Unnamed: 0
int64
0
41k
title
stringlengths
4
274
category
stringlengths
5
18
summary
stringlengths
22
3.66k
theme
stringclasses
8 values
5,400
High dimensional Sparse Gaussian Graphical Mixture Model
stat.ML
This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables coupled with the degeneracy of the likelihood. We propose as a solution a penal...
computer science
5,401
Reference Distance Estimator
cs.LG
A theoretical study is presented for a simple linear classifier called reference distance estimator (RDE), which assigns the weight of each feature j as P(r|j)-P(r), where r is a reference feature relevant to the target class y. The analysis shows that if r performs better than random guess in predicting y and is condi...
computer science
5,402
Distributed Online Learning via Cooperative Contextual Bandits
cs.LG
In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select one of its own actions (which gives a reward and provides information) or reques...
computer science
5,403
Learning Deep Representation Without Parameter Inference for Nonlinear Dimensionality Reduction
cs.LG
Unsupervised deep learning is one of the most powerful representation learning techniques. Restricted Boltzman machine, sparse coding, regularized auto-encoders, and convolutional neural networks are pioneering building blocks of deep learning. In this paper, we propose a new building block -- distributed random models...
computer science
5,404
Sparse and Non-Negative BSS for Noisy Data
stat.ML
Non-negative blind source separation (BSS) has raised interest in various fields of research, as testified by the wide literature on the topic of non-negative matrix factorization (NMF). In this context, it is fundamental that the sources to be estimated present some diversity in order to be efficiently retrieved. Spar...
computer science
5,405
Bayesian Conditional Gaussian Network Classifiers with Applications to Mass Spectra Classification
cs.LG
Classifiers based on probabilistic graphical models are very effective. In continuous domains, maximum likelihood is usually used to assess the predictions of those classifiers. When data is scarce, this can easily lead to overfitting. In any probabilistic setting, Bayesian averaging (BA) provides theoretically optimal...
computer science
5,406
Linear and Parallel Learning of Markov Random Fields
stat.ML
We introduce a new embarrassingly parallel parameter learning algorithm for Markov random fields with untied parameters which is efficient for a large class of practical models. Our algorithm parallelizes naturally over cliques and, for graphs of bounded degree, its complexity is linear in the number of cliques. Unlike...
computer science
5,407
A Stochastic View of Optimal Regret through Minimax Duality
cs.LG
We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over jo...
computer science
5,408
Matrix Completion from Noisy Entries
cs.LG
Given a matrix M of low-rank, we consider the problem of reconstructing it from noisy observations of a small, random subset of its entries. The problem arises in a variety of applications, from collaborative filtering (the `Netflix problem') to structure-from-motion and positioning. We study a low complexity algorithm...
computer science
5,409
Regularization Techniques for Learning with Matrices
cs.LG
There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge). This work describes and analyzes a systematic method for constructing such matr...
computer science
5,410
Online and Batch Learning Algorithms for Data with Missing Features
cs.LG
We introduce new online and batch algorithms that are robust to data with missing features, a situation that arises in many practical applications. In the online setup, we allow for the comparison hypothesis to change as a function of the subset of features that is observed on any given round, extending the standard se...
computer science
5,411
Adaptive Evolutionary Clustering
cs.LG
In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static clustering by producing clustering results that reflect long-term trends while being ro...
computer science
5,412
Robust Clustering Using Outlier-Sparsity Regularization
stat.ML
Notwithstanding the popularity of conventional clustering algorithms such as K-means and probabilistic clustering, their clustering results are sensitive to the presence of outliers in the data. Even a few outliers can compromise the ability of these algorithms to identify meaningful hidden structures rendering their o...
computer science
5,413
Clustering Partially Observed Graphs via Convex Optimization
cs.LG
This paper considers the problem of clustering a partially observed unweighted graph---i.e., one where for some node pairs we know there is an edge between them, for some others we know there is no edge, and for the remaining we do not know whether or not there is an edge. We want to organize the nodes into disjoint cl...
computer science
5,414
Preference elicitation and inverse reinforcement learning
stat.ML
We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us to obtain a posterior distribution on the agent's preferences, policy and optio...
