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5,600
Hilbert Space Embeddings of Predictive State Representations
cs.LG
Predictive State Representations (PSRs) are an expressive class of models for controlled stochastic processes. PSRs represent state as a set of predictions of future observable events. Because PSRs are defined entirely in terms of observable data, statistically consistent estimates of PSR parameters can be learned effi...
computer science
5,601
Sample Complexity of Multi-task Reinforcement Learning
cs.LG
Transferring knowledge across a sequence of reinforcement-learning tasks is challenging, and has a number of important applications. Though there is encouraging empirical evidence that transfer can improve performance in subsequent reinforcement-learning tasks, there has been very little theoretical analysis. In this p...
computer science
5,602
Convex Relaxations of Bregman Divergence Clustering
cs.LG
Although many convex relaxations of clustering have been proposed in the past decade, current formulations remain restricted to spherical Gaussian or discriminative models and are susceptible to imbalanced clusters. To address these shortcomings, we propose a new class of convex relaxations that can be flexibly applied...
computer science
5,603
Building Bridges: Viewing Active Learning from the Multi-Armed Bandit Lens
cs.LG
In this paper we propose a multi-armed bandit inspired, pool based active learning algorithm for the problem of binary classification. By carefully constructing an analogy between active learning and multi-armed bandits, we utilize ideas such as lower confidence bounds, and self-concordant regularization from the multi...
computer science
5,604
Batch-iFDD for Representation Expansion in Large MDPs
cs.LG
Matching pursuit (MP) methods are a promising class of feature construction algorithms for value function approximation. Yet existing MP methods require creating a pool of potential features, mandating expert knowledge or enumeration of a large feature pool, both of which hinder scalability. This paper introduces batch...
computer science
5,605
Multiple Instance Learning by Discriminative Training of Markov Networks
cs.LG
We introduce a graphical framework for multiple instance learning (MIL) based on Markov networks. This framework can be used to model the traditional MIL definition as well as more general MIL definitions. Different levels of ambiguity -- the portion of positive instances in a bag -- can be explored in weakly supervise...
computer science
5,606
Unsupervised Learning of Noisy-Or Bayesian Networks
cs.LG
This paper considers the problem of learning the parameters in Bayesian networks of discrete variables with known structure and hidden variables. Previous approaches in these settings typically use expectation maximization; when the network has high treewidth, the required expectations might be approximated using Monte...
computer science
5,607
Gaussian Processes for Big Data
cs.LG
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to depend on a set of globally relevant inducing variables which factorize the model ...
computer science
5,608
Inverse Covariance Estimation for High-Dimensional Data in Linear Time and Space: Spectral Methods for Riccati and Sparse Models
cs.LG
We propose maximum likelihood estimation for learning Gaussian graphical models with a Gaussian (ell_2^2) prior on the parameters. This is in contrast to the commonly used Laplace (ell_1) prior for encouraging sparseness. We show that our optimization problem leads to a Riccati matrix equation, which has a closed form ...
computer science
5,609
Constrained Bayesian Inference for Low Rank Multitask Learning
cs.LG
We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the feasible set of densities and propose a general recipe for such problems. We apply ...
computer science
5,610
Learning Max-Margin Tree Predictors
cs.LG
Structured prediction is a powerful framework for coping with joint prediction of interacting outputs. A central difficulty in using this framework is that often the correct label dependence structure is unknown. At the same time, we would like to avoid an overly complex structure that will lead to intractable predicti...
computer science
5,611
The Supervised IBP: Neighbourhood Preserving Infinite Latent Feature Models
cs.LG
We propose a probabilistic model to infer supervised latent variables in the Hamming space from observed data. Our model allows simultaneous inference of the number of binary latent variables, and their values. The latent variables preserve neighbourhood structure of the data in a sense that objects in the same semanti...
