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10,701
Learning Module Networks
cs.LG
Methods for learning Bayesian network structure can discover dependency structure between observed variables, and have been shown to be useful in many applications. However, in domains that involve a large number of variables, the space of possible network structures is enormous, making it difficult, for both computati...
computer science
10,702
Convex Relaxations for Learning Bounded Treewidth Decomposable Graphs
cs.LG
We consider the problem of learning the structure of undirected graphical models with bounded treewidth, within the maximum likelihood framework. This is an NP-hard problem and most approaches consider local search techniques. In this paper, we pose it as a combinatorial optimization problem, which is then relaxed to a...
computer science
10,703
Bayesian one-mode projection for dynamic bipartite graphs
stat.ML
We propose a Bayesian methodology for one-mode projecting a bipartite network that is being observed across a series of discrete time steps. The resulting one mode network captures the uncertainty over the presence/absence of each link and provides a probability distribution over its possible weight values. Additionall...
computer science
10,704
Dictionary Subselection Using an Overcomplete Joint Sparsity Model
cs.LG
Many natural signals exhibit a sparse representation, whenever a suitable describing model is given. Here, a linear generative model is considered, where many sparsity-based signal processing techniques rely on such a simplified model. As this model is often unknown for many classes of the signals, we need to select su...
computer science
10,705
Belief Propagation for Continuous State Spaces: Stochastic Message-Passing with Quantitative Guarantees
cs.IT
The sum-product or belief propagation (BP) algorithm is a widely used message-passing technique for computing approximate marginals in graphical models. We introduce a new technique, called stochastic orthogonal series message-passing (SOSMP), for computing the BP fixed point in models with continuous random variables....
computer science
10,706
Alternating Maximization: Unifying Framework for 8 Sparse PCA Formulations and Efficient Parallel Codes
stat.ML
Given a multivariate data set, sparse principal component analysis (SPCA) aims to extract several linear combinations of the variables that together explain the variance in the data as much as possible, while controlling the number of nonzero loadings in these combinations. In this paper we consider 8 different optimiz...
computer science
10,707
Feature Clustering for Accelerating Parallel Coordinate Descent
stat.ML
Large-scale L1-regularized loss minimization problems arise in high-dimensional applications such as compressed sensing and high-dimensional supervised learning, including classification and regression problems. High-performance algorithms and implementations are critical to efficiently solving these problems. Building...
computer science
10,708
Variational Optimization
stat.ML
We discuss a general technique that can be used to form a differentiable bound on the optima of non-differentiable or discrete objective functions. We form a unified description of these methods and consider under which circumstances the bound is concave. In particular we consider two concrete applications of the metho...
computer science
10,709
Role Mining with Probabilistic Models
cs.CR
Role mining tackles the problem of finding a role-based access control (RBAC) configuration, given an access-control matrix assigning users to access permissions as input. Most role mining approaches work by constructing a large set of candidate roles and use a greedy selection strategy to iteratively pick a small subs...
computer science
10,710
A Practical Algorithm for Topic Modeling with Provable Guarantees
cs.LG
Topic models provide a useful method for dimensionality reduction and exploratory data analysis in large text corpora. Most approaches to topic model inference have been based on a maximum likelihood objective. Efficient algorithms exist that approximate this objective, but they have no provable guarantees. Recently, a...
computer science
10,711
Nonparametric ridge estimation
math.ST
We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud data. We show that, under mild regularity conditions, the ridges of the kernel den...
computer science
10,712
Exponentially Weighted Moving Average Charts for Detecting Concept Drift
stat.ML
Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phenomenon known in the literature as concept drift. We propose a new method for detecting concept drift which uses an Exponentially Weighted M...
computer science
10,713
Hyperplane Arrangements and Locality-Sensitive Hashing with Lift
cs.LG
Locality-sensitive hashing converts high-dimensional feature vectors, such as image and speech, into bit arrays and allows high-speed similarity calculation with the Hamming distance. There is a hashing scheme that maps feature vectors to bit arrays depending on the signs of the inner products between feature vectors a...
computer science
10,714
Distribution-Free Distribution Regression
stat.ML
`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we do not observe P directly, but rather, we observe a sample from P. In this paper...
