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10,601
Towards stability and optimality in stochastic gradient descent
stat.ME
Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are statistically inefficient as estimators of the true parameter value. To address these tw...
computer science
10,602
The Boundary Forest Algorithm for Online Supervised and Unsupervised Learning
cs.LG
We describe a new instance-based learning algorithm called the Boundary Forest (BF) algorithm, that can be used for supervised and unsupervised learning. The algorithm builds a forest of trees whose nodes store previously seen examples. It can be shown data points one at a time and updates itself incrementally, hence i...
computer science
10,603
Detecting the large entries of a sparse covariance matrix in sub-quadratic time
stat.CO
The covariance matrix of a $p$-dimensional random variable is a fundamental quantity in data analysis. Given $n$ i.i.d. observations, it is typically estimated by the sample covariance matrix, at a computational cost of $O(np^{2})$ operations. When $n,p$ are large, this computation may be prohibitively slow. Moreover, ...
computer science
10,604
Removing systematic errors for exoplanet search via latent causes
stat.ML
We describe a method for removing the effect of confounders in order to reconstruct a latent quantity of interest. The method, referred to as half-sibling regression, is inspired by recent work in causal inference using additive noise models. We provide a theoretical justification and illustrate the potential of the me...
computer science
10,605
Mind the duality gap: safer rules for the Lasso
stat.ML
Screening rules allow to early discard irrelevant variables from the optimization in Lasso problems, or its derivatives, making solvers faster. In this paper, we propose new versions of the so-called $\textit{safe rules}$ for the Lasso. Based on duality gap considerations, our new rules create safe test regions whose d...
computer science
10,606
Global Convergence of Unmodified 3-Block ADMM for a Class of Convex Minimization Problems
math.OC
The alternating direction method of multipliers (ADMM) has been successfully applied to solve structured convex optimization problems due to its superior practical performance. The convergence properties of the 2-block ADMM have been studied extensively in the literature. Specifically, it has been proven that the 2-blo...
computer science
10,607
Layered Adaptive Importance Sampling
stat.CO
Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use simpler proposal probability densities to draw candidate samples. The performan...
computer science
10,608
Modelling-based experiment retrieval: A case study with gene expression clustering
stat.ML
Motivation: Public and private repositories of experimental data are growing to sizes that require dedicated methods for finding relevant data. To improve on the state of the art of keyword searches from annotations, methods for content-based retrieval have been proposed. In the context of gene expression experiments, ...
computer science
10,609
The development of an information criterion for Change-Point Analysis
cs.LG
Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is used to identify the time indices (change points) at which the system transitions ...
computer science
10,610
Inferring Graphs from Cascades: A Sparse Recovery Framework
cs.SI
In the Network Inference problem, one seeks to recover the edges of an unknown graph from the observations of cascades propagating over this graph. In this paper, we approach this problem from the sparse recovery perspective. We introduce a general model of cascades, including the voter model and the independent cascad...
computer science
10,611
Greedy Biomarker Discovery in the Genome with Applications to Antimicrobial Resistance
cs.LG
The Set Covering Machine (SCM) is a greedy learning algorithm that produces sparse classifiers. We extend the SCM for datasets that contain a huge number of features. The whole genetic material of living organisms is an example of such a case, where the number of feature exceeds 10^7. Three human pathogens were used to...
computer science
10,612
Detecting bird sound in unknown acoustic background using crowdsourced training data
stat.ML
Biodiversity monitoring using audio recordings is achievable at a truly global scale via large-scale deployment of inexpensive, unattended recording stations or by large-scale crowdsourcing using recording and species recognition on mobile devices. The ability, however, to reliably identify vocalising animal species is...
computer science
10,613
Clustering via Content-Augmented Stochastic Blockmodels
stat.ML
Much of the data being created on the web contains interactions between users and items. Stochastic blockmodels, and other methods for community detection and clustering of bipartite graphs, can infer latent user communities and latent item clusters from this interaction data. These methods, however, typically ignore t...
