categories
string
doi
string
id
string
year
float64
venue
string
link
string
updated
string
published
string
title
string
abstract
string
authors
list
cs.LG
10.1613/jair.3077
1406.3270
null
null
http://arxiv.org/abs/1406.3270v1
2014-01-16T05:02:28Z
2014-01-16T05:02:28Z
Kalman Temporal Differences
Because reinforcement learning suffers from a lack of scalability, online value (and Q-) function approximation has received increasing interest this last decade. This contribution introduces a novel approximation scheme, namely the Kalman Temporal Differences (KTD) framework, that exhibits the following features: sample-efficiency, non-linear approximation, non-stationarity handling and uncertainty management. A first KTD-based algorithm is provided for deterministic Markov Decision Processes (MDP) which produces biased estimates in the case of stochastic transitions. Than the eXtended KTD framework (XKTD), solving stochastic MDP, is described. Convergence is analyzed for special cases for both deterministic and stochastic transitions. Related algorithms are experimented on classical benchmarks. They compare favorably to the state of the art while exhibiting the announced features.
[ "Matthieu Geist, Olivier Pietquin", "['Matthieu Geist' 'Olivier Pietquin']" ]
cs.CV cs.LG stat.ML
null
1406.3332
null
null
http://arxiv.org/pdf/1406.3332v2
2014-11-14T16:58:48Z
2014-06-12T19:41:03Z
Convolutional Kernel Networks
An important goal in visual recognition is to devise image representations that are invariant to particular transformations. In this paper, we address this goal with a new type of convolutional neural network (CNN) whose invariance is encoded by a reproducing kernel. Unlike traditional approaches where neural networks are learned either to represent data or for solving a classification task, our network learns to approximate the kernel feature map on training data. Such an approach enjoys several benefits over classical ones. First, by teaching CNNs to be invariant, we obtain simple network architectures that achieve a similar accuracy to more complex ones, while being easy to train and robust to overfitting. Second, we bridge a gap between the neural network literature and kernels, which are natural tools to model invariance. We evaluate our methodology on visual recognition tasks where CNNs have proven to perform well, e.g., digit recognition with the MNIST dataset, and the more challenging CIFAR-10 and STL-10 datasets, where our accuracy is competitive with the state of the art.
[ "Julien Mairal (INRIA Grenoble Rh\\^one-Alpes / LJK Laboratoire Jean\n Kuntzmann), Piotr Koniusz (INRIA Grenoble Rh\\^one-Alpes / LJK Laboratoire\n Jean Kuntzmann), Zaid Harchaoui (INRIA Grenoble Rh\\^one-Alpes / LJK\n Laboratoire Jean Kuntzmann), Cordelia Schmid (INRIA Grenoble Rh\\^one-Alpes /\n LJK Laboratoire Jean Kuntzmann)", "['Julien Mairal' 'Piotr Koniusz' 'Zaid Harchaoui' 'Cordelia Schmid']" ]
cs.LG
null
1406.3407
null
null
http://arxiv.org/pdf/1406.3407v2
2015-04-20T18:39:18Z
2014-06-13T02:19:26Z
Restricted Boltzmann Machine for Classification with Hierarchical Correlated Prior
Restricted Boltzmann machines (RBM) and its variants have become hot research topics recently, and widely applied to many classification problems, such as character recognition and document categorization. Often, classification RBM ignores the interclass relationship or prior knowledge of sharing information among classes. In this paper, we are interested in RBM with the hierarchical prior over classes. We assume parameters for nearby nodes are correlated in the hierarchical tree, and further the parameters at each node of the tree be orthogonal to those at its ancestors. We propose a hierarchical correlated RBM for classification problem, which generalizes the classification RBM with sharing information among different classes. In order to reduce the redundancy between node parameters in the hierarchy, we also introduce orthogonal restrictions to our objective function. We test our method on challenge datasets, and show promising results compared to competitive baselines.
[ "Gang Chen and Sargur H. Srihari", "['Gang Chen' 'Sargur H. Srihari']" ]
cs.CV cs.LG cs.NE
null
1406.3474
null
null
http://arxiv.org/pdf/1406.3474v1
2014-06-13T10:11:18Z
2014-06-13T10:11:18Z
Heterogeneous Multi-task Learning for Human Pose Estimation with Deep Convolutional Neural Network
We propose an heterogeneous multi-task learning framework for human pose estimation from monocular image with deep convolutional neural network. In particular, we simultaneously learn a pose-joint regressor and a sliding-window body-part detector in a deep network architecture. We show that including the body-part detection task helps to regularize the network, directing it to converge to a good solution. We report competitive and state-of-art results on several data sets. We also empirically show that the learned neurons in the middle layer of our network are tuned to localized body parts.
[ "Sijin Li, Zhi-Qiang Liu, Antoni B. Chan", "['Sijin Li' 'Zhi-Qiang Liu' 'Antoni B. Chan']" ]
cs.AI cs.LG stat.AP
10.3233/IDA-150734
1406.3496
null
null
http://arxiv.org/abs/1406.3496v1
2014-06-13T10:38:09Z
2014-06-13T10:38:09Z
EigenEvent: An Algorithm for Event Detection from Complex Data Streams in Syndromic Surveillance
Syndromic surveillance systems continuously monitor multiple pre-diagnostic daily streams of indicators from different regions with the aim of early detection of disease outbreaks. The main objective of these systems is to detect outbreaks hours or days before the clinical and laboratory confirmation. The type of data that is being generated via these systems is usually multivariate and seasonal with spatial and temporal dimensions. The algorithm What's Strange About Recent Events (WSARE) is the state-of-the-art method for such problems. It exhaustively searches for contrast sets in the multivariate data and signals an alarm when find statistically significant rules. This bottom-up approach presents a much lower detection delay comparing the existing top-down approaches. However, WSARE is very sensitive to the small-scale changes and subsequently comes with a relatively high rate of false alarms. We propose a new approach called EigenEvent that is neither fully top-down nor bottom-up. In this method, we instead of top-down or bottom-up search, track changes in data correlation structure via eigenspace techniques. This new methodology enables us to detect both overall changes (via eigenvalue) and dimension-level changes (via eigenvectors). Experimental results on hundred sets of benchmark data reveals that EigenEvent presents a better overall performance comparing state-of-the-art, in particular in terms of the false alarm rate.
[ "Hadi Fanaee-T and Jo\\~ao Gama", "['Hadi Fanaee-T' 'João Gama']" ]
cs.AI cs.LG
null
1406.3497
null
null
http://arxiv.org/pdf/1406.3497v2
2014-11-18T21:31:32Z
2014-06-13T10:49:38Z
Multi-objective Reinforcement Learning with Continuous Pareto Frontier Approximation Supplementary Material
This document contains supplementary material for the paper "Multi-objective Reinforcement Learning with Continuous Pareto Frontier Approximation", published at the Twenty-Ninth AAAI Conference on Artificial Intelligence (AAAI-15). The paper is about learning a continuous approximation of the Pareto frontier in Multi-Objective Markov Decision Problems (MOMDPs). We propose a policy-based approach that exploits gradient information to generate solutions close to the Pareto ones. Differently from previous policy-gradient multi-objective algorithms, where n optimization routines are use to have n solutions, our approach performs a single gradient-ascent run that at each step generates an improved continuous approximation of the Pareto frontier. The idea is to exploit a gradient-based approach to optimize the parameters of a function that defines a manifold in the policy parameter space so that the corresponding image in the objective space gets as close as possible to the Pareto frontier. Besides deriving how to compute and estimate such gradient, we will also discuss the non-trivial issue of defining a metric to assess the quality of the candidate Pareto frontiers. Finally, the properties of the proposed approach are empirically evaluated on two interesting MOMDPs.
[ "Matteo Pirotta, Simone Parisi and Marcello Restelli", "['Matteo Pirotta' 'Simone Parisi' 'Marcello Restelli']" ]
math.NA cs.LG
10.1109/TNNLS.2015.2440473
1406.3587
null
null
http://arxiv.org/abs/1406.3587v1
2014-06-13T16:33:55Z
2014-06-13T16:33:55Z
Quaternion Gradient and Hessian
The optimization of real scalar functions of quaternion variables, such as the mean square error or array output power, underpins many practical applications. Solutions often require the calculation of the gradient and Hessian, however, real functions of quaternion variables are essentially non-analytic. To address this issue, we propose new definitions of quaternion gradient and Hessian, based on the novel generalized HR (GHR) calculus, thus making possible efficient derivation of optimization algorithms directly in the quaternion field, rather than transforming the problem to the real domain, as is current practice. In addition, unlike the existing quaternion gradients, the GHR calculus allows for the product and chain rule, and for a one-to-one correspondence of the proposed quaternion gradient and Hessian with their real counterparts. Properties of the quaternion gradient and Hessian relevant to numerical applications are elaborated, and the results illuminate the usefulness of the GHR calculus in greatly simplifying the derivation of the quaternion least mean squares, and in quaternion least square and Newton algorithm. The proposed gradient and Hessian are also shown to enable the same generic forms as the corresponding real- and complex-valued algorithms, further illustrating the advantages in algorithm design and evaluation.
[ "Dongpo Xu, Danilo P. Mandic", "['Dongpo Xu' 'Danilo P. Mandic']" ]
stat.ML cs.LG
null
1406.3650
null
null
http://arxiv.org/pdf/1406.3650v2
2014-11-18T03:12:37Z
2014-06-13T21:19:09Z
Smoothed Gradients for Stochastic Variational Inference
Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional stochastic optimization methods, SVI takes precautions to use unbiased stochastic gradients whose expectations are equal to the true gradients. In this paper, we explore the idea of following biased stochastic gradients in SVI. Our method replaces the natural gradient with a similarly constructed vector that uses a fixed-window moving average of some of its previous terms. We will demonstrate the many advantages of this technique. First, its computational cost is the same as for SVI and storage requirements only multiply by a constant factor. Second, it enjoys significant variance reduction over the unbiased estimates, smaller bias than averaged gradients, and leads to smaller mean-squared error against the full gradient. We test our method on latent Dirichlet allocation with three large corpora.
[ "Stephan Mandt and David Blei", "['Stephan Mandt' 'David Blei']" ]
cs.CY cs.LG cs.SI
null
1406.3692
null
null
http://arxiv.org/pdf/1406.3692v1
2014-06-14T07:01:03Z
2014-06-14T07:01:03Z
Analyzing Social and Stylometric Features to Identify Spear phishing Emails
Spear phishing is a complex targeted attack in which, an attacker harvests information about the victim prior to the attack. This information is then used to create sophisticated, genuine-looking attack vectors, drawing the victim to compromise confidential information. What makes spear phishing different, and more powerful than normal phishing, is this contextual information about the victim. Online social media services can be one such source for gathering vital information about an individual. In this paper, we characterize and examine a true positive dataset of spear phishing, spam, and normal phishing emails from Symantec's enterprise email scanning service. We then present a model to detect spear phishing emails sent to employees of 14 international organizations, by using social features extracted from LinkedIn. Our dataset consists of 4,742 targeted attack emails sent to 2,434 victims, and 9,353 non targeted attack emails sent to 5,912 non victims; and publicly available information from their LinkedIn profiles. We applied various machine learning algorithms to this labeled data, and achieved an overall maximum accuracy of 97.76% in identifying spear phishing emails. We used a combination of social features from LinkedIn profiles, and stylometric features extracted from email subjects, bodies, and attachments. However, we achieved a slightly better accuracy of 98.28% without the social features. Our analysis revealed that social features extracted from LinkedIn do not help in identifying spear phishing emails. To the best of our knowledge, this is one of the first attempts to make use of a combination of stylometric features extracted from emails, and social features extracted from an online social network to detect targeted spear phishing emails.
[ "Prateek Dewan and Anand Kashyap and Ponnurangam Kumaraguru", "['Prateek Dewan' 'Anand Kashyap' 'Ponnurangam Kumaraguru']" ]
cs.LG
null
1406.3726
null
null
http://arxiv.org/pdf/1406.3726v1
2014-06-14T13:08:30Z
2014-06-14T13:08:30Z
Evaluation of Machine Learning Techniques for Green Energy Prediction
We evaluate the following Machine Learning techniques for Green Energy (Wind, Solar) Prediction: Bayesian Inference, Neural Networks, Support Vector Machines, Clustering techniques (PCA). Our objective is to predict green energy using weather forecasts, predict deviations from forecast green energy, find correlation amongst different weather parameters and green energy availability, recover lost or missing energy (/ weather) data. We use historical weather data and weather forecasts for the same.
[ "Ankur Sahai", "['Ankur Sahai']" ]
cs.LG stat.ML
null
1406.3781
null
null
http://arxiv.org/pdf/1406.3781v2
2014-11-22T11:16:28Z
2014-06-14T23:25:05Z
From Stochastic Mixability to Fast Rates
Empirical risk minimization (ERM) is a fundamental learning rule for statistical learning problems where the data is generated according to some unknown distribution $\mathsf{P}$ and returns a hypothesis $f$ chosen from a fixed class $\mathcal{F}$ with small loss $\ell$. In the parametric setting, depending upon $(\ell, \mathcal{F},\mathsf{P})$ ERM can have slow $(1/\sqrt{n})$ or fast $(1/n)$ rates of convergence of the excess risk as a function of the sample size $n$. There exist several results that give sufficient conditions for fast rates in terms of joint properties of $\ell$, $\mathcal{F}$, and $\mathsf{P}$, such as the margin condition and the Bernstein condition. In the non-statistical prediction with expert advice setting, there is an analogous slow and fast rate phenomenon, and it is entirely characterized in terms of the mixability of the loss $\ell$ (there being no role there for $\mathcal{F}$ or $\mathsf{P}$). The notion of stochastic mixability builds a bridge between these two models of learning, reducing to classical mixability in a special case. The present paper presents a direct proof of fast rates for ERM in terms of stochastic mixability of $(\ell,\mathcal{F}, \mathsf{P})$, and in so doing provides new insight into the fast-rates phenomenon. The proof exploits an old result of Kemperman on the solution to the general moment problem. We also show a partial converse that suggests a characterization of fast rates for ERM in terms of stochastic mixability is possible.
[ "['Nishant A. Mehta' 'Robert C. Williamson']", "Nishant A. Mehta and Robert C. Williamson" ]
cs.LG stat.AP
10.1016/j.ijepes.2014.06.010
1406.3792
null
null
http://arxiv.org/abs/1406.3792v1
2014-06-15T02:39:37Z
2014-06-15T02:39:37Z
Interval Forecasting of Electricity Demand: A Novel Bivariate EMD-based Support Vector Regression Modeling Framework
Highly accurate interval forecasting of electricity demand is fundamental to the success of reducing the risk when making power system planning and operational decisions by providing a range rather than point estimation. In this study, a novel modeling framework integrating bivariate empirical mode decomposition (BEMD) and support vector regression (SVR), extended from the well-established empirical mode decomposition (EMD) based time series modeling framework in the energy demand forecasting literature, is proposed for interval forecasting of electricity demand. The novelty of this study arises from the employment of BEMD, a new extension of classical empirical model decomposition (EMD) destined to handle bivariate time series treated as complex-valued time series, as decomposition method instead of classical EMD only capable of decomposing one-dimensional single-valued time series. This proposed modeling framework is endowed with BEMD to decompose simultaneously both the lower and upper bounds time series, constructed in forms of complex-valued time series, of electricity demand on a monthly per hour basis, resulting in capturing the potential interrelationship between lower and upper bounds. The proposed modeling framework is justified with monthly interval-valued electricity demand data per hour in Pennsylvania-New Jersey-Maryland Interconnection, indicating it as a promising method for interval-valued electricity demand forecasting.
