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11,000
Lasso type classifiers with a reject option
stat.ML
We consider the problem of binary classification where one can, for a particular cost, choose not to classify an observation. We present a simple proof for the oracle inequality for the excess risk of structural risk minimizers using a lasso type penalty.
statistics
11,001
Metric Embedding for Nearest Neighbor Classification
stat.ML
The distance metric plays an important role in nearest neighbor (NN) classification. Usually the Euclidean distance metric is assumed or a Mahalanobis distance metric is optimized to improve the NN performance. In this paper, we study the problem of embedding arbitrary metric spaces into a Euclidean space with the goal...
statistics
11,002
Degenerating families of dendrograms
stat.ML
Dendrograms used in data analysis are ultrametric spaces, hence objects of nonarchimedean geometry. It is known that there exist $p$-adic representation of dendrograms. Completed by a point at infinity, they can be viewed as subtrees of the Bruhat-Tits tree associated to the $p$-adic projective line. The implications a...
statistics
11,003
Families of dendrograms
stat.ML
A conceptual framework for cluster analysis from the viewpoint of p-adic geometry is introduced by describing the space of all dendrograms for n datapoints and relating it to the moduli space of p-adic Riemannian spheres with punctures using a method recently applied by Murtagh (2004b). This method embeds a dendrogram ...
statistics
11,004
Online Learning in Discrete Hidden Markov Models
stat.ML
We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalisation error we draw learning curves in simplified situations. The performance for learning drifting concep...
statistics
11,005
Supervised Machine Learning with a Novel Kernel Density Estimator
stat.ML
In recent years, kernel density estimation has been exploited by computer scientists to model machine learning problems. The kernel density estimation based approaches are of interest due to the low time complexity of either O(n) or O(n*log(n)) for constructing a classifier, where n is the number of sampling instances....
statistics
11,006
Bayesian Classification and Regression with High Dimensional Features
stat.ML
This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional measurements are available, for example, gene expression data produced by microarr...
statistics
11,007
Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains
stat.ML
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated an...
statistics
11,008
The nested Chinese restaurant process and Bayesian nonparametric inference of topic hierarchies
stat.ML
We present the nested Chinese restaurant process (nCRP), a stochastic process which assigns probability distributions to infinitely-deep, infinitely-branching trees. We show how this stochastic process can be used as a prior distribution in a Bayesian nonparametric model of document collections. Specifically, we presen...
statistics
11,009
Probabilistic coherence and proper scoring rules
stat.ML
We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem appears to be new but is closely related to results achieved by other investigators.
statistics
11,010
Bayesian Online Changepoint Detection
stat.ML
Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While frequentist methods have yielded online filtering and prediction techniques, mos...
statistics
11,011
Variable importance in binary regression trees and forests
stat.ML
We characterize and study variable importance (VIMP) and pairwise variable associations in binary regression trees. A key component involves the node mean squared error for a quantity we refer to as a maximal subtree. The theory naturally extends from single trees to ensembles of trees and applies to methods like rando...
statistics
11,012
Pac-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning
stat.ML
This monograph deals with adaptive supervised classification, using tools borrowed from statistical mechanics and information theory, stemming from the PACBayesian approach pioneered by David McAllester and applied to a conception of statistical learning theory forged by Vladimir Vapnik. Using convex analysis on the se...
statistics
11,013
Classification Constrained Dimensionality Reduction
stat.ML
Dimensionality reduction is a topic of recent interest. In this paper, we present the classification constrained dimensionality reduction (CCDR) algorithm to account for label information. The algorithm can account for multiple classes as well as the semi-supervised setting. We present an out-of-sample expressions for ...
statistics
11,014
Component models for large networks
stat.ML
Being among the easiest ways to find meaningful structure from discrete data, Latent Dirichlet Allocation (LDA) and related component models have been applied widely. They are simple, computationally fast and scalable, interpretable, and admit nonparametric priors. In the currently popular field of network modeling, re...
statistics
11,015
Testing for Homogeneity with Kernel Fisher Discriminant Analysis
stat.ML
We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed. Finally, experimental evidence of the performance of the proposed approach on both ar...