computer science
10,614
MLlib: Machine Learning in Apache Spark
cs.LG
Apache Spark is a popular open-source platform for large-scale data processing that is well-suited for iterative machine learning tasks. In this paper we present MLlib, Spark's open-source distributed machine learning library. MLlib provides efficient functionality for a wide range of learning settings and includes sev...
computer science
10,615
Multilevel Weighted Support Vector Machine for Classification on Healthcare Data with Missing Values
stat.ML
This work is motivated by the needs of predictive analytics on healthcare data as represented by Electronic Medical Records. Such data is invariably problematic: noisy, with missing entries, with imbalance in classes of interests, leading to serious bias in predictive modeling. Since standard data mining methods often ...
computer science
10,616
A Low Complexity Algorithm with $O(\sqrt{T})$ Regret and Finite Constraint Violations for Online Convex Optimization with Long Term Constraints
math.OC
This paper considers online convex optimization over a complicated constraint set, which typically consists of multiple functional constraints and a set constraint. The conventional projection based online projection algorithm (Zinkevich, 2003) can be difficult to implement due to the potentially high computation compl...
computer science
10,617
A General Retraining Framework for Scalable Adversarial Classification
cs.GT
Traditional classification algorithms assume that training and test data come from similar distributions. This assumption is violated in adversarial settings, where malicious actors modify instances to evade detection. A number of custom methods have been developed for both adversarial evasion attacks and robust learni...
computer science
10,618
Demystifying Fixed k-Nearest Neighbor Information Estimators
cs.LG
Estimating mutual information from i.i.d. samples drawn from an unknown joint density function is a basic statistical problem of broad interest with multitudinous applications. The most popular estimator is one proposed by Kraskov and St\"ogbauer and Grassberger (KSG) in 2004, and is nonparametric and based on the dist...
computer science
10,619
A General Distributed Dual Coordinate Optimization Framework for Regularized Loss Minimization
cs.LG
In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without moving data across machines. In this paper, we introduce a novel distributed du...
computer science
10,620
Efficient Algorithms for Large-scale Generalized Eigenvector Computation and Canonical Correlation Analysis
cs.LG
This paper considers the problem of canonical-correlation analysis (CCA) (Hotelling, 1936) and, more broadly, the generalized eigenvector problem for a pair of symmetric matrices. These are two fundamental problems in data analysis and scientific computing with numerous applications in machine learning and statistics (...
computer science
10,621
Positive Definite Estimation of Large Covariance Matrix Using Generalized Nonconvex Penalties
cs.IT
This work addresses the issue of large covariance matrix estimation in high-dimensional statistical analysis. Recently, improved iterative algorithms with positive-definite guarantee have been developed. However, these algorithms cannot be directly extended to use a nonconvex penalty for sparsity inducing. Generally, a...
computer science
10,622
Delta divergence: A novel decision cognizant measure of classifier incongruence
cs.LG
Disagreement between two classifiers regarding the class membership of an observation in pattern recognition can be indicative of an anomaly and its nuance. As in general classifiers base their decision on class aposteriori probabilities, the most natural approach to detecting classifier incongruence is to use divergen...
computer science
10,623
Multi-view Learning as a Nonparametric Nonlinear Inter-Battery Factor Analysis
stat.ML
Factor analysis aims to determine latent factors, or traits, which summarize a given data set. Inter-battery factor analysis extends this notion to multiple views of the data. In this paper we show how a nonlinear, nonparametric version of these models can be recovered through the Gaussian process latent variable model...
computer science
10,624
Learning Sparse Additive Models with Interactions in High Dimensions
cs.LG
A function $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is referred to as a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x}) = \sum_{l \in \mathcal{S}}\phi_{l}(x_l)$, where $\mathcal{S} \subset [d]$, $|\mathcal{S}| \ll d$. Assuming $\phi_l$'s and $\mathcal{S}$ to be unknown, the problem of estimating $f$ f...