computer science
10,715
Bounded regret in stochastic multi-armed bandits
math.ST
We study the stochastic multi-armed bandit problem when one knows the value $\mu^{(\star)}$ of an optimal arm, as a well as a positive lower bound on the smallest positive gap $\Delta$. We propose a new randomized policy that attains a regret {\em uniformly bounded over time} in this setting. We also prove several lowe...
computer science
10,716
Feature Selection for Microarray Gene Expression Data using Simulated Annealing guided by the Multivariate Joint Entropy
cs.CE
In this work a new way to calculate the multivariate joint entropy is presented. This measure is the basis for a fast information-theoretic based evaluation of gene relevance in a Microarray Gene Expression data context. Its low complexity is based on the reuse of previous computations to calculate current feature rele...
computer science
10,717
Latent Self-Exciting Point Process Model for Spatial-Temporal Networks
cs.SI
We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a scenario where certain interaction events lack information about participants. Ins...
computer science
10,718
Competing With Strategies
stat.ML
We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the standard methods for minimizing the usual notion of regret fail, through our analysis ...
computer science
10,719
A Tensor Approach to Learning Mixed Membership Community Models
cs.LG
Community detection is the task of detecting hidden communities from observed interactions. Guaranteed community detection has so far been mostly limited to models with non-overlapping communities such as the stochastic block model. In this paper, we remove this restriction, and provide guaranteed community detection f...
computer science
10,720
Adaptive Metric Dimensionality Reduction
cs.LG
We study adaptive data-dependent dimensionality reduction in the context of supervised learning in general metric spaces. Our main statistical contribution is a generalization bound for Lipschitz functions in metric spaces that are doubling, or nearly doubling. On the algorithmic front, we describe an analogue of PCA f...
computer science
10,721
Bayesian Learning of Loglinear Models for Neural Connectivity
cs.LG
This paper presents a Bayesian approach to learning the connectivity structure of a group of neurons from data on configuration frequencies. A major objective of the research is to provide statistical tools for detecting changes in firing patterns with changing stimuli. Our framework is not restricted to the well-under...
computer science
10,722
A Latent Source Model for Nonparametric Time Series Classification
stat.ML
For classifying time series, a nearest-neighbor approach is widely used in practice with performance often competitive with or better than more elaborate methods such as neural networks, decision trees, and support vector machines. We develop theoretical justification for the effectiveness of nearest-neighbor-like clas...
computer science
10,723
Bio-inspired data mining: Treating malware signatures as biosequences
cs.LG
The application of machine learning to bioinformatics problems is well established. Less well understood is the application of bioinformatics techniques to machine learning and, in particular, the representation of non-biological data as biosequences. The aim of this paper is to explore the effects of giving amino acid...
computer science
10,724
On Translation Invariant Kernels and Screw Functions
math.FA
We explore the connection between Hilbertian metrics and positive definite kernels on the real line. In particular, we look at a well-known characterization of translation invariant Hilbertian metrics on the real line by von Neumann and Schoenberg (1941). Using this result we are able to give an alternate proof of Boch...
computer science
10,725
Optimal Discriminant Functions Based On Sampled Distribution Distance for Modulation Classification
stat.ML
In this letter, we derive the optimal discriminant functions for modulation classification based on the sampled distribution distance. The proposed method classifies various candidate constellations using a low complexity approach based on the distribution distance at specific testpoints along the cumulative distributi...
computer science
10,726
Structure Discovery in Nonparametric Regression through Compositional Kernel Search
stat.ML
Despite its importance, choosing the structural form of the kernel in nonparametric regression remains a black art. We define a space of kernel structures which are built compositionally by adding and multiplying a small number of base kernels. We present a method for searching over this space of structures which mirro...
computer science
10,727
On learning parametric-output HMMs
cs.LG
We present a novel approach for learning an HMM whose outputs are distributed according to a parametric family. This is done by {\em decoupling} the learning task into two steps: first estimating the output parameters, and then estimating the hidden states transition probabilities. The first step is accomplished by fit...
computer science
10,728
Phoneme discrimination using $KS$-algebra II
cs.SD
$KS$-algebra consists of expressions constructed with four kinds operations, the minimum, maximum, difference and additively homogeneous generalized means. Five families of $Z$-classifiers are investigated on binary classification tasks between English phonemes. It is shown that the classifiers are able to reflect well...
computer science
10,729
Missing Entries Matrix Approximation and Completion
math.NA
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank approximations, similar algorithms appears recently in the literature under different name...
