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5,300
Staged Mixture Modelling and Boosting
cs.LG
In this paper, we introduce and evaluate a data-driven staged mixture modeling technique for building density, regression, and classification models. Our basic approach is to sequentially add components to a finite mixture model using the structural expectation maximization (SEM) algorithm. We show that our technique i...
computer science
5,301
Bayesian Network Classifiers in a High Dimensional Framework
cs.LG
We present a growing dimension asymptotic formalism. The perspective in this paper is classification theory and we show that it can accommodate probabilistic networks classifiers, including naive Bayes model and its augmented version. When represented as a Bayesian network these classifiers have an important advantage:...
computer science
5,302
Advances in Boosting (Invited Talk)
cs.LG
Boosting is a general method of generating many simple classification rules and combining them into a single, highly accurate rule. In this talk, I will review the AdaBoost boosting algorithm and some of its underlying theory, and then look at how this theory has helped us to face some of the challenges of applying Ada...
computer science
5,303
Reinforcement Learning with Partially Known World Dynamics
cs.LG
Reinforcement learning would enjoy better success on real-world problems if domain knowledge could be imparted to the algorithm by the modelers. Most problems have both hidden state and unknown dynamics. Partially observable Markov decision processes (POMDPs) allow for the modeling of both. Unfortunately, they do not p...
computer science
5,304
Unsupervised Active Learning in Large Domains
cs.LG
Active learning is a powerful approach to analyzing data effectively. We show that the feasibility of active learning depends crucially on the choice of measure with respect to which the query is being optimized. The standard information gain, for example, does not permit an accurate evaluation with a small committee, ...
computer science
5,305
A New Class of Upper Bounds on the Log Partition Function
cs.LG
Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition function, based on convex combinations of distributions in the exponential domain, th...
computer science
5,306
The Sum-over-Forests density index: identifying dense regions in a graph
cs.LG
This work introduces a novel nonparametric density index defined on graphs, the Sum-over-Forests (SoF) density index. It is based on a clear and intuitive idea: high-density regions in a graph are characterized by the fact that they contain a large amount of low-cost trees with high outdegrees while low-density regions...
computer science
5,307
Dynamical Models and Tracking Regret in Online Convex Programming
stat.ML
This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in this family. Previous online optimization methods are designed to have a total a...
computer science
5,308
Linear Bandits in High Dimension and Recommendation Systems
cs.LG
A large number of online services provide automated recommendations to help users to navigate through a large collection of items. New items (products, videos, songs, advertisements) are suggested on the basis of the user's past history and --when available-- her demographic profile. Recommendations have to satisfy the...
computer science
5,309
Bayesian Optimization in a Billion Dimensions via Random Embeddings
stat.ML
Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach is restricted to problems of moderate dimension, and several workshops on Bayesia...
computer science
5,310
Heteroscedastic Relevance Vector Machine
stat.ML
In this work we propose a heteroscedastic generalization to RVM, a fast Bayesian framework for regression, based on some recent similar works. We use variational approximation and expectation propagation to tackle the problem. The work is still under progress and we are examining the results and comparing with the prev...
computer science
5,311
Domain Generalization via Invariant Feature Representation
stat.ML
This paper investigates domain generalization: How to take knowledge acquired from an arbitrary number of related domains and apply it to previously unseen domains? We propose Domain-Invariant Component Analysis (DICA), a kernel-based optimization algorithm that learns an invariant transformation by minimizing the diss...
computer science
5,312
Discovering Multiple Constraints that are Frequently Approximately Satisfied
cs.LG
Some high-dimensional data.sets can be modelled by assuming that there are many different linear constraints, each of which is Frequently Approximately Satisfied (FAS) by the data. The probability of a data vector under the model is then proportional to the product of the probabilities of its constraint violations. We ...
computer science
5,313
Classifier Learning with Supervised Marginal Likelihood
cs.LG
It has been argued that in supervised classification tasks, in practice it may be more sensible to perform model selection with respect to some more focused model selection score, like the supervised (conditional) marginal likelihood, than with respect to the standard marginal likelihood criterion. However, for most Ba...
