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5,200
A kernel-based framework for learning graded relations from data
stat.ML
Driven by a large number of potential applications in areas like bioinformatics, information retrieval and social network analysis, the problem setting of inferring relations between pairs of data objects has recently been investigated quite intensively in the machine learning community. To this end, current approaches...
computer science
5,201
Structure Learning of Probabilistic Graphical Models: A Comprehensive Survey
stat.ML
Probabilistic graphical models combine the graph theory and probability theory to give a multivariate statistical modeling. They provide a unified description of uncertainty using probability and complexity using the graphical model. Especially, graphical models provide the following several useful properties: - Grap...
computer science
5,202
Random Forests for Metric Learning with Implicit Pairwise Position Dependence
stat.ML
Metric learning makes it plausible to learn distances for complex distributions of data from labeled data. However, to date, most metric learning methods are based on a single Mahalanobis metric, which cannot handle heterogeneous data well. Those that learn multiple metrics throughout the space have demonstrated superi...
computer science
5,203
Constrained variable clustering and the best basis problem in functional data analysis
stat.ML
Functional data analysis involves data described by regular functions rather than by a finite number of real valued variables. While some robust data analysis methods can be applied directly to the very high dimensional vectors obtained from a fine grid sampling of functional data, all methods benefit from a prior simp...
computer science
5,204
Clustering Dynamic Web Usage Data
stat.ML
Most classification methods are based on the assumption that data conforms to a stationary distribution. The machine learning domain currently suffers from a lack of classification techniques that are able to detect the occurrence of a change in the underlying data distribution. Ignoring possible changes in the underly...
computer science
5,205
The Interaction of Entropy-Based Discretization and Sample Size: An Empirical Study
stat.ML
An empirical investigation of the interaction of sample size and discretization - in this case the entropy-based method CAIM (Class-Attribute Interdependence Maximization) - was undertaken to evaluate the impact and potential bias introduced into data mining performance metrics due to variation in sample size as it imp...
computer science
5,206
Sparse Reward Processes
cs.LG
We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained during execution of one task has value for the execution of another task. Consequently, the agent is intrinsically motivated to explore its envi...
computer science
5,207
Spike-and-Slab Sparse Coding for Unsupervised Feature Discovery
stat.ML
We consider the problem of using a factor model we call {\em spike-and-slab sparse coding} (S3C) to learn features for a classification task. The S3C model resembles both the spike-and-slab RBM and sparse coding. Since exact inference in this model is intractable, we derive a structured variational inference procedure ...
computer science
5,208
A metric learning perspective of SVM: on the relation of SVM and LMNN
cs.LG
Support Vector Machines, SVMs, and the Large Margin Nearest Neighbor algorithm, LMNN, are two very popular learning algorithms with quite different learning biases. In this paper we bring them into a unified view and show that they have a much stronger relation than what is commonly thought. We analyze SVMs from a metr...
computer science
5,209
On Constrained Spectral Clustering and Its Applications
cs.LG
Constrained clustering has been well-studied for algorithms such as $K$-means and hierarchical clustering. However, how to satisfy many constraints in these algorithmic settings has been shown to be intractable. One alternative to encode many constraints is to use spectral clustering, which remains a developing area. I...
computer science
5,210
Inference in Hidden Markov Models with Explicit State Duration Distributions
stat.ML
In this letter we borrow from the inference techniques developed for unbounded state-cardinality (nonparametric) variants of the HMM and use them to develop a tuning-parameter free, black-box inference procedure for Explicit-state-duration hidden Markov models (EDHMM). EDHMMs are HMMs that have latent states consisting...
computer science
5,211
Fast Reinforcement Learning with Large Action Sets using Error-Correcting Output Codes for MDP Factorization
cs.LG
The use of Reinforcement Learning in real-world scenarios is strongly limited by issues of scale. Most RL learning algorithms are unable to deal with problems composed of hundreds or sometimes even dozens of possible actions, and therefore cannot be applied to many real-world problems. We consider the RL problem in the...
computer science
5,212
A Method of Moments for Mixture Models and Hidden Markov Models
cs.LG
Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics (e.g., the EM algorithm) which are prone to failure, and existing consistent methods ...
computer science
5,213
Multiple Operator-valued Kernel Learning
stat.ML
Positive definite operator-valued kernels generalize the well-known notion of reproducing kernels, and are naturally adapted to multi-output learning situations. This paper addresses the problem of learning a finite linear combination of infinite-dimensional operator-valued kernels which are suitable for extending func...