computer science
5,415
Nonparametric Unsupervised Classification
cs.LG
Unsupervised classification methods learn a discriminative classifier from unlabeled data, which has been proven to be an effective way of simultaneously clustering the data and training a classifier from the data. Various unsupervised classification methods obtain appealing results by the classifiers learned in an uns...
computer science
5,416
Local stability and robustness of sparse dictionary learning in the presence of noise
stat.ML
A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical successes in various fields ranging from image to audio processing, there have only ...
computer science
5,417
Graph-Based Approaches to Clustering Network-Constrained Trajectory Data
cs.LG
Even though clustering trajectory data attracted considerable attention in the last few years, most of prior work assumed that moving objects can move freely in an euclidean space and did not consider the eventual presence of an underlying road network and its influence on evaluating the similarity between trajectories...
computer science
5,418
Smooth Sparse Coding via Marginal Regression for Learning Sparse Representations
stat.ML
We propose and analyze a novel framework for learning sparse representations, based on two statistical techniques: kernel smoothing and marginal regression. The proposed approach provides a flexible framework for incorporating feature similarity or temporal information present in data sets, via non-parametric kernel sm...
computer science
5,419
Fast Conical Hull Algorithms for Near-separable Non-negative Matrix Factorization
stat.ML
The separability assumption (Donoho & Stodden, 2003; Arora et al., 2012) turns non-negative matrix factorization (NMF) into a tractable problem. Recently, a new class of provably-correct NMF algorithms have emerged under this assumption. In this paper, we reformulate the separable NMF problem as that of finding the ext...
computer science
5,420
Unfolding Latent Tree Structures using 4th Order Tensors
cs.LG
Discovering the latent structure from many observed variables is an important yet challenging learning task. Existing approaches for discovering latent structures often require the unknown number of hidden states as an input. In this paper, we propose a quartet based approach which is \emph{agnostic} to this number. Th...
computer science
5,421
Feature Selection via L1-Penalized Squared-Loss Mutual Information
stat.ML
Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As a...
computer science
5,422
Cost-Sensitive Tree of Classifiers
stat.ML
Recently, machine learning algorithms have successfully entered large-scale real-world industrial applications (e.g. search engines and email spam filters). Here, the CPU cost during test time must be budgeted and accounted for. In this paper, we address the challenge of balancing the test-time cost and the classifier ...
computer science
5,423
The Perturbed Variation
cs.LG
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research considered the problem of determining if two finite samples come from similar distributio...
computer science
5,424
Semi-Supervised Classification Through the Bag-of-Paths Group Betweenness
stat.ML
This paper introduces a novel, well-founded, betweenness measure, called the Bag-of-Paths (BoP) betweenness, as well as its extension, the BoP group betweenness, to tackle semisupervised classification problems on weighted directed graphs. The objective of semi-supervised classification is to assign a label to unlabele...
computer science
5,425
Hilbert Space Embedding for Dirichlet Process Mixtures
stat.ML
This paper proposes a Hilbert space embedding for Dirichlet Process mixture models via a stick-breaking construction of Sethuraman. Although Bayesian nonparametrics offers a powerful approach to construct a prior that avoids the need to specify the model size/complexity explicitly, an exact inference is often intractab...
computer science
5,426
Fast SVM-based Feature Elimination Utilizing Data Radius, Hard-Margin, Soft-Margin
stat.ML
Margin maximization in the hard-margin sense, proposed as feature elimination criterion by the MFE-LO method, is combined here with data radius utilization to further aim to lower generalization error, as several published bounds and bound-related formulations pertaining to lowering misclassification risk (or error) pe...
computer science
5,427
Scalable Matrix-valued Kernel Learning for High-dimensional Nonlinear Multivariate Regression and Granger Causality
stat.ML
We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to be imposed on a dictionary of vector-valued Reproducing Kernel Hilbert Spaces. W...
computer science
5,428
Leveraging Side Observations in Stochastic Bandits
cs.LG
This paper considers stochastic bandits with side observations, a model that accounts for both the exploration/exploitation dilemma and relationships between arms. In this setting, after pulling an arm i, the decision maker also observes the rewards for some other actions related to i. We will see that this model is su...