computer science
5,314
Iterative Markov Chain Monte Carlo Computation of Reference Priors and Minimax Risk
cs.LG
We present an iterative Markov chainMonte Carlo algorithm for computingreference priors and minimax risk forgeneral parametric families. Ourapproach uses MCMC techniques based onthe Blahut-Arimoto algorithm forcomputing channel capacity ininformation theory. We give astatistical analysis of the algorithm,bounding the n...
computer science
5,315
Cross-covariance modelling via DAGs with hidden variables
cs.LG
DAG models with hidden variables present many difficulties that are not present when all nodes are observed. In particular, fully observed DAG models are identified and correspond to well-defined sets ofdistributions, whereas this is not true if nodes are unobserved. Inthis paper we characterize exactly the set of dist...
computer science
5,316
Functional Regularized Least Squares Classi cation with Operator-valued Kernels
cs.LG
Although operator-valued kernels have recently received increasing interest in various machine learning and functional data analysis problems such as multi-task learning or functional regression, little attention has been paid to the understanding of their associated feature spaces. In this paper, we explore the potent...
computer science
5,317
Multiple functional regression with both discrete and continuous covariates
stat.ML
In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al. (2010a), the method, which support mixed discrete and continuous explanatory variables,...
computer science
5,318
Matrix Approximation under Local Low-Rank Assumption
cs.LG
Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the partially observed matrix is of low-rank. We propose a new matrix approximation model w...
computer science
5,319
Joint Training Deep Boltzmann Machines for Classification
stat.ML
We introduce a new method for training deep Boltzmann machines jointly. Prior methods of training DBMs require an initial learning pass that trains the model greedily, one layer at a time, or do not perform well on classification tasks. In our approach, we train all layers of the DBM simultaneously, using a novel train...
computer science
5,320
Variational Relevance Vector Machines
cs.LG
The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictions in terms of a linear combination of kernel functions centred on a subset of the training data, known as support vectors. Despite its wi...
computer science
5,321
Bayesian Classification and Feature Selection from Finite Data Sets
cs.LG
Feature selection aims to select the smallest subset of features for a specified level of performance. The optimal achievable classification performance on a feature subset is summarized by its Receiver Operating Curve (ROC). When infinite data is available, the Neyman- Pearson (NP) design procedure provides the most e...
computer science
5,322
Experiments with Random Projection
cs.LG
Recent theoretical work has identified random projection as a promising dimensionality reduction technique for learning mixtures of Gausians. Here we summarize these results and illustrate them by a wide variety of experiments on synthetic and real data.
computer science
5,323
A Two-round Variant of EM for Gaussian Mixtures
cs.LG
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In contrast to this, in supervised model selection it is a priori known that the chos...
computer science
5,324
Minimum Message Length Clustering Using Gibbs Sampling
cs.LG
The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective objective functions (ignoring the uncertainty in the model space), require the apriori...
computer science
5,325
Feature Selection and Dualities in Maximum Entropy Discrimination
cs.LG
Incorporating feature selection into a classification or regression method often carries a number of advantages. In this paper we formalize feature selection specifically from a discriminative perspective of improving classification/regression accuracy. The feature selection method is developed as an extension to the r...
computer science
5,326
Combining Feature and Prototype Pruning by Uncertainty Minimization
cs.LG
We focus in this paper on dataset reduction techniques for use in k-nearest neighbor classification. In such a context, feature and prototype selections have always been independently treated by the standard storage reduction algorithms. While this certifying is theoretically justified by the fact that each subproblem ...
computer science
5,327
An Uncertainty Framework for Classification
cs.LG
We define a generalized likelihood function based on uncertainty measures and show that maximizing such a likelihood function for different measures induces different types of classifiers. In the probabilistic framework, we obtain classifiers that optimize the cross-entropy function. In the possibilistic framework, we ...
computer science
5,328
Efficient Sample Reuse in Policy Gradients with Parameter-based Exploration
cs.LG
The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy gradient estimates for reliable policy updates. In this paper, we combine the followi...