computer science
5,214
Regret Bounds for Deterministic Gaussian Process Bandits
cs.LG
This paper analyses the problem of Gaussian process (GP) bandits with deterministic observations. The analysis uses a branch and bound algorithm that is related to the UCB algorithm of (Srinivas et al., 2010). For GPs with Gaussian observation noise, with variance strictly greater than zero, (Srinivas et al., 2010) pro...
computer science
5,215
Differential Privacy for Functions and Functional Data
stat.ML
Differential privacy is a framework for privately releasing summaries of a database. Previous work has focused mainly on methods for which the output is a finite dimensional vector, or an element of some discrete set. We develop methods for releasing functions while preserving differential privacy. Specifically, we sho...
computer science
5,216
Robust Metric Learning by Smooth Optimization
cs.LG
Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as users' implicit feedbacks and citations among articles. As a result, these constra...
computer science
5,217
Gaussian Process Topic Models
cs.LG
We introduce Gaussian Process Topic Models (GPTMs), a new family of topic models which can leverage a kernel among documents while extracting correlated topics. GPTMs can be considered a systematic generalization of the Correlated Topic Models (CTMs) using ideas from Gaussian Process (GP) based embedding. Since GPTMs w...
computer science
5,218
Bayesian Rose Trees
cs.LG
Hierarchical structure is ubiquitous in data across many domains. There are many hierarchical clustering methods, frequently used by domain experts, which strive to discover this structure. However, most of these methods limit discoverable hierarchies to those with binary branching structure. This limitation, while com...
computer science
5,219
Super-Samples from Kernel Herding
cs.LG
We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting "kernel herding" algorithm is an infinite memory deterministic process that learns to approximate a PDF with a collection of samples. We show that kernel herding decreases the error of expectations of functions in the Hilbert ...
computer science
5,220
Inferring deterministic causal relations
cs.LG
We consider two variables that are related to each other by an invertible function. While it has previously been shown that the dependence structure of the noise can provide hints to determine which of the two variables is the cause, we presently show that even in the deterministic (noise-free) case, there are asymmetr...
computer science
5,221
Inference-less Density Estimation using Copula Bayesian Networks
cs.LG
We consider learning continuous probabilistic graphical models in the face of missing data. For non-Gaussian models, learning the parameters and structure of such models depends on our ability to perform efficient inference, and can be prohibitive even for relatively modest domains. Recently, we introduced the Copula B...
computer science
5,222
Regularized Maximum Likelihood for Intrinsic Dimension Estimation
cs.LG
We propose a new method for estimating the intrinsic dimension of a dataset by applying the principle of regularized maximum likelihood to the distances between close neighbors. We propose a regularization scheme which is motivated by divergence minimization principles. We derive the estimator by a Poisson process appr...
computer science
5,223
The Hierarchical Dirichlet Process Hidden Semi-Markov Model
cs.LG
There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations....
computer science
5,224
Combining Spatial and Telemetric Features for Learning Animal Movement Models
cs.LG
We introduce a new graphical model for tracking radio-tagged animals and learning their movement patterns. The model provides a principled way to combine radio telemetry data with an arbitrary set of userdefined, spatial features. We describe an efficient stochastic gradient algorithm for fitting model parameters to da...
computer science
5,225
Bayesian exponential family projections for coupled data sources
cs.LG
Exponential family extensions of principal component analysis (EPCA) have received a considerable amount of attention in recent years, demonstrating the growing need for basic modeling tools that do not assume the squared loss or Gaussian distribution. We extend the EPCA model toolbox by presenting the first exponentia...
computer science
5,226
Robust LogitBoost and Adaptive Base Class (ABC) LogitBoost
cs.LG
Logitboost is an influential boosting algorithm for classification. In this paper, we develop robust logitboost to provide an explicit formulation of tree-split criterion for building weak learners (regression trees) for logitboost. This formulation leads to a numerically stable implementation of logitboost. We then pr...
computer science
5,227
Approximating Higher-Order Distances Using Random Projections
cs.LG
We provide a simple method and relevant theoretical analysis for efficiently estimating higher-order lp distances. While the analysis mainly focuses on l4, our methodology extends naturally to p = 6,8,10..., (i.e., when p is even). Distance-based methods are popular in machine learning. In large-scale applications, sto...
