categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
list
cs.MA cs.AI cs.DC cs.LG
null
1312.7606
null
null
http://arxiv.org/pdf/1312.7606v2
2014-11-05T19:50:03Z
2013-12-30T00:16:34Z
Distributed Policy Evaluation Under Multiple Behavior Strategies
We apply diffusion strategies to develop a fully-distributed cooperative reinforcement learning algorithm in which agents in a network communicate only with their immediate neighbors to improve predictions about their environment. The algorithm can also be applied to off-policy learning, meaning that the agents can predict the response to a behavior different from the actual policies they are following. The proposed distributed strategy is efficient, with linear complexity in both computation time and memory footprint. We provide a mean-square-error performance analysis and establish convergence under constant step-size updates, which endow the network with continuous learning capabilities. The results show a clear gain from cooperation: when the individual agents can estimate the solution, cooperation increases stability and reduces bias and variance of the prediction error; but, more importantly, the network is able to approach the optimal solution even when none of the individual agents can (e.g., when the individual behavior policies restrict each agent to sample a small portion of the state space).
[ "Sergio Valcarcel Macua, Jianshu Chen, Santiago Zazo, Ali H. Sayed", "['Sergio Valcarcel Macua' 'Jianshu Chen' 'Santiago Zazo' 'Ali H. Sayed']" ]
stat.ML cs.LG cs.SY
null
1312.7651
null
null
http://arxiv.org/pdf/1312.7651v2
2015-05-14T21:44:39Z
2013-12-30T08:46:01Z
Petuum: A New Platform for Distributed Machine Learning on Big Data
What is a systematic way to efficiently apply a wide spectrum of advanced ML programs to industrial scale problems, using Big Models (up to 100s of billions of parameters) on Big Data (up to terabytes or petabytes)? Modern parallelization strategies employ fine-grained operations and scheduling beyond the classic bulk-synchronous processing paradigm popularized by MapReduce, or even specialized graph-based execution that relies on graph representations of ML programs. The variety of approaches tends to pull systems and algorithms design in different directions, and it remains difficult to find a universal platform applicable to a wide range of ML programs at scale. We propose a general-purpose framework that systematically addresses data- and model-parallel challenges in large-scale ML, by observing that many ML programs are fundamentally optimization-centric and admit error-tolerant, iterative-convergent algorithmic solutions. This presents unique opportunities for an integrative system design, such as bounded-error network synchronization and dynamic scheduling based on ML program structure. We demonstrate the efficacy of these system designs versus well-known implementations of modern ML algorithms, allowing ML programs to run in much less time and at considerably larger model sizes, even on modestly-sized compute clusters.
[ "Eric P. Xing, Qirong Ho, Wei Dai, Jin Kyu Kim, Jinliang Wei, Seunghak\n Lee, Xun Zheng, Pengtao Xie, Abhimanu Kumar, Yaoliang Yu", "['Eric P. Xing' 'Qirong Ho' 'Wei Dai' 'Jin Kyu Kim' 'Jinliang Wei'\n 'Seunghak Lee' 'Xun Zheng' 'Pengtao Xie' 'Abhimanu Kumar' 'Yaoliang Yu']" ]
cs.LG cs.GT
null
1312.7658
null
null
http://arxiv.org/pdf/1312.7658v1
2013-12-30T09:15:03Z
2013-12-30T09:15:03Z
Response-Based Approachability and its Application to Generalized No-Regret Algorithms
Approachability theory, introduced by Blackwell (1956), provides fundamental results on repeated games with vector-valued payoffs, and has been usefully applied since in the theory of learning in games and to learning algorithms in the online adversarial setup. Given a repeated game with vector payoffs, a target set $S$ is approachable by a certain player (the agent) if he can ensure that the average payoff vector converges to that set no matter what his adversary opponent does. Blackwell provided two equivalent sets of conditions for a convex set to be approachable. The first (primary) condition is a geometric separation condition, while the second (dual) condition requires that the set be {\em non-excludable}, namely that for every mixed action of the opponent there exists a mixed action of the agent (a {\em response}) such that the resulting payoff vector belongs to $S$. Existing approachability algorithms rely on the primal condition and essentially require to compute at each stage a projection direction from a given point to $S$. In this paper, we introduce an approachability algorithm that relies on Blackwell's {\em dual} condition. Thus, rather than projection, the algorithm relies on computation of the response to a certain action of the opponent at each stage. The utility of the proposed algorithm is demonstrated by applying it to certain generalizations of the classical regret minimization problem, which include regret minimization with side constraints and regret minimization for global cost functions. In these problems, computation of the required projections is generally complex but a response is readily obtainable.
[ "Andrey Bernstein and Nahum Shimkin", "['Andrey Bernstein' 'Nahum Shimkin']" ]
cs.LG math.OC stat.ML
null
1312.7853
null
null
http://arxiv.org/pdf/1312.7853v4
2014-05-13T20:24:28Z
2013-12-30T20:23:38Z
Communication Efficient Distributed Optimization using an Approximate Newton-type Method
We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably \emph{improves} with the data size, requiring an essentially constant number of iterations under reasonable assumptions. We provide theoretical and empirical evidence of the advantages of our method compared to other approaches, such as one-shot parameter averaging and ADMM.
[ "Ohad Shamir, Nathan Srebro, Tong Zhang", "['Ohad Shamir' 'Nathan Srebro' 'Tong Zhang']" ]
stat.ML cs.DC cs.LG
null
1312.7869
null
null
http://arxiv.org/pdf/1312.7869v2
2013-12-31T22:07:17Z
2013-12-30T20:53:09Z
Consistent Bounded-Asynchronous Parameter Servers for Distributed ML
In distributed ML applications, shared parameters are usually replicated among computing nodes to minimize network overhead. Therefore, proper consistency model must be carefully chosen to ensure algorithm's correctness and provide high throughput. Existing consistency models used in general-purpose databases and modern distributed ML systems are either too loose to guarantee correctness of the ML algorithms or too strict and thus fail to fully exploit the computing power of the underlying distributed system. Many ML algorithms fall into the category of \emph{iterative convergent algorithms} which start from a randomly chosen initial point and converge to optima by repeating iteratively a set of procedures. We've found that many such algorithms are to a bounded amount of inconsistency and still converge correctly. This property allows distributed ML to relax strict consistency models to improve system performance while theoretically guarantees algorithmic correctness. In this paper, we present several relaxed consistency models for asynchronous parallel computation and theoretically prove their algorithmic correctness. The proposed consistency models are implemented in a distributed parameter server and evaluated in the context of a popular ML application: topic modeling.
[ "['Jinliang Wei' 'Wei Dai' 'Abhimanu Kumar' 'Xun Zheng' 'Qirong Ho'\n 'Eric P. Xing']", "Jinliang Wei, Wei Dai, Abhimanu Kumar, Xun Zheng, Qirong Ho and Eric\n P. Xing" ]
cs.LG
null
1401.0044
null
null
http://arxiv.org/pdf/1401.0044v1
2013-12-30T22:40:50Z
2013-12-30T22:40:50Z
Approximating the Bethe partition function
When belief propagation (BP) converges, it does so to a stationary point of the Bethe free energy $F$, and is often strikingly accurate. However, it may converge only to a local optimum or may not converge at all. An algorithm was recently introduced for attractive binary pairwise MRFs which is guaranteed to return an $\epsilon$-approximation to the global minimum of $F$ in polynomial time provided the maximum degree $\Delta=O(\log n)$, where $n$ is the number of variables. Here we significantly improve this algorithm and derive several results including a new approach based on analyzing first derivatives of $F$, which leads to performance that is typically far superior and yields a fully polynomial-time approximation scheme (FPTAS) for attractive models without any degree restriction. Further, the method applies to general (non-attractive) models, though with no polynomial time guarantee in this case, leading to the important result that approximating $\log$ of the Bethe partition function, $\log Z_B=-\min F$, for a general model to additive $\epsilon$-accuracy may be reduced to a discrete MAP inference problem. We explore an application to predicting equipment failure on an urban power network and demonstrate that the Bethe approximation can perform well even when BP fails to converge.
[ "['Adrian Weller' 'Tony Jebara']", "Adrian Weller, Tony Jebara" ]
cs.AI cs.LG cs.NE stat.ML
10.1109/TCYB.2013.2265084
1401.0104
null
null
http://arxiv.org/abs/1401.0104v1
2013-12-31T07:09:02Z
2013-12-31T07:09:02Z
PSO-MISMO Modeling Strategy for Multi-Step-Ahead Time Series Prediction
Multi-step-ahead time series prediction is one of the most challenging research topics in the field of time series modeling and prediction, and is continually under research. Recently, the multiple-input several multiple-outputs (MISMO) modeling strategy has been proposed as a promising alternative for multi-step-ahead time series prediction, exhibiting advantages compared with the two currently dominating strategies, the iterated and the direct strategies. Built on the established MISMO strategy, this study proposes a particle swarm optimization (PSO)-based MISMO modeling strategy, which is capable of determining the number of sub-models in a self-adaptive mode, with varying prediction horizons. Rather than deriving crisp divides with equal-size s prediction horizons from the established MISMO, the proposed PSO-MISMO strategy, implemented with neural networks, employs a heuristic to create flexible divides with varying sizes of prediction horizons and to generate corresponding sub-models, providing considerable flexibility in model construction, which has been validated with simulated and real datasets.
[ "['Yukun Bao' 'Tao Xiong' 'Zhongyi Hu']", "Yukun Bao, Tao Xiong, Zhongyi Hu" ]
cs.LG
null
1401.0116
null
null
http://arxiv.org/pdf/1401.0116v1
2013-12-31T09:13:09Z
2013-12-31T09:13:09Z
Controlled Sparsity Kernel Learning
Multiple Kernel Learning(MKL) on Support Vector Machines(SVMs) has been a popular front of research in recent times due to its success in application problems like Object Categorization. This success is due to the fact that MKL has the ability to choose from a variety of feature kernels to identify the optimal kernel combination. But the initial formulation of MKL was only able to select the best of the features and misses out many other informative kernels presented. To overcome this, the Lp norm based formulation was proposed by Kloft et. al. This formulation is capable of choosing a non-sparse set of kernels through a control parameter p. Unfortunately, the parameter p does not have a direct meaning to the number of kernels selected. We have observed that stricter control over the number of kernels selected gives us an edge over these techniques in terms of accuracy of classification and also helps us to fine tune the algorithms to the time requirements at hand. In this work, we propose a Controlled Sparsity Kernel Learning (CSKL) formulation that can strictly control the number of kernels which we wish to select. The CSKL formulation introduces a parameter t which directly corresponds to the number of kernels selected. It is important to note that a search in t space is finite and fast as compared to p. We have also provided an efficient Reduced Gradient Descent based algorithm to solve the CSKL formulation, which is proven to converge. Through our experiments on the Caltech101 Object Categorization dataset, we have also shown that one can achieve better accuracies than the previous formulations through the right choice of t.
[ "['Dinesh Govindaraj' 'Raman Sankaran' 'Sreedal Menon'\n 'Chiranjib Bhattacharyya']", "Dinesh Govindaraj, Raman Sankaran, Sreedal Menon, Chiranjib\n Bhattacharyya" ]
stat.ML cs.LG stat.CO stat.ME
null
1401.0118
null
null
http://arxiv.org/pdf/1401.0118v1
2013-12-31T09:32:43Z
2013-12-31T09:32:43Z
Black Box Variational Inference
Variational inference has become a widely used method to approximate posteriors in complex latent variables models. However, deriving a variational inference algorithm generally requires significant model-specific analysis, and these efforts can hinder and deter us from quickly developing and exploring a variety of models for a problem at hand. In this paper, we present a "black box" variational inference algorithm, one that can be quickly applied to many models with little additional derivation. Our method is based on a stochastic optimization of the variational objective where the noisy gradient is computed from Monte Carlo samples from the variational distribution. We develop a number of methods to reduce the variance of the gradient, always maintaining the criterion that we want to avoid difficult model-based derivations. We evaluate our method against the corresponding black box sampling based methods. We find that our method reaches better predictive likelihoods much faster than sampling methods. Finally, we demonstrate that Black Box Variational Inference lets us easily explore a wide space of models by quickly constructing and evaluating several models of longitudinal healthcare data.
[ "Rajesh Ranganath and Sean Gerrish and David M. Blei", "['Rajesh Ranganath' 'Sean Gerrish' 'David M. Blei']" ]
cs.NA cs.LG
null
1401.0159
null
null
http://arxiv.org/pdf/1401.0159v1
2013-12-31T15:25:50Z
2013-12-31T15:25:50Z
Speeding-Up Convergence via Sequential Subspace Optimization: Current State and Future Directions
This is an overview paper written in style of research proposal. In recent years we introduced a general framework for large-scale unconstrained optimization -- Sequential Subspace Optimization (SESOP) and demonstrated its usefulness for sparsity-based signal/image denoising, deconvolution, compressive sensing, computed tomography, diffraction imaging, support vector machines. We explored its combination with Parallel Coordinate Descent and Separable Surrogate Function methods, obtaining state of the art results in above-mentioned areas. There are several methods, that are faster than plain SESOP under specific conditions: Trust region Newton method - for problems with easily invertible Hessian matrix; Truncated Newton method - when fast multiplication by Hessian is available; Stochastic optimization methods - for problems with large stochastic-type data; Multigrid methods - for problems with nested multilevel structure. Each of these methods can be further improved by merge with SESOP. One can also accelerate Augmented Lagrangian method for constrained optimization problems and Alternating Direction Method of Multipliers for problems with separable objective function and non-separable constraints.
[ "['Michael Zibulevsky']", "Michael Zibulevsky" ]
stat.ME cs.DS cs.IT cs.LG math.IT
null
1401.0201
null
null
http://arxiv.org/pdf/1401.0201v1
2013-12-31T18:17:09Z
2013-12-31T18:17:09Z
Sparse Recovery with Very Sparse Compressed Counting
Compressed sensing (sparse signal recovery) often encounters nonnegative data (e.g., images). Recently we developed the methodology of using (dense) Compressed Counting for recovering nonnegative K-sparse signals. In this paper, we adopt very sparse Compressed Counting for nonnegative signal recovery. Our design matrix is sampled from a maximally-skewed p-stable distribution (0<p<1), and we sparsify the design matrix so that on average (1-g)-fraction of the entries become zero. The idea is related to very sparse stable random projections (Li et al 2006 and Li 2007), the prior work for estimating summary statistics of the data. In our theoretical analysis, we show that, when p->0, it suffices to use M= K/(1-exp(-gK) log N measurements, so that all coordinates can be recovered in one scan of the coordinates. If g = 1 (i.e., dense design), then M = K log N. If g= 1/K or 2/K (i.e., very sparse design), then M = 1.58K log N or M = 1.16K log N. This means the design matrix can be indeed very sparse at only a minor inflation of the sample complexity. Interestingly, as p->1, the required number of measurements is essentially M = 2.7K log N, provided g= 1/K. It turns out that this result is a general worst-case bound.