computer science
5,329
Latent Relation Representations for Universal Schemas
cs.LG
Traditional relation extraction predicts relations within some fixed and finite target schema. Machine learning approaches to this task require either manual annotation or, in the case of distant supervision, existing structured sources of the same schema. The need for existing datasets can be avoided by using a univer...
computer science
5,330
Piecewise Linear Multilayer Perceptrons and Dropout
stat.ML
We propose a new type of hidden layer for a multilayer perceptron, and demonstrate that it obtains the best reported performance for an MLP on the MNIST dataset.
computer science
5,331
Active Learning on Trees and Graphs
cs.LG
We investigate the problem of active learning on a given tree whose nodes are assigned binary labels in an adversarial way. Inspired by recent results by Guillory and Bilmes, we characterize (up to constant factors) the optimal placement of queries so to minimize the mistakes made on the non-queried nodes. Our query se...
computer science
5,332
Properties of the Least Squares Temporal Difference learning algorithm
stat.ML
This paper presents four different ways of looking at the well-known Least Squares Temporal Differences (LSTD) algorithm for computing the value function of a Markov Reward Process, each of them leading to different insights: the operator-theory approach via the Galerkin method, the statistical approach via instrumenta...
computer science
5,333
Online Learning with Pairwise Loss Functions
stat.ML
Efficient online learning with pairwise loss functions is a crucial component in building large-scale learning system that maximizes the area under the Receiver Operator Characteristic (ROC) curve. In this paper we investigate the generalization performance of online learning algorithms with pairwise loss functions. We...
computer science
5,334
Regularization and nonlinearities for neural language models: when are they needed?
stat.ML
Neural language models (LMs) based on recurrent neural networks (RNN) are some of the most successful word and character-level LMs. Why do they work so well, in particular better than linear neural LMs? Possible explanations are that RNNs have an implicitly better regularization or that RNNs have a higher capacity for ...
computer science
5,335
Inferring Parameters and Structure of Latent Variable Models by Variational Bayes
cs.LG
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance, carrying out the Bayesian program of computing the full posterior distributions over t...
computer science
5,336
Relative Loss Bounds for On-line Density Estimation with the Exponential Family of Distributions
cs.LG
We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After receiving an example the algorithm incurs a loss which is the negative log-likelihood...
computer science
5,337
Fast Learning from Sparse Data
cs.LG
We describe two techniques that significantly improve the running time of several standard machine-learning algorithms when data is sparse. The first technique is an algorithm that effeciently extracts one-way and two-way counts--either real or expected-- from discrete data. Extracting such counts is a fundamental step...
computer science
5,338
Parameter Priors for Directed Acyclic Graphical Models and the Characterization of Several Probability Distributions
cs.LG
We show that the only parameter prior for complete Gaussian DAG models that satisfies global parameter independence, complete model equivalence, and some weak regularity assumptions, is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let W be an ...
computer science
5,339
On Supervised Selection of Bayesian Networks
cs.LG
Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In contrast to this, in supervised model selection it is a priori known that the chos...
computer science
5,340
Accelerating EM: An Empirical Study
cs.LG
Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There are instances in which this method is slow to converge. Therefore, several accele...
computer science
5,341
Variational Learning in Mixed-State Dynamic Graphical Models
cs.LG
Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents muscle actions. We present a mixed-state dynamic graphical model in which a hid...
computer science
5,342
Approximate Learning in Complex Dynamic Bayesian Networks
cs.LG
In this paper we extend the work of Smith and Papamichail (1999) and present fast approximate Bayesian algorithms for learning in complex scenarios where at any time frame, the relationships between explanatory state space variables can be described by a Bayesian network that evolve dynamically over time and the observ...
computer science
5,343
On the Consistency of the Bootstrap Approach for Support Vector Machines and Related Kernel Based Methods
stat.ML
It is shown that bootstrap approximations of support vector machines (SVMs) based on a general convex and smooth loss function and on a general kernel are consistent. This result is useful to approximate the unknown finite sample distribution of SVMs by the bootstrap approach.
computer science
5,344
Learning by Transduction
cs.LG
We describe a method for predicting a classification of an object given classifications of the objects in the training set, assuming that the pairs object/classification are generated by an i.i.d. process from a continuous probability distribution. Our method is a modification of Vapnik's support-vector machine; its ma...