[ "Tao Xiong, Yukun Bao, Zhongyi Hu", "['Tao Xiong' 'Yukun Bao' 'Zhongyi Hu']" ]
cs.LG stat.ML
null
1406.3816
null
null
http://arxiv.org/pdf/1406.3816v1
2014-06-15T13:34:27Z
2014-06-15T13:34:27Z
Simultaneous Model Selection and Optimization through Parameter-free Stochastic Learning
Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection phase is often ignored. In fact, in theoretical works most of the time assumptions are made, for example, on the prior knowledge of the norm of the optimal solution, while in the practical world validation methods remain the only viable approach. In this paper, we propose a new kernel-based stochastic gradient descent algorithm that performs model selection while training, with no parameters to tune, nor any form of cross-validation. The algorithm builds on recent advancement in online learning theory for unconstrained settings, to estimate over time the right regularization in a data-dependent way. Optimal rates of convergence are proved under standard smoothness assumptions on the target function, using the range space of the fractional integral operator associated with the kernel.
[ "Francesco Orabona", "['Francesco Orabona']" ]
cs.CL cs.LG stat.ML
null
1406.3830
null
null
http://arxiv.org/pdf/1406.3830v1
2014-06-15T17:15:32Z
2014-06-15T17:15:32Z
Modelling, Visualising and Summarising Documents with a Single Convolutional Neural Network
Capturing the compositional process which maps the meaning of words to that of documents is a central challenge for researchers in Natural Language Processing and Information Retrieval. We introduce a model that is able to represent the meaning of documents by embedding them in a low dimensional vector space, while preserving distinctions of word and sentence order crucial for capturing nuanced semantics. Our model is based on an extended Dynamic Convolution Neural Network, which learns convolution filters at both the sentence and document level, hierarchically learning to capture and compose low level lexical features into high level semantic concepts. We demonstrate the effectiveness of this model on a range of document modelling tasks, achieving strong results with no feature engineering and with a more compact model. Inspired by recent advances in visualising deep convolution networks for computer vision, we present a novel visualisation technique for our document networks which not only provides insight into their learning process, but also can be interpreted to produce a compelling automatic summarisation system for texts.
[ "Misha Denil and Alban Demiraj and Nal Kalchbrenner and Phil Blunsom\n and Nando de Freitas", "['Misha Denil' 'Alban Demiraj' 'Nal Kalchbrenner' 'Phil Blunsom'\n 'Nando de Freitas']" ]
stat.ML cs.LG
null
1406.3837
null
null
http://arxiv.org/pdf/1406.3837v1
2014-06-15T18:30:51Z
2014-06-15T18:30:51Z
An Incremental Reseeding Strategy for Clustering
In this work we propose a simple and easily parallelizable algorithm for multiway graph partitioning. The algorithm alternates between three basic components: diffusing seed vertices over the graph, thresholding the diffused seeds, and then randomly reseeding the thresholded clusters. We demonstrate experimentally that the proper combination of these ingredients leads to an algorithm that achieves state-of-the-art performance in terms of cluster purity on standard benchmarks datasets. Moreover, the algorithm runs an order of magnitude faster than the other algorithms that achieve comparable results in terms of accuracy. We also describe a coarsen, cluster and refine approach similar to GRACLUS and METIS that removes an additional order of magnitude from the runtime of our algorithm while still maintaining competitive accuracy.
[ "['Xavier Bresson' 'Huiyi Hu' 'Thomas Laurent' 'Arthur Szlam'\n 'James von Brecht']", "Xavier Bresson, Huiyi Hu, Thomas Laurent, Arthur Szlam, and James von\n Brecht" ]
cs.LG
null
1406.3840
null
null
http://arxiv.org/pdf/1406.3840v1
2014-06-15T18:41:47Z
2014-06-15T18:41:47Z
Optimal Resource Allocation with Semi-Bandit Feedback
We study a sequential resource allocation problem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs. Allocating more resources to a given job increases the probability that it completes, but with a cut-off. Specifically, we assume a linear model where the probability increases linearly until it equals one, after which allocating additional resources is wasteful. We assume the difficulty of each job is unknown and present the first algorithm for this problem and prove upper and lower bounds on its regret. Despite its apparent simplicity, the problem has a rich structure: we show that an appropriate optimistic algorithm can improve its learning speed dramatically beyond the results one normally expects for similar problems as the problem becomes resource-laden.
[ "Tor Lattimore and Koby Crammer and Csaba Szepesv\\'ari", "['Tor Lattimore' 'Koby Crammer' 'Csaba Szepesvári']" ]
stat.CO cs.AI cs.LG
null
1406.3843
null
null
http://arxiv.org/pdf/1406.3843v1
2014-06-15T19:03:46Z
2014-06-15T19:03:46Z
Semi-Separable Hamiltonian Monte Carlo for Inference in Bayesian Hierarchical Models
Sampling from hierarchical Bayesian models is often difficult for MCMC methods, because of the strong correlations between the model parameters and the hyperparameters. Recent Riemannian manifold Hamiltonian Monte Carlo (RMHMC) methods have significant potential advantages in this setting, but are computationally expensive. We introduce a new RMHMC method, which we call semi-separable Hamiltonian Monte Carlo, which uses a specially designed mass matrix that allows the joint Hamiltonian over model parameters and hyperparameters to decompose into two simpler Hamiltonians. This structure is exploited by a new integrator which we call the alternating blockwise leapfrog algorithm. The resulting method can mix faster than simpler Gibbs sampling while being simpler and more efficient than previous instances of RMHMC.
[ "Yichuan Zhang, Charles Sutton", "['Yichuan Zhang' 'Charles Sutton']" ]
stat.ML cs.LG stat.CO
null
1406.3852
null
null
http://arxiv.org/pdf/1406.3852v3
2015-05-27T08:25:19Z
2014-06-15T19:23:11Z
A low variance consistent test of relative dependency
We describe a novel non-parametric statistical hypothesis test of relative dependence between a source variable and two candidate target variables. Such a test enables us to determine whether one source variable is significantly more dependent on a first target variable or a second. Dependence is measured via the Hilbert-Schmidt Independence Criterion (HSIC), resulting in a pair of empirical dependence measures (source-target 1, source-target 2). We test whether the first dependence measure is significantly larger than the second. Modeling the covariance between these HSIC statistics leads to a provably more powerful test than the construction of independent HSIC statistics by sub-sampling. The resulting test is consistent and unbiased, and (being based on U-statistics) has favorable convergence properties. The test can be computed in quadratic time, matching the computational complexity of standard empirical HSIC estimators. The effectiveness of the test is demonstrated on several real-world problems: we identify language groups from a multilingual corpus, and we prove that tumor location is more dependent on gene expression than chromosomal imbalances. Source code is available for download at https://github.com/wbounliphone/reldep.
[ "Wacha Bounliphone, Arthur Gretton, Arthur Tenenhaus (E3S), Matthew\n Blaschko (INRIA Saclay - Ile de France, CVN)", "['Wacha Bounliphone' 'Arthur Gretton' 'Arthur Tenenhaus'\n 'Matthew Blaschko']" ]
cs.SD cs.LG
null
1406.3884
null
null
http://arxiv.org/pdf/1406.3884v1
2014-06-16T02:03:29Z
2014-06-16T02:03:29Z
Learning An Invariant Speech Representation
Recognition of speech, and in particular the ability to generalize and learn from small sets of labelled examples like humans do, depends on an appropriate representation of the acoustic input. We formulate the problem of finding robust speech features for supervised learning with small sample complexity as a problem of learning representations of the signal that are maximally invariant to intraclass transformations and deformations. We propose an extension of a theory for unsupervised learning of invariant visual representations to the auditory domain and empirically evaluate its validity for voiced speech sound classification. Our version of the theory requires the memory-based, unsupervised storage of acoustic templates -- such as specific phones or words -- together with all the transformations of each that normally occur. A quasi-invariant representation for a speech segment can be obtained by projecting it to each template orbit, i.e., the set of transformed signals, and computing the associated one-dimensional empirical probability distributions. The computations can be performed by modules of filtering and pooling, and extended to hierarchical architectures. In this paper, we apply a single-layer, multicomponent representation for phonemes and demonstrate improved accuracy and decreased sample complexity for vowel classification compared to standard spectral, cepstral and perceptual features.
[ "['Georgios Evangelopoulos' 'Stephen Voinea' 'Chiyuan Zhang'\n 'Lorenzo Rosasco' 'Tomaso Poggio']", "Georgios Evangelopoulos, Stephen Voinea, Chiyuan Zhang, Lorenzo\n Rosasco, Tomaso Poggio" ]
cs.LG stat.ME stat.ML
null
1406.3895
null
null
http://arxiv.org/pdf/1406.3895v1
2014-06-16T03:29:48Z
2014-06-16T03:29:48Z
The Laplacian K-modes algorithm for clustering
In addition to finding meaningful clusters, centroid-based clustering algorithms such as K-means or mean-shift should ideally find centroids that are valid patterns in the input space, representative of data in their cluster. This is challenging with data having a nonconvex or manifold structure, as with images or text. We introduce a new algorithm, Laplacian K-modes, which naturally combines three powerful ideas in clustering: the explicit use of assignment variables (as in K-means); the estimation of cluster centroids which are modes of each cluster's density estimate (as in mean-shift); and the regularizing effect of the graph Laplacian, which encourages similar assignments for nearby points (as in spectral clustering). The optimization algorithm alternates an assignment step, which is a convex quadratic program, and a mean-shift step, which separates for each cluster centroid. The algorithm finds meaningful density estimates for each cluster, even with challenging problems where the clusters have manifold structure, are highly nonconvex or in high dimension. It also provides centroids that are valid patterns, truly representative of their cluster (unlike K-means), and an out-of-sample mapping that predicts soft assignments for a new point.
[ "['Weiran Wang' 'Miguel Á. Carreira-Perpiñán']", "Weiran Wang and Miguel \\'A. Carreira-Perpi\\~n\\'an" ]
stat.ML cs.LG
null
1406.3896
null
null
http://arxiv.org/pdf/1406.3896v1
2014-06-16T03:43:20Z
2014-06-16T03:43:20Z
Freeze-Thaw Bayesian Optimization
In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine learning model in order to decide whether to pause training and start a new model, or resume the training of a previously-considered model. We specifically tailor our method to machine learning problems by developing a novel positive-definite covariance kernel to capture a variety of training curves. Furthermore, we develop a Gaussian process prior that scales gracefully with additional temporal observations. Finally, we provide an information-theoretic framework to automate the decision process. Experiments on several common machine learning models show that our approach is extremely effective in practice.
[ "['Kevin Swersky' 'Jasper Snoek' 'Ryan Prescott Adams']", "Kevin Swersky and Jasper Snoek and Ryan Prescott Adams" ]
cs.LG stat.ML
null
1406.3922
null
null
http://arxiv.org/pdf/1406.3922v2
2014-06-30T08:29:19Z
2014-06-16T07:14:26Z
Personalized Medical Treatments Using Novel Reinforcement Learning Algorithms
In both the fields of computer science and medicine there is very strong interest in developing personalized treatment policies for patients who have variable responses to treatments. In particular, I aim to find an optimal personalized treatment policy which is a non-deterministic function of the patient specific covariate data that maximizes the expected survival time or clinical outcome. I developed an algorithmic framework to solve multistage decision problem with a varying number of stages that are subject to censoring in which the "rewards" are expected survival times. In specific, I developed a novel Q-learning algorithm that dynamically adjusts for these parameters. Furthermore, I found finite upper bounds on the generalized error of the treatment paths constructed by this algorithm. I have also shown that when the optimal Q-function is an element of the approximation space, the anticipated survival times for the treatment regime constructed by the algorithm will converge to the optimal treatment path. I demonstrated the performance of the proposed algorithmic framework via simulation studies and through the analysis of chronic depression data and a hypothetical clinical trial. The censored Q-learning algorithm I developed is more effective than the state of the art clinical decision support systems and is able to operate in environments when many covariate parameters may be unobtainable or censored.
[ "['Yousuf M. Soliman']", "Yousuf M. Soliman" ]
cs.LG stat.ML
null
1406.3926
null
null
http://arxiv.org/pdf/1406.3926v1
2014-06-16T08:04:42Z
2014-06-16T08:04:42Z
Bayesian Optimal Control of Smoothly Parameterized Systems: The Lazy Posterior Sampling Algorithm
We study Bayesian optimal control of a general class of smoothly parameterized Markov decision problems. Since computing the optimal control is computationally expensive, we design an algorithm that trades off performance for computational efficiency. The algorithm is a lazy posterior sampling method that maintains a distribution over the unknown parameter. The algorithm changes its policy only when the variance of the distribution is reduced sufficiently. Importantly, we analyze the algorithm and show the precise nature of the performance vs. computation tradeoff. Finally, we show the effectiveness of the method on a web server control application.
[ "['Yasin Abbasi-Yadkori' 'Csaba Szepesvari']", "Yasin Abbasi-Yadkori and Csaba Szepesvari" ]
cs.CV cs.LG
null
1406.4112
null
null
http://arxiv.org/pdf/1406.4112v2
2015-06-03T09:53:18Z
2014-06-16T19:40:52Z
Semantic Graph for Zero-Shot Learning
Zero-shot learning aims to classify visual objects without any training data via knowledge transfer between seen and unseen classes. This is typically achieved by exploring a semantic embedding space where the seen and unseen classes can be related. Previous works differ in what embedding space is used and how different classes and a test image can be related. In this paper, we utilize the annotation-free semantic word space for the former and focus on solving the latter issue of modeling relatedness. Specifically, in contrast to previous work which ignores the semantic relationships between seen classes and focus merely on those between seen and unseen classes, in this paper a novel approach based on a semantic graph is proposed to represent the relationships between all the seen and unseen class in a semantic word space. Based on this semantic graph, we design a special absorbing Markov chain process, in which each unseen class is viewed as an absorbing state. After incorporating one test image into the semantic graph, the absorbing probabilities from the test data to each unseen class can be effectively computed; and zero-shot classification can be achieved by finding the class label with the highest absorbing probability. The proposed model has a closed-form solution which is linear with respect to the number of test images. We demonstrate the effectiveness and computational efficiency of the proposed method over the state-of-the-arts on the AwA (animals with attributes) dataset.