computer science
5,228
Negative Tree Reweighted Belief Propagation
cs.LG
We introduce a new class of lower bounds on the log partition function of a Markov random field which makes use of a reversed Jensen's inequality. In particular, our method approximates the intractable distribution using a linear combination of spanning trees with negative weights. This technique is a lower-bound count...
computer science
5,229
Parameter-Free Spectral Kernel Learning
cs.LG
Due to the growing ubiquity of unlabeled data, learning with unlabeled data is attracting increasing attention in machine learning. In this paper, we propose a novel semi-supervised kernel learning method which can seamlessly combine manifold structure of unlabeled data and Regularized Least-Squares (RLS) to learn a ne...
computer science
5,230
Dirichlet Process Mixtures of Generalized Mallows Models
cs.LG
We present a Dirichlet process mixture model over discrete incomplete rankings and study two Gibbs sampling inference techniques for estimating posterior clusterings. The first approach uses a slice sampling subcomponent for estimating cluster parameters. The second approach marginalizes out several cluster parameters ...
computer science
5,231
Parametric Return Density Estimation for Reinforcement Learning
cs.LG
Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or the expected shortfall are sometimes preferred in real applications. Here, we desc...
computer science
5,232
A Family of Computationally Efficient and Simple Estimators for Unnormalized Statistical Models
cs.LG
We introduce a new family of estimators for unnormalized statistical models. Our family of estimators is parameterized by two nonlinear functions and uses a single sample from an auxiliary distribution, generalizing Maximum Likelihood Monte Carlo estimation of Geyer and Thompson (1992). The family is such that we can e...
computer science
5,233
Sparse-posterior Gaussian Processes for general likelihoods
cs.LG
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate GP methods have been proposed that essentially map the large dataset into a sma...
computer science
5,234
A Bayesian Matrix Factorization Model for Relational Data
cs.LG
Relational learning can be used to augment one data source with other correlated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as matrix factorization problems, and propose a hierarchical Bayesian model. Training our Bayesian model using random-walk Metro...
computer science
5,235
Learning networks determined by the ratio of prior and data
cs.LG
Recent reports have described that the equivalent sample size (ESS) in a Dirichlet prior plays an important role in learning Bayesian networks. This paper provides an asymptotic analysis of the marginal likelihood score for a Bayesian network. Results show that the ratio of the ESS and sample size determine the penalty...
computer science
5,236
Online Semi-Supervised Learning on Quantized Graphs
cs.LG
In this paper, we tackle the problem of online semi-supervised learning (SSL). When data arrive in a stream, the dual problems of computation and data storage arise for any SSL method. We propose a fast approximate online SSL algorithm that solves for the harmonic solution on an approximate graph. We show, both empiric...
computer science
5,237
Speeding up the binary Gaussian process classification
stat.ML
Gaussian processes (GP) are attractive building blocks for many probabilistic models. Their drawbacks, however, are the rapidly increasing inference time and memory requirement alongside increasing data. The problem can be alleviated with compactly supported (CS) covariance functions, which produce sparse covariance ma...
computer science
5,238
Learning Structural Changes of Gaussian Graphical Models in Controlled Experiments
cs.LG
Graphical models are widely used in scienti fic and engineering research to represent conditional independence structures between random variables. In many controlled experiments, environmental changes or external stimuli can often alter the conditional dependence between the random variables, and potentially produce s...
computer science
5,239
Source Separation and Higher-Order Causal Analysis of MEG and EEG
cs.LG
Separation of the sources and analysis of their connectivity have been an important topic in EEG/MEG analysis. To solve this problem in an automatic manner, we propose a two-layer model, in which the sources are conditionally uncorrelated from each other, but not independent; the dependence is caused by the causality i...
computer science
5,240
Invariant Gaussian Process Latent Variable Models and Application in Causal Discovery
cs.LG
In nonlinear latent variable models or dynamic models, if we consider the latent variables as confounders (common causes), the noise dependencies imply further relations between the observed variables. Such models are then closely related to causal discovery in the presence of nonlinear confounders, which is a challeng...
computer science
5,241
Semi-Supervised Single- and Multi-Domain Regression with Multi-Domain Training
stat.ML
We address the problems of multi-domain and single-domain regression based on distinct and unpaired labeled training sets for each of the domains and a large unlabeled training set from all domains. We formulate these problems as a Bayesian estimation with partial knowledge of statistical relations. We propose a worst-...