computer science
10,625
Agnostic Estimation of Mean and Covariance
cs.DS
We consider the problem of estimating the mean and covariance of a distribution from iid samples in $\mathbb{R}^n$, in the presence of an $\eta$ fraction of malicious noise; this is in contrast to much recent work where the noise itself is assumed to be from a distribution of known type. The agnostic problem includes m...
computer science
10,626
Stochastic Variance-Reduced ADMM
cs.LG
The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and SDCA-ADMM that have fast convergence rates and low iteration complexities. However,...
computer science
10,627
Evaluating the effect of topic consideration in identifying communities of rating-based social networks
cs.SI
Finding meaningful communities in social network has attracted the attentions of many researchers. The community structure of complex networks reveals both their organization and hidden relations among their constituents. Most of the researches in the field of community detection mainly focus on the topological structu...
computer science
10,628
UBL: an R package for Utility-based Learning
cs.MS
This document describes the R package UBL that allows the use of several methods for handling utility-based learning problems. Classification and regression problems that assume non-uniform costs and/or benefits pose serious challenges to predictive analytic tasks. In the context of meteorology, finance, medicine, ecol...
computer science
10,629
Local Uncertainty Sampling for Large-Scale Multi-Class Logistic Regression
stat.CO
A major challenge for building statistical models in the big data era is that the available data volume may exceed the computational capability. A common approach to solve this problem is to employ a subsampled dataset that can be handled by the available computational resources. In this paper, we propose a general sub...
computer science
10,630
Learning Compact Structural Representations for Audio Events Using Regressor Banks
cs.SD
We introduce a new learned descriptor for audio signals which is efficient for event representation. The entries of the descriptor are produced by evaluating a set of regressors on the input signal. The regressors are class-specific and trained using the random regression forests framework. Given an input signal, each ...
computer science
10,631
Minimax Rates of Estimation for Sparse PCA in High Dimensions
stat.ML
We study sparse principal components analysis in the high-dimensional setting, where $p$ (the number of variables) can be much larger than $n$ (the number of observations). We prove optimal, non-asymptotic lower and upper bounds on the minimax estimation error for the leading eigenvector when it belongs to an $\ell_q$ ...
computer science
10,632
Active Bayesian Optimization: Minimizing Minimizer Entropy
stat.ME
The ultimate goal of optimization is to find the minimizer of a target function.However, typical criteria for active optimization often ignore the uncertainty about the minimizer. We propose a novel criterion for global optimization and an associated sequential active learning strategy using Gaussian processes.Our crit...
computer science
10,633
Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks
stat.ME
Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserved paths in these models by introducing a fast auxiliary variable Gibbs sampler. Our approach is based on the idea of uniformization, and sets...
computer science
10,634
Learning mixed graphical models from data with p larger than n
stat.ME
Structure learning of Gaussian graphical models is an extensively studied problem in the classical multivariate setting where the sample size n is larger than the number of random variables p, as well as in the more challenging setting when p>>n. However, analogous approaches for learning the structure of graphical mod...
computer science
10,635
Rank/Norm Regularization with Closed-Form Solutions: Application to Subspace Clustering
cs.LG
When data is sampled from an unknown subspace, principal component analysis (PCA) provides an effective way to estimate the subspace and hence reduce the dimension of the data. At the heart of PCA is the Eckart-Young-Mirsky theorem, which characterizes the best rank k approximation of a matrix. In this paper, we prove ...
computer science
10,636
mlpy: Machine Learning Python
cs.MS
mlpy is a Python Open Source Machine Learning library built on top of NumPy/SciPy and the GNU Scientific Libraries. mlpy provides a wide range of state-of-the-art machine learning methods for supervised and unsupervised problems and it is aimed at finding a reasonable compromise among modularity, maintainability, repro...