[ "Ping Li, Cun-Hui Zhang, Tong Zhang", "['Ping Li' 'Cun-Hui Zhang' 'Tong Zhang']" ]
cs.LG cs.DS
null
1401.0247
null
null
http://arxiv.org/pdf/1401.0247v2
2014-07-13T01:51:05Z
2014-01-01T04:16:21Z
Robust Hierarchical Clustering
One of the most widely used techniques for data clustering is agglomerative clustering. Such algorithms have been long used across many different fields ranging from computational biology to social sciences to computer vision in part because their output is easy to interpret. Unfortunately, it is well known, however, that many of the classic agglomerative clustering algorithms are not robust to noise. In this paper we propose and analyze a new robust algorithm for bottom-up agglomerative clustering. We show that our algorithm can be used to cluster accurately in cases where the data satisfies a number of natural properties and where the traditional agglomerative algorithms fail. We also show how to adapt our algorithm to the inductive setting where our given data is only a small random sample of the entire data set. Experimental evaluations on synthetic and real world data sets show that our algorithm achieves better performance than other hierarchical algorithms in the presence of noise.
[ "['Maria-Florina Balcan' 'Yingyu Liang' 'Pramod Gupta']", "Maria-Florina Balcan, Yingyu Liang, Pramod Gupta" ]
cs.IR cs.LG
null
1401.0255
null
null
http://arxiv.org/pdf/1401.0255v1
2014-01-01T06:45:58Z
2014-01-01T06:45:58Z
Modeling Attractiveness and Multiple Clicks in Sponsored Search Results
Click models are an important tool for leveraging user feedback, and are used by commercial search engines for surfacing relevant search results. However, existing click models are lacking in two aspects. First, they do not share information across search results when computing attractiveness. Second, they assume that users interact with the search results sequentially. Based on our analysis of the click logs of a commercial search engine, we observe that the sequential scan assumption does not always hold, especially for sponsored search results. To overcome the above two limitations, we propose a new click model. Our key insight is that sharing information across search results helps in identifying important words or key-phrases which can then be used to accurately compute attractiveness of a search result. Furthermore, we argue that the click probability of a position as well as its attractiveness changes during a user session and depends on the user's past click experience. Our model seamlessly incorporates the effect of externalities (quality of other search results displayed in response to a user query), user fatigue, as well as pre and post-click relevance of a sponsored search result. We propose an efficient one-pass inference scheme and empirically evaluate the performance of our model via extensive experiments using the click logs of a large commercial search engine.
[ "['Dinesh Govindaraj' 'Tao Wang' 'S. V. N. Vishwanathan']", "Dinesh Govindaraj, Tao Wang, S.V.N. Vishwanathan" ]
cs.LG stat.ML
null
1401.0304
null
null
http://arxiv.org/pdf/1401.0304v2
2014-10-22T17:59:50Z
2014-01-01T16:28:19Z
Learning without Concentration
We obtain sharp bounds on the performance of Empirical Risk Minimization performed in a convex class and with respect to the squared loss, without assuming that class members and the target are bounded functions or have rapidly decaying tails. Rather than resorting to a concentration-based argument, the method used here relies on a `small-ball' assumption and thus holds for classes consisting of heavy-tailed functions and for heavy-tailed targets. The resulting estimates scale correctly with the `noise level' of the problem, and when applied to the classical, bounded scenario, always improve the known bounds.
[ "Shahar Mendelson", "['Shahar Mendelson']" ]
cs.LG
null
1401.0362
null
null
http://arxiv.org/pdf/1401.0362v3
2015-07-13T06:11:18Z
2014-01-02T03:12:28Z
EigenGP: Gaussian Process Models with Adaptive Eigenfunctions
Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost for big data. In this paper, we propose a new Bayesian approach, EigenGP, that learns both basis dictionary elements--eigenfunctions of a GP prior--and prior precisions in a sparse finite model. It is well known that, among all orthogonal basis functions, eigenfunctions can provide the most compact representation. Unlike other sparse Bayesian finite models where the basis function has a fixed form, our eigenfunctions live in a reproducing kernel Hilbert space as a finite linear combination of kernel functions. We learn the dictionary elements--eigenfunctions--and the prior precisions over these elements as well as all the other hyperparameters from data by maximizing the model marginal likelihood. We explore computational linear algebra to simplify the gradient computation significantly. Our experimental results demonstrate improved predictive performance of EigenGP over alternative sparse GP methods as well as relevance vector machine.
[ "['Hao Peng' 'Yuan Qi']", "Hao Peng and Yuan Qi" ]
cs.LG stat.ML
null
1401.0376
null
null
http://arxiv.org/pdf/1401.0376v1
2014-01-02T07:32:01Z
2014-01-02T07:32:01Z
Generalization Bounds for Representative Domain Adaptation
In this paper, we propose a novel framework to analyze the theoretical properties of the learning process for a representative type of domain adaptation, which combines data from multiple sources and one target (or briefly called representative domain adaptation). In particular, we use the integral probability metric to measure the difference between the distributions of two domains and meanwhile compare it with the H-divergence and the discrepancy distance. We develop the Hoeffding-type, the Bennett-type and the McDiarmid-type deviation inequalities for multiple domains respectively, and then present the symmetrization inequality for representative domain adaptation. Next, we use the derived inequalities to obtain the Hoeffding-type and the Bennett-type generalization bounds respectively, both of which are based on the uniform entropy number. Moreover, we present the generalization bounds based on the Rademacher complexity. Finally, we analyze the asymptotic convergence and the rate of convergence of the learning process for representative domain adaptation. We discuss the factors that affect the asymptotic behavior of the learning process and the numerical experiments support our theoretical findings as well. Meanwhile, we give a comparison with the existing results of domain adaptation and the classical results under the same-distribution assumption.
[ "['Chao Zhang' 'Lei Zhang' 'Wei Fan' 'Jieping Ye']", "Chao Zhang, Lei Zhang, Wei Fan, Jieping Ye" ]
cs.CL cs.LG
null
1401.0509
null
null
http://arxiv.org/pdf/1401.0509v3
2014-03-07T23:31:02Z
2013-12-20T17:08:26Z
Zero-Shot Learning for Semantic Utterance Classification
We propose a novel zero-shot learning method for semantic utterance classification (SUC). It learns a classifier $f: X \to Y$ for problems where none of the semantic categories $Y$ are present in the training set. The framework uncovers the link between categories and utterances using a semantic space. We show that this semantic space can be learned by deep neural networks trained on large amounts of search engine query log data. More precisely, we propose a novel method that can learn discriminative semantic features without supervision. It uses the zero-shot learning framework to guide the learning of the semantic features. We demonstrate the effectiveness of the zero-shot semantic learning algorithm on the SUC dataset collected by (Tur, 2012). Furthermore, we achieve state-of-the-art results by combining the semantic features with a supervised method.
[ "Yann N. Dauphin, Gokhan Tur, Dilek Hakkani-Tur, Larry Heck", "['Yann N. Dauphin' 'Gokhan Tur' 'Dilek Hakkani-Tur' 'Larry Heck']" ]
cs.PL cs.LG stat.ML
null
1401.0514
null
null
http://arxiv.org/pdf/1401.0514v2
2014-06-20T08:12:20Z
2014-01-02T19:35:31Z
Structured Generative Models of Natural Source Code
We study the problem of building generative models of natural source code (NSC); that is, source code written and understood by humans. Our primary contribution is to describe a family of generative models for NSC that have three key properties: First, they incorporate both sequential and hierarchical structure. Second, we learn a distributed representation of source code elements. Finally, they integrate closely with a compiler, which allows leveraging compiler logic and abstractions when building structure into the model. We also develop an extension that includes more complex structure, refining how the model generates identifier tokens based on what variables are currently in scope. Our models can be learned efficiently, and we show empirically that including appropriate structure greatly improves the models, measured by the probability of generating test programs.
[ "['Chris J. Maddison' 'Daniel Tarlow']", "Chris J. Maddison and Daniel Tarlow" ]
cs.DS cs.LG stat.ML
null
1401.0579
null
null
http://arxiv.org/pdf/1401.0579v1
2014-01-03T02:52:17Z
2014-01-03T02:52:17Z
More Algorithms for Provable Dictionary Learning
In dictionary learning, also known as sparse coding, the algorithm is given samples of the form $y = Ax$ where $x\in \mathbb{R}^m$ is an unknown random sparse vector and $A$ is an unknown dictionary matrix in $\mathbb{R}^{n\times m}$ (usually $m > n$, which is the overcomplete case). The goal is to learn $A$ and $x$. This problem has been studied in neuroscience, machine learning, visions, and image processing. In practice it is solved by heuristic algorithms and provable algorithms seemed hard to find. Recently, provable algorithms were found that work if the unknown feature vector $x$ is $\sqrt{n}$-sparse or even sparser. Spielman et al. \cite{DBLP:journals/jmlr/SpielmanWW12} did this for dictionaries where $m=n$; Arora et al. \cite{AGM} gave an algorithm for overcomplete ($m >n$) and incoherent matrices $A$; and Agarwal et al. \cite{DBLP:journals/corr/AgarwalAN13} handled a similar case but with weaker guarantees. This raised the problem of designing provable algorithms that allow sparsity $\gg \sqrt{n}$ in the hidden vector $x$. The current paper designs algorithms that allow sparsity up to $n/poly(\log n)$. It works for a class of matrices where features are individually recoverable, a new notion identified in this paper that may motivate further work. The algorithm runs in quasipolynomial time because they use limited enumeration.
[ "['Sanjeev Arora' 'Aditya Bhaskara' 'Rong Ge' 'Tengyu Ma']", "Sanjeev Arora, Aditya Bhaskara, Rong Ge, Tengyu Ma" ]
cs.IT cs.LG math.IT math.PR stat.CO stat.ML
null
1401.0711
null
null
http://arxiv.org/pdf/1401.0711v2
2014-03-21T07:29:34Z
2014-01-03T20:30:01Z
Computing Entropy Rate Of Symbol Sources & A Distribution-free Limit Theorem
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be carried out without explicit background noise characterization. However, state of the art algorithms to estimate the entropy rate have markedly slow convergence; making such entropic approaches non-viable in practice. We present here a fundamentally new approach to estimate entropy rates, which is demonstrated to converge significantly faster in terms of input data lengths, and is shown to be effective in diverse applications ranging from the estimation of the entropy rate of English texts to the estimation of complexity of chaotic dynamical systems. Additionally, the convergence rate of entropy estimates do not follow from any standard limit theorem, and reported algorithms fail to provide any confidence bounds on the computed values. Exploiting a connection to the theory of probabilistic automata, we establish a convergence rate of $O(\log \vert s \vert/\sqrt[3]{\vert s \vert})$ as a function of the input length $\vert s \vert$, which then yields explicit uncertainty estimates, as well as required data lengths to satisfy pre-specified confidence bounds.
[ "Ishanu Chattopadhyay and Hod Lipson", "['Ishanu Chattopadhyay' 'Hod Lipson']" ]
cs.LG cs.AI cs.CE cs.IT math.IT stat.ML
null
1401.0742
null
null
http://arxiv.org/pdf/1401.0742v1
2014-01-03T22:15:17Z
2014-01-03T22:15:17Z
Data Smashing
Investigation of the underlying physics or biology from empirical data requires a quantifiable notion of similarity - when do two observed data sets indicate nearly identical generating processes, and when they do not. The discriminating characteristics to look for in data is often determined by heuristics designed by experts, $e.g.$, distinct shapes of "folded" lightcurves may be used as "features" to classify variable stars, while determination of pathological brain states might require a Fourier analysis of brainwave activity. Finding good features is non-trivial. Here, we propose a universal solution to this problem: we delineate a principle for quantifying similarity between sources of arbitrary data streams, without a priori knowledge, features or training. We uncover an algebraic structure on a space of symbolic models for quantized data, and show that such stochastic generators may be added and uniquely inverted; and that a model and its inverse always sum to the generator of flat white noise. Therefore, every data stream has an anti-stream: data generated by the inverse model. Similarity between two streams, then, is the degree to which one, when summed to the other's anti-stream, mutually annihilates all statistical structure to noise. We call this data smashing. We present diverse applications, including disambiguation of brainwaves pertaining to epileptic seizures, detection of anomalous cardiac rhythms, and classification of astronomical objects from raw photometry. In our examples, the data smashing principle, without access to any domain knowledge, meets or exceeds the performance of specialized algorithms tuned by domain experts.
[ "Ishanu Chattopadhyay and Hod Lipson", "['Ishanu Chattopadhyay' 'Hod Lipson']" ]
cs.CV cs.LG
10.1109/TKDE.2013.126
1401.0764
null
null
http://arxiv.org/abs/1401.0764v1
2014-01-04T02:05:35Z
2014-01-04T02:05:35Z
Context-Aware Hypergraph Construction for Robust Spectral Clustering
Spectral clustering is a powerful tool for unsupervised data analysis. In this paper, we propose a context-aware hypergraph similarity measure (CAHSM), which leads to robust spectral clustering in the case of noisy data. We construct three types of hypergraph---the pairwise hypergraph, the k-nearest-neighbor (kNN) hypergraph, and the high-order over-clustering hypergraph. The pairwise hypergraph captures the pairwise similarity of data points; the kNN hypergraph captures the neighborhood of each point; and the clustering hypergraph encodes high-order contexts within the dataset. By combining the affinity information from these three hypergraphs, the CAHSM algorithm is able to explore the intrinsic topological information of the dataset. Therefore, data clustering using CAHSM tends to be more robust. Considering the intra-cluster compactness and the inter-cluster separability of vertices, we further design a discriminative hypergraph partitioning criterion (DHPC). Using both CAHSM and DHPC, a robust spectral clustering algorithm is developed. Theoretical analysis and experimental evaluation demonstrate the effectiveness and robustness of the proposed algorithm.
[ "Xi Li, Weiming Hu, Chunhua Shen, Anthony Dick, Zhongfei Zhang", "['Xi Li' 'Weiming Hu' 'Chunhua Shen' 'Anthony Dick' 'Zhongfei Zhang']" ]
cs.LG cs.CV
null
1401.0767
null
null
http://arxiv.org/pdf/1401.0767v1
2014-01-04T02:28:48Z
2014-01-04T02:28:48Z
From Kernel Machines to Ensemble Learning
Ensemble methods such as boosting combine multiple learners to obtain better prediction than could be obtained from any individual learner. Here we propose a principled framework for directly constructing ensemble learning methods from kernel methods. Unlike previous studies showing the equivalence between boosting and support vector machines (SVMs), which needs a translation procedure, we show that it is possible to design boosting-like procedure to solve the SVM optimization problems. In other words, it is possible to design ensemble methods directly from SVM without any middle procedure. This finding not only enables us to design new ensemble learning methods directly from kernel methods, but also makes it possible to take advantage of those highly-optimized fast linear SVM solvers for ensemble learning. We exemplify this framework for designing binary ensemble learning as well as a new multi-class ensemble learning methods. Experimental results demonstrate the flexibility and usefulness of the proposed framework.
[ "['Chunhua Shen' 'Fayao Liu']", "Chunhua Shen, Fayao Liu" ]
math.OC cs.LG
null
1401.0843
null
null
http://arxiv.org/pdf/1401.0843v1
2014-01-04T19:57:26Z
2014-01-04T19:57:26Z
Least Squares Policy Iteration with Instrumental Variables vs. Direct Policy Search: Comparison Against Optimal Benchmarks Using Energy Storage
This paper studies approximate policy iteration (API) methods which use least-squares Bellman error minimization for policy evaluation. We address several of its enhancements, namely, Bellman error minimization using instrumental variables, least-squares projected Bellman error minimization, and projected Bellman error minimization using instrumental variables. We prove that for a general discrete-time stochastic control problem, Bellman error minimization using instrumental variables is equivalent to both variants of projected Bellman error minimization. An alternative to these API methods is direct policy search based on knowledge gradient. The practical performance of these three approximate dynamic programming methods are then investigated in the context of an application in energy storage, integrated with an intermittent wind energy supply to fully serve a stochastic time-varying electricity demand. We create a library of test problems using real-world data and apply value iteration to find their optimal policies. These benchmarks are then used to compare the developed policies. Our analysis indicates that API with instrumental variables Bellman error minimization prominently outperforms API with least-squares Bellman error minimization. However, these approaches underperform our direct policy search implementation.
