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11,101
Reducing Offline Evaluation Bias in Recommendation Systems
cs.IR
Recommendation systems have been integrated into the majority of large online systems. They tailor those systems to individual users by filtering and ranking information according to user profiles. This adaptation process influences the way users interact with the system and, as a consequence, increases the difficulty ...
computer science
11,102
Robust Optimization using Machine Learning for Uncertainty Sets
math.OC
Our goal is to build robust optimization problems for making decisions based on complex data from the past. In robust optimization (RO) generally, the goal is to create a policy for decision-making that is robust to our uncertainty about the future. In particular, we want our policy to best handle the the worst possibl...
computer science
11,103
Dictionary Learning and Tensor Decomposition via the Sum-of-Squares Method
cs.DS
We give a new approach to the dictionary learning (also known as "sparse coding") problem of recovering an unknown $n\times m$ matrix $A$ (for $m \geq n$) from examples of the form \[ y = Ax + e, \] where $x$ is a random vector in $\mathbb R^m$ with at most $\tau m$ nonzero coordinates, and $e$ is a random noise vector...
computer science
11,104
Identifying Cover Songs Using Information-Theoretic Measures of Similarity
cs.IR
This paper investigates methods for quantifying similarity between audio signals, specifically for the task of of cover song detection. We consider an information-theoretic approach, where we compute pairwise measures of predictability between time series. We compare discrete-valued approaches operating on quantised au...
computer science
11,105
Private Learning and Sanitization: Pure vs. Approximate Differential Privacy
cs.LG
We compare the sample complexity of private learning [Kasiviswanathan et al. 2008] and sanitization~[Blum et al. 2008] under pure $\epsilon$-differential privacy [Dwork et al. TCC 2006] and approximate $(\epsilon,\delta)$-differential privacy [Dwork et al. Eurocrypt 2006]. We show that the sample complexity of these ta...
computer science
11,106
Bandits Warm-up Cold Recommender Systems
cs.LG
We address the cold start problem in recommendation systems assuming no contextual information is available neither about users, nor items. We consider the case in which we only have access to a set of ratings of items by users. Most of the existing works consider a batch setting, and use cross-validation to tune param...
computer science
11,107
Density Adaptive Parallel Clustering
cs.DS
In this paper we are going to introduce a new nearest neighbours based approach to clustering, and compare it with previous solutions; the resulting algorithm, which takes inspiration from both DBscan and minimum spanning tree approaches, is deterministic but proves simpler, faster and doesnt require to set in advance ...
computer science
11,108
Altitude Training: Strong Bounds for Single-Layer Dropout
stat.ML
Dropout training, originally designed for deep neural networks, has been successful on high-dimensional single-layer natural language tasks. This paper proposes a theoretical explanation for this phenomenon: we show that, under a generative Poisson topic model with long documents, dropout training improves the exponent...
computer science
11,109
Fast matrix completion without the condition number
cs.LG
We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix. To the best of our knowledge, all previous algorithms either incurred a quadrat...
computer science
11,110
Sequential Logistic Principal Component Analysis (SLPCA): Dimensional Reduction in Streaming Multivariate Binary-State System
stat.ML
Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use profile. Principal Component Analysis (PCA), is the classical way of dimensional redu...
computer science
11,111
Sparse Partially Linear Additive Models
stat.ME
The generalized partially linear additive model (GPLAM) is a flexible and interpretable approach to building predictive models. It combines features in an additive manner, allowing each to have either a linear or nonlinear effect on the response. However, the choice of which features to treat as linear or nonlinear is ...
computer science
11,112
Tight convex relaxations for sparse matrix factorization
stat.ML
Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple factors, subspace clustering and low-rank sparse bilinear regression as potential ap...
computer science
11,113
Learning Rank Functionals: An Empirical Study
cs.IR
Ranking is a key aspect of many applications, such as information retrieval, question answering, ad placement and recommender systems. Learning to rank has the goal of estimating a ranking model automatically from training data. In practical settings, the task often reduces to estimating a rank functional of an object ...
computer science
11,114
Permutation Models for Collaborative Ranking
cs.IR
We study the problem of collaborative filtering where ranking information is available. Focusing on the core of the collaborative ranking process, the user and their community, we propose new models for representation of the underlying permutations and prediction of ranks. The first approach is based on the assumption ...
computer science
11,115
Algorithms, Initializations, and Convergence for the Nonnegative Matrix Factorization
cs.NA
It is well known that good initializations can improve the speed and accuracy of the solutions of many nonnegative matrix factorization (NMF) algorithms. Many NMF algorithms are sensitive with respect to the initialization of W or H or both. This is especially true of algorithms of the alternating least squares (ALS) t...
