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5,500
The Natural Gradient by Analogy to Signal Whitening, and Recipes and Tricks for its Use
cs.LG
The natural gradient allows for more efficient gradient descent by removing dependencies and biases inherent in a function's parameterization. Several papers present the topic thoroughly and precisely. It remains a very difficult idea to get your head around however. The intent of this note is to provide simple intuiti...
computer science
5,501
A Generalized Kernel Approach to Structured Output Learning
stat.ML
We study the problem of structured output learning from a regression perspective. We first provide a general formulation of the kernel dependency estimation (KDE) problem using operator-valued kernels. We show that some of the existing formulations of this problem are special cases of our framework. We then propose a c...
computer science
5,502
On the Identifiability of the Post-Nonlinear Causal Model
stat.ML
By taking into account the nonlinear effect of the cause, the inner noise effect, and the measurement distortion effect in the observed variables, the post-nonlinear (PNL) causal model has demonstrated its excellent performance in distinguishing the cause from effect. However, its identifiability has not been properly ...
computer science
5,503
The Infinite Latent Events Model
stat.ML
We present the Infinite Latent Events Model, a nonparametric hierarchical Bayesian distribution over infinite dimensional Dynamic Bayesian Networks with binary state representations and noisy-OR-like transitions. The distribution can be used to learn structure in discrete timeseries data by simultaneously inferring a s...
computer science
5,504
Herding Dynamic Weights for Partially Observed Random Field Models
cs.LG
Learning the parameters of a (potentially partially observable) random field model is intractable in general. Instead of focussing on a single optimal parameter value we propose to treat parameters as dynamical quantities. We introduce an algorithm to generate complex dynamics for parameters and (both visible and hidde...
computer science
5,505
Temporal-Difference Networks for Dynamical Systems with Continuous Observations and Actions
cs.LG
Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with dynamical systems with finite sets of observations and actions. We present an algorithm...
computer science
5,506
Which Spatial Partition Trees are Adaptive to Intrinsic Dimension?
stat.ML
Recent theory work has found that a special type of spatial partition tree - called a random projection tree - is adaptive to the intrinsic dimension of the data from which it is built. Here we examine this same question, with a combination of theory and experiments, for a broader class of trees that includes k-d trees...
computer science
5,507
Computing Posterior Probabilities of Structural Features in Bayesian Networks
cs.LG
We study the problem of learning Bayesian network structures from data. Koivisto and Sood (2004) and Koivisto (2006) presented algorithms that can compute the exact marginal posterior probability of a subnetwork, e.g., a single edge, in O(n2n) time and the posterior probabilities for all n(n-1) potential edges in O(n2n...
computer science
5,508
Products of Hidden Markov Models: It Takes N>1 to Tango
cs.LG
Products of Hidden Markov Models(PoHMMs) are an interesting class of generative models which have received little attention since their introduction. This maybe in part due to their more computationally expensive gradient-based learning algorithm,and the intractability of computing the log likelihood of sequences under...
computer science
5,509
Virtual Vector Machine for Bayesian Online Classification
cs.LG
In a typical online learning scenario, a learner is required to process a large data stream using a small memory buffer. Such a requirement is usually in conflict with a learner's primary pursuit of prediction accuracy. To address this dilemma, we introduce a novel Bayesian online classi cation algorithm, called the Vi...
computer science
5,510
Group Sparse Priors for Covariance Estimation
stat.ML
Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization problem. In this paper, we reinterpret these results as performing MAP estimation u...
computer science
5,511
Domain Knowledge Uncertainty and Probabilistic Parameter Constraints
cs.LG
Incorporating domain knowledge into the modeling process is an effective way to improve learning accuracy. However, as it is provided by humans, domain knowledge can only be specified with some degree of uncertainty. We propose to explicitly model such uncertainty through probabilistic constraints over the parameter sp...
computer science
5,512
Multiple Source Adaptation and the Renyi Divergence
cs.LG
This paper presents a novel theoretical study of the general problem of multiple source adaptation using the notion of Renyi divergence. Our results build on our previous work [12], but significantly broaden the scope of that work in several directions. We extend previous multiple source loss guarantees based on distri...
computer science
5,513
Interpretation and Generalization of Score Matching
cs.LG
Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been completely resolved for score matching. First, we provide a formal link between maxim...