computer science
10,730
Revealing social networks of spammers through spectral clustering
cs.SI
To date, most studies on spam have focused only on the spamming phase of the spam cycle and have ignored the harvesting phase, which consists of the mass acquisition of email addresses. It has been observed that spammers conceal their identity to a lesser degree in the harvesting phase, so it may be possible to gain ne...
computer science
10,731
Tensor Decompositions: A New Concept in Brain Data Analysis?
cs.NA
Matrix factorizations and their extensions to tensor factorizations and decompositions have become prominent techniques for linear and multilinear blind source separation (BSS), especially multiway Independent Component Analysis (ICA), NonnegativeMatrix and Tensor Factorization (NMF/NTF), Smooth Component Analysis (Smo...
computer science
10,732
Feature Selection Based on Term Frequency and T-Test for Text Categorization
cs.LG
Much work has been done on feature selection. Existing methods are based on document frequency, such as Chi-Square Statistic, Information Gain etc. However, these methods have two shortcomings: one is that they are not reliable for low-frequency terms, and the other is that they only count whether one term occurs in a ...
computer science
10,733
Optimization with First-Order Surrogate Functions
stat.ML
In this paper, we study optimization methods consisting of iteratively minimizing surrogates of an objective function. By proposing several algorithmic variants and simple convergence analyses, we make two main contributions. First, we provide a unified viewpoint for several first-order optimization techniques such as ...
computer science
10,734
Efficient Density Estimation via Piecewise Polynomial Approximation
cs.LG
We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let $p$ be an arbitrary distribution over an interval $I$ which is $\tau$-close (in total variation distance) to an unknown probability distributio...
computer science
10,735
Online Learning in a Contract Selection Problem
cs.LG
In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered set, i.e., a contract with payoff higher than the payoff of not accepting any c...
computer science
10,736
Divide and Conquer Kernel Ridge Regression: A Distributed Algorithm with Minimax Optimal Rates
math.ST
We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an independent kernel ridge regression estimator for each subset, then averages the local sol...
computer science
10,737
A Primal Condition for Approachability with Partial Monitoring
math.OC
In approachability with full monitoring there are two types of conditions that are known to be equivalent for convex sets: a primal and a dual condition. The primal one is of the form: a set C is approachable if and only all containing half-spaces are approachable in the one-shot game; while the dual one is of the form...
computer science
10,738
Adapting the Stochastic Block Model to Edge-Weighted Networks
stat.ML
We generalize the stochastic block model to the important case in which edges are annotated with weights drawn from an exponential family distribution. This generalization introduces several technical difficulties for model estimation, which we solve using a Bayesian approach. We introduce a variational algorithm that ...
computer science
10,739
Parallel Gaussian Process Regression with Low-Rank Covariance Matrix Approximations
stat.ML
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size. This paper presents two parallel GP regression methods that exploit low-rank co...
computer science
10,740
Reinforcement Learning for the Soccer Dribbling Task
cs.LG
We propose a reinforcement learning solution to the \emph{soccer dribbling task}, a scenario in which a soccer agent has to go from the beginning to the end of a region keeping possession of the ball, as an adversary attempts to gain possession. While the adversary uses a stationary policy, the dribbler learns the best...
computer science
10,741
Black Box Variational Inference
stat.ML
Variational inference has become a widely used method to approximate posteriors in complex latent variables models. However, deriving a variational inference algorithm generally requires significant model-specific analysis, and these efforts can hinder and deter us from quickly developing and exploring a variety of mod...
computer science
10,742
Structured Generative Models of Natural Source Code
cs.PL
We study the problem of building generative models of natural source code (NSC); that is, source code written and understood by humans. Our primary contribution is to describe a family of generative models for NSC that have three key properties: First, they incorporate both sequential and hierarchical structure. Second...
computer science
10,743
More Algorithms for Provable Dictionary Learning
cs.DS
In dictionary learning, also known as sparse coding, the algorithm is given samples of the form $y = Ax$ where $x\in \mathbb{R}^m$ is an unknown random sparse vector and $A$ is an unknown dictionary matrix in $\mathbb{R}^{n\times m}$ (usually $m > n$, which is the overcomplete case). The goal is to learn $A$ and $x$. T...
computer science
10,744
Concave Penalized Estimation of Sparse Gaussian Bayesian Networks
stat.ME
We develop a penalized likelihood estimation framework to estimate the structure of Gaussian Bayesian networks from observational data. In contrast to recent methods which accelerate the learning problem by restricting the search space, our main contribution is a fast algorithm for score-based structure learning which ...