statistics
11,016
On the underestimation of model uncertainty by Bayesian K-nearest neighbors
stat.ML
When using the K-nearest neighbors method, one often ignores uncertainty in the choice of K. To account for such uncertainty, Holmes and Adams (2002) proposed a Bayesian framework for K-nearest neighbors (KNN). Their Bayesian KNN (BKNN) approach uses a pseudo-likelihood function, and standard Markov chain Monte Carlo (...
statistics
11,017
Information Preserving Component Analysis: Data Projections for Flow Cytometry Analysis
stat.ML
Flow cytometry is often used to characterize the malignant cells in leukemia and lymphoma patients, traced to the level of the individual cell. Typically, flow cytometric data analysis is performed through a series of 2-dimensional projections onto the axes of the data set. Through the years, clinicians have determined...
statistics
11,018
Random projection trees for vector quantization
stat.ML
A simple and computationally efficient scheme for tree-structured vector quantization is presented. Unlike previous methods, its quantization error depends only on the intrinsic dimension of the data distribution, rather than the apparent dimension of the space in which the data happen to lie.
statistics
11,019
Manifold Learning: The Price of Normalization
stat.ML
We analyze the performance of a class of manifold-learning algorithms that find their output by minimizing a quadratic form under some normalization constraints. This class consists of Locally Linear Embedding (LLE), Laplacian Eigenmap, Local Tangent Space Alignment (LTSA), Hessian Eigenmaps (HLLE), and Diffusion maps....
statistics
11,020
Local Procrustes for Manifold Embedding: A Measure of Embedding Quality and Embedding Algorithms
stat.ML
We present the Procrustes measure, a novel measure based on Procrustes rotation that enables quantitative comparison of the output of manifold-based embedding algorithms (such as LLE (Roweis and Saul, 2000) and Isomap (Tenenbaum et al, 2000)). The measure also serves as a natural tool when choosing dimension-reduction ...
statistics
11,021
Supervised functional classification: A theoretical remark and some comparisons
stat.ML
The problem of supervised classification (or discrimination) with functional data is considered, with a special interest on the popular k-nearest neighbors (k-NN) classifier. First, relying on a recent result by Cerou and Guyader (2006), we prove the consistency of the k-NN classifier for functional data whose distribu...
statistics
11,022
High-dimensional additive modeling
stat.ML
We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a computationally efficient algorithm, with provable numerical convergence properties, fo...
statistics
11,023
LLE with low-dimensional neighborhood representation
stat.ML
The local linear embedding algorithm (LLE) is a non-linear dimension-reducing technique, widely used due to its computational simplicity and intuitive approach. LLE first linearly reconstructs each input point from its nearest neighbors and then preserves these neighborhood relations in the low-dimensional embedding. W...
statistics
11,024
Persistent Clustering and a Theorem of J. Kleinberg
stat.ML
We construct a framework for studying clustering algorithms, which includes two key ideas: persistence and functoriality. The first encodes the idea that the output of a clustering scheme should carry a multiresolution structure, the second the idea that one should be able to compare the results of clustering algorithm...
statistics
11,025
Decomposable Principal Component Analysis
stat.ML
We consider principal component analysis (PCA) in decomposable Gaussian graphical models. We exploit the prior information in these models in order to distribute its computation. For this purpose, we reformulate the problem in the sparse inverse covariance (concentration) domain and solve the global eigenvalue problem ...
statistics
11,026
Large Scale Variational Inference and Experimental Design for Sparse Generalized Linear Models
stat.ML
Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or super-resolution, can be addressed by maximizing the posterior distribution of a sparse linear model (SLM). We show how higher-order Bayesian decision-making problems, such as optimizing imag...
statistics
11,027
Online Coordinate Boosting
stat.ML
We present a new online boosting algorithm for adapting the weights of a boosted classifier, which yields a closer approximation to Freund and Schapire's AdaBoost algorithm than previous online boosting algorithms. We also contribute a new way of deriving the online algorithm that ties together previous online boosting...
statistics
11,028
A non-negative expansion for small Jensen-Shannon Divergences
stat.ML
In this report, we derive a non-negative series expansion for the Jensen-Shannon divergence (JSD) between two probability distributions. This series expansion is shown to be useful for numerical calculations of the JSD, when the probability distributions are nearly equal, and for which, consequently, small numerical er...
