiv.org/pdf/1206.5256v1
2012-06-20T14:58:18Z
2012-06-20T14:58:18Z
Discovering Patterns in Biological Sequences by Optimal Segmentation
Computational methods for discovering patterns of local correlations in sequences are important in computational biology. Here we show how to determine the optimal partitioning of aligned sequences into non-overlapping segments such that positions in the same segment are strongly correlated while positions in different segments are not. Our approach involves discovering the hidden variables of a Bayesian network that interact with observed sequences so as to form a set of independent mixture models. We introduce a dynamic program to efficiently discover the optimal segmentation, or equivalently the optimal set of hidden variables. We evaluate our approach on two computational biology tasks. One task is related to the design of vaccines against polymorphic pathogens and the other task involves analysis of single nucleotide polymorphisms (SNPs) in human DNA. We show how common tasks in these problems naturally correspond to inference procedures in the learned models. Error rates of our learned models for the prediction of missing SNPs are up to 1/3 less than the error rates of a state-of-the-art SNP prediction method. Source code is available at www.uwm.edu/~joebock/segmentation.
[ "Joseph Bockhorst, Nebojsa Jojic", "['Joseph Bockhorst' 'Nebojsa Jojic']" ]
cs.LG cs.AI stat.ML
null
1206.5261
null
null
http://arxiv.org/pdf/1206.5261v1
2012-06-20T15:00:46Z
2012-06-20T15:00:46Z
Mixture-of-Parents Maximum Entropy Markov Models
We present the mixture-of-parents maximum entropy Markov model (MoP-MEMM), a class of directed graphical models extending MEMMs. The MoP-MEMM allows tractable incorporation of long-range dependencies between nodes by restricting the conditional distribution of each node to be a mixture of distributions given the parents. We show how to efficiently compute the exact marginal posterior node distributions, regardless of the range of the dependencies. This enables us to model non-sequential correlations present within text documents, as well as between interconnected documents, such as hyperlinked web pages. We apply the MoP-MEMM to a named entity recognition task and a web page classification task. In each, our model shows significant improvement over the basic MEMM, and is competitive with other long-range sequence models that use approximate inference.
[ "David S. Rosenberg, Dan Klein, Ben Taskar", "['David S. Rosenberg' 'Dan Klein' 'Ben Taskar']" ]
cs.AI cs.LG stat.ML
null
1206.5263
null
null
http://arxiv.org/pdf/1206.5263v1
2012-06-20T15:01:43Z
2012-06-20T15:01:43Z
Reading Dependencies from Polytree-Like Bayesian Networks
We present a graphical criterion for reading dependencies from the minimal directed independence map G of a graphoid p when G is a polytree and p satisfies composition and weak transitivity. We prove that the criterion is sound and complete. We argue that assuming composition and weak transitivity is not too restrictive.
[ "['Jose M. Pena']", "Jose M. Pena" ]
cs.LG stat.ML
null
1206.5264
null
null
http://arxiv.org/pdf/1206.5264v1
2012-06-20T15:02:01Z
2012-06-20T15:02:01Z
Apprenticeship Learning using Inverse Reinforcement Learning and Gradient Methods
In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The algorithm's aim is to find a reward function such that the resulting optimal policy matches well the expert's observed behavior. The main difficulty is that the mapping from the parameters to policies is both nonsmooth and highly redundant. Resorting to subdifferentials solves the first difficulty, while the second one is over- come by computing natural gradients. We tested the proposed method in two artificial domains and found it to be more reliable and efficient than some previous methods.
[ "['Gergely Neu' 'Csaba Szepesvari']", "Gergely Neu, Csaba Szepesvari" ]
cs.LG cs.AI stat.ML
null
1206.5265
null
null
http://arxiv.org/pdf/1206.5265v1
2012-06-20T15:02:29Z
2012-06-20T15:02:29Z
Consensus ranking under the exponential model
We analyze the generalized Mallows model, a popular exponential model over rankings. Estimating the central (or consensus) ranking from data is NP-hard. We obtain the following new results: (1) We show that search methods can estimate both the central ranking pi0 and the model parameters theta exactly. The search is n! in the worst case, but is tractable when the true distribution is concentrated around its mode; (2) We show that the generalized Mallows model is jointly exponential in (pi0; theta), and introduce the conjugate prior for this model class; (3) The sufficient statistics are the pairwise marginal probabilities that item i is preferred to item j. Preliminary experiments confirm the theoretical predictions and compare the new algorithm and existing heuristics.
[ "['Marina Meila' 'Kapil Phadnis' 'Arthur Patterson' 'Jeff A. Bilmes']", "Marina Meila, Kapil Phadnis, Arthur Patterson, Jeff A. Bilmes" ]
cs.LG cs.IR stat.ML
null
1206.5267
null
null
http://arxiv.org/pdf/1206.5267v1
2012-06-20T15:03:41Z
2012-06-20T15:03:41Z
Collaborative Filtering and the Missing at Random Assumption
Rating prediction is an important application, and a popular research topic in collaborative filtering. However, both the validity of learning algorithms, and the validity of standard testing procedures rest on the assumption that missing ratings are missing at random (MAR). In this paper we present the results of a user study in which we collect a random sample of ratings from current users of an online radio service. An analysis of the rating data collected in the study shows that the sample of random ratings has markedly different properties than ratings of user-selected songs. When asked to report on their own rating behaviour, a large number of users indicate they believe their opinion of a song does affect whether they choose to rate that song, a violation of the MAR condition. Finally, we present experimental results showing that incorporating an explicit model of the missing data mechanism can lead to significant improvements in prediction performance on the random sample of ratings.
[ "['Benjamin Marlin' 'Richard S. Zemel' 'Sam Roweis' 'Malcolm Slaney']", "Benjamin Marlin, Richard S. Zemel, Sam Roweis, Malcolm Slaney" ]
cs.IR cs.LG stat.ML
null
1206.5270
null
null
http://arxiv.org/pdf/1206.5270v1
2012-06-20T15:04:47Z
2012-06-20T15:04:47Z
Nonparametric Bayes Pachinko Allocation
Recent advances in topic models have explored complicated structured distributions to represent topic correlation. For example, the pachinko allocation model (PAM) captures arbitrary, nested, and possibly sparse correlations between topics using a directed acyclic graph (DAG). While PAM provides more flexibility and greater expressive power than previous models like latent Dirichlet allocation (LDA), it is also more difficult to determine the appropriate topic structure for a specific dataset. In this paper, we propose a nonparametric Bayesian prior for PAM based on a variant of the hierarchical Dirichlet process (HDP). Although the HDP can capture topic correlations defined by nested data structure, it does not automatically discover such correlations from unstructured data. By assuming an HDP-based prior for PAM, we are able to learn both the number of topics and how the topics are correlated. We evaluate our model on synthetic and real-world text datasets, and show that nonparametric PAM achieves performance matching the best of PAM without manually tuning the number of topics.
[ "['Wei Li' 'David Blei' 'Andrew McCallum']", "Wei Li, David Blei, Andrew McCallum" ]
cs.LG stat.ML
null
1206.5274
null
null
http://arxiv.org/pdf/1206.5274v1
2012-06-20T15:06:08Z
2012-06-20T15:06:08Z
On Discarding, Caching, and Recalling Samples in Active Learning
We address challenges of active learning under scarce informational resources in non-stationary environments. In real-world settings, data labeled and integrated into a predictive model may become invalid over time. However, the data can become informative again with switches in context and such changes may indicate unmodeled cyclic or other temporal dynamics. We explore principles for discarding, caching, and recalling labeled data points in active learning based on computations of value of information. We review key concepts and study the value of the methods via investigations of predictive performance and costs of acquiring data for simulated and real-world data sets.
[ "['Ashish Kapoor' 'Eric J. Horvitz']", "Ashish Kapoor, Eric J. Horvitz" ]
cs.AI cs.LG stat.ML
null
1206.5277
null
null
http://arxiv.org/pdf/1206.5277v1
2012-06-20T15:07:42Z
2012-06-20T15:07:42Z
Accuracy Bounds for Belief Propagation
The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when this algorithm will perform well. Using recent analysis of convergence and stability properties in BP and new results on approximations in binary systems, we derive a bound on the error in BP's estimates for pairwise Markov random fields over discrete valued random variables. Our bound is relatively simple to compute, and compares favorably with a previous method of bounding the accuracy of BP.
[ "['Alexander T. Ihler']", "Alexander T. Ihler" ]
stat.ME cs.LG stat.ML
null
1206.5278
null
null
http://arxiv.org/pdf/1206.5278v1
2012-06-20T15:08:36Z
2012-06-20T15:08:36Z
Fast Nonparametric Conditional Density Estimation
Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals. Though fundamental and widely applicable, nonparametric conditional density estimators have received relatively little attention from statisticians and little or none from the machine learning community. None of that work has been applied to greater than bivariate data, presumably due to the computational difficulty of data-driven bandwidth selection. We describe the double kernel conditional density estimator and derive fast dual-tree-based algorithms for bandwidth selection using a maximum likelihood criterion. These techniques give speedups of up to 3.8 million in our experiments, and enable the first applications to previously intractable large multivariate datasets, including a redshift prediction problem from the Sloan Digital Sky Survey.
[ "Michael P. Holmes, Alexander G. Gray, Charles Lee Isbell", "['Michael P. Holmes' 'Alexander G. Gray' 'Charles Lee Isbell']" ]
cs.LG stat.ML
null
1206.5281
null
null
http://arxiv.org/pdf/1206.5281v1
2012-06-20T15:12:35Z
2012-06-20T15:12:35Z
Learning Selectively Conditioned Forest Structures with Applications to DBNs and Classification
Dealing with uncertainty in Bayesian Network structures using maximum a posteriori (MAP) estimation or Bayesian Model Averaging (BMA) is often intractable due to the superexponential number of possible directed, acyclic graphs. When the prior is decomposable, two classes of graphs where efficient learning can take place are tree structures, and fixed-orderings with limited in-degree. We show how MAP estimates and BMA for selectively conditioned forests (SCF), a combination of these two classes, can be computed efficiently for ordered sets of variables. We apply SCFs to temporal data to learn Dynamic Bayesian Networks having an intra-timestep forest and inter-timestep limited in-degree structure, improving model accuracy over DBNs without the combination of structures. We also apply SCFs to Bayes Net classification to learn selective forest augmented Naive Bayes classifiers. We argue that the built-in feature selection of selective augmented Bayes classifiers makes them preferable to similar non-selective classifiers based on empirical evidence.