[ "['Zhen-Yong Fu' 'Tao Xiang' 'Shaogang Gong']", "Zhen-Yong Fu, Tao Xiang, Shaogang Gong" ]
cs.LG quant-ph
null
1406.4203
null
null
http://arxiv.org/pdf/1406.4203v1
2014-06-17T00:53:59Z
2014-06-17T00:53:59Z
Construction of non-convex polynomial loss functions for training a binary classifier with quantum annealing
Quantum annealing is a heuristic quantum algorithm which exploits quantum resources to minimize an objective function embedded as the energy levels of a programmable physical system. To take advantage of a potential quantum advantage, one needs to be able to map the problem of interest to the native hardware with reasonably low overhead. Because experimental considerations constrain our objective function to take the form of a low degree PUBO (polynomial unconstrained binary optimization), we employ non-convex loss functions which are polynomial functions of the margin. We show that these loss functions are robust to label noise and provide a clear advantage over convex methods. These loss functions may also be useful for classical approaches as they compile to regularized risk expressions which can be evaluated in constant time with respect to the number of training examples.
[ "['Ryan Babbush' 'Vasil Denchev' 'Nan Ding' 'Sergei Isakov' 'Hartmut Neven']", "Ryan Babbush, Vasil Denchev, Nan Ding, Sergei Isakov and Hartmut Neven" ]
cs.CV cs.LG
null
1406.4296
null
null
http://arxiv.org/pdf/1406.4296v2
2014-06-18T12:33:22Z
2014-06-17T09:51:18Z
Self-Learning Camera: Autonomous Adaptation of Object Detectors to Unlabeled Video Streams
Learning object detectors requires massive amounts of labeled training samples from the specific data source of interest. This is impractical when dealing with many different sources (e.g., in camera networks), or constantly changing ones such as mobile cameras (e.g., in robotics or driving assistant systems). In this paper, we address the problem of self-learning detectors in an autonomous manner, i.e. (i) detectors continuously updating themselves to efficiently adapt to streaming data sources (contrary to transductive algorithms), (ii) without any labeled data strongly related to the target data stream (contrary to self-paced learning), and (iii) without manual intervention to set and update hyper-parameters. To that end, we propose an unsupervised, on-line, and self-tuning learning algorithm to optimize a multi-task learning convex objective. Our method uses confident but laconic oracles (high-precision but low-recall off-the-shelf generic detectors), and exploits the structure of the problem to jointly learn on-line an ensemble of instance-level trackers, from which we derive an adapted category-level object detector. Our approach is validated on real-world publicly available video object datasets.
[ "Adrien Gaidon (Xerox Research Center Europe, France), Gloria Zen\n (University of Trento, Italy), Jose A. Rodriguez-Serrano (Xerox Research\n Center Europe, France)", "['Adrien Gaidon' 'Gloria Zen' 'Jose A. Rodriguez-Serrano']" ]
stat.ML cs.LG
null
1406.4363
null
null
http://arxiv.org/abs/1406.4363v2
2015-06-09T09:15:47Z
2014-06-17T13:38:49Z
Distributed Stochastic Optimization of the Regularized Risk
Many machine learning algorithms minimize a regularized risk, and stochastic optimization is widely used for this task. When working with massive data, it is desirable to perform stochastic optimization in parallel. Unfortunately, many existing stochastic optimization algorithms cannot be parallelized efficiently. In this paper we show that one can rewrite the regularized risk minimization problem as an equivalent saddle-point problem, and propose an efficient distributed stochastic optimization (DSO) algorithm. We prove the algorithm's rate of convergence; remarkably, our analysis shows that the algorithm scales almost linearly with the number of processors. We also verify with empirical evaluations that the proposed algorithm is competitive with other parallel, general purpose stochastic and batch optimization algorithms for regularized risk minimization.
[ "Shin Matsushima, Hyokun Yun, Xinhua Zhang, S.V.N. Vishwanathan", "['Shin Matsushima' 'Hyokun Yun' 'Xinhua Zhang' 'S. V. N. Vishwanathan']" ]
cs.CV cs.LG stat.ML
null
1406.4444
null
null
http://arxiv.org/pdf/1406.4444v4
2015-05-08T01:55:13Z
2014-06-13T20:07:27Z
PRISM: Person Re-Identification via Structured Matching
Person re-identification (re-id), an emerging problem in visual surveillance, deals with maintaining entities of individuals whilst they traverse various locations surveilled by a camera network. From a visual perspective re-id is challenging due to significant changes in visual appearance of individuals in cameras with different pose, illumination and calibration. Globally the challenge arises from the need to maintain structurally consistent matches among all the individual entities across different camera views. We propose PRISM, a structured matching method to jointly account for these challenges. We view the global problem as a weighted graph matching problem and estimate edge weights by learning to predict them based on the co-occurrences of visual patterns in the training examples. These co-occurrence based scores in turn account for appearance changes by inferring likely and unlikely visual co-occurrences appearing in training instances. We implement PRISM on single shot and multi-shot scenarios. PRISM uniformly outperforms state-of-the-art in terms of matching rate while being computationally efficient.
[ "Ziming Zhang and Venkatesh Saligrama", "['Ziming Zhang' 'Venkatesh Saligrama']" ]
stat.ML cs.LG math.OC
null
1406.4445
null
null
http://arxiv.org/pdf/1406.4445v2
2014-06-18T10:05:43Z
2014-06-13T20:08:58Z
RAPID: Rapidly Accelerated Proximal Gradient Algorithms for Convex Minimization
In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each proximal gradient step in APG so that a biconvex function $f(\theta\mathbf{x})$ is minimized over scalar variable $\theta>0$ while fixing variable $\mathbf{x}$. We propose two new ways of constructing the auxiliary variables in APG based on the intermediate solutions of the proximal gradient and the line search steps. We prove that at arbitrary iteration step $t (t\geq1)$, our algorithm can achieve a smaller upper-bound for the gap between the current and optimal objective values than those in the traditional APG methods such as FISTA, making it converge faster in practice. In fact, our algorithm can be potentially applied to many important convex optimization problems, such as sparse linear regression and kernel SVMs. Our experimental results clearly demonstrate that our algorithm converges faster than APG in all of the applications above, even comparable to some sophisticated solvers.
[ "Ziming Zhang and Venkatesh Saligrama", "['Ziming Zhang' 'Venkatesh Saligrama']" ]
null
null
1406.4465
null
null
http://arxiv.org/pdf/1406.4465v2
2015-06-02T19:47:37Z
2014-06-16T12:47:37Z
Multi-stage Multi-task feature learning via adaptive threshold
Multi-task feature learning aims to identity the shared features among tasks to improve generalization. It has been shown that by minimizing non-convex learning models, a better solution than the convex alternatives can be obtained. Therefore, a non-convex model based on the capped-$ell_{1},ell_{1}$ regularization was proposed in cite{Gong2013}, and a corresponding efficient multi-stage multi-task feature learning algorithm (MSMTFL) was presented. However, this algorithm harnesses a prescribed fixed threshold in the definition of the capped-$ell_{1},ell_{1}$ regularization and the lack of adaptivity might result in suboptimal performance. In this paper we propose to employ an adaptive threshold in the capped-$ell_{1},ell_{1}$ regularized formulation, where the corresponding variant of MSMTFL will incorporate an additional component to adaptively determine the threshold value. This variant is expected to achieve a better feature selection performance over the original MSMTFL algorithm. In particular, the embedded adaptive threshold component comes from our previously proposed iterative support detection (ISD) method cite{Wang2010}. Empirical studies on both synthetic and real-world data sets demonstrate the effectiveness of this new variant over the original MSMTFL.
[ "['Yaru Fan' 'Yilun Wang']" ]
cs.CL cs.LG stat.ML
10.1109/TSP.2015.2451111
1406.4469
null
null
http://arxiv.org/abs/1406.4469v1
2014-06-17T18:32:18Z
2014-06-17T18:32:18Z
Authorship Attribution through Function Word Adjacency Networks
A method for authorship attribution based on function word adjacency networks (WANs) is introduced. Function words are parts of speech that express grammatical relationships between other words but do not carry lexical meaning on their own. In the WANs in this paper, nodes are function words and directed edges stand in for the likelihood of finding the sink word in the ordered vicinity of the source word. WANs of different authors can be interpreted as transition probabilities of a Markov chain and are therefore compared in terms of their relative entropies. Optimal selection of WAN parameters is studied and attribution accuracy is benchmarked across a diverse pool of authors and varying text lengths. This analysis shows that, since function words are independent of content, their use tends to be specific to an author and that the relational data captured by function WANs is a good summary of stylometric fingerprints. Attribution accuracy is observed to exceed the one achieved by methods that rely on word frequencies alone. Further combining WANs with methods that rely on word frequencies alone, results in larger attribution accuracy, indicating that both sources of information encode different aspects of authorial styles.
[ "Santiago Segarra, Mark Eisen, Alejandro Ribeiro", "['Santiago Segarra' 'Mark Eisen' 'Alejandro Ribeiro']" ]
cs.AI cs.LG stat.ML
null
1406.4472
null
null
http://arxiv.org/pdf/1406.4472v2
2014-06-18T10:38:35Z
2014-06-17T18:41:19Z
Notes on hierarchical ensemble methods for DAG-structured taxonomies
Several real problems ranging from text classification to computational biology are characterized by hierarchical multi-label classification tasks. Most of the methods presented in literature focused on tree-structured taxonomies, but only few on taxonomies structured according to a Directed Acyclic Graph (DAG). In this contribution novel classification ensemble algorithms for DAG-structured taxonomies are introduced. In particular Hierarchical Top-Down (HTD-DAG) and True Path Rule (TPR-DAG) for DAGs are presented and discussed.
[ "Giorgio Valentini", "['Giorgio Valentini']" ]
cs.LG stat.ML
null
1406.4566
null
null
http://arxiv.org/pdf/1406.4566v4
2019-12-17T19:49:48Z
2014-06-18T01:17:27Z
Guaranteed Scalable Learning of Latent Tree Models
We present an integrated approach for structure and parameter estimation in latent tree graphical models. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges onto a global solution. The structure learning involves combinatorial operations such as minimum spanning tree construction and local recursive grouping; the parameter learning is based on the method of moments and on tensor decompositions. Our method is guaranteed to correctly recover the unknown tree structure and the model parameters with low sample complexity for the class of linear multivariate latent tree models which includes discrete and Gaussian distributions, and Gaussian mixtures. Our bulk asynchronous parallel algorithm is implemented in parallel and the parallel computation complexity increases only logarithmically with the number of variables and linearly with dimensionality of each variable.
[ "Furong Huang, Niranjan U.N., Ioakeim Perros, Robert Chen, Jimeng Sun,\n Anima Anandkumar", "['Furong Huang' 'Niranjan U. N.' 'Ioakeim Perros' 'Robert Chen'\n 'Jimeng Sun' 'Anima Anandkumar']" ]
stat.ML cs.DC cs.LG
null
1406.4580
null
null
http://arxiv.org/pdf/1406.4580v1
2014-06-18T03:06:52Z
2014-06-18T03:06:52Z
Primitives for Dynamic Big Model Parallelism
When training large machine learning models with many variables or parameters, a single machine is often inadequate since the model may be too large to fit in memory, while training can take a long time even with stochastic updates. A natural recourse is to turn to distributed cluster computing, in order to harness additional memory and processors. However, naive, unstructured parallelization of ML algorithms can make inefficient use of distributed memory, while failing to obtain proportional convergence speedups - or can even result in divergence. We develop a framework of primitives for dynamic model-parallelism, STRADS, in order to explore partitioning and update scheduling of model variables in distributed ML algorithms - thus improving their memory efficiency while presenting new opportunities to speed up convergence without compromising inference correctness. We demonstrate the efficacy of model-parallel algorithms implemented in STRADS versus popular implementations for Topic Modeling, Matrix Factorization and Lasso.
[ "Seunghak Lee, Jin Kyu Kim, Xun Zheng, Qirong Ho, Garth A. Gibson, Eric\n P. Xing", "['Seunghak Lee' 'Jin Kyu Kim' 'Xun Zheng' 'Qirong Ho' 'Garth A. Gibson'\n 'Eric P. Xing']" ]
cs.NA cs.LG cs.NE
null
1406.4619
null
null
http://arxiv.org/pdf/1406.4619v1
2014-06-18T06:58:38Z
2014-06-18T06:58:38Z
A Generalized Markov-Chain Modelling Approach to $(1,\lambda)$-ES Linear Optimization: Technical Report
Several recent publications investigated Markov-chain modelling of linear optimization by a $(1,\lambda)$-ES, considering both unconstrained and linearly constrained optimization, and both constant and varying step size. All of them assume normality of the involved random steps, and while this is consistent with a black-box scenario, information on the function to be optimized (e.g. separability) may be exploited by the use of another distribution. The objective of our contribution is to complement previous studies realized with normal steps, and to give sufficient conditions on the distribution of the random steps for the success of a constant step-size $(1,\lambda)$-ES on the simple problem of a linear function with a linear constraint. The decomposition of a multidimensional distribution into its marginals and the copula combining them is applied to the new distributional assumptions, particular attention being paid to distributions with Archimedean copulas.
[ "Alexandre Chotard (INRIA Saclay - Ile de France, LRI), Martin Holena", "['Alexandre Chotard' 'Martin Holena']" ]
stat.ML cs.LG
null
1406.4625
null
null
http://arxiv.org/pdf/1406.4625v4
2015-03-04T21:25:31Z
2014-06-18T07:26:08Z
An Entropy Search Portfolio for Bayesian Optimization
Bayesian optimization is a sample-efficient method for black-box global optimization. How- ever, the performance of a Bayesian optimization method very much depends on its exploration strategy, i.e. the choice of acquisition function, and it is not clear a priori which choice will result in superior performance. While portfolio methods provide an effective, principled way of combining a collection of acquisition functions, they are often based on measures of past performance which can be misleading. To address this issue, we introduce the Entropy Search Portfolio (ESP): a novel approach to portfolio construction which is motivated by information theoretic considerations. We show that ESP outperforms existing portfolio methods on several real and synthetic problems, including geostatistical datasets and simulated control tasks. We not only show that ESP is able to offer performance as good as the best, but unknown, acquisition function, but surprisingly it often gives better performance. Finally, over a wide range of conditions we find that ESP is robust to the inclusion of poor acquisition functions.
[ "['Bobak Shahriari' 'Ziyu Wang' 'Matthew W. Hoffman'\n 'Alexandre Bouchard-Côté' 'Nando de Freitas']", "Bobak Shahriari and Ziyu Wang and Matthew W. Hoffman and Alexandre\n Bouchard-C\\^ot\\'e and Nando de Freitas" ]
cs.LG
null
1406.4631
null
null
http://arxiv.org/pdf/1406.4631v1
2014-06-18T08:25:03Z
2014-06-18T08:25:03Z
A Sober Look at Spectral Learning
Spectral learning recently generated lots of excitement in machine learning, largely because it is the first known method to produce consistent estimates (under suitable conditions) for several latent variable models. In contrast, maximum likelihood estimates may get trapped in local optima due to the non-convex nature of the likelihood function of latent variable models. In this paper, we do an empirical evaluation of spectral learning (SL) and expectation maximization (EM), which reveals an important gap between the theory and the practice. First, SL often leads to negative probabilities. Second, EM often yields better estimates than spectral learning and it does not seem to get stuck in local optima. We discuss how the rank of the model parameters and the amount of training data can yield negative probabilities. We also question the common belief that maximum likelihood estimators are necessarily inconsistent.