computer science
5,514
Identifying confounders using additive noise models
stat.ML
We propose a method for inferring the existence of a latent common cause ('confounder') of two observed random variables. The method assumes that the two effects of the confounder are (possibly nonlinear) functions of the confounder plus independent, additive noise. We discuss under which conditions the model is identi...
computer science
5,515
Correlated Non-Parametric Latent Feature Models
cs.LG
We are often interested in explaining data through a set of hidden factors or features. When the number of hidden features is unknown, the Indian Buffet Process (IBP) is a nonparametric latent feature model that does not bound the number of active features in dataset. However, the IBP assumes that all latent features a...
computer science
5,516
L2 Regularization for Learning Kernels
cs.LG
The choice of the kernel is critical to the success of many learning algorithms but it is typically left to the user. Instead, the training data can be used to learn the kernel by selecting it out of a given family, such as that of non-negative linear combinations of p base kernels, constrained by a trace or L1 regular...
computer science
5,517
Optimization of Structured Mean Field Objectives
stat.ML
In intractable, undirected graphical models, an intuitive way of creating structured mean field approximations is to select an acyclic tractable subgraph. We show that the hardness of computing the objective function and gradient of the mean field objective qualitatively depends on a simple graph property. If the tract...
computer science
5,518
Alternating Projections for Learning with Expectation Constraints
cs.LG
We present an objective function for learning with unlabeled data that utilizes auxiliary expectation constraints. We optimize this objective function using a procedure that alternates between information and moment projections. Our method provides an alternate interpretation of the posterior regularization framework (...
computer science
5,519
On Smoothing and Inference for Topic Models
cs.LG
Latent Dirichlet analysis, or topic modeling, is a flexible latent variable framework for modeling high-dimensional sparse count data. Various learning algorithms have been developed in recent years, including collapsed Gibbs sampling, variational inference, and maximum a posteriori estimation, and this variety motivat...
computer science
5,520
Multiple Identifications in Multi-Armed Bandits
cs.LG
We study the problem of identifying the top $m$ arms in a multi-armed bandit game. Our proposed solution relies on a new algorithm based on successive rejects of the seemingly bad arms, and successive accepts of the good ones. This algorithmic contribution allows to tackle other multiple identifications settings that w...
computer science
5,521
Thompson Sampling: An Asymptotically Optimal Finite Time Analysis
stat.ML
The question of the optimality of Thompson Sampling for solving the stochastic multi-armed bandit problem had been open since 1933. In this paper we answer it positively for the case of Bernoulli rewards by providing the first finite-time analysis that matches the asymptotic rate given in the Lai and Robbins lower boun...
computer science
5,522
New Analysis and Algorithm for Learning with Drifting Distributions
cs.LG
We present a new analysis of the problem of learning with drifting distributions in the batch setting using the notion of discrepancy. We prove learning bounds based on the Rademacher complexity of the hypothesis set and the discrepancy of distributions both for a drifting PAC scenario and a tracking scenario. Our boun...
computer science
5,523
Conditional mean embeddings as regressors - supplementary
cs.LG
We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings minimise, providing an intuitive understanding of the embeddings and a justificatio...
computer science
5,524
Efficient Sparse Group Feature Selection via Nonconvex Optimization
cs.LG
Sparse feature selection has been demonstrated to be effective in handling high-dimensional data. While promising, most of the existing works use convex methods, which may be suboptimal in terms of the accuracy of feature selection and parameter estimation. In this paper, we expand a nonconvex paradigm to sparse group ...
computer science
5,525
Measurability Aspects of the Compactness Theorem for Sample Compression Schemes
stat.ML
It was proved in 1998 by Ben-David and Litman that a concept space has a sample compression scheme of size d if and only if every finite subspace has a sample compression scheme of size d. In the compactness theorem, measurability of the hypotheses of the created sample compression scheme is not guaranteed; at the same...
computer science
5,526
Learning Dictionaries with Bounded Self-Coherence
stat.ML
Sparse coding in learned dictionaries has been established as a successful approach for signal denoising, source separation and solving inverse problems in general. A dictionary learning method adapts an initial dictionary to a particular signal class by iteratively computing an approximate factorization of a training ...
computer science
5,527
Implicit Density Estimation by Local Moment Matching to Sample from Auto-Encoders
cs.LG
Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps define better justified sampling algorithms for deep learning based on auto-encoder v...