computer science
10,637
Topological graph clustering with thin position
math.GT
A clustering algorithm partitions a set of data points into smaller sets (clusters) such that each subset is more tightly packed than the whole. Many approaches to clustering translate the vector data into a graph with edges reflecting a distance or similarity metric on the points, then look for highly connected subgra...
computer science
10,638
Factoring nonnegative matrices with linear programs
math.OC
This paper describes a new approach, based on linear programming, for computing nonnegative matrix factorizations (NMFs). The key idea is a data-driven model for the factorization where the most salient features in the data are used to express the remaining features. More precisely, given a data matrix X, the algorithm...
computer science
10,639
Learning Inclusion-Optimal Chordal Graphs
cs.LG
Chordal graphs can be used to encode dependency models that are representable by both directed acyclic and undirected graphs. This paper discusses a very simple and efficient algorithm to learn the chordal structure of a probabilistic model from data. The algorithm is a greedy hill-climbing search algorithm that uses t...
computer science
10,640
Clique Matrices for Statistical Graph Decomposition and Parameterising Restricted Positive Definite Matrices
cs.DM
We introduce Clique Matrices as an alternative representation of undirected graphs, being a generalisation of the incidence matrix representation. Here we use clique matrices to decompose a graph into a set of possibly overlapping clusters, de ned as well-connected subsets of vertices. The decomposition is based on a s...
computer science
10,641
Learning the Bayesian Network Structure: Dirichlet Prior versus Data
cs.LG
In the Bayesian approach to structure learning of graphical models, the equivalent sample size (ESS) in the Dirichlet prior over the model parameters was recently shown to have an important effect on the maximum-a-posteriori estimate of the Bayesian network structure. In our first contribution, we theoretically analyze...
computer science
10,642
Continuous Time Dynamic Topic Models
cs.IR
In this paper, we develop the continuous time dynamic topic model (cDTM). The cDTM is a dynamic topic model that uses Brownian motion to model the latent topics through a sequential collection of documents, where a "topic" is a pattern of word use that we expect to evolve over the course of the collection. We derive an...
computer science
10,643
Learning the Structure and Parameters of Large-Population Graphical Games from Behavioral Data
cs.LG
We consider learning, from strictly behavioral data, the structure and parameters of linear influence games (LIGs), a class of parametric graphical games introduced by Irfan and Ortiz (2014). LIGs facilitate causal strategic inference (CSI): Making inferences from causal interventions on stable behavior in strategic se...
computer science
10,644
Quasi-Newton Methods: A New Direction
cs.NA
Four decades after their invention, quasi-Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to the objective function. We show that many, including the most popular, quasi-Newto...
computer science
10,645
A Hybrid Algorithm for Convex Semidefinite Optimization
cs.LG
We present a hybrid algorithm for optimizing a convex, smooth function over the cone of positive semidefinite matrices. Our algorithm converges to the global optimal solution and can be used to solve general large-scale semidefinite programs and hence can be readily applied to a variety of machine learning problems. We...
computer science
10,646
A Hierarchical Dirichlet Process Model with Multiple Levels of Clustering for Human EEG Seizure Modeling
stat.AP
Driven by the multi-level structure of human intracranial electroencephalogram (iEEG) recordings of epileptic seizures, we introduce a new variant of a hierarchical Dirichlet Process---the multi-level clustering hierarchical Dirichlet Process (MLC-HDP)---that simultaneously clusters datasets on multiple levels. Our sei...
computer science
10,647
A Graphical Model Formulation of Collaborative Filtering Neighbourhood Methods with Fast Maximum Entropy Training
cs.LG
Item neighbourhood methods for collaborative filtering learn a weighted graph over the set of items, where each item is connected to those it is most similar to. The prediction of a user's rating on an item is then given by that rating of neighbouring items, weighted by their similarity. This paper presents a new neigh...