computer science
5,345
Graphical Models and Exponential Families
cs.LG
We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks ...
computer science
5,346
Minimum Encoding Approaches for Predictive Modeling
cs.LG
We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this analysis, we present two revised versions of MML: a pointwise estimator which give...
computer science
5,347
Hierarchical Mixtures-of-Experts for Exponential Family Regression Models with Generalized Linear Mean Functions: A Survey of Approximation and Consistency Results
cs.LG
We investigate a class of hierarchical mixtures-of-experts (HME) models where exponential family regression models with generalized linear mean functions of the form psi(ga+fx^Tfgb) are mixed. Here psi(...) is the inverse link function. Suppose the true response y follows an exponential family regression model with mea...
computer science
5,348
Large Deviation Methods for Approximate Probabilistic Inference
cs.LG
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is intractable, we show how to compute upper and lower bounds on many probabilities of intere...
computer science
5,349
Mixture Representations for Inference and Learning in Boltzmann Machines
cs.LG
Boltzmann machines are undirected graphical models with two-state stochastic variables, in which the logarithms of the clique potentials are quadratic functions of the node states. They have been widely studied in the neural computing literature, although their practical applicability has been limited by the difficulty...
computer science
5,350
An Experimental Comparison of Several Clustering and Initialization Methods
cs.LG
We examine methods for clustering in high dimensions. In the first part of the paper, we perform an experimental comparison between three batch clustering algorithms: the Expectation-Maximization (EM) algorithm, a winner take all version of the EM algorithm reminiscent of the K-means algorithm, and model-based hierarch...
computer science
5,351
On the Geometry of Bayesian Graphical Models with Hidden Variables
cs.LG
In this paper we investigate the geometry of the likelihood of the unknown parameters in a simple class of Bayesian directed graphs with hidden variables. This enables us, before any numerical algorithms are employed, to obtain certain insights in the nature of the unidentifiability inherent in such models, the way pos...
computer science
5,352
Scaling the Indian Buffet Process via Submodular Maximization
stat.ML
Inference for latent feature models is inherently difficult as the inference space grows exponentially with the size of the input data and number of latent features. In this work, we use Kurihara & Welling (2008)'s maximization-expectation framework to perform approximate MAP inference for linear-Gaussian latent featur...
computer science
5,353
Advice-Efficient Prediction with Expert Advice
cs.LG
Advice-efficient prediction with expert advice (in analogy to label-efficient prediction) is a variant of prediction with expert advice game, where on each round of the game we are allowed to ask for advice of a limited number $M$ out of $N$ experts. This setting is especially interesting when asking for advice of ever...
computer science
5,354
Towards more accurate clustering method by using dynamic time warping
cs.LG
An intrinsic problem of classifiers based on machine learning (ML) methods is that their learning time grows as the size and complexity of the training dataset increases. For this reason, it is important to have efficient computational methods and algorithms that can be applied on large datasets, such that it is still ...
computer science
5,355
Unsupervised model-free representation learning
cs.LG
Numerous control and learning problems face the situation where sequences of high-dimensional highly dependent data are available, but no or little feedback is provided to the learner. To address this issue, we formulate the following problem. Given a series of observations X_0,...,X_n coming from a large (high-dimensi...
computer science
5,356
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget
cs.LG
Can we make Bayesian posterior MCMC sampling more efficient when faced with very large datasets? We argue that computing the likelihood for N datapoints in the Metropolis-Hastings (MH) test to reach a single binary decision is computationally inefficient. We introduce an approximate MH rule based on a sequential hypoth...
computer science
5,357
Parallel Gaussian Process Optimization with Upper Confidence Bound and Pure Exploration
cs.LG
In this paper, we consider the challenge of maximizing an unknown function f for which evaluations are noisy and are acquired with high cost. An iterative procedure uses the previous measures to actively select the next estimation of f which is predicted to be the most useful. We focus on the case where the function ca...