computer science
5,528
Density-Difference Estimation
cs.LG
We address the problem of estimating the difference between two probability densities. A naive approach is a two-step procedure of first estimating two densities separately and then computing their difference. However, such a two-step procedure does not necessarily work well because the first step is performed without ...
computer science
5,529
Surrogate Regret Bounds for Bipartite Ranking via Strongly Proper Losses
cs.LG
The problem of bipartite ranking, where instances are labeled positive or negative and the goal is to learn a scoring function that minimizes the probability of mis-ranking a pair of positive and negative instances (or equivalently, that maximizes the area under the ROC curve), has been widely studied in recent years. ...
computer science
5,530
Robust Dequantized Compressive Sensing
stat.ML
We consider the reconstruction problem in compressed sensing in which the observations are recorded in a finite number of bits. They may thus contain quantization errors (from being rounded to the nearest representable value) and saturation errors (from being outside the range of representable values). Our formulation ...
computer science
5,531
Unsupervised spectral learning
cs.LG
In spectral clustering and spectral image segmentation, the data is partioned starting from a given matrix of pairwise similarities S. the matrix S is constructed by hand, or learned on a separate training set. In this paper we show how to achieve spectral clustering in unsupervised mode. Our algorithm starts with a se...
computer science
5,532
Learning from Sparse Data by Exploiting Monotonicity Constraints
cs.LG
When training data is sparse, more domain knowledge must be incorporated into the learning algorithm in order to reduce the effective size of the hypothesis space. This paper builds on previous work in which knowledge about qualitative monotonicities was formally represented and incorporated into learning algorithms (e...
computer science
5,533
Learning Factor Graphs in Polynomial Time & Sample Complexity
cs.LG
We study computational and sample complexity of parameter and structure learning in graphical models. Our main result shows that the class of factor graphs with bounded factor size and bounded connectivity can be learned in polynomial time and polynomial number of samples, assuming that the data is generated by a netwo...
computer science
5,534
On the Detection of Concept Changes in Time-Varying Data Stream by Testing Exchangeability
cs.LG
A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that it is an approximation of the sequential probability ratio test (SPRT). The relat...
computer science
5,535
Maximum Margin Bayesian Networks
cs.LG
We consider the problem of learning Bayesian network classifiers that maximize the marginover a set of classification variables. We find that this problem is harder for Bayesian networks than for undirected graphical models like maximum margin Markov networks. The main difficulty is that the parameters in a Bayesian ne...
computer science
5,536
Learning about individuals from group statistics
cs.LG
We propose a new problem formulation which is similar to, but more informative than, the binary multiple-instance learning problem. In this setting, we are given groups of instances (described by feature vectors) along with estimates of the fraction of positively-labeled instances per group. The task is to learn an ins...
computer science
5,537
Obtaining Calibrated Probabilities from Boosting
cs.LG
Boosted decision trees typically yield good accuracy, precision, and ROC area. However, because the outputs from boosting are not well calibrated posterior probabilities, boosting yields poor squared error and cross-entropy. We empirically demonstrate why AdaBoost predicts distorted probabilities and examine three cali...
computer science
5,538
Piecewise Training for Undirected Models
cs.LG
For many large undirected models that arise in real-world applications, exact maximumlikelihood training is intractable, because it requires computing marginal distributions of the model. Conditional training is even more difficult, because the partition function depends not only on the parameters, but also on the obse...
computer science
5,539
The DLR Hierarchy of Approximate Inference
cs.LG
We propose a hierarchy for approximate inference based on the Dobrushin, Lanford, Ruelle (DLR) equations. This hierarchy includes existing algorithms, such as belief propagation, and also motivates novel algorithms such as factorized neighbors (FN) algorithms and variants of mean field (MF) algorithms. In particular, w...
computer science
5,540
A Function Approximation Approach to Estimation of Policy Gradient for POMDP with Structured Policies
cs.LG
We consider the estimation of the policy gradient in partially observable Markov decision processes (POMDP) with a special class of structured policies that are finite-state controllers. We show that the gradient estimation can be done in the Actor-Critic framework, by making the critic compute a "value" function that ...
computer science
5,541
Optimal rates for first-order stochastic convex optimization under Tsybakov noise condition
cs.LG
We focus on the problem of minimizing a convex function $f$ over a convex set $S$ given $T$ queries to a stochastic first order oracle. We argue that the complexity of convex minimization is only determined by the rate of growth of the function around its minimizer $x^*_{f,S}$, as quantified by a Tsybakov-like noise co...