[ "['Brian D. Ziebart' 'Anind K. Dey' 'J Andrew Bagnell']", "Brian D. Ziebart, Anind K. Dey, J Andrew Bagnell" ]
stat.ME cs.LG stat.ML
null
1206.5282
null
null
http://arxiv.org/pdf/1206.5282v1
2012-06-20T15:14:16Z
2012-06-20T15:14:16Z
A Characterization of Markov Equivalence Classes for Directed Acyclic Graphs with Latent Variables
Different directed acyclic graphs (DAGs) may be Markov equivalent in the sense that they entail the same conditional independence relations among the observed variables. Meek (1995) characterizes Markov equivalence classes for DAGs (with no latent variables) by presenting a set of orientation rules that can correctly identify all arrow orientations shared by all DAGs in a Markov equivalence class, given a member of that class. For DAG models with latent variables, maximal ancestral graphs (MAGs) provide a neat representation that facilitates model search. Earlier work (Ali et al. 2005) has identified a set of orientation rules sufficient to construct all arrowheads common to a Markov equivalence class of MAGs. In this paper, we provide extra rules sufficient to construct all common tails as well. We end up with a set of orientation rules sound and complete for identifying commonalities across a Markov equivalence class of MAGs, which is particularly useful for causal inference.
[ "['Jiji Zhang']", "Jiji Zhang" ]
cs.LG stat.ML
null
1206.5283
null
null
http://arxiv.org/pdf/1206.5283v1
2012-06-20T15:14:55Z
2012-06-20T15:14:55Z
Bayesian Active Distance Metric Learning
Distance metric learning is an important component for many tasks, such as statistical classification and content-based image retrieval. Existing approaches for learning distance metrics from pairwise constraints typically suffer from two major problems. First, most algorithms only offer point estimation of the distance metric and can therefore be unreliable when the number of training examples is small. Second, since these algorithms generally select their training examples at random, they can be inefficient if labeling effort is limited. This paper presents a Bayesian framework for distance metric learning that estimates a posterior distribution for the distance metric from labeled pairwise constraints. We describe an efficient algorithm based on the variational method for the proposed Bayesian approach. Furthermore, we apply the proposed Bayesian framework to active distance metric learning by selecting those unlabeled example pairs with the greatest uncertainty in relative distance. Experiments in classification demonstrate that the proposed framework achieves higher classification accuracy and identifies more informative training examples than the non-Bayesian approach and state-of-the-art distance metric learning algorithms.
[ "['Liu Yang' 'Rong Jin' 'Rahul Sukthankar']", "Liu Yang, Rong Jin, Rahul Sukthankar" ]
cs.AI cs.LG stat.ML
null
1206.5286
null
null
http://arxiv.org/pdf/1206.5286v1
2012-06-20T15:16:08Z
2012-06-20T15:16:08Z
MAP Estimation, Linear Programming and Belief Propagation with Convex Free Energies
Finding the most probable assignment (MAP) in a general graphical model is known to be NP hard but good approximations have been attained with max-product belief propagation (BP) and its variants. In particular, it is known that using BP on a single-cycle graph or tree reweighted BP on an arbitrary graph will give the MAP solution if the beliefs have no ties. In this paper we extend the setting under which BP can be used to provably extract the MAP. We define Convex BP as BP algorithms based on a convex free energy approximation and show that this class includes ordinary BP with single-cycle, tree reweighted BP and many other BP variants. We show that when there are no ties, fixed-points of convex max-product BP will provably give the MAP solution. We also show that convex sum-product BP at sufficiently small temperatures can be used to solve linear programs that arise from relaxing the MAP problem. Finally, we derive a novel condition that allows us to derive the MAP solution even if some of the convex BP beliefs have ties. In experiments, we show that our theorems allow us to find the MAP in many real-world instances of graphical models where exact inference using junction-tree is impossible.
[ "['Yair Weiss' 'Chen Yanover' 'Talya Meltzer']", "Yair Weiss, Chen Yanover, Talya Meltzer" ]
cs.LG cs.AI stat.ML
null
1206.5290
null
null
http://arxiv.org/pdf/1206.5290v1
2012-06-20T15:18:02Z
2012-06-20T15:18:02Z
Imitation Learning with a Value-Based Prior
The goal of imitation learning is for an apprentice to learn how to behave in a stochastic environment by observing a mentor demonstrating the correct behavior. Accurate prior knowledge about the correct behavior can reduce the need for demonstrations from the mentor. We present a novel approach to encoding prior knowledge about the correct behavior, where we assume that this prior knowledge takes the form of a Markov Decision Process (MDP) that is used by the apprentice as a rough and imperfect model of the mentor's behavior. Specifically, taking a Bayesian approach, we treat the value of a policy in this modeling MDP as the log prior probability of the policy. In other words, we assume a priori that the mentor's behavior is likely to be a high value policy in the modeling MDP, though quite possibly different from the optimal policy. We describe an efficient algorithm that, given a modeling MDP and a set of demonstrations by a mentor, provably converges to a stationary point of the log posterior of the mentor's policy, where the posterior is computed with respect to the "value based" prior. We also present empirical evidence that this prior does in fact speed learning of the mentor's policy, and is an improvement in our experiments over similar previous methods.
[ "['Umar Syed' 'Robert E. Schapire']", "Umar Syed, Robert E. Schapire" ]
cs.LG cs.AI stat.ML
null
1206.5291
null
null
http://arxiv.org/pdf/1206.5291v1
2012-06-20T15:18:24Z
2012-06-20T15:18:24Z
Improved Dynamic Schedules for Belief Propagation
Belief propagation and its variants are popular methods for approximate inference, but their running time and even their convergence depend greatly on the schedule used to send the messages. Recently, dynamic update schedules have been shown to converge much faster on hard networks than static schedules, namely the residual BP schedule of Elidan et al. [2006]. But that RBP algorithm wastes message updates: many messages are computed solely to determine their priority, and are never actually performed. In this paper, we show that estimating the residual, rather than calculating it directly, leads to significant decreases in the number of messages required for convergence, and in the total running time. The residual is estimated using an upper bound based on recent work on message errors in BP. On both synthetic and real-world networks, this dramatically decreases the running time of BP, in some cases by a factor of five, without affecting the quality of the solution.
[ "Charles Sutton, Andrew McCallum", "['Charles Sutton' 'Andrew McCallum']" ]
cs.LG stat.ML
null
1206.5293
null
null
http://arxiv.org/pdf/1206.5293v1
2012-06-20T15:19:06Z
2012-06-20T15:19:06Z
On Sensitivity of the MAP Bayesian Network Structure to the Equivalent Sample Size Parameter
BDeu marginal likelihood score is a popular model selection criterion for selecting a Bayesian network structure based on sample data. This non-informative scoring criterion assigns same score for network structures that encode same independence statements. However, before applying the BDeu score, one must determine a single parameter, the equivalent sample size alpha. Unfortunately no generally accepted rule for determining the alpha parameter has been suggested. This is disturbing, since in this paper we show through a series of concrete experiments that the solution of the network structure optimization problem is highly sensitive to the chosen alpha parameter value. Based on these results, we are able to give explanations for how and why this phenomenon happens, and discuss ideas for solving this problem.
[ "['Tomi Silander' 'Petri Kontkanen' 'Petri Myllymaki']", "Tomi Silander, Petri Kontkanen, Petri Myllymaki" ]
cs.LG
null
1206.5345
null
null
http://arxiv.org/pdf/1206.5345v4
2012-10-27T00:43:47Z
2012-06-23T00:36:08Z
Dynamic Pricing under Finite Space Demand Uncertainty: A Multi-Armed Bandit with Dependent Arms
We consider a dynamic pricing problem under unknown demand models. In this problem a seller offers prices to a stream of customers and observes either success or failure in each sale attempt. The underlying demand model is unknown to the seller and can take one of N possible forms. In this paper, we show that this problem can be formulated as a multi-armed bandit with dependent arms. We propose a dynamic pricing policy based on the likelihood ratio test. We show that the proposed policy achieves complete learning, i.e., it offers a bounded regret where regret is defined as the revenue loss with respect to the case with a known demand model. This is in sharp contrast with the logarithmic growing regret in multi-armed bandit with independent arms.
[ "['Pouya Tehrani' 'Yixuan Zhai' 'Qing Zhao']", "Pouya Tehrani, Yixuan Zhai, Qing Zhao" ]
cs.LG cs.DS
null
1206.5349
null
null
http://arxiv.org/pdf/1206.5349v2
2012-11-12T01:42:37Z
2012-06-23T01:33:37Z
Provable ICA with Unknown Gaussian Noise, and Implications for Gaussian Mixtures and Autoencoders
We present a new algorithm for Independent Component Analysis (ICA) which has provable performance guarantees. In particular, suppose we are given samples of the form $y = Ax + \eta$ where $A$ is an unknown $n \times n$ matrix and $x$ is a random variable whose components are independent and have a fourth moment strictly less than that of a standard Gaussian random variable and $\eta$ is an $n$-dimensional Gaussian random variable with unknown covariance $\Sigma$: We give an algorithm that provable recovers $A$ and $\Sigma$ up to an additive $\epsilon$ and whose running time and sample complexity are polynomial in $n$ and $1 / \epsilon$. To accomplish this, we introduce a novel "quasi-whitening" step that may be useful in other contexts in which the covariance of Gaussian noise is not known in advance. We also give a general framework for finding all local optima of a function (given an oracle for approximately finding just one) and this is a crucial step in our algorithm, one that has been overlooked in previous attempts, and allows us to control the accumulation of error when we find the columns of $A$ one by one via local search.
[ "Sanjeev Arora, Rong Ge, Ankur Moitra, Sushant Sachdeva", "['Sanjeev Arora' 'Rong Ge' 'Ankur Moitra' 'Sushant Sachdeva']" ]
cs.LG
null
1206.5533
null
null
http://arxiv.org/pdf/1206.5533v2
2012-09-16T17:49:12Z
2012-06-24T19:17:35Z
Practical recommendations for gradient-based training of deep architectures
Learning algorithms related to artificial neural networks and in particular for Deep Learning may seem to involve many bells and whistles, called hyper-parameters. This chapter is meant as a practical guide with recommendations for some of the most commonly used hyper-parameters, in particular in the context of learning algorithms based on back-propagated gradient and gradient-based optimization. It also discusses how to deal with the fact that more interesting results can be obtained when allowing one to adjust many hyper-parameters. Overall, it describes elements of the practice used to successfully and efficiently train and debug large-scale and often deep multi-layer neural networks. It closes with open questions about the training difficulties observed with deeper architectures.
[ "['Yoshua Bengio']", "Yoshua Bengio" ]
cs.LG
null
1206.5538
null
null
http://arxiv.org/pdf/1206.5538v3
2014-04-23T11:48:51Z
2012-06-24T20:51:38Z
Representation Learning: A Review and New Perspectives
The success of machine learning algorithms generally depends on data representation, and we hypothesize that this is because different representations can entangle and hide more or less the different explanatory factors of variation behind the data. Although specific domain knowledge can be used to help design representations, learning with generic priors can also be used, and the quest for AI is motivating the design of more powerful representation-learning algorithms implementing such priors. This paper reviews recent work in the area of unsupervised feature learning and deep learning, covering advances in probabilistic models, auto-encoders, manifold learning, and deep networks. This motivates longer-term unanswered questions about the appropriate objectives for learning good representations, for computing representations (i.e., inference), and the geometrical connections between representation learning, density estimation and manifold learning.