computer science
5,612
Determinantal Clustering Processes - A Nonparametric Bayesian Approach to Kernel Based Semi-Supervised Clustering
cs.LG
Semi-supervised clustering is the task of clustering data points into clusters where only a fraction of the points are labelled. The true number of clusters in the data is often unknown and most models require this parameter as an input. Dirichlet process mixture models are appealing as they can infer the number of clu...
computer science
5,613
Approximate Kalman Filter Q-Learning for Continuous State-Space MDPs
cs.LG
We seek to learn an effective policy for a Markov Decision Process (MDP) with continuous states via Q-Learning. Given a set of basis functions over state action pairs we search for a corresponding set of linear weights that minimizes the mean Bellman residual. Our algorithm uses a Kalman filter model to estimate those ...
computer science
5,614
Finite-Time Analysis of Kernelised Contextual Bandits
cs.LG
We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have access to the similarities between actions' contexts and that the expected reward...
computer science
5,615
Active Learning with Expert Advice
cs.LG
Conventional learning with expert advice methods assumes a learner is always receiving the outcome (e.g., class labels) of every incoming training instance at the end of each trial. In real applications, acquiring the outcome from oracle can be costly or time consuming. In this paper, we address a new problem of active...
computer science
5,616
Bennett-type Generalization Bounds: Large-deviation Case and Faster Rate of Convergence
stat.ML
In this paper, we present the Bennett-type generalization bounds of the learning process for i.i.d. samples, and then show that the generalization bounds have a faster rate of convergence than the traditional results. In particular, we first develop two types of Bennett-type deviation inequality for the i.i.d. learning...
computer science
5,617
Bayesian Inference in Sparse Gaussian Graphical Models
stat.ML
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity constraints on model structures. In this paper, we describe two new approaches to Bay...
computer science
5,618
An upper bound on prototype set size for condensed nearest neighbor
cs.LG
The condensed nearest neighbor (CNN) algorithm is a heuristic for reducing the number of prototypical points stored by a nearest neighbor classifier, while keeping the classification rule given by the reduced prototypical set consistent with the full set. I present an upper bound on the number of prototypical points ac...
computer science
5,619
Monotonous (Semi-)Nonnegative Matrix Factorization
cs.LG
Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals can be monotonous in nature. For example, in source separation problem, the source...
computer science
5,620
Kernel Spectral Clustering and applications
cs.LG
In this chapter we review the main literature related to kernel spectral clustering (KSC), an approach to clustering cast within a kernel-based optimization setting. KSC represents a least-squares support vector machine based formulation of spectral clustering described by a weighted kernel PCA objective. Just as in th...
computer science
5,621
On Regret-Optimal Learning in Decentralized Multi-player Multi-armed Bandits
stat.ML
We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model, players can pick among many arms, and each play of an arm generates an i.i.d. rewar...
computer science
5,622
Re-scale boosting for regression and classification
cs.LG
Boosting is a learning scheme that combines weak prediction rules to produce a strong composite estimator, with the underlying intuition that one can obtain accurate prediction rules by combining "rough" ones. Although boosting is proved to be consistent and overfitting-resistant, its numerical convergence rate is rela...
computer science
5,623
Optimal Decision-Theoretic Classification Using Non-Decomposable Performance Metrics
cs.LG
We provide a general theoretical analysis of expected out-of-sample utility, also referred to as decision-theoretic classification, for non-decomposable binary classification metrics such as F-measure and Jaccard coefficient. Our key result is that the expected out-of-sample utility for many performance metrics is prov...
computer science
5,624
DART: Dropouts meet Multiple Additive Regression Trees
cs.LG
Multiple Additive Regression Trees (MART), an ensemble model of boosted regression trees, is known to deliver high prediction accuracy for diverse tasks, and it is widely used in practice. However, it suffers an issue which we call over-specialization, wherein trees added at later iterations tend to impact the predicti...
