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5,900
Efficient Parametric Projection Pursuit Density Estimation
cs.LG
Product models of low dimensional experts are a powerful way to avoid the curse of dimensionality. We present the ``under-complete product of experts' (UPoE), where each expert models a one dimensional projection of the data. The UPoE is fully tractable and may be interpreted as a parametric probabilistic model for pro...
computer science
5,901
Boltzmann Machine Learning with the Latent Maximum Entropy Principle
cs.LG
We present a new statistical learning paradigm for Boltzmann machines based on a new inference principle we have proposed: the latent maximum entropy principle (LME). LME is different both from Jaynes maximum entropy principle and from standard maximum likelihood estimation.We demonstrate the LME principle BY deriving ...
computer science
5,902
Learning Measurement Models for Unobserved Variables
cs.LG
Observed associations in a database may be due in whole or part to variations in unrecorded (latent) variables. Identifying such variables and their causal relationships with one another is a principal goal in many scientific and practical domains. Previous work shows that, given a partition of observed variables such ...
computer science
5,903
Joint Training of Deep Boltzmann Machines
stat.ML
We introduce a new method for training deep Boltzmann machines jointly. Prior methods require an initial learning pass that trains the deep Boltzmann machine greedily, one layer at a time, or do not perform well on classifi- cation tasks.
computer science
5,904
Learning Sparse Low-Threshold Linear Classifiers
stat.ML
We consider the problem of learning a non-negative linear classifier with a $1$-norm of at most $k$, and a fixed threshold, under the hinge-loss. This problem generalizes the problem of learning a $k$-monotone disjunction. We prove that we can learn efficiently in this setting, at a rate which is linear in both $k$ and...
computer science
5,905
A Tutorial on Probabilistic Latent Semantic Analysis
stat.ML
In this tutorial, I will discuss the details about how Probabilistic Latent Semantic Analysis (PLSA) is formalized and how different learning algorithms are proposed to learn the model.
computer science
5,906
Bayesian Group Nonnegative Matrix Factorization for EEG Analysis
cs.LG
We propose a generative model of a group EEG analysis, based on appropriate kernel assumptions on EEG data. We derive the variational inference update rule using various approximation techniques. The proposed model outperforms the current state-of-the-art algorithms in terms of common pattern extraction. The validity o...
computer science
5,907
Random Spanning Trees and the Prediction of Weighted Graphs
cs.LG
We investigate the problem of sequentially predicting the binary labels on the nodes of an arbitrary weighted graph. We show that, under a suitable parametrization of the problem, the optimal number of prediction mistakes can be characterized (up to logarithmic factors) by the cutsize of a random spanning tree of the g...
computer science
5,908
Gaussian Process Regression with Heteroscedastic or Non-Gaussian Residuals
stat.ML
Gaussian Process (GP) regression models typically assume that residuals are Gaussian and have the same variance for all observations. However, applications with input-dependent noise (heteroscedastic residuals) frequently arise in practice, as do applications in which the residuals do not have a Gaussian distribution. ...
computer science
5,909
On-line relational SOM for dissimilarity data
stat.ML
In some applications and in order to address real world situations better, data may be more complex than simple vectors. In some examples, they can be known through their pairwise dissimilarities only. Several variants of the Self Organizing Map algorithm were introduced to generalize the original algorithm to this fra...
computer science
5,910
Sparse Multiple Kernel Learning with Geometric Convergence Rate
cs.LG
In this paper, we study the problem of sparse multiple kernel learning (MKL), where the goal is to efficiently learn a combination of a fixed small number of kernels from a large pool that could lead to a kernel classifier with a small prediction error. We develop an efficient algorithm based on the greedy coordinate d...
computer science
5,911
Generalization Guarantees for a Binary Classification Framework for Two-Stage Multiple Kernel Learning
cs.LG
We present generalization bounds for the TS-MKL framework for two stage multiple kernel learning. We also present bounds for sparse kernel learning formulations within the TS-MKL framework.
computer science
5,912
Update Rules for Parameter Estimation in Bayesian Networks
cs.LG
This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for parameter estimation that encompasses both on-line learning, where the model is c...
computer science
5,913
Models and Selection Criteria for Regression and Classification
cs.LG
When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In particular, we examine a special class of models, which we call Bayesian regression...