[ "['Yoshua Bengio' 'Aaron Courville' 'Pascal Vincent']", "Yoshua Bengio and Aaron Courville and Pascal Vincent" ]
cs.LG stat.ML
null
1206.5580
null
null
http://arxiv.org/pdf/1206.5580v2
2014-03-15T04:33:18Z
2012-06-25T05:57:29Z
A Geometric Algorithm for Scalable Multiple Kernel Learning
We present a geometric formulation of the Multiple Kernel Learning (MKL) problem. To do so, we reinterpret the problem of learning kernel weights as searching for a kernel that maximizes the minimum (kernel) distance between two convex polytopes. This interpretation combined with novel structural insights from our geometric formulation allows us to reduce the MKL problem to a simple optimization routine that yields provable convergence as well as quality guarantees. As a result our method scales efficiently to much larger data sets than most prior methods can handle. Empirical evaluation on eleven datasets shows that we are significantly faster and even compare favorably with a uniform unweighted combination of kernels.
[ "['John Moeller' 'Parasaran Raman' 'Avishek Saha'\n 'Suresh Venkatasubramanian']", "John Moeller, Parasaran Raman, Avishek Saha, Suresh Venkatasubramanian" ]
cs.LG stat.ML
null
1206.5766
null
null
http://arxiv.org/pdf/1206.5766v4
2012-10-28T07:03:15Z
2012-06-25T18:49:44Z
Learning mixtures of spherical Gaussians: moment methods and spectral decompositions
This work provides a computationally efficient and statistically consistent moment-based estimator for mixtures of spherical Gaussians. Under the condition that component means are in general position, a simple spectral decomposition technique yields consistent parameter estimates from low-order observable moments, without additional minimum separation assumptions needed by previous computationally efficient estimation procedures. Thus computational and information-theoretic barriers to efficient estimation in mixture models are precluded when the mixture components have means in general position and spherical covariances. Some connections are made to estimation problems related to independent component analysis.
[ "['Daniel Hsu' 'Sham M. Kakade']", "Daniel Hsu, Sham M. Kakade" ]
cs.LG cs.IT math.IT
null
1206.5882
null
null
http://arxiv.org/pdf/1206.5882v1
2012-06-26T05:10:36Z
2012-06-26T05:10:36Z
Exact Recovery of Sparsely-Used Dictionaries
We consider the problem of learning sparsely used dictionaries with an arbitrary square dictionary and a random, sparse coefficient matrix. We prove that $O (n \log n)$ samples are sufficient to uniquely determine the coefficient matrix. Based on this proof, we design a polynomial-time algorithm, called Exact Recovery of Sparsely-Used Dictionaries (ER-SpUD), and prove that it probably recovers the dictionary and coefficient matrix when the coefficient matrix is sufficiently sparse. Simulation results show that ER-SpUD reveals the true dictionary as well as the coefficients with probability higher than many state-of-the-art algorithms.
[ "Daniel A. Spielman, Huan Wang, John Wright", "['Daniel A. Spielman' 'Huan Wang' 'John Wright']" ]
cs.LG
null
1206.5915
null
null
http://arxiv.org/pdf/1206.5915v1
2012-06-26T08:29:43Z
2012-06-26T08:29:43Z
Graph Based Classification Methods Using Inaccurate External Classifier Information
In this paper we consider the problem of collectively classifying entities where relational information is available across the entities. In practice inaccurate class distribution for each entity is often available from another (external) classifier. For example this distribution could come from a classifier built using content features or a simple dictionary. Given the relational and inaccurate external classifier information, we consider two graph based settings in which the problem of collective classification can be solved. In the first setting the class distribution is used to fix labels to a subset of nodes and the labels for the remaining nodes are obtained like in a transductive setting. In the other setting the class distributions of all nodes are used to define the fitting function part of a graph regularized objective function. We define a generalized objective function that handles both the settings. Methods like harmonic Gaussian field and local-global consistency (LGC) reported in the literature can be seen as special cases. We extend the LGC and weighted vote relational neighbor classification (WvRN) methods to support usage of external classifier information. We also propose an efficient least squares regularization (LSR) based method and relate it to information regularization methods. All the methods are evaluated on several benchmark and real world datasets. Considering together speed, robustness and accuracy, experimental results indicate that the LSR and WvRN-extension methods perform better than other methods.
[ "Sundararajan Sellamanickam, Sathiya Keerthi Selvaraj", "['Sundararajan Sellamanickam' 'Sathiya Keerthi Selvaraj']" ]
cs.LG stat.ML
null
1206.6015
null
null
http://arxiv.org/pdf/1206.6015v1
2012-06-26T14:56:33Z
2012-06-26T14:56:33Z
Transductive Classification Methods for Mixed Graphs
In this paper we provide a principled approach to solve a transductive classification problem involving a similar graph (edges tend to connect nodes with same labels) and a dissimilar graph (edges tend to connect nodes with opposing labels). Most of the existing methods, e.g., Information Regularization (IR), Weighted vote Relational Neighbor classifier (WvRN) etc, assume that the given graph is only a similar graph. We extend the IR and WvRN methods to deal with mixed graphs. We evaluate the proposed extensions on several benchmark datasets as well as two real world datasets and demonstrate the usefulness of our ideas.
[ "Sundararajan Sellamanickam, Sathiya Keerthi Selvaraj", "['Sundararajan Sellamanickam' 'Sathiya Keerthi Selvaraj']" ]
cs.LG stat.ML
null
1206.6030
null
null
http://arxiv.org/pdf/1206.6030v1
2012-06-26T15:58:21Z
2012-06-26T15:58:21Z
An Additive Model View to Sparse Gaussian Process Classifier Design
We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to perform a stage-wise optimization of a predictive loss function. We introduce new methods for two key components viz., site parameter estimation and basis vector selection in any SGPC design. The proposed adaptive sampling based basis vector selection method aids in achieving improved generalization performance at a reduced computational cost. This method can also be used in conjunction with any other site parameter estimation methods. It has similar computational and storage complexities as the well-known information vector machine and is suitable for large datasets. The hyperparameters can be determined by optimizing a predictive loss function. The experimental results show better generalization performance of the proposed basis vector selection method on several benchmark datasets, particularly for relatively smaller basis vector set sizes or on difficult datasets.
[ "['Sundararajan Sellamanickam' 'Shirish Shevade']", "Sundararajan Sellamanickam, Shirish Shevade" ]
cs.LG stat.ML
null
1206.6038
null
null
http://arxiv.org/pdf/1206.6038v1
2012-06-26T16:19:51Z
2012-06-26T16:19:51Z
Predictive Approaches For Gaussian Process Classifier Model Selection
In this paper we consider the problem of Gaussian process classifier (GPC) model selection with different Leave-One-Out (LOO) Cross Validation (CV) based optimization criteria and provide a practical algorithm using LOO predictive distributions with such criteria to select hyperparameters. Apart from the standard average negative logarithm of predictive probability (NLP), we also consider smoothed versions of criteria such as F-measure and Weighted Error Rate (WER), which are useful for handling imbalanced data. Unlike the regression case, LOO predictive distributions for the classifier case are intractable. We use approximate LOO predictive distributions arrived from Expectation Propagation (EP) approximation. We conduct experiments on several real world benchmark datasets. When the NLP criterion is used for optimizing the hyperparameters, the predictive approaches show better or comparable NLP generalization performance with existing GPC approaches. On the other hand, when the F-measure criterion is used, the F-measure generalization performance improves significantly on several datasets. Overall, the EP-based predictive algorithm comes out as an excellent choice for GP classifier model selection with different optimization criteria.
[ "Sundararajan Sellamanickam, Sathiya Keerthi Selvaraj", "['Sundararajan Sellamanickam' 'Sathiya Keerthi Selvaraj']" ]
cs.LG cs.SY stat.ML
null
1206.6141
null
null
http://arxiv.org/pdf/1206.6141v1
2012-06-26T23:39:00Z
2012-06-26T23:39:00Z
Directed Time Series Regression for Control
We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical optimization. Through a computational study involving a stochastic version of a well known inverted pendulum balancing problem, we demonstrate that directed time series regression can generate significant improvements in controller performance over either of the aforementioned alternatives.
[ "Yi-Hao Kao and Benjamin Van Roy", "['Yi-Hao Kao' 'Benjamin Van Roy']" ]
cs.LG cs.DB
10.1109/TKDE.2012.131
1206.6196
null
null
http://arxiv.org/abs/1206.6196v1
2012-06-27T07:44:15Z
2012-06-27T07:44:15Z
Discrete Elastic Inner Vector Spaces with Application in Time Series and Sequence Mining
This paper proposes a framework dedicated to the construction of what we call discrete elastic inner product allowing one to embed sets of non-uniformly sampled multivariate time series or sequences of varying lengths into inner product space structures. This framework is based on a recursive definition that covers the case of multiple embedded time elastic dimensions. We prove that such inner products exist in our general framework and show how a simple instance of this inner product class operates on some prospective applications, while generalizing the Euclidean inner product. Classification experimentations on time series and symbolic sequences datasets demonstrate the benefits that we can expect by embedding time series or sequences into elastic inner spaces rather than into classical Euclidean spaces. These experiments show good accuracy when compared to the euclidean distance or even dynamic programming algorithms while maintaining a linear algorithmic complexity at exploitation stage, although a quadratic indexing phase beforehand is required.
[ "['Pierre-François Marteau' 'Nicolas Bonnel' 'Gilbas Ménier']", "Pierre-Fran\\c{c}ois Marteau (IRISA), Nicolas Bonnel (IRISA), Gilbas\n M\\'enier (IRISA)" ]
cs.LG cs.AI cs.DC cs.MA cs.RO
null
1206.6230
null
null
http://arxiv.org/pdf/1206.6230v2
2012-06-28T04:21:18Z
2012-06-27T11:11:55Z
Decentralized Data Fusion and Active Sensing with Mobile Sensors for Modeling and Predicting Spatiotemporal Traffic Phenomena
The problem of modeling and predicting spatiotemporal traffic phenomena over an urban road network is important to many traffic applications such as detecting and forecasting congestion hotspots. This paper presents a decentralized data fusion and active sensing (D2FAS) algorithm for mobile sensors to actively explore the road network to gather and assimilate the most informative data for predicting the traffic phenomenon. We analyze the time and communication complexity of D2FAS and demonstrate that it can scale well with a large number of observations and sensors. We provide a theoretical guarantee on its predictive performance to be equivalent to that of a sophisticated centralized sparse approximation for the Gaussian process (GP) model: The computation of such a sparse approximate GP model can thus be parallelized and distributed among the mobile sensors (in a Google-like MapReduce paradigm), thereby achieving efficient and scalable prediction. We also theoretically guarantee its active sensing performance that improves under various practical environmental conditions. Empirical evaluation on real-world urban road network data shows that our D2FAS algorithm is significantly more time-efficient and scalable than state-of-the-art centralized algorithms while achieving comparable predictive performance.