computer science
10,745
Learning parametric dictionaries for graph signals
cs.LG
In sparse signal representation, the choice of a dictionary often involves a tradeoff between two desirable properties -- the ability to adapt to specific signal data and a fast implementation of the dictionary. To sparsely represent signals residing on weighted graphs, an additional design challenge is to incorporate ...
computer science
10,746
Actor-Critic Algorithms for Learning Nash Equilibria in N-player General-Sum Games
cs.GT
We consider the problem of finding stationary Nash equilibria (NE) in a finite discounted general-sum stochastic game. We first generalize a non-linear optimization problem from Filar and Vrieze [2004] to a $N$-player setting and break down this problem into simpler sub-problems that ensure there is no Bellman error fo...
computer science
10,747
Extension of Sparse Randomized Kaczmarz Algorithm for Multiple Measurement Vectors
cs.NA
The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the Kaczmarz algorithm was shown to converge exponentially and independent of number of ...
computer science
10,748
An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models
cs.LG
In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximatio...
computer science
10,749
GPS-ABC: Gaussian Process Surrogate Approximate Bayesian Computation
cs.LG
Scientists often express their understanding of the world through a computationally demanding simulation program. Analyzing the posterior distribution of the parameters given observations (the inverse problem) can be extremely challenging. The Approximate Bayesian Computation (ABC) framework is the standard statistical...
computer science
10,750
A Boosting Approach to Learning Graph Representations
cs.LG
Learning the right graph representation from noisy, multisource data has garnered significant interest in recent years. A central tenet of this problem is relational learning. Here the objective is to incorporate the partial information each data source gives us in a way that captures the true underlying relationships....
computer science
10,751
Bayesian Conditional Density Filtering
stat.ML
We propose a Conditional Density Filtering (C-DF) algorithm for efficient online Bayesian inference. C-DF adapts MCMC sampling to the online setting, sampling from approximations to conditional posterior distributions obtained by propagating surrogate conditional sufficient statistics (a function of data and parameter ...
computer science
10,752
The Why and How of Nonnegative Matrix Factorization
stat.ML
Nonnegative matrix factorization (NMF) has become a widely used tool for the analysis of high-dimensional data as it automatically extracts sparse and meaningful features from a set of nonnegative data vectors. We first illustrate this property of NMF on three applications, in image processing, text mining and hyperspe...
computer science
10,753
Ensembled Correlation Between Liver Analysis Outputs
stat.ML
Data mining techniques on the biological analysis are spreading for most of the areas including the health care and medical information. We have applied the data mining techniques, such as KNN, SVM, MLP or decision trees over a unique dataset, which is collected from 16,380 analysis results for a year. Furthermore we h...
computer science
10,754
A continuous-time approach to online optimization
math.OC
We consider a family of learning strategies for online optimization problems that evolve in continuous time and we show that they lead to no regret. From a more traditional, discrete-time viewpoint, this continuous-time approach allows us to derive the no-regret properties of a large class of discrete-time algorithms i...
computer science
10,755
A Stochastic Quasi-Newton Method for Large-Scale Optimization
math.OC
The question of how to incorporate curvature information in stochastic approximation methods is challenging. The direct application of classical quasi- Newton updating techniques for deterministic optimization leads to noisy curvature estimates that have harmful effects on the robustness of the iteration. In this paper...
computer science
10,756
Bayesian Properties of Normalized Maximum Likelihood and its Fast Computation
cs.IT
The normalized maximized likelihood (NML) provides the minimax regret solution in universal data compression, gambling, and prediction, and it plays an essential role in the minimum description length (MDL) method of statistical modeling and estimation. Here we show that the normalized maximum likelihood has a Bayes-li...
computer science
10,757
Bounding Embeddings of VC Classes into Maximum Classes
cs.LG
One of the earliest conjectures in computational learning theory-the Sample Compression conjecture-asserts that concept classes (equivalently set systems) admit compression schemes of size linear in their VC dimension. To-date this statement is known to be true for maximum classes---those that possess maximum cardinali...
computer science
10,758
RES: Regularized Stochastic BFGS Algorithm
cs.LG
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments c...
