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11,001
Parallel coordinate descent for the Adaboost problem
cs.LG
We design a randomised parallel version of Adaboost based on previous studies on parallel coordinate descent. The algorithm uses the fact that the logarithm of the exponential loss is a function with coordinate-wise Lipschitz continuous gradient, in order to define the step lengths. We provide the proof of convergence ...
computer science
11,002
Distributed Coordinate Descent Method for Learning with Big Data
stat.ML
In this paper we develop and analyze Hydra: HYbriD cooRdinAte descent method for solving loss minimization problems with big data. We initially partition the coordinates (features) and assign each partition to a different node of a cluster. At every iteration, each node picks a random subset of the coordinates from tho...
computer science
11,003
Semidefinite Programming Based Preconditioning for More Robust Near-Separable Nonnegative Matrix Factorization
stat.ML
Nonnegative matrix factorization (NMF) under the separability assumption can provably be solved efficiently, even in the presence of noise, and has been shown to be a powerful technique in document classification and hyperspectral unmixing. This problem is referred to as near-separable NMF and requires that there exist...
computer science
11,004
Discriminative Relational Topic Models
cs.LG
Many scientific and engineering fields involve analyzing network data. For document networks, relational topic models (RTMs) provide a probabilistic generative process to describe both the link structure and document contents, and they have shown promise on predicting network structures and discovering latent topic rep...
computer science
11,005
M-Power Regularized Least Squares Regression
stat.ML
Regularization is used to find a solution that both fits the data and is sufficiently smooth, and thereby is very effective for designing and refining learning algorithms. But the influence of its exponent remains poorly understood. In particular, it is unclear how the exponent of the reproducing kernel Hilbert space~(...
computer science
11,006
Gibbs Max-margin Topic Models with Data Augmentation
stat.ML
Max-margin learning is a powerful approach to building classifiers and structured output predictors. Recent work on max-margin supervised topic models has successfully integrated it with Bayesian topic models to discover discriminative latent semantic structures and make accurate predictions for unseen testing data. Ho...
computer science
11,007
Feedback Detection for Live Predictors
stat.ME
A predictor that is deployed in a live production system may perturb the features it uses to make predictions. Such a feedback loop can occur, for example, when a model that predicts a certain type of behavior ends up causing the behavior it predicts, thus creating a self-fulfilling prophecy. In this paper we analyze p...
computer science
11,008
Identifying Influential Entries in a Matrix
cs.NA
For any matrix A in R^(m x n) of rank \rho, we present a probability distribution over the entries of A (the element-wise leverage scores of equation (2)) that reveals the most influential entries in the matrix. From a theoretical perspective, we prove that sampling at most s = O ((m + n) \rho^2 ln (m + n)) entries of ...
computer science
11,009
Variance Adjusted Actor Critic Algorithms
stat.ML
We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept of compatible features to the variance-adjusted setting. We present an episodic actor-critic algorithm and show that it converges almost su...
computer science
11,010
Ridge Fusion in Statistical Learning
stat.ML
We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and promote similarity between precision matrix estimates. Block-wise coordinate desc...
computer science
11,011
Linearized Alternating Direction Method with Parallel Splitting and Adaptive Penalty for Separable Convex Programs in Machine Learning
cs.NA
Many problems in machine learning and other fields can be (re)for-mulated as linearly constrained separable convex programs. In most of the cases, there are multiple blocks of variables. However, the traditional alternating direction method (ADM) and its linearized version (LADM, obtained by linearizing the quadratic p...
computer science
11,012
MLI: An API for Distributed Machine Learning
cs.LG
MLI is an Application Programming Interface designed to address the challenges of building Machine Learn- ing algorithms in a distributed setting based on data-centric computing. Its primary goal is to simplify the development of high-performance, scalable, distributed algorithms. Our initial results show that, relativ...