computer science
5,625
An Asymptotically Optimal Policy for Uniform Bandits of Unknown Support
stat.ML
Consider the problem of a controller sampling sequentially from a finite number of $N \geq 2$ populations, specified by random variables $X^i_k$, $ i = 1,\ldots , N,$ and $k = 1, 2, \ldots$; where $X^i_k$ denotes the outcome from population $i$ the $k^{th}$ time it is sampled. It is assumed that for each fixed $i$, $\{...
computer science
5,626
Estimation with Norm Regularization
stat.ML
Analysis of non-asymptotic estimation error and structured statistical recovery based on norm regularized regression, such as Lasso, needs to consider four aspects: the norm, the loss function, the design matrix, and the noise model. This paper presents generalizations of such estimation error analysis on all four aspe...
computer science
5,627
Spike and Slab Gaussian Process Latent Variable Models
stat.ML
The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the GP-LVM and propose an efficient variational inference procedure that gives a lower ...
computer science
5,628
Asymptotic Behavior of Minimal-Exploration Allocation Policies: Almost Sure, Arbitrarily Slow Growing Regret
stat.ML
The purpose of this paper is to provide further understanding into the structure of the sequential allocation ("stochastic multi-armed bandit", or MAB) problem by establishing probability one finite horizon bounds and convergence rates for the sample (or "pseudo") regret associated with two simple classes of allocation...
computer science
5,629
Incorporating Type II Error Probabilities from Independence Tests into Score-Based Learning of Bayesian Network Structure
cs.LG
We give a new consistent scoring function for structure learning of Bayesian networks. In contrast to traditional approaches to score-based structure learning, such as BDeu or MDL, the complexity penalty that we propose is data-dependent and is given by the probability that a conditional independence test correctly sho...
computer science
5,630
Permutational Rademacher Complexity: a New Complexity Measure for Transductive Learning
stat.ML
Transductive learning considers situations when a learner observes $m$ labelled training points and $u$ unlabelled test points with the final goal of giving correct answers for the test points. This paper introduces a new complexity measure for transductive learning called Permutational Rademacher Complexity (PRC) and ...
computer science
5,631
Training generative neural networks via Maximum Mean Discrepancy optimization
stat.ML
We consider training a deep neural network to generate samples from an unknown distribution given i.i.d. data. We frame learning as an optimization minimizing a two-sample test statistic---informally speaking, a good generator network produces samples that cause a two-sample test to fail to reject the null hypothesis. ...
computer science
5,632
Consistent Algorithms for Multiclass Classification with a Reject Option
cs.LG
We consider the problem of $n$-class classification ($n\geq 2$), where the classifier can choose to abstain from making predictions at a given cost, say, a factor $\alpha$ of the cost of misclassification. Designing consistent algorithms for such $n$-class classification problems with a `reject option' is the main goal...
computer science
5,633
Provably Correct Algorithms for Matrix Column Subset Selection with Selectively Sampled Data
stat.ML
We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to numerous real-world data applications such as population genetics summarization,...
computer science
5,634
Simple regret for infinitely many armed bandits
cs.LG
We consider a stochastic bandit problem with infinitely many arms. In this setting, the learner has no chance of trying all the arms even once and has to dedicate its limited number of samples only to a certain number of arms. All previous algorithms for this setting were designed for minimizing the cumulative regret o...
computer science
5,635
Compressed Nonnegative Matrix Factorization is Fast and Accurate
cs.LG
Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor to this is the increasingly growing size of the datasets available and needed in ...
computer science
5,636
Multi-task additive models with shared transfer functions based on dictionary learning
stat.ML
Additive models form a widely popular class of regression models which represent the relation between covariates and response variables as the sum of low-dimensional transfer functions. Besides flexibility and accuracy, a key benefit of these models is their interpretability: the transfer functions provide visual means...
computer science
5,637
Risk and Regret of Hierarchical Bayesian Learners
cs.LG
Common statistical practice has shown that the full power of Bayesian methods is not realized until hierarchical priors are used, as these allow for greater "robustness" and the ability to "share statistical strength." Yet it is an ongoing challenge to provide a learning-theoretically sound formalism of such notions th...