[ "Warren R. Scott, Warren B. Powell, Somayeh Moazehi", "['Warren R. Scott' 'Warren B. Powell' 'Somayeh Moazehi']" ]
stat.ME cs.LG stat.ML
null
1401.0852
null
null
http://arxiv.org/pdf/1401.0852v2
2015-01-04T23:34:01Z
2014-01-04T23:27:48Z
Concave Penalized Estimation of Sparse Gaussian Bayesian Networks
We develop a penalized likelihood estimation framework to estimate the structure of Gaussian Bayesian networks from observational data. In contrast to recent methods which accelerate the learning problem by restricting the search space, our main contribution is a fast algorithm for score-based structure learning which does not restrict the search space in any way and works on high-dimensional datasets with thousands of variables. Our use of concave regularization, as opposed to the more popular $\ell_0$ (e.g. BIC) penalty, is new. Moreover, we provide theoretical guarantees which generalize existing asymptotic results when the underlying distribution is Gaussian. Most notably, our framework does not require the existence of a so-called faithful DAG representation, and as a result the theory must handle the inherent nonidentifiability of the estimation problem in a novel way. Finally, as a matter of independent interest, we provide a comprehensive comparison of our approach to several standard structure learning methods using open-source packages developed for the R language. Based on these experiments, we show that our algorithm is significantly faster than other competing methods while obtaining higher sensitivity with comparable false discovery rates for high-dimensional data. In particular, the total runtime for our method to generate a solution path of 20 estimates for DAGs with 8000 nodes is around one hour.
[ "['Bryon Aragam' 'Qing Zhou']", "Bryon Aragam and Qing Zhou" ]
math.OC cs.LG math.NA stat.CO stat.ML
null
1401.0869
null
null
http://arxiv.org/pdf/1401.0869v3
2016-10-31T17:30:58Z
2014-01-05T06:37:50Z
Schatten-$p$ Quasi-Norm Regularized Matrix Optimization via Iterative Reweighted Singular Value Minimization
In this paper we study general Schatten-$p$ quasi-norm (SPQN) regularized matrix minimization problems. In particular, we first introduce a class of first-order stationary points for them, and show that the first-order stationary points introduced in [11] for an SPQN regularized $vector$ minimization problem are equivalent to those of an SPQN regularized $matrix$ minimization reformulation. We also show that any local minimizer of the SPQN regularized matrix minimization problems must be a first-order stationary point. Moreover, we derive lower bounds for nonzero singular values of the first-order stationary points and hence also of the local minimizers of the SPQN regularized matrix minimization problems. The iterative reweighted singular value minimization (IRSVM) methods are then proposed to solve these problems, whose subproblems are shown to have a closed-form solution. In contrast to the analogous methods for the SPQN regularized $vector$ minimization problems, the convergence analysis of these methods is significantly more challenging. We develop a novel approach to establishing the convergence of these methods, which makes use of the expression of a specific solution of their subproblems and avoids the intricate issue of finding the explicit expression for the Clarke subdifferential of the objective of their subproblems. In particular, we show that any accumulation point of the sequence generated by the IRSVM methods is a first-order stationary point of the problems. Our computational results demonstrate that the IRSVM methods generally outperform some recently developed state-of-the-art methods in terms of solution quality and/or speed.
[ "['Zhaosong Lu' 'Yong Zhang']", "Zhaosong Lu and Yong Zhang" ]
cs.LG cs.SI stat.ML
10.1109/TSP.2014.2332441
1401.0887
null
null
http://arxiv.org/abs/1401.0887v1
2014-01-05T12:17:51Z
2014-01-05T12:17:51Z
Learning parametric dictionaries for graph signals
In sparse signal representation, the choice of a dictionary often involves a tradeoff between two desirable properties -- the ability to adapt to specific signal data and a fast implementation of the dictionary. To sparsely represent signals residing on weighted graphs, an additional design challenge is to incorporate the intrinsic geometric structure of the irregular data domain into the atoms of the dictionary. In this work, we propose a parametric dictionary learning algorithm to design data-adapted, structured dictionaries that sparsely represent graph signals. In particular, we model graph signals as combinations of overlapping local patterns. We impose the constraint that each dictionary is a concatenation of subdictionaries, with each subdictionary being a polynomial of the graph Laplacian matrix, representing a single pattern translated to different areas of the graph. The learning algorithm adapts the patterns to a training set of graph signals. Experimental results on both synthetic and real datasets demonstrate that the dictionaries learned by the proposed algorithm are competitive with and often better than unstructured dictionaries learned by state-of-the-art numerical learning algorithms in terms of sparse approximation of graph signals. In contrast to the unstructured dictionaries, however, the dictionaries learned by the proposed algorithm feature localized atoms and can be implemented in a computationally efficient manner in signal processing tasks such as compression, denoising, and classification.
[ "Dorina Thanou, David I Shuman, Pascal Frossard", "['Dorina Thanou' 'David I Shuman' 'Pascal Frossard']" ]
cs.CV cs.LG stat.ML
null
1401.0898
null
null
http://arxiv.org/pdf/1401.0898v1
2014-01-05T14:52:27Z
2014-01-05T14:52:27Z
Feature Selection Using Classifier in High Dimensional Data
Feature selection is frequently used as a pre-processing step to machine learning. It is a process of choosing a subset of original features so that the feature space is optimally reduced according to a certain evaluation criterion. The central objective of this paper is to reduce the dimension of the data by finding a small set of important features which can give good classification performance. We have applied filter and wrapper approach with different classifiers QDA and LDA respectively. A widely-used filter method is used for bioinformatics data i.e. a univariate criterion separately on each feature, assuming that there is no interaction between features and then applied Sequential Feature Selection method. Experimental results show that filter approach gives better performance in respect of Misclassification Error Rate.
[ "Vijendra Singh and Shivani Pathak", "['Vijendra Singh' 'Shivani Pathak']" ]
cs.LG
null
1401.1123
null
null
http://arxiv.org/pdf/1401.1123v1
2014-01-06T15:53:25Z
2014-01-06T15:53:25Z
Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits
Motivated by applications in energy management, this paper presents the Multi-Armed Risk-Aware Bandit (MARAB) algorithm. With the goal of limiting the exploration of risky arms, MARAB takes as arm quality its conditional value at risk. When the user-supplied risk level goes to 0, the arm quality tends toward the essential infimum of the arm distribution density, and MARAB tends toward the MIN multi-armed bandit algorithm, aimed at the arm with maximal minimal value. As a first contribution, this paper presents a theoretical analysis of the MIN algorithm under mild assumptions, establishing its robustness comparatively to UCB. The analysis is supported by extensive experimental validation of MIN and MARAB compared to UCB and state-of-art risk-aware MAB algorithms on artificial and real-world problems.
[ "Nicolas Galichet (LRI, INRIA Saclay - Ile de France), Mich\\`ele Sebag\n (LRI, INRIA Saclay - Ile de France), Olivier Teytaud (LRI, INRIA Saclay - Ile\n de France)", "['Nicolas Galichet' 'Michèle Sebag' 'Olivier Teytaud']" ]
cs.AI cs.GT cs.LG cs.MA q-bio.NC
null
1401.1465
null
null
http://arxiv.org/pdf/1401.1465v1
2014-01-07T18:28:20Z
2014-01-07T18:28:20Z
Cortical prediction markets
We investigate cortical learning from the perspective of mechanism design. First, we show that discretizing standard models of neurons and synaptic plasticity leads to rational agents maximizing simple scoring rules. Second, our main result is that the scoring rules are proper, implying that neurons faithfully encode expected utilities in their synaptic weights and encode high-scoring outcomes in their spikes. Third, with this foundation in hand, we propose a biologically plausible mechanism whereby neurons backpropagate incentives which allows them to optimize their usefulness to the rest of cortex. Finally, experiments show that networks that backpropagate incentives can learn simple tasks.
[ "['David Balduzzi']", "David Balduzzi" ]
stat.ML cs.CV cs.LG physics.data-an stat.AP
null
1401.1489
null
null
http://arxiv.org/pdf/1401.1489v1
2014-01-07T20:16:05Z
2014-01-07T20:16:05Z
Key point selection and clustering of swimmer coordination through Sparse Fisher-EM
To answer the existence of optimal swimmer learning/teaching strategies, this work introduces a two-level clustering in order to analyze temporal dynamics of motor learning in breaststroke swimming. Each level have been performed through Sparse Fisher-EM, a unsupervised framework which can be applied efficiently on large and correlated datasets. The induced sparsity selects key points of the coordination phase without any prior knowledge.
[ "['John Komar' 'Romain Hérault' 'Ludovic Seifert']", "John Komar and Romain H\\'erault and Ludovic Seifert" ]
cs.LG cs.AI cs.SY
null
1401.1549
null
null
http://arxiv.org/pdf/1401.1549v2
2014-06-28T04:24:47Z
2014-01-08T00:49:01Z
Optimal Demand Response Using Device Based Reinforcement Learning
Demand response (DR) for residential and small commercial buildings is estimated to account for as much as 65% of the total energy savings potential of DR, and previous work shows that a fully automated Energy Management System (EMS) is a necessary prerequisite to DR in these areas. In this paper, we propose a novel EMS formulation for DR problems in these sectors. Specifically, we formulate a fully automated EMS's rescheduling problem as a reinforcement learning (RL) problem, and argue that this RL problem can be approximately solved by decomposing it over device clusters. Compared with existing formulations, our new formulation (1) does not require explicitly modeling the user's dissatisfaction on job rescheduling, (2) enables the EMS to self-initiate jobs, (3) allows the user to initiate more flexible requests and (4) has a computational complexity linear in the number of devices. We also demonstrate the simulation results of applying Q-learning, one of the most popular and classical RL algorithms, to a representative example.
[ "Zheng Wen, Daniel O'Neill and Hamid Reza Maei", "['Zheng Wen' \"Daniel O'Neill\" 'Hamid Reza Maei']" ]
cs.LG cs.AI
10.1016/j.eneco.2013.07.028
1401.1560
null
null
http://arxiv.org/abs/1401.1560v1
2014-01-08T01:59:53Z
2014-01-08T01:59:53Z
Beyond One-Step-Ahead Forecasting: Evaluation of Alternative Multi-Step-Ahead Forecasting Models for Crude Oil Prices
An accurate prediction of crude oil prices over long future horizons is challenging and of great interest to governments, enterprises, and investors. This paper proposes a revised hybrid model built upon empirical mode decomposition (EMD) based on the feed-forward neural network (FNN) modeling framework incorporating the slope-based method (SBM), which is capable of capturing the complex dynamic of crude oil prices. Three commonly used multi-step-ahead prediction strategies proposed in the literature, including iterated strategy, direct strategy, and MIMO (multiple-input multiple-output) strategy, are examined and compared, and practical considerations for the selection of a prediction strategy for multi-step-ahead forecasting relating to crude oil prices are identified. The weekly data from the WTI (West Texas Intermediate) crude oil spot price are used to compare the performance of the alternative models under the EMD-SBM-FNN modeling framework with selected counterparts. The quantitative and comprehensive assessments are performed on the basis of prediction accuracy and computational cost. The results obtained in this study indicate that the proposed EMD-SBM-FNN model using the MIMO strategy is the best in terms of prediction accuracy with accredited computational load.
[ "Tao Xiong, Yukun Bao, Zhongyi Hu", "['Tao Xiong' 'Yukun Bao' 'Zhongyi Hu']" ]
cs.LG cs.CV stat.ML
null
1401.1605
null
null
http://arxiv.org/pdf/1401.1605v2
2014-04-14T08:04:46Z
2014-01-08T08:47:44Z
Fast nonparametric clustering of structured time-series
In this publication, we combine two Bayesian non-parametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model structured time-series data, i.e. data containing groups where we wish to model inter- and intra-group variability. Our innovation in the DP model is an implementation of a new fast collapsed variational inference procedure which enables us to optimize our variationala pproximation significantly faster than standard VB approaches. In a biological time series application we show how our model better captures salient features of the data, leading to better consistency with existing biological classifications, while the associated inference algorithm provides a twofold speed-up over EM-based variational inference.
[ "['James Hensman' 'Magnus Rattray' 'Neil D. Lawrence']", "James Hensman and Magnus Rattray and Neil D. Lawrence" ]
cs.CL cs.LG stat.ML
null
1401.1803
null
null
http://arxiv.org/pdf/1401.1803v1
2014-01-08T20:36:57Z
2014-01-08T20:36:57Z
Learning Multilingual Word Representations using a Bag-of-Words Autoencoder
Recent work on learning multilingual word representations usually relies on the use of word-level alignements (e.g. infered with the help of GIZA++) between translated sentences, in order to align the word embeddings in different languages. In this workshop paper, we investigate an autoencoder model for learning multilingual word representations that does without such word-level alignements. The autoencoder is trained to reconstruct the bag-of-word representation of given sentence from an encoded representation extracted from its translation. We evaluate our approach on a multilingual document classification task, where labeled data is available only for one language (e.g. English) while classification must be performed in a different language (e.g. French). In our experiments, we observe that our method compares favorably with a previously proposed method that exploits word-level alignments to learn word representations.
[ "['Stanislas Lauly' 'Alex Boulanger' 'Hugo Larochelle']", "Stanislas Lauly, Alex Boulanger, Hugo Larochelle" ]
stat.ML cs.IT cs.LG cs.NA math.IT
null
1401.1842
null
null
http://arxiv.org/pdf/1401.1842v1
2014-01-08T21:39:03Z
2014-01-08T21:39:03Z
Robust Large Scale Non-negative Matrix Factorization using Proximal Point Algorithm
A robust algorithm for non-negative matrix factorization (NMF) is presented in this paper with the purpose of dealing with large-scale data, where the separability assumption is satisfied. In particular, we modify the Linear Programming (LP) algorithm of [9] by introducing a reduced set of constraints for exact NMF. In contrast to the previous approaches, the proposed algorithm does not require the knowledge of factorization rank (extreme rays [3] or topics [7]). Furthermore, motivated by a similar problem arising in the context of metabolic network analysis [13], we consider an entirely different regime where the number of extreme rays or topics can be much larger than the dimension of the data vectors. The performance of the algorithm for different synthetic data sets are provided.
[ "['Jason Gejie Liu' 'Shuchin Aeron']", "Jason Gejie Liu and Shuchin Aeron" ]
cs.LG
null
1401.1880
null
null
http://arxiv.org/pdf/1401.1880v2
2015-03-25T18:40:46Z
2014-01-09T01:50:09Z
DJ-MC: A Reinforcement-Learning Agent for Music Playlist Recommendation
In recent years, there has been growing focus on the study of automated recommender systems. Music recommendation systems serve as a prominent domain for such works, both from an academic and a commercial perspective. A fundamental aspect of music perception is that music is experienced in temporal context and in sequence. In this work we present DJ-MC, a novel reinforcement-learning framework for music recommendation that does not recommend songs individually but rather song sequences, or playlists, based on a model of preferences for both songs and song transitions. The model is learned online and is uniquely adapted for each listener. To reduce exploration time, DJ-MC exploits user feedback to initialize a model, which it subsequently updates by reinforcement. We evaluate our framework with human participants using both real song and playlist data. Our results indicate that DJ-MC's ability to recommend sequences of songs provides a significant improvement over more straightforward approaches, which do not take transitions into account.