computer science
11,116
Dependence versus Conditional Dependence in Local Causal Discovery from Gene Expression Data
cs.LG
Motivation: Algorithms that discover variables which are causally related to a target may inform the design of experiments. With observational gene expression data, many methods discover causal variables by measuring each variable's degree of statistical dependence with the target using dependence measures (DMs). Howev...
computer science
11,117
Differentially-Private Logistic Regression for Detecting Multiple-SNP Association in GWAS Databases
stat.ML
Following the publication of an attack on genome-wide association studies (GWAS) data proposed by Homer et al., considerable attention has been given to developing methods for releasing GWAS data in a privacy-preserving way. Here, we develop an end-to-end differentially private method for solving regression problems wi...
computer science
11,118
Fast Bayesian Feature Selection for High Dimensional Linear Regression in Genomics via the Ising Approximation
cs.LG
Feature selection, identifying a subset of variables that are relevant for predicting a response, is an important and challenging component of many methods in statistics and machine learning. Feature selection is especially difficult and computationally intensive when the number of variables approaches or exceeds the n...
computer science
11,119
A Plug&Play P300 BCI Using Information Geometry
cs.LG
This paper presents a new classification methods for Event Related Potentials (ERP) based on an Information geometry framework. Through a new estimation of covariance matrices, this work extend the use of Riemannian geometry, which was previously limited to SMR-based BCI, to the problem of classification of ERPs. As co...
computer science
11,120
High-performance Kernel Machines with Implicit Distributed Optimization and Randomization
stat.ML
In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the underlying statistical dependencies. Kernel methods fit this need well, as they constitut...
computer science
11,121
Communication-Efficient Distributed Dual Coordinate Ascent
cs.LG
Communication remains the most significant bottleneck in the performance of distributed optimization algorithms for large-scale machine learning. In this paper, we propose a communication-efficient framework, CoCoA, that uses local computation in a primal-dual setting to dramatically reduce the amount of necessary comm...
computer science
11,122
Machine Learning Etudes in Astrophysics: Selection Functions for Mock Cluster Catalogs
cs.LG
Making mock simulated catalogs is an important component of astrophysical data analysis. Selection criteria for observed astronomical objects are often too complicated to be derived from first principles. However the existence of an observed group of objects is a well-suited problem for machine learning classification....
computer science
11,123
Global Convergence of Online Limited Memory BFGS
math.OC
Global convergence of an online (stochastic) limited memory version of the Broyden-Fletcher- Goldfarb-Shanno (BFGS) quasi-Newton method for solving optimization problems with stochastic objectives that arise in large scale machine learning is established. Lower and upper bounds on the Hessian eigenvalues of the sample ...
computer science
11,124
A Stochastic PCA and SVD Algorithm with an Exponential Convergence Rate
cs.LG
We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In contrast, existing algorithms suffer either from slow convergence, or computationally...
computer science
11,125
Topic Modeling of Hierarchical Corpora
stat.ML
We study the problem of topic modeling in corpora whose documents are organized in a multi-level hierarchy. We explore a parametric approach to this problem, assuming that the number of topics is known or can be estimated by cross-validation. The models we consider can be viewed as special (finite-dimensional) instance...
computer science
11,126
Optimization Methods for Sparse Pseudo-Likelihood Graphical Model Selection
stat.CO
Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework. Though many of these inverse covariance estimation approaches are demonstrably scala...
computer science
11,127
Tight Error Bounds for Structured Prediction
cs.LG
Structured prediction tasks in machine learning involve the simultaneous prediction of multiple labels. This is typically done by maximizing a score function on the space of labels, which decomposes as a sum of pairwise elements, each depending on two specific labels. Intuitively, the more pairwise terms are used, the ...
computer science
11,128
Improving Cross-domain Recommendation through Probabilistic Cluster-level Latent Factor Model--Extended Version
cs.IR
Cross-domain recommendation has been proposed to transfer user behavior pattern by pooling together the rating data from multiple domains to alleviate the sparsity problem appearing in single rating domains. However, previous models only assume that multiple domains share a latent common rating pattern based on the use...
computer science
11,129
Unsupervised learning of regression mixture models with unknown number of components
stat.ME
Regression mixture models are widely studied in statistics, machine learning and data analysis. Fitting regression mixtures is challenging and is usually performed by maximum likelihood by using the expectation-maximization (EM) algorithm. However, it is well-known that the initialization is crucial for EM. If the init...