computer science
5,358
Optimal Stochastic Strongly Convex Optimization with a Logarithmic Number of Projections
cs.LG
We consider stochastic strongly convex optimization with a complex inequality constraint. This complex inequality constraint may lead to computationally expensive projections in algorithmic iterations of the stochastic gradient descent~(SGD) methods. To reduce the computation costs pertaining to the projections, we pro...
computer science
5,359
Inverse Density as an Inverse Problem: The Fredholm Equation Approach
cs.LG
In this paper we address the problem of estimating the ratio $\frac{q}{p}$ where $p$ is a density function and $q$ is another density, or, more generally an arbitrary function. Knowing or approximating this ratio is needed in various problems of inference and integration, in particular, when one needs to average a func...
computer science
5,360
Analytic Feature Selection for Support Vector Machines
cs.LG
Support vector machines (SVMs) rely on the inherent geometry of a data set to classify training data. Because of this, we believe SVMs are an excellent candidate to guide the development of an analytic feature selection algorithm, as opposed to the more commonly used heuristic methods. We propose a filter-based feature...
computer science
5,361
Prior-free and prior-dependent regret bounds for Thompson Sampling
stat.ML
We consider the stochastic multi-armed bandit problem with a prior distribution on the reward distributions. We are interested in studying prior-free and prior-dependent regret bounds, very much in the same spirit as the usual distribution-free and distribution-dependent bounds for the non-Bayesian stochastic bandit. B...
computer science
5,362
Locally linear representation for image clustering
cs.LG
It is a key to construct a similarity graph in graph-oriented subspace learning and clustering. In a similarity graph, each vertex denotes a data point and the edge weight represents the similarity between two points. There are two popular schemes to construct a similarity graph, i.e., pairwise distance based scheme an...
computer science
5,363
Learning Densities Conditional on Many Interacting Features
stat.ML
Learning a distribution conditional on a set of discrete-valued features is a commonly encountered task. This becomes more challenging with a high-dimensional feature set when there is the possibility of interaction between the features. In addition, many frequently applied techniques consider only prediction of the me...
computer science
5,364
Semi-Supervised Information-Maximization Clustering
cs.LG
Semi-supervised clustering aims to introduce prior knowledge in the decision process of a clustering algorithm. In this paper, we propose a novel semi-supervised clustering algorithm based on the information-maximization principle. The proposed method is an extension of a previous unsupervised information-maximization ...
computer science
5,365
RNADE: The real-valued neural autoregressive density-estimator
stat.ML
We introduce RNADE, a new model for joint density estimation of real-valued vectors. Our model calculates the density of a datapoint as the product of one-dimensional conditionals modeled using mixture density networks with shared parameters. RNADE learns a distributed representation of the data, while having a tractab...
computer science
5,366
Deep Learning using Linear Support Vector Machines
cs.LG
Recently, fully-connected and convolutional neural networks have been trained to achieve state-of-the-art performance on a wide variety of tasks such as speech recognition, image classification, natural language processing, and bioinformatics. For classification tasks, most of these "deep learning" models employ the so...
computer science
5,367
Learning from networked examples in a k-partite graph
cs.LG
Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample where two or more training examples may share common features. We propose an efficient weighting method for learning from netw...
computer science
5,368
Prediction with Missing Data via Bayesian Additive Regression Trees
stat.ML
We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated in Attributes," an approach recently proposed incorporating missingness into deci...
computer science
5,369
Fast Gradient-Based Inference with Continuous Latent Variable Models in Auxiliary Form
cs.LG
We propose a technique for increasing the efficiency of gradient-based inference and learning in Bayesian networks with multiple layers of continuous latent vari- ables. We show that, in many cases, it is possible to express such models in an auxiliary form, where continuous latent variables are conditionally determini...
computer science
5,370
$\propto$SVM for learning with label proportions
cs.LG
We study the problem of learning with label proportions in which the training data is provided in groups and only the proportion of each class in each group is known. We propose a new method called proportion-SVM, or $\propto$SVM, which explicitly models the latent unknown instance labels together with the known group ...
computer science
5,371
(More) Efficient Reinforcement Learning via Posterior Sampling
stat.ML
Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning (PSRL). This algorithm proceeds in repeated episodes of known duration. At the sta...