computer science
5,429
Variational Dual-Tree Framework for Large-Scale Transition Matrix Approximation
cs.LG
In recent years, non-parametric methods utilizing random walks on graphs have been used to solve a wide range of machine learning problems, but in their simplest form they do not scale well due to the quadratic complexity. In this paper, a new dual-tree based variational approach for approximating the transition matrix...
computer science
5,430
Learning to Rank With Bregman Divergences and Monotone Retargeting
cs.LG
This paper introduces a novel approach for learning to rank (LETOR) based on the notion of monotone retargeting. It involves minimizing a divergence between all monotonic increasing transformations of the training scores and a parameterized prediction function. The minimization is both over the transformations as well ...
computer science
5,431
Exploiting compositionality to explore a large space of model structures
cs.LG
The recent proliferation of richly structured probabilistic models raises the question of how to automatically determine an appropriate model for a dataset. We investigate this question for a space of matrix decomposition models which can express a variety of widely used models from unsupervised learning. To enable mod...
computer science
5,432
Sample-efficient Nonstationary Policy Evaluation for Contextual Bandits
cs.LG
We present and prove properties of a new offline policy evaluator for an exploration learning setting which is superior to previous evaluators. In particular, it simultaneously and correctly incorporates techniques from importance weighting, doubly robust evaluation, and nonstationary policy evaluation approaches. In a...
computer science
5,433
Lifted Relational Variational Inference
cs.LG
Hybrid continuous-discrete models naturally represent many real-world applications in robotics, finance, and environmental engineering. Inference with large-scale models is challenging because relational structures deteriorate rapidly during inference with observations. The main contribution of this paper is an efficie...
computer science
5,434
Active Imitation Learning via Reduction to I.I.D. Active Learning
cs.LG
In standard passive imitation learning, the goal is to learn a target policy by passively observing full execution trajectories of it. Unfortunately, generating such trajectories can require substantial expert effort and be impractical in some cases. In this paper, we consider active imitation learning with the goal of...
computer science
5,435
Tightening Fractional Covering Upper Bounds on the Partition Function for High-Order Region Graphs
cs.LG
In this paper we present a new approach for tightening upper bounds on the partition function. Our upper bounds are based on fractional covering bounds on the entropy function, and result in a concave program to compute these bounds and a convex program to tighten them. To solve these programs effectively for general r...
computer science
5,436
A Spectral Algorithm for Latent Junction Trees
cs.LG
Latent variable models are an elegant framework for capturing rich probabilistic dependencies in many applications. However, current approaches typically parametrize these models using conditional probability tables, and learning relies predominantly on local search heuristics such as Expectation Maximization. Using te...
computer science
5,437
Unsupervised Joint Alignment and Clustering using Bayesian Nonparametrics
cs.LG
Joint alignment of a collection of functions is the process of independently transforming the functions so that they appear more similar to each other. Typically, such unsupervised alignment algorithms fail when presented with complex data sets arising from multiple modalities or make restrictive assumptions about the ...
computer science
5,438
Sparse Q-learning with Mirror Descent
cs.LG
This paper explores a new framework for reinforcement learning based on online convex optimization, in particular mirror descent and related algorithms. Mirror descent can be viewed as an enhanced gradient method, particularly suited to minimization of convex functions in highdimensional spaces. Unlike traditional grad...
computer science
5,439
Value Function Approximation in Noisy Environments Using Locally Smoothed Regularized Approximate Linear Programs
cs.LG
Recently, Petrik et al. demonstrated that L1Regularized Approximate Linear Programming (RALP) could produce value functions and policies which compared favorably to established linear value function approximation techniques like LSPI. RALP's success primarily stems from the ability to solve the feature selection and va...
computer science
5,440
Fast Exact Inference for Recursive Cardinality Models
cs.LG
Cardinality potentials are a generally useful class of high order potential that affect probabilities based on how many of D binary variables are active. Maximum a posteriori (MAP) inference for cardinality potential models is well-understood, with efficient computations taking O(DlogD) time. Yet efficient marginalizat...
computer science
5,441
Latent Composite Likelihood Learning for the Structured Canonical Correlation Model
stat.ML
Latent variable models are used to estimate variables of interest quantities which are observable only up to some measurement error. In many studies, such variables are known but not precisely quantifiable (such as "job satisfaction" in social sciences and marketing, "analytical ability" in educational testing, or "inf...