computer science
11,013
Randomized co-training: from cortical neurons to machine learning and back again
cs.LG
Despite its size and complexity, the human cortex exhibits striking anatomical regularities, suggesting there may simple meta-algorithms underlying cortical learning and computation. We expect such meta-algorithms to be of interest since they need to operate quickly, scalably and effectively with little-to-no specializ...
computer science
11,014
Predicting the NFL using Twitter
cs.SI
We study the relationship between social media output and National Football League (NFL) games, using a dataset containing messages from Twitter and NFL game statistics. Specifically, we consider tweets pertaining to specific teams and games in the NFL season and use them alongside statistical game data to build predic...
computer science
11,015
Relax but stay in control: from value to algorithms for online Markov decision processes
cs.LG
Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are common in stochastic control settings, but commonly used frameworks such as Mark...
computer science
11,016
Successive Nonnegative Projection Algorithm for Robust Nonnegative Blind Source Separation
stat.ML
In this paper, we propose a new fast and robust recursive algorithm for near-separable nonnegative matrix factorization, a particular nonnegative blind source separation problem. This algorithm, which we refer to as the successive nonnegative projection algorithm (SNPA), is closely related to the popular successive pro...
computer science
11,017
Automatic Classification of Variable Stars in Catalogs with missing data
cs.LG
We present an automatic classification method for astronomical catalogs with missing data. We use Bayesian networks, a probabilistic graphical model, that allows us to perform inference to pre- dict missing values given observed data and dependency relationships between variables. To learn a Bayesian network from incom...
computer science
11,018
Learning Sparsely Used Overcomplete Dictionaries via Alternating Minimization
cs.LG
We consider the problem of sparse coding, where each sample consists of a sparse linear combination of a set of dictionary atoms, and the task is to learn both the dictionary elements and the mixing coefficients. Alternating minimization is a popular heuristic for sparse coding, where the dictionary and the coefficient...
computer science
11,019
Necessary and Sufficient Conditions for Novel Word Detection in Separable Topic Models
cs.LG
The simplicial condition and other stronger conditions that imply it have recently played a central role in developing polynomial time algorithms with provable asymptotic consistency and sample complexity guarantees for topic estimation in separable topic models. Of these algorithms, those that rely solely on the simpl...
computer science
11,020
Statistical Inference in Hidden Markov Models using $k$-segment Constraints
stat.ME
Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marg...
computer science
11,021
The Maximum Entropy Relaxation Path
cs.LG
The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a third observed multinomial distribution. We study the entire relaxation path for thi...
computer science
11,022
Pattern-Coupled Sparse Bayesian Learning for Recovery of Block-Sparse Signals
cs.IT
We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the knowledge of the block structure is usually unavailable in practice. In this paper, we d...
computer science
11,023
FuSSO: Functional Shrinkage and Selection Operator
stat.ML
We present the FuSSO, a functional analogue to the LASSO, that efficiently finds a sparse set of functional input covariates to regress a real-valued response against. The FuSSO does so in a semi-parametric fashion, making no parametric assumptions about the nature of input functional covariates and assuming a linear f...
computer science
11,024
Fast Distribution To Real Regression
stat.ML
We study the problem of distribution to real-value regression, where one aims to regress a mapping $f$ that takes in a distribution input covariate $P\in \mathcal{I}$ (for a non-parametric family of distributions $\mathcal{I}$) and outputs a real-valued response $Y=f(P) + \epsilon$. This setting was recently studied, a...
computer science
11,025
Global Sensitivity Analysis with Dependence Measures
math.ST
Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we introduce a new class of sensitivity indices based on dependence measures which o...
computer science
11,026
DinTucker: Scaling up Gaussian process models on multidimensional arrays with billions of elements
cs.LG
Infinite Tucker Decomposition (InfTucker) and random function prior models, as nonparametric Bayesian models on infinite exchangeable arrays, are more powerful models than widely-used multilinear factorization methods including Tucker and PARAFAC decomposition, (partly) due to their capability of modeling nonlinear rel...