computer science
5,372
Bayesian Differential Privacy through Posterior Sampling
stat.ML
Differential privacy formalises privacy-preserving mechanisms that provide access to a database. We pose the question of whether Bayesian inference itself can be used directly to provide private access to data, with no modification. The answer is affirmative: under certain conditions on the prior, sampling from the pos...
computer science
5,373
Tight Lower Bound on the Probability of a Binomial Exceeding its Expectation
cs.LG
We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in learning theory and generalization bounds for unbounded loss functions.
computer science
5,374
Loss-Proportional Subsampling for Subsequent ERM
cs.LG
We propose a sampling scheme suitable for reducing a data set prior to selecting a hypothesis with minimum empirical risk. The sampling only considers a subset of the ultimate (unknown) hypothesis set, but can nonetheless guarantee that the final excess risk will compare favorably with utilizing the entire original dat...
computer science
5,375
Logistic Tensor Factorization for Multi-Relational Data
stat.ML
Tensor factorizations have become increasingly popular approaches for various learning tasks on structured data. In this work, we extend the RESCAL tensor factorization, which has shown state-of-the-art results for multi-relational learning, to account for the binary nature of adjacency tensors. We study the improvemen...
computer science
5,376
DISCOMAX: A Proximity-Preserving Distance Correlation Maximization Algorithm
cs.LG
In a regression setting we propose algorithms that reduce the dimensionality of the features while simultaneously maximizing a statistical measure of dependence known as distance correlation between the low-dimensional features and a response variable. This helps in solving the prediction problem with a low-dimensional...
computer science
5,377
Stochastic approximation for speeding up LSTD (and LSPI)
cs.LG
We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our method results in an $O(d)$ improvement in complexity in comparison to regular LSTD, where $d$ is the dimension of the data. We provide convergenc...
computer science
5,378
Copula Mixed-Membership Stochastic Blockmodel for Intra-Subgroup Correlations
cs.LG
The \emph{Mixed-Membership Stochastic Blockmodel (MMSB)} is a popular framework for modeling social network relationships. It can fully exploit each individual node's participation (or membership) in a social structure. Despite its powerful representations, this model makes an assumption that the distributions of relat...
computer science
5,379
Horizontal and Vertical Ensemble with Deep Representation for Classification
cs.LG
Representation learning, especially which by using deep learning, has been widely applied in classification. However, how to use limited size of labeled data to achieve good classification performance with deep neural network, and how can the learned features further improve classification remain indefinite. In this pa...
computer science
5,380
A Convergence Theorem for the Graph Shift-type Algorithms
stat.ML
Graph Shift (GS) algorithms are recently focused as a promising approach for discovering dense subgraphs in noisy data. However, there are no theoretical foundations for proving the convergence of the GS Algorithm. In this paper, we propose a generic theoretical framework consisting of three key GS components: simplex ...
computer science
5,381
Learning Using Privileged Information: SVM+ and Weighted SVM
stat.ML
Prior knowledge can be used to improve predictive performance of learning algorithms or reduce the amount of data required for training. The same goal is pursued within the learning using privileged information paradigm which was recently introduced by Vapnik et al. and is aimed at utilizing additional information avai...
computer science
5,382
Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation
cs.LG
The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov Random Field, from very limited samples. We propose a novel algorithm for solving the...
computer science
5,383
Spectral Experts for Estimating Mixtures of Linear Regressions
cs.LG
Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable mode...
computer science
5,384
Stability of Multi-Task Kernel Regression Algorithms
cs.LG
We study the stability properties of nonlinear multi-task regression in reproducing Hilbert spaces with operator-valued kernels. Such kernels, a.k.a. multi-task kernels, are appropriate for learning prob- lems with nonscalar outputs like multi-task learning and structured out- put prediction. We show that multi-task ke...
computer science
5,385
On Finding the Largest Mean Among Many
stat.ML
Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper studies the sample complexity of identifying the best arm (largest mean) in a m...