computer science
5,442
Active Learning with Distributional Estimates
cs.LG
Active Learning (AL) is increasingly important in a broad range of applications. Two main AL principles to obtain accurate classification with few labeled data are refinement of the current decision boundary and exploration of poorly sampled regions. In this paper we derive a novel AL scheme that balances these two pri...
computer science
5,443
Fast Graph Construction Using Auction Algorithm
cs.LG
In practical machine learning systems, graph based data representation has been widely used in various learning paradigms, ranging from unsupervised clustering to supervised classification. Besides those applications with natural graph or network structure data, such as social network analysis and relational learning, ...
computer science
5,444
LSBN: A Large-Scale Bayesian Structure Learning Framework for Model Averaging
cs.LG
The motivation for this paper is to apply Bayesian structure learning using Model Averaging in large-scale networks. Currently, Bayesian model averaging algorithm is applicable to networks with only tens of variables, restrained by its super-exponential complexity. We present a novel framework, called LSBN(Large-Scale ...
computer science
5,445
Matrix reconstruction with the local max norm
stat.ML
We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems. We show that this...
computer science
5,446
Content-boosted Matrix Factorization Techniques for Recommender Systems
stat.ML
Many businesses are using recommender systems for marketing outreach. Recommendation algorithms can be either based on content or driven by collaborative filtering. We study different ways to incorporate content information directly into the matrix factorization approach of collaborative filtering. These content-booste...
computer science
5,447
Supervised Learning with Similarity Functions
cs.LG
We address the problem of general supervised learning when data can only be accessed through an (indefinite) similarity function between data points. Existing work on learning with indefinite kernels has concentrated solely on binary/multi-class classification problems. We propose a model that is generic enough to hand...
computer science
5,448
Initialization of Self-Organizing Maps: Principal Components Versus Random Initialization. A Case Study
stat.ML
The performance of the Self-Organizing Map (SOM) algorithm is dependent on the initial weights of the map. The different initialization methods can broadly be classified into random and data analysis based initialization approach. In this paper, the performance of random initialization (RI) approach is compared to that...
computer science
5,449
Reducing statistical time-series problems to binary classification
cs.LG
We show how binary classification methods developed to work on i.i.d. data can be used for solving statistical problems that are seemingly unrelated to classification and concern highly-dependent time series. Specifically, the problems of time-series clustering, homogeneity testing and the three-sample problem are addr...
computer science
5,450
Nested Hierarchical Dirichlet Processes
stat.ML
We develop a nested hierarchical Dirichlet process (nHDP) for hierarchical topic modeling. The nHDP is a generalization of the nested Chinese restaurant process (nCRP) that allows each word to follow its own path to a topic node according to a document-specific distribution on a shared tree. This alleviates the rigid, ...
computer science
5,451
Estimating Vector Fields on Manifolds and the Embedding of Directed Graphs
stat.ML
This paper considers the problem of embedding directed graphs in Euclidean space while retaining directional information. We model a directed graph as a finite set of observations from a diffusion on a manifold endowed with a vector field. This is the first generative model of its kind for directed graphs. We introduce...
computer science
5,452
Improved graph Laplacian via geometric self-consistency
stat.ML
We address the problem of setting the kernel bandwidth used by Manifold Learning algorithms to construct the graph Laplacian. Exploiting the connection between manifold geometry, represented by the Riemannian metric, and the Laplace-Beltrami operator, we set the bandwidth by optimizing the Laplacian's ability to preser...
computer science
5,453
Feature Selection for Linear SVM with Provable Guarantees
stat.ML
We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised approach is based on sampling features from support vectors. We prove that the margin i...
computer science
5,454
Transductive Learning for Multi-Task Copula Processes
cs.LG
We tackle the problem of multi-task learning with copula process. Multivariable prediction in spatial and spatial-temporal processes such as natural resource estimation and pollution monitoring have been typically addressed using techniques based on Gaussian processes and co-Kriging. While the Gaussian prior assumption...
computer science
5,455
Iterative Neural Autoregressive Distribution Estimator (NADE-k)
stat.ML
Training of the neural autoregressive density estimator (NADE) can be viewed as doing one step of probabilistic inference on missing values in data. We propose a new model that extends this inference scheme to multiple steps, arguing that it is easier to learn to improve a reconstruction in $k$ steps rather than to lea...