computer science
10,648
A Complete Analysis of the l_1,p Group-Lasso
cs.LG
The Group-Lasso is a well-known tool for joint regularization in machine learning methods. While the l_{1,2} and the l_{1,\infty} version have been studied in detail and efficient algorithms exist, there are still open questions regarding other l_{1,p} variants. We characterize conditions for solutions of the l_{1,p} G...
computer science
10,649
Artist Agent: A Reinforcement Learning Approach to Automatic Stroke Generation in Oriental Ink Painting
cs.LG
Oriental ink painting, called Sumi-e, is one of the most appealing painting styles that has attracted artists around the world. Major challenges in computer-based Sumi-e simulation are to abstract complex scene information and draw smooth and natural brush strokes. To automatically find such strokes, we propose to mode...
computer science
10,650
Stability of matrix factorization for collaborative filtering
cs.NA
We study the stability vis a vis adversarial noise of matrix factorization algorithm for matrix completion. In particular, our results include: (I) we bound the gap between the solution matrix of the factorization method and the ground truth in terms of root mean square error; (II) we treat the matrix factorization as ...
computer science
10,651
Fast Computation of Subpath Kernel for Trees
cs.DS
The kernel method is a potential approach to analyzing structured data such as sequences, trees, and graphs; however, unordered trees have not been investigated extensively. Kimura et al. (2011) proposed a kernel function for unordered trees on the basis of their subpaths, which are vertical substructures of trees resp...
computer science
10,652
Ensemble Methods for Convex Regression with Applications to Geometric Programming Based Circuit Design
cs.LG
Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate constraints or objective functions for optimization. Ensemble methods, like bagging, sm...
computer science
10,653
Approximate Principal Direction Trees
cs.LG
We introduce a new spatial data structure for high dimensional data called the \emph{approximate principal direction tree} (APD tree) that adapts to the intrinsic dimension of the data. Our algorithm ensures vector-quantization accuracy similar to that of computationally-expensive PCA trees with similar time-complexity...
computer science
10,654
Comparison-Based Learning with Rank Nets
cs.LG
We consider the problem of search through comparisons, where a user is presented with two candidate objects and reveals which is closer to her intended target. We study adaptive strategies for finding the target, that require knowledge of rank relationships but not actual distances between objects. We propose a new str...
computer science
10,655
Copula-based Kernel Dependency Measures
cs.LG
The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution. We prove that this approach has several advantageous properties. Similarly to Shannon mutual information, the proposed dependence mea...
computer science
10,656
Hidden Markov Models with mixtures as emission distributions
stat.ML
In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a semiparametric modeling where the emission distributions are a mixture of parametric distr...
computer science
10,657
Collaborative Filtering and the Missing at Random Assumption
cs.LG
Rating prediction is an important application, and a popular research topic in collaborative filtering. However, both the validity of learning algorithms, and the validity of standard testing procedures rest on the assumption that missing ratings are missing at random (MAR). In this paper we present the results of a us...
computer science
10,658
Nonparametric Bayes Pachinko Allocation
cs.IR
Recent advances in topic models have explored complicated structured distributions to represent topic correlation. For example, the pachinko allocation model (PAM) captures arbitrary, nested, and possibly sparse correlations between topics using a directed acyclic graph (DAG). While PAM provides more flexibility and gr...
computer science
10,659
Fast Nonparametric Conditional Density Estimation
stat.ME
Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals. Though fundamental and widely applicable, nonparametric conditional density estimat...
computer science
10,660
A Characterization of Markov Equivalence Classes for Directed Acyclic Graphs with Latent Variables
stat.ME
Different directed acyclic graphs (DAGs) may be Markov equivalent in the sense that they entail the same conditional independence relations among the observed variables. Meek (1995) characterizes Markov equivalence classes for DAGs (with no latent variables) by presenting a set of orientation rules that can correctly i...
computer science
10,661
Directed Time Series Regression for Control
cs.LG
We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical optimization. Through a computational study involving a stochastic version of a well ...