computer science
5,542
Improved brain pattern recovery through ranking approaches
cs.LG
Inferring the functional specificity of brain regions from functional Magnetic Resonance Images (fMRI) data is a challenging statistical problem. While the General Linear Model (GLM) remains the standard approach for brain mapping, supervised learning techniques (a.k.a.} decoding) have proven to be useful to capture mu...
computer science
5,543
Ensemble Clustering with Logic Rules
stat.ML
In this article, the logic rule ensembles approach to supervised learning is applied to the unsupervised or semi-supervised clustering. Logic rules which were obtained by combining simple conjunctive rules are used to partition the input space and an ensemble of these rules is used to define a similarity matrix. Simila...
computer science
5,544
The Minimum Information Principle for Discriminative Learning
cs.LG
Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we argue that for classiffication tasks, mutual information is a more suitable informa...
computer science
5,545
Algebraic Statistics in Model Selection
cs.LG
We develop the necessary theory in computational algebraic geometry to place Bayesian networks into the realm of algebraic statistics. We present an algebra{statistics dictionary focused on statistical modeling. In particular, we link the notion of effiective dimension of a Bayesian network with the notion of algebraic...
computer science
5,546
On-line Prediction with Kernels and the Complexity Approximation Principle
cs.LG
The paper describes an application of Aggregating Algorithm to the problem of regression. It generalizes earlier results concerned with plain linear regression to kernel techniques and presents an on-line algorithm which performs nearly as well as any oblivious kernel predictor. The paper contains the derivation of an ...
computer science
5,547
Applying Discrete PCA in Data Analysis
cs.LG
Methods for analysis of principal components in discrete data have existed for some time under various names such as grade of membership modelling, probabilistic latent semantic analysis, and genotype inference with admixture. In this paper we explore a number of extensions to the common theory, and present some applic...
computer science
5,548
Exponential Families for Conditional Random Fields
cs.LG
In this paper we de ne conditional random elds in reproducing kernel Hilbert spaces and show connections to Gaussian Process classi cation. More speci cally, we prove decomposition results for undirected graphical models and we give constructions for kernels. Finally we present e cient means of solving the optimization...
computer science
5,549
"Ideal Parent" Structure Learning for Continuous Variable Networks
cs.LG
In recent years, there is a growing interest in learning Bayesian networks with continuous variables. Learning the structure of such networks is a computationally expensive procedure, which limits most applications to parameter learning. This problem is even more acute when learning networks with hidden variables. We p...
computer science
5,550
Bayesian Learning in Undirected Graphical Models: Approximate MCMC algorithms
cs.LG
Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov Chain Monte Carlo) schemes giving the correct equilibrium distribution over param...
computer science
5,551
Active Model Selection
cs.LG
Classical learning assumes the learner is given a labeled data sample, from which it learns a model. The field of Active Learning deals with the situation where the learner begins not with a training sample, but instead with resources that it can use to obtain information to help identify the optimal model. To better u...
computer science
5,552
An Extended Cencov-Campbell Characterization of Conditional Information Geometry
cs.LG
We formulate and prove an axiomatic characterization of conditional information geometry, for both the normalized and the nonnormalized cases. This characterization extends the axiomatic derivation of the Fisher geometry by Cencov and Campbell to the cone of positive conditional models, and as a special case to the man...
computer science
5,553
Conditional Chow-Liu Tree Structures for Modeling Discrete-Valued Vector Time Series
cs.LG
We consider the problem of modeling discrete-valued vector time series data using extensions of Chow-Liu tree models to capture both dependencies across time and dependencies across variables. Conditional Chow-Liu tree models are introduced, as an extension to standard Chow-Liu trees, for modeling conditional rather th...
computer science
5,554
A Generative Bayesian Model for Aggregating Experts' Probabilities
cs.LG
In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating prior knowledge about the event being forecasted and about salient properties o...
computer science
5,555
Dynamical Systems Trees
cs.LG
We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical systems to an interactive group scenario. Various individual processes interact a...