computer science
11,130
Variational Pseudolikelihood for Regularized Ising Inference
cs.LG
I propose a variational approach to maximum pseudolikelihood inference of the Ising model. The variational algorithm is more computationally efficient, and does a better job predicting out-of-sample correlations than $L_2$ regularized maximum pseudolikelihood inference as well as mean field and isolated spin pair appro...
computer science
11,131
Adaptive Low-Complexity Sequential Inference for Dirichlet Process Mixture Models
stat.ML
We develop a sequential low-complexity inference procedure for Dirichlet process mixtures of Gaussians for online clustering and parameter estimation when the number of clusters are unknown a-priori. We present an easily computable, closed form parametric expression for the conditional likelihood, in which hyperparamet...
computer science
11,132
A Bayesian Tensor Factorization Model via Variational Inference for Link Prediction
cs.LG
Probabilistic approaches for tensor factorization aim to extract meaningful structure from incomplete data by postulating low rank constraints. Recently, variational Bayesian (VB) inference techniques have successfully been applied to large scale models. This paper presents full Bayesian inference via VB on both single...
computer science
11,133
Bayesian and regularization approaches to multivariable linear system identification: the role of rank penalties
cs.SY
Recent developments in linear system identification have proposed the use of non-parameteric methods, relying on regularization strategies, to handle the so-called bias/variance trade-off. This paper introduces an impulse response estimator which relies on an $\ell_2$-type regularization including a rank-penalty derive...
computer science
11,134
Distributed Detection : Finite-time Analysis and Impact of Network Topology
math.OC
This paper addresses the problem of distributed detection in multi-agent networks. Agents receive private signals about an unknown state of the world. The underlying state is globally identifiable, yet informative signals may be dispersed throughout the network. Using an optimization-based framework, we develop an iter...
computer science
11,135
Generalized Low Rank Models
stat.ML
Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal, and other data types. This framework encompasses many well known techniques in da...
computer science
11,136
Deterministic Conditions for Subspace Identifiability from Incomplete Sampling
stat.ML
Consider a generic $r$-dimensional subspace of $\mathbb{R}^d$, $r<d$, and suppose that we are only given projections of this subspace onto small subsets of the canonical coordinates. The paper establishes necessary and sufficient deterministic conditions on the subsets for subspace identifiability.
computer science
11,137
Probit Normal Correlated Topic Models
stat.ML
The logistic normal distribution has recently been adapted via the transformation of multivariate Gaus- sian variables to model the topical distribution of documents in the presence of correlations among topics. In this paper, we propose a probit normal alternative approach to modelling correlated topical structures. O...
computer science
11,138
Minimax Analysis of Active Learning
cs.LG
This work establishes distribution-free upper and lower bounds on the minimax label complexity of active learning with general hypothesis classes, under various noise models. The results reveal a number of surprising facts. In particular, under the noise model of Tsybakov (2004), the minimax label complexity of active ...
computer science
11,139
Speculate-Correct Error Bounds for k-Nearest Neighbor Classifiers
cs.LG
We introduce the speculate-correct method to derive error bounds for local classifiers. Using it, we show that k nearest neighbor classifiers, in spite of their famously fractured decision boundaries, have exponential error bounds with O(sqrt((k + ln n) / n)) error bound range for n in-sample examples.
computer science
11,140
Multi-Scale Local Shape Analysis and Feature Selection in Machine Learning Applications
cs.CG
We introduce a method called multi-scale local shape analysis, or MLSA, for extracting features that describe the local structure of points within a dataset. The method uses both geometric and topological features at multiple levels of granularity to capture diverse types of local information for subsequent machine lea...
computer science
11,141
Ricci Curvature and the Manifold Learning Problem
math.DG
Consider a sample of $n$ points taken i.i.d from a submanifold $\Sigma$ of Euclidean space. We show that there is a way to estimate the Ricci curvature of $\Sigma$ with respect to the induced metric from the sample. Our method is grounded in the notions of Carr\'e du Champ for diffusion semi-groups, the theory of Empir...
computer science
11,142
Detection of cheating by decimation algorithm
stat.ML
We expand the item response theory to study the case of "cheating students" for a set of exams, trying to detect them by applying a greedy algorithm of inference. This extended model is closely related to the Boltzmann machine learning. In this paper we aim to infer the correct biases and interactions of our model by c...
computer science
11,143
Tighter Low-rank Approximation via Sampling the Leveraged Element
cs.DS
In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being chosen based on the leverage scores of its row and column, and then involves we...