computer science
10,662
Bayesian Posterior Sampling via Stochastic Gradient Fisher Scoring
cs.LG
In this paper we address the following question: Can we approximately sample from a Bayesian posterior distribution if we are only allowed to touch a small mini-batch of data-items for every sample we generate?. An algorithm based on the Langevin equation with stochastic gradients (SGLD) was previously proposed to solv...
computer science
10,663
Improved Estimation in Time Varying Models
cs.LG
Locally adapted parameterizations of a model (such as locally weighted regression) are expressive but often suffer from high variance. We describe an approach for reducing the variance, based on the idea of estimating simultaneously a transformed space for the model, as well as locally adapted parameterizations in this...
computer science
10,664
Canonical Trends: Detecting Trend Setters in Web Data
cs.LG
Much information available on the web is copied, reused or rephrased. The phenomenon that multiple web sources pick up certain information is often called trend. A central problem in the context of web data mining is to detect those web sources that are first to publish information which will give rise to a trend. We p...
computer science
10,665
Poisoning Attacks against Support Vector Machines
cs.LG
We investigate a family of poisoning attacks against Support Vector Machines (SVM). Such attacks inject specially crafted training data that increases the SVM's test error. Central to the motivation for these attacks is the fact that most learning algorithms assume that their training data comes from a natural or well-...
computer science
10,666
Modeling Temporal Dependencies in High-Dimensional Sequences: Application to Polyphonic Music Generation and Transcription
cs.LG
We investigate the problem of modeling symbolic sequences of polyphonic music in a completely general piano-roll representation. We introduce a probabilistic model based on distribution estimators conditioned on a recurrent neural network that is able to discover temporal dependencies in high-dimensional sequences. Our...
computer science
10,667
Nonparametric Link Prediction in Dynamic Networks
cs.LG
We propose a non-parametric link prediction algorithm for a sequence of graph snapshots over time. The model predicts links based on the features of its endpoints, as well as those of the local neighborhood around the endpoints. This allows for different types of neighborhoods in a graph, each with its own dynamics (e....
computer science
10,668
Convergence Rates for Differentially Private Statistical Estimation
cs.LG
Differential privacy is a cryptographically-motivated definition of privacy which has gained significant attention over the past few years. Differentially private solutions enforce privacy by adding random noise to a function computed over the data, and the challenge in designing such algorithms is to control the added...
computer science
10,669
Policy Gradients with Variance Related Risk Criteria
cs.LG
Managing risk in dynamic decision problems is of cardinal importance in many fields such as finance and process control. The most common approach to defining risk is through various variance related criteria such as the Sharpe Ratio or the standard deviation adjusted reward. It is known that optimizing many of the vari...
computer science
10,670
Scaling Up Coordinate Descent Algorithms for Large $\ell_1$ Regularization Problems
cs.LG
We present a generic framework for parallel coordinate descent (CD) algorithms that includes, as special cases, the original sequential algorithms Cyclic CD and Stochastic CD, as well as the recent parallel Shotgun algorithm. We introduce two novel parallel algorithms that are also special cases---Thread-Greedy CD and ...
computer science
10,671
On the Difficulty of Nearest Neighbor Search
cs.LG
Fast approximate nearest neighbor (NN) search in large databases is becoming popular. Several powerful learning-based formulations have been proposed recently. However, not much attention has been paid to a more fundamental question: how difficult is (approximate) nearest neighbor search in a given data set? And which ...
computer science
10,672
The Nonparametric Metadata Dependent Relational Model
cs.LG
We introduce the nonparametric metadata dependent relational (NMDR) model, a Bayesian nonparametric stochastic block model for network data. The NMDR allows the entities associated with each node to have mixed membership in an unbounded collection of latent communities. Learned regression models allow these memberships...
computer science
10,673
Distributed Parameter Estimation via Pseudo-likelihood
cs.LG
Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on combining local estimators defined by pseudo-likelihood components, encompassing a num...