computer science
10,759
Joint Inference of Multiple Label Types in Large Networks
cs.LG
We tackle the problem of inferring node labels in a partially labeled graph where each node in the graph has multiple label types and each label type has a large number of possible labels. Our primary example, and the focus of this paper, is the joint inference of label types such as hometown, current city, and employe...
computer science
10,760
Principled Graph Matching Algorithms for Integrating Multiple Data Sources
cs.DB
This paper explores combinatorial optimization for problems of max-weight graph matching on multi-partite graphs, which arise in integrating multiple data sources. Entity resolution-the data integration problem of performing noisy joins on structured data-typically proceeds by first hashing each record into zero or mor...
computer science
10,761
A high-reproducibility and high-accuracy method for automated topic classification
stat.ML
Much of human knowledge sits in large databases of unstructured text. Leveraging this knowledge requires algorithms that extract and record metadata on unstructured text documents. Assigning topics to documents will enable intelligent search, statistical characterization, and meaningful classification. Latent Dirichlet...
computer science
10,762
Online Stochastic Optimization under Correlated Bandit Feedback
stat.ML
In this paper we consider the problem of online stochastic optimization of a locally smooth function under bandit feedback. We introduce the high-confidence tree (HCT) algorithm, a novel any-time $\mathcal{X}$-armed bandit algorithm, and derive regret bounds matching the performance of existing state-of-the-art in term...
computer science
10,763
Thresholding Classifiers to Maximize F1 Score
stat.ML
This paper provides new insight into maximizing F1 scores in the context of binary classification and also in the context of multilabel classification. The harmonic mean of precision and recall, F1 score is widely used to measure the success of a binary classifier when one class is rare. Micro average, macro average, a...
computer science
10,764
Approachability in unknown games: Online learning meets multi-objective optimization
stat.ML
In the standard setting of approachability there are two players and a target set. The players play repeatedly a known vector-valued game where the first player wants to have the average vector-valued payoff converge to the target set which the other player tries to exclude it from this set. We revisit this setting in ...
computer science
10,765
A Second-order Bound with Excess Losses
stat.ML
We study online aggregation of the predictions of experts, and first show new second-order regret bounds in the standard setting, which are obtained via a version of the Prod algorithm (and also a version of the polynomially weighted average algorithm) with multiple learning rates. These bounds are in terms of excess l...
computer science
10,766
Universal Matrix Completion
stat.ML
The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite restrictive in practice. More specifically, the methods assume that: a) the observed indic...
computer science
10,767
Online Nonparametric Regression
stat.ML
We establish optimal rates for online regression for arbitrary classes of regression functions in terms of the sequential entropy introduced in (Rakhlin, Sridharan, Tewari, 2010). The optimal rates are shown to exhibit a phase transition analogous to the i.i.d./statistical learning case, studied in (Rakhlin, Sridharan,...
computer science
10,768
Ranking via Robust Binary Classification and Parallel Parameter Estimation in Large-Scale Data
stat.ML
We propose RoBiRank, a ranking algorithm that is motivated by observing a close connection between evaluation metrics for learning to rank and loss functions for robust classification. The algorithm shows a very competitive performance on standard benchmark datasets against other representative algorithms in the litera...
computer science
10,769
Squeezing bottlenecks: exploring the limits of autoencoder semantic representation capabilities
cs.IR
We present a comprehensive study on the use of autoencoders for modelling text data, in which (differently from previous studies) we focus our attention on the following issues: i) we explore the suitability of two different models bDA and rsDA for constructing deep autoencoders for text data at the sentence level; ii)...
computer science
10,770
Stochastic Gradient Hamiltonian Monte Carlo
stat.ME
Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard random-walk proposals. The popularity of such methods has grown significantly in r...
computer science
10,771
A Bayesian Model of node interaction in networks
cs.LG
We are concerned with modeling the strength of links in networks by taking into account how often those links are used. Link usage is a strong indicator of how closely two nodes are related, but existing network models in Bayesian Statistics and Machine Learning are able to predict only wether a link exists at all. As ...
computer science
10,772
A convergence proof of the split Bregman method for regularized least-squares problems
math.OC
The split Bregman (SB) method [T. Goldstein and S. Osher, SIAM J. Imaging Sci., 2 (2009), pp. 323-43] is a fast splitting-based algorithm that solves image reconstruction problems with general l1, e.g., total-variation (TV) and compressed sensing (CS), regularizations by introducing a single variable split to decouple ...