computer science
5,456
Separable Cosparse Analysis Operator Learning
cs.LG
The ability of having a sparse representation for a certain class of signals has many applications in data analysis, image processing, and other research fields. Among sparse representations, the cosparse analysis model has recently gained increasing interest. Many signals exhibit a multidimensional structure, e.g. ima...
computer science
5,457
Variational inference of latent state sequences using Recurrent Networks
stat.ML
Recent advances in the estimation of deep directed graphical models and recurrent networks let us contribute to the removal of a blind spot in the area of probabilistc modelling of time series. The proposed methods i) can infer distributed latent state-space trajectories with nonlinear transitions, ii) scale to large d...
computer science
5,458
Model-based Reinforcement Learning and the Eluder Dimension
stat.ML
We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather than cardinality, of the system. We characterize this dependence explicitly as ...
computer science
5,459
Reducing the Effects of Detrimental Instances
stat.ML
Not all instances in a data set are equally beneficial for inducing a model of the data. Some instances (such as outliers or noise) can be detrimental. However, at least initially, the instances in a data set are generally considered equally in machine learning algorithms. Many current approaches for handling noisy and...
computer science
5,460
Exploring Algorithmic Limits of Matrix Rank Minimization under Affine Constraints
cs.LG
Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the nuclear norm, which acts as a convenient convex surrogate. While elegant theoretical c...
computer science
5,461
Predictive Entropy Search for Efficient Global Optimization of Black-box Functions
stat.ML
We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the global maximum. PES codifies this intractable acquisition function in terms of t...
computer science
5,462
Equivalence of Learning Algorithms
cs.LG
The purpose of this paper is to introduce a concept of equivalence between machine learning algorithms. We define two notions of algorithmic equivalence, namely, weak and strong equivalence. These notions are of paramount importance for identifying when learning prop erties from one learning algorithm can be transferre...
computer science
5,463
Generative Adversarial Networks
stat.ML
We propose a new framework for estimating generative models via an adversarial process, in which we simultaneously train two models: a generative model G that captures the data distribution, and a discriminative model D that estimates the probability that a sample came from the training data rather than G. The training...
computer science
5,464
Mondrian Forests: Efficient Online Random Forests
stat.ML
Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are computationally efficient to train and test, making them excellent candidates for r...
computer science
5,465
Online Optimization for Large-Scale Max-Norm Regularization
stat.ML
Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner, which prevents it from processing big data due to possible memory budget. In th...
computer science
5,466
Scheduled denoising autoencoders
cs.LG
We present a representation learning method that learns features at multiple different levels of scale. Working within the unsupervised framework of denoising autoencoders, we observe that when the input is heavily corrupted during training, the network tends to learn coarse-grained features, whereas when the input is ...
computer science
5,467
Smoothed Gradients for Stochastic Variational Inference
stat.ML
Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional stochastic optimization methods, SVI takes precautions to use unbiased stochastic g...
computer science
5,468
From Stochastic Mixability to Fast Rates
cs.LG
Empirical risk minimization (ERM) is a fundamental learning rule for statistical learning problems where the data is generated according to some unknown distribution $\mathsf{P}$ and returns a hypothesis $f$ chosen from a fixed class $\mathcal{F}$ with small loss $\ell$. In the parametric setting, depending upon $(\ell...
computer science
5,469
Simultaneous Model Selection and Optimization through Parameter-free Stochastic Learning
cs.LG
Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection phase is often ignored. In fact, in theoretical works most of the time assumptio...
computer science
5,470
An Incremental Reseeding Strategy for Clustering
stat.ML
In this work we propose a simple and easily parallelizable algorithm for multiway graph partitioning. The algorithm alternates between three basic components: diffusing seed vertices over the graph, thresholding the diffused seeds, and then randomly reseeding the thresholded clusters. We demonstrate experimentally that...
computer science
5,471
Freeze-Thaw Bayesian Optimization
stat.ML
In this paper we develop a dynamic form of Bayesian optimization for machine learning models with the goal of rapidly finding good hyperparameter settings. Our method uses the partial information gained during the training of a machine learning model in order to decide whether to pause training and start a new model, o...