computer science
10,674
Variational Bayesian Inference with Stochastic Search
cs.LG
Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This requires the ability to integrate a sum of terms in the log joint likelihood using ...
computer science
10,675
Sparse Support Vector Infinite Push
cs.LG
In this paper, we address the problem of embedded feature selection for ranking on top of the list problems. We pose this problem as a regularized empirical risk minimization with $p$-norm push loss function ($p=\infty$) and sparsity inducing regularizers. We leverage the issues related to this challenging optimization...
computer science
10,676
Copula Mixture Model for Dependency-seeking Clustering
stat.ME
We introduce a copula mixture model to perform dependency-seeking clustering when co-occurring samples from different data sources are available. The model takes advantage of the great flexibility offered by the copulas framework to extend mixtures of Canonical Correlation Analysis to multivariate data with arbitrary c...
computer science
10,677
A Topic Model for Melodic Sequences
cs.LG
We examine the problem of learning a probabilistic model for melody directly from musical sequences belonging to the same genre. This is a challenging task as one needs to capture not only the rich temporal structure evident in music, but also the complex statistical dependencies among different music components. To ad...
computer science
10,678
Isoelastic Agents and Wealth Updates in Machine Learning Markets
cs.LG
Recently, prediction markets have shown considerable promise for developing flexible mechanisms for machine learning. In this paper, agents with isoelastic utilities are considered. It is shown that the costs associated with homogeneous markets of agents with isoelastic utilities produce equilibrium prices correspondin...
computer science
10,679
Smoothness and Structure Learning by Proxy
cs.LG
As data sets grow in size, the ability of learning methods to find structure in them is increasingly hampered by the time needed to search the large spaces of possibilities and generate a score for each that takes all of the observed data into account. For instance, Bayesian networks, the model chosen in this paper, ha...
computer science
10,680
Variational Inference in Non-negative Factorial Hidden Markov Models for Efficient Audio Source Separation
cs.LG
The past decade has seen substantial work on the use of non-negative matrix factorization and its probabilistic counterparts for audio source separation. Although able to capture audio spectral structure well, these models neglect the non-stationarity and temporal dynamics that are important properties of audio. The re...
computer science
10,681
A Combinatorial Algebraic Approach for the Identifiability of Low-Rank Matrix Completion
cs.LG
In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of arbitrary rank to be identifiable from a set of matrix entries, yielding theoretical...
computer science
10,682
Estimation of Simultaneously Sparse and Low Rank Matrices
cs.DS
The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have adjacency matrices which are block-diagonal in the appropriate basis. We introduce...
computer science
10,683
An Adaptive Algorithm for Finite Stochastic Partial Monitoring
cs.LG
We present a new anytime algorithm that achieves near-optimal regret for any instance of finite stochastic partial monitoring. In particular, the new algorithm achieves the minimax regret, within logarithmic factors, for both "easy" and "hard" problems. For easy problems, it additionally achieves logarithmic individual...
computer science
10,684
The Nonparanormal SKEPTIC
stat.ME
We propose a semiparametric approach, named nonparanormal skeptic, for estimating high dimensional undirected graphical models. In terms of modeling, we consider the nonparanormal family proposed by Liu et al (2009). In terms of estimation, we exploit nonparametric rank-based correlation coefficient estimators includin...
computer science
10,685
Gene Expression Time Course Clustering with Countably Infinite Hidden Markov Models
cs.LG
Most existing approaches to clustering gene expression time course data treat the different time points as independent dimensions and are invariant to permutations, such as reversal, of the experimental time course. Approaches utilizing HMMs have been shown to be helpful in this regard, but are hampered by having to ch...
computer science
10,686
Matrix Tile Analysis
cs.LG
Many tasks require finding groups of elements in a matrix of numbers, symbols or class likelihoods. One approach is to use efficient bi- or tri-linear factorization techniques including PCA, ICA, sparse matrix factorization and plaid analysis. These techniques are not appropriate when addition and multiplication of mat...