computer science
5,386
Bioclimating Modelling: A Machine Learning Perspective
cs.LG
Many machine learning (ML) approaches are widely used to generate bioclimatic models for prediction of geographic range of organism as a function of climate. Applications such as prediction of range shift in organism, range of invasive species influenced by climate change are important parameters in understanding the i...
computer science
5,387
Joint estimation of sparse multivariate regression and conditional graphical models
stat.ML
Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for constructing sparse estimates of the multivariate regression coefficient matrix that accoun...
computer science
5,388
Class Proportion Estimation with Application to Multiclass Anomaly Rejection
stat.ML
This work addresses two classification problems that fall under the heading of domain adaptation, wherein the distributions of training and testing examples differ. The first problem studied is that of class proportion estimation, which is the problem of estimating the class proportions in an unlabeled testing data set...
computer science
5,389
Deep Learning by Scattering
cs.LG
We introduce general scattering transforms as mathematical models of deep neural networks with l2 pooling. Scattering networks iteratively apply complex valued unitary operators, and the pooling is performed by a complex modulus. An expected scattering defines a contractive representation of a high-dimensional probabil...
computer science
5,390
Correlated random features for fast semi-supervised learning
stat.ML
This paper presents Correlated Nystrom Views (XNV), a fast semi-supervised algorithm for regression and classification. The algorithm draws on two main ideas. First, it generates two views consisting of computationally inexpensive random features. Second, XNV applies multiview regression using Canonical Correlation Ana...
computer science
5,391
Scaling Up Robust MDPs by Reinforcement Learning
cs.LG
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic programming for small to medium sized problems. However, due to the "curse of dimen...
computer science
5,392
A Survey on Metric Learning for Feature Vectors and Structured Data
cs.LG
The need for appropriate ways to measure the distance or similarity between data is ubiquitous in machine learning, pattern recognition and data mining, but handcrafting such good metrics for specific problems is generally difficult. This has led to the emergence of metric learning, which aims at automatically learning...
computer science
5,393
Spectral Methods for Learning Multivariate Latent Tree Structure
cs.LG
This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models, hidden Markov models, Gaussian mixture models, and Markov evolutionary trees. The ...
computer science
5,394
Multi-Instance Learning with Any Hypothesis Class
cs.LG
In the supervised learning setting termed Multiple-Instance Learning (MIL), the examples are bags of instances, and the bag label is a function of the labels of its instances. Typically, this function is the Boolean OR. The learner observes a sample of bags and the bag labels, but not the instance labels that determine...
computer science
5,395
Statistical Topic Models for Multi-Label Document Classification
stat.ML
Machine learning approaches to multi-label document classification have to date largely relied on discriminative modeling techniques such as support vector machines. A drawback of these approaches is that performance rapidly drops off as the total number of labels and the number of labels per document increase. This pr...
computer science
5,396
Unsupervised K-Nearest Neighbor Regression
stat.ML
In many scientific disciplines structures in high-dimensional data have to be found, e.g., in stellar spectra, in genome data, or in face recognition tasks. In this work we present a novel approach to non-linear dimensionality reduction. It is based on fitting K-nearest neighbor regression to the unsupervised regressio...
computer science
5,397
Trading USDCHF filtered by Gold dynamics via HMM coupling
stat.ML
We devise a USDCHF trading strategy using the dynamics of gold as a filter. Our strategy involves modelling both USDCHF and gold using a coupled hidden Markov model (CHMM). The observations will be indicators, RSI and CCI, which will be used as triggers for our trading signals. Upon decoding the model in each iteration...
computer science
5,398
High-Dimensional Regression with Gaussian Mixtures and Partially-Latent Response Variables
cs.LG
In this work we address the problem of approximating high-dimensional data with a low-dimensional representation. We make the following contributions. We propose an inverse regression method which exchanges the roles of input and response, such that the low-dimensional variable becomes the regressor, and which is tract...
computer science
5,399
The algorithm of noisy k-means
stat.ML
In this note, we introduce a new algorithm to deal with finite dimensional clustering with errors in variables. The design of this algorithm is based on recent theoretical advances (see Loustau (2013a,b)) in statistical learning with errors in variables. As the previous mentioned papers, the algorithm mixes different t...
computer science