[ "['Han Zhao' 'Pascal Poupart']", "Han Zhao, Pascal Poupart" ]
cs.AI cs.CC cs.LG
null
1406.4682
null
null
http://arxiv.org/pdf/1406.4682v1
2014-06-18T11:17:58Z
2014-06-18T11:17:58Z
Exact Decoding on Latent Variable Conditional Models is NP-Hard
Latent variable conditional models, including the latent conditional random fields as a special case, are popular models for many natural language processing and vision processing tasks. The computational complexity of the exact decoding/inference in latent conditional random fields is unclear. In this paper, we try to clarify the computational complexity of the exact decoding. We analyze the complexity and demonstrate that it is an NP-hard problem even on a sequential labeling setting. Furthermore, we propose the latent-dynamic inference (LDI-Naive) method and its bounded version (LDI-Bounded), which are able to perform exact-inference or almost-exact-inference by using top-$n$ search and dynamic programming.
[ "['Xu Sun']", "Xu Sun" ]
cs.LG
null
1406.4757
null
null
http://arxiv.org/pdf/1406.4757v1
2014-06-18T15:09:21Z
2014-06-18T15:09:21Z
An Experimental Evaluation of Nearest Neighbour Time Series Classification
Data mining research into time series classification (TSC) has focussed on alternative distance measures for nearest neighbour classifiers. It is standard practice to use 1-NN with Euclidean or dynamic time warping (DTW) distance as a straw man for comparison. As part of a wider investigation into elastic distance measures for TSC~\cite{lines14elastic}, we perform a series of experiments to test whether this standard practice is valid. Specifically, we compare 1-NN classifiers with Euclidean and DTW distance to standard classifiers, examine whether the performance of 1-NN Euclidean approaches that of 1-NN DTW as the number of cases increases, assess whether there is any benefit of setting $k$ for $k$-NN through cross validation whether it is worth setting the warping path for DTW through cross validation and finally is it better to use a window or weighting for DTW. Based on experiments on 77 problems, we conclude that 1-NN with Euclidean distance is fairly easy to beat but 1-NN with DTW is not, if window size is set through cross validation.
[ "Anthony Bagnall and Jason Lines", "['Anthony Bagnall' 'Jason Lines']" ]
cs.LG physics.med-ph
null
1406.4781
null
null
http://arxiv.org/pdf/1406.4781v1
2014-06-18T16:13:10Z
2014-06-18T16:13:10Z
Predictive Modelling of Bone Age through Classification and Regression of Bone Shapes
Bone age assessment is a task performed daily in hospitals worldwide. This involves a clinician estimating the age of a patient from a radiograph of the non-dominant hand. Our approach to automated bone age assessment is to modularise the algorithm into the following three stages: segment and verify hand outline; segment and verify bones; use the bone outlines to construct models of age. In this paper we address the final question: given outlines of bones, can we learn how to predict the bone age of the patient? We examine two alternative approaches. Firstly, we attempt to train classifiers on individual bones to predict the bone stage categories commonly used in bone ageing. Secondly, we construct regression models to directly predict patient age. We demonstrate that models built on summary features of the bone outline perform better than those built using the one dimensional representation of the outline, and also do at least as well as other automated systems. We show that models constructed on just three bones are as accurate at predicting age as expert human assessors using the standard technique. We also demonstrate the utility of the model by quantifying the importance of ethnicity and sex on age development. Our conclusion is that the feature based system of separating the image processing from the age modelling is the best approach for automated bone ageing, since it offers flexibility and transparency and produces accurate estimates.
[ "Anthony Bagnall and Luke Davis", "['Anthony Bagnall' 'Luke Davis']" ]
stat.ME cs.DS cs.IR cs.LG
null
1406.4784
null
null
http://arxiv.org/pdf/1406.4784v1
2014-06-18T16:16:22Z
2014-06-18T16:16:22Z
Improved Densification of One Permutation Hashing
The existing work on densification of one permutation hashing reduces the query processing cost of the $(K,L)$-parameterized Locality Sensitive Hashing (LSH) algorithm with minwise hashing, from $O(dKL)$ to merely $O(d + KL)$, where $d$ is the number of nonzeros of the data vector, $K$ is the number of hashes in each hash table, and $L$ is the number of hash tables. While that is a substantial improvement, our analysis reveals that the existing densification scheme is sub-optimal. In particular, there is no enough randomness in that procedure, which affects its accuracy on very sparse datasets. In this paper, we provide a new densification procedure which is provably better than the existing scheme. This improvement is more significant for very sparse datasets which are common over the web. The improved technique has the same cost of $O(d + KL)$ for query processing, thereby making it strictly preferable over the existing procedure. Experimental evaluations on public datasets, in the task of hashing based near neighbor search, support our theoretical findings.
[ "['Anshumali Shrivastava' 'Ping Li']", "Anshumali Shrivastava and Ping Li" ]
cs.NA cs.LG
10.1109/TSP.2015.2421476
1406.4802
null
null
http://arxiv.org/abs/1406.4802v2
2015-03-18T16:37:16Z
2014-01-31T22:26:17Z
Homotopy based algorithms for $\ell_0$-regularized least-squares
Sparse signal restoration is usually formulated as the minimization of a quadratic cost function $\|y-Ax\|_2^2$, where A is a dictionary and x is an unknown sparse vector. It is well-known that imposing an $\ell_0$ constraint leads to an NP-hard minimization problem. The convex relaxation approach has received considerable attention, where the $\ell_0$-norm is replaced by the $\ell_1$-norm. Among the many efficient $\ell_1$ solvers, the homotopy algorithm minimizes $\|y-Ax\|_2^2+\lambda\|x\|_1$ with respect to x for a continuum of $\lambda$'s. It is inspired by the piecewise regularity of the $\ell_1$-regularization path, also referred to as the homotopy path. In this paper, we address the minimization problem $\|y-Ax\|_2^2+\lambda\|x\|_0$ for a continuum of $\lambda$'s and propose two heuristic search algorithms for $\ell_0$-homotopy. Continuation Single Best Replacement is a forward-backward greedy strategy extending the Single Best Replacement algorithm, previously proposed for $\ell_0$-minimization at a given $\lambda$. The adaptive search of the $\lambda$-values is inspired by $\ell_1$-homotopy. $\ell_0$ Regularization Path Descent is a more complex algorithm exploiting the structural properties of the $\ell_0$-regularization path, which is piecewise constant with respect to $\lambda$. Both algorithms are empirically evaluated for difficult inverse problems involving ill-conditioned dictionaries. Finally, we show that they can be easily coupled with usual methods of model order selection.
[ "['Charles Soussen' 'Jérôme Idier' 'Junbo Duan' 'David Brie']", "Charles Soussen, J\\'er\\^ome Idier, Junbo Duan, David Brie" ]
cs.IR cs.LG cs.SD
10.1109/LSP.2014.2347582
1406.4877
null
null
http://arxiv.org/abs/1406.4877v1
2014-06-18T20:10:22Z
2014-06-18T20:10:22Z
On the Application of Generic Summarization Algorithms to Music
Several generic summarization algorithms were developed in the past and successfully applied in fields such as text and speech summarization. In this paper, we review and apply these algorithms to music. To evaluate this summarization's performance, we adopt an extrinsic approach: we compare a Fado Genre Classifier's performance using truncated contiguous clips against the summaries extracted with those algorithms on 2 different datasets. We show that Maximal Marginal Relevance (MMR), LexRank and Latent Semantic Analysis (LSA) all improve classification performance in both datasets used for testing.
[ "Francisco Raposo, Ricardo Ribeiro, David Martins de Matos", "['Francisco Raposo' 'Ricardo Ribeiro' 'David Martins de Matos']" ]
cs.LG cs.RO cs.SY stat.ML
null
1406.4905
null
null
http://arxiv.org/pdf/1406.4905v2
2014-11-03T08:17:59Z
2014-06-18T22:16:27Z
Variational Gaussian Process State-Space Models
State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse Gaussian processes. The result of learning is a tractable posterior over nonlinear dynamical systems. In comparison to conventional parametric models, we offer the possibility to straightforwardly trade off model capacity and computational cost whilst avoiding overfitting. Our main algorithm uses a hybrid inference approach combining variational Bayes and sequential Monte Carlo. We also present stochastic variational inference and online learning approaches for fast learning with long time series.
[ "Roger Frigola and Yutian Chen and Carl E. Rasmussen", "['Roger Frigola' 'Yutian Chen' 'Carl E. Rasmussen']" ]
cs.NE cond-mat.mtrl-sci cs.LG
10.3389/fnins.2014.00205
1406.4951
null
null
http://arxiv.org/abs/1406.4951v4
2014-07-14T00:12:49Z
2014-06-19T05:49:02Z
Brain-like associative learning using a nanoscale non-volatile phase change synaptic device array
Recent advances in neuroscience together with nanoscale electronic device technology have resulted in huge interests in realizing brain-like computing hardwares using emerging nanoscale memory devices as synaptic elements. Although there has been experimental work that demonstrated the operation of nanoscale synaptic element at the single device level, network level studies have been limited to simulations. In this work, we demonstrate, using experiments, array level associative learning using phase change synaptic devices connected in a grid like configuration similar to the organization of the biological brain. Implementing Hebbian learning with phase change memory cells, the synaptic grid was able to store presented patterns and recall missing patterns in an associative brain-like fashion. We found that the system is robust to device variations, and large variations in cell resistance states can be accommodated by increasing the number of training epochs. We illustrated the tradeoff between variation tolerance of the network and the overall energy consumption, and found that energy consumption is decreased significantly for lower variation tolerance.
[ "['Sukru Burc Eryilmaz' 'Duygu Kuzum' 'Rakesh Jeyasingh' 'SangBum Kim'\n 'Matthew BrightSky' 'Chung Lam' 'H. -S. Philip Wong']", "Sukru Burc Eryilmaz, Duygu Kuzum, Rakesh Jeyasingh, SangBum Kim,\n Matthew BrightSky, Chung Lam and H.-S. Philip Wong" ]
cs.CV cs.LG stat.ML
null
1406.4966
null
null
http://arxiv.org/pdf/1406.4966v2
2014-06-20T02:13:56Z
2014-06-19T07:42:05Z
Inner Product Similarity Search using Compositional Codes
This paper addresses the nearest neighbor search problem under inner product similarity and introduces a compact code-based approach. The idea is to approximate a vector using the composition of several elements selected from a source dictionary and to represent this vector by a short code composed of the indices of the selected elements. The inner product between a query vector and a database vector is efficiently estimated from the query vector and the short code of the database vector. We show the superior performance of the proposed group $M$-selection algorithm that selects $M$ elements from $M$ source dictionaries for vector approximation in terms of search accuracy and efficiency for compact codes of the same length via theoretical and empirical analysis. Experimental results on large-scale datasets ($1M$ and $1B$ SIFT features, $1M$ linear models and Netflix) demonstrate the superiority of the proposed approach.
[ "Chao Du, Jingdong Wang", "['Chao Du' 'Jingdong Wang']" ]
quant-ph cs.LG gr-qc stat.ML
10.1038/nphys3266
1406.5036
null
null
http://arxiv.org/abs/1406.5036v1
2014-06-19T13:30:12Z
2014-06-19T13:30:12Z
Inferring causal structure: a quantum advantage
The problem of using observed correlations to infer causal relations is relevant to a wide variety of scientific disciplines. Yet given correlations between just two classical variables, it is impossible to determine whether they arose from a causal influence of one on the other or a common cause influencing both, unless one can implement a randomized intervention. We here consider the problem of causal inference for quantum variables. We introduce causal tomography, which unifies and generalizes conventional quantum tomography schemes to provide a complete solution to the causal inference problem using a quantum analogue of a randomized trial. We furthermore show that, in contrast to the classical case, observed quantum correlations alone can sometimes provide a solution. We implement a quantum-optical experiment that allows us to control the causal relation between two optical modes, and two measurement schemes -- one with and one without randomization -- that extract this relation from the observed correlations. Our results show that entanglement and coherence, known to be central to quantum information processing, also provide a quantum advantage for causal inference.
[ "['Katja Ried' 'Megan Agnew' 'Lydia Vermeyden' 'Dominik Janzing'\n 'Robert W. Spekkens' 'Kevin J. Resch']", "Katja Ried, Megan Agnew, Lydia Vermeyden, Dominik Janzing, Robert W.\n Spekkens and Kevin J. Resch" ]
cs.LG stat.ML
null
1406.5143
null
null
null
null
null
The Sample Complexity of Learning Linear Predictors with the Squared Loss
In this short note, we provide a sample complexity lower bound for learning linear predictors with respect to the squared loss. Our focus is on an agnostic setting, where no assumptions are made on the data distribution. This contrasts with standard results in the literature, which either make distributional assumptions, refer to specific parameter settings, or use other performance measures.
[ "Ohad Shamir" ]
cs.DC cs.LG
null
1406.5161
null
null
http://arxiv.org/pdf/1406.5161v1
2014-06-19T19:22:28Z
2014-06-19T19:22:28Z
Fast Support Vector Machines Using Parallel Adaptive Shrinking on Distributed Systems
Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by health-care professionals, or potential high-school students to enroll in college by school districts, SVMs can play a major role for social good. This paper undertakes the challenge of designing a scalable parallel SVM training algorithm for large scale systems, which includes commodity multi-core machines, tightly connected supercomputers and cloud computing systems. Intuitive techniques for improving the time-space complexity including adaptive elimination of samples for faster convergence and sparse format representation are proposed. Under sample elimination, several heuristics for {\em earliest possible} to {\em lazy} elimination of non-contributing samples are proposed. In several cases, where an early sample elimination might result in a false positive, low overhead mechanisms for reconstruction of key data structures are proposed. The algorithm and heuristics are implemented and evaluated on various publicly available datasets. Empirical evaluation shows up to 26x speed improvement on some datasets against the sequential baseline, when evaluated on multiple compute nodes, and an improvement in execution time up to 30-60\% is readily observed on a number of other datasets against our parallel baseline.