computer science
5,914
An Information-Theoretic Analysis of Hard and Soft Assignment Methods for Clustering
cs.LG
Assignment methods are at the heart of many algorithms for unsupervised learning and clustering - in particular, the well-known K-means and Expectation-Maximization (EM) algorithms. In this work, we study several different methods of assignment, including the "hard" assignments used by K-means and the ?soft' assignment...
computer science
5,915
The trace norm constrained matrix-variate Gaussian process for multitask bipartite ranking
cs.LG
We propose a novel hierarchical model for multitask bipartite ranking. The proposed approach combines a matrix-variate Gaussian process with a generative model for task-wise bipartite ranking. In addition, we employ a novel trace constrained variational inference approach to impose low rank structure on the posterior m...
computer science
5,916
Geometrical complexity of data approximators
stat.ML
There are many methods developed to approximate a cloud of vectors embedded in high-dimensional space by simpler objects: starting from principal points and linear manifolds to self-organizing maps, neural gas, elastic maps, various types of principal curves and principal trees, and so on. For each type of approximator...
computer science
5,917
On the Sample Complexity of Learning Bayesian Networks
cs.LG
In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown that this learning procedure is asymptotically successful: with probability one,...
computer science
5,918
Density Ratio Hidden Markov Models
stat.ML
Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however, their classification performance is a drawback. In this paper we apply ideas fr...
computer science
5,919
Clustering validity based on the most similarity
cs.LG
One basic requirement of many studies is the necessity of classifying data. Clustering is a proposed method for summarizing networks. Clustering methods can be divided into two categories named model-based approaches and algorithmic approaches. Since the most of clustering methods depend on their input parameters, it i...
computer science
5,920
Metrics for Multivariate Dictionaries
cs.LG
Overcomplete representations and dictionary learning algorithms kept attracting a growing interest in the machine learning community. This paper addresses the emerging problem of comparing multivariate overcomplete representations. Despite a recurrent need to rely on a distance for learning or assessing multivariate ov...
computer science
5,921
Feature Multi-Selection among Subjective Features
cs.LG
When dealing with subjective, noisy, or otherwise nebulous features, the "wisdom of crowds" suggests that one may benefit from multiple judgments of the same feature on the same object. We give theoretically-motivated `feature multi-selection' algorithms that choose, among a large set of candidate features, not only wh...
computer science
5,922
Online Learning with Switching Costs and Other Adaptive Adversaries
cs.LG
We study the power of different types of adaptive (nonoblivious) adversaries in the setting of prediction with expert advice, under both full-information and bandit feedback. We measure the player's performance using a new notion of regret, also known as policy regret, which better captures the adversary's adaptiveness...
computer science
5,923
Maxout Networks
stat.ML
We consider the problem of designing models to leverage a recently introduced approximate model averaging technique called dropout. We define a simple new model called maxout (so named because its output is the max of a set of inputs, and because it is a natural companion to dropout) designed to both facilitate optimiz...
computer science
5,924
Breaking the Small Cluster Barrier of Graph Clustering
cs.LG
This paper investigates graph clustering in the planted cluster model in the presence of {\em small clusters}. Traditional results dictate that for an algorithm to provably correctly recover the clusters, {\em all} clusters must be sufficiently large (in particular, $\tilde{\Omega}(\sqrt{n})$ where $n$ is the number of...
computer science
5,925
Fast methods for denoising matrix completion formulations, with applications to robust seismic data interpolation
stat.ML
Recent SVD-free matrix factorization formulations have enabled rank minimization for systems with millions of rows and columns, paving the way for matrix completion in extremely large-scale applications, such as seismic data interpolation. In this paper, we consider matrix completion formulations designed to hit a ta...
computer science
5,926
High-Dimensional Probability Estimation with Deep Density Models
stat.ML
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations lie on a lower-dimensional manifold of high probability. It has been more difficul...
computer science
5,927
Accelerated Linear SVM Training with Adaptive Variable Selection Frequencies
stat.ML
Support vector machine (SVM) training is an active research area since the dawn of the method. In recent years there has been increasing interest in specialized solvers for the important case of linear models. The algorithm presented by Hsieh et al., probably best known under the name of the "liblinear" implementation,...
computer science
5,928
Sparse Signal Estimation by Maximally Sparse Convex Optimization
cs.LG
This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of...