statistics
11,029
Improved Estimation of High-dimensional Ising Models
stat.ML
We consider the problem of jointly estimating the parameters as well as the structure of binary valued Markov Random Fields, in contrast to earlier work that focus on one of the two problems. We formulate the problem as a maximization of $\ell_1$-regularized surrogate likelihood that allows us to find a sparse solution...
statistics
11,030
Kernel Regression by Mode Calculation of the Conditional Probability Distribution
stat.ML
The most direct way to express arbitrary dependencies in datasets is to estimate the joint distribution and to apply afterwards the argmax-function to obtain the mode of the corresponding conditional distribution. This method is in practice difficult, because it requires a global optimization of a complicated function,...
statistics
11,031
Entropy inference and the James-Stein estimator, with application to nonlinear gene association networks
stat.ML
We present a procedure for effective estimation of entropy and mutual information from small-sample data, and apply it to the problem of inferring high-dimensional gene association networks. Specifically, we develop a James-Stein-type shrinkage estimator, resulting in a procedure that is highly efficient statistically ...
statistics
11,032
Random Forests: some methodological insights
stat.ML
This paper examines from an experimental perspective random forests, the increasingly used statistical method for classification and regression problems introduced by Leo Breiman in 2001. It first aims at confirming, known but sparse, advice for using random forests and at proposing some complementary remarks for both ...
statistics
11,033
An information-theoretic derivation of min-cut based clustering
stat.ML
Min-cut clustering, based on minimizing one of two heuristic cost-functions proposed by Shi and Malik, has spawned tremendous research, both analytic and algorithmic, in the graph partitioning and image segmentation communities over the last decade. It is however unclear if these heuristics can be derived from a more g...
statistics
11,034
Missing Data using Decision Forest and Computational Intelligence
stat.ML
Autoencoder neural network is implemented to estimate the missing data. Genetic algorithm is implemented for network optimization and estimating the missing data. Missing data is treated as Missing At Random mechanism by implementing maximum likelihood algorithm. The network performance is determined by calculating the...
statistics
11,035
Prediction with Restricted Resources and Finite Automata
stat.ML
We obtain an index of the complexity of a random sequence by allowing the role of the measure in classical probability theory to be played by a function we call the generating mechanism. Typically, this generating mechanism will be a finite automata. We generate a set of biased sequences by applying a finite state auto...
statistics
11,036
On the Geometry of Discrete Exponential Families with Application to Exponential Random Graph Models
stat.ML
There has been an explosion of interest in statistical models for analyzing network data, and considerable interest in the class of exponential random graph (ERG) models, especially in connection with difficulties in computing maximum likelihood estimates. The issues associated with these difficulties relate to the bro...
statistics
11,037
Reconstruction of Epsilon-Machines in Predictive Frameworks and Decisional States
stat.ML
This article introduces both a new algorithm for reconstructing epsilon-machines from data, as well as the decisional states. These are defined as the internal states of a system that lead to the same decision, based on a user-provided utility or pay-off function. The utility function encodes some a priori knowledge ex...
statistics
11,038
Lanczos Approximations for the Speedup of Kernel Partial Least Squares Regression
stat.ML
The runtime for Kernel Partial Least Squares (KPLS) to compute the fit is quadratic in the number of examples. However, the necessity of obtaining sensitivity measures as degrees of freedom for model selection or confidence intervals for more detailed analysis requires cubic runtime, and thus constitutes a computationa...
statistics
11,039
Escaping the curse of dimensionality with a tree-based regressor
stat.ML
We present the first tree-based regressor whose convergence rate depends only on the intrinsic dimension of the data, namely its Assouad dimension. The regressor uses the RPtree partitioning procedure, a simple randomized variant of k-d trees.
statistics
11,040
The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs
stat.ML
Recent methods for estimating sparse undirected graphs for real-valued data in high dimensional problems rely heavily on the assumption of normality. We show how to use a semiparametric Gaussian copula--or "nonparanormal"--for high dimensional inference. Just as additive models extend linear models by replacing linear ...
statistics
11,041
Finding Exogenous Variables in Data with Many More Variables than Observations
stat.ML
Many statistical methods have been proposed to estimate causal models in classical situations with fewer variables than observations (p<n, p: the number of variables and n: the number of observations). However, modern datasets including gene expression data need high-dimensional causal modeling in challenging situation...