computer science
5,242
A Novel Training Algorithm for HMMs with Partial and Noisy Access to the States
cs.LG
This paper proposes a new estimation algorithm for the parameters of an HMM as to best account for the observed data. In this model, in addition to the observation sequence, we have \emph{partial} and \emph{noisy} access to the hidden state sequence as side information. This access can be seen as "partial labeling" of ...
computer science
5,243
$k$-MLE: A fast algorithm for learning statistical mixture models
cs.LG
We describe $k$-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expec...
computer science
5,244
A Regularization Approach for Prediction of Edges and Node Features in Dynamic Graphs
cs.LG
We consider the two problems of predicting links in a dynamic graph sequence and predicting functions defined at each node of the graph. In many applications, the solution of one problem is useful for solving the other. Indeed, if these functions reflect node features, then they are related through the graph structure....
computer science
5,245
Spectral dimensionality reduction for HMMs
stat.ML
Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a new spectral method which significantly reduces the number of model parameters tha...
computer science
5,246
A Lipschitz Exploration-Exploitation Scheme for Bayesian Optimization
cs.LG
The problem of optimizing unknown costly-to-evaluate functions has been studied for a long time in the context of Bayesian Optimization. Algorithms in this field aim to find the optimizer of the function by asking only a few function evaluations at locations carefully selected based on a posterior model. In this paper,...
computer science
5,247
Distribution-Dependent Sample Complexity of Large Margin Learning
stat.ML
We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the margin-adapted dimension, which is a simple function of the second order statistics of the data distribution, and show distribution-specific upper and lower bounds on...
computer science
5,248
UCB Algorithm for Exponential Distributions
stat.ML
We introduce in this paper a new algorithm for Multi-Armed Bandit (MAB) problems. A machine learning paradigm popular within Cognitive Network related topics (e.g., Spectrum Sensing and Allocation). We focus on the case where the rewards are exponentially distributed, which is common when dealing with Rayleigh fading c...
computer science
5,249
Asymptotic Accuracy of Distribution-Based Estimation for Latent Variables
stat.ML
Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable labels. An asymptotic analysis of the models plays an important role in evaluating t...
computer science
5,250
Efficient Protocols for Distributed Classification and Optimization
cs.LG
In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication required for learning classifiers while allowing for $\eps$ training error on lin...
computer science
5,251
Regret in Online Combinatorial Optimization
cs.LG
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have achieved by picking, in hindsight, the best possible action. Our goal is to unde...
computer science
5,252
Sparse Prediction with the $k$-Support Norm
stat.ML
We derive a novel norm that corresponds to the tightest convex relaxation of sparsity combined with an $\ell_2$ penalty. We show that this new {\em $k$-support norm} provides a tighter relaxation than the elastic net and is thus a good replacement for the Lasso or the elastic net in sparse prediction problems. Through ...
computer science
5,253
Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
cs.LG
Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new options that might give higher payoffs in the future. Although the study of band...
computer science
5,254
Dissimilarity Clustering by Hierarchical Multi-Level Refinement
stat.ML
We introduce in this paper a new way of optimizing the natural extension of the quantization error using in k-means clustering to dissimilarity data. The proposed method is based on hierarchical clustering analysis combined with multi-level heuristic refinement. The method is computationally efficient and achieves bett...
computer science
5,255
A Conjugate Property between Loss Functions and Uncertainty Sets in Classification Problems
stat.ML
In binary classification problems, mainly two approaches have been proposed; one is loss function approach and the other is uncertainty set approach. The loss function approach is applied to major learning algorithms such as support vector machine (SVM) and boosting methods. The loss function represents the penalty of ...
computer science
5,256
A Spectral Algorithm for Latent Dirichlet Allocation
cs.LG
The problem of topic modeling can be seen as a generalization of the clustering problem, in that it posits that observations are generated due to multiple latent factors (e.g., the words in each document are generated as a mixture of several active topics, as opposed to just one). This increased representational power ...
computer science
5,257
Oracle inequalities for computationally adaptive model selection
stat.ML
We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspects of performing model selection, we argue that any practical model selection procedure must not only trade off estimat...