[ "['Jie Chen' 'Kian Hsiang Low' 'Colin Keng-Yan Tan' 'Ali Oran'\n 'Patrick Jaillet' 'John M. Dolan' 'Gaurav S. Sukhatme']", "Jie Chen, Kian Hsiang Low, Colin Keng-Yan Tan, Ali Oran, Patrick\n Jaillet, John M. Dolan and Gaurav S. Sukhatme" ]
cs.AI cs.LG
null
1206.6262
null
null
http://arxiv.org/pdf/1206.6262v1
2012-06-27T13:27:56Z
2012-06-27T13:27:56Z
Scaling Life-long Off-policy Learning
We pursue a life-long learning approach to artificial intelligence that makes extensive use of reinforcement learning algorithms. We build on our prior work with general value functions (GVFs) and the Horde architecture. GVFs have been shown able to represent a wide variety of facts about the world's dynamics that may be useful to a long-lived agent (Sutton et al. 2011). We have also previously shown scaling - that thousands of on-policy GVFs can be learned accurately in real-time on a mobile robot (Modayil, White & Sutton 2011). That work was limited in that it learned about only one policy at a time, whereas the greatest potential benefits of life-long learning come from learning about many policies in parallel, as we explore in this paper. Many new challenges arise in this off-policy learning setting. To deal with convergence and efficiency challenges, we utilize the recently introduced GTD({\lambda}) algorithm. We show that GTD({\lambda}) with tile coding can simultaneously learn hundreds of predictions for five simple target policies while following a single random behavior policy, assessing accuracy with interspersed on-policy tests. To escape the need for the tests, which preclude further scaling, we introduce and empirically vali- date two online estimators of the off-policy objective (MSPBE). Finally, we use the more efficient of the two estimators to demonstrate off-policy learning at scale - the learning of value functions for one thousand policies in real time on a physical robot. This ability constitutes a significant step towards scaling life-long off-policy learning.
[ "Adam White, Joseph Modayil, and Richard S. Sutton", "['Adam White' 'Joseph Modayil' 'Richard S. Sutton']" ]
stat.ML cs.LG
null
1206.6361
null
null
http://arxiv.org/pdf/1206.6361v1
2012-06-27T18:37:50Z
2012-06-27T18:37:50Z
Learning Markov Network Structure using Brownian Distance Covariance
In this paper, we present a simple non-parametric method for learning the structure of undirected graphs from data that drawn from an underlying unknown distribution. We propose to use Brownian distance covariance to estimate the conditional independences between the random variables and encodes pairwise Markov graph. This framework can be applied in high-dimensional setting, where the number of parameters much be larger than the sample size.
[ "['Ehsan Khoshgnauz']", "Ehsan Khoshgnauz" ]
cs.LG stat.CO stat.ML
null
1206.6380
null
null
http://arxiv.org/pdf/1206.6380v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Bayesian Posterior Sampling via Stochastic Gradient Fisher Scoring
In this paper we address the following question: Can we approximately sample from a Bayesian posterior distribution if we are only allowed to touch a small mini-batch of data-items for every sample we generate?. An algorithm based on the Langevin equation with stochastic gradients (SGLD) was previously proposed to solve this, but its mixing rate was slow. By leveraging the Bayesian Central Limit Theorem, we extend the SGLD algorithm so that at high mixing rates it will sample from a normal approximation of the posterior, while for slow mixing rates it will mimic the behavior of SGLD with a pre-conditioner matrix. As a bonus, the proposed algorithm is reminiscent of Fisher scoring (with stochastic gradients) and as such an efficient optimizer during burn-in.
[ "Sungjin Ahn (UC Irvine), Anoop Korattikara (UC Irvine), Max Welling\n (UC Irvine)", "['Sungjin Ahn' 'Anoop Korattikara' 'Max Welling']" ]
cs.LG stat.ML
null
1206.6381
null
null
http://arxiv.org/pdf/1206.6381v2
2012-07-09T08:36:42Z
2012-06-27T19:59:59Z
Shortest path distance in random k-nearest neighbor graphs
Consider a weighted or unweighted k-nearest neighbor graph that has been built on n data points drawn randomly according to some density p on R^d. We study the convergence of the shortest path distance in such graphs as the sample size tends to infinity. We prove that for unweighted kNN graphs, this distance converges to an unpleasant distance function on the underlying space whose properties are detrimental to machine learning. We also study the behavior of the shortest path distance in weighted kNN graphs.
[ "['Morteza Alamgir' 'Ulrike von Luxburg']", "Morteza Alamgir (Max Planck Institute for Intelligent Systems), Ulrike\n von Luxburg (Max Planck Institute for Intelligent Systems and University of\n Hamburg)" ]
cs.LG stat.ML
null
1206.6382
null
null
http://arxiv.org/pdf/1206.6382v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
High-Dimensional Covariance Decomposition into Sparse Markov and Independence Domains
In this paper, we present a novel framework incorporating a combination of sparse models in different domains. We posit the observed data as generated from a linear combination of a sparse Gaussian Markov model (with a sparse precision matrix) and a sparse Gaussian independence model (with a sparse covariance matrix). We provide efficient methods for decomposition of the data into two domains, \viz Markov and independence domains. We characterize a set of sufficient conditions for identifiability and model consistency. Our decomposition method is based on a simple modification of the popular $\ell_1$-penalized maximum-likelihood estimator ($\ell_1$-MLE). We establish that our estimator is consistent in both the domains, i.e., it successfully recovers the supports of both Markov and independence models, when the number of samples $n$ scales as $n = \Omega(d^2 \log p)$, where $p$ is the number of variables and $d$ is the maximum node degree in the Markov model. Our conditions for recovery are comparable to those of $\ell_1$-MLE for consistent estimation of a sparse Markov model, and thus, we guarantee successful high-dimensional estimation of a richer class of models under comparable conditions. Our experiments validate these results and also demonstrate that our models have better inference accuracy under simple algorithms such as loopy belief propagation.
[ "['Majid Janzamin' 'Animashree Anandkumar']", "Majid Janzamin (UC Irvine), Animashree Anandkumar (UC Irvine)" ]
cs.LG stat.ML
null
1206.6383
null
null
http://arxiv.org/pdf/1206.6383v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Feature Selection via Probabilistic Outputs
This paper investigates two feature-scoring criteria that make use of estimated class probabilities: one method proposed by \citet{shen} and a complementary approach proposed below. We develop a theoretical framework to analyze each criterion and show that both estimate the spread (across all values of a given feature) of the probability that an example belongs to the positive class. Based on our analysis, we predict when each scoring technique will be advantageous over the other and give empirical results validating our predictions.
[ "Andrea Danyluk (Williams College), Nicholas Arnosti (Stanford\n University)", "['Andrea Danyluk' 'Nicholas Arnosti']" ]
cs.LG stat.ML
null
1206.6384
null
null
http://arxiv.org/pdf/1206.6384v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Efficient and Practical Stochastic Subgradient Descent for Nuclear Norm Regularization
We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic subgradients with efficient incremental SVD updates, made possible by highly optimized and parallelizable dense linear algebra operations on small matrices. Our practical algorithms always maintain a low-rank factorization of iterates that can be conveniently held in memory and efficiently multiplied to generate predictions in matrix completion settings. Empirical comparisons confirm that our approach is highly competitive with several recently proposed state-of-the-art solvers for such problems.
[ "['Haim Avron' 'Satyen Kale' 'Shiva Kasiviswanathan' 'Vikas Sindhwani']", "Haim Avron (IBM T.J. Watson Research Center), Satyen Kale (IBM T.J.\n Watson Research Center), Shiva Kasiviswanathan (IBM T.J. Watson Research\n Center), Vikas Sindhwani (IBM T.J. Watson Research Center)" ]
cs.LG stat.ME stat.ML
null
1206.6385
null
null
http://arxiv.org/pdf/1206.6385v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Improved Estimation in Time Varying Models
Locally adapted parameterizations of a model (such as locally weighted regression) are expressive but often suffer from high variance. We describe an approach for reducing the variance, based on the idea of estimating simultaneously a transformed space for the model, as well as locally adapted parameterizations in this new space. We present a new problem formulation that captures this idea and illustrate it in the important context of time varying models. We develop an algorithm for learning a set of bases for approximating a time varying sparse network; each learned basis constitutes an archetypal sparse network structure. We also provide an extension for learning task-driven bases. We present empirical results on synthetic data sets, as well as on a BCI EEG classification task.
[ "['Doina Precup' 'Philip Bachman']", "Doina Precup (McGill University), Philip Bachman (McGill University)" ]
cs.LG cs.AI stat.ML
null
1206.6386
null
null
http://arxiv.org/pdf/1206.6386v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
How To Grade a Test Without Knowing the Answers --- A Bayesian Graphical Model for Adaptive Crowdsourcing and Aptitude Testing
We propose a new probabilistic graphical model that jointly models the difficulties of questions, the abilities of participants and the correct answers to questions in aptitude testing and crowdsourcing settings. We devise an active learning/adaptive testing scheme based on a greedy minimization of expected model entropy, which allows a more efficient resource allocation by dynamically choosing the next question to be asked based on the previous responses. We present experimental results that confirm the ability of our model to infer the required parameters and demonstrate that the adaptive testing scheme requires fewer questions to obtain the same accuracy as a static test scenario.
[ "['Yoram Bachrach' 'Thore Graepel' 'Tom Minka' 'John Guiver']", "Yoram Bachrach (Microsoft Research), Thore Graepel (Microsoft\n Research), Tom Minka (Microsoft Research), John Guiver (Microsoft Research)" ]
cs.LG stat.ML
null
1206.6387
null
null
http://arxiv.org/pdf/1206.6387v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Fast classification using sparse decision DAGs
In this paper we propose an algorithm that builds sparse decision DAGs (directed acyclic graphs) from a list of base classifiers provided by an external learning method such as AdaBoost. The basic idea is to cast the DAG design task as a Markov decision process. Each instance can decide to use or to skip each base classifier, based on the current state of the classifier being built. The result is a sparse decision DAG where the base classifiers are selected in a data-dependent way. The method has a single hyperparameter with a clear semantics of controlling the accuracy/speed trade-off. The algorithm is competitive with state-of-the-art cascade detectors on three object-detection benchmarks, and it clearly outperforms them when there is a small number of base classifiers. Unlike cascades, it is also readily applicable for multi-class classification. Using the multi-class setup, we show on a benchmark web page ranking data set that we can significantly improve the decision speed without harming the performance of the ranker.