statistics
11,042
Structured Variable Selection with Sparsity-Inducing Norms
stat.ML
We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual $\ell_1$-norm and the group $\ell_1$-norm by allowing the subsets to overlap. T...
statistics
11,043
Supplementary material for Markov equivalence for ancestral graphs
stat.ML
We prove that the criterion for Markov equivalence provided by Zhao et al. (2005) may involve a set of features of a graph that is exponential in the number of vertices.
statistics
11,044
A more robust boosting algorithm
stat.ML
We present a new boosting algorithm, motivated by the large margins theory for boosting. We give experimental evidence that the new algorithm is significantly more robust against label noise than existing boosting algorithm.
statistics
11,045
Forest Garrote
stat.ML
Variable selection for high-dimensional linear models has received a lot of attention lately, mostly in the context of l1-regularization. Part of the attraction is the variable selection effect: parsimonious models are obtained, which are very suitable for interpretation. In terms of predictive power, however, these re...
statistics
11,046
The Feature Importance Ranking Measure
stat.ML
Most accurate predictions are typically obtained by learning machines with complex feature spaces (as e.g. induced by kernels). Unfortunately, such decision rules are hardly accessible to humans and cannot easily be used to gain insights about the application domain. Therefore, one often resorts to linear models in com...
statistics
11,047
KNIFE: Kernel Iterative Feature Extraction
stat.ML
Selecting important features in non-linear or kernel spaces is a difficult challenge in both classification and regression problems. When many of the features are irrelevant, kernel methods such as the support vector machine and kernel ridge regression can sometimes perform poorly. We propose weighting the features wit...
statistics
11,048
Bayesian Agglomerative Clustering with Coalescents
stat.ML
We introduce a new Bayesian model for hierarchical clustering based on a prior over trees called Kingman's coalescent. We develop novel greedy and sequential Monte Carlo inferences which operate in a bottom-up agglomerative fashion. We show experimentally the superiority of our algorithms over others, and demonstrate o...
statistics
11,049
Visualizing Topics with Multi-Word Expressions
stat.ML
We describe a new method for visualizing topics, the distributions over terms that are automatically extracted from large text corpora using latent variable models. Our method finds significant $n$-grams related to a topic, which are then used to help understand and interpret the underlying distribution. Compared with ...
statistics
11,050
Sparsistent Estimation of Time-Varying Discrete Markov Random Fields
stat.ML
Network models have been popular for modeling and representing complex relationships and dependencies between observed variables. When data comes from a dynamic stochastic process, a single static network model cannot adequately capture transient dependencies, such as, gene regulatory dependencies throughout a developm...
statistics
11,051
Empirical Bernstein Bounds and Sample Variance Penalization
stat.ML
We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functionswhose growth function is polynomial in the sample size n. The bounds lead us to consider sample variance penalization, a nov...
statistics
11,052
Mean-Field Theory of Meta-Learning
stat.ML
We discuss here the mean-field theory for a cellular automata model of meta-learning. The meta-learning is the process of combining outcomes of individual learning procedures in order to determine the final decision with higher accuracy than any single learning method. Our method is constructed from an ensemble of inte...
statistics
11,053
How the initialization affects the stability of the k-means algorithm
stat.ML
We investigate the role of the initialization for the stability of the k-means clustering algorithm. As opposed to other papers, we consider the actual k-means algorithm and do not ignore its property of getting stuck in local optima. We are interested in the actual clustering, not only in the costs of the solution. We...
statistics
11,054
Classification by Set Cover: The Prototype Vector Machine
stat.ML
We introduce a new nearest-prototype classifier, the prototype vector machine (PVM). It arises from a combinatorial optimization problem which we cast as a variant of the set cover problem. We propose two algorithms for approximating its solution. The PVM selects a relatively small number of representative points which...
statistics
11,055
Convex Multiview Fisher Discriminant Analysis
stat.ML
Section 1.3 was incorrect, and 2.1 will be removed from further submissions. A rewritten version will be posted in the future.