computer science
5,638
oASIS: Adaptive Column Sampling for Kernel Matrix Approximation
stat.ML
Kernel matrices (e.g. Gram or similarity matrices) are essential for many state-of-the-art approaches to classification, clustering, and dimensionality reduction. For large datasets, the cost of forming and factoring such kernel matrices becomes intractable. To address this challenge, we introduce a new adaptive sampli...
computer science
5,639
Supervised Learning for Dynamical System Learning
stat.ML
Recently there has been substantial interest in spectral methods for learning dynamical systems. These methods are popular since they often offer a good tradeoff between computational and statistical efficiency. Unfortunately, they can be difficult to use and extend in practice: e.g., they can make it difficult to inco...
computer science
5,640
Weight Uncertainty in Neural Networks
stat.ML
We introduce a new, efficient, principled and backpropagation-compatible algorithm for learning a probability distribution on the weights of a neural network, called Bayes by Backprop. It regularises the weights by minimising a compression cost, known as the variational free energy or the expected lower bound on the ma...
computer science
5,641
Regulating Greed Over Time
stat.ML
In retail, there are predictable yet dramatic time-dependent patterns in customer behavior, such as periodic changes in the number of visitors, or increases in visitors just before major holidays. The current paradigm of multi-armed bandit analysis does not take these known patterns into account. This means that for ap...
computer science
5,642
The Benefit of Multitask Representation Learning
stat.ML
We discuss a general method to learn data representations from multiple tasks. We provide a justification for this method in both settings of multitask learning and learning-to-learn. The method is illustrated in detail in the special case of linear feature learning. Conditions on the theoretical advantage offered by m...
computer science
5,643
Tight Continuous Relaxation of the Balanced $k$-Cut Problem
stat.ML
Spectral Clustering as a relaxation of the normalized/ratio cut has become one of the standard graph-based clustering methods. Existing methods for the computation of multiple clusters, corresponding to a balanced $k$-cut of the graph, are either based on greedy techniques or heuristics which have weak connection to th...
computer science
5,644
Constrained 1-Spectral Clustering
stat.ML
An important form of prior information in clustering comes in form of cannot-link and must-link constraints. We present a generalization of the popular spectral clustering technique which integrates such constraints. Motivated by the recently proposed $1$-spectral clustering for the unconstrained problem, our method is...
computer science
5,645
Electre Tri-Machine Learning Approach to the Record Linkage Problem
stat.ML
In this short paper, the Electre Tri-Machine Learning Method, generally used to solve ordinal classification problems, is proposed for solving the Record Linkage problem. Preliminary experimental results show that, using the Electre Tri method, high accuracy can be achieved and more than 99% of the matches and nonmatch...
computer science
5,646
Sketching for Sequential Change-Point Detection
cs.LG
We study sequential change-point detection using sketches (linear projections) of high-dimensional signal vectors, by presenting the sketching procedures that are derived based on the generalized likelihood ratio statistic. We consider both fixed and time-varying projections, and derive theoretical approximations to tw...
computer science
5,647
Optimizing Non-decomposable Performance Measures: A Tale of Two Classes
stat.ML
Modern classification problems frequently present mild to severe label imbalance as well as specific requirements on classification characteristics, and require optimizing performance measures that are non-decomposable over the dataset, such as F-measure. Such measures have spurred much interest and pose specific chall...
computer science
5,648
Surrogate Functions for Maximizing Precision at the Top
stat.ML
The problem of maximizing precision at the top of a ranked list, often dubbed Precision@k (prec@k), finds relevance in myriad learning applications such as ranking, multi-label classification, and learning with severe label imbalance. However, despite its popularity, there exist significant gaps in our understanding of...