computer science
10,773
Fast X-ray CT image reconstruction using the linearized augmented Lagrangian method with ordered subsets
math.OC
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical fast convergence rate under weak conditions. However, for problems such as X-ray co...
computer science
10,774
Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning
math.OC
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective function downhill. Such a simple principle is widely applicable and has been very popu...
computer science
10,775
Retrieval of Experiments by Efficient Estimation of Marginal Likelihood
stat.ML
We study the task of retrieving relevant experiments given a query experiment. By experiment, we mean a collection of measurements from a set of `covariates' and the associated `outcomes'. While similar experiments can be retrieved by comparing available `annotations', this approach ignores the valuable information ava...
computer science
10,776
Efficient Inference of Gaussian Process Modulated Renewal Processes with Application to Medical Event Data
stat.ML
The episodic, irregular and asynchronous nature of medical data render them difficult substrates for standard machine learning algorithms. We would like to abstract away this difficulty for the class of time-stamped categorical variables (or events) by modeling them as a renewal process and inferring a probability dens...
computer science
10,777
Multi-Step Stochastic ADMM in High Dimensions: Applications to Sparse Optimization and Noisy Matrix Decomposition
cs.LG
We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the modified ADMM method has an optimal convergence rate of $\mathcal{O}(s\log d/T)$, w...
computer science
10,778
Pareto-depth for Multiple-query Image Retrieval
cs.IR
Most content-based image retrieval systems consider either one single query, or multiple queries that include the same object or represent the same semantic information. In this paper we consider the content-based image retrieval problem for multiple query images corresponding to different image semantics. We propose a...
computer science
10,779
Guaranteed Non-Orthogonal Tensor Decomposition via Alternating Rank-$1$ Updates
cs.LG
In this paper, we provide local and global convergence guarantees for recovering CP (Candecomp/Parafac) tensor decomposition. The main step of the proposed algorithm is a simple alternating rank-$1$ update which is the alternating version of the tensor power iteration adapted for asymmetric tensors. Local convergence g...
computer science
10,780
Important Molecular Descriptors Selection Using Self Tuned Reweighted Sampling Method for Prediction of Antituberculosis Activity
cs.LG
In this paper, a new descriptor selection method for selecting an optimal combination of important descriptors of sulfonamide derivatives data, named self tuned reweighted sampling (STRS), is developed. descriptors are defined as the descriptors with large absolute coefficients in a multivariate linear regression model...
computer science
10,781
From Predictive to Prescriptive Analytics
stat.ML
In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using data to prescribe decisions in OR/MS problems. In a departure from other work on data-driven optimization and reflecting our practical exper...
computer science
10,782
Semi-Supervised Nonlinear Distance Metric Learning via Forests of Max-Margin Cluster Hierarchies
stat.ML
Metric learning is a key problem for many data mining and machine learning applications, and has long been dominated by Mahalanobis methods. Recent advances in nonlinear metric learning have demonstrated the potential power of non-Mahalanobis distance functions, particularly tree-based functions. We propose a novel non...
computer science
10,783
Machine Learning Methods in the Computational Biology of Cancer
cs.LG
The objectives of this "perspective" paper are to review some recent advances in sparse feature selection for regression and classification, as well as compressed sensing, and to discuss how these might be used to develop tools to advance personalized cancer therapy. As an illustration of the possibilities, a new algor...
computer science
10,784
Machine Learning at Scale
cs.LG
It takes skill to build a meaningful predictive model even with the abundance of implementations of modern machine learning algorithms and readily available computing resources. Building a model becomes challenging if hundreds of terabytes of data need to be processed to produce the training data set. In a digital adve...
computer science
10,785
Scalable methods for nonnegative matrix factorizations of near-separable tall-and-skinny matrices
cs.LG
Numerous algorithms are used for nonnegative matrix factorization under the assumption that the matrix is nearly separable. In this paper, we show how to make these algorithms efficient for data matrices that have many more rows than columns, so-called "tall-and-skinny matrices". One key component to these improved met...
computer science
10,786
Multi-period Trading Prediction Markets with Connections to Machine Learning
cs.GT
We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The analysis shows that the whole market effectively approaches a global objective, despi...
computer science
10,787
Collaborative Filtering with Information-Rich and Information-Sparse Entities
stat.ML
In this paper, we consider a popular model for collaborative filtering in recommender systems where some users of a website rate some items, such as movies, and the goal is to recover the ratings of some or all of the unrated items of each user. In particular, we consider both the clustering model, where only users (or...