[ "Elad Liebman, Maytal Saar-Tsechansky and Peter Stone", "['Elad Liebman' 'Maytal Saar-Tsechansky' 'Peter Stone']" ]
cs.LG stat.ML
null
1401.1895
null
null
http://arxiv.org/pdf/1401.1895v1
2014-01-09T05:16:35Z
2014-01-09T05:16:35Z
Efficient unimodality test in clustering by signature testing
This paper provides a new unimodality test with application in hierarchical clustering methods. The proposed method denoted by signature test (Sigtest), transforms the data based on its statistics. The transformed data has much smaller variation compared to the original data and can be evaluated in a simple proposed unimodality test. Compared with the existing unimodality tests, Sigtest is more accurate in detecting the overlapped clusters and has a much less computational complexity. Simulation results demonstrate the efficiency of this statistic test for both real and synthetic data sets.
[ "Mahdi Shahbaba and Soosan Beheshti", "['Mahdi Shahbaba' 'Soosan Beheshti']" ]
cs.CE cs.LG q-fin.ST
10.1016/j.knosys.2013.10.012
1401.1916
null
null
http://arxiv.org/abs/1401.1916v1
2014-01-09T07:58:06Z
2014-01-09T07:58:06Z
Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting
Highly accurate interval forecasting of a stock price index is fundamental to successfully making a profit when making investment decisions, by providing a range of values rather than a point estimate. In this study, we investigate the possibility of forecasting an interval-valued stock price index series over short and long horizons using multi-output support vector regression (MSVR). Furthermore, this study proposes a firefly algorithm (FA)-based approach, built on the established MSVR, for determining the parameters of MSVR (abbreviated as FA-MSVR). Three globally traded broad market indices are used to compare the performance of the proposed FA-MSVR method with selected counterparts. The quantitative and comprehensive assessments are performed on the basis of statistical criteria, economic criteria, and computational cost. In terms of statistical criteria, we compare the out-of-sample forecasting using goodness-of-forecast measures and testing approaches. In terms of economic criteria, we assess the relative forecast performance with a simple trading strategy. The results obtained in this study indicate that the proposed FA-MSVR method is a promising alternative for forecasting interval-valued financial time series.
[ "Tao Xiong, Yukun Bao, Zhongyi Hu", "['Tao Xiong' 'Yukun Bao' 'Zhongyi Hu']" ]
cs.LG cs.AI cs.NE stat.ML
10.1016/j.neucom.2013.01.027
1401.1926
null
null
http://arxiv.org/abs/1401.1926v1
2014-01-09T08:41:55Z
2014-01-09T08:41:55Z
A PSO and Pattern Search based Memetic Algorithm for SVMs Parameters Optimization
Addressing the issue of SVMs parameters optimization, this study proposes an efficient memetic algorithm based on Particle Swarm Optimization algorithm (PSO) and Pattern Search (PS). In the proposed memetic algorithm, PSO is responsible for exploration of the search space and the detection of the potential regions with optimum solutions, while pattern search (PS) is used to produce an effective exploitation on the potential regions obtained by PSO. Moreover, a novel probabilistic selection strategy is proposed to select the appropriate individuals among the current population to undergo local refinement, keeping a well balance between exploration and exploitation. Experimental results confirm that the local refinement with PS and our proposed selection strategy are effective, and finally demonstrate effectiveness and robustness of the proposed PSO-PS based MA for SVMs parameters optimization.
[ "Yukun Bao, Zhongyi Hu, Tao Xiong", "['Yukun Bao' 'Zhongyi Hu' 'Tao Xiong']" ]
cs.LG stat.ML
null
1401.1974
null
null
http://arxiv.org/pdf/1401.1974v4
2014-01-29T01:54:57Z
2014-01-09T12:08:07Z
Bayesian Nonparametric Multilevel Clustering with Group-Level Contexts
We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using the Dirichlet process as the building block, our model constructs a product base-measure with a nested structure to accommodate content and context observations at multiple levels. The proposed model possesses properties that link the nested Dirichlet processes (nDP) and the Dirichlet process mixture models (DPM) in an interesting way: integrating out all contents results in the DPM over contexts, whereas integrating out group-specific contexts results in the nDP mixture over content variables. We provide a Polya-urn view of the model and an efficient collapsed Gibbs inference procedure. Extensive experiments on real-world datasets demonstrate the advantage of utilizing context information via our model in both text and image domains.
[ "Vu Nguyen, Dinh Phung, XuanLong Nguyen, Svetha Venkatesh, Hung Hai Bui", "['Vu Nguyen' 'Dinh Phung' 'XuanLong Nguyen' 'Svetha Venkatesh'\n 'Hung Hai Bui']" ]
cs.GT cs.LG stat.ML
null
1401.2086
null
null
http://arxiv.org/pdf/1401.2086v2
2015-07-02T20:09:17Z
2014-01-08T12:47:15Z
Actor-Critic Algorithms for Learning Nash Equilibria in N-player General-Sum Games
We consider the problem of finding stationary Nash equilibria (NE) in a finite discounted general-sum stochastic game. We first generalize a non-linear optimization problem from Filar and Vrieze [2004] to a $N$-player setting and break down this problem into simpler sub-problems that ensure there is no Bellman error for a given state and an agent. We then provide a characterization of solution points of these sub-problems that correspond to Nash equilibria of the underlying game and for this purpose, we derive a set of necessary and sufficient SG-SP (Stochastic Game - Sub-Problem) conditions. Using these conditions, we develop two actor-critic algorithms: OFF-SGSP (model-based) and ON-SGSP (model-free). Both algorithms use a critic that estimates the value function for a fixed policy and an actor that performs descent in the policy space using a descent direction that avoids local minima. We establish that both algorithms converge, in self-play, to the equilibria of a certain ordinary differential equation (ODE), whose stable limit points coincide with stationary NE of the underlying general-sum stochastic game. On a single state non-generic game (see Hart and Mas-Colell [2005]) as well as on a synthetic two-player game setup with $810,000$ states, we establish that ON-SGSP consistently outperforms NashQ ([Hu and Wellman, 2003] and FFQ [Littman, 2001] algorithms.
[ "['H. L Prasad' 'L. A. Prashanth' 'Shalabh Bhatnagar']", "H.L Prasad, L.A.Prashanth and Shalabh Bhatnagar" ]
cs.NE cs.LG
null
1401.2224
null
null
http://arxiv.org/pdf/1401.2224v1
2014-01-10T03:39:28Z
2014-01-10T03:39:28Z
A Comparative Study of Reservoir Computing for Temporal Signal Processing
Reservoir computing (RC) is a novel approach to time series prediction using recurrent neural networks. In RC, an input signal perturbs the intrinsic dynamics of a medium called a reservoir. A readout layer is then trained to reconstruct a target output from the reservoir's state. The multitude of RC architectures and evaluation metrics poses a challenge to both practitioners and theorists who study the task-solving performance and computational power of RC. In addition, in contrast to traditional computation models, the reservoir is a dynamical system in which computation and memory are inseparable, and therefore hard to analyze. Here, we compare echo state networks (ESN), a popular RC architecture, with tapped-delay lines (DL) and nonlinear autoregressive exogenous (NARX) networks, which we use to model systems with limited computation and limited memory respectively. We compare the performance of the three systems while computing three common benchmark time series: H{\'e}non Map, NARMA10, and NARMA20. We find that the role of the reservoir in the reservoir computing paradigm goes beyond providing a memory of the past inputs. The DL and the NARX network have higher memorization capability, but fall short of the generalization power of the ESN.
[ "Alireza Goudarzi, Peter Banda, Matthew R. Lakin, Christof Teuscher,\n Darko Stefanovic", "['Alireza Goudarzi' 'Peter Banda' 'Matthew R. Lakin' 'Christof Teuscher'\n 'Darko Stefanovic']" ]
cs.NA cs.LG stat.ML
null
1401.2288
null
null
http://arxiv.org/pdf/1401.2288v3
2014-02-02T08:13:58Z
2014-01-10T11:24:35Z
Extension of Sparse Randomized Kaczmarz Algorithm for Multiple Measurement Vectors
The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the Kaczmarz algorithm was shown to converge exponentially and independent of number of equations. Recently an algorithm for finding sparse solution to a linear system of equations has been proposed based on weighted randomized Kaczmarz algorithm. These algorithms solves single measurement vector problem; however there are applications were multiple-measurements are available. In this work, the objective is to solve a multiple measurement vector problem with common sparse support by modifying the randomized Kaczmarz algorithm. We have also modeled the problem of face recognition from video as the multiple measurement vector problem and solved using our proposed technique. We have compared the proposed algorithm with state-of-art spectral projected gradient algorithm for multiple measurement vectors on both real and synthetic datasets. The Monte Carlo simulations confirms that our proposed algorithm have better recovery and convergence rate than the MMV version of spectral projected gradient algorithm under fairness constraints.
[ "Hemant Kumar Aggarwal and Angshul Majumdar", "['Hemant Kumar Aggarwal' 'Angshul Majumdar']" ]
stat.ML cs.LG
null
1401.2304
null
null
http://arxiv.org/pdf/1401.2304v1
2014-01-10T12:23:47Z
2014-01-10T12:23:47Z
Lasso and equivalent quadratic penalized models
The least absolute shrinkage and selection operator (lasso) and ridge regression produce usually different estimates although input, loss function and parameterization of the penalty are identical. In this paper we look for ridge and lasso models with identical solution set. It turns out, that the lasso model with shrink vector $\lambda$ and a quadratic penalized model with shrink matrix as outer product of $\lambda$ with itself are equivalent, in the sense that they have equal solutions. To achieve this, we have to restrict the estimates to be positive. This doesn't limit the area of application since we can easily decompose every estimate in a positive and negative part. The resulting problem can be solved with a non negative least square algorithm. Beside this quadratic penalized model, an augmented regression model with positive bounded estimates is developed which is also equivalent to the lasso model, but is probably faster to solve.
[ "['Stefan Hummelsheim']", "Stefan Hummelsheim" ]
cs.LG
null
1401.2411
null
null
http://arxiv.org/abs/1401.2411v2
2018-05-16T13:16:05Z
2014-01-10T17:36:23Z
Clustering, Coding, and the Concept of Similarity
This paper develops a theory of clustering and coding which combines a geometric model with a probabilistic model in a principled way. The geometric model is a Riemannian manifold with a Riemannian metric, ${g}_{ij}({\bf x})$, which we interpret as a measure of dissimilarity. The probabilistic model consists of a stochastic process with an invariant probability measure which matches the density of the sample input data. The link between the two models is a potential function, $U({\bf x})$, and its gradient, $\nabla U({\bf x})$. We use the gradient to define the dissimilarity metric, which guarantees that our measure of dissimilarity will depend on the probability measure. Finally, we use the dissimilarity metric to define a coordinate system on the embedded Riemannian manifold, which gives us a low-dimensional encoding of our original data.
[ "['L. Thorne McCarty']", "L. Thorne McCarty" ]
cs.LG stat.CO stat.ML
10.3182/20120711-3-BE-2027.00312
1401.2490
null
null
http://arxiv.org/abs/1401.2490v1
2014-01-11T00:54:27Z
2014-01-11T00:54:27Z
An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models
In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples.
[ "Sinan Yildirim, A. Taylan Cemgil, Sumeetpal S. Singh", "['Sinan Yildirim' 'A. Taylan Cemgil' 'Sumeetpal S. Singh']" ]
cs.LG stat.ML
10.1016/j.neucom.2013.09.010
1401.2504
null
null
http://arxiv.org/abs/1401.2504v1
2014-01-11T06:14:53Z
2014-01-11T06:14:53Z
Multi-Step-Ahead Time Series Prediction using Multiple-Output Support Vector Regression
Accurate time series prediction over long future horizons is challenging and of great interest to both practitioners and academics. As a well-known intelligent algorithm, the standard formulation of Support Vector Regression (SVR) could be taken for multi-step-ahead time series prediction, only relying either on iterated strategy or direct strategy. This study proposes a novel multiple-step-ahead time series prediction approach which employs multiple-output support vector regression (M-SVR) with multiple-input multiple-output (MIMO) prediction strategy. In addition, the rank of three leading prediction strategies with SVR is comparatively examined, providing practical implications on the selection of the prediction strategy for multi-step-ahead forecasting while taking SVR as modeling technique. The proposed approach is validated with the simulated and real datasets. The quantitative and comprehensive assessments are performed on the basis of the prediction accuracy and computational cost. The results indicate that: 1) the M-SVR using MIMO strategy achieves the best accurate forecasts with accredited computational load, 2) the standard SVR using direct strategy achieves the second best accurate forecasts, but with the most expensive computational cost, and 3) the standard SVR using iterated strategy is the worst in terms of prediction accuracy, but with the least computational cost.
[ "['Yukun Bao' 'Tao Xiong' 'Zhongyi Hu']", "Yukun Bao, Tao Xiong, Zhongyi Hu" ]
q-bio.QM cs.CE cs.LG
10.1371/journal.pcbi.1003500
1401.2668
null
null
http://arxiv.org/abs/1401.2668v2
2014-01-15T01:55:17Z
2014-01-12T20:41:08Z
MRFalign: Protein Homology Detection through Alignment of Markov Random Fields
Sequence-based protein homology detection has been extensively studied and so far the most sensitive method is based upon comparison of protein sequence profiles, which are derived from multiple sequence alignment (MSA) of sequence homologs in a protein family. A sequence profile is usually represented as a position-specific scoring matrix (PSSM) or an HMM (Hidden Markov Model) and accordingly PSSM-PSSM or HMM-HMM comparison is used for homolog detection. This paper presents a new homology detection method MRFalign, consisting of three key components: 1) a Markov Random Fields (MRF) representation of a protein family; 2) a scoring function measuring similarity of two MRFs; and 3) an efficient ADMM (Alternating Direction Method of Multipliers) algorithm aligning two MRFs. Compared to HMM that can only model very short-range residue correlation, MRFs can model long-range residue interaction pattern and thus, encode information for the global 3D structure of a protein family. Consequently, MRF-MRF comparison for remote homology detection shall be much more sensitive than HMM-HMM or PSSM-PSSM comparison. Experiments confirm that MRFalign outperforms several popular HMM or PSSM-based methods in terms of both alignment accuracy and remote homology detection and that MRFalign works particularly well for mainly beta proteins. For example, tested on the benchmark SCOP40 (8353 proteins) for homology detection, PSSM-PSSM and HMM-HMM succeed on 48% and 52% of proteins, respectively, at superfamily level, and on 15% and 27% of proteins, respectively, at fold level. In contrast, MRFalign succeeds on 57.3% and 42.5% of proteins at superfamily and fold level, respectively. This study implies that long-range residue interaction patterns are very helpful for sequence-based homology detection. The software is available for download at http://raptorx.uchicago.edu/download/.