[ "['Djalel Benbouzid' 'Robert Busa-Fekete' 'Balazs Kegl']", "Djalel Benbouzid (University of Paris-Sud / CNRS / IN2P3), Robert\n Busa-Fekete (LAL, CNRS), Balazs Kegl (CNRS / University of Paris-Sud)" ]
cs.LG cs.SI stat.ML
null
1206.6388
null
null
http://arxiv.org/pdf/1206.6388v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Canonical Trends: Detecting Trend Setters in Web Data
Much information available on the web is copied, reused or rephrased. The phenomenon that multiple web sources pick up certain information is often called trend. A central problem in the context of web data mining is to detect those web sources that are first to publish information which will give rise to a trend. We present a simple and efficient method for finding trends dominating a pool of web sources and identifying those web sources that publish the information relevant to a trend before others. We validate our approach on real data collected from influential technology news feeds.
[ "['Felix Biessmann' 'Jens-Michalis Papaioannou' 'Mikio Braun'\n 'Andreas Harth']", "Felix Biessmann (TU Berlin), Jens-Michalis Papaioannou (TU Berlin),\n Mikio Braun (TU Berlin), Andreas Harth (Karlsruhe Institue of Technology)" ]
cs.LG cs.CR stat.ML
null
1206.6389
null
null
http://arxiv.org/pdf/1206.6389v3
2013-03-25T10:16:36Z
2012-06-27T19:59:59Z
Poisoning Attacks against Support Vector Machines
We investigate a family of poisoning attacks against Support Vector Machines (SVM). Such attacks inject specially crafted training data that increases the SVM's test error. Central to the motivation for these attacks is the fact that most learning algorithms assume that their training data comes from a natural or well-behaved distribution. However, this assumption does not generally hold in security-sensitive settings. As we demonstrate, an intelligent adversary can, to some extent, predict the change of the SVM's decision function due to malicious input and use this ability to construct malicious data. The proposed attack uses a gradient ascent strategy in which the gradient is computed based on properties of the SVM's optimal solution. This method can be kernelized and enables the attack to be constructed in the input space even for non-linear kernels. We experimentally demonstrate that our gradient ascent procedure reliably identifies good local maxima of the non-convex validation error surface, which significantly increases the classifier's test error.
[ "['Battista Biggio' 'Blaine Nelson' 'Pavel Laskov']", "Battista Biggio (University of Cagliari), Blaine Nelson (University of\n Tuebingen), Pavel Laskov (University of Tuebingen)" ]
cs.AI cs.CE cs.LG
null
1206.6390
null
null
http://arxiv.org/pdf/1206.6390v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Incorporating Causal Prior Knowledge as Path-Constraints in Bayesian Networks and Maximal Ancestral Graphs
We consider the incorporation of causal knowledge about the presence or absence of (possibly indirect) causal relations into a causal model. Such causal relations correspond to directed paths in a causal model. This type of knowledge naturally arises from experimental data, among others. Specifically, we consider the formalisms of Causal Bayesian Networks and Maximal Ancestral Graphs and their Markov equivalence classes: Partially Directed Acyclic Graphs and Partially Oriented Ancestral Graphs. We introduce sound and complete procedures which are able to incorporate causal prior knowledge in such models. In simulated experiments, we show that often considering even a few causal facts leads to a significant number of new inferences. In a case study, we also show how to use real experimental data to infer causal knowledge and incorporate it into a real biological causal network. The code is available at mensxmachina.org.
[ "Giorgos Borboudakis (ICS FORTH), Ioannis Tsamardinos (University of\n Crete)", "['Giorgos Borboudakis' 'Ioannis Tsamardinos']" ]
stat.ME cs.LG stat.AP
null
1206.6391
null
null
http://arxiv.org/pdf/1206.6391v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Gaussian Process Quantile Regression using Expectation Propagation
Direct quantile regression involves estimating a given quantile of a response variable as a function of input variables. We present a new framework for direct quantile regression where a Gaussian process model is learned, minimising the expected tilted loss function. The integration required in learning is not analytically tractable so to speed up the learning we employ the Expectation Propagation algorithm. We describe how this work relates to other quantile regression methods and apply the method on both synthetic and real data sets. The method is shown to be competitive with state of the art methods whilst allowing for the leverage of the full Gaussian process probabilistic framework.
[ "['Alexis Boukouvalas' 'Remi Barillec' 'Dan Cornford']", "Alexis Boukouvalas (Aston University), Remi Barillec (Aston\n University), Dan Cornford (Aston University)" ]
cs.LG cs.SD stat.ML
null
1206.6392
null
null
http://arxiv.org/pdf/1206.6392v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Modeling Temporal Dependencies in High-Dimensional Sequences: Application to Polyphonic Music Generation and Transcription
We investigate the problem of modeling symbolic sequences of polyphonic music in a completely general piano-roll representation. We introduce a probabilistic model based on distribution estimators conditioned on a recurrent neural network that is able to discover temporal dependencies in high-dimensional sequences. Our approach outperforms many traditional models of polyphonic music on a variety of realistic datasets. We show how our musical language model can serve as a symbolic prior to improve the accuracy of polyphonic transcription.
[ "['Nicolas Boulanger-Lewandowski' 'Yoshua Bengio' 'Pascal Vincent']", "Nicolas Boulanger-Lewandowski (Universite de Montreal), Yoshua Bengio\n (Universite de Montreal), Pascal Vincent (Universite de Montreal)" ]
cs.LG stat.ML
null
1206.6393
null
null
http://arxiv.org/pdf/1206.6393v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Local Loss Optimization in Operator Models: A New Insight into Spectral Learning
This paper re-visits the spectral method for learning latent variable models defined in terms of observable operators. We give a new perspective on the method, showing that operators can be recovered by minimizing a loss defined on a finite subset of the domain. A non-convex optimization similar to the spectral method is derived. We also propose a regularized convex relaxation of this optimization. We show that in practice the availabilty of a continuous regularization parameter (in contrast with the discrete number of states in the original method) allows a better trade-off between accuracy and model complexity. We also prove that in general, a randomized strategy for choosing the local loss will succeed with high probability.
[ "['Borja Balle' 'Ariadna Quattoni' 'Xavier Carreras']", "Borja Balle (UPC), Ariadna Quattoni (UPC), Xavier Carreras (UPC)" ]
cs.LG cs.SI stat.ML
null
1206.6394
null
null
http://arxiv.org/pdf/1206.6394v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Nonparametric Link Prediction in Dynamic Networks
We propose a non-parametric link prediction algorithm for a sequence of graph snapshots over time. The model predicts links based on the features of its endpoints, as well as those of the local neighborhood around the endpoints. This allows for different types of neighborhoods in a graph, each with its own dynamics (e.g, growing or shrinking communities). We prove the consistency of our estimator, and give a fast implementation based on locality-sensitive hashing. Experiments with simulated as well as five real-world dynamic graphs show that we outperform the state of the art, especially when sharp fluctuations or non-linearities are present.
[ "['Purnamrita Sarkar' 'Deepayan Chakrabarti' 'Michael Jordan']", "Purnamrita Sarkar (UC Berkeley), Deepayan Chakrabarti (Facebook),\n Michael Jordan (UC Berkeley)" ]
cs.LG cs.CR stat.ML
null
1206.6395
null
null
http://arxiv.org/pdf/1206.6395v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Convergence Rates for Differentially Private Statistical Estimation
Differential privacy is a cryptographically-motivated definition of privacy which has gained significant attention over the past few years. Differentially private solutions enforce privacy by adding random noise to a function computed over the data, and the challenge in designing such algorithms is to control the added noise in order to optimize the privacy-accuracy-sample size tradeoff. This work studies differentially-private statistical estimation, and shows upper and lower bounds on the convergence rates of differentially private approximations to statistical estimators. Our results reveal a formal connection between differential privacy and the notion of Gross Error Sensitivity (GES) in robust statistics, by showing that the convergence rate of any differentially private approximation to an estimator that is accurate over a large class of distributions has to grow with the GES of the estimator. We then provide an upper bound on the convergence rate of a differentially private approximation to an estimator with bounded range and bounded GES. We show that the bounded range condition is necessary if we wish to ensure a strict form of differential privacy.
[ "['Kamalika Chaudhuri' 'Daniel Hsu']", "Kamalika Chaudhuri (UCSD), Daniel Hsu (Microsoft Research)" ]
cs.LG stat.ML
null
1206.6396
null
null
http://arxiv.org/pdf/1206.6396v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Joint Optimization and Variable Selection of High-dimensional Gaussian Processes
Maximizing high-dimensional, non-convex functions through noisy observations is a notoriously hard problem, but one that arises in many applications. In this paper, we tackle this challenge by modeling the unknown function as a sample from a high-dimensional Gaussian process (GP) distribution. Assuming that the unknown function only depends on few relevant variables, we show that it is possible to perform joint variable selection and GP optimization. We provide strong performance guarantees for our algorithm, bounding the sample complexity of variable selection, and as well as providing cumulative regret bounds. We further provide empirical evidence on the effectiveness of our algorithm on several benchmark optimization problems.
[ "['Bo Chen' 'Rui Castro' 'Andreas Krause']", "Bo Chen (Caltech), Rui Castro (Eindhoven University of Technology),\n Andreas Krause (ETH Zurich)" ]
cs.LG stat.ML
null
1206.6397
null
null
http://arxiv.org/pdf/1206.6397v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Communications Inspired Linear Discriminant Analysis
We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label (based on a Shannon entropy measure). By harnessing a recent theoretical result on the gradient of mutual information, the above optimization problem can be solved directly using gradient descent, without requiring simplification of the objective function. Theoretical analysis and empirical comparison are made between the proposed method and two closely related methods (Linear Discriminant Analysis and Information Discriminant Analysis), and comparisons are also made with a method in which Renyi entropy is used to define the mutual information (in this case the gradient may be computed simply, under a special parameter setting). Relative to these alternative approaches, the proposed method achieves promising results on real datasets.
[ "['Minhua Chen' 'William Carson' 'Miguel Rodrigues' 'Robert Calderbank'\n 'Lawrence Carin']", "Minhua Chen (Duke University), William Carson (PA Consulting Group,\n Cambridge Technology Centre), Miguel Rodrigues (University College London),\n Robert Calderbank (Duke University), Lawrence Carin (Duke University)" ]
cs.LG stat.ML
null
1206.6398
null
null
http://arxiv.org/pdf/1206.6398v2
2012-09-03T16:05:45Z
2012-06-27T19:59:59Z
Learning Parameterized Skills
We introduce a method for constructing skills capable of solving tasks drawn from a distribution of parameterized reinforcement learning problems. The method draws example tasks from a distribution of interest and uses the corresponding learned policies to estimate the topology of the lower-dimensional piecewise-smooth manifold on which the skill policies lie. This manifold models how policy parameters change as task parameters vary. The method identifies the number of charts that compose the manifold and then applies non-linear regression in each chart to construct a parameterized skill by predicting policy parameters from task parameters. We evaluate our method on an underactuated simulated robotic arm tasked with learning to accurately throw darts at a parameterized target location.