computer science
5,556
Similarity-Driven Cluster Merging Method for Unsupervised Fuzzy Clustering
cs.LG
In this paper, a similarity-driven cluster merging method is proposed for unsuper-vised fuzzy clustering. The cluster merging method is used to resolve the problem of cluster validation. Starting with an overspecified number of clusters in the data, pairs of similar clusters are merged based on the proposed similarity-...
computer science
5,557
Graph partition strategies for generalized mean field inference
cs.LG
An autonomous variational inference algorithm for arbitrary graphical models requires the ability to optimize variational approximations over the space of model parameters as well as over the choice of tractable families used for the variational approximation. In this paper, we present a novel combination of graph part...
computer science
5,558
Factored Latent Analysis for far-field tracking data
cs.LG
This paper uses Factored Latent Analysis (FLA) to learn a factorized, segmental representation for observations of tracked objects over time. Factored Latent Analysis is latent class analysis in which the observation space is subdivided and each aspect of the original space is represented by a separate latent class mod...
computer science
5,559
Variational Chernoff Bounds for Graphical Models
cs.LG
Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal probabilities required in inference and learning. However these variational est...
computer science
5,560
On the Statistical Efficiency of $\ell_{1,p}$ Multi-Task Learning of Gaussian Graphical Models
cs.LG
In this paper, we present $\ell_{1,p}$ multi-task structure learning for Gaussian graphical models. We analyze the sufficient number of samples for the correct recovery of the support union and edge signs. We also analyze the necessary number of samples for any conceivable method by providing information-theoretic lowe...
computer science
5,561
Local stability of Belief Propagation algorithm with multiple fixed points
stat.ML
A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-passing algorithm, computes exactly such marginals when the underlying graph is a tree. But it has gained its popularity as ...
computer science
5,562
Proceedings of the 29th International Conference on Machine Learning (ICML-12)
cs.LG
This is an index to the papers that appear in the Proceedings of the 29th International Conference on Machine Learning (ICML-12). The conference was held in Edinburgh, Scotland, June 27th - July 3rd, 2012.
computer science
5,563
Fast nonparametric classification based on data depth
stat.ML
A new procedure, called DDa-procedure, is developed to solve the problem of classifying d-dimensional objects into q >= 2 classes. The procedure is completely nonparametric; it uses q-dimensional depth plots and a very efficient algorithm for discrimination analysis in the depth space [0,1]^q. Specifically, the depth i...
computer science
5,564
Optimal discovery with probabilistic expert advice: finite time analysis and macroscopic optimality
cs.LG
We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it with an algorithm based on the optimistic paradigm and on the Good-Turing missing mass estimator. We prove two different regret bounds on t...
computer science
5,565
Generalization Bounds for Metric and Similarity Learning
cs.LG
Recently, metric learning and similarity learning have attracted a large amount of interest. Many models and optimisation algorithms have been proposed. However, there is relatively little work on the generalization analysis of such methods. In this paper, we derive novel generalization bounds of metric and similarity ...
computer science
5,566
Bellman Error Based Feature Generation using Random Projections on Sparse Spaces
cs.LG
We address the problem of automatic generation of features for value function approximation. Bellman Error Basis Functions (BEBFs) have been shown to improve the error of policy evaluation with function approximation, with a convergence rate similar to that of value iteration. We propose a simple, fast and robust algor...
computer science
5,567
Second-Order Non-Stationary Online Learning for Regression
cs.LG
The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero, compared with the best function that is chosen off-line. Nevertheless, many real...
computer science
5,568
One-Class Support Measure Machines for Group Anomaly Detection
stat.ML
We propose one-class support measure machines (OCSMMs) for group anomaly detection which aims at recognizing anomalous aggregate behaviors of data points. The OCSMMs generalize well-known one-class support vector machines (OCSVMs) to a space of probability measures. By formulating the problem as quantile estimation on ...
computer science
5,569
Top-down particle filtering for Bayesian decision trees
stat.ML
Decision tree learning is a popular approach for classification and regression in machine learning and statistics, and Bayesian formulations---which introduce a prior distribution over decision trees, and formulate learning as posterior inference given data---have been shown to produce competitive performance. Unlike c...
computer science
5,570
Bayesian Compressed Regression
stat.ML
As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the predictors can be projected to a low dimensional linear subspace with minimal l...
computer science
5,571
An Equivalence between the Lasso and Support Vector Machines
cs.LG
We investigate the relation of two fundamental tools in machine learning and signal processing, that is the support vector machine (SVM) for classification, and the Lasso technique used in regression. We show that the resulting optimization problems are equivalent, in the following sense. Given any instance of an $\ell...