[ "['Jianzhu Ma' 'Sheng Wang' 'Zhiyong Wang' 'Jinbo Xu']", "Jianzhu Ma, Sheng Wang, Zhiyong Wang and Jinbo Xu" ]
cs.CE cs.LG
10.1166/jbic.2013.1052
1401.2688
null
null
http://arxiv.org/abs/1401.2688v1
2014-01-13T00:38:52Z
2014-01-13T00:38:52Z
PSMACA: An Automated Protein Structure Prediction Using MACA (Multiple Attractor Cellular Automata)
Protein Structure Predication from sequences of amino acid has gained a remarkable attention in recent years. Even though there are some prediction techniques addressing this problem, the approximate accuracy in predicting the protein structure is closely 75%. An automated procedure was evolved with MACA (Multiple Attractor Cellular Automata) for predicting the structure of the protein. Most of the existing approaches are sequential which will classify the input into four major classes and these are designed for similar sequences. PSMACA is designed to identify ten classes from the sequences that share twilight zone similarity and identity with the training sequences. This method also predicts three states (helix, strand, and coil) for the structure. Our comprehensive design considers 10 feature selection methods and 4 classifiers to develop MACA (Multiple Attractor Cellular Automata) based classifiers that are build for each of the ten classes. We have tested the proposed classifier with twilight-zone and 1-high-similarity benchmark datasets with over three dozens of modern competing predictors shows that PSMACA provides the best overall accuracy that ranges between 77% and 88.7% depending on the dataset.
[ "['Pokkuluri Kiran Sree' 'Inamupudi Ramesh Babu' 'SSSN Usha Devi N']", "Pokkuluri Kiran Sree, Inamupudi Ramesh Babu, SSSN Usha Devi N" ]
stat.ML cs.LG
null
1401.2753
null
null
http://arxiv.org/pdf/1401.2753v2
2015-01-02T09:17:48Z
2014-01-13T08:47:44Z
Stochastic Optimization with Importance Sampling
Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform sampling can guarantee that the sampled stochastic quantity is an unbiased estimate of the corresponding true quantity, the resulting estimator may have a rather high variance, which negatively affects the convergence of the underlying optimization procedure. In this paper we study stochastic optimization with importance sampling, which improves the convergence rate by reducing the stochastic variance. Specifically, we study prox-SGD (actually, stochastic mirror descent) with importance sampling and prox-SDCA with importance sampling. For prox-SGD, instead of adopting uniform sampling throughout the training process, the proposed algorithm employs importance sampling to minimize the variance of the stochastic gradient. For prox-SDCA, the proposed importance sampling scheme aims to achieve higher expected dual value at each dual coordinate ascent step. We provide extensive theoretical analysis to show that the convergence rates with the proposed importance sampling methods can be significantly improved under suitable conditions both for prox-SGD and for prox-SDCA. Experiments are provided to verify the theoretical analysis.
[ "['Peilin Zhao' 'Tong Zhang']", "Peilin Zhao, Tong Zhang" ]
cs.LG q-bio.QM stat.ML
null
1401.2838
null
null
http://arxiv.org/pdf/1401.2838v1
2014-01-13T14:02:37Z
2014-01-13T14:02:37Z
GPS-ABC: Gaussian Process Surrogate Approximate Bayesian Computation
Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging. The Approximate Bayesian Computation (ABC) framework is the standard statistical tool to handle these likelihood free problems, but they require a very large number of simulations. In this work we develop two new ABC sampling algorithms that significantly reduce the number of simulations necessary for posterior inference. Both algorithms use confidence estimates for the accept probability in the Metropolis Hastings step to adaptively choose the number of necessary simulations. Our GPS-ABC algorithm stores the information obtained from every simulation in a Gaussian process which acts as a surrogate function for the simulated statistics. Experiments on a challenging realistic biological problem illustrate the potential of these algorithms.
[ "['Edward Meeds' 'Max Welling']", "Edward Meeds and Max Welling" ]
cs.NE cs.LG
null
1401.2949
null
null
http://arxiv.org/pdf/1401.2949v1
2014-01-10T12:46:56Z
2014-01-10T12:46:56Z
Exploiting generalisation symmetries in accuracy-based learning classifier systems: An initial study
Modern learning classifier systems typically exploit a niched genetic algorithm to facilitate rule discovery. When used for reinforcement learning, such rules represent generalisations over the state-action-reward space. Whilst encouraging maximal generality, the niching can potentially hinder the formation of generalisations in the state space which are symmetrical, or very similar, over different actions. This paper introduces the use of rules which contain multiple actions, maintaining accuracy and reward metrics for each action. It is shown that problem symmetries can be exploited, improving performance, whilst not degrading performance when symmetries are reduced.
[ "['Larry Bull']", "Larry Bull" ]
stat.ML cs.LG
null
1401.2955
null
null
http://arxiv.org/pdf/1401.2955v1
2014-01-13T19:04:13Z
2014-01-13T19:04:13Z
Binary Classifier Calibration: Bayesian Non-Parametric Approach
A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning models are used in decision analysis. This paper presents two new non-parametric methods for calibrating outputs of binary classification models: a method based on the Bayes optimal selection and a method based on the Bayesian model averaging. The advantage of these methods is that they are independent of the algorithm used to learn a predictive model, and they can be applied in a post-processing step, after the model is learned. This makes them applicable to a wide variety of machine learning models and methods. These calibration methods, as well as other methods, are tested on a variety of datasets in terms of both discrimination and calibration performance. The results show the methods either outperform or are comparable in performance to the state-of-the-art calibration methods.
[ "['Mahdi Pakdaman Naeini' 'Gregory F. Cooper' 'Milos Hauskrecht']", "Mahdi Pakdaman Naeini, Gregory F. Cooper, Milos Hauskrecht" ]
cs.SE cs.LG
null
1401.3069
null
null
http://arxiv.org/pdf/1401.3069v2
2014-01-15T18:02:47Z
2014-01-14T05:01:58Z
Use Case Point Approach Based Software Effort Estimation using Various Support Vector Regression Kernel Methods
The job of software effort estimation is a critical one in the early stages of the software development life cycle when the details of requirements are usually not clearly identified. Various optimization techniques help in improving the accuracy of effort estimation. The Support Vector Regression (SVR) is one of several different soft-computing techniques that help in getting optimal estimated values. The idea of SVR is based upon the computation of a linear regression function in a high dimensional feature space where the input data are mapped via a nonlinear function. Further, the SVR kernel methods can be applied in transforming the input data and then based on these transformations, an optimal boundary between the possible outputs can be obtained. The main objective of the research work carried out in this paper is to estimate the software effort using use case point approach. The use case point approach relies on the use case diagram to estimate the size and effort of software projects. Then, an attempt has been made to optimize the results obtained from use case point analysis using various SVR kernel methods to achieve better prediction accuracy.
[ "Shashank Mouli Satapathy, Santanu Kumar Rath", "['Shashank Mouli Satapathy' 'Santanu Kumar Rath']" ]
cs.IT cs.LG math.IT
null
1401.3148
null
null
http://arxiv.org/pdf/1401.3148v1
2014-01-14T11:35:19Z
2014-01-14T11:35:19Z
Dynamic Topology Adaptation and Distributed Estimation for Smart Grids
This paper presents new dynamic topology adaptation strategies for distributed estimation in smart grids systems. We propose a dynamic exhaustive search--based topology adaptation algorithm and a dynamic sparsity--inspired topology adaptation algorithm, which can exploit the topology of smart grids with poor--quality links and obtain performance gains. We incorporate an optimized combining rule, named Hastings rule into our proposed dynamic topology adaptation algorithms. Compared with the existing works in the literature on distributed estimation, the proposed algorithms have a better convergence rate and significantly improve the system performance. The performance of the proposed algorithms is compared with that of existing algorithms in the IEEE 14--bus system.
[ "S. Xu, R. C. de Lamare and H. V. Poor", "['S. Xu' 'R. C. de Lamare' 'H. V. Poor']" ]
math.OC cs.LG cs.SY
null
1401.3198
null
null
http://arxiv.org/pdf/1401.3198v1
2014-01-14T14:40:29Z
2014-01-14T14:40:29Z
Online Markov decision processes with Kullback-Leibler control cost
This paper considers an online (real-time) control problem that involves an agent performing a discrete-time random walk over a finite state space. The agent's action at each time step is to specify the probability distribution for the next state given the current state. Following the set-up of Todorov, the state-action cost at each time step is a sum of a state cost and a control cost given by the Kullback-Leibler (KL) divergence between the agent's next-state distribution and that determined by some fixed passive dynamics. The online aspect of the problem is due to the fact that the state cost functions are generated by a dynamic environment, and the agent learns the current state cost only after selecting an action. An explicit construction of a computationally efficient strategy with small regret (i.e., expected difference between its actual total cost and the smallest cost attainable using noncausal knowledge of the state costs) under mild regularity conditions is presented, along with a demonstration of the performance of the proposed strategy on a simulated target tracking problem. A number of new results on Markov decision processes with KL control cost are also obtained.
[ "['Peng Guan' 'Maxim Raginsky' 'Rebecca Willett']", "Peng Guan and Maxim Raginsky and Rebecca Willett" ]
cs.LG cs.SI stat.ML
null
1401.3258
null
null
http://arxiv.org/pdf/1401.3258v1
2014-01-14T17:07:01Z
2014-01-14T17:07:01Z
A Boosting Approach to Learning Graph Representations
Learning the right graph representation from noisy, multisource data has garnered significant interest in recent years. A central tenet of this problem is relational learning. Here the objective is to incorporate the partial information each data source gives us in a way that captures the true underlying relationships. To address this challenge, we present a general, boosting-inspired framework for combining weak evidence of entity associations into a robust similarity metric. We explore the extent to which different quality measurements yield graph representations that are suitable for community detection. We then present empirical results on both synthetic and real datasets demonstrating the utility of this framework. Our framework leads to suitable global graph representations from quality measurements local to each edge. Finally, we discuss future extensions and theoretical considerations of learning useful graph representations from weak feedback in general application settings.
[ "['Rajmonda Caceres' 'Kevin Carter' 'Jeremy Kun']", "Rajmonda Caceres, Kevin Carter, Jeremy Kun" ]
cs.CL cs.LG cs.SD
null
1401.3322
null
null
http://arxiv.org/pdf/1401.3322v1
2013-12-24T08:45:07Z
2013-12-24T08:45:07Z
A Subband-Based SVM Front-End for Robust ASR
This work proposes a novel support vector machine (SVM) based robust automatic speech recognition (ASR) front-end that operates on an ensemble of the subband components of high-dimensional acoustic waveforms. The key issues of selecting the appropriate SVM kernels for classification in frequency subbands and the combination of individual subband classifiers using ensemble methods are addressed. The proposed front-end is compared with state-of-the-art ASR front-ends in terms of robustness to additive noise and linear filtering. Experiments performed on the TIMIT phoneme classification task demonstrate the benefits of the proposed subband based SVM front-end: it outperforms the standard cepstral front-end in the presence of noise and linear filtering for signal-to-noise ratio (SNR) below 12-dB. A combination of the proposed front-end with a conventional front-end such as MFCC yields further improvements over the individual front ends across the full range of noise levels.
[ "['Jibran Yousafzai' 'Zoran Cvetkovic' 'Peter Sollich' 'Matthew Ager']", "Jibran Yousafzai and Zoran Cvetkovic and Peter Sollich and Matthew\n Ager" ]
cs.CL cs.LG
null
1401.3372
null
null
http://arxiv.org/pdf/1401.3372v1
2014-01-14T22:10:30Z
2014-01-14T22:10:30Z
Learning Language from a Large (Unannotated) Corpus
A novel approach to the fully automated, unsupervised extraction of dependency grammars and associated syntax-to-semantic-relationship mappings from large text corpora is described. The suggested approach builds on the authors' prior work with the Link Grammar, RelEx and OpenCog systems, as well as on a number of prior papers and approaches from the statistical language learning literature. If successful, this approach would enable the mining of all the information needed to power a natural language comprehension and generation system, directly from a large, unannotated corpus.
[ "Linas Vepstas and Ben Goertzel", "['Linas Vepstas' 'Ben Goertzel']" ]
stat.ML cs.LG
null
1401.3390
null
null
http://arxiv.org/pdf/1401.3390v1
2014-01-14T23:52:16Z
2014-01-14T23:52:16Z
Binary Classifier Calibration: Non-parametric approach
Accurate calibration of probabilistic predictive models learned is critical for many practical prediction and decision-making tasks. There are two main categories of methods for building calibrated classifiers. One approach is to develop methods for learning probabilistic models that are well-calibrated, ab initio. The other approach is to use some post-processing methods for transforming the output of a classifier to be well calibrated, as for example histogram binning, Platt scaling, and isotonic regression. One advantage of the post-processing approach is that it can be applied to any existing probabilistic classification model that was constructed using any machine-learning method. In this paper, we first introduce two measures for evaluating how well a classifier is calibrated. We prove three theorems showing that using a simple histogram binning post-processing method, it is possible to make a classifier be well calibrated while retaining its discrimination capability. Also, by casting the histogram binning method as a density-based non-parametric binary classifier, we can extend it using two simple non-parametric density estimation methods. We demonstrate the performance of the proposed calibration methods on synthetic and real datasets. Experimental results show that the proposed methods either outperform or are comparable to existing calibration methods.
[ "['Mahdi Pakdaman Naeini' 'Gregory F. Cooper' 'Milos Hauskrecht']", "Mahdi Pakdaman Naeini, Gregory F. Cooper, Milos Hauskrecht" ]
cs.CV cs.LG stat.ML
null
1401.3409
null
null
http://arxiv.org/pdf/1401.3409v3
2014-10-23T02:05:18Z
2014-01-15T02:17:33Z
Low-Rank Modeling and Its Applications in Image Analysis
Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal processing and bioinformatics. Recently, much progress has been made in theories, algorithms and applications of low-rank modeling, such as exact low-rank matrix recovery via convex programming and matrix completion applied to collaborative filtering. These advances have brought more and more attentions to this topic. In this paper, we review the recent advance of low-rank modeling, the state-of-the-art algorithms, and related applications in image analysis. We first give an overview to the concept of low-rank modeling and challenging problems in this area. Then, we summarize the models and algorithms for low-rank matrix recovery and illustrate their advantages and limitations with numerical experiments. Next, we introduce a few applications of low-rank modeling in the context of image analysis. Finally, we conclude this paper with some discussions.
[ "['Xiaowei Zhou' 'Can Yang' 'Hongyu Zhao' 'Weichuan Yu']", "Xiaowei Zhou, Can Yang, Hongyu Zhao, Weichuan Yu" ]
cs.LG cs.IR
null
1401.3413
null
null
http://arxiv.org/pdf/1401.3413v1
2014-01-15T02:39:15Z
2014-01-15T02:39:15Z
Infinite Mixed Membership Matrix Factorization
Rating and recommendation systems have become a popular application area for applying a suite of machine learning techniques. Current approaches rely primarily on probabilistic interpretations and extensions of matrix factorization, which factorizes a user-item ratings matrix into latent user and item vectors. Most of these methods fail to model significant variations in item ratings from otherwise similar users, a phenomenon known as the "Napoleon Dynamite" effect. Recent efforts have addressed this problem by adding a contextual bias term to the rating, which captures the mood under which a user rates an item or the context in which an item is rated by a user. In this work, we extend this model in a nonparametric sense by learning the optimal number of moods or contexts from the data, and derive Gibbs sampling inference procedures for our model. We evaluate our approach on the MovieLens 1M dataset, and show significant improvements over the optimal parametric baseline, more than twice the improvements previously encountered for this task. We also extract and evaluate a DBLP dataset, wherein we predict the number of papers co-authored by two authors, and present improvements over the parametric baseline on this alternative domain as well.