computer science
10,788
A survey of dimensionality reduction techniques
stat.ML
Experimental life sciences like biology or chemistry have seen in the recent decades an explosion of the data available from experiments. Laboratory instruments become more and more complex and report hundreds or thousands measurements for a single experiment and therefore the statistical methods face challenging tasks...
computer science
10,789
Statistical Decision Making for Optimal Budget Allocation in Crowd Labeling
cs.LG
In crowd labeling, a large amount of unlabeled data instances are outsourced to a crowd of workers. Workers will be paid for each label they provide, but the labeling requester usually has only a limited amount of the budget. Since data instances have different levels of labeling difficulty and workers have different r...
computer science
10,790
Learning the Latent State Space of Time-Varying Graphs
cs.SI
From social networks to Internet applications, a wide variety of electronic communication tools are producing streams of graph data; where the nodes represent users and the edges represent the contacts between them over time. This has led to an increased interest in mechanisms to model the dynamic structure of time-var...
computer science
10,791
Firefly Monte Carlo: Exact MCMC with Subsets of Data
stat.ML
Markov chain Monte Carlo (MCMC) is a popular and successful general-purpose tool for Bayesian inference. However, MCMC cannot be practically applied to large data sets because of the prohibitive cost of evaluating every likelihood term at every iteration. Here we present Firefly Monte Carlo (FlyMC) an auxiliary variabl...
computer science
10,792
Bayesian calibration for forensic evidence reporting
stat.ML
We introduce a Bayesian solution for the problem in forensic speaker recognition, where there may be very little background material for estimating score calibration parameters. We work within the Bayesian paradigm of evidence reporting and develop a principled probabilistic treatment of the problem, which results in a...
computer science
10,793
Variance-Constrained Actor-Critic Algorithms for Discounted and Average Reward MDPs
cs.LG
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common risk-sensitive criteria in finance and operations research. However, optimizing many such c...
computer science
10,794
DimmWitted: A Study of Main-Memory Statistical Analytics
cs.DB
We perform the first study of the tradeoff space of access methods and replication to support statistical analytics using first-order methods executed in the main memory of a Non-Uniform Memory Access (NUMA) machine. Statistical analytics systems differ from conventional SQL-analytics in the amount and types of memory ...
computer science
10,795
Sharpened Error Bounds for Random Sampling Based $\ell_2$ Regression
cs.LG
Given a data matrix $X \in R^{n\times d}$ and a response vector $y \in R^{n}$, suppose $n>d$, it costs $O(n d^2)$ time and $O(n d)$ space to solve the least squares regression (LSR) problem. When $n$ and $d$ are both large, exactly solving the LSR problem is very expensive. When $n \gg d$, one feasible approach to spee...
computer science
10,796
Sparse K-Means with $\ell_{\infty}/\ell_0$ Penalty for High-Dimensional Data Clustering
stat.ML
Sparse clustering, which aims to find a proper partition of an extremely high-dimensional data set with redundant noise features, has been attracted more and more interests in recent years. The existing studies commonly solve the problem in a framework of maximizing the weighted feature contributions subject to a $\ell...
computer science
10,797
Learning with incremental iterative regularization
stat.ML
Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the number of passes over the data (epochs) acts as a regularization parameter, and prov...
computer science
10,798
Geodesic Distance Function Learning via Heat Flow on Vector Fields
cs.LG
Learning a distance function or metric on a given data manifold is of great importance in machine learning and pattern recognition. Many of the previous works first embed the manifold to Euclidean space and then learn the distance function. However, such a scheme might not faithfully preserve the distance function if t...
computer science
10,799
Feature selection for classification with class-separability strategy and data envelopment analysis
cs.LG
In this paper, a novel feature selection method is presented, which is based on Class-Separability (CS) strategy and Data Envelopment Analysis (DEA). To better capture the relationship between features and the class, class labels are separated into individual variables and relevance and redundancy are explicitly handle...
computer science
10,800
A consistent deterministic regression tree for non-parametric prediction of time series
math.ST
We study online prediction of bounded stationary ergodic processes. To do so, we consider the setting of prediction of individual sequences and build a deterministic regression tree that performs asymptotically as well as the best L-Lipschitz constant predictors. Then, we show why the obtained regret bound entails the ...
computer science