computer science
5,572
Classification with Asymmetric Label Noise: Consistency and Maximal Denoising
stat.ML
In many real-world classification problems, the labels of training examples are randomly corrupted. Most previous theoretical work on classification with label noise assumes that the two classes are separable, that the label noise is independent of the true class label, or that the noise proportions for each class are ...
computer science
5,573
Large-Margin Metric Learning for Partitioning Problems
cs.LG
In this paper, we consider unsupervised partitioning problems, such as clustering, image segmentation, video segmentation and other change-point detection problems. We focus on partitioning problems based explicitly or implicitly on the minimization of Euclidean distortions, which include mean-based change-point detect...
computer science
5,574
Complex Support Vector Machines for Regression and Quaternary Classification
cs.LG
The paper presents a new framework for complex Support Vector Regression as well as Support Vector Machines for quaternary classification. The method exploits the notion of widely linear estimation to model the input-out relation for complex-valued data and considers two cases: a) the complex data are split into their ...
computer science
5,575
Linear NDCG and Pair-wise Loss
cs.LG
Linear NDCG is used for measuring the performance of the Web content quality assessment in ECML/PKDD Discovery Challenge 2010. In this paper, we will prove that the DCG error equals a new pair-wise loss.
computer science
5,576
Monte-Carlo utility estimates for Bayesian reinforcement learning
cs.LG
This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct an optimistic policy. Secondly, gradient-based algorithms for approximate upper and lower bounds are introduced. Finally...
computer science
5,577
Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions
cs.LG
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an algorithm whose regret with respect to any policy in a comparison class grows as t...
computer science
5,578
Ranking and combining multiple predictors without labeled data
stat.ML
In a broad range of classification and decision making problems, one is given the advice or predictions of several classifiers, of unknown reliability, over multiple questions or queries. This scenario is different from the standard supervised setting, where each classifier accuracy can be assessed using available labe...
computer science
5,579
Topic Discovery through Data Dependent and Random Projections
stat.ML
We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based...
computer science
5,580
Margins, Shrinkage, and Boosting
cs.LG
This manuscript shows that AdaBoost and its immediate variants can produce approximate maximum margin classifiers simply by scaling step size choices with a fixed small constant. In this way, when the unscaled step size is an optimal choice, these results provide guarantees for Friedman's empirically successful "shrink...
computer science
5,581
Marginal Likelihoods for Distributed Parameter Estimation of Gaussian Graphical Models
stat.ML
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance matrix, which can be computationally intensive in large dimensions. Approximate infer...
computer science
5,582
On Learnability, Complexity and Stability
stat.ML
We consider the fundamental question of learnability of a hypotheses class in the supervised learning setting and in the general learning setting introduced by Vladimir Vapnik. We survey classic results characterizing learnability in term of suitable notions of complexity, as well as more recent results that establish ...
computer science
5,583
On Sparsity Inducing Regularization Methods for Machine Learning
cs.LG
During the past years there has been an explosion of interest in learning methods based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer can be expressed as the composition of a convex function $\omega$ with a linear function. This setting includes several ...
computer science
5,584
Exploiting correlation and budget constraints in Bayesian multi-armed bandit optimization
stat.ML
We address the problem of finding the maximizer of a nonlinear smooth function, that can only be evaluated point-wise, subject to constraints on the number of permitted function evaluations. This problem is also known as fixed-budget best arm identification in the multi-armed bandit literature. We introduce a Bayesian ...
computer science
5,585
Sequential testing over multiple stages and performance analysis of data fusion
stat.ML
We describe a methodology for modeling the performance of decision-level data fusion between different sensor configurations, implemented as part of the JIEDDO Analytic Decision Engine (JADE). We first discuss a Bayesian network formulation of classical probabilistic data fusion, which allows elementary fusion structur...
computer science
5,586
Efficiently Using Second Order Information in Large l1 Regularization Problems
stat.ML
We propose a novel general algorithm LHAC that efficiently uses second-order information to train a class of large-scale l1-regularized problems. Our method executes cheap iterations while achieving fast local convergence rate by exploiting the special structure of a low-rank matrix, constructed via quasi-Newton approx...