computer science
5,929
A Conformal Prediction Approach to Explore Functional Data
stat.ML
This paper applies conformal prediction techniques to compute simultaneous prediction bands and clustering trees for functional data. These tools can be used to detect outliers and clusters. Both our prediction bands and clustering trees provide prediction sets for the underlying stochastic process with a guaranteed fi...
computer science
5,930
An Introductory Study on Time Series Modeling and Forecasting
cs.LG
Time series modeling and forecasting has fundamental importance to various practical domains. Thus a lot of active research works is going on in this subject during several years. Many important models have been proposed in literature for improving the accuracy and effectiveness of time series forecasting. The aim of t...
computer science
5,931
Induction of Selective Bayesian Classifiers
cs.LG
In this paper, we examine previous work on the naive Bayesian classifier and review its limitations, which include a sensitivity to correlated features. We respond to this problem by embedding the naive Bayesian induction scheme within an algorithm that c arries out a greedy search through the space of features. We hyp...
computer science
5,932
Scoup-SMT: Scalable Coupled Sparse Matrix-Tensor Factorization
stat.ML
How can we correlate neural activity in the human brain as it responds to words, with behavioral data expressed as answers to questions about these same words? In short, we want to find latent variables, that explain both the brain activity, as well as the behavioral responses. We show that this is an instance of the C...
computer science
5,933
Bayesian Consensus Clustering
stat.ML
The task of clustering a set of objects based on multiple sources of data arises in several modern applications. We propose an integrative statistical model that permits a separate clustering of the objects for each data source. These separate clusterings adhere loosely to an overall consensus clustering, and hence the...
computer science
5,934
Inferring ground truth from multi-annotator ordinal data: a probabilistic approach
stat.ML
A popular approach for large scale data annotation tasks is crowdsourcing, wherein each data point is labeled by multiple noisy annotators. We consider the problem of inferring ground truth from noisy ordinal labels obtained from multiple annotators of varying and unknown expertise levels. Annotation models for ordinal...
computer science
5,935
Efficient Estimation of the number of neighbours in Probabilistic K Nearest Neighbour Classification
cs.LG
Probabilistic k-nearest neighbour (PKNN) classification has been introduced to improve the performance of original k-nearest neighbour (KNN) classification algorithm by explicitly modelling uncertainty in the classification of each feature vector. However, an issue common to both KNN and PKNN is to select the optimal n...
computer science
5,936
Regret Bounds for Reinforcement Learning with Policy Advice
stat.ML
In some reinforcement learning problems an agent may be provided with a set of input policies, perhaps learned from prior experience or provided by advisors. We present a reinforcement learning with policy advice (RLPA) algorithm which leverages this input set and learns to use the best policy in the set for the reinfo...
computer science
5,937
On the Convergence and Consistency of the Blurring Mean-Shift Process
stat.ML
The mean-shift algorithm is a popular algorithm in computer vision and image processing. It can also be cast as a minimum gamma-divergence estimation. In this paper we focus on the "blurring" mean shift algorithm, which is one version of the mean-shift process that successively blurs the dataset. The analysis of the bl...
computer science
5,938
Cover Tree Bayesian Reinforcement Learning
stat.ML
This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be updated in closed form. The tree structure itself is constructed using the cover tr...
computer science
5,939
Joint Topic Modeling and Factor Analysis of Textual Information and Graded Response Data
stat.ML
Modern machine learning methods are critical to the development of large-scale personalized learning systems that cater directly to the needs of individual learners. The recently developed SPARse Factor Analysis (SPARFA) framework provides a new statistical model and algorithms for machine learning-based learning analy...
computer science
5,940
Calibrated Multivariate Regression with Application to Neural Semantic Basis Discovery
stat.ML
We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise level so that it simultaneously attains improved finite-sample performance and tu...
computer science
5,941
On the Generalization Ability of Online Learning Algorithms for Pairwise Loss Functions
cs.LG
In this paper, we study the generalization properties of online learning based stochastic methods for supervised learning problems where the loss function is dependent on more than one training sample (e.g., metric learning, ranking). We present a generic decoupling technique that enables us to provide Rademacher compl...
computer science
5,942
Learning Policies for Contextual Submodular Prediction
cs.LG
Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure both quality and diversity. We propose a simple, efficient, and provably near-optim...