[ "['Jeyanthi Narasimhan' 'Abhinav Vishnu' 'Lawrence Holder' 'Adolfy Hoisie']", "Jeyanthi Narasimhan, Abhinav Vishnu, Lawrence Holder, Adolfy Hoisie" ]
stat.ML cs.LG math.NA math.OC
10.1137/140994915
1406.5286
null
null
http://arxiv.org/abs/1406.5286v1
2014-06-20T06:45:24Z
2014-06-20T06:45:24Z
Enhancing Pure-Pixel Identification Performance via Preconditioning
In this paper, we analyze different preconditionings designed to enhance robustness of pure-pixel search algorithms, which are used for blind hyperspectral unmixing and which are equivalent to near-separable nonnegative matrix factorization algorithms. Our analysis focuses on the successive projection algorithm (SPA), a simple, efficient and provably robust algorithm in the pure-pixel algorithm class. Recently, a provably robust preconditioning was proposed by Gillis and Vavasis (arXiv:1310.2273) which requires the resolution of a semidefinite program (SDP) to find a data points-enclosing minimum volume ellipsoid. Since solving the SDP in high precisions can be time consuming, we generalize the robustness analysis to approximate solutions of the SDP, that is, solutions whose objective function values are some multiplicative factors away from the optimal value. It is shown that a high accuracy solution is not crucial for robustness, which paves the way for faster preconditionings (e.g., based on first-order optimization methods). This first contribution also allows us to provide a robustness analysis for two other preconditionings. The first one is pre-whitening, which can be interpreted as an optimal solution of the same SDP with additional constraints. We analyze robustness of pre-whitening which allows us to characterize situations in which it performs competitively with the SDP-based preconditioning. The second one is based on SPA itself and can be interpreted as an optimal solution of a relaxation of the SDP. It is extremely fast while competing with the SDP-based preconditioning on several synthetic data sets.
[ "Nicolas Gillis, Wing-Kin Ma", "['Nicolas Gillis' 'Wing-Kin Ma']" ]
stat.ML cs.LG
null
1406.5291
null
null
http://arxiv.org/pdf/1406.5291v3
2015-02-02T17:54:14Z
2014-06-20T07:11:44Z
Generalized Dantzig Selector: Application to the k-support norm
We propose a Generalized Dantzig Selector (GDS) for linear models, in which any norm encoding the parameter structure can be leveraged for estimation. We investigate both computational and statistical aspects of the GDS. Based on conjugate proximal operator, a flexible inexact ADMM framework is designed for solving GDS, and non-asymptotic high-probability bounds are established on the estimation error, which rely on Gaussian width of unit norm ball and suitable set encompassing estimation error. Further, we consider a non-trivial example of the GDS using $k$-support norm. We derive an efficient method to compute the proximal operator for $k$-support norm since existing methods are inapplicable in this setting. For statistical analysis, we provide upper bounds for the Gaussian widths needed in the GDS analysis, yielding the first statistical recovery guarantee for estimation with the $k$-support norm. The experimental results confirm our theoretical analysis.
[ "Soumyadeep Chatterjee and Sheng Chen and Arindam Banerjee", "['Soumyadeep Chatterjee' 'Sheng Chen' 'Arindam Banerjee']" ]
math.OC cs.LG cs.NA math.NA stat.ML
null
1406.5295
null
null
http://arxiv.org/pdf/1406.5295v1
2014-06-20T07:21:31Z
2014-06-20T07:21:31Z
Rows vs Columns for Linear Systems of Equations - Randomized Kaczmarz or Coordinate Descent?
This paper is about randomized iterative algorithms for solving a linear system of equations $X \beta = y$ in different settings. Recent interest in the topic was reignited when Strohmer and Vershynin (2009) proved the linear convergence rate of a Randomized Kaczmarz (RK) algorithm that works on the rows of $X$ (data points). Following that, Leventhal and Lewis (2010) proved the linear convergence of a Randomized Coordinate Descent (RCD) algorithm that works on the columns of $X$ (features). The aim of this paper is to simplify our understanding of these two algorithms, establish the direct relationships between them (though RK is often compared to Stochastic Gradient Descent), and examine the algorithmic commonalities or tradeoffs involved with working on rows or columns. We also discuss Kernel Ridge Regression and present a Kaczmarz-style algorithm that works on data points and having the advantage of solving the problem without ever storing or forming the Gram matrix, one of the recognized problems encountered when scaling kernelized methods.
[ "Aaditya Ramdas", "['Aaditya Ramdas']" ]
cs.LG stat.ML
null
1406.5298
null
null
http://arxiv.org/pdf/1406.5298v2
2014-10-31T22:43:31Z
2014-06-20T07:52:18Z
Semi-Supervised Learning with Deep Generative Models
The ever-increasing size of modern data sets combined with the difficulty of obtaining label information has made semi-supervised learning one of the problems of significant practical importance in modern data analysis. We revisit the approach to semi-supervised learning with generative models and develop new models that allow for effective generalisation from small labelled data sets to large unlabelled ones. Generative approaches have thus far been either inflexible, inefficient or non-scalable. We show that deep generative models and approximate Bayesian inference exploiting recent advances in variational methods can be used to provide significant improvements, making generative approaches highly competitive for semi-supervised learning.
[ "['Diederik P. Kingma' 'Danilo J. Rezende' 'Shakir Mohamed' 'Max Welling']", "Diederik P. Kingma, Danilo J. Rezende, Shakir Mohamed, Max Welling" ]
math.OC cs.AI cs.LG math.NA stat.ML
10.1080/10556788.2015.1099652
1406.5311
null
null
http://arxiv.org/abs/1406.5311v2
2016-01-29T05:53:45Z
2014-06-20T08:35:15Z
Towards A Deeper Geometric, Analytic and Algorithmic Understanding of Margins
Given a matrix $A$, a linear feasibility problem (of which linear classification is a special case) aims to find a solution to a primal problem $w: A^Tw > \textbf{0}$ or a certificate for the dual problem which is a probability distribution $p: Ap = \textbf{0}$. Inspired by the continued importance of "large-margin classifiers" in machine learning, this paper studies a condition measure of $A$ called its \textit{margin} that determines the difficulty of both the above problems. To aid geometrical intuition, we first establish new characterizations of the margin in terms of relevant balls, cones and hulls. Our second contribution is analytical, where we present generalizations of Gordan's theorem, and variants of Hoffman's theorems, both using margins. We end by proving some new results on a classical iterative scheme, the Perceptron, whose convergence rates famously depends on the margin. Our results are relevant for a deeper understanding of margin-based learning and proving convergence rates of iterative schemes, apart from providing a unifying perspective on this vast topic.
[ "Aaditya Ramdas and Javier Pe\\~na", "['Aaditya Ramdas' 'Javier Peña']" ]
stat.ML cs.LG
null
1406.5362
null
null
http://arxiv.org/pdf/1406.5362v2
2014-11-20T17:21:19Z
2014-06-20T12:14:45Z
Predicting the Future Behavior of a Time-Varying Probability Distribution
We study the problem of predicting the future, though only in the probabilistic sense of estimating a future state of a time-varying probability distribution. This is not only an interesting academic problem, but solving this extrapolation problem also has many practical application, e.g. for training classifiers that have to operate under time-varying conditions. Our main contribution is a method for predicting the next step of the time-varying distribution from a given sequence of sample sets from earlier time steps. For this we rely on two recent machine learning techniques: embedding probability distributions into a reproducing kernel Hilbert space, and learning operators by vector-valued regression. We illustrate the working principles and the practical usefulness of our method by experiments on synthetic and real data. We also highlight an exemplary application: training a classifier in a domain adaptation setting without having access to examples from the test time distribution at training time.
[ "Christoph H. Lampert", "['Christoph H. Lampert']" ]
cs.LG cs.AI stat.ML
null
1406.5370
null
null
http://arxiv.org/pdf/1406.5370v4
2016-03-10T18:15:19Z
2014-06-20T12:58:46Z
Spectral Ranking using Seriation
We describe a seriation algorithm for ranking a set of items given pairwise comparisons between these items. Intuitively, the algorithm assigns similar rankings to items that compare similarly with all others. It does so by constructing a similarity matrix from pairwise comparisons, using seriation methods to reorder this matrix and construct a ranking. We first show that this spectral seriation algorithm recovers the true ranking when all pairwise comparisons are observed and consistent with a total order. We then show that ranking reconstruction is still exact when some pairwise comparisons are corrupted or missing, and that seriation based spectral ranking is more robust to noise than classical scoring methods. Finally, we bound the ranking error when only a random subset of the comparions are observed. An additional benefit of the seriation formulation is that it allows us to solve semi-supervised ranking problems. Experiments on both synthetic and real datasets demonstrate that seriation based spectral ranking achieves competitive and in some cases superior performance compared to classical ranking methods.
[ "['Fajwel Fogel' \"Alexandre d'Aspremont\" 'Milan Vojnovic']", "Fajwel Fogel, Alexandre d'Aspremont, Milan Vojnovic" ]
stat.ML cs.LG
null
1406.5383
null
null
http://arxiv.org/pdf/1406.5383v3
2015-11-23T23:09:47Z
2014-06-20T13:42:30Z
Noise-adaptive Margin-based Active Learning and Lower Bounds under Tsybakov Noise Condition
We present a simple noise-robust margin-based active learning algorithm to find homogeneous (passing the origin) linear separators and analyze its error convergence when labels are corrupted by noise. We show that when the imposed noise satisfies the Tsybakov low noise condition (Mammen, Tsybakov, and others 1999; Tsybakov 2004) the algorithm is able to adapt to unknown level of noise and achieves optimal statistical rate up to poly-logarithmic factors. We also derive lower bounds for margin based active learning algorithms under Tsybakov noise conditions (TNC) for the membership query synthesis scenario (Angluin 1988). Our result implies lower bounds for the stream based selective sampling scenario (Cohn 1990) under TNC for some fairly simple data distributions. Quite surprisingly, we show that the sample complexity cannot be improved even if the underlying data distribution is as simple as the uniform distribution on the unit ball. Our proof involves the construction of a well separated hypothesis set on the d-dimensional unit ball along with carefully designed label distributions for the Tsybakov noise condition. Our analysis might provide insights for other forms of lower bounds as well.
[ "['Yining Wang' 'Aarti Singh']", "Yining Wang, Aarti Singh" ]
cs.LG
null
1406.5388
null
null
http://arxiv.org/pdf/1406.5388v3
2015-02-26T19:53:03Z
2014-06-20T13:52:36Z
Learning computationally efficient dictionaries and their implementation as fast transforms
Dictionary learning is a branch of signal processing and machine learning that aims at finding a frame (called dictionary) in which some training data admits a sparse representation. The sparser the representation, the better the dictionary. The resulting dictionary is in general a dense matrix, and its manipulation can be computationally costly both at the learning stage and later in the usage of this dictionary, for tasks such as sparse coding. Dictionary learning is thus limited to relatively small-scale problems. In this paper, inspired by usual fast transforms, we consider a general dictionary structure that allows cheaper manipulation, and propose an algorithm to learn such dictionaries --and their fast implementation-- over training data. The approach is demonstrated experimentally with the factorization of the Hadamard matrix and with synthetic dictionary learning experiments.
[ "['Luc Le Magoarou' 'Rémi Gribonval']", "Luc Le Magoarou (INRIA - IRISA), R\\'emi Gribonval (INRIA - IRISA)" ]
cs.NA cs.CV cs.LG math.OC
null
1406.5429
null
null
http://arxiv.org/pdf/1406.5429v2
2014-12-03T20:59:42Z
2014-06-20T15:33:00Z
Playing with Duality: An Overview of Recent Primal-Dual Approaches for Solving Large-Scale Optimization Problems
Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify its solution. Deriving efficient strategies which jointly brings into play the primal and the dual problems is however a more recent idea which has generated many important new contributions in the last years. These novel developments are grounded on recent advances in convex analysis, discrete optimization, parallel processing, and non-smooth optimization with emphasis on sparsity issues. In this paper, we aim at presenting the principles of primal-dual approaches, while giving an overview of numerical methods which have been proposed in different contexts. We show the benefits which can be drawn from primal-dual algorithms both for solving large-scale convex optimization problems and discrete ones, and we provide various application examples to illustrate their usefulness.
[ "['Nikos Komodakis' 'Jean-Christophe Pesquet']", "Nikos Komodakis and Jean-Christophe Pesquet" ]
stat.ML cs.CV cs.LG cs.MS
null
1406.5565
null
null
http://arxiv.org/pdf/1406.5565v1
2014-06-21T01:50:54Z
2014-06-21T01:50:54Z
An Open Source Pattern Recognition Toolbox for MATLAB
Pattern recognition and machine learning are becoming integral parts of algorithms in a wide range of applications. Different algorithms and approaches for machine learning include different tradeoffs between performance and computation, so during algorithm development it is often necessary to explore a variety of different approaches to a given task. A toolbox with a unified framework across multiple pattern recognition techniques enables algorithm developers the ability to rapidly evaluate different choices prior to deployment. MATLAB is a widely used environment for algorithm development and prototyping, and although several MATLAB toolboxes for pattern recognition are currently available these are either incomplete, expensive, or restrictively licensed. In this work we describe a MATLAB toolbox for pattern recognition and machine learning known as the PRT (Pattern Recognition Toolbox), licensed under the permissive MIT license. The PRT includes many popular techniques for data preprocessing, supervised learning, clustering, regression and feature selection, as well as a methodology for combining these components using a simple, uniform syntax. The resulting algorithms can be evaluated using cross-validation and a variety of scoring metrics to ensure robust performance when the algorithm is deployed. This paper presents an overview of the PRT as well as an example of usage on Fisher's Iris dataset.
[ "['Kenneth D. Morton Jr.' 'Peter Torrione' 'Leslie Collins' 'Sam Keene']", "Kenneth D. Morton Jr., Peter Torrione, Leslie Collins, Sam Keene" ]
cs.LG
null
1406.5600
null
null
http://arxiv.org/pdf/1406.5600v1
2014-06-21T11:47:21Z
2014-06-21T11:47:21Z
From conformal to probabilistic prediction
This paper proposes a new method of probabilistic prediction, which is based on conformal prediction. The method is applied to the standard USPS data set and gives encouraging results.
[ "Vladimir Vovk, Ivan Petej, and Valentina Fedorova", "['Vladimir Vovk' 'Ivan Petej' 'Valentina Fedorova']" ]
cs.LG cs.AI stat.ML
null
1406.5614
null
null
http://arxiv.org/pdf/1406.5614v2
2016-06-04T06:55:57Z
2014-06-21T14:25:35Z
PAC-Bayes Analysis of Multi-view Learning
This paper presents eight PAC-Bayes bounds to analyze the generalization performance of multi-view classifiers. These bounds adopt data dependent Gaussian priors which emphasize classifiers with high view agreements. The center of the prior for the first two bounds is the origin, while the center of the prior for the third and fourth bounds is given by a data dependent vector. An important technique to obtain these bounds is two derived logarithmic determinant inequalities whose difference lies in whether the dimensionality of data is involved. The centers of the fifth and sixth bounds are calculated on a separate subset of the training set. The last two bounds use unlabeled data to represent view agreements and are thus applicable to semi-supervised multi-view learning. We evaluate all the presented multi-view PAC-Bayes bounds on benchmark data and compare them with previous single-view PAC-Bayes bounds. The usefulness and performance of the multi-view bounds are discussed.