computer science
11,027
Reinforcement Learning for Matrix Computations: PageRank as an Example
cs.LG
Reinforcement learning has gained wide popularity as a technique for simulation-driven approximate dynamic programming. A less known aspect is that the very reasons that make it effective in dynamic programming can also be leveraged for using it for distributed schemes for certain matrix computations involving non-nega...
computer science
11,028
The More, the Merrier: the Blessing of Dimensionality for Learning Large Gaussian Mixtures
cs.LG
In this paper we show that very large mixtures of Gaussians are efficiently learnable in high dimension. More precisely, we prove that a mixture with known identical covariance matrices whose number of components is a polynomial of any fixed degree in the dimension n is polynomially learnable as long as a certain non-d...
computer science
11,029
Approximate Inference in Continuous Determinantal Point Processes
stat.ML
Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete setting admits an efficient sampling algorithm based on the eigendecomposition of...
computer science
11,030
Smoothed Analysis of Tensor Decompositions
cs.DS
Low rank tensor decompositions are a powerful tool for learning generative models, and uniqueness results give them a significant advantage over matrix decomposition methods. However, tensors pose significant algorithmic challenges and tensors analogs of much of the matrix algebra toolkit are unlikely to exist because ...
computer science
11,031
Mapping cognitive ontologies to and from the brain
stat.ML
Imaging neuroscience links brain activation maps to behavior and cognition via correlational studies. Due to the nature of the individual experiments, based on eliciting neural response from a small number of stimuli, this link is incomplete, and unidirectional from the causal point of view. To come to conclusions on t...
computer science
11,032
Towards Big Topic Modeling
cs.LG
To solve the big topic modeling problem, we need to reduce both time and space complexities of batch latent Dirichlet allocation (LDA) algorithms. Although parallel LDA algorithms on the multi-processor architecture have low time and space complexities, their communication costs among processors often scale linearly wi...
computer science
11,033
Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control of fully-actuated mechanical systems
cs.LG
This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of configurations and noisy estimates of configuration derivatives. In contrast to previous w...
computer science
11,034
Asymptotically Exact, Embarrassingly Parallel MCMC
stat.ML
Communication costs, resulting from synchronization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which subsets of data are processed independently, with very little communication. First, w...
computer science
11,035
Gradient Hard Thresholding Pursuit for Sparsity-Constrained Optimization
cs.LG
Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance. In this paper, we generalize HTP from compressive sensing to a generic problem ...
computer science
11,036
Off-policy reinforcement learning for $ H_\infty $ control design
cs.SY
The $H_\infty$ control design problem is considered for nonlinear systems with unknown internal system model. It is known that the nonlinear $ H_\infty $ control problem can be transformed into solving the so-called Hamilton-Jacobi-Isaacs (HJI) equation, which is a nonlinear partial differential equation that is genera...
computer science
11,037
Learning Reputation in an Authorship Network
cs.SI
The problem of searching for experts in a given academic field is hugely important in both industry and academia. We study exactly this issue with respect to a database of authors and their publications. The idea is to use Latent Semantic Indexing (LSI) and Latent Dirichlet Allocation (LDA) to perform topic modelling i...
computer science
11,038
Robust Multimodal Graph Matching: Sparse Coding Meets Graph Matching
math.OC
Graph matching is a challenging problem with very important applications in a wide range of fields, from image and video analysis to biological and biomedical problems. We propose a robust graph matching algorithm inspired in sparsity-related techniques. We cast the problem, resembling group or collaborative sparsity f...
computer science
11,039
Practical Inexact Proximal Quasi-Newton Method with Global Complexity Analysis
cs.LG
Recently several methods were proposed for sparse optimization which make careful use of second-order information [10, 28, 16, 3] to improve local convergence rates. These methods construct a composite quadratic approximation using Hessian information, optimize this approximation using a first-order method, such as coo...