computer science
5,943
Accelerated Mini-Batch Stochastic Dual Coordinate Ascent
stat.ML
Stochastic dual coordinate ascent (SDCA) is an effective technique for solving regularized loss minimization problems in machine learning. This paper considers an extension of SDCA under the mini-batch setting that is often used in practice. Our main contribution is to introduce an accelerated mini-batch version of SDC...
computer science
5,944
Boosting with the Logistic Loss is Consistent
cs.LG
This manuscript provides optimization guarantees, generalization bounds, and statistical consistency results for AdaBoost variants which replace the exponential loss with the logistic and similar losses (specifically, twice differentiable convex losses which are Lipschitz and tend to zero on one side). The heart of t...
computer science
5,945
Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families
cs.LG
We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012b) showed that a Bayesian prediction strategy with Jeffreys prior and sequential normalized maximum likelihood (SNML) coincide and are optimal if and only if the latter is exchangeable, and if and only if the opti...
computer science
5,946
Meta Path-Based Collective Classification in Heterogeneous Information Networks
cs.LG
Collective classification has been intensively studied due to its impact in many important applications, such as web mining, bioinformatics and citation analysis. Collective classification approaches exploit the dependencies of a group of linked objects whose class labels are correlated and need to be predicted simulta...
computer science
5,947
Characterizing A Database of Sequential Behaviors with Latent Dirichlet Hidden Markov Models
stat.ML
This paper proposes a generative model, the latent Dirichlet hidden Markov models (LDHMM), for characterizing a database of sequential behaviors (sequences). LDHMMs posit that each sequence is generated by an underlying Markov chain process, which are controlled by the corresponding parameters (i.e., the initial state ...
computer science
5,948
Normalized Online Learning
cs.LG
We introduce online learning algorithms which are independent of feature scales, proving regret bounds dependent on the ratio of scales existent in the data rather than the absolute scale. This has several useful effects: there is no need to pre-normalize data, the test-time and test-space complexity are reduced, and t...
computer science
5,949
Dynamic Clustering via Asymptotics of the Dependent Dirichlet Process Mixture
cs.LG
This paper presents a novel algorithm, based upon the dependent Dirichlet process mixture model (DDPMM), for clustering batch-sequential data containing an unknown number of evolving clusters. The algorithm is derived via a low-variance asymptotic analysis of the Gibbs sampling algorithm for the DDPMM, and provides a h...
computer science
5,950
Predicting the Severity of Breast Masses with Data Mining Methods
cs.LG
Mammography is the most effective and available tool for breast cancer screening. However, the low positive predictive value of breast biopsy resulting from mammogram interpretation leads to approximately 70% unnecessary biopsies with benign outcomes. Data mining algorithms could be used to help physicians in their dec...
computer science
5,951
Privileged Information for Data Clustering
cs.LG
Many machine learning algorithms assume that all input samples are independently and identically distributed from some common distribution on either the input space X, in the case of unsupervised learning, or the input and output space X x Y in the case of supervised and semi-supervised learning. In the last number of ...
computer science
5,952
Learning without Concentration
cs.LG
We obtain sharp bounds on the performance of Empirical Risk Minimization performed in a convex class and with respect to the squared loss, without assuming that class members and the target are bounded functions or have rapidly decaying tails. Rather than resorting to a concentration-based argument, the method used h...
computer science
5,953
Generalization Bounds for Representative Domain Adaptation
cs.LG
In this paper, we propose a novel framework to analyze the theoretical properties of the learning process for a representative type of domain adaptation, which combines data from multiple sources and one target (or briefly called representative domain adaptation). In particular, we use the integral probability metric t...
computer science
5,954
Efficient unimodality test in clustering by signature testing
cs.LG
This paper provides a new unimodality test with application in hierarchical clustering methods. The proposed method denoted by signature test (Sigtest), transforms the data based on its statistics. The transformed data has much smaller variation compared to the original data and can be evaluated in a simple proposed un...
computer science
5,955
Bayesian Nonparametric Multilevel Clustering with Group-Level Contexts
cs.LG
We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using the Dirichlet process as the building block, our model constructs a product base-m...