computer science
5,649
Some Open Problems in Optimal AdaBoost and Decision Stumps
cs.LG
The significance of the study of the theoretical and practical properties of AdaBoost is unquestionable, given its simplicity, wide practical use, and effectiveness on real-world datasets. Here we present a few open problems regarding the behavior of "Optimal AdaBoost," a term coined by Rudin, Daubechies, and Schapire ...
computer science
5,650
An Overview of the Asymptotic Performance of the Family of the FastICA Algorithms
stat.ML
This contribution summarizes the results on the asymptotic performance of several variants of the FastICA algorithm. A number of new closed-form expressions are presented.
computer science
5,651
Belief Flows of Robust Online Learning
stat.ML
This paper introduces a new probabilistic model for online learning which dynamically incorporates information from stochastic gradients of an arbitrary loss function. Similar to probabilistic filtering, the model maintains a Gaussian belief over the optimal weight parameters. Unlike traditional Bayesian updates, the m...
computer science
5,652
A Characterization of the Non-Uniqueness of Nonnegative Matrix Factorizations
cs.LG
Nonnegative matrix factorization (NMF) is a popular dimension reduction technique that produces interpretable decomposition of the data into parts. However, this decompostion is not generally identifiable (even up to permutation and scaling). While other studies have provide criteria under which NMF is identifiable, we...
computer science
5,653
The CMA Evolution Strategy: A Tutorial
cs.LG
This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex functions. We try to motivate and derive the algorithm from intuitive concepts and ...
computer science
5,654
Bayesian Optimization with Exponential Convergence
stat.ML
This paper presents a Bayesian optimization method with exponential convergence without the need of auxiliary optimization and without the delta-cover sampling. Most Bayesian optimization methods require auxiliary optimization: an additional non-convex global optimization problem, which can be time-consuming and hard t...
computer science
5,655
Building Ensembles of Adaptive Nested Dichotomies with Random-Pair Selection
stat.ML
A system of nested dichotomies is a method of decomposing a multi-class problem into a collection of binary problems. Such a system recursively splits the set of classes into two subsets, and trains a binary classifier to distinguish between each subset. Even though ensembles of nested dichotomies with random structure...
computer science
5,656
Online Optimization of Smoothed Piecewise Constant Functions
cs.LG
We study online optimization of smoothed piecewise constant functions over the domain [0, 1). This is motivated by the problem of adaptively picking parameters of learning algorithms as in the recently introduced framework by Gupta and Roughgarden (2016). Majority of the machine learning literature has focused on Lipsc...
computer science
5,657
Challenges in Bayesian Adaptive Data Analysis
cs.LG
Traditional statistical analysis requires that the analysis process and data are independent. By contrast, the new field of adaptive data analysis hopes to understand and provide algorithms and accuracy guarantees for research as it is commonly performed in practice, as an iterative process of interacting repeatedly wi...
computer science
5,658
Confidence Decision Trees via Online and Active Learning for Streaming (BIG) Data
stat.ML
Decision tree classifiers are a widely used tool in data stream mining. The use of confidence intervals to estimate the gain associated with each split leads to very effective methods, like the popular Hoeffding tree algorithm. From a statistical viewpoint, the analysis of decision tree classifiers in a streaming setti...
computer science
5,659
Loss Bounds and Time Complexity for Speed Priors
cs.LG
This paper establishes for the first time the predictive performance of speed priors and their computational complexity. A speed prior is essentially a probability distribution that puts low probability on strings that are not efficiently computable. We propose a variant to the original speed prior (Schmidhuber, 2002),...
computer science
5,660
A Convex Surrogate Operator for General Non-Modular Loss Functions
stat.ML
Empirical risk minimization frequently employs convex surrogates to underlying discrete loss functions in order to achieve computational tractability during optimization. However, classical convex surrogates can only tightly bound modular loss functions, sub-modular functions or supermodular functions separately while ...