computer science
5,258
Multidimensional Membership Mixture Models
cs.LG
We present the multidimensional membership mixture (M3) models where every dimension of the membership represents an independent mixture model and each data point is generated from the selected mixture components jointly. This is helpful when the data has a certain shared structure. For example, three unique means and ...
computer science
5,259
On the Consistency of AUC Pairwise Optimization
cs.LG
AUC (area under ROC curve) is an important evaluation criterion, which has been popularly used in many learning tasks such as class-imbalance learning, cost-sensitive learning, learning to rank, etc. Many learning approaches try to optimize AUC, while owing to the non-convexity and discontinuousness of AUC, almost all ...
computer science
5,260
Cross-conformal predictors
stat.ML
This note introduces the method of cross-conformal prediction, which is a hybrid of the methods of inductive conformal prediction and cross-validation, and studies its validity and predictive efficiency empirically.
computer science
5,261
Learning Theory Approach to Minimum Error Entropy Criterion
cs.LG
We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in terms of the approximation ability and capacity of the involved hypothesis space w...
computer science
5,262
How to sample if you must: on optimal functional sampling
stat.ML
We examine a fundamental problem that models various active sampling setups, such as network tomography. We analyze sampling of a multivariate normal distribution with an unknown expectation that needs to be estimated: in our setup it is possible to sample the distribution from a given set of linear functionals, and th...
computer science
5,263
Path Integral Control by Reproducing Kernel Hilbert Space Embedding
cs.LG
We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric approach for calculation of an approximate solution to the control problem. This fo...
computer science
5,264
Asymptotic Generalization Bound of Fisher's Linear Discriminant Analysis
stat.ML
Fisher's linear discriminant analysis (FLDA) is an important dimension reduction method in statistical pattern recognition. It has been shown that FLDA is asymptotically Bayes optimal under the homoscedastic Gaussian assumption. However, this classical result has the following two major limitations: 1) it holds only fo...
computer science
5,265
Structured Prediction Cascades
stat.ML
Structured prediction tasks pose a fundamental trade-off between the need for model complexity to increase predictive power and the limited computational resources for inference in the exponentially-sized output spaces such models require. We formulate and develop the Structured Prediction Cascade architecture: a seque...
computer science
5,266
Distance Metric Learning for Kernel Machines
stat.ML
Recent work in metric learning has significantly improved the state-of-the-art in k-nearest neighbor classification. Support vector machines (SVM), particularly with RBF kernels, are amongst the most popular classification algorithms that uses distance metrics to compare examples. This paper provides an empirical analy...
computer science
5,267
Online Learning with Predictable Sequences
stat.ML
We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms presented enjoy tighter bounds as compared to the typical worst case bounds. Ad...
computer science
5,268
Semi-supervised Clustering Ensemble by Voting
cs.LG
Clustering ensemble is one of the most recent advances in unsupervised learning. It aims to combine the clustering results obtained using different algorithms or from different runs of the same clustering algorithm for the same data set, this is accomplished using on a consensus function, the efficiency and accuracy of...
computer science
5,269
Changepoint detection for high-dimensional time series with missing data
stat.ML
This paper describes a novel approach to change-point detection when the observed high-dimensional data may have missing elements. The performance of classical methods for change-point detection typically scales poorly with the dimensionality of the data, so that a large number of observations are collected after the t...
computer science
5,270
A Widely Applicable Bayesian Information Criterion
cs.LG
A statistical model or a learning machine is called regular if the map taking a parameter to a probability distribution is one-to-one and if its Fisher information matrix is always positive definite. If otherwise, it is called singular. In regular statistical models, the Bayes free energy, which is defined by the minus...
computer science
5,271
Statistically adaptive learning for a general class of cost functions (SA L-BFGS)
cs.LG
We present a system that enables rapid model experimentation for tera-scale machine learning with trillions of non-zero features, billions of training examples, and millions of parameters. Our contribution to the literature is a new method (SA L-BFGS) for changing batch L-BFGS to perform in near real-time by using stat...
computer science
5,272
Efficient EM Training of Gaussian Mixtures with Missing Data
cs.LG
In data-mining applications, we are frequently faced with a large fraction of missing entries in the data matrix, which is problematic for most discriminant machine learning algorithms. A solution that we explore in this paper is the use of a generative model (a mixture of Gaussians) to compute the conditional expectat...