computer science
5,587
ABC Reinforcement Learning
stat.ML
This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators (generative models). This is useful in domains where an analytical probabilistic...
computer science
5,588
Relevance As a Metric for Evaluating Machine Learning Algorithms
stat.ML
In machine learning, the choice of a learning algorithm that is suitable for the application domain is critical. The performance metric used to compare different algorithms must also reflect the concerns of users in the application domain under consideration. In this work, we propose a novel probability-based performan...
computer science
5,589
Confidence-constrained joint sparsity recovery under the Poisson noise model
stat.ML
Our work is focused on the joint sparsity recovery problem where the common sparsity pattern is corrupted by Poisson noise. We formulate the confidence-constrained optimization problem in both least squares (LS) and maximum likelihood (ML) frameworks and study the conditions for perfect reconstruction of the original r...
computer science
5,590
Convergence of Nearest Neighbor Pattern Classification with Selective Sampling
cs.LG
In the panoply of pattern classification techniques, few enjoy the intuitive appeal and simplicity of the nearest neighbor rule: given a set of samples in some metric domain space whose value under some function is known, we estimate the function anywhere in the domain by giving the value of the nearest sample per the ...
computer science
5,591
Enhancements of Multi-class Support Vector Machine Construction from Binary Learners using Generalization Performance
cs.LG
We propose several novel methods for enhancing the multi-class SVMs by applying the generalization performance of binary classifiers as the core idea. This concept will be applied on the existing algorithms, i.e., the Decision Directed Acyclic Graph (DDAG), the Adaptive Directed Acyclic Graphs (ADAG), and Max Wins. Alt...
computer science
5,592
Temporal Autoencoding Improves Generative Models of Time Series
stat.ML
Restricted Boltzmann Machines (RBMs) are generative models which can learn useful representations from samples of a dataset in an unsupervised fashion. They have been widely employed as an unsupervised pre-training method in machine learning. RBMs have been modified to model time series in two main ways: The Temporal R...
computer science
5,593
Multiple Instance Learning with Bag Dissimilarities
stat.ML
Multiple instance learning (MIL) is concerned with learning from sets (bags) of objects (instances), where the individual instance labels are ambiguous. In this setting, supervised learning cannot be applied directly. Often, specialized MIL methods learn by making additional assumptions about the relationship of the ba...
computer science
5,594
One-class Collaborative Filtering with Random Graphs: Annotated Version
stat.ML
The bane of one-class collaborative filtering is interpreting and modelling the latent signal from the missing class. In this paper we present a novel Bayesian generative model for implicit collaborative filtering. It forms a core component of the Xbox Live architecture, and unlike previous approaches, delineates the o...
computer science
5,595
Generative Multiple-Instance Learning Models For Quantitative Electromyography
cs.LG
We present a comprehensive study of the use of generative modeling approaches for Multiple-Instance Learning (MIL) problems. In MIL a learner receives training instances grouped together into bags with labels for the bags only (which might not be correct for the comprised instances). Our work was motivated by the task ...
computer science
5,596
The Bregman Variational Dual-Tree Framework
cs.LG
Graph-based methods provide a powerful tool set for many non-parametric frameworks in Machine Learning. In general, the memory and computational complexity of these methods is quadratic in the number of examples in the data which makes them quickly infeasible for moderate to large scale datasets. A significant effort t...
computer science
5,597
Hinge-loss Markov Random Fields: Convex Inference for Structured Prediction
cs.LG
Graphical models for structured domains are powerful tools, but the computational complexities of combinatorial prediction spaces can force restrictions on models, or require approximate inference in order to be tractable. Instead of working in a combinatorial space, we use hinge-loss Markov random fields (HL-MRFs), an...
computer science
5,598
High-dimensional Joint Sparsity Random Effects Model for Multi-task Learning
cs.LG
Joint sparsity regularization in multi-task learning has attracted much attention in recent years. The traditional convex formulation employs the group Lasso relaxation to achieve joint sparsity across tasks. Although this approach leads to a simple convex formulation, it suffers from several issues due to the loosenes...
computer science
5,599
Boosting in the presence of label noise
cs.LG
Boosting is known to be sensitive to label noise. We studied two approaches to improve AdaBoost's robustness against labelling errors. One is to employ a label-noise robust classifier as a base learner, while the other is to modify the AdaBoost algorithm to be more robust. Empirical evaluation shows that a committee of...
computer science