computer science
5,472
Personalized Medical Treatments Using Novel Reinforcement Learning Algorithms
cs.LG
In both the fields of computer science and medicine there is very strong interest in developing personalized treatment policies for patients who have variable responses to treatments. In particular, I aim to find an optimal personalized treatment policy which is a non-deterministic function of the patient specific cova...
computer science
5,473
Bayesian Optimal Control of Smoothly Parameterized Systems: The Lazy Posterior Sampling Algorithm
cs.LG
We study Bayesian optimal control of a general class of smoothly parameterized Markov decision problems. Since computing the optimal control is computationally expensive, we design an algorithm that trades off performance for computational efficiency. The algorithm is a lazy posterior sampling method that maintains a d...
computer science
5,474
Distributed Stochastic Optimization of the Regularized Risk
stat.ML
Many machine learning algorithms minimize a regularized risk, and stochastic optimization is widely used for this task. When working with massive data, it is desirable to perform stochastic optimization in parallel. Unfortunately, many existing stochastic optimization algorithms cannot be parallelized efficiently. In t...
computer science
5,475
Scalable Latent Tree Model and its Application to Health Analytics
cs.LG
We present an integrated approach to structure and parameter estimation in latent tree graphical models, where some nodes are hidden. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges into a global solution. The structure learning invol...
computer science
5,476
An Entropy Search Portfolio for Bayesian Optimization
stat.ML
Bayesian optimization is a sample-efficient method for black-box global optimization. How- ever, the performance of a Bayesian optimization method very much depends on its exploration strategy, i.e. the choice of acquisition function, and it is not clear a priori which choice will result in superior performance. While ...
computer science
5,477
The Sample Complexity of Learning Linear Predictors with the Squared Loss
cs.LG
In this short note, we provide tight sample complexity bounds for learning linear predictors with respect to the squared loss. Our focus is on an agnostic setting, where no assumptions are made on the data distribution. This contrasts with standard results in the literature, which either make distributional assumptions...
computer science
5,478
Generalized Dantzig Selector: Application to the k-support norm
stat.ML
We propose a Generalized Dantzig Selector (GDS) for linear models, in which any norm encoding the parameter structure can be leveraged for estimation. We investigate both computational and statistical aspects of the GDS. Based on conjugate proximal operator, a flexible inexact ADMM framework is designed for solving GDS...
computer science
5,479
Semi-Supervised Learning with Deep Generative Models
cs.LG
The ever-increasing size of modern data sets combined with the difficulty of obtaining label information has made semi-supervised learning one of the problems of significant practical importance in modern data analysis. We revisit the approach to semi-supervised learning with generative models and develop new models th...
computer science
5,480
Predicting the Future Behavior of a Time-Varying Probability Distribution
stat.ML
We study the problem of predicting the future, though only in the probabilistic sense of estimating a future state of a time-varying probability distribution. This is not only an interesting academic problem, but solving this extrapolation problem also has many practical application, e.g. for training classifiers that ...
computer science
5,481
Noise-adaptive Margin-based Active Learning and Lower Bounds under Tsybakov Noise Condition
stat.ML
We present a simple noise-robust margin-based active learning algorithm to find homogeneous (passing the origin) linear separators and analyze its error convergence when labels are corrupted by noise. We show that when the imposed noise satisfies the Tsybakov low noise condition (Mammen, Tsybakov, and others 1999; Tsyb...
computer science
5,482
Divide-and-Conquer Learning by Anchoring a Conical Hull
stat.ML
We reduce a broad class of machine learning problems, usually addressed by EM or sampling, to the problem of finding the $k$ extremal rays spanning the conical hull of a data point set. These $k$ "anchors" lead to a global solution and a more interpretable model that can even outperform EM and sampling on generalizatio...
computer science
5,483
Reinforcement and Imitation Learning via Interactive No-Regret Learning
cs.LG
Recent work has demonstrated that problems-- particularly imitation learning and structured prediction-- where a learner's predictions influence the input-distribution it is tested on can be naturally addressed by an interactive approach and analyzed using no-regret online learning. These approaches to imitation learni...
computer science
5,484
When is it Better to Compare than to Score?