computer science
11,040
Dimensionality reduction for click-through rate prediction: Dense versus sparse representation
stat.ML
In online advertising, display ads are increasingly being placed based on real-time auctions where the advertiser who wins gets to serve the ad. This is called real-time bidding (RTB). In RTB, auctions have very tight time constraints on the order of 100ms. Therefore mechanisms for bidding intelligently such as clickth...
computer science
11,041
ADMM Algorithm for Graphical Lasso with an $\ell_{\infty}$ Element-wise Norm Constraint
cs.LG
We consider the problem of Graphical lasso with an additional $\ell_{\infty}$ element-wise norm constraint on the precision matrix. This problem has applications in high-dimensional covariance decomposition such as in \citep{Janzamin-12}. We propose an ADMM algorithm to solve this problem. We also use a continuation st...
computer science
11,042
Stochastic continuum armed bandit problem of few linear parameters in high dimensions
stat.ML
We consider a stochastic continuum armed bandit problem where the arms are indexed by the $\ell_2$ ball $B_{d}(1+\nu)$ of radius $1+\nu$ in $\mathbb{R}^d$. The reward functions $r :B_{d}(1+\nu) \rightarrow \mathbb{R}$ are considered to intrinsically depend on $k \ll d$ unknown linear parameters so that $r(\mathbf{x}) =...
computer science
11,043
Consistency of weighted majority votes
math.PR
We revisit the classical decision-theoretic problem of weighted expert voting from a statistical learning perspective. In particular, we examine the consistency (both asymptotic and finitary) of the optimal Nitzan-Paroush weighted majority and related rules. In the case of known expert competence levels, we give sharp ...
computer science
11,044
Grid Topology Identification using Electricity Prices
cs.LG
The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained economic dispatch problem. Under a linear DC model, locational marginal prices (LM...
computer science
11,045
Understanding Alternating Minimization for Matrix Completion
cs.LG
Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still poorly understood. This is in part because the heuristic is iterative and non-conve...
computer science
11,046
Max-Min Distance Nonnegative Matrix Factorization
stat.ML
Nonnegative Matrix Factorization (NMF) has been a popular representation method for pattern classification problem. It tries to decompose a nonnegative matrix of data samples as the product of a nonnegative basic matrix and a nonnegative coefficient matrix, and the coefficient matrix is used as the new representation. ...
computer science
11,047
Robust Subspace System Identification via Weighted Nuclear Norm Optimization
cs.SY
Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework to handle outliers. The proposed framework takes the form of a convex optimizat...
computer science
11,048
Sequential Monte Carlo Inference of Mixed Membership Stochastic Blockmodels for Dynamic Social Networks
cs.SI
Many kinds of data can be represented as a network or graph. It is crucial to infer the latent structure underlying such a network and to predict unobserved links in the network. Mixed Membership Stochastic Blockmodel (MMSB) is a promising model for network data. Latent variables and unknown parameters in MMSB have bee...
computer science
11,049
Budgeted Influence Maximization for Multiple Products
cs.LG
The typical algorithmic problem in viral marketing aims to identify a set of influential users in a social network, who, when convinced to adopt a product, shall influence other users in the network and trigger a large cascade of adoptions. However, the host (the owner of an online social platform) often faces more con...
computer science
11,050
Parametric Modelling of Multivariate Count Data Using Probabilistic Graphical Models
stat.ML
Multivariate count data are defined as the number of items of different categories issued from sampling within a population, which individuals are grouped into categories. The analysis of multivariate count data is a recurrent and crucial issue in numerous modelling problems, particularly in the fields of biology and e...
computer science
11,051
Contextually Supervised Source Separation with Application to Energy Disaggregation
stat.ML
We propose a new framework for single-channel source separation that lies between the fully supervised and unsupervised setting. Instead of supervision, we provide input features for each source signal and use convex methods to estimate the correlations between these features and the unobserved signal decomposition. We...