computer science
5,661
A Differentiable Transition Between Additive and Multiplicative Neurons
cs.LG
Existing approaches to combine both additive and multiplicative neural units either use a fixed assignment of operations or require discrete optimization to determine what function a neuron should perform. However, this leads to an extensive increase in the computational complexity of the training procedure. We prese...
computer science
5,662
Consistently Estimating Markov Chains with Noisy Aggregate Data
cs.LG
We address the problem of estimating the parameters of a time-homogeneous Markov chain given only noisy, aggregate data. This arises when a population of individuals behave independently according to a Markov chain, but individual sample paths cannot be observed due to limitations of the observation process or the need...
computer science
5,663
Bayesian linear regression with Student-t assumptions
cs.LG
As an automatic method of determining model complexity using the training data alone, Bayesian linear regression provides us a principled way to select hyperparameters. But one often needs approximation inference if distribution assumption is beyond Gaussian distribution. In this paper, we propose a Bayesian linear reg...
computer science
5,664
A short note on extension theorems and their connection to universal consistency in machine learning
stat.ML
Statistical machine learning plays an important role in modern statistics and computer science. One main goal of statistical machine learning is to provide universally consistent algorithms, i.e., the estimator converges in probability or in some stronger sense to the Bayes risk or to the Bayes decision function. Kerne...
computer science
5,665
DS-MLR: Exploiting Double Separability for Scaling up Distributed Multinomial Logistic Regression
cs.LG
Scaling multinomial logistic regression to datasets with very large number of data points and classes has not been trivial. This is primarily because one needs to compute the log-partition function on every data point. This makes distributing the computation hard. In this paper, we present a distributed stochastic grad...
computer science
5,666
Identifying global optimality for dictionary learning
stat.ML
Learning new representations of input observations in machine learning is often tackled using a factorization of the data. For many such problems, including sparse coding and matrix completion, learning these factorizations can be difficult, in terms of efficiency and to guarantee that the solution is a global minimum....
computer science
5,667
Gaussian Copula Variational Autoencoders for Mixed Data
stat.ML
The variational autoencoder (VAE) is a generative model with continuous latent variables where a pair of probabilistic encoder (bottom-up) and decoder (top-down) is jointly learned by stochastic gradient variational Bayes. We first elaborate Gaussian VAE, approximating the local covariance matrix of the decoder as an o...
computer science
5,668
Chained Gaussian Processes
stat.ML
Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link function (like in generalized linear models) to handle non-Gaussian data. However, the link function formal...
computer science
5,669
Streaming Label Learning for Modeling Labels on the Fly
stat.ML
It is challenging to handle a large volume of labels in multi-label learning. However, existing approaches explicitly or implicitly assume that all the labels in the learning process are given, which could be easily violated in changing environments. In this paper, we define and study streaming label learning (SLL), i....
computer science
5,670
Trading-Off Cost of Deployment Versus Accuracy in Learning Predictive Models
stat.ML
Predictive models are finding an increasing number of applications in many industries. As a result, a practical means for trading-off the cost of deploying a model versus its effectiveness is needed. Our work is motivated by risk prediction problems in healthcare. Cost-structures in domains such as healthcare are quite...
computer science
5,671
Stabilized Sparse Online Learning for Sparse Data
stat.ML
Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional sparse data, however, the method suffers from slow convergence and high variance...
computer science
5,672
Approximation Vector Machines for Large-scale Online Learning
cs.LG
One of the most challenging problems in kernel online learning is to bound the model size and to promote the model sparsity. Sparse models not only improve computation and memory usage, but also enhance the generalization capacity, a principle that concurs with the law of parsimony. However, inappropriate sparsity mode...
computer science
5,673
Double Thompson Sampling for Dueling Bandits
cs.LG
In this paper, we propose a Double Thompson Sampling (D-TS) algorithm for dueling bandit problems. As indicated by its name, D-TS selects both the first and the second candidates according to Thompson Sampling. Specifically, D-TS maintains a posterior distribution for the preference matrix, and chooses the pair of arms...