[ "Shiliang Sun, John Shawe-Taylor, Liang Mao", "['Shiliang Sun' 'John Shawe-Taylor' 'Liang Mao']" ]
cs.LG cs.SI stat.ML
null
1406.5647
null
null
http://arxiv.org/pdf/1406.5647v3
2016-03-16T14:24:05Z
2014-06-21T20:08:38Z
On semidefinite relaxations for the block model
The stochastic block model (SBM) is a popular tool for community detection in networks, but fitting it by maximum likelihood (MLE) involves a computationally infeasible optimization problem. We propose a new semidefinite programming (SDP) solution to the problem of fitting the SBM, derived as a relaxation of the MLE. We put ours and previously proposed SDPs in a unified framework, as relaxations of the MLE over various sub-classes of the SBM, revealing a connection to sparse PCA. Our main relaxation, which we call SDP-1, is tighter than other recently proposed SDP relaxations, and thus previously established theoretical guarantees carry over. However, we show that SDP-1 exactly recovers true communities over a wider class of SBMs than those covered by current results. In particular, the assumption of strong assortativity of the SBM, implicit in consistency conditions for previously proposed SDPs, can be relaxed to weak assortativity for our approach, thus significantly broadening the class of SBMs covered by the consistency results. We also show that strong assortativity is indeed a necessary condition for exact recovery for previously proposed SDP approaches and not an artifact of the proofs. Our analysis of SDPs is based on primal-dual witness constructions, which provides some insight into the nature of the solutions of various SDPs. We show how to combine features from SDP-1 and already available SDPs to achieve the most flexibility in terms of both assortativity and block-size constraints, as our relaxation has the tendency to produce communities of similar sizes. This tendency makes it the ideal tool for fitting network histograms, a method gaining popularity in the graphon estimation literature, as we illustrate on an example of a social networks of dolphins. We also provide empirical evidence that SDPs outperform spectral methods for fitting SBMs with a large number of blocks.
[ "['Arash A. Amini' 'Elizaveta Levina']", "Arash A. Amini, Elizaveta Levina" ]
cs.DS cs.LG
null
1406.5665
null
null
http://arxiv.org/pdf/1406.5665v1
2014-06-22T03:00:32Z
2014-06-22T03:00:32Z
Constant Factor Approximation for Balanced Cut in the PIE model
We propose and study a new semi-random semi-adversarial model for Balanced Cut, a planted model with permutation-invariant random edges (PIE). Our model is much more general than planted models considered previously. Consider a set of vertices V partitioned into two clusters $L$ and $R$ of equal size. Let $G$ be an arbitrary graph on $V$ with no edges between $L$ and $R$. Let $E_{random}$ be a set of edges sampled from an arbitrary permutation-invariant distribution (a distribution that is invariant under permutation of vertices in $L$ and in $R$). Then we say that $G + E_{random}$ is a graph with permutation-invariant random edges. We present an approximation algorithm for the Balanced Cut problem that finds a balanced cut of cost $O(|E_{random}|) + n \text{polylog}(n)$ in this model. In the regime when $|E_{random}| = \Omega(n \text{polylog}(n))$, this is a constant factor approximation with respect to the cost of the planted cut.
[ "Konstantin Makarychev, Yury Makarychev, Aravindan Vijayaraghavan", "['Konstantin Makarychev' 'Yury Makarychev' 'Aravindan Vijayaraghavan']" ]
cs.DS cs.LG
null
1406.5667
null
null
http://arxiv.org/pdf/1406.5667v2
2015-05-12T19:33:12Z
2014-06-22T03:07:55Z
Correlation Clustering with Noisy Partial Information
In this paper, we propose and study a semi-random model for the Correlation Clustering problem on arbitrary graphs G. We give two approximation algorithms for Correlation Clustering instances from this model. The first algorithm finds a solution of value $(1+ \delta) optcost + O_{\delta}(n\log^3 n)$ with high probability, where $optcost$ is the value of the optimal solution (for every $\delta > 0$). The second algorithm finds the ground truth clustering with an arbitrarily small classification error $\eta$ (under some additional assumptions on the instance).
[ "Konstantin Makarychev, Yury Makarychev, Aravindan Vijayaraghavan", "['Konstantin Makarychev' 'Yury Makarychev' 'Aravindan Vijayaraghavan']" ]
cs.LG
null
1406.5675
null
null
http://arxiv.org/pdf/1406.5675v6
2016-05-20T06:32:12Z
2014-06-22T05:02:06Z
SPSD Matrix Approximation vis Column Selection: Theories, Algorithms, and Extensions
Symmetric positive semidefinite (SPSD) matrix approximation is an important problem with applications in kernel methods. However, existing SPSD matrix approximation methods such as the Nystr\"om method only have weak error bounds. In this paper we conduct in-depth studies of an SPSD matrix approximation model and establish strong relative-error bounds. We call it the prototype model for it has more efficient and effective extensions, and some of its extensions have high scalability. Though the prototype model itself is not suitable for large-scale data, it is still useful to study its properties, on which the analysis of its extensions relies. This paper offers novel theoretical analysis, efficient algorithms, and a highly accurate extension. First, we establish a lower error bound for the prototype model and improve the error bound of an existing column selection algorithm to match the lower bound. In this way, we obtain the first optimal column selection algorithm for the prototype model. We also prove that the prototype model is exact under certain conditions. Second, we develop a simple column selection algorithm with a provable error bound. Third, we propose a so-called spectral shifting model to make the approximation more accurate when the eigenvalues of the matrix decay slowly, and the improvement is theoretically quantified. The spectral shifting method can also be applied to improve other SPSD matrix approximation models.
[ "['Shusen Wang' 'Luo Luo' 'Zhihua Zhang']", "Shusen Wang, Luo Luo, Zhihua Zhang" ]
cs.CV cs.CL cs.LG
null
1406.5679
null
null
http://arxiv.org/pdf/1406.5679v1
2014-06-22T06:22:50Z
2014-06-22T06:22:50Z
Deep Fragment Embeddings for Bidirectional Image Sentence Mapping
We introduce a model for bidirectional retrieval of images and sentences through a multi-modal embedding of visual and natural language data. Unlike previous models that directly map images or sentences into a common embedding space, our model works on a finer level and embeds fragments of images (objects) and fragments of sentences (typed dependency tree relations) into a common space. In addition to a ranking objective seen in previous work, this allows us to add a new fragment alignment objective that learns to directly associate these fragments across modalities. Extensive experimental evaluation shows that reasoning on both the global level of images and sentences and the finer level of their respective fragments significantly improves performance on image-sentence retrieval tasks. Additionally, our model provides interpretable predictions since the inferred inter-modal fragment alignment is explicit.
[ "Andrej Karpathy, Armand Joulin and Li Fei-Fei", "['Andrej Karpathy' 'Armand Joulin' 'Li Fei-Fei']" ]
math.ST cs.LG stat.ML stat.TH
10.1109/CCA.2014.6981380
1406.5706
null
null
http://arxiv.org/abs/1406.5706v2
2014-09-21T22:03:06Z
2014-06-22T11:38:59Z
On the Maximum Entropy Property of the First-Order Stable Spline Kernel and its Implications
A new nonparametric approach for system identification has been recently proposed where the impulse response is seen as the realization of a zero--mean Gaussian process whose covariance, the so--called stable spline kernel, guarantees that the impulse response is almost surely stable. Maximum entropy properties of the stable spline kernel have been pointed out in the literature. In this paper we provide an independent proof that relies on the theory of matrix extension problems in the graphical model literature and leads to a closed form expression for the inverse of the first order stable spline kernel as well as to a new factorization in the form $UWU^\top$ with $U$ upper triangular and $W$ diagonal. Interestingly, all first--order stable spline kernels share the same factor $U$ and $W$ admits a closed form representation in terms of the kernel hyperparameter, making the factorization computationally inexpensive. Maximum likelihood properties of the stable spline kernel are also highlighted. These results can be applied both to improve the stability and to reduce the computational complexity associated with the computation of stable spline estimators.
[ "Francesca Paola Carli", "['Francesca Paola Carli']" ]
stat.ML cs.LG math.OC
null
1406.5736
null
null
http://arxiv.org/pdf/1406.5736v1
2014-06-22T15:34:15Z
2014-06-22T15:34:15Z
Convex Optimization Learning of Faithful Euclidean Distance Representations in Nonlinear Dimensionality Reduction
Classical multidimensional scaling only works well when the noisy distances observed in a high dimensional space can be faithfully represented by Euclidean distances in a low dimensional space. Advanced models such as Maximum Variance Unfolding (MVU) and Minimum Volume Embedding (MVE) use Semi-Definite Programming (SDP) to reconstruct such faithful representations. While those SDP models are capable of producing high quality configuration numerically, they suffer two major drawbacks. One is that there exist no theoretically guaranteed bounds on the quality of the configuration. The other is that they are slow in computation when the data points are beyond moderate size. In this paper, we propose a convex optimization model of Euclidean distance matrices. We establish a non-asymptotic error bound for the random graph model with sub-Gaussian noise, and prove that our model produces a matrix estimator of high accuracy when the order of the uniform sample size is roughly the degree of freedom of a low-rank matrix up to a logarithmic factor. Our results partially explain why MVU and MVE often work well. Moreover, we develop a fast inexact accelerated proximal gradient method. Numerical experiments show that the model can produce configurations of high quality on large data points that the SDP approach would struggle to cope with.
[ "Chao Ding and Hou-Duo Qi", "['Chao Ding' 'Hou-Duo Qi']" ]
stat.ML cs.LG
null
1406.5752
null
null
http://arxiv.org/pdf/1406.5752v1
2014-06-22T19:16:20Z
2014-06-22T19:16:20Z
Divide-and-Conquer Learning by Anchoring a Conical Hull
We reduce a broad class of machine learning problems, usually addressed by EM or sampling, to the problem of finding the $k$ extremal rays spanning the conical hull of a data point set. These $k$ "anchors" lead to a global solution and a more interpretable model that can even outperform EM and sampling on generalization error. To find the $k$ anchors, we propose a novel divide-and-conquer learning scheme "DCA" that distributes the problem to $\mathcal O(k\log k)$ same-type sub-problems on different low-D random hyperplanes, each can be solved by any solver. For the 2D sub-problem, we present a non-iterative solver that only needs to compute an array of cosine values and its max/min entries. DCA also provides a faster subroutine for other methods to check whether a point is covered in a conical hull, which improves algorithm design in multiple dimensions and brings significant speedup to learning. We apply our method to GMM, HMM, LDA, NMF and subspace clustering, then show its competitive performance and scalability over other methods on rich datasets.
[ "['Tianyi Zhou' 'Jeff Bilmes' 'Carlos Guestrin']", "Tianyi Zhou and Jeff Bilmes and Carlos Guestrin" ]
cs.CV cs.LG
null
1406.5910
null
null
http://arxiv.org/pdf/1406.5910v1
2014-06-23T14:06:24Z
2014-06-23T14:06:24Z
Multi-utility Learning: Structured-output Learning with Multiple Annotation-specific Loss Functions
Structured-output learning is a challenging problem; particularly so because of the difficulty in obtaining large datasets of fully labelled instances for training. In this paper we try to overcome this difficulty by presenting a multi-utility learning framework for structured prediction that can learn from training instances with different forms of supervision. We propose a unified technique for inferring the loss functions most suitable for quantifying the consistency of solutions with the given weak annotation. We demonstrate the effectiveness of our framework on the challenging semantic image segmentation problem for which a wide variety of annotations can be used. For instance, the popular training datasets for semantic segmentation are composed of images with hard-to-generate full pixel labellings, as well as images with easy-to-obtain weak annotations, such as bounding boxes around objects, or image-level labels that specify which object categories are present in an image. Experimental evaluation shows that the use of annotation-specific loss functions dramatically improves segmentation accuracy compared to the baseline system where only one type of weak annotation is used.
[ "Roman Shapovalov, Dmitry Vetrov, Anton Osokin, Pushmeet Kohli", "['Roman Shapovalov' 'Dmitry Vetrov' 'Anton Osokin' 'Pushmeet Kohli']" ]
cs.LG stat.ML
null
1406.5979
null
null
http://arxiv.org/pdf/1406.5979v1
2014-06-23T17:00:28Z
2014-06-23T17:00:28Z
Reinforcement and Imitation Learning via Interactive No-Regret Learning
Recent work has demonstrated that problems-- particularly imitation learning and structured prediction-- where a learner's predictions influence the input-distribution it is tested on can be naturally addressed by an interactive approach and analyzed using no-regret online learning. These approaches to imitation learning, however, neither require nor benefit from information about the cost of actions. We extend existing results in two directions: first, we develop an interactive imitation learning approach that leverages cost information; second, we extend the technique to address reinforcement learning. The results provide theoretical support to the commonly observed successes of online approximate policy iteration. Our approach suggests a broad new family of algorithms and provides a unifying view of existing techniques for imitation and reinforcement learning.
[ "Stephane Ross, J. Andrew Bagnell", "['Stephane Ross' 'J. Andrew Bagnell']" ]
cs.LG
null
1406.6020
null
null
http://arxiv.org/pdf/1406.6020v1
2014-06-23T18:48:59Z
2014-06-23T18:48:59Z
Stationary Mixing Bandits
We study the bandit problem where arms are associated with stationary phi-mixing processes and where rewards are therefore dependent: the question that arises from this setting is that of recovering some independence by ignoring the value of some rewards. As we shall see, the bandit problem we tackle requires us to address the exploration/exploitation/independence trade-off. To do so, we provide a UCB strategy together with a general regret analysis for the case where the size of the independence blocks (the ignored rewards) is fixed and we go a step beyond by providing an algorithm that is able to compute the size of the independence blocks from the data. Finally, we give an analysis of our bandit problem in the restless case, i.e., in the situation where the time counters for all mixing processes simultaneously evolve.
[ "['Julien Audiffren' 'Liva Ralaivola']", "Julien Audiffren (CMLA), Liva Ralaivola (LIF)" ]
cs.DS cs.LG q-fin.PR
null
1406.6084
null
null
http://arxiv.org/pdf/1406.6084v1
2014-06-23T20:40:14Z
2014-06-23T20:40:14Z
From Black-Scholes to Online Learning: Dynamic Hedging under Adversarial Environments
We consider a non-stochastic online learning approach to price financial options by modeling the market dynamic as a repeated game between the nature (adversary) and the investor. We demonstrate that such framework yields analogous structure as the Black-Scholes model, the widely popular option pricing model in stochastic finance, for both European and American options with convex payoffs. In the case of non-convex options, we construct approximate pricing algorithms, and demonstrate that their efficiency can be analyzed through the introduction of an artificial probability measure, in parallel to the so-called risk-neutral measure in the finance literature, even though our framework is completely adversarial. Continuous-time convergence results and extensions to incorporate price jumps are also presented.