computer science
11,052
Permuted NMF: A Simple Algorithm Intended to Minimize the Volume of the Score Matrix
stat.AP
Non-Negative Matrix Factorization, NMF, attempts to find a number of archetypal response profiles, or parts, such that any sample profile in the dataset can be approximated by a close profile among these archetypes or a linear combination of these profiles. The non-negativity constraint is imposed while estimating arch...
computer science
11,053
The Total Variation on Hypergraphs - Learning on Hypergraphs Revisited
stat.ML
Hypergraphs allow one to encode higher-order relationships in data and are thus a very flexible modeling tool. Current learning methods are either based on approximations of the hypergraphs via graphs or on tensor methods which are only applicable under special conditions. In this paper, we present a new learning frame...
computer science
11,054
Nonlinear Eigenproblems in Data Analysis - Balanced Graph Cuts and the RatioDCA-Prox
stat.ML
It has been recently shown that a large class of balanced graph cuts allows for an exact relaxation into a nonlinear eigenproblem. We review briefly some of these results and propose a family of algorithms to compute nonlinear eigenvectors which encompasses previous work as special cases. We provide a detailed analysis...
computer science
11,055
Time-varying Learning and Content Analytics via Sparse Factor Analysis
stat.ML
We propose SPARFA-Trace, a new machine learning-based framework for time-varying learning and content analytics for education applications. We develop a novel message passing-based, blind, approximate Kalman filter for sparse factor analysis (SPARFA), that jointly (i) traces learner concept knowledge over time, (ii) an...
computer science
11,056
SOMz: photometric redshift PDFs with self organizing maps and random atlas
cs.LG
In this paper we explore the applicability of the unsupervised machine learning technique of Self Organizing Maps (SOM) to estimate galaxy photometric redshift probability density functions (PDFs). This technique takes a spectroscopic training set, and maps the photometric attributes, but not the redshifts, to a two di...
computer science
11,057
Large-Scale Paralleled Sparse Principal Component Analysis
cs.MS
Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original variables. Sparse PCA (SPCA) aims to balance statistical fidelity and interpretab...
computer science
11,058
Parallel architectures for fuzzy triadic similarity learning
cs.DC
In a context of document co-clustering, we define a new similarity measure which iteratively computes similarity while combining fuzzy sets in a three-partite graph. The fuzzy triadic similarity (FT-Sim) model can deal with uncertainty offers by the fuzzy sets. Moreover, with the development of the Web and the high ava...
computer science
11,059
Using Latent Binary Variables for Online Reconstruction of Large Scale Systems
math.PR
We propose a probabilistic graphical model realizing a minimal encoding of real variables dependencies based on possibly incomplete observation and an empirical cumulative distribution function per variable. The target application is a large scale partially observed system, like e.g. a traffic network, where a small pr...
computer science
11,060
A Fast Greedy Algorithm for Generalized Column Subset Selection
cs.DS
This paper defines a generalized column subset selection problem which is concerned with the selection of a few columns from a source matrix A that best approximate the span of a target matrix B. The paper then proposes a fast greedy algorithm for solving this problem and draws connections to different problems that ca...
computer science
11,061
A hidden process regression model for functional data description. Application to curve discrimination
stat.ME
A new approach for functional data description is proposed in this paper. It consists of a regression model with a discrete hidden logistic process which is adapted for modeling curves with abrupt or smooth regime changes. The model parameters are estimated in a maximum likelihood framework through a dedicated Expectat...
computer science
11,062
A regression model with a hidden logistic process for signal parametrization
stat.ME
A new approach for signal parametrization, which consists of a specific regression model incorporating a discrete hidden logistic process, is proposed. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The parameters of the hidden logis...
computer science
11,063
Supervised learning of a regression model based on latent process. Application to the estimation of fuel cell life time
stat.ML
This paper describes a pattern recognition approach aiming to estimate fuel cell duration time from electrochemical impedance spectroscopy measurements. It consists in first extracting features from both real and imaginary parts of the impedance spectrum. A parametric model is considered in the case of the real part, w...