[ "['Bruno Da Silva' 'George Konidaris' 'Andrew Barto']", "Bruno Da Silva (UMass Amherst), George Konidaris (MIT), Andrew Barto\n (UMass Amherst)" ]
cs.LG cs.AI stat.ML
null
1206.6399
null
null
http://arxiv.org/pdf/1206.6399v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Demand-Driven Clustering in Relational Domains for Predicting Adverse Drug Events
Learning from electronic medical records (EMR) is challenging due to their relational nature and the uncertain dependence between a patient's past and future health status. Statistical relational learning is a natural fit for analyzing EMRs but is less adept at handling their inherent latent structure, such as connections between related medications or diseases. One way to capture the latent structure is via a relational clustering of objects. We propose a novel approach that, instead of pre-clustering the objects, performs a demand-driven clustering during learning. We evaluate our algorithm on three real-world tasks where the goal is to use EMRs to predict whether a patient will have an adverse reaction to a medication. We find that our approach is more accurate than performing no clustering, pre-clustering, and using expert-constructed medical heterarchies.
[ "['Jesse Davis' 'Vitor Santos Costa' 'Peggy Peissig' 'Michael Caldwell'\n 'Elizabeth Berg' 'David Page']", "Jesse Davis (KU Leuven), Vitor Santos Costa (University of Porto),\n Peggy Peissig (Marshfield Clinic), Michael Caldwell (Marshfield Clinic),\n Elizabeth Berg (University of Wisconsin - Madison), David Page (University of\n Wisconsin - Madison)" ]
cs.LG stat.ML
null
1206.6400
null
null
http://arxiv.org/pdf/1206.6400v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Online Bandit Learning against an Adaptive Adversary: from Regret to Policy Regret
Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the standard definition of regret becomes inadequate if the adversary is allowed to adapt to the online algorithm's actions. We define the alternative notion of policy regret, which attempts to provide a more meaningful way to measure an online algorithm's performance against adaptive adversaries. Focusing on the online bandit setting, we show that no bandit algorithm can guarantee a sublinear policy regret against an adaptive adversary with unbounded memory. On the other hand, if the adversary's memory is bounded, we present a general technique that converts any bandit algorithm with a sublinear regret bound into an algorithm with a sublinear policy regret bound. We extend this result to other variants of regret, such as switching regret, internal regret, and swap regret.
[ "Raman Arora (TTIC), Ofer Dekel (Microsoft Research), Ambuj Tewari\n (University of Texas)", "['Raman Arora' 'Ofer Dekel' 'Ambuj Tewari']" ]
cs.LG stat.ML
null
1206.6401
null
null
http://arxiv.org/pdf/1206.6401v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Consistent Multilabel Ranking through Univariate Losses
We consider the problem of rank loss minimization in the setting of multilabel classification, which is usually tackled by means of convex surrogate losses defined on pairs of labels. Very recently, this approach was put into question by a negative result showing that commonly used pairwise surrogate losses, such as exponential and logistic losses, are inconsistent. In this paper, we show a positive result which is arguably surprising in light of the previous one: the simpler univariate variants of exponential and logistic surrogates (i.e., defined on single labels) are consistent for rank loss minimization. Instead of directly proving convergence, we give a much stronger result by deriving regret bounds and convergence rates. The proposed losses suggest efficient and scalable algorithms, which are tested experimentally.
[ "['Krzysztof Dembczynski' 'Wojciech Kotlowski' 'Eyke Huellermeier']", "Krzysztof Dembczynski (Poznan University of Technology), Wojciech\n Kotlowski (Poznan University of Technology), Eyke Huellermeier (Marburg\n University)" ]
cs.LG stat.ML
null
1206.6402
null
null
http://arxiv.org/pdf/1206.6402v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Parallelizing Exploration-Exploitation Tradeoffs with Gaussian Process Bandit Optimization
Can one parallelize complex exploration exploitation tradeoffs? As an example, consider the problem of optimal high-throughput experimental design, where we wish to sequentially design batches of experiments in order to simultaneously learn a surrogate function mapping stimulus to response and identify the maximum of the function. We formalize the task as a multi-armed bandit problem, where the unknown payoff function is sampled from a Gaussian process (GP), and instead of a single arm, in each round we pull a batch of several arms in parallel. We develop GP-BUCB, a principled algorithm for choosing batches, based on the GP-UCB algorithm for sequential GP optimization. We prove a surprising result; as compared to the sequential approach, the cumulative regret of the parallel algorithm only increases by a constant factor independent of the batch size B. Our results provide rigorous theoretical support for exploiting parallelism in Bayesian global optimization. We demonstrate the effectiveness of our approach on two real-world applications.
[ "Thomas Desautels (California Inst. of Technology), Andreas Krause (ETH\n Zurich), Joel Burdick (California Inst. of Technology)", "['Thomas Desautels' 'Andreas Krause' 'Joel Burdick']" ]
cs.CL cs.LG
null
1206.6403
null
null
http://arxiv.org/pdf/1206.6403v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Two Step CCA: A new spectral method for estimating vector models of words
Unlabeled data is often used to learn representations which can be used to supplement baseline features in a supervised learner. For example, for text applications where the words lie in a very high dimensional space (the size of the vocabulary), one can learn a low rank "dictionary" by an eigen-decomposition of the word co-occurrence matrix (e.g. using PCA or CCA). In this paper, we present a new spectral method based on CCA to learn an eigenword dictionary. Our improved procedure computes two set of CCAs, the first one between the left and right contexts of the given word and the second one between the projections resulting from this CCA and the word itself. We prove theoretically that this two-step procedure has lower sample complexity than the simple single step procedure and also illustrate the empirical efficacy of our approach and the richness of representations learned by our Two Step CCA (TSCCA) procedure on the tasks of POS tagging and sentiment classification.
[ "Paramveer Dhillon (University of Pennsylvania), Jordan Rodu\n (University of Pennsylvania), Dean Foster (University of Pennsylvania), Lyle\n Ungar (University of Pennsylvania)", "['Paramveer Dhillon' 'Jordan Rodu' 'Dean Foster' 'Lyle Ungar']" ]
cs.LG cs.CY math.OC stat.ML
null
1206.6404
null
null
http://arxiv.org/pdf/1206.6404v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Policy Gradients with Variance Related Risk Criteria
Managing risk in dynamic decision problems is of cardinal importance in many fields such as finance and process control. The most common approach to defining risk is through various variance related criteria such as the Sharpe Ratio or the standard deviation adjusted reward. It is known that optimizing many of the variance related risk criteria is NP-hard. In this paper we devise a framework for local policy gradient style algorithms for reinforcement learning for variance related criteria. Our starting point is a new formula for the variance of the cost-to-go in episodic tasks. Using this formula we develop policy gradient algorithms for criteria that involve both the expected cost and the variance of the cost. We prove the convergence of these algorithms to local minima and demonstrate their applicability in a portfolio planning problem.
[ "['Dotan Di Castro' 'Aviv Tamar' 'Shie Mannor']", "Dotan Di Castro (Technion), Aviv Tamar (Technion), Shie Mannor\n (Technion)" ]
cs.LG cs.AI stat.ML
null
1206.6405
null
null
http://arxiv.org/pdf/1206.6405v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Bounded Planning in Passive POMDPs
In Passive POMDPs actions do not affect the world state, but still incur costs. When the agent is bounded by information-processing constraints, it can only keep an approximation of the belief. We present a variational principle for the problem of maintaining the information which is most useful for minimizing the cost, and introduce an efficient and simple algorithm for finding an optimum.
[ "['Roy Fox' 'Naftali Tishby']", "Roy Fox (Hebrew University), Naftali Tishby (Hebrew University)" ]
cs.LG stat.ML
null
1206.6406
null
null
http://arxiv.org/pdf/1206.6406v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Bayesian Optimal Active Search and Surveying
We consider two active binary-classification problems with atypical objectives. In the first, active search, our goal is to actively uncover as many members of a given class as possible. In the second, active surveying, our goal is to actively query points to ultimately predict the proportion of a given class. Numerous real-world problems can be framed in these terms, and in either case typical model-based concerns such as generalization error are only of secondary importance. We approach these problems via Bayesian decision theory; after choosing natural utility functions, we derive the optimal policies. We provide three contributions. In addition to introducing the active surveying problem, we extend previous work on active search in two ways. First, we prove a novel theoretical result, that less-myopic approximations to the optimal policy can outperform more-myopic approximations by any arbitrary degree. We then derive bounds that for certain models allow us to reduce (in practice dramatically) the exponential search space required by a naive implementation of the optimal policy, enabling further lookahead while still ensuring that optimal decisions are always made.
[ "['Roman Garnett' 'Yamuna Krishnamurthy' 'Xuehan Xiong' 'Jeff Schneider'\n 'Richard Mann']", "Roman Garnett (Carnegie Mellon University), Yamuna Krishnamurthy\n (Carnegie Mellon University), Xuehan Xiong (Carnegie Mellon University), Jeff\n Schneider (Carnegie Mellon University), Richard Mann (Uppsala Universitet)" ]
cs.LG stat.ML
null
1206.6407
null
null
http://arxiv.org/pdf/1206.6407v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Large-Scale Feature Learning With Spike-and-Slab Sparse Coding
We consider the problem of object recognition with a large number of classes. In order to overcome the low amount of labeled examples available in this setting, we introduce a new feature learning and extraction procedure based on a factor model we call spike-and-slab sparse coding (S3C). Prior work on S3C has not prioritized the ability to exploit parallel architectures and scale S3C to the enormous problem sizes needed for object recognition. We present a novel inference procedure for appropriate for use with GPUs which allows us to dramatically increase both the training set size and the amount of latent factors that S3C may be trained with. We demonstrate that this approach improves upon the supervised learning capabilities of both sparse coding and the spike-and-slab Restricted Boltzmann Machine (ssRBM) on the CIFAR-10 dataset. We use the CIFAR-100 dataset to demonstrate that our method scales to large numbers of classes better than previous methods. Finally, we use our method to win the NIPS 2011 Workshop on Challenges In Learning Hierarchical Models? Transfer Learning Challenge.