computer science
5,273
Sparse coding for multitask and transfer learning
cs.LG
We investigate the use of sparse coding and dictionary learning in the context of multitask and transfer learning. The central assumption of our learning method is that the tasks parameters are well approximated by sparse linear combinations of the atoms of a dictionary on a high or infinite dimensional space. This ass...
computer science
5,274
Learning Probability Measures with respect to Optimal Transport Metrics
cs.LG
We study the problem of estimating, in the sense of optimal transport metrics, a measure which is assumed supported on a manifold embedded in a Hilbert space. By establishing a precise connection between optimal transport metrics, optimal quantization, and learning theory, we derive new probabilistic bounds for the per...
computer science
5,275
Robustness and Generalization for Metric Learning
cs.LG
Metric learning has attracted a lot of interest over the last decade, but the generalization ability of such methods has not been thoroughly studied. In this paper, we introduce an adaptation of the notion of algorithmic robustness (previously introduced by Xu and Mannor) that can be used to derive generalization bound...
computer science
5,276
Learning Manifolds with K-Means and K-Flats
cs.LG
We study the problem of estimating a manifold from random samples. In particular, we consider piecewise constant and piecewise linear estimators induced by k-means and k-flats, and analyze their performance. We extend previous results for k-means in two separate directions. First, we provide new results for k-means rec...
computer science
5,277
Multiclass Learning with Simplex Coding
stat.ML
In this paper we discuss a novel framework for multiclass learning, defined by a suitable coding/decoding strategy, namely the simplex coding, that allows to generalize to multiple classes a relaxation approach commonly used in binary classification. In this framework, a relaxation error analysis can be developed avoid...
computer science
5,278
On spatial selectivity and prediction across conditions with fMRI
stat.ML
Researchers in functional neuroimaging mostly use activation coordinates to formulate their hypotheses. Instead, we propose to use the full statistical images to define regions of interest (ROIs). This paper presents two machine learning approaches, transfer learning and selection transfer, that are compared upon their...
computer science
5,279
Rank Centrality: Ranking from Pair-wise Comparisons
cs.LG
The question of aggregating pair-wise comparisons to obtain a global ranking over a collection of objects has been of interest for a very long time: be it ranking of online gamers (e.g. MSR's TrueSkill system) and chess players, aggregating social opinions, or deciding which product to sell based on transactions. In mo...
computer science
5,280
Bandits with heavy tail
stat.ML
The stochastic multi-armed bandit problem is well understood when the reward distributions are sub-Gaussian. In this paper we examine the bandit problem under the weaker assumption that the distributions have moments of order 1+\epsilon, for some $\epsilon \in (0,1]$. Surprisingly, moments of order 2 (i.e., finite vari...
computer science
5,281
Fused Multiple Graphical Lasso
cs.LG
In this paper, we consider the problem of estimating multiple graphical models simultaneously using the fused lasso penalty, which encourages adjacent graphs to share similar structures. A motivating example is the analysis of brain networks of Alzheimer's disease using neuroimaging data. Specifically, we may wish to e...
computer science
5,282
Query Complexity of Derivative-Free Optimization
stat.ML
This paper provides lower bounds on the convergence rate of Derivative Free Optimization (DFO) with noisy function evaluations, exposing a fundamental and unavoidable gap between the performance of algorithms with access to gradients and those with access to only function evaluations. However, there are situations in w...
computer science
5,283
Minimax Multi-Task Learning and a Generalized Loss-Compositional Paradigm for MTL
cs.LG
Since its inception, the modus operandi of multi-task learning (MTL) has been to minimize the task-wise mean of the empirical risks. We introduce a generalized loss-compositional paradigm for MTL that includes a spectrum of formulations as a subfamily. One endpoint of this spectrum is minimax MTL: a new MTL formulation...
computer science
5,284
Generalized Canonical Correlation Analysis for Disparate Data Fusion
stat.ML
Manifold matching works to identify embeddings of multiple disparate data spaces into the same low-dimensional space, where joint inference can be pursued. It is an enabling methodology for fusion and inference from multiple and massive disparate data sources. In this paper we focus on a method called Canonical Correla...
computer science
5,285
Efficient Regularized Least-Squares Algorithms for Conditional Ranking on Relational Data
cs.LG
In domains like bioinformatics, information retrieval and social network analysis, one can find learning tasks where the goal consists of inferring a ranking of objects, conditioned on a particular target object. We present a general kernel framework for learning conditional rankings from various types of relational da...