computer science
11,064
A Convex Formulation for Mixed Regression with Two Components: Minimax Optimal Rates
stat.ML
We consider the mixed regression problem with two components, under adversarial and stochastic noise. We give a convex optimization formulation that provably recovers the true solution, and provide upper bounds on the recovery errors for both arbitrary noise and stochastic noise settings. We also give matching minimax ...
computer science
11,065
Functional Mixture Discriminant Analysis with hidden process regression for curve classification
stat.ME
We present a new mixture model-based discriminant analysis approach for functional data using a specific hidden process regression model. The approach allows for fitting flexible curve-models to each class of complex-shaped curves presenting regime changes. The model parameters are learned by maximizing the observed-da...
computer science
11,066
Mixture model-based functional discriminant analysis for curve classification
stat.ME
Statistical approaches for Functional Data Analysis concern the paradigm for which the individuals are functions or curves rather than finite dimensional vectors. In this paper, we particularly focus on the modeling and the classification of functional data which are temporal curves presenting regime changes over time....
computer science
11,067
Robust EM algorithm for model-based curve clustering
stat.ME
Model-based clustering approaches concern the paradigm of exploratory data analysis relying on the finite mixture model to automatically find a latent structure governing observed data. They are one of the most popular and successful approaches in cluster analysis. The mixture density estimation is generally performed ...
computer science
11,068
Model-based clustering with Hidden Markov Model regression for time series with regime changes
stat.ML
This paper introduces a novel model-based clustering approach for clustering time series which present changes in regime. It consists of a mixture of polynomial regressions governed by hidden Markov chains. The underlying hidden process for each cluster activates successively several polynomial regimes during time. The...
computer science
11,069
Active Discovery of Network Roles for Predicting the Classes of Network Nodes
cs.LG
Nodes in real world networks often have class labels, or underlying attributes, that are related to the way in which they connect to other nodes. Sometimes this relationship is simple, for instance nodes of the same class are may be more likely to be connected. In other cases, however, this is not true, and the way tha...
computer science
11,070
Petuum: A New Platform for Distributed Machine Learning on Big Data
stat.ML
What is a systematic way to efficiently apply a wide spectrum of advanced ML programs to industrial scale problems, using Big Models (up to 100s of billions of parameters) on Big Data (up to terabytes or petabytes)? Modern parallelization strategies employ fine-grained operations and scheduling beyond the classic bulk-...
computer science
11,071
Communication Efficient Distributed Optimization using an Approximate Newton-type Method
cs.LG
We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably \emph{improves} with the data size, requiring an essentially constant number of...
computer science
11,072
Consistent Bounded-Asynchronous Parameter Servers for Distributed ML
stat.ML
In distributed ML applications, shared parameters are usually replicated among computing nodes to minimize network overhead. Therefore, proper consistency model must be carefully chosen to ensure algorithm's correctness and provide high throughput. Existing consistency models used in general-purpose databases and moder...
computer science
11,073
A Deep Representation for Invariance And Music Classification
cs.SD
Representations in the auditory cortex might be based on mechanisms similar to the visual ventral stream; modules for building invariance to transformations and multiple layers for compositionality and selectivity. In this paper we propose the use of such computational modules for extracting invariant and discriminativ...
computer science
11,074
Kernel-Based Adaptive Online Reconstruction of Coverage Maps With Side Information
cs.NI
In this paper, we address the problem of reconstructing coverage maps from path-loss measurements in cellular networks. We propose and evaluate two kernel-based adaptive online algorithms as an alternative to typical offline methods. The proposed algorithms are application-tailored extensions of powerful iterative meth...
computer science
11,075
Understanding Machine-learned Density Functionals
cs.LG
Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and highly accurate energies are achieved. Accurate {\em constrained optimal densitie...