[ "Henry Lam and Zhenming Liu", "['Henry Lam' 'Zhenming Liu']" ]
cs.CL cs.LG
10.5815/ijigsp.2013.09.02
1406.6101
null
null
http://arxiv.org/abs/1406.6101v1
2014-06-23T22:21:17Z
2014-06-23T22:21:17Z
Improved Frame Level Features and SVM Supervectors Approach for the Recogniton of Emotional States from Speech: Application to categorical and dimensional states
The purpose of speech emotion recognition system is to classify speakers utterances into different emotional states such as disgust, boredom, sadness, neutral and happiness. Speech features that are commonly used in speech emotion recognition rely on global utterance level prosodic features. In our work, we evaluate the impact of frame level feature extraction. The speech samples are from Berlin emotional database and the features extracted from these utterances are energy, different variant of mel frequency cepstrum coefficients, velocity and acceleration features.
[ "['Imen Trabelsi' 'Dorra Ben Ayed' 'Noureddine Ellouze']", "Imen Trabelsi, Dorra Ben Ayed, Noureddine Ellouze" ]
cs.LG
null
1406.6114
null
null
http://arxiv.org/pdf/1406.6114v1
2014-06-24T00:48:23Z
2014-06-24T00:48:23Z
Mining Recurrent Concepts in Data Streams using the Discrete Fourier Transform
In this research we address the problem of capturing recurring concepts in a data stream environment. Recurrence capture enables the re-use of previously learned classifiers without the need for re-learning while providing for better accuracy during the concept recurrence interval. We capture concepts by applying the Discrete Fourier Transform (DFT) to Decision Tree classifiers to obtain highly compressed versions of the trees at concept drift points in the stream and store such trees in a repository for future use. Our empirical results on real world and synthetic data exhibiting varying degrees of recurrence show that the Fourier compressed trees are more robust to noise and are able to capture recurring concepts with higher precision than a meta learning approach that chooses to re-use classifiers in their originally occurring form.
[ "Sakthithasan Sripirakas and Russel Pears", "['Sakthithasan Sripirakas' 'Russel Pears']" ]
cs.LG
null
1406.6130
null
null
http://arxiv.org/pdf/1406.6130v1
2014-06-24T03:31:16Z
2014-06-24T03:31:16Z
Generalized Mixability via Entropic Duality
Mixability is a property of a loss which characterizes when fast convergence is possible in the game of prediction with expert advice. We show that a key property of mixability generalizes, and the exp and log operations present in the usual theory are not as special as one might have thought. In doing this we introduce a more general notion of $\Phi$-mixability where $\Phi$ is a general entropy (\ie, any convex function on probabilities). We show how a property shared by the convex dual of any such entropy yields a natural algorithm (the minimizer of a regret bound) which, analogous to the classical aggregating algorithm, is guaranteed a constant regret when used with $\Phi$-mixable losses. We characterize precisely which $\Phi$ have $\Phi$-mixable losses and put forward a number of conjectures about the optimality and relationships between different choices of entropy.
[ "Mark D. Reid and Rafael M. Frongillo and Robert C. Williamson and\n Nishant Mehta", "['Mark D. Reid' 'Rafael M. Frongillo' 'Robert C. Williamson'\n 'Nishant Mehta']" ]
cs.LG cs.CV stat.AP stat.ML
10.1093/imaiai/iax012
1406.6145
null
null
http://arxiv.org/abs/1406.6145v2
2016-06-09T22:58:10Z
2014-06-24T06:15:07Z
Fast, Robust and Non-convex Subspace Recovery
This work presents a fast and non-convex algorithm for robust subspace recovery. The data sets considered include inliers drawn around a low-dimensional subspace of a higher dimensional ambient space, and a possibly large portion of outliers that do not lie nearby this subspace. The proposed algorithm, which we refer to as Fast Median Subspace (FMS), is designed to robustly determine the underlying subspace of such data sets, while having lower computational complexity than existing methods. We prove convergence of the FMS iterates to a stationary point. Further, under a special model of data, FMS converges to a point which is near to the global minimum with overwhelming probability. Under this model, we show that the iteration complexity is globally bounded and locally $r$-linear. The latter theorem holds for any fixed fraction of outliers (less than 1) and any fixed positive distance between the limit point and the global minimum. Numerical experiments on synthetic and real data demonstrate its competitive speed and accuracy.
[ "Gilad Lerman and Tyler Maunu", "['Gilad Lerman' 'Tyler Maunu']" ]
cs.LG
null
1406.6176
null
null
http://arxiv.org/pdf/1406.6176v1
2014-06-24T09:32:10Z
2014-06-24T09:32:10Z
Composite Likelihood Estimation for Restricted Boltzmann machines
Learning the parameters of graphical models using the maximum likelihood estimation is generally hard which requires an approximation. Maximum composite likelihood estimations are statistical approximations of the maximum likelihood estimation which are higher-order generalizations of the maximum pseudo-likelihood estimation. In this paper, we propose a composite likelihood method and investigate its property. Furthermore, we apply our composite likelihood method to restricted Boltzmann machines.
[ "Muneki Yasuda, Shun Kataoka, Yuji Waizumi, Kazuyuki Tanaka", "['Muneki Yasuda' 'Shun Kataoka' 'Yuji Waizumi' 'Kazuyuki Tanaka']" ]
stat.ME cs.LG stat.ML
null
1406.6200
null
null
http://arxiv.org/pdf/1406.6200v1
2014-06-24T10:56:13Z
2014-06-24T10:56:13Z
Combining predictions from linear models when training and test inputs differ
Methods for combining predictions from different models in a supervised learning setting must somehow estimate/predict the quality of a model's predictions at unknown future inputs. Many of these methods (often implicitly) make the assumption that the test inputs are identical to the training inputs, which is seldom reasonable. By failing to take into account that prediction will generally be harder for test inputs that did not occur in the training set, this leads to the selection of too complex models. Based on a novel, unbiased expression for KL divergence, we propose XAIC and its special case FAIC as versions of AIC intended for prediction that use different degrees of knowledge of the test inputs. Both methods substantially differ from and may outperform all the known versions of AIC even when the training and test inputs are iid, and are especially useful for deterministic inputs and under covariate shift. Our experiments on linear models suggest that if the test and training inputs differ substantially, then XAIC and FAIC predictively outperform AIC, BIC and several other methods including Bayesian model averaging.
[ "Thijs van Ommen", "['Thijs van Ommen']" ]
cs.LG cs.CV stat.ML
null
1406.6247
null
null
http://arxiv.org/pdf/1406.6247v1
2014-06-24T14:16:56Z
2014-06-24T14:16:56Z
Recurrent Models of Visual Attention
Applying convolutional neural networks to large images is computationally expensive because the amount of computation scales linearly with the number of image pixels. We present a novel recurrent neural network model that is capable of extracting information from an image or video by adaptively selecting a sequence of regions or locations and only processing the selected regions at high resolution. Like convolutional neural networks, the proposed model has a degree of translation invariance built-in, but the amount of computation it performs can be controlled independently of the input image size. While the model is non-differentiable, it can be trained using reinforcement learning methods to learn task-specific policies. We evaluate our model on several image classification tasks, where it significantly outperforms a convolutional neural network baseline on cluttered images, and on a dynamic visual control problem, where it learns to track a simple object without an explicit training signal for doing so.
[ "Volodymyr Mnih, Nicolas Heess, Alex Graves, Koray Kavukcuoglu", "['Volodymyr Mnih' 'Nicolas Heess' 'Alex Graves' 'Koray Kavukcuoglu']" ]
cs.CL cs.IR cs.LG
null
1406.6312
null
null
http://arxiv.org/pdf/1406.6312v2
2014-11-19T00:18:06Z
2014-06-24T17:10:29Z
Scalable Topical Phrase Mining from Text Corpora
While most topic modeling algorithms model text corpora with unigrams, human interpretation often relies on inherent grouping of terms into phrases. As such, we consider the problem of discovering topical phrases of mixed lengths. Existing work either performs post processing to the inference results of unigram-based topic models, or utilizes complex n-gram-discovery topic models. These methods generally produce low-quality topical phrases or suffer from poor scalability on even moderately-sized datasets. We propose a different approach that is both computationally efficient and effective. Our solution combines a novel phrase mining framework to segment a document into single and multi-word phrases, and a new topic model that operates on the induced document partition. Our approach discovers high quality topical phrases with negligible extra cost to the bag-of-words topic model in a variety of datasets including research publication titles, abstracts, reviews, and news articles.
[ "['Ahmed El-Kishky' 'Yanglei Song' 'Chi Wang' 'Clare Voss' 'Jiawei Han']", "Ahmed El-Kishky, Yanglei Song, Chi Wang, Clare Voss, Jiawei Han" ]
cs.LG cs.CV cs.IR stat.ML
null
1406.6314
null
null
http://arxiv.org/pdf/1406.6314v1
2014-06-23T02:34:34Z
2014-06-23T02:34:34Z
Further heuristics for $k$-means: The merge-and-split heuristic and the $(k,l)$-means
Finding the optimal $k$-means clustering is NP-hard in general and many heuristics have been designed for minimizing monotonically the $k$-means objective. We first show how to extend Lloyd's batched relocation heuristic and Hartigan's single-point relocation heuristic to take into account empty-cluster and single-point cluster events, respectively. Those events tend to increasingly occur when $k$ or $d$ increases, or when performing several restarts. First, we show that those special events are a blessing because they allow to partially re-seed some cluster centers while further minimizing the $k$-means objective function. Second, we describe a novel heuristic, merge-and-split $k$-means, that consists in merging two clusters and splitting this merged cluster again with two new centers provided it improves the $k$-means objective. This novel heuristic can improve Hartigan's $k$-means when it has converged to a local minimum. We show empirically that this merge-and-split $k$-means improves over the Hartigan's heuristic which is the {\em de facto} method of choice. Finally, we propose the $(k,l)$-means objective that generalizes the $k$-means objective by associating the data points to their $l$ closest cluster centers, and show how to either directly convert or iteratively relax the $(k,l)$-means into a $k$-means in order to reach better local minima.
[ "Frank Nielsen and Richard Nock", "['Frank Nielsen' 'Richard Nock']" ]
cs.LG
null
1406.6398
null
null
http://arxiv.org/pdf/1406.6398v1
2014-06-24T21:41:03Z
2014-06-24T21:41:03Z
Incremental Clustering: The Case for Extra Clusters
The explosion in the amount of data available for analysis often necessitates a transition from batch to incremental clustering methods, which process one element at a time and typically store only a small subset of the data. In this paper, we initiate the formal analysis of incremental clustering methods focusing on the types of cluster structure that they are able to detect. We find that the incremental setting is strictly weaker than the batch model, proving that a fundamental class of cluster structures that can readily be detected in the batch setting is impossible to identify using any incremental method. Furthermore, we show how the limitations of incremental clustering can be overcome by allowing additional clusters.
[ "['Margareta Ackerman' 'Sanjoy Dasgupta']", "Margareta Ackerman and Sanjoy Dasgupta" ]
math.OC cs.DM cs.DS cs.LG cs.NA
null
1406.6474
null
null
http://arxiv.org/pdf/1406.6474v3
2014-11-05T07:19:00Z
2014-06-25T06:52:33Z
On the Convergence Rate of Decomposable Submodular Function Minimization
Submodular functions describe a variety of discrete problems in machine learning, signal processing, and computer vision. However, minimizing submodular functions poses a number of algorithmic challenges. Recent work introduced an easy-to-use, parallelizable algorithm for minimizing submodular functions that decompose as the sum of "simple" submodular functions. Empirically, this algorithm performs extremely well, but no theoretical analysis was given. In this paper, we show that the algorithm converges linearly, and we provide upper and lower bounds on the rate of convergence. Our proof relies on the geometry of submodular polyhedra and draws on results from spectral graph theory.
[ "['Robert Nishihara' 'Stefanie Jegelka' 'Michael I. Jordan']", "Robert Nishihara, Stefanie Jegelka, Michael I. Jordan" ]
cs.CV cs.LG
null
1406.6507
null
null
http://arxiv.org/pdf/1406.6507v1
2014-06-25T09:35:40Z
2014-06-25T09:35:40Z
Weakly-supervised Discovery of Visual Pattern Configurations
The increasing prominence of weakly labeled data nurtures a growing demand for object detection methods that can cope with minimal supervision. We propose an approach that automatically identifies discriminative configurations of visual patterns that are characteristic of a given object class. We formulate the problem as a constrained submodular optimization problem and demonstrate the benefits of the discovered configurations in remedying mislocalizations and finding informative positive and negative training examples. Together, these lead to state-of-the-art weakly-supervised detection results on the challenging PASCAL VOC dataset.
[ "['Hyun Oh Song' 'Yong Jae Lee' 'Stefanie Jegelka' 'Trevor Darrell']", "Hyun Oh Song, Yong Jae Lee, Stefanie Jegelka, Trevor Darrell" ]
cs.CV cs.LG physics.med-ph
null
1406.6568
null
null
http://arxiv.org/pdf/1406.6568v1
2014-06-25T13:50:18Z
2014-06-25T13:50:18Z
Support vector machine classification of dimensionally reduced structural MRI images for dementia
We classify very-mild to moderate dementia in patients (CDR ranging from 0 to 2) using a support vector machine classifier acting on dimensionally reduced feature set derived from MRI brain scans of the 416 subjects available in the OASIS-Brains dataset. We use image segmentation and principal component analysis to reduce the dimensionality of the data. Our resulting feature set contains 11 features for each subject. Performance of the classifiers is evaluated using 10-fold cross-validation. Using linear and (gaussian) kernels, we obtain a training classification accuracy of 86.4% (90.1%), test accuracy of 85.0% (85.7%), test precision of 68.7% (68.5%), test recall of 68.0% (74.0%), and test Matthews correlation coefficient of 0.594 (0.616).
[ "V. A. Miller, S. Erlien, J. Piersol", "['V. A. Miller' 'S. Erlien' 'J. Piersol']" ]
math.NA cs.LG stat.ML
10.1137/140973529
1406.6603
null
null
http://arxiv.org/abs/1406.6603v3
2015-02-02T11:25:41Z
2014-06-25T15:12:48Z
A scaled gradient projection method for Bayesian learning in dynamical systems
A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this can be addressed in a Bayesian framework, where model complexity is regulated by few hyperparameters, which can be estimated via marginal likelihood maximization. It is thus of primary importance to design effective optimization methods to solve the corresponding optimization problem. If the unknown impulse response is modeled as a Gaussian process with a suitable kernel, the maximization of the marginal likelihood leads to a challenging nonconvex optimization problem, which requires a stable and effective solution strategy. In this paper we address this problem by means of a scaled gradient projection algorithm, in which the scaling matrix and the steplength parameter play a crucial role to provide a meaning solution in a computational time comparable with second order methods. In particular, we propose both a generalization of the split gradient approach to design the scaling matrix in the presence of box constraints, and an effective implementation of the gradient and objective function. The extensive numerical experiments carried out on several test problems show that our method is very effective in providing in few tenths of a second solutions of the problems with accuracy comparable with state-of-the-art approaches. Moreover, the flexibility of the proposed strategy makes it easily adaptable to a wider range of problems arising in different areas of machine learning, signal processing and system identification.