computer science
5,286
A Bayesian Nonparametric Approach to Image Super-resolution
cs.LG
Super-resolution methods form high-resolution images from low-resolution images. In this paper, we develop a new Bayesian nonparametric model for super-resolution. Our method uses a beta-Bernoulli process to learn a set of recurring visual patterns, called dictionary elements, from the data. Because it is nonparametric...
computer science
5,287
Minimizing inter-subject variability in fNIRS based Brain Computer Interfaces via multiple-kernel support vector learning
stat.ML
Brain signal variability in the measurements obtained from different subjects during different sessions significantly deteriorates the accuracy of most brain-computer interface (BCI) systems. Moreover these variabilities, also known as inter-subject or inter-session variabilities, require lengthy calibration sessions b...
computer science
5,288
Optimal Weighting of Multi-View Data with Low Dimensional Hidden States
stat.ML
In Natural Language Processing (NLP) tasks, data often has the following two properties: First, data can be chopped into multi-views which has been successfully used for dimension reduction purposes. For example, in topic classification, every paper can be chopped into the title, the main text and the references. Howev...
computer science
5,289
Subset Selection for Gaussian Markov Random Fields
cs.LG
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, calle...
computer science
5,290
Sparse Ising Models with Covariates
stat.ML
There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the binary data, and may influence the dependence relationships. Motivated by such a d...
computer science
5,291
Bethe Bounds and Approximating the Global Optimum
cs.LG
Inference in general Markov random fields (MRFs) is NP-hard, though identifying the maximum a posteriori (MAP) configuration of pairwise MRFs with submodular cost functions is efficiently solvable using graph cuts. Marginal inference, however, even for this restricted class, is in #P. We prove new formulations of deriv...
computer science
5,292
Policy Evaluation with Variance Related Risk Criteria in Markov Decision Processes
cs.LG
In this paper we extend temporal difference policy evaluation algorithms to performance criteria that include the variance of the cumulative reward. Such criteria are useful for risk management, and are important in domains such as finance and process control. We propose both TD(0) and LSTD(lambda) variants with linear...
computer science
5,293
Semi-Supervised Domain Adaptation with Non-Parametric Copulas
stat.ML
A new framework based on the theory of copulas is proposed to address semi- supervised domain adaptation problems. The presented method factorizes any multivariate density into a product of marginal distributions and bivariate cop- ula functions. Therefore, changes in each of these factors can be detected and corrected...
computer science
5,294
Follow the Leader If You Can, Hedge If You Must
cs.LG
Follow-the-Leader (FTL) is an intuitive sequential prediction strategy that guarantees constant regret in the stochastic setting, but has terrible performance for worst-case data. Other hedging strategies have better worst-case guarantees but may perform much worse than FTL if the data are not maximally adversarial. We...
computer science
5,295
Tree-dependent Component Analysis
cs.LG
We present a generalization of independent component analysis (ICA), where instead of looking for a linear transform that makes the data components independent, we look for a transform that makes the data components well fit by a tree-structured graphical model. Treating the problem as a semiparametric statistical prob...
computer science
5,296
Continuation Methods for Mixing Heterogenous Sources
cs.LG
A number of modern learning tasks involve estimation from heterogeneous information sources. This includes classification with labeled and unlabeled data as well as other problems with analogous structure such as competitive (game theoretic) problems. The associated estimation problems can be typically reduced to solvi...
computer science
5,297
An Information-Theoretic External Cluster-Validity Measure
cs.LG
In this paper we propose a measure of clustering quality or accuracy that is appropriate in situations where it is desirable to evaluate a clustering algorithm by somehow comparing the clusters it produces with ``ground truth' consisting of classes assigned to the patterns by manual means or some other means in whose v...
computer science
5,298
Dimension Correction for Hierarchical Latent Class Models
cs.LG
Model complexity is an important factor to consider when selecting among graphical models. When all variables are observed, the complexity of a model can be measured by its standard dimension, i.e. the number of independent parameters. When hidden variables are present, however, standard dimension might no longer be ap...
computer science
5,299
Almost-everywhere algorithmic stability and generalization error
cs.LG
We explore in some detail the notion of algorithmic stability as a viable framework for analyzing the generalization error of learning algorithms. We introduce the new notion of training stability of a learning algorithm and show that, in a general setting, it is sufficient for good bounds on generalization error. In t...
computer science