computer science
11,076
Optimal learning with Bernstein Online Aggregation
stat.ML
We introduce a new recursive aggregation procedure called Bernstein Online Aggregation (BOA). The exponential weights include an accuracy term and a second order term that is a proxy of the quadratic variation as in Hazan and Kale (2010). This second term stabilizes the procedure that is optimal in different senses. We...
computer science
11,077
Orthogonal Rank-One Matrix Pursuit for Low Rank Matrix Completion
cs.LG
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our algorithm by introducing a novel weight updating rule to reduce the time and stora...
computer science
11,078
A Distributed Frank-Wolfe Algorithm for Communication-Efficient Sparse Learning
cs.DC
Learning sparse combinations is a frequent theme in machine learning. In this paper, we study its associated optimization problem in the distributed setting where the elements to be combined are not centrally located but spread over a network. We address the key challenges of balancing communication costs and optimizat...
computer science
11,079
Open problem: Tightness of maximum likelihood semidefinite relaxations
math.OC
We have observed an interesting, yet unexplained, phenomenon: Semidefinite programming (SDP) based relaxations of maximum likelihood estimators (MLE) tend to be tight in recovery problems with noisy data, even when MLE cannot exactly recover the ground truth. Several results establish tightness of SDP based relaxations...
computer science
11,080
Anytime Hierarchical Clustering
stat.ML
We propose a new anytime hierarchical clustering method that iteratively transforms an arbitrary initial hierarchy on the configuration of measurements along a sequence of trees we prove for a fixed data set must terminate in a chain of nested partitions that satisfies a natural homogeneity requirement. Each recursive ...
computer science
11,081
Hybrid Conditional Gradient - Smoothing Algorithms with Applications to Sparse and Low Rank Regularization
math.OC
We study a hybrid conditional gradient - smoothing algorithm (HCGS) for solving composite convex optimization problems which contain several terms over a bounded set. Examples of these include regularization problems with several norms as penalties and a norm constraint. HCGS extends conditional gradient methods to cas...
computer science
11,082
MEG Decoding Across Subjects
stat.ML
Brain decoding is a data analysis paradigm for neuroimaging experiments that is based on predicting the stimulus presented to the subject from the concurrent brain activity. In order to make inference at the group level, a straightforward but sometimes unsuccessful approach is to train a classifier on the trials of a g...
computer science
11,083
A New Space for Comparing Graphs
stat.ME
Finding a new mathematical representations for graph, which allows direct comparison between different graph structures, is an open-ended research direction. Having such a representation is the first prerequisite for a variety of machine learning algorithms like classification, clustering, etc., over graph datasets. In...
computer science
11,084
Subspace Learning and Imputation for Streaming Big Data Matrices and Tensors
stat.ML
Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well as the need for {\em real-time} processing of streaming data pose major challenge...
computer science
11,085
Tight bounds for learning a mixture of two gaussians
cs.LG
We consider the problem of identifying the parameters of an unknown mixture of two arbitrary $d$-dimensional gaussians from a sequence of independent random samples. Our main results are upper and lower bounds giving a computationally efficient moment-based estimator with an optimal convergence rate, thus resolving a p...
computer science
11,086
Spatiotemporal Sparse Bayesian Learning with Applications to Compressed Sensing of Multichannel Physiological Signals
cs.IT
Energy consumption is an important issue in continuous wireless telemonitoring of physiological signals. Compressed sensing (CS) is a promising framework to address it, due to its energy-efficient data compression procedure. However, most CS algorithms have difficulty in data recovery due to non-sparsity characteristic...
computer science
11,087
GP-Localize: Persistent Mobile Robot Localization using Online Sparse Gaussian Process Observation Model
cs.RO
Central to robot exploration and mapping is the task of persistent localization in environmental fields characterized by spatially correlated measurements. This paper presents a Gaussian process localization (GP-Localize) algorithm that, in contrast to existing works, can exploit the spatially correlated field measurem...