computer science
10,687
Gibbs Sampling for (Coupled) Infinite Mixture Models in the Stick Breaking Representation
stat.ME
Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the Dirichlet process mixture models or extensions thereof for which efficient Gibbs sam...
computer science
10,688
Faster Gaussian Summation: Theory and Experiment
cs.LG
We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error control scheme integrating any arbitrary approximation method - within the best ...
computer science
10,689
A Hybrid Method for Distance Metric Learning
cs.LG
We consider the problem of learning a measure of distance among vectors in a feature space and propose a hybrid method that simultaneously learns from similarity ratings assigned to pairs of vectors and class labels assigned to individual vectors. Our method is based on a generative model in which class labels can prov...
computer science
10,690
Message-Passing Algorithms for Quadratic Minimization
cs.IT
Gaussian belief propagation (GaBP) is an iterative algorithm for computing the mean of a multivariate Gaussian distribution, or equivalently, the minimum of a multivariate positive definite quadratic function. Sufficient conditions, such as walk-summability, that guarantee the convergence and correctness of GaBP are kn...
computer science
10,691
Hypergraph and protein function prediction with gene expression data
stat.ML
Most network-based protein (or gene) function prediction methods are based on the assumption that the labels of two adjacent proteins in the network are likely to be the same. However, assuming the pairwise relationship between proteins or genes is not complete, the information a group of genes that show very similar p...
computer science
10,692
Nonparametric risk bounds for time-series forecasting
math.ST
We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving average models, and, more generally, linear state-space models. These non-asymptotic bounds need only weak assumptions on the data-generating...
computer science
10,693
Low-rank Matrix Completion using Alternating Minimization
stat.ML
Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to be one of the most accurate and efficient, and formed a major component of the wi...
computer science
10,694
Evaluating Classifiers Without Expert Labels
cs.LG
This paper considers the challenge of evaluating a set of classifiers, as done in shared task evaluations like the KDD Cup or NIST TREC, without expert labels. While expert labels provide the traditional cornerstone for evaluating statistical learners, limited or expensive access to experts represents a practical bottl...
computer science
10,695
Using Wikipedia to Boost SVD Recommender Systems
cs.LG
Singular Value Decomposition (SVD) has been used successfully in recent years in the area of recommender systems. In this paper we present how this model can be extended to consider both user ratings and information from Wikipedia. By mapping items to Wikipedia pages and quantifying their similarity, we are able to use...
computer science
10,696
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes
cs.LG
Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness assumptions, which do not apply to many modern applications of SGD with non-smooth object...
computer science
10,697
A simpler approach to obtaining an O(1/t) convergence rate for the projected stochastic subgradient method
cs.LG
In this note, we present a new averaging technique for the projected stochastic subgradient method. By using a weighted average with a weight of t+1 for each iterate w_t at iteration t, we obtain the convergence rate of O(1/t) with both an easy proof and an easy implementation. The new scheme is compared empirically to...
computer science
10,698
Active Collaborative Filtering
cs.IR
Collaborative filtering (CF) allows the preferences of multiple users to be pooled to make recommendations regarding unseen products. We consider in this paper the problem of online and interactive CF: given the current ratings associated with a user, what queries (new ratings) would most improve the quality of the rec...
computer science
10,699
A New Algorithm for Maximum Likelihood Estimation in Gaussian Graphical Models for Marginal Independence
stat.ME
Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood estimation in the case of continuous variables with a Gaussian joint distributio...
computer science
10,700
Collaborative Ensemble Learning: Combining Collaborative and Content-Based Information Filtering via Hierarchical Bayes
cs.LG
Collaborative filtering (CF) and content-based filtering (CBF) have widely been used in information filtering applications. Both approaches have their strengths and weaknesses which is why researchers have developed hybrid systems. This paper proposes a novel approach to unify CF and CBF in a probabilistic framework, n...
computer science