[ "['Avneesh Saluja' 'Mahdi Pakdaman' 'Dongzhen Piao' 'Ankur P. Parikh']", "Avneesh Saluja, Mahdi Pakdaman, Dongzhen Piao, Ankur P. Parikh" ]
cs.LG cs.AI
10.1613/jair.2519
1401.3427
null
null
http://arxiv.org/abs/1401.3427v1
2014-01-15T04:42:13Z
2014-01-15T04:42:13Z
Analogical Dissimilarity: Definition, Algorithms and Two Experiments in Machine Learning
This paper defines the notion of analogical dissimilarity between four objects, with a special focus on objects structured as sequences. Firstly, it studies the case where the four objects have a null analogical dissimilarity, i.e. are in analogical proportion. Secondly, when one of these objects is unknown, it gives algorithms to compute it. Thirdly, it tackles the problem of defining analogical dissimilarity, which is a measure of how far four objects are from being in analogical proportion. In particular, when objects are sequences, it gives a definition and an algorithm based on an optimal alignment of the four sequences. It gives also learning algorithms, i.e. methods to find the triple of objects in a learning sample which has the least analogical dissimilarity with a given object. Two practical experiments are described: the first is a classification problem on benchmarks of binary and nominal data, the second shows how the generation of sequences by solving analogical equations enables a handwritten character recognition system to rapidly be adapted to a new writer.
[ "['Laurent Miclet' 'Sabri Bayoudh' 'Arnaud Delhay']", "Laurent Miclet, Sabri Bayoudh, Arnaud Delhay" ]
cs.LG
10.1613/jair.2530
1401.3429
null
null
http://arxiv.org/abs/1401.3429v1
2014-01-15T04:46:37Z
2014-01-15T04:46:37Z
Latent Tree Models and Approximate Inference in Bayesian Networks
We propose a novel method for approximate inference in Bayesian networks (BNs). The idea is to sample data from a BN, learn a latent tree model (LTM) from the data offline, and when online, make inference with the LTM instead of the original BN. Because LTMs are tree-structured, inference takes linear time. In the meantime, they can represent complex relationship among leaf nodes and hence the approximation accuracy is often good. Empirical evidence shows that our method can achieve good approximation accuracy at low online computational cost.
[ "Yi Wang, Nevin L. Zhang, Tao Chen", "['Yi Wang' 'Nevin L. Zhang' 'Tao Chen']" ]
cs.AI cs.LG
10.1613/jair.2540
1401.3432
null
null
http://arxiv.org/abs/1401.3432v1
2014-01-15T04:49:23Z
2014-01-15T04:49:23Z
A Rigorously Bayesian Beam Model and an Adaptive Full Scan Model for Range Finders in Dynamic Environments
This paper proposes and experimentally validates a Bayesian network model of a range finder adapted to dynamic environments. All modeling assumptions are rigorously explained, and all model parameters have a physical interpretation. This approach results in a transparent and intuitive model. With respect to the state of the art beam model this paper: (i) proposes a different functional form for the probability of range measurements caused by unmodeled objects, (ii) intuitively explains the discontinuity encountered in te state of the art beam model, and (iii) reduces the number of model parameters, while maintaining the same representational power for experimental data. The proposed beam model is called RBBM, short for Rigorously Bayesian Beam Model. A maximum likelihood and a variational Bayesian estimator (both based on expectation-maximization) are proposed to learn the model parameters. Furthermore, the RBBM is extended to a full scan model in two steps: first, to a full scan model for static environments and next, to a full scan model for general, dynamic environments. The full scan model accounts for the dependency between beams and adapts to the local sample density when using a particle filter. In contrast to Gaussian-based state of the art models, the proposed full scan model uses a sample-based approximation. This sample-based approximation enables handling dynamic environments and capturing multi-modality, which occurs even in simple static environments.
[ "['Tinne De Laet' 'Joris De Schutter' 'Herman Bruyninckx']", "Tinne De Laet, Joris De Schutter, Herman Bruyninckx" ]
cs.LG
10.1613/jair.2548
1401.3434
null
null
http://arxiv.org/abs/1401.3434v1
2014-01-15T04:50:50Z
2014-01-15T04:50:50Z
Adaptive Stochastic Resource Control: A Machine Learning Approach
The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management problems, such as scheduling and transportation problems. First, reactive solutions are considered and defined as control policies of suitably reformulated Markov decision processes (MDPs). We argue that this reformulation has several favorable properties, such as it has finite state and action spaces, it is aperiodic, hence all policies are proper and the space of control policies can be safely restricted. Next, approximate dynamic programming (ADP) methods, such as fitted Q-learning, are suggested for computing an efficient control policy. In order to compactly maintain the cost-to-go function, two representations are studied: hash tables and support vector regression (SVR), particularly, nu-SVRs. Several additional improvements, such as the application of limited-lookahead rollout algorithms in the initial phases, action space decomposition, task clustering and distributed sampling are investigated, too. Finally, experimental results on both benchmark and industry-related data are presented.
[ "['Balázs Csanád Csáji' 'László Monostori']", "Bal\\'azs Csan\\'ad Cs\\'aji, L\\'aszl\\'o Monostori" ]
cs.LG cs.AI stat.ML
10.1613/jair.2587
1401.3441
null
null
http://arxiv.org/abs/1401.3441v1
2014-01-15T04:54:14Z
2014-01-15T04:54:14Z
Transductive Rademacher Complexity and its Applications
We develop a technique for deriving data-dependent error bounds for transductive learning algorithms based on transductive Rademacher complexity. Our technique is based on a novel general error bound for transduction in terms of transductive Rademacher complexity, together with a novel bounding technique for Rademacher averages for particular algorithms, in terms of their "unlabeled-labeled" representation. This technique is relevant to many advanced graph-based transductive algorithms and we demonstrate its effectiveness by deriving error bounds to three well known algorithms. Finally, we present a new PAC-Bayesian bound for mixtures of transductive algorithms based on our Rademacher bounds.
[ "Ran El-Yaniv, Dmitry Pechyony", "['Ran El-Yaniv' 'Dmitry Pechyony']" ]
cs.LG
10.1613/jair.2602
1401.3447
null
null
http://arxiv.org/abs/1401.3447v1
2014-01-15T05:09:07Z
2014-01-15T05:09:07Z
Anytime Induction of Low-cost, Low-error Classifiers: a Sampling-based Approach
Machine learning techniques are gaining prevalence in the production of a wide range of classifiers for complex real-world applications with nonuniform testing and misclassification costs. The increasing complexity of these applications poses a real challenge to resource management during learning and classification. In this work we introduce ACT (anytime cost-sensitive tree learner), a novel framework for operating in such complex environments. ACT is an anytime algorithm that allows learning time to be increased in return for lower classification costs. It builds a tree top-down and exploits additional time resources to obtain better estimations for the utility of the different candidate splits. Using sampling techniques, ACT approximates the cost of the subtree under each candidate split and favors the one with a minimal cost. As a stochastic algorithm, ACT is expected to be able to escape local minima, into which greedy methods may be trapped. Experiments with a variety of datasets were conducted to compare ACT to the state-of-the-art cost-sensitive tree learners. The results show that for the majority of domains ACT produces significantly less costly trees. ACT also exhibits good anytime behavior with diminishing returns.
[ "Saher Esmeir, Shaul Markovitch", "['Saher Esmeir' 'Shaul Markovitch']" ]
cs.LG cs.MA
10.1613/jair.2628
1401.3454
null
null
http://arxiv.org/abs/1401.3454v1
2014-01-15T05:13:47Z
2014-01-15T05:13:47Z
A Multiagent Reinforcement Learning Algorithm with Non-linear Dynamics
Several multiagent reinforcement learning (MARL) algorithms have been proposed to optimize agents decisions. Due to the complexity of the problem, the majority of the previously developed MARL algorithms assumed agents either had some knowledge of the underlying game (such as Nash equilibria) and/or observed other agents actions and the rewards they received. We introduce a new MARL algorithm called the Weighted Policy Learner (WPL), which allows agents to reach a Nash Equilibrium (NE) in benchmark 2-player-2-action games with minimum knowledge. Using WPL, the only feedback an agent needs is its own local reward (the agent does not observe other agents actions or rewards). Furthermore, WPL does not assume that agents know the underlying game or the corresponding Nash Equilibrium a priori. We experimentally show that our algorithm converges in benchmark two-player-two-action games. We also show that our algorithm converges in the challenging Shapleys game where previous MARL algorithms failed to converge without knowing the underlying game or the NE. Furthermore, we show that WPL outperforms the state-of-the-art algorithms in a more realistic setting of 100 agents interacting and learning concurrently. An important aspect of understanding the behavior of a MARL algorithm is analyzing the dynamics of the algorithm: how the policies of multiple learning agents evolve over time as agents interact with one another. Such an analysis not only verifies whether agents using a given MARL algorithm will eventually converge, but also reveals the behavior of the MARL algorithm prior to convergence. We analyze our algorithm in two-player-two-action games and show that symbolically proving WPLs convergence is difficult, because of the non-linear nature of WPLs dynamics, unlike previous MARL algorithms that had either linear or piece-wise-linear dynamics. Instead, we numerically solve WPLs dynamics differential equations and compare the solution to the dynamics of previous MARL algorithms.
[ "Sherief Abdallah, Victor Lesser", "['Sherief Abdallah' 'Victor Lesser']" ]
cs.NE cs.AI cs.LG
10.1613/jair.2681
1401.3464
null
null
http://arxiv.org/abs/1401.3464v1
2014-01-15T05:22:48Z
2014-01-15T05:22:48Z
Learning Bayesian Network Equivalence Classes with Ant Colony Optimization
Bayesian networks are a useful tool in the representation of uncertain knowledge. This paper proposes a new algorithm called ACO-E, to learn the structure of a Bayesian network. It does this by conducting a search through the space of equivalence classes of Bayesian networks using Ant Colony Optimization (ACO). To this end, two novel extensions of traditional ACO techniques are proposed and implemented. Firstly, multiple types of moves are allowed. Secondly, moves can be given in terms of indices that are not based on construction graph nodes. The results of testing show that ACO-E performs better than a greedy search and other state-of-the-art and metaheuristic algorithms whilst searching in the space of equivalence classes.
[ "R\\'on\\'an Daly, Qiang Shen", "['Rónán Daly' 'Qiang Shen']" ]
cs.LG cs.AI stat.ML
10.1613/jair.2773
1401.3478
null
null
http://arxiv.org/abs/1401.3478v1
2014-01-15T05:33:29Z
2014-01-15T05:33:29Z
Efficient Markov Network Structure Discovery Using Independence Tests
We present two algorithms for learning the structure of a Markov network from data: GSMN* and GSIMN. Both algorithms use statistical independence tests to infer the structure by successively constraining the set of structures consistent with the results of these tests. Until very recently, algorithms for structure learning were based on maximum likelihood estimation, which has been proved to be NP-hard for Markov networks due to the difficulty of estimating the parameters of the network, needed for the computation of the data likelihood. The independence-based approach does not require the computation of the likelihood, and thus both GSMN* and GSIMN can compute the structure efficiently (as shown in our experiments). GSMN* is an adaptation of the Grow-Shrink algorithm of Margaritis and Thrun for learning the structure of Bayesian networks. GSIMN extends GSMN* by additionally exploiting Pearls well-known properties of the conditional independence relation to infer novel independences from known ones, thus avoiding the performance of statistical tests to estimate them. To accomplish this efficiently GSIMN uses the Triangle theorem, also introduced in this work, which is a simplified version of the set of Markov axioms. Experimental comparisons on artificial and real-world data sets show GSIMN can yield significant savings with respect to GSMN*, while generating a Markov network with comparable or in some cases improved quality. We also compare GSIMN to a forward-chaining implementation, called GSIMN-FCH, that produces all possible conditional independences resulting from repeatedly applying Pearls theorems on the known conditional independence tests. The results of this comparison show that GSIMN, by the sole use of the Triangle theorem, is nearly optimal in terms of the set of independences tests that it infers.
[ "Facundo Bromberg, Dimitris Margaritis, Vasant Honavar", "['Facundo Bromberg' 'Dimitris Margaritis' 'Vasant Honavar']" ]
cs.CL cs.IR cs.LG
10.1613/jair.2784
1401.3479
null
null
http://arxiv.org/abs/1401.3479v1
2014-01-15T05:33:57Z
2014-01-15T05:33:57Z
Complex Question Answering: Unsupervised Learning Approaches and Experiments
Complex questions that require inferencing and synthesizing information from multiple documents can be seen as a kind of topic-oriented, informative multi-document summarization where the goal is to produce a single text as a compressed version of a set of documents with a minimum loss of relevant information. In this paper, we experiment with one empirical method and two unsupervised statistical machine learning techniques: K-means and Expectation Maximization (EM), for computing relative importance of the sentences. We compare the results of these approaches. Our experiments show that the empirical approach outperforms the other two techniques and EM performs better than K-means. However, the performance of these approaches depends entirely on the feature set used and the weighting of these features. In order to measure the importance and relevance to the user query we extract different kinds of features (i.e. lexical, lexical semantic, cosine similarity, basic element, tree kernel based syntactic and shallow-semantic) for each of the document sentences. We use a local search technique to learn the weights of the features. To the best of our knowledge, no study has used tree kernel functions to encode syntactic/semantic information for more complex tasks such as computing the relatedness between the query sentences and the document sentences in order to generate query-focused summaries (or answers to complex questions). For each of our methods of generating summaries (i.e. empirical, K-means and EM) we show the effects of syntactic and shallow-semantic features over the bag-of-words (BOW) features.
[ "['Yllias Chali' 'Shafiq Rayhan Joty' 'Sadid A. Hasan']", "Yllias Chali, Shafiq Rayhan Joty, Sadid A. Hasan" ]
cs.IR cs.CL cs.LG
10.1613/jair.2830
1401.3488
null
null
http://arxiv.org/abs/1401.3488v1
2014-01-15T05:38:17Z
2014-01-15T05:38:17Z
Content Modeling Using Latent Permutations
We present a novel Bayesian topic model for learning discourse-level document structure. Our model leverages insights from discourse theory to constrain latent topic assignments in a way that reflects the underlying organization of document topics. We propose a global model in which both topic selection and ordering are biased to be similar across a collection of related documents. We show that this space of orderings can be effectively represented using a distribution over permutations called the Generalized Mallows Model. We apply our method to three complementary discourse-level tasks: cross-document alignment, document segmentation, and information ordering. Our experiments show that incorporating our permutation-based model in these applications yields substantial improvements in performance over previously proposed methods.
[ "Harr Chen, S.R.K. Branavan, Regina Barzilay, David R. Karger", "['Harr Chen' 'S. R. K. Branavan' 'Regina Barzilay' 'David R. Karger']" ]
cs.LG cs.AI cs.DB physics.data-an q-bio.QM
10.1109/TKDE.2014.2316504
1401.3531
null
null
http://arxiv.org/abs/1401.3531v2
2014-05-09T00:05:57Z
2014-01-15T09:41:50Z
Highly comparative feature-based time-series classification
A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across the scientific time-series analysis literature, and include summaries of time series in terms of their correlation structure, distribution, entropy, stationarity, scaling properties, and fits to a range of time-series models. After computing thousands of features for each time series in a training set, those that are most informative of the class structure are selected using greedy forward feature selection with a linear classifier. The resulting feature-based classifiers automatically learn the differences between classes using a reduced number of time-series properties, and circumvent the need to calculate distances between time series. Representing time series in this way results in orders of magnitude of dimensionality reduction, allowing the method to perform well on very large datasets containing long time series or time series of different lengths. For many of the datasets studied, classification performance exceeded that of conventional instance-based classifiers, including one nearest neighbor classifiers using Euclidean distances and dynamic time warping and, most importantly, the features selected provide an understanding of the properties of the dataset, insight that can guide further scientific investigation.