statistics
11,056
Relative Expected Improvement in Kriging Based Optimization
stat.ML
We propose an extension of the concept of Expected Improvement criterion commonly used in Kriging based optimization. We extend it for more complex Kriging models, e.g. models using derivatives. The target field of application are CFD problems, where objective function are extremely expensive to evaluate, but the theor...
statistics
11,057
Learning Bayesian Networks with the bnlearn R Package
stat.ML
bnlearn is an R package which includes several algorithms for learning the structure of Bayesian networks with either discrete or continuous variables. Both constraint-based and score-based algorithms are implemented, and can use the functionality provided by the snow package to improve their performance via parallel c...
statistics
11,058
Kernels for Measures Defined on the Gram Matrix of their Support
stat.ML
We present in this work a new family of kernels to compare positive measures on arbitrary spaces $\Xcal$ endowed with a positive kernel $\kappa$, which translates naturally into kernels between histograms or clouds of points. We first cover the case where $\Xcal$ is Euclidian, and focus on kernels which take into accou...
statistics
11,059
Structured Sparse Principal Component Analysis
stat.ML
We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is based on a structured regularization recently introduced by [1]. While classical spa...
statistics
11,060
Telling cause from effect based on high-dimensional observations
stat.ML
We describe a method for inferring linear causal relations among multi-dimensional variables. The idea is to use an asymmetry between the distributions of cause and effect that occurs if both the covariance matrix of the cause and the structure matrix mapping cause to the effect are independently chosen. The method wor...
statistics
11,061
Initialization Free Graph Based Clustering
stat.ML
This paper proposes an original approach to cluster multi-component data sets, including an estimation of the number of clusters. From the construction of a minimal spanning tree with Prim's algorithm, and the assumption that the vertices are approximately distributed according to a Poisson distribution, the number of ...
statistics
11,062
Dirichlet Process Mixtures of Generalized Linear Models
stat.ML
We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean fu...
statistics
11,063
Laplacian Support Vector Machines Trained in the Primal
stat.ML
In the last few years, due to the growing ubiquity of unlabeled data, much effort has been spent by the machine learning community to develop better understanding and improve the quality of classifiers exploiting unlabeled data. Following the manifold regularization approach, Laplacian Support Vector Machines (LapSVMs)...
statistics
11,064
Expectation Propagation on the Maximum of Correlated Normal Variables
stat.ML
Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian variables and the first two posterior moments of the two generating variables (corre...
statistics
11,065
Functional learning through kernels
stat.ML
This paper reviews the functional aspects of statistical learning theory. The main point under consideration is the nature of the hypothesis set when no prior information is available but data. Within this framework we first discuss about the hypothesis set: it is a vectorial space, it is a set of pointwise defined fun...
statistics
11,066
Sparsification and feature selection by compressive linear regression
stat.ML
The Minimum Description Length (MDL) principle states that the optimal model for a given data set is that which compresses it best. Due to practial limitations the model can be restricted to a class such as linear regression models, which we address in this study. As in other formulations such as the LASSO and forward ...
statistics
11,067
Distinguishing Cause and Effect via Second Order Exponential Models
stat.ML
We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a family of smooth densities and conditional densities by second order exponential mo...
statistics
11,068
Causal Inference on Discrete Data using Additive Noise Models
stat.ML
Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of continuous variables. In many situations, however, the variables of interest are discre...
statistics
11,069
How slow is slow? SFA detects signals that are slower than the driving force
stat.ML
Slow feature analysis (SFA) is a method for extracting slowly varying driving forces from quickly varying nonstationary time series. We show here that it is possible for SFA to detect a component which is even slower than the driving force itself (e.g. the envelope of a modulated sine wave). It is shown that it depends...
statistics
11,070
Sparse Convolved Multiple Output Gaussian Processes
stat.ML
Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes perspective, the problem reduces to specifying an appropriate covariance function tha...
statistics
11,071
Positive Definite Kernels in Machine Learning
stat.ML
This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as reproducing kernel Hibert spaces, the natural extension of the set of functions $\{k(x...
statistics
11,072
Under-determined reverberant audio source separation using a full-rank spatial covariance model
stat.ML
This article addresses the modeling of reverberant recording environments in the context of under-determined convolutive blind source separation. We model the contribution of each source to all mixture channels in the time-frequency domain as a zero-mean Gaussian random variable whose covariance encodes the spatial cha...