computer science
11,144
Thompson sampling with the online bootstrap
cs.LG
Thompson sampling provides a solution to bandit problems in which new observations are allocated to arms with the posterior probability that an arm is optimal. While sometimes easy to implement and asymptotically optimal, Thompson sampling can be computationally demanding in large scale bandit problems, and its perform...
computer science
11,145
Complexity Issues and Randomization Strategies in Frank-Wolfe Algorithms for Machine Learning
stat.ML
Frank-Wolfe algorithms for convex minimization have recently gained considerable attention from the Optimization and Machine Learning communities, as their properties make them a suitable choice in a variety of applications. However, as each iteration requires to optimize a linear model, a clever implementation is cruc...
computer science
11,146
Multi-Level Anomaly Detection on Time-Varying Graph Data
cs.SI
This work presents a novel modeling and analysis framework for graph sequences which addresses the challenge of detecting and contextualizing anomalies in labelled, streaming graph data. We introduce a generalization of the BTER model of Seshadhri et al. by adding flexibility to community structure, and use this model ...
computer science
11,147
Generalized Conditional Gradient for Sparse Estimation
math.OC
Structured sparsity is an important modeling tool that expands the applicability of convex formulations for data analysis, however it also creates significant challenges for efficient algorithm design. In this paper we investigate the generalized conditional gradient (GCG) algorithm for solving structured sparse optimi...
computer science
11,148
Gaussian Process Models with Parallelization and GPU acceleration
cs.DC
In this work, we present an extension of Gaussian process (GP) models with sophisticated parallelization and GPU acceleration. The parallelization scheme arises naturally from the modular computational structure w.r.t. datapoints in the sparse Gaussian process formulation. Additionally, the computational bottleneck is ...
computer science
11,149
Improved Asymmetric Locality Sensitive Hashing (ALSH) for Maximum Inner Product Search (MIPS)
stat.ML
Recently it was shown that the problem of Maximum Inner Product Search (MIPS) is efficient and it admits provably sub-linear hashing algorithms. Asymmetric transformations before hashing were the key in solving MIPS which was otherwise hard. In the prior work, the authors use asymmetric transformations which convert th...
computer science
11,150
On Symmetric and Asymmetric LSHs for Inner Product Search
stat.ML
We consider the problem of designing locality sensitive hashes (LSH) for inner product similarity, and of the power of asymmetric hashes in this context. Shrivastava and Li argue that there is no symmetric LSH for the problem and propose an asymmetric LSH based on different mappings for query and database points. Howev...
computer science
11,151
Online Energy Price Matrix Factorization for Power Grid Topology Tracking
stat.ML
Grid security and open markets are two major smart grid goals. Transparency of market data facilitates a competitive and efficient energy environment, yet it may also reveal critical physical system information. Recovering the grid topology based solely on publicly available market data is explored here. Real-time ener...
computer science
11,152
Model Selection for Topic Models via Spectral Decomposition
stat.ML
Topic models have achieved significant successes in analyzing large-scale text corpus. In practical applications, we are always confronted with the challenge of model selection, i.e., how to appropriately set the number of topics. Following recent advances in topic model inference via tensor decomposition, we make a fi...
computer science
11,153
Covariance Matrices for Mean Field Variational Bayes
stat.ML
Mean Field Variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is its (sometimes severe) underestimates of the uncertainty of model variables and lack of information about model variable covariance....
computer science
11,154
Sparse Distributed Learning via Heterogeneous Diffusion Adaptive Networks
cs.LG
In-network distributed estimation of sparse parameter vectors via diffusion LMS strategies has been studied and investigated in recent years. In all the existing works, some convex regularization approach has been used at each node of the network in order to achieve an overall network performance superior to that of th...
computer science
11,155
Heteroscedastic Treed Bayesian Optimisation
cs.LG
Optimising black-box functions is important in many disciplines, such as tuning machine learning models, robotics, finance and mining exploration. Bayesian optimisation is a state-of-the-art technique for the global optimisation of black-box functions which are expensive to evaluate. At the core of this approach is a G...
computer science
11,156
Maximally Informative Hierarchical Representations of High-Dimensional Data
stat.ML
We consider a set of probabilistic functions of some input variables as a representation of the inputs. We present bounds on how informative a representation is about input data. We extend these bounds to hierarchical representations so that we can quantify the contribution of each layer towards capturing the informati...
computer science
11,157
Non-convex Robust PCA
cs.IT
We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of low-rank matrices, and the set of sparse matrices; each projection is {\em non-convex...
computer science
11,158
Latent Feature