[ "['Ian Goodfellow' 'Aaron Courville' 'Yoshua Bengio']", "Ian Goodfellow (Universite de Montreal), Aaron Courville (Universite\n de Montreal), Yoshua Bengio (Universite de Montreal)" ]
stat.ME astro-ph.IM cs.LG
null
1206.6408
null
null
http://arxiv.org/pdf/1206.6408v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Sequential Nonparametric Regression
We present algorithms for nonparametric regression in settings where the data are obtained sequentially. While traditional estimators select bandwidths that depend upon the sample size, for sequential data the effective sample size is dynamically changing. We propose a linear time algorithm that adjusts the bandwidth for each new data point, and show that the estimator achieves the optimal minimax rate of convergence. We also propose the use of online expert mixing algorithms to adapt to unknown smoothness of the regression function. We provide simulations that confirm the theoretical results, and demonstrate the effectiveness of the methods.
[ "Haijie Gu (Carnegie Mellon University), John Lafferty (University of\n Chicago)", "['Haijie Gu' 'John Lafferty']" ]
cs.LG cs.DC stat.ML
null
1206.6409
null
null
http://arxiv.org/pdf/1206.6409v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Scaling Up Coordinate Descent Algorithms for Large $\ell_1$ Regularization Problems
We present a generic framework for parallel coordinate descent (CD) algorithms that includes, as special cases, the original sequential algorithms Cyclic CD and Stochastic CD, as well as the recent parallel Shotgun algorithm. We introduce two novel parallel algorithms that are also special cases---Thread-Greedy CD and Coloring-Based CD---and give performance measurements for an OpenMP implementation of these.
[ "Chad Scherrer (Pacific Northwest National Lab), Mahantesh Halappanavar\n (Pacific Northwest National Lab), Ambuj Tewari (University of Texas), David\n Haglin (Pacific Northwest National Lab)", "['Chad Scherrer' 'Mahantesh Halappanavar' 'Ambuj Tewari' 'David Haglin']" ]
cs.LG stat.ML
null
1206.6410
null
null
http://arxiv.org/pdf/1206.6410v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
On the Partition Function and Random Maximum A-Posteriori Perturbations
In this paper we relate the partition function to the max-statistics of random variables. In particular, we provide a novel framework for approximating and bounding the partition function using MAP inference on randomly perturbed models. As a result, we can use efficient MAP solvers such as graph-cuts to evaluate the corresponding partition function. We show that our method excels in the typical "high signal - high coupling" regime that results in ragged energy landscapes difficult for alternative approaches.
[ "['Tamir Hazan' 'Tommi Jaakkola']", "Tamir Hazan (TTIC), Tommi Jaakkola (MIT)" ]
cs.LG cs.DB cs.IR stat.ML
null
1206.6411
null
null
http://arxiv.org/pdf/1206.6411v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
On the Difficulty of Nearest Neighbor Search
Fast approximate nearest neighbor (NN) search in large databases is becoming popular. Several powerful learning-based formulations have been proposed recently. However, not much attention has been paid to a more fundamental question: how difficult is (approximate) nearest neighbor search in a given data set? And which data properties affect the difficulty of nearest neighbor search and how? This paper introduces the first concrete measure called Relative Contrast that can be used to evaluate the influence of several crucial data characteristics such as dimensionality, sparsity, and database size simultaneously in arbitrary normed metric spaces. Moreover, we present a theoretical analysis to prove how the difficulty measure (relative contrast) determines/affects the complexity of Local Sensitive Hashing, a popular approximate NN search method. Relative contrast also provides an explanation for a family of heuristic hashing algorithms with good practical performance based on PCA. Finally, we show that most of the previous works in measuring NN search meaningfulness/difficulty can be derived as special asymptotic cases for dense vectors of the proposed measure.
[ "['Junfeng He' 'Sanjiv Kumar' 'Shih-Fu Chang']", "Junfeng He (Columbia University), Sanjiv Kumar (Google Research),\n Shih-Fu Chang (Columbia University)" ]
cs.LG stat.ML
null
1206.6412
null
null
http://arxiv.org/pdf/1206.6412v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Simple Algorithm for Semi-supervised Learning with Improved Generalization Error Bound
In this work, we develop a simple algorithm for semi-supervised regression. The key idea is to use the top eigenfunctions of integral operator derived from both labeled and unlabeled examples as the basis functions and learn the prediction function by a simple linear regression. We show that under appropriate assumptions about the integral operator, this approach is able to achieve an improved regression error bound better than existing bounds of supervised learning. We also verify the effectiveness of the proposed algorithm by an empirical study.
[ "Ming Ji (UIUC), Tianbao Yang (Michigan State University), Binbin Lin\n (Zhejiang University), Rong Jin (Michigan State University), Jiawei Han\n (UIUC)", "['Ming Ji' 'Tianbao Yang' 'Binbin Lin' 'Rong Jin' 'Jiawei Han']" ]
cs.LG stat.ML
null
1206.6413
null
null
http://arxiv.org/pdf/1206.6413v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Convex Relaxation for Weakly Supervised Classifiers
This paper introduces a general multi-class approach to weakly supervised classification. Inferring the labels and learning the parameters of the model is usually done jointly through a block-coordinate descent algorithm such as expectation-maximization (EM), which may lead to local minima. To avoid this problem, we propose a cost function based on a convex relaxation of the soft-max loss. We then propose an algorithm specifically designed to efficiently solve the corresponding semidefinite program (SDP). Empirically, our method compares favorably to standard ones on different datasets for multiple instance learning and semi-supervised learning as well as on clustering tasks.
[ "Armand Joulin (INRIA - Ecole Normale Superieure), Francis Bach (INRIA\n - Ecole Normale Superieure)", "['Armand Joulin' 'Francis Bach']" ]
cs.LG cs.SI stat.ML
null
1206.6414
null
null
http://arxiv.org/pdf/1206.6414v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
The Nonparametric Metadata Dependent Relational Model
We introduce the nonparametric metadata dependent relational (NMDR) model, a Bayesian nonparametric stochastic block model for network data. The NMDR allows the entities associated with each node to have mixed membership in an unbounded collection of latent communities. Learned regression models allow these memberships to depend on, and be predicted from, arbitrary node metadata. We develop efficient MCMC algorithms for learning NMDR models from partially observed node relationships. Retrospective MCMC methods allow our sampler to work directly with the infinite stick-breaking representation of the NMDR, avoiding the need for finite truncations. Our results demonstrate recovery of useful latent communities from real-world social and ecological networks, and the usefulness of metadata in link prediction tasks.
[ "Dae Il Kim (Brown University), Michael Hughes (Brown University), Erik\n Sudderth (Brown University)", "['Dae Il Kim' 'Michael Hughes' 'Erik Sudderth']" ]
cs.LG stat.ML
null
1206.6415
null
null
http://arxiv.org/pdf/1206.6415v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
The Big Data Bootstrap
The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we present the Bag of Little Bootstraps (BLB), a new procedure which incorporates features of both the bootstrap and subsampling to obtain a robust, computationally efficient means of assessing estimator quality. BLB is well suited to modern parallel and distributed computing architectures and retains the generic applicability, statistical efficiency, and favorable theoretical properties of the bootstrap. We provide the results of an extensive empirical and theoretical investigation of BLB's behavior, including a study of its statistical correctness, its large-scale implementation and performance, selection of hyperparameters, and performance on real data.
[ "['Ariel Kleiner' 'Ameet Talwalkar' 'Purnamrita Sarkar' 'Michael Jordan']", "Ariel Kleiner (UC Berkeley), Ameet Talwalkar (UC Berkeley), Purnamrita\n Sarkar (UC Berkeley), Michael Jordan (UC Berkeley)" ]
cs.LG stat.ML
null
1206.6416
null
null
http://arxiv.org/pdf/1206.6416v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
An Infinite Latent Attribute Model for Network Data
Latent variable models for network data extract a summary of the relational structure underlying an observed network. The simplest possible models subdivide nodes of the network into clusters; the probability of a link between any two nodes then depends only on their cluster assignment. Currently available models can be classified by whether clusters are disjoint or are allowed to overlap. These models can explain a "flat" clustering structure. Hierarchical Bayesian models provide a natural approach to capture more complex dependencies. We propose a model in which objects are characterised by a latent feature vector. Each feature is itself partitioned into disjoint groups (subclusters), corresponding to a second layer of hierarchy. In experimental comparisons, the model achieves significantly improved predictive performance on social and biological link prediction tasks. The results indicate that models with a single layer hierarchy over-simplify real networks.
[ "['Konstantina Palla' 'David Knowles' 'Zoubin Ghahramani']", "Konstantina Palla (University of Cambridge), David Knowles (University\n of Cambridge), Zoubin Ghahramani (University of Cambridge)" ]
cs.LG stat.ML
null
1206.6417
null
null
http://arxiv.org/pdf/1206.6417v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Learning Task Grouping and Overlap in Multi-task Learning
In the paradigm of multi-task learning, mul- tiple related prediction tasks are learned jointly, sharing information across the tasks. We propose a framework for multi-task learn- ing that enables one to selectively share the information across the tasks. We assume that each task parameter vector is a linear combi- nation of a finite number of underlying basis tasks. The coefficients of the linear combina- tion are sparse in nature and the overlap in the sparsity patterns of two tasks controls the amount of sharing across these. Our model is based on on the assumption that task pa- rameters within a group lie in a low dimen- sional subspace but allows the tasks in differ- ent groups to overlap with each other in one or more bases. Experimental results on four datasets show that our approach outperforms competing methods.
[ "['Abhishek Kumar' 'Hal Daume III']", "Abhishek Kumar (University of Maryland), Hal Daume III (University of\n Maryland)" ]
cs.LG cs.CV stat.ML
null
1206.6418
null
null
http://arxiv.org/pdf/1206.6418v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Learning Invariant Representations with Local Transformations
Learning invariant representations is an important problem in machine learning and pattern recognition. In this paper, we present a novel framework of transformation-invariant feature learning by incorporating linear transformations into the feature learning algorithms. For example, we present the transformation-invariant restricted Boltzmann machine that compactly represents data by its weights and their transformations, which achieves invariance of the feature representation via probabilistic max pooling. In addition, we show that our transformation-invariant feature learning framework can also be extended to other unsupervised learning methods, such as autoencoders or sparse coding. We evaluate our method on several image classification benchmark datasets, such as MNIST variations, CIFAR-10, and STL-10, and show competitive or superior classification performance when compared to the state-of-the-art. Furthermore, our method achieves state-of-the-art performance on phone classification tasks with the TIMIT dataset, which demonstrates wide applicability of our proposed algorithms to other domains.
[ "['Kihyuk Sohn' 'Honglak Lee']", "Kihyuk Sohn (University of Michigan), Honglak Lee (University of\n Michigan)" ]
cs.LG stat.ML
null
1206.6419
null
null
http://arxiv.org/pdf/1206.6419v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Cross-Domain Multitask Learning with Latent Probit Models
Learning multiple tasks across heterogeneous domains is a challenging problem since the feature space may not be the same for different tasks. We assume the data in multiple tasks are generated from a latent common domain via sparse domain transforms and propose a latent probit model (LPM) to jointly learn the domain transforms, and the shared probit classifier in the common domain. To learn meaningful task relatedness and avoid over-fitting in classification, we introduce sparsity in the domain transforms matrices, as well as in the common classifier. We derive theoretical bounds for the estimation error of the classifier in terms of the sparsity of domain transforms. An expectation-maximization algorithm is derived for learning the LPM. The effectiveness of the approach is demonstrated on several real datasets.