statistics
11,073
Hyper-sparse optimal aggregation
stat.ML
In this paper, we consider the problem of "hyper-sparse aggregation". Namely, given a dictionary $F = \{f_1, ..., f_M \}$ of functions, we look for an optimal aggregation algorithm that writes $\tilde f = \sum_{j=1}^M \theta_j f_j$ with as many zero coefficients $\theta_j$ as possible. This problem is of particular int...
statistics
11,074
Multi-Way, Multi-View Learning
stat.ML
We extend multi-way, multivariate ANOVA-type analysis to cases where one covariate is the view, with features of each view coming from different, high-dimensional domains. The different views are assumed to be connected by having paired samples; this is a common setup in recent bioinformatics experiments, of which we a...
statistics
11,075
Variational Inducing Kernels for Sparse Convolved Multiple Output Gaussian Processes
stat.ML
Interest in multioutput kernel methods is increasing, whether under the guise of multitask learning, multisensor networks or structured output data. From the Gaussian process perspective a multioutput Mercer kernel is a covariance function over correlated output functions. One way of constructing such kernels is based ...
statistics
11,076
Composite Binary Losses
stat.ML
We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise when margin losses can be proper composite losses, explicitly show how to determ...
statistics
11,077
A Geometric Proof of Calibration
stat.ML
We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes. Second, it is short and simple and it follows from a direct application of Blackwell's approachability theorem to carefully chosen vector-valued payoff function and ...
statistics
11,078
Learning the Structure of Deep Sparse Graphical Models
stat.ML
Deep belief networks are a powerful way to model complex probability distributions. However, learning the structure of a belief network, particularly one with hidden units, is difficult. The Indian buffet process has been used as a nonparametric Bayesian prior on the directed structure of a belief network with a single...
statistics
11,079
Forest Density Estimation
stat.ML
We study graph estimation and density estimation in high dimensions, using a family of density estimators based on forest structured undirected graphical models. For density estimation, we do not assume the true distribution corresponds to a forest; rather, we form kernel density estimates of the bivariate and univaria...
statistics
11,080
Probabilistic Recovery of Multiple Subspaces in Point Clouds by Geometric lp Minimization
stat.ML
We assume data independently sampled from a mixture distribution on the unit ball of the D-dimensional Euclidean space with K+1 components: the first component is a uniform distribution on that ball representing outliers and the other K components are uniform distributions along K d-dimensional linear subspaces restric...
statistics
11,081
Robust Independent Component Analysis by Iterative Maximization of the Kurtosis Contrast with Algebraic Optimal Step Size
stat.ML
Independent component analysis (ICA) aims at decomposing an observed random vector into statistically independent variables. Deflation-based implementations, such as the popular one-unit FastICA algorithm and its variants, extract the independent components one after another. A novel method for deflationary ICA, referr...
statistics
11,082
Security Analysis of Online Centroid Anomaly Detection
stat.ML
Security issues are crucial in a number of machine learning applications, especially in scenarios dealing with human activity rather than natural phenomena (e.g., information ranking, spam detection, malware detection, etc.). It is to be expected in such cases that learning algorithms will have to deal with manipulated...
statistics
11,083
Supervised Topic Models
stat.ML
We introduce supervised latent Dirichlet allocation (sLDA), a statistical model of labelled documents. The model accommodates a variety of response types. We derive an approximate maximum-likelihood procedure for parameter estimation, which relies on variational methods to handle intractable posterior expectations. Pre...
statistics
11,084
Optimal Allocation Strategies for the Dark Pool Problem
stat.ML
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial sce...
statistics
11,085
Linear Time Feature Selection for Regularized Least-Squares
stat.ML
We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call greedy RLS, starts from the empty feature set, and on each iteration adds the feat...
statistics
11,086
On the Schoenberg Transformations in Data Analysis: Theory and Illustrations
stat.ML
The class of Schoenberg transformations, embedding Euclidean distances into higher dimensional Euclidean spaces, is presented, and derived from theorems on positive definite and conditionally negative definite matrices. Original results on the arc lengths, angles and curvature of the transformations are proposed, and v...