computer science
11,088
Forward - Backward Greedy Algorithms for Atomic Norm Regularization
cs.DS
In many signal processing applications, the aim is to reconstruct a signal that has a simple representation with respect to a certain basis or frame. Fundamental elements of the basis known as "atoms" allow us to define "atomic norms" that can be used to formulate convex regularizations for the reconstruction problem. ...
computer science
11,089
CoRE Kernels
stat.ML
The term "CoRE kernel" stands for correlation-resemblance kernel. In many applications (e.g., vision), the data are often high-dimensional, sparse, and non-binary. We propose two types of (nonlinear) CoRE kernels for non-binary sparse data and demonstrate the effectiveness of the new kernels through a classification ex...
computer science
11,090
Multiscale Event Detection in Social Media
cs.SI
Event detection has been one of the most important research topics in social media analysis. Most of the traditional approaches detect events based on fixed temporal and spatial resolutions, while in reality events of different scales usually occur simultaneously, namely, they span different intervals in time and space...
computer science
11,091
Automatic Differentiation of Algorithms for Machine Learning
cs.LG
Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and generalizes the method of backwards propagation of errors used in machine learni...
computer science
11,092
Majority Vote of Diverse Classifiers for Late Fusion
stat.ML
In the past few years, a lot of attention has been devoted to multimedia indexing by fusing multimodal informations. Two kinds of fusion schemes are generally considered: The early fusion and the late fusion. We focus on late classifier fusion, where one combines the scores of each modality at the decision level. To ta...
computer science
11,093
Rates of Convergence for Nearest Neighbor Classification
cs.LG
Nearest neighbor methods are a popular class of nonparametric estimators with several desirable properties, such as adaptivity to different distance scales in different regions of space. Prior work on convergence rates for nearest neighbor classification has not fully reflected these subtle properties. We analyze the b...
computer science
11,094
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives
cs.LG
In this work we introduce a new optimisation method called SAGA in the spirit of SAG, SDCA, MISO and SVRG, a set of recently proposed incremental gradient algorithms with fast linear convergence rates. SAGA improves on the theory behind SAG and SVRG, with better theoretical convergence rates, and has support for compos...
computer science
11,095
DC approximation approaches for sparse optimization
cs.NA
Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC (Difference of Convex functions) programming framework. Considering a common DC appro...
computer science
11,096
Identifying Outliers in Large Matrices via Randomized Adaptive Compressive Sampling
cs.IT
This paper examines the problem of locating outlier columns in a large, otherwise low-rank, matrix. We propose a simple two-step adaptive sensing and inference approach and establish theoretical guarantees for its performance; our results show that accurate outlier identification is achievable using very few linear sum...
computer science
11,097
Significant Subgraph Mining with Multiple Testing Correction
stat.ME
The problem of finding itemsets that are statistically significantly enriched in a class of transactions is complicated by the need to correct for multiple hypothesis testing. Pruning untestable hypotheses was recently proposed as a strategy for this task of significant itemset mining. It was shown to lead to greater s...
computer science
11,098
Classification-based Approximate Policy Iteration: Experiments and Extended Discussions
cs.LG
Tackling large approximate dynamic programming or reinforcement learning problems requires methods that can exploit regularities, or intrinsic structure, of the problem in hand. Most current methods are geared towards exploiting the regularities of either the value function or the policy. We introduce a general classif...
computer science
11,099
Fast Algorithm for Low-rank matrix recovery in Poisson noise
stat.ML
This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex optimization formulation with a cost function consisting of the sum of a likeliho...
computer science
11,100
Global convergence of splitting methods for nonconvex composite optimization
math.OC
We consider the problem of minimizing the sum of a smooth function $h$ with a bounded Hessian, and a nonsmooth function. We assume that the latter function is a composition of a proper closed function $P$ and a surjective linear map $\cal M$, with the proximal mappings of $\tau P$, $\tau > 0$, simple to compute. This p...
computer science