[ "Ben D. Fulcher and Nick S. Jones", "['Ben D. Fulcher' 'Nick S. Jones']" ]
cs.GT cs.AI cs.LG
null
1401.3579
null
null
http://arxiv.org/pdf/1401.3579v3
2020-05-04T01:47:30Z
2013-12-20T05:54:58Z
A Supervised Goal Directed Algorithm in Economical Choice Behaviour: An Actor-Critic Approach
This paper aims to find an algorithmic structure that affords to predict and explain economical choice behaviour particularly under uncertainty(random policies) by manipulating the prevalent Actor-Critic learning method to comply with the requirements we have been entrusted ever since the field of neuroeconomics dawned on us. Whilst skimming some basics of neuroeconomics that seem relevant to our discussion, we will try to outline some of the important works which have so far been done to simulate choice making processes. Concerning neurological findings that suggest the existence of two specific functions that are executed through Basal Ganglia all the way up to sub- cortical areas, namely 'rewards' and 'beliefs', we will offer a modified version of actor/critic algorithm to shed a light on the relation between these functions and most importantly resolve what is referred to as a challenge for actor-critic algorithms, that is, the lack of inheritance or hierarchy which avoids the system being evolved in continuous time tasks whence the convergence might not be emerged.
[ "Keyvan Yahya", "['Keyvan Yahya']" ]
cs.NE cs.LG
null
1401.3607
null
null
http://arxiv.org/pdf/1401.3607v2
2014-02-07T11:55:12Z
2014-01-15T14:37:48Z
A Brief History of Learning Classifier Systems: From CS-1 to XCS
Modern Learning Classifier Systems can be characterized by their use of rule accuracy as the utility metric for the search algorithm(s) discovering useful rules. Such searching typically takes place within the restricted space of co-active rules for efficiency. This paper gives an historical overview of the evolution of such systems up to XCS, and then some of the subsequent developments of XCS to different types of learning.
[ "['Larry Bull']", "Larry Bull" ]
stat.ML cs.LG stat.CO
null
1401.3632
null
null
http://arxiv.org/pdf/1401.3632v3
2015-09-22T07:41:00Z
2014-01-15T15:40:40Z
Bayesian Conditional Density Filtering
We propose a Conditional Density Filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts MCMC sampling to the online setting, sampling from approximations to conditional posterior distributions obtained by propagating surrogate conditional sufficient statistics (a function of data and parameter estimates) as new data arrive. These quantities eliminate the need to store or process the entire dataset simultaneously and offer a number of desirable features. Often, these include a reduction in memory requirements and runtime and improved mixing, along with state-of-the-art parameter inference and prediction. These improvements are demonstrated through several illustrative examples including an application to high dimensional compressed regression. Finally, we show that C-DF samples converge to the target posterior distribution asymptotically as sampling proceeds and more data arrives.
[ "['Shaan Qamar' 'Rajarshi Guhaniyogi' 'David B. Dunson']", "Shaan Qamar, Rajarshi Guhaniyogi, David B. Dunson" ]
stat.ML cs.LG
null
1401.3737
null
null
http://arxiv.org/pdf/1401.3737v1
2014-01-15T20:50:00Z
2014-01-15T20:50:00Z
Coordinate Descent with Online Adaptation of Coordinate Frequencies
Coordinate descent (CD) algorithms have become the method of choice for solving a number of optimization problems in machine learning. They are particularly popular for training linear models, including linear support vector machine classification, LASSO regression, and logistic regression. We consider general CD with non-uniform selection of coordinates. Instead of fixing selection frequencies beforehand we propose an online adaptation mechanism for this important parameter, called the adaptive coordinate frequencies (ACF) method. This mechanism removes the need to estimate optimal coordinate frequencies beforehand, and it automatically reacts to changing requirements during an optimization run. We demonstrate the usefulness of our ACF-CD approach for a variety of optimization problems arising in machine learning contexts. Our algorithm offers significant speed-ups over state-of-the-art training methods.
[ "Tobias Glasmachers and \\\"Ur\\\"un Dogan", "['Tobias Glasmachers' 'Ürün Dogan']" ]
cs.CV cs.LG stat.ML
10.1109/LGRS.2013.2290531
1401.3818
null
null
http://arxiv.org/abs/1401.3818v1
2014-01-16T03:21:26Z
2014-01-16T03:21:26Z
Structured Priors for Sparse-Representation-Based Hyperspectral Image Classification
Pixel-wise classification, where each pixel is assigned to a predefined class, is one of the most important procedures in hyperspectral image (HSI) analysis. By representing a test pixel as a linear combination of a small subset of labeled pixels, a sparse representation classifier (SRC) gives rather plausible results compared with that of traditional classifiers such as the support vector machine (SVM). Recently, by incorporating additional structured sparsity priors, the second generation SRCs have appeared in the literature and are reported to further improve the performance of HSI. These priors are based on exploiting the spatial dependencies between the neighboring pixels, the inherent structure of the dictionary, or both. In this paper, we review and compare several structured priors for sparse-representation-based HSI classification. We also propose a new structured prior called the low rank group prior, which can be considered as a modification of the low rank prior. Furthermore, we will investigate how different structured priors improve the result for the HSI classification.
[ "Xiaoxia Sun, Qing Qu, Nasser M. Nasrabadi, Trac D. Tran", "['Xiaoxia Sun' 'Qing Qu' 'Nasser M. Nasrabadi' 'Trac D. Tran']" ]
cs.GT cs.LG
10.1613/jair.2904
1401.3829
null
null
http://arxiv.org/abs/1401.3829v1
2014-01-16T04:47:45Z
2014-01-16T04:47:45Z
RoxyBot-06: Stochastic Prediction and Optimization in TAC Travel
In this paper, we describe our autonomous bidding agent, RoxyBot, who emerged victorious in the travel division of the 2006 Trading Agent Competition in a photo finish. At a high level, the design of many successful trading agents can be summarized as follows: (i) price prediction: build a model of market prices; and (ii) optimization: solve for an approximately optimal set of bids, given this model. To predict, RoxyBot builds a stochastic model of market prices by simulating simultaneous ascending auctions. To optimize, RoxyBot relies on the sample average approximation method, a stochastic optimization technique.
[ "Amy Greenwald, Seong Jae Lee, Victor Naroditskiy", "['Amy Greenwald' 'Seong Jae Lee' 'Victor Naroditskiy']" ]
cs.LG cs.HC
null
1401.3836
null
null
http://arxiv.org/pdf/1401.3836v1
2014-01-16T04:51:19Z
2014-01-16T04:51:19Z
An Active Learning Approach for Jointly Estimating Worker Performance and Annotation Reliability with Crowdsourced Data
Crowdsourcing platforms offer a practical solution to the problem of affordably annotating large datasets for training supervised classifiers. Unfortunately, poor worker performance frequently threatens to compromise annotation reliability, and requesting multiple labels for every instance can lead to large cost increases without guaranteeing good results. Minimizing the required training samples using an active learning selection procedure reduces the labeling requirement but can jeopardize classifier training by focusing on erroneous annotations. This paper presents an active learning approach in which worker performance, task difficulty, and annotation reliability are jointly estimated and used to compute the risk function guiding the sample selection procedure. We demonstrate that the proposed approach, which employs active learning with Bayesian networks, significantly improves training accuracy and correctly ranks the expertise of unknown labelers in the presence of annotation noise.
[ "['Liyue Zhao' 'Yu Zhang' 'Gita Sukthankar']", "Liyue Zhao, Yu Zhang and Gita Sukthankar" ]
cs.LG cs.AI stat.ML
10.1613/jair.3396
1401.3870
null
null
http://arxiv.org/abs/1401.3870v1
2014-01-16T05:08:29Z
2014-01-16T05:08:29Z
Learning to Make Predictions In Partially Observable Environments Without a Generative Model
When faced with the problem of learning a model of a high-dimensional environment, a common approach is to limit the model to make only a restricted set of predictions, thereby simplifying the learning problem. These partial models may be directly useful for making decisions or may be combined together to form a more complete, structured model. However, in partially observable (non-Markov) environments, standard model-learning methods learn generative models, i.e. models that provide a probability distribution over all possible futures (such as POMDPs). It is not straightforward to restrict such models to make only certain predictions, and doing so does not always simplify the learning problem. In this paper we present prediction profile models: non-generative partial models for partially observable systems that make only a given set of predictions, and are therefore far simpler than generative models in some cases. We formalize the problem of learning a prediction profile model as a transformation of the original model-learning problem, and show empirically that one can learn prediction profile models that make a small set of important predictions even in systems that are too complex for standard generative models.
[ "['Erik Talvitie' 'Satinder Singh']", "Erik Talvitie, Satinder Singh" ]
cs.AI cs.LG
10.1613/jair.3175
1401.3871
null
null
http://arxiv.org/abs/1401.3871v1
2014-01-16T05:09:10Z
2014-01-16T05:09:10Z
Non-Deterministic Policies in Markovian Decision Processes
Markovian processes have long been used to model stochastic environments. Reinforcement learning has emerged as a framework to solve sequential planning and decision-making problems in such environments. In recent years, attempts were made to apply methods from reinforcement learning to construct decision support systems for action selection in Markovian environments. Although conventional methods in reinforcement learning have proved to be useful in problems concerning sequential decision-making, they cannot be applied in their current form to decision support systems, such as those in medical domains, as they suggest policies that are often highly prescriptive and leave little room for the users input. Without the ability to provide flexible guidelines, it is unlikely that these methods can gain ground with users of such systems. This paper introduces the new concept of non-deterministic policies to allow more flexibility in the users decision-making process, while constraining decisions to remain near optimal solutions. We provide two algorithms to compute non-deterministic policies in discrete domains. We study the output and running time of these method on a set of synthetic and real-world problems. In an experiment with human subjects, we show that humans assisted by hints based on non-deterministic policies outperform both human-only and computer-only agents in a web navigation task.
[ "Mahdi Milani Fard, Joelle Pineau", "['Mahdi Milani Fard' 'Joelle Pineau']" ]
cs.LG cs.AI stat.ML
10.1613/jair.3195
1401.3877
null
null
http://arxiv.org/abs/1401.3877v1
2014-01-16T05:11:12Z
2014-01-16T05:11:12Z
Properties of Bethe Free Energies and Message Passing in Gaussian Models
We address the problem of computing approximate marginals in Gaussian probabilistic models by using mean field and fractional Bethe approximations. We define the Gaussian fractional Bethe free energy in terms of the moment parameters of the approximate marginals, derive a lower and an upper bound on the fractional Bethe free energy and establish a necessary condition for the lower bound to be bounded from below. It turns out that the condition is identical to the pairwise normalizability condition, which is known to be a sufficient condition for the convergence of the message passing algorithm. We show that stable fixed points of the Gaussian message passing algorithm are local minima of the Gaussian Bethe free energy. By a counterexample, we disprove the conjecture stating that the unboundedness of the free energy implies the divergence of the message passing algorithm.
[ "['Botond Cseke' 'Tom Heskes']", "Botond Cseke, Tom Heskes" ]
cs.LG
10.1613/jair.3198
1401.3880
null
null
http://arxiv.org/abs/1401.3880v1
2014-01-16T05:12:21Z
2014-01-16T05:12:21Z
Regression Conformal Prediction with Nearest Neighbours
In this paper we apply Conformal Prediction (CP) to the k-Nearest Neighbours Regression (k-NNR) algorithm and propose ways of extending the typical nonconformity measure used for regression so far. Unlike traditional regression methods which produce point predictions, Conformal Predictors output predictive regions that satisfy a given confidence level. The regions produced by any Conformal Predictor are automatically valid, however their tightness and therefore usefulness depends on the nonconformity measure used by each CP. In effect a nonconformity measure evaluates how strange a given example is compared to a set of other examples based on some traditional machine learning algorithm. We define six novel nonconformity measures based on the k-Nearest Neighbours Regression algorithm and develop the corresponding CPs following both the original (transductive) and the inductive CP approaches. A comparison of the predictive regions produced by our measures with those of the typical regression measure suggests that a major improvement in terms of predictive region tightness is achieved by the new measures.
[ "Harris Papadopoulos, Vladimir Vovk, Alex Gammerman", "['Harris Papadopoulos' 'Vladimir Vovk' 'Alex Gammerman']" ]
cs.LG cs.AI stat.ML
10.1613/jair.3313
1401.3894
null
null
http://arxiv.org/abs/1401.3894v1
2014-01-16T05:17:32Z
2014-01-16T05:17:32Z
Efficient Multi-Start Strategies for Local Search Algorithms
Local search algorithms applied to optimization problems often suffer from getting trapped in a local optimum. The common solution for this deficiency is to restart the algorithm when no progress is observed. Alternatively, one can start multiple instances of a local search algorithm, and allocate computational resources (in particular, processing time) to the instances depending on their behavior. Hence, a multi-start strategy has to decide (dynamically) when to allocate additional resources to a particular instance and when to start new instances. In this paper we propose multi-start strategies motivated by works on multi-armed bandit problems and Lipschitz optimization with an unknown constant. The strategies continuously estimate the potential performance of each algorithm instance by supposing a convergence rate of the local search algorithm up to an unknown constant, and in every phase allocate resources to those instances that could converge to the optimum for a particular range of the constant. Asymptotic bounds are given on the performance of the strategies. In particular, we prove that at most a quadratic increase in the number of times the target function is evaluated is needed to achieve the performance of a local search algorithm started from the attraction region of the optimum. Experiments are provided using SPSA (Simultaneous Perturbation Stochastic Approximation) and k-means as local search algorithms, and the results indicate that the proposed strategies work well in practice, and, in all cases studied, need only logarithmically more evaluations of the target function as opposed to the theoretically suggested quadratic increase.
[ "Andr\\'as Gy\\\"orgy, Levente Kocsis", "['András György' 'Levente Kocsis']" ]
cs.GT cs.LG
10.1613/jair.3384
1401.3907
null
null
http://arxiv.org/abs/1401.3907v1
2014-01-16T05:22:56Z
2014-01-16T05:22:56Z
Policy Invariance under Reward Transformations for General-Sum Stochastic Games
We extend the potential-based shaping method from Markov decision processes to multi-player general-sum stochastic games. We prove that the Nash equilibria in a stochastic game remains unchanged after potential-based shaping is applied to the environment. The property of policy invariance provides a possible way of speeding convergence when learning to play a stochastic game.
[ "Xiaosong Lu, Howard M. Schwartz, Sidney N. Givigi Jr", "['Xiaosong Lu' 'Howard M. Schwartz' 'Sidney N. Givigi Jr']" ]
cs.LG cs.CV stat.ML
10.1016/j.knosys.2014.04.035
1401.3973
null
null
http://arxiv.org/abs/1401.3973v1
2014-01-16T10:21:44Z
2014-01-16T10:21:44Z
An Empirical Evaluation of Similarity Measures for Time Series Classification
Time series are ubiquitous, and a measure to assess their similarity is a core part of many computational systems. In particular, the similarity measure is the most essential ingredient of time series clustering and classification systems. Because of this importance, countless approaches to estimate time series similarity have been proposed. However, there is a lack of comparative studies using empirical, rigorous, quantitative, and large-scale assessment strategies. In this article, we provide an extensive evaluation of similarity measures for time series classification following the aforementioned principles. We consider 7 different measures coming from alternative measure `families', and 45 publicly-available time series data sets coming from a wide variety of scientific domains. We focus on out-of-sample classification accuracy, but in-sample accuracies and parameter choices are also discussed. Our work is based on rigorous evaluation methodologies and includes the use of powerful statistical significance tests to derive meaningful conclusions. The obtained results show the equivalence, in terms of accuracy, of a number of measures, but with one single candidate outperforming the rest. Such findings, together with the followed methodology, invite researchers on the field to adopt a more consistent evaluation criteria and a more informed decision regarding the baseline measures to which new developments should be compared.