computer science
5,674
Neural Random Forests
stat.ML
Given an ensemble of randomized regression trees, it is possible to restructure them as a collection of multilayered neural networks with particular connection weights. Following this principle, we reformulate the random forest method of Breiman (2001) into a neural network setting, and in turn propose two new hybrid p...
computer science
5,675
Fast nonlinear embeddings via structured matrices
stat.ML
We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above that, the presented framework covers multivariate randomized functions. As a bypr...
computer science
5,676
Deep Multi-fidelity Gaussian Processes
cs.LG
We develop a novel multi-fidelity framework that goes far beyond the classical AR(1) Co-kriging scheme of Kennedy and O'Hagan (2000). Our method can handle general discontinuous cross-correlations among systems with different levels of fidelity. A combination of multi-fidelity Gaussian Processes (AR(1) Co-kriging) and ...
computer science
5,677
Condorcet's Jury Theorem for Consensus Clustering and its Implications for Diversity
stat.ML
Condorcet's Jury Theorem has been invoked for ensemble classifiers to indicate that the combination of many classifiers can have better predictive performance than a single classifier. Such a theoretical underpinning is unknown for consensus clustering. This article extends Condorcet's Jury Theorem to the mean partitio...
computer science
5,678
Streaming View Learning
stat.ML
An underlying assumption in conventional multi-view learning algorithms is that all views can be simultaneously accessed. However, due to various factors when collecting and pre-processing data from different views, the streaming view setting, in which views arrive in a streaming manner, is becoming more common. By ass...
computer science
5,679
Kernels on Sample Sets via Nonparametric Divergence Estimates
cs.LG
Most machine learning algorithms, such as classification or regression, treat the individual data point as the object of interest. Here we consider extending machine learning algorithms to operate on groups of data points. We suggest treating a group of data points as an i.i.d. sample set from an underlying feature dis...
computer science
5,680
A Reconstruction Error Formulation for Semi-Supervised Multi-task and Multi-view Learning
cs.LG
A significant challenge to make learning techniques more suitable for general purpose use is to move beyond i) complete supervision, ii) low dimensional data, iii) a single task and single view per instance. Solving these challenges allows working with "Big Data" problems that are typically high dimensional with multip...
computer science
5,681
Cramer Rao-Type Bounds for Sparse Bayesian Learning
cs.LG
In this paper, we derive Hybrid, Bayesian and Marginalized Cram\'{e}r-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their prior distribution parameters. We assume the unknown vector to be drawn from a c...
computer science
5,682
rFerns: An Implementation of the Random Ferns Method for General-Purpose Machine Learning
cs.LG
In this paper I present an extended implementation of the Random ferns algorithm contained in the R package rFerns. It differs from the original by the ability of consuming categorical and numerical attributes instead of only binary ones. Also, instead of using simple attribute subspace ensemble it employs bagging and ...
computer science
5,683
Information Forests
cs.LG
We describe Information Forests, an approach to classification that generalizes Random Forests by replacing the splitting criterion of non-leaf nodes from a discriminative one -- based on the entropy of the label distribution -- to a generative one -- based on maximizing the information divergence between the class-con...
computer science
5,684
Towards minimax policies for online linear optimization with bandit feedback
cs.LG
We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of order $\sqrt{d n \log N}$ for any finite action set with $N$ actions, under the assumption that the instantaneous loss is bounded by 1. This...
computer science
5,685
Mirror Descent Meets Fixed Share (and feels no regret)
cs.LG
Mirror descent with an entropic regularizer is known to achieve shifting regret bounds that are logarithmic in the dimension. This is done using either a carefully designed projection or by a weight sharing technique. Via a novel unified analysis, we show that these two approaches deliver essentially equivalent bounds ...
computer science
5,686
Semi-supervised Learning with Density Based Distances
cs.LG
We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any distance-based supervised learning method, such as Nearest Neighbor methods and SVMs...