[ "['Silvia Bonettini' 'Alessandro Chiuso' 'Marco Prato']", "Silvia Bonettini and Alessandro Chiuso and Marco Prato" ]
stat.ML cs.LG
null
1406.6618
null
null
http://arxiv.org/pdf/1406.6618v1
2014-06-25T15:48:41Z
2014-06-25T15:48:41Z
When is it Better to Compare than to Score?
When eliciting judgements from humans for an unknown quantity, one often has the choice of making direct-scoring (cardinal) or comparative (ordinal) measurements. In this paper we study the relative merits of either choice, providing empirical and theoretical guidelines for the selection of a measurement scheme. We provide empirical evidence based on experiments on Amazon Mechanical Turk that in a variety of tasks, (pairwise-comparative) ordinal measurements have lower per sample noise and are typically faster to elicit than cardinal ones. Ordinal measurements however typically provide less information. We then consider the popular Thurstone and Bradley-Terry-Luce (BTL) models for ordinal measurements and characterize the minimax error rates for estimating the unknown quantity. We compare these minimax error rates to those under cardinal measurement models and quantify for what noise levels ordinal measurements are better. Finally, we revisit the data collected from our experiments and show that fitting these models confirms this prediction: for tasks where the noise in ordinal measurements is sufficiently low, the ordinal approach results in smaller errors in the estimation.
[ "Nihar B. Shah, Sivaraman Balakrishnan, Joseph Bradley, Abhay Parekh,\n Kannan Ramchandran, Martin Wainwright", "['Nihar B. Shah' 'Sivaraman Balakrishnan' 'Joseph Bradley' 'Abhay Parekh'\n 'Kannan Ramchandran' 'Martin Wainwright']" ]
cs.LG cs.GT
null
1406.6633
null
null
http://arxiv.org/pdf/1406.6633v1
2014-06-25T16:34:35Z
2014-06-25T16:34:35Z
Active Learning and Best-Response Dynamics
We examine an important setting for engineered systems in which low-power distributed sensors are each making highly noisy measurements of some unknown target function. A center wants to accurately learn this function by querying a small number of sensors, which ordinarily would be impossible due to the high noise rate. The question we address is whether local communication among sensors, together with natural best-response dynamics in an appropriately-defined game, can denoise the system without destroying the true signal and allow the center to succeed from only a small number of active queries. By using techniques from game theory and empirical processes, we prove positive (and negative) results on the denoising power of several natural dynamics. We then show experimentally that when combined with recent agnostic active learning algorithms, this process can achieve low error from very few queries, performing substantially better than active or passive learning without these denoising dynamics as well as passive learning with denoising.
[ "['Maria-Florina Balcan' 'Chris Berlind' 'Avrim Blum' 'Emma Cohen'\n 'Kaushik Patnaik' 'Le Song']", "Maria-Florina Balcan, Chris Berlind, Avrim Blum, Emma Cohen, Kaushik\n Patnaik, and Le Song" ]
cs.LG cs.IT math.IT q-fin.ST stat.ML
null
1406.6651
null
null
http://arxiv.org/pdf/1406.6651v1
2014-06-25T17:46:32Z
2014-06-25T17:46:32Z
Causality Networks
While correlation measures are used to discern statistical relationships between observed variables in almost all branches of data-driven scientific inquiry, what we are really interested in is the existence of causal dependence. Designing an efficient causality test, that may be carried out in the absence of restrictive pre-suppositions on the underlying dynamical structure of the data at hand, is non-trivial. Nevertheless, ability to computationally infer statistical prima facie evidence of causal dependence may yield a far more discriminative tool for data analysis compared to the calculation of simple correlations. In the present work, we present a new non-parametric test of Granger causality for quantized or symbolic data streams generated by ergodic stationary sources. In contrast to state-of-art binary tests, our approach makes precise and computes the degree of causal dependence between data streams, without making any restrictive assumptions, linearity or otherwise. Additionally, without any a priori imposition of specific dynamical structure, we infer explicit generative models of causal cross-dependence, which may be then used for prediction. These explicit models are represented as generalized probabilistic automata, referred to crossed automata, and are shown to be sufficient to capture a fairly general class of causal dependence. The proposed algorithms are computationally efficient in the PAC sense; $i.e.$, we find good models of cross-dependence with high probability, with polynomial run-times and sample complexities. The theoretical results are applied to weekly search-frequency data from Google Trends API for a chosen set of socially "charged" keywords. The causality network inferred from this dataset reveals, quite expectedly, the causal importance of certain keywords. It is also illustrated that correlation analysis fails to gather such insight.
[ "Ishanu Chattopadhyay", "['Ishanu Chattopadhyay']" ]
stat.ML cs.LG math.ST stat.TH
null
1406.6720
null
null
http://arxiv.org/pdf/1406.6720v1
2014-06-25T22:01:56Z
2014-06-25T22:01:56Z
Mass-Univariate Hypothesis Testing on MEEG Data using Cross-Validation
Recent advances in statistical theory, together with advances in the computational power of computers, provide alternative methods to do mass-univariate hypothesis testing in which a large number of univariate tests, can be properly used to compare MEEG data at a large number of time-frequency points and scalp locations. One of the major problematic aspects of this kind of mass-univariate analysis is due to high number of accomplished hypothesis tests. Hence procedures that remove or alleviate the increased probability of false discoveries are crucial for this type of analysis. Here, I propose a new method for mass-univariate analysis of MEEG data based on cross-validation scheme. In this method, I suggest a hierarchical classification procedure under k-fold cross-validation to detect which sensors at which time-bin and which frequency-bin contributes in discriminating between two different stimuli or tasks. To achieve this goal, a new feature extraction method based on the discrete cosine transform (DCT) employed to get maximum advantage of all three data dimensions. Employing cross-validation and hierarchy architecture alongside the DCT feature space makes this method more reliable and at the same time enough sensitive to detect the narrow effects in brain activities.
[ "Seyed Mostafa Kia", "['Seyed Mostafa Kia']" ]
cs.LG stat.ML
null
1406.6812
null
null
http://arxiv.org/pdf/1406.6812v1
2014-06-26T08:57:05Z
2014-06-26T08:57:05Z
Online learning in MDPs with side information
We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an episodic structure, where each episode corresponds to a patient/customer. Our objective is to compete with the optimal dynamic policy that can take side information into account. We propose a computationally efficient algorithm and show that its regret is at most $O(\sqrt{T})$, where $T$ is the number of rounds. To best of our knowledge, this is the first regret bound for this setting.
[ "['Yasin Abbasi-Yadkori' 'Gergely Neu']", "Yasin Abbasi-Yadkori and Gergely Neu" ]
cs.LG cs.CV cs.NE
null
1406.6909
null
null
http://arxiv.org/pdf/1406.6909v2
2015-06-19T11:43:36Z
2014-06-26T15:07:14Z
Discriminative Unsupervised Feature Learning with Exemplar Convolutional Neural Networks
Deep convolutional networks have proven to be very successful in learning task specific features that allow for unprecedented performance on various computer vision tasks. Training of such networks follows mostly the supervised learning paradigm, where sufficiently many input-output pairs are required for training. Acquisition of large training sets is one of the key challenges, when approaching a new task. In this paper, we aim for generic feature learning and present an approach for training a convolutional network using only unlabeled data. To this end, we train the network to discriminate between a set of surrogate classes. Each surrogate class is formed by applying a variety of transformations to a randomly sampled 'seed' image patch. In contrast to supervised network training, the resulting feature representation is not class specific. It rather provides robustness to the transformations that have been applied during training. This generic feature representation allows for classification results that outperform the state of the art for unsupervised learning on several popular datasets (STL-10, CIFAR-10, Caltech-101, Caltech-256). While such generic features cannot compete with class specific features from supervised training on a classification task, we show that they are advantageous on geometric matching problems, where they also outperform the SIFT descriptor.
[ "Alexey Dosovitskiy, Philipp Fischer, Jost Tobias Springenberg, Martin\n Riedmiller and Thomas Brox", "['Alexey Dosovitskiy' 'Philipp Fischer' 'Jost Tobias Springenberg'\n 'Martin Riedmiller' 'Thomas Brox']" ]
cs.IT cs.LG math.IT
null
1406.7002
null
null
http://arxiv.org/pdf/1406.7002v1
2014-06-24T09:09:29Z
2014-06-24T09:09:29Z
A Concise Information-Theoretic Derivation of the Baum-Welch algorithm
We derive the Baum-Welch algorithm for hidden Markov models (HMMs) through an information-theoretical approach using cross-entropy instead of the Lagrange multiplier approach which is universal in machine learning literature. The proposed approach provides a more concise derivation of the Baum-Welch method and naturally generalizes to multiple observations.
[ "['Alireza Nejati' 'Charles Unsworth']", "Alireza Nejati, Charles Unsworth" ]
cs.GT cs.LG
null
1406.7157
null
null
http://arxiv.org/pdf/1406.7157v3
2015-06-17T15:18:31Z
2014-06-27T11:59:47Z
An Incentive Compatible Multi-Armed-Bandit Crowdsourcing Mechanism with Quality Assurance
Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed qualities and their costs are private. The problem is to select for each task an optimal subset of workers so that the outcome obtained from the selected workers guarantees a target accuracy level. The problem is a challenging one even in a non strategic setting since the accuracy of aggregated label depends on unknown qualities. We develop a novel multi-armed bandit (MAB) mechanism for solving this problem. First, we propose a framework, Assured Accuracy Bandit (AAB), which leads to an MAB algorithm, Constrained Confidence Bound for a Non Strategic setting (CCB-NS). We derive an upper bound on the number of time steps the algorithm chooses a sub-optimal set that depends on the target accuracy level and true qualities. A more challenging situation arises when the requester not only has to learn the qualities of the workers but also elicit their true costs. We modify the CCB-NS algorithm to obtain an adaptive exploration separated algorithm which we call { \em Constrained Confidence Bound for a Strategic setting (CCB-S)}. CCB-S algorithm produces an ex-post monotone allocation rule and thus can be transformed into an ex-post incentive compatible and ex-post individually rational mechanism that learns the qualities of the workers and guarantees a given target accuracy level in a cost optimal way. We provide a lower bound on the number of times any algorithm should select a sub-optimal set and we see that the lower bound matches our upper bound upto a constant factor. We provide insights on the practical implementation of this framework through an illustrative example and we show the efficacy of our algorithms through simulations.
[ "['Shweta Jain' 'Sujit Gujar' 'Satyanath Bhat' 'Onno Zoeter' 'Y. Narahari']", "Shweta Jain, Sujit Gujar, Satyanath Bhat, Onno Zoeter, Y. Narahari" ]
q-bio.PE cs.LG stat.ML
null
1406.7250
null
null
http://arxiv.org/pdf/1406.7250v3
2015-01-06T22:05:57Z
2014-06-27T18:01:20Z
Reconstructing subclonal composition and evolution from whole genome sequencing of tumors
Tumors often contain multiple subpopulations of cancerous cells defined by distinct somatic mutations. We describe a new method, PhyloWGS, that can be applied to WGS data from one or more tumor samples to reconstruct complete genotypes of these subpopulations based on variant allele frequencies (VAFs) of point mutations and population frequencies of structural variations. We introduce a principled phylogenic correction for VAFs in loci affected by copy number alterations and we show that this correction greatly improves subclonal reconstruction compared to existing methods.
[ "['Amit G. Deshwar' 'Shankar Vembu' 'Christina K. Yung' 'Gun Ho Jang'\n 'Lincoln Stein' 'Quaid Morris']", "Amit G. Deshwar, Shankar Vembu, Christina K. Yung, Gun Ho Jang,\n Lincoln Stein, Quaid Morris" ]
cs.CL cs.LG
null
1406.7314
null
null
http://arxiv.org/pdf/1406.7314v1
2014-06-27T20:56:00Z
2014-06-27T20:56:00Z
On the Use of Different Feature Extraction Methods for Linear and Non Linear kernels
The speech feature extraction has been a key focus in robust speech recognition research; it significantly affects the recognition performance. In this paper, we first study a set of different features extraction methods such as linear predictive coding (LPC), mel frequency cepstral coefficient (MFCC) and perceptual linear prediction (PLP) with several features normalization techniques like rasta filtering and cepstral mean subtraction (CMS). Based on this, a comparative evaluation of these features is performed on the task of text independent speaker identification using a combination between gaussian mixture models (GMM) and linear and non-linear kernels based on support vector machine (SVM).
[ "Imen Trabelsi and Dorra Ben Ayed", "['Imen Trabelsi' 'Dorra Ben Ayed']" ]
cs.LG q-fin.ST
null
1406.7330
null
null
http://arxiv.org/pdf/1406.7330v1
2014-06-27T22:34:47Z
2014-06-27T22:34:47Z
Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization
We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified latent space model to characterize the "co-movements" between stock prices and news articles. Unlike many existing approaches, our new model is able to simultaneously leverage the correlations: (a) among stock prices, (b) among news articles, and (c) between stock prices and news articles. Thus, our model is able to make daily predictions on more than 500 stocks (most of which are not even mentioned in any news article) while having low complexity. We carry out extensive backtesting on trading strategies based on our algorithm. The result shows that our model has substantially better accuracy rate (55.7%) compared to many widely used algorithms. The return (56%) and Sharpe ratio due to a trading strategy based on our model are also much higher than baseline indices.
[ "['Felix Ming Fai Wong' 'Zhenming Liu' 'Mung Chiang']", "Felix Ming Fai Wong, Zhenming Liu, Mung Chiang" ]
stat.ML cs.LG cs.NE
null
1406.7362
null
null
http://arxiv.org/pdf/1406.7362v1
2014-06-28T06:45:51Z
2014-06-28T06:45:51Z
Exponentially Increasing the Capacity-to-Computation Ratio for Conditional Computation in Deep Learning
Many state-of-the-art results obtained with deep networks are achieved with the largest models that could be trained, and if more computation power was available, we might be able to exploit much larger datasets in order to improve generalization ability. Whereas in learning algorithms such as decision trees the ratio of capacity (e.g., the number of parameters) to computation is very favorable (up to exponentially more parameters than computation), the ratio is essentially 1 for deep neural networks. Conditional computation has been proposed as a way to increase the capacity of a deep neural network without increasing the amount of computation required, by activating some parameters and computation "on-demand", on a per-example basis. In this note, we propose a novel parametrization of weight matrices in neural networks which has the potential to increase up to exponentially the ratio of the number of parameters to computation. The proposed approach is based on turning on some parameters (weight matrices) when specific bit patterns of hidden unit activations are obtained. In order to better control for the overfitting that might result, we propose a parametrization that is tree-structured, where each node of the tree corresponds to a prefix of a sequence of sign bits, or gating units, associated with hidden units.
[ "Kyunghyun Cho and Yoshua Bengio", "['Kyunghyun Cho' 'Yoshua Bengio']" ]