[ "Joan Serr\\`a and Josep Lluis Arcos", "['Joan Serrà' 'Josep Lluis Arcos']" ]
stat.ML cs.AI cs.LG stat.CO stat.ME
null
1401.4082
null
null
http://arxiv.org/pdf/1401.4082v3
2014-05-30T10:00:36Z
2014-01-16T16:33:23Z
Stochastic Backpropagation and Approximate Inference in Deep Generative Models
We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a recognition model to represent approximate posterior distributions, and that acts as a stochastic encoder of the data. We develop stochastic back-propagation -- rules for back-propagation through stochastic variables -- and use this to develop an algorithm that allows for joint optimisation of the parameters of both the generative and recognition model. We demonstrate on several real-world data sets that the model generates realistic samples, provides accurate imputations of missing data and is a useful tool for high-dimensional data visualisation.
[ "Danilo Jimenez Rezende, Shakir Mohamed, Daan Wierstra", "['Danilo Jimenez Rezende' 'Shakir Mohamed' 'Daan Wierstra']" ]
cs.LG stat.AP
null
1401.4128
null
null
http://arxiv.org/pdf/1401.4128v1
2014-01-16T18:54:43Z
2014-01-16T18:54:43Z
Towards the selection of patients requiring ICD implantation by automatic classification from Holter monitoring indices
The purpose of this study is to optimize the selection of prophylactic cardioverter defibrillator implantation candidates. Currently, the main criterion for implantation is a low Left Ventricular Ejection Fraction (LVEF) whose specificity is relatively poor. We designed two classifiers aimed to predict, from long term ECG recordings (Holter), whether a low-LVEF patient is likely or not to undergo ventricular arrhythmia in the next six months. One classifier is a single hidden layer neural network whose variables are the most relevant features extracted from Holter recordings, and the other classifier has a structure that capitalizes on the physiological decomposition of the arrhythmogenic factors into three disjoint groups: the myocardial substrate, the triggers and the autonomic nervous system (ANS). In this ad hoc network, the features were assigned to each group; one neural network classifier per group was designed and its complexity was optimized. The outputs of the classifiers were fed to a single neuron that provided the required probability estimate. The latter was thresholded for final discrimination A dataset composed of 186 pre-implantation 30-mn Holter recordings of patients equipped with an implantable cardioverter defibrillator (ICD) in primary prevention was used in order to design and test this classifier. 44 out of 186 patients underwent at least one treated ventricular arrhythmia during the six-month follow-up period. Performances of the designed classifier were evaluated using a cross-test strategy that consists in splitting the database into several combinations of a training set and a test set. The average arrhythmia prediction performances of the ad-hoc classifier are NPV = 77% $\pm$ 13% and PPV = 31% $\pm$ 19% (Negative Predictive Value $\pm$ std, Positive Predictive Value $\pm$ std). According to our study, improving prophylactic ICD-implantation candidate selection by automatic classification from ECG features may be possible, but the availability of a sizable dataset appears to be essential to decrease the number of False Negatives.
[ "['Charles-Henri Cappelaere' 'R. Dubois' 'P. Roussel' 'G. Dreyfus']", "Charles-Henri Cappelaere, R. Dubois, P. Roussel, G. Dreyfus" ]
cs.LG
null
1401.4143
null
null
http://arxiv.org/pdf/1401.4143v1
2014-01-16T19:49:02Z
2014-01-16T19:49:02Z
Convex Optimization for Binary Classifier Aggregation in Multiclass Problems
Multiclass problems are often decomposed into multiple binary problems that are solved by individual binary classifiers whose results are integrated into a final answer. Various methods, including all-pairs (APs), one-versus-all (OVA), and error correcting output code (ECOC), have been studied, to decompose multiclass problems into binary problems. However, little study has been made to optimally aggregate binary problems to determine a final answer to the multiclass problem. In this paper we present a convex optimization method for an optimal aggregation of binary classifiers to estimate class membership probabilities in multiclass problems. We model the class membership probability as a softmax function which takes a conic combination of discrepancies induced by individual binary classifiers, as an input. With this model, we formulate the regularized maximum likelihood estimation as a convex optimization problem, which is solved by the primal-dual interior point method. Connections of our method to large margin classifiers are presented, showing that the large margin formulation can be considered as a limiting case of our convex formulation. Numerical experiments on synthetic and real-world data sets demonstrate that our method outperforms existing aggregation methods as well as direct methods, in terms of the classification accuracy and the quality of class membership probability estimates.
[ "Sunho Park, TaeHyun Hwang, Seungjin Choi", "['Sunho Park' 'TaeHyun Hwang' 'Seungjin Choi']" ]
cs.CL cs.LG
10.1613/jair.2986
1401.4436
null
null
http://arxiv.org/abs/1401.4436v1
2014-01-16T04:53:44Z
2014-01-16T04:53:44Z
Cause Identification from Aviation Safety Incident Reports via Weakly Supervised Semantic Lexicon Construction
The Aviation Safety Reporting System collects voluntarily submitted reports on aviation safety incidents to facilitate research work aiming to reduce such incidents. To effectively reduce these incidents, it is vital to accurately identify why these incidents occurred. More precisely, given a set of possible causes, or shaping factors, this task of cause identification involves identifying all and only those shaping factors that are responsible for the incidents described in a report. We investigate two approaches to cause identification. Both approaches exploit information provided by a semantic lexicon, which is automatically constructed via Thelen and Riloffs Basilisk framework augmented with our linguistic and algorithmic modifications. The first approach labels a report using a simple heuristic, which looks for the words and phrases acquired during the semantic lexicon learning process in the report. The second approach recasts cause identification as a text classification problem, employing supervised and transductive text classification algorithms to learn models from incident reports labeled with shaping factors and using the models to label unseen reports. Our experiments show that both the heuristic-based approach and the learning-based approach (when given sufficient training data) outperform the baseline system significantly.
[ "['Muhammad Arshad Ul Abedin' 'Vincent Ng' 'Latifur Khan']", "Muhammad Arshad Ul Abedin, Vincent Ng, Latifur Khan" ]
cs.CV cs.LG stat.ML
null
1401.4489
null
null
http://arxiv.org/pdf/1401.4489v3
2014-11-14T02:38:09Z
2014-01-17T23:21:56Z
An Analysis of Random Projections in Cancelable Biometrics
With increasing concerns about security, the need for highly secure physical biometrics-based authentication systems utilizing \emph{cancelable biometric} technologies is on the rise. Because the problem of cancelable template generation deals with the trade-off between template security and matching performance, many state-of-the-art algorithms successful in generating high quality cancelable biometrics all have random projection as one of their early processing steps. This paper therefore presents a formal analysis of why random projections is an essential step in cancelable biometrics. By formally defining the notion of an \textit{Independent Subspace Structure} for datasets, it can be shown that random projection preserves the subspace structure of data vectors generated from a union of independent linear subspaces. The bound on the minimum number of random vectors required for this to hold is also derived and is shown to depend logarithmically on the number of data samples, not only in independent subspaces but in disjoint subspace settings as well. The theoretical analysis presented is supported in detail with empirical results on real-world face recognition datasets.
[ "['Devansh Arpit' 'Ifeoma Nwogu' 'Gaurav Srivastava' 'Venu Govindaraju']", "Devansh Arpit, Ifeoma Nwogu, Gaurav Srivastava, Venu Govindaraju" ]
cs.IR cs.LG
10.1007/s10618-015-0417-y
1401.4529
null
null
http://arxiv.org/abs/1401.4529v2
2015-05-19T11:50:22Z
2014-01-18T11:13:26Z
General factorization framework for context-aware recommendations
Context-aware recommendation algorithms focus on refining recommendations by considering additional information, available to the system. This topic has gained a lot of attention recently. Among others, several factorization methods were proposed to solve the problem, although most of them assume explicit feedback which strongly limits their real-world applicability. While these algorithms apply various loss functions and optimization strategies, the preference modeling under context is less explored due to the lack of tools allowing for easy experimentation with various models. As context dimensions are introduced beyond users and items, the space of possible preference models and the importance of proper modeling largely increases. In this paper we propose a General Factorization Framework (GFF), a single flexible algorithm that takes the preference model as an input and computes latent feature matrices for the input dimensions. GFF allows us to easily experiment with various linear models on any context-aware recommendation task, be it explicit or implicit feedback based. The scaling properties makes it usable under real life circumstances as well. We demonstrate the framework's potential by exploring various preference models on a 4-dimensional context-aware problem with contexts that are available for almost any real life datasets. We show in our experiments -- performed on five real life, implicit feedback datasets -- that proper preference modelling significantly increases recommendation accuracy, and previously unused models outperform the traditional ones. Novel models in GFF also outperform state-of-the-art factorization algorithms. We also extend the method to be fully compliant to the Multidimensional Dataspace Model, one of the most extensive data models of context-enriched data. Extended GFF allows the seamless incorporation of information into the fac[truncated]
[ "['Balázs Hidasi' 'Domonkos Tikk']", "Bal\\'azs Hidasi, Domonkos Tikk" ]
cs.LG stat.ML
null
1401.4566
null
null
http://arxiv.org/pdf/1401.4566v2
2014-02-08T05:02:49Z
2014-01-18T17:07:38Z
Excess Risk Bounds for Exponentially Concave Losses
The overarching goal of this paper is to derive excess risk bounds for learning from exp-concave loss functions in passive and sequential learning settings. Exp-concave loss functions encompass several fundamental problems in machine learning such as squared loss in linear regression, logistic loss in classification, and negative logarithm loss in portfolio management. In batch setting, we obtain sharp bounds on the performance of empirical risk minimization performed in a linear hypothesis space and with respect to the exp-concave loss functions. We also extend the results to the online setting where the learner receives the training examples in a sequential manner. We propose an online learning algorithm that is a properly modified version of online Newton method to obtain sharp risk bounds. Under an additional mild assumption on the loss function, we show that in both settings we are able to achieve an excess risk bound of $O(d\log n/n)$ that holds with a high probability.
[ "['Mehrdad Mahdavi' 'Rong Jin']", "Mehrdad Mahdavi and Rong Jin" ]
cs.CE cs.LG
null
1401.4589
null
null
http://arxiv.org/pdf/1401.4589v1
2014-01-18T21:02:32Z
2014-01-18T21:02:32Z
miRNA and Gene Expression based Cancer Classification using Self- Learning and Co-Training Approaches
miRNA and gene expression profiles have been proved useful for classifying cancer samples. Efficient classifiers have been recently sought and developed. A number of attempts to classify cancer samples using miRNA/gene expression profiles are known in literature. However, the use of semi-supervised learning models have been used recently in bioinformatics, to exploit the huge corpuses of publicly available sets. Using both labeled and unlabeled sets to train sample classifiers, have not been previously considered when gene and miRNA expression sets are used. Moreover, there is a motivation to integrate both miRNA and gene expression for a semi-supervised cancer classification as that provides more information on the characteristics of cancer samples. In this paper, two semi-supervised machine learning approaches, namely self-learning and co-training, are adapted to enhance the quality of cancer sample classification. These approaches exploit the huge public corpuses to enrich the training data. In self-learning, miRNA and gene based classifiers are enhanced independently. While in co-training, both miRNA and gene expression profiles are used simultaneously to provide different views of cancer samples. To our knowledge, it is the first attempt to apply these learning approaches to cancer classification. The approaches were evaluated using breast cancer, hepatocellular carcinoma (HCC) and lung cancer expression sets. Results show up to 20% improvement in F1-measure over Random Forests and SVM classifiers. Co-Training also outperforms Low Density Separation (LDS) approach by around 25% improvement in F1-measure in breast cancer.
[ "Rania Ibrahim, Noha A. Yousri, Mohamed A. Ismail, Nagwa M. El-Makky", "['Rania Ibrahim' 'Noha A. Yousri' 'Mohamed A. Ismail' 'Nagwa M. El-Makky']" ]
cs.AI cs.LG
10.1613/jair.3401
1401.4590
null
null
http://arxiv.org/abs/1401.4590v1
2014-01-18T21:03:23Z
2014-01-18T21:03:23Z
Combining Evaluation Metrics via the Unanimous Improvement Ratio and its Application to Clustering Tasks
Many Artificial Intelligence tasks cannot be evaluated with a single quality criterion and some sort of weighted combination is needed to provide system rankings. A problem of weighted combination measures is that slight changes in the relative weights may produce substantial changes in the system rankings. This paper introduces the Unanimous Improvement Ratio (UIR), a measure that complements standard metric combination criteria (such as van Rijsbergen's F-measure) and indicates how robust the measured differences are to changes in the relative weights of the individual metrics. UIR is meant to elucidate whether a perceived difference between two systems is an artifact of how individual metrics are weighted. Besides discussing the theoretical foundations of UIR, this paper presents empirical results that confirm the validity and usefulness of the metric for the Text Clustering problem, where there is a tradeoff between precision and recall based metrics and results are particularly sensitive to the weighting scheme used to combine them. Remarkably, our experiments show that UIR can be used as a predictor of how well differences between systems measured on a given test bed will also hold in a different test bed.
[ "Enrique Amig\\'o, Julio Gonzalo, Javier Artiles, Felisa Verdejo", "['Enrique Amigó' 'Julio Gonzalo' 'Javier Artiles' 'Felisa Verdejo']" ]
cs.CR cs.DB cs.LG
null
1401.4872
null
null
http://arxiv.org/pdf/1401.4872v1
2014-01-20T11:58:23Z
2014-01-20T11:58:23Z
Classification of IDS Alerts with Data Mining Techniques
A data mining technique to reduce the amount of false alerts within an IDS system is proposed. The new technique achieves an accuracy of 99% compared to 97% by the current systems.
[ "['Hany Nashat Gabra' 'Ayman Mohammad Bahaa-Eldin' 'Huda Korashy']", "Hany Nashat Gabra, Ayman Mohammad Bahaa-Eldin, Huda Korashy" ]
cs.LG
null
1401.5136
null
null
http://arxiv.org/pdf/1401.5136v1
2014-01-21T01:16:44Z
2014-01-21T01:16:44Z
A Unifying Framework for Typical Multi-Task Multiple Kernel Learning Problems
Over the past few years, Multi-Kernel Learning (MKL) has received significant attention among data-driven feature selection techniques in the context of kernel-based learning. MKL formulations have been devised and solved for a broad spectrum of machine learning problems, including Multi-Task Learning (MTL). Solving different MKL formulations usually involves designing algorithms that are tailored to the problem at hand, which is, typically, a non-trivial accomplishment. In this paper we present a general Multi-Task Multi-Kernel Learning (Multi-Task MKL) framework that subsumes well-known Multi-Task MKL formulations, as well as several important MKL approaches on single-task problems. We then derive a simple algorithm that can solve the unifying framework. To demonstrate the flexibility of the proposed framework, we formulate a new learning problem, namely Partially-Shared Common Space (PSCS) Multi-Task MKL, and demonstrate its merits through experimentation.
[ "Cong Li, Michael Georgiopoulos, Georgios C. Anagnostopoulos", "['Cong Li' 'Michael Georgiopoulos' 'Georgios C. Anagnostopoulos']" ]