computer science
5,687
Near-Optimal Target Learning With Stochastic Binary Signals
cs.LG
We study learning in a noisy bisection model: specifically, Bayesian algorithms to learn a target value V given access only to noisy realizations of whether V is less than or greater than a threshold theta. At step t = 0, 1, 2, ..., the learner sets threshold theta t and observes a noisy realization of sign(V - theta t...
computer science
5,688
Smoothing Proximal Gradient Method for General Structured Sparse Learning
cs.LG
We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of such penalties as our motivating examples: 1) overlapping group lasso penalty, base...
computer science
5,689
Ensembles of Kernel Predictors
cs.LG
This paper examines the problem of learning with a finite and possibly large set of p base kernels. It presents a theoretical and empirical analysis of an approach addressing this problem based on ensembles of kernel predictors. This includes novel theoretical guarantees based on the Rademacher complexity of the corres...
computer science
5,690
Active Learning for Developing Personalized Treatment
cs.LG
The personalization of treatment via bio-markers and other risk categories has drawn increasing interest among clinical scientists. Personalized treatment strategies can be learned using data from clinical trials, but such trials are very costly to run. This paper explores the use of active learning techniques to desig...
computer science
5,691
Boosting as a Product of Experts
cs.LG
In this paper, we derive a novel probabilistic model of boosting as a Product of Experts. We re-derive the boosting algorithm as a greedy incremental model selection procedure which ensures that addition of new experts to the ensemble does not decrease the likelihood of the data. These learning rules lead to a generic ...
computer science
5,692
PAC-Bayesian Policy Evaluation for Reinforcement Learning
cs.LG
Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors. PAC-Bayesian methods overcome this problem by providing bounds that hold regardless ...
computer science
5,693
Generalized Fisher Score for Feature Selection
cs.LG
Fisher score is one of the most widely used supervised feature selection methods. However, it selects each feature independently according to their scores under the Fisher criterion, which leads to a suboptimal subset of features. In this paper, we present a generalized Fisher score to jointly select features. It aims ...
computer science
5,694
Active Semi-Supervised Learning using Submodular Functions
cs.LG
We consider active, semi-supervised learning in an offline transductive setting. We show that a previously proposed error bound for active learning on undirected weighted graphs can be generalized by replacing graph cut with an arbitrary symmetric submodular function. Arbitrary non-symmetric submodular functions can be...
computer science
5,695
Bregman divergence as general framework to estimate unnormalized statistical models
cs.LG
We show that the Bregman divergence provides a rich framework to estimate unnormalized statistical models for continuous or discrete random variables, that is, models which do not integrate or sum to one, respectively. We prove that recent estimation methods such as noise-contrastive estimation, ratio matching, and sco...
computer science
5,696
Sequential Inference for Latent Force Models
cs.LG
Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulated and solved using the state variable approach. We shall also show how the Gaussian process prior used in LFMs can be equivalently formulated...
computer science
5,697
What Cannot be Learned with Bethe Approximations
cs.LG
We address the problem of learning the parameters in graphical models when inference is intractable. A common strategy in this case is to replace the partition function with its Bethe approximation. We show that there exists a regime of empirical marginals where such Bethe learning will fail. By failure we mean that th...
computer science
5,698
Lipschitz Parametrization of Probabilistic Graphical Models
cs.LG
We show that the log-likelihood of several probabilistic graphical models is Lipschitz continuous with respect to the lp-norm of the parameters. We discuss several implications of Lipschitz parametrization. We present an upper bound of the Kullback-Leibler divergence that allows understanding methods that penalize the ...
computer science
5,699
Noisy-OR Models with Latent Confounding
cs.LG
Given a set of experiments in which varying subsets of observed variables are subject to intervention, we consider the problem of identifiability of causal models exhibiting latent confounding. While identifiability is trivial when each experiment intervenes on a large number of variables, the situation is more complic...
computer science