statistics
11,087
Visualization of Manifold-Valued Elements by Multidimensional Scaling
stat.ML
The present contribution suggests the use of a multidimensional scaling (MDS) algorithm as a visualization tool for manifold-valued elements. A visualization tool of this kind is useful in signal processing and machine learning whenever learning/adaptation algorithms insist on high-dimensional parameter manifolds.
statistics
11,088
Strong Consistency of Prototype Based Clustering in Probabilistic Space
stat.ML
In this paper we formulate in general terms an approach to prove strong consistency of the Empirical Risk Minimisation inductive principle applied to the prototype or distance based clustering. This approach was motivated by the Divisive Information-Theoretic Feature Clustering model in probabilistic space with Kullbac...
statistics
11,089
Sparse Linear Identifiable Multivariate Modeling
stat.ML
In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully Bayesian hierarchy for ...
statistics
11,090
Training linear ranking SVMs in linearithmic time using red-black trees
stat.ML
We introduce an efficient method for training the linear ranking support vector machine. The method combines cutting plane optimization with red-black tree based approach to subgradient calculations, and has O(m*s+m*log(m)) time complexity, where m is the number of training examples, and s the average number of non-zer...
statistics
11,091
Improving the Johnson-Lindenstrauss Lemma
stat.ML
The Johnson-Lindenstrauss Lemma allows for the projection of $n$ points in $p-$dimensional Euclidean space onto a $k-$dimensional Euclidean space, with $k \ge \frac{24\ln \emph{n}}{3\epsilon^2-2\epsilon^3}$, so that the pairwise distances are preserved within a factor of $1\pm\epsilon$. Here, working directly with the ...
statistics
11,092
Refinements of Universal Approximation Results for Deep Belief Networks and Restricted Boltzmann Machines
stat.ML
We improve recently published results about resources of Restricted Boltzmann Machines (RBM) and Deep Belief Networks (DBN) required to make them Universal Approximators. We show that any distribution p on the set of binary vectors of length n can be arbitrarily well approximated by an RBM with k-1 hidden units, where ...
statistics
11,093
Stability Approach to Regularization Selection (StARS) for High Dimensional Graphical Models
stat.ML
A challenging problem in estimating high-dimensional graphical models is to choose the regularization parameter in a data-dependent way. The standard techniques include $K$-fold cross-validation ($K$-CV), Akaike information criterion (AIC), and Bayesian information criterion (BIC). Though these methods work well for lo...
statistics
11,094
Gaussian Mixture Modeling with Gaussian Process Latent Variable Models
stat.ML
Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristics of the data. Recently, the Gaussian Process Latent Variable Model (GPLVM) has successfully been used to find low dimensional manifolds in...
statistics
11,095
Euclidean Distances, soft and spectral Clustering on Weighted Graphs
stat.ML
We define a class of Euclidean distances on weighted graphs, enabling to perform thermodynamic soft graph clustering. The class can be constructed form the "raw coordinates" encountered in spectral clustering, and can be extended by means of higher-dimensional embeddings (Schoenberg transformations). Geographical flow ...
statistics
11,096
Clustering Stability: An Overview
stat.ML
A popular method for selecting the number of clusters is based on stability arguments: one chooses the number of clusters such that the corresponding clustering results are "most stable". In recent years, a series of papers has analyzed the behavior of this method from a theoretical point of view. However, the results ...
statistics
11,097
Directional Statistics on Permutations
stat.ML
Distributions over permutations arise in applications ranging from multi-object tracking to ranking of instances. The difficulty of dealing with these distributions is caused by the size of their domain, which is factorial in the number of considered entities ($n!$). It makes the direct definition of a multinomial dist...
statistics
11,098
Reduced Rank Vector Generalized Linear Models for Feature Extraction
stat.ML
Supervised linear feature extraction can be achieved by fitting a reduced rank multivariate model. This paper studies rank penalized and rank constrained vector generalized linear models. From the perspective of thresholding rules, we build a framework for fitting singular value penalized models and use it for feature ...
statistics
11,099
Support Vector Machines for Additive Models: Consistency and Robustness
stat.ML
Support vector machines (SVMs) are special kernel based methods and belong to the most successful learning methods since more than a decade. SVMs can informally be described as a kind of regularized M-estimators for functions and have demonstrated their usefulness in many complicated real-life problems. During the last...
statistics