computer science
5,956
Lasso and equivalent quadratic penalized models
stat.ML
The least absolute shrinkage and selection operator (lasso) and ridge regression produce usually different estimates although input, loss function and parameterization of the penalty are identical. In this paper we look for ridge and lasso models with identical solution set. It turns out, that the lasso model with sh...
computer science
5,957
Multi-Step-Ahead Time Series Prediction using Multiple-Output Support Vector Regression
cs.LG
Accurate time series prediction over long future horizons is challenging and of great interest to both practitioners and academics. As a well-known intelligent algorithm, the standard formulation of Support Vector Regression (SVR) could be taken for multi-step-ahead time series prediction, only relying either on iterat...
computer science
5,958
Stochastic Optimization with Importance Sampling
stat.ML
Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform sampling can guarantee that the sampled stochastic quantity is an unbiased estim...
computer science
5,959
Binary Classifier Calibration: Bayesian Non-Parametric Approach
stat.ML
A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning models are used in decision analysis. This paper presents two new non-parametric ...
computer science
5,960
Binary Classifier Calibration: Non-parametric approach
stat.ML
Accurate calibration of probabilistic predictive models learned is critical for many practical prediction and decision-making tasks. There are two main categories of methods for building calibrated classifiers. One approach is to develop methods for learning probabilistic models that are well-calibrated, ab initio. The...
computer science
5,961
Coordinate Descent with Online Adaptation of Coordinate Frequencies
stat.ML
Coordinate descent (CD) algorithms have become the method of choice for solving a number of optimization problems in machine learning. They are particularly popular for training linear models, including linear support vector machine classification, LASSO regression, and logistic regression. We consider general CD wit...
computer science
5,962
Excess Risk Bounds for Exponentially Concave Losses
cs.LG
The overarching goal of this paper is to derive excess risk bounds for learning from exp-concave loss functions in passive and sequential learning settings. Exp-concave loss functions encompass several fundamental problems in machine learning such as squared loss in linear regression, logistic loss in classification, a...
computer science
5,963
Causal Discovery in a Binary Exclusive-or Skew Acyclic Model: BExSAM
stat.ML
Discovering causal relations among observed variables in a given data set is a major objective in studies of statistics and artificial intelligence. Recently, some techniques to discover a unique causal model have been explored based on non-Gaussianity of the observed data distribution. However, most of these are limit...
computer science
5,964
Kernel Least Mean Square with Adaptive Kernel Size
stat.ML
Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size (bandwidth) is still an open important issue especially for learning with small sample s...
computer science
5,965
Matrix factorization with Binary Components
stat.ML
Motivated by an application in computational biology, we consider low-rank matrix factorization with $\{0,1\}$-constraints on one of the factors and optionally convex constraints on the second one. In addition to the non-convexity shared with other matrix factorization schemes, our problem is further complicated by a c...
computer science
5,966
Predicting Nearly As Well As the Optimal Twice Differentiable Regressor
cs.LG
We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of conventional nonlinear regression methods and introduce an algorithm that elegantly mitigat...
computer science
5,967
Bayesian nonparametric comorbidity analysis of psychiatric disorders
stat.ML
The analysis of comorbidity is an open and complex research field in the branch of psychiatry, where clinical experience and several studies suggest that the relation among the psychiatric disorders may have etiological and treatment implications. In this paper, we are interested in applying latent feature modeling to ...
computer science
5,968
Support vector comparison machines
stat.ML
In ranking problems, the goal is to learn a ranking function from labeled pairs of input points. In this paper, we consider the related comparison problem, where the label indicates which element of the pair is better, or if there is no significant difference. We cast the learning problem as a margin maximization, and ...
computer science
5,969
Online Clustering of Bandits
cs.LG
We introduce a novel algorithmic approach to content recommendation based on adaptive clustering of exploration-exploitation ("bandit") strategies. We provide a sharp regret analysis of this algorithm in a standard stochastic noise setting, demonstrate its scalability properties, and prove its effectiveness on a number...
computer science
5,970
Neural Variational Inference and Learning in Belief Networks
cs.LG
Highly expressive directed latent variable models, such as sigmoid belief networks, are difficult to train on large datasets because exact inference in them is intractable and none of the approximate inference methods that have been applied to them scale well. We propose a fast non-iterative approximate inference metho...