stat.ML
When eliciting judgements from humans for an unknown quantity, one often has the choice of making direct-scoring (cardinal) or comparative (ordinal) measurements. In this paper we study the relative merits of either choice, providing empirical and theoretical guidelines for the selection of a measurement scheme. We pro...
computer science
5,485
Online learning in MDPs with side information
cs.LG
We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an episodic structure, where each episode corresponds to a patient/customer. Our ob...
computer science
5,486
Thompson Sampling for Learning Parameterized Markov Decision Processes
stat.ML
We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might yield useful information about other, unobserved, parts of the MDP. We present a...
computer science
5,487
Theoretical Analysis of Bayesian Optimisation with Unknown Gaussian Process Hyper-Parameters
stat.ML
Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard. While reasonable practical solutions have been advanced, they can often fail to ...
computer science
5,488
Gradient-based kernel dimension reduction for supervised learning
stat.ML
This paper proposes a novel kernel approach to linear dimension reduction for supervised learning. The purpose of the dimension reduction is to find directions in the input space to explain the output as effectively as possible. The proposed method uses an estimator for the gradient of regression function, based on the...
computer science
5,489
Nonlinear Channel Estimation for OFDM System by Complex LS-SVM under High Mobility Conditions
cs.LG
A nonlinear channel estimator using complex Least Square Support Vector Machines (LS-SVM) is proposed for pilot-aided OFDM system and applied to Long Term Evolution (LTE) downlink under high mobility conditions. The estimation algorithm makes use of the reference signals to estimate the total frequency response of the ...
computer science
5,490
Trace Lasso: a trace norm regularization for correlated designs
cs.LG
Using the $\ell_1$-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account the correlation of the design matrix to stabilize the estimation. This norm, ca...
computer science
5,491
Structured sparsity through convex optimization
cs.LG
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the regularization by the $\ell_1$-norm. In this paper, we consider situations where we...
computer science
5,492
Reconstruction of sequential data with density models
cs.LG
We introduce the problem of reconstructing a sequence of multidimensional real vectors where some of the data are missing. This problem contains regression and mapping inversion as particular cases where the pattern of missing data is independent of the sequence index. The problem is hard because it involves possibly m...
computer science
5,493
Bias Plus Variance Decomposition for Survival Analysis Problems
cs.LG
Bias - variance decomposition of the expected error defined for regression and classification problems is an important tool to study and compare different algorithms, to find the best areas for their application. Here the decomposition is introduced for the survival analysis problem. In our experiments, we study bias -...
computer science
5,494
Learning Item Trees for Probabilistic Modelling of Implicit Feedback
cs.LG
User preferences for items can be inferred from either explicit feedback, such as item ratings, or implicit feedback, such as rental histories. Research in collaborative filtering has concentrated on explicit feedback, resulting in the development of accurate and scalable models. However, since explicit feedback is oft...
computer science
5,495
A Randomized Mirror Descent Algorithm for Large Scale Multiple Kernel Learning
cs.LG
We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel learning methods whose computational cost scales linearly in $d$ are intractable. We p...
computer science
5,496
Variable Selection for Latent Dirichlet Allocation
cs.LG
In latent Dirichlet allocation (LDA), topics are multinomial distributions over the entire vocabulary. However, the vocabulary usually contains many words that are not relevant in forming the topics. We adopt a variable selection method widely used in statistical modeling as a dimension reduction tool and combine it wi...
computer science
5,497
Convex Relaxation for Combinatorial Penalties
stat.ML
In this paper, we propose an unifying view of several recently proposed structured sparsity-inducing norms. We consider the situation of a model simultaneously (a) penalized by a set- function de ned on the support of the unknown parameter vector which represents prior knowledge on supports, and (b) regularized in Lp-n...
computer science
5,498
Graph-based Learning with Unbalanced Clusters
stat.ML
Graph construction is a crucial step in spectral clustering (SC) and graph-based semi-supervised learning (SSL). Spectral methods applied on standard graphs such as full-RBF, $\epsilon$-graphs and $k$-NN graphs can lead to poor performance in the presence of proximal and unbalanced data. This is because spectral method...
computer science
5,499
Approximate Dynamic Programming By Minimizing Distributionally Robust Bounds
stat.ML
Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of dimensionality by minimizing a pessimistic bound on the policy loss. This approach tur...
computer science