[ "Shaobo Han (Duke University), Xuejun Liao (Duke University), Lawrence\n Carin (Duke University)", "['Shaobo Han' 'Xuejun Liao' 'Lawrence Carin']" ]
cs.LG cs.DC stat.ML
null
1206.6420
null
null
http://arxiv.org/pdf/1206.6420v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Distributed Parameter Estimation via Pseudo-likelihood
Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on combining local estimators defined by pseudo-likelihood components, encompassing a number of combination methods, and provide both theoretical and experimental analysis. We show that simple linear combination or max-voting methods, when combined with second-order information, are statistically competitive with more advanced and costly joint optimization. Our algorithms have many attractive properties including low communication and computational cost and "any-time" behavior.
[ "['Qiang Liu' 'Alexander Ihler']", "Qiang Liu (UC Irvine), Alexander Ihler (UC Irvine)" ]
cs.LG stat.ML
null
1206.6421
null
null
http://arxiv.org/pdf/1206.6421v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Structured Learning from Partial Annotations
Structured learning is appropriate when predicting structured outputs such as trees, graphs, or sequences. Most prior work requires the training set to consist of complete trees, graphs or sequences. Specifying such detailed ground truth can be tedious or infeasible for large outputs. Our main contribution is a large margin formulation that makes structured learning from only partially annotated data possible. The resulting optimization problem is non-convex, yet can be efficiently solve by concave-convex procedure (CCCP) with novel speedup strategies. We apply our method to a challenging tracking-by-assignment problem of a variable number of divisible objects. On this benchmark, using only 25% of a full annotation we achieve a performance comparable to a model learned with a full annotation. Finally, we offer a unifying perspective of previous work using the hinge, ramp, or max loss for structured learning, followed by an empirical comparison on their practical performance.
[ "['Xinghua Lou' 'Fred Hamprecht']", "Xinghua Lou (University of Heidelberg), Fred Hamprecht (University of\n Heidelberg)" ]
cs.LG stat.ML
null
1206.6422
null
null
http://arxiv.org/pdf/1206.6422v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
An Online Boosting Algorithm with Theoretical Justifications
We study the task of online boosting--combining online weak learners into an online strong learner. While batch boosting has a sound theoretical foundation, online boosting deserves more study from the theoretical perspective. In this paper, we carefully compare the differences between online and batch boosting, and propose a novel and reasonable assumption for the online weak learner. Based on the assumption, we design an online boosting algorithm with a strong theoretical guarantee by adapting from the offline SmoothBoost algorithm that matches the assumption closely. We further tackle the task of deciding the number of weak learners using established theoretical results for online convex programming and predicting with expert advice. Experiments on real-world data sets demonstrate that the proposed algorithm compares favorably with existing online boosting algorithms.
[ "['Shang-Tse Chen' 'Hsuan-Tien Lin' 'Chi-Jen Lu']", "Shang-Tse Chen (Academia Sinica), Hsuan-Tien Lin (National Taiwan\n University), Chi-Jen Lu (Academia Sinica)" ]
cs.CL cs.LG cs.RO
null
1206.6423
null
null
http://arxiv.org/pdf/1206.6423v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Joint Model of Language and Perception for Grounded Attribute Learning
As robots become more ubiquitous and capable, it becomes ever more important to enable untrained users to easily interact with them. Recently, this has led to study of the language grounding problem, where the goal is to extract representations of the meanings of natural language tied to perception and actuation in the physical world. In this paper, we present an approach for joint learning of language and perception models for grounded attribute induction. Our perception model includes attribute classifiers, for example to detect object color and shape, and the language model is based on a probabilistic categorial grammar that enables the construction of rich, compositional meaning representations. The approach is evaluated on the task of interpreting sentences that describe sets of objects in a physical workspace. We demonstrate accurate task performance and effective latent-variable concept induction in physical grounded scenes.
[ "Cynthia Matuszek (University of Washington), Nicholas FitzGerald\n (University of Washington), Luke Zettlemoyer (University of Washington),\n Liefeng Bo (University of Washington), Dieter Fox (University of Washington)", "['Cynthia Matuszek' 'Nicholas FitzGerald' 'Luke Zettlemoyer' 'Liefeng Bo'\n 'Dieter Fox']" ]
cs.LG stat.ML
null
1206.6425
null
null
http://arxiv.org/pdf/1206.6425v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Sparse Stochastic Inference for Latent Dirichlet allocation
We present a hybrid algorithm for Bayesian topic models that combines the efficiency of sparse Gibbs sampling with the scalability of online stochastic inference. We used our algorithm to analyze a corpus of 1.2 million books (33 billion words) with thousands of topics. Our approach reduces the bias of variational inference and generalizes to many Bayesian hidden-variable models.
[ "David Mimno (Princeton University), Matt Hoffman (Columbia\n University), David Blei (Princeton University)", "['David Mimno' 'Matt Hoffman' 'David Blei']" ]
cs.CL cs.LG
null
1206.6426
null
null
http://arxiv.org/pdf/1206.6426v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Fast and Simple Algorithm for Training Neural Probabilistic Language Models
In spite of their superior performance, neural probabilistic language models (NPLMs) remain far less widely used than n-gram models due to their notoriously long training times, which are measured in weeks even for moderately-sized datasets. Training NPLMs is computationally expensive because they are explicitly normalized, which leads to having to consider all words in the vocabulary when computing the log-likelihood gradients. We propose a fast and simple algorithm for training NPLMs based on noise-contrastive estimation, a newly introduced procedure for estimating unnormalized continuous distributions. We investigate the behaviour of the algorithm on the Penn Treebank corpus and show that it reduces the training times by more than an order of magnitude without affecting the quality of the resulting models. The algorithm is also more efficient and much more stable than importance sampling because it requires far fewer noise samples to perform well. We demonstrate the scalability of the proposed approach by training several neural language models on a 47M-word corpus with a 80K-word vocabulary, obtaining state-of-the-art results on the Microsoft Research Sentence Completion Challenge dataset.
[ "['Andriy Mnih' 'Yee Whye Teh']", "Andriy Mnih (University College London), Yee Whye Teh (University\n College London)" ]
cs.LG stat.ML
null
1206.6427
null
null
http://arxiv.org/pdf/1206.6427v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Convergence of the EM Algorithm for Gaussian Mixtures with Unbalanced Mixing Coefficients
The speed of convergence of the Expectation Maximization (EM) algorithm for Gaussian mixture model fitting is known to be dependent on the amount of overlap among the mixture components. In this paper, we study the impact of mixing coefficients on the convergence of EM. We show that when the mixture components exhibit some overlap, the convergence of EM becomes slower as the dynamic range among the mixing coefficients increases. We propose a deterministic anti-annealing algorithm, that significantly improves the speed of convergence of EM for such mixtures with unbalanced mixing coefficients. The proposed algorithm is compared against other standard optimization techniques like BFGS, Conjugate Gradient, and the traditional EM algorithm. Finally, we propose a similar deterministic anti-annealing based algorithm for the Dirichlet process mixture model and demonstrate its advantages over the conventional variational Bayesian approach.
[ "['Iftekhar Naim' 'Daniel Gildea']", "Iftekhar Naim (University of Rochester), Daniel Gildea (University of\n Rochester)" ]
cs.LG stat.ML
null
1206.6428
null
null
http://arxiv.org/pdf/1206.6428v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
A Binary Classification Framework for Two-Stage Multiple Kernel Learning
With the advent of kernel methods, automating the task of specifying a suitable kernel has become increasingly important. In this context, the Multiple Kernel Learning (MKL) problem of finding a combination of pre-specified base kernels that is suitable for the task at hand has received significant attention from researchers. In this paper we show that Multiple Kernel Learning can be framed as a standard binary classification problem with additional constraints that ensure the positive definiteness of the learned kernel. Framing MKL in this way has the distinct advantage that it makes it easy to leverage the extensive research in binary classification to develop better performing and more scalable MKL algorithms that are conceptually simpler, and, arguably, more accessible to practitioners. Experiments on nine data sets from different domains show that, despite its simplicity, the proposed technique compares favorably with current leading MKL approaches.
[ "['Abhishek Kumar' 'Alexandru Niculescu-Mizil' 'Koray Kavukcuoglu'\n 'Hal Daume III']", "Abhishek Kumar (University of Maryland), Alexandru Niculescu-Mizil\n (NEC Laboratories America), Koray Kavukcuoglu (NEC Laboratories America), Hal\n Daume III (University of Maryland)" ]
cs.LG cs.CV stat.ML
null
1206.6429
null
null
http://arxiv.org/pdf/1206.6429v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Incorporating Domain Knowledge in Matching Problems via Harmonic Analysis
Matching one set of objects to another is a ubiquitous task in machine learning and computer vision that often reduces to some form of the quadratic assignment problem (QAP). The QAP is known to be notoriously hard, both in theory and in practice. Here, we investigate if this difficulty can be mitigated when some additional piece of information is available: (a) that all QAP instances of interest come from the same application, and (b) the correct solution for a set of such QAP instances is given. We propose a new approach to accelerate the solution of QAPs based on learning parameters for a modified objective function from prior QAP instances. A key feature of our approach is that it takes advantage of the algebraic structure of permutations, in conjunction with special methods for optimizing functions over the symmetric group Sn in Fourier space. Experiments show that in practical domains the new method can outperform existing approaches.
[ "Deepti Pachauri (University of Wisconsin Madison), Maxwell Collins\n (University of Wisconsin Madison), Vikas SIngh (University of Wisconsin\n Madison), Risi Kondor (University of Chicago)", "['Deepti Pachauri' 'Maxwell Collins' 'Vikas SIngh' 'Risi Kondor']" ]
cs.LG stat.CO stat.ML
null
1206.6430
null
null
http://arxiv.org/pdf/1206.6430v1
2012-06-27T19:59:59Z
2012-06-27T19:59:59Z
Variational Bayesian Inference with Stochastic Search
Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This requires the ability to integrate a sum of terms in the log joint likelihood using this factorized distribution. Often not all integrals are in closed form, which is typically handled by using a lower bound. We present an alternative algorithm based on stochastic optimization that allows for direct optimization of the variational lower bound. This method uses control variates to reduce the variance of the stochastic search gradient, in which existing lower bounds can play an important role. We demonstrate the approach on two non-conjugate models: logistic regression and an approximation to the HDP.
[ "['John Paisley' 'David Blei' 'Michael Jordan']", "John Paisley (UC Berkeley), David Blei (Princeton University), Michael\n Jordan (UC Berkeley)" ]