computer science
5,971
Markov Blanket Ranking using Kernel-based Conditional Dependence Measures
stat.ML
Developing feature selection algorithms that move beyond a pure correlational to a more causal analysis of observational data is an important problem in the sciences. Several algorithms attempt to do so by discovering the Markov blanket of a target, but they all contain a forward selection step which variables must pas...
computer science
5,972
Randomized Nonlinear Component Analysis
stat.ML
Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants of PCA and CCA have been proposed, these are computationally prohibitive in the ...
computer science
5,973
Transductive Learning with Multi-class Volume Approximation
cs.LG
Given a hypothesis space, the large volume principle by Vladimir Vapnik prioritizes equivalence classes according to their volume in the hypothesis space. The volume approximation has hitherto been successfully applied to binary learning problems. In this paper, we extend it naturally to a more general definition which...
computer science
5,974
Applying Supervised Learning Algorithms and a New Feature Selection Method to Predict Coronary Artery Disease
cs.LG
From a fresh data science perspective, this thesis discusses the prediction of coronary artery disease based on genetic variations at the DNA base pair level, called Single-Nucleotide Polymorphisms (SNPs), collected from the Ontario Heart Genomics Study (OHGS). First, the thesis explains two commonly used supervised ...
computer science
5,975
Efficient Gradient-Based Inference through Transformations between Bayes Nets and Neural Nets
cs.LG
Hierarchical Bayesian networks and neural networks with stochastic hidden units are commonly perceived as two separate types of models. We show that either of these types of models can often be transformed into an instance of the other, by switching between centered and differentiable non-centered parameterizations of ...
computer science
5,976
Taming the Monster: A Fast and Simple Algorithm for Contextual Bandits
cs.LG
We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access to an oracle for solving fully supervised cost-sensitive classification problem...
computer science
5,977
UNLocBoX: A MATLAB convex optimization toolbox for proximal-splitting methods
cs.LG
Convex optimization is an essential tool for machine learning, as many of its problems can be formulated as minimization problems of specific objective functions. While there is a large variety of algorithms available to solve convex problems, we can argue that it becomes more and more important to focus on efficient, ...
computer science
5,978
Sequential Model-Based Ensemble Optimization
cs.LG
One of the most tedious tasks in the application of machine learning is model selection, i.e. hyperparameter selection. Fortunately, recent progress has been made in the automation of this process, through the use of sequential model-based optimization (SMBO) methods. This can be used to optimize a cross-validation per...
computer science
5,979
Discovering Latent Network Structure in Point Process Data
stat.ML
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or impossible to measure the network directly. Examples of latent networks include ec...
computer science
5,980
Learning Ordered Representations with Nested Dropout
stat.ML
In this paper, we study ordered representations of data in which different dimensions have different degrees of importance. To learn these representations we introduce nested dropout, a procedure for stochastically removing coherent nested sets of hidden units in a neural network. We first present a sequence of theoret...
computer science
5,981
Input Warping for Bayesian Optimization of Non-stationary Functions
stat.ML
Bayesian optimization has proven to be a highly effective methodology for the global optimization of unknown, expensive and multimodal functions. The ability to accurately model distributions over functions is critical to the effectiveness of Bayesian optimization. Although Gaussian processes provide a flexible prior o...
computer science
5,982
Dissimilarity-based Ensembles for Multiple Instance Learning
stat.ML
In multiple instance learning, objects are sets (bags) of feature vectors (instances) rather than individual feature vectors. In this paper we address the problem of how these bags can best be represented. Two standard approaches are to use (dis)similarities between bags and prototype bags, or between bags and prototyp...
computer science
5,983
Distributed Variational Inference in Sparse Gaussian Process Regression and Latent Variable Models
stat.ML
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates, robustness to over-fitting, and principled ways for tuning hyper-parameters. However t...
computer science
5,984
Binary Excess Risk for Smooth Convex Surrogates
cs.LG
In statistical learning theory, convex surrogates of the 0-1 loss are highly preferred because of the computational and theoretical virtues that convexity brings in. This is of more importance if we consider smooth surrogates as witnessed by the fact that the smoothness is further beneficial both computationally- by at...
computer science
5,985
An Inequality with Applications to Structured Sparsity and Multitask Dictionary Learning
cs.LG
From concentration inequalities for the suprema of Gaussian or Rademacher processes an inequality is derived. It is applied to sharpen existing and to derive novel bounds on the empirical Rademacher complexities of unit balls in various norms appearing in the context of structured sparsity and multitask dictionary lear...
computer science
5,986
A comparison of linear and non-linear calibrations for speaker recognition
stat.ML
In recent work on both generative and discriminative score to log-likelihood-ratio calibration, it was shown that linear transforms give good accuracy only for a limited range of operating points. Moreover, these methods required tailoring of the calibration training objective functions in order to target the desired r...
computer science
5,987
On Zeroth-Order Stochastic Convex Optimization via Random Walks
cs.LG
We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is based on a random walk (the \emph{Ball Walk}) on the epigraph of the function. Th...
computer science
5,988
Regularization for Multiple Kernel Learning via Sum-Product Networks
stat.ML
In this paper, we are interested in constructing general graph-based regularizers for multiple kernel learning (MKL) given a structure which is used to describe the way of combining basis kernels. Such structures are represented by sum-product networks (SPNs) in our method. Accordingly we propose a new convex regulariz...
computer science
5,989
A Robust Ensemble Approach to Learn From Positive and Unlabeled Data Using SVM Base Models
stat.ML
We present a novel approach to learn binary classifiers when only positive and unlabeled instances are available (PU learning). This problem is routinely cast as a supervised task with label noise in the negative set. We use an ensemble of SVM models trained on bootstrap resamples of the training data for increased rob...
computer science
5,990
The Random Forest Kernel and other kernels for big data from random partitions
stat.ML
We present Random Partition Kernels, a new class of kernels derived by demonstrating a natural connection between random partitions of objects and kernels between those objects. We show how the construction can be used to create kernels from methods that would not normally be viewed as random partitions, such as Random...
computer science
5,991
Automatic Construction and Natural-Language Description of Nonparametric Regression Models
stat.ML
This paper presents the beginnings of an automatic statistician, focusing on regression problems. Our system explores an open-ended space of statistical models to discover a good explanation of a data set, and then produces a detailed report with figures and natural-language text. Our approach treats unknown regression...
computer science
5,992
Hybrid SRL with Optimization Modulo Theories
cs.LG
Generally speaking, the goal of constructive learning could be seen as, given an example set of structured objects, to generate novel objects with similar properties. From a statistical-relational learning (SRL) viewpoint, the task can be interpreted as a constraint satisfaction problem, i.e. the generated objects must...
computer science
5,993
Classification with Sparse Overlapping Groups
cs.LG
Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or not selected. In many applications, however, this can be too restrictive. In th...
computer science
5,994
Subspace Learning with Partial Information
cs.LG
The goal of subspace learning is to find a $k$-dimensional subspace of $\mathbb{R}^d$, such that the expected squared distance between instance vectors and the subspace is as small as possible. In this paper we study subspace learning in a partial information setting, in which the learner can only observe $r \le d$ att...
computer science
5,995
Learning the Parameters of Determinantal Point Process Kernels
stat.ML
Determinantal point processes (DPPs) are well-suited for modeling repulsion and have proven useful in many applications where diversity is desired. While DPPs have many appealing properties, such as efficient sampling, learning the parameters of a DPP is still considered a difficult problem due to the non-convex nature...
computer science
5,996
Variational Particle Approximations
stat.ML
Approximate inference in high-dimensional, discrete probabilistic models is a central problem in computational statistics and machine learning. This paper describes discrete particle variational inference (DPVI), a new approach that combines key strengths of Monte Carlo, variational and search-based techniques. DPVI is...
computer science
5,997
Avoiding pathologies in very deep networks
stat.ML
Choosing appropriate architectures and regularization strategies for deep networks is crucial to good predictive performance. To shed light on this problem, we analyze the analogous problem of constructing useful priors on compositions of functions. Specifically, we study the deep Gaussian process, a type of infinitely...
computer science
5,998
Predictive Interval Models for Non-parametric Regression
cs.LG
Having a regression model, we are interested in finding two-sided intervals that are guaranteed to contain at least a desired proportion of the conditional distribution of the response variable given a specific combination of predictors. We name such intervals predictive intervals. This work presents a new method to fi...
computer science
5,999
Manifold Gaussian Processes for Regression
stat.ML
Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too restrictive. One way to alleviate this limitation is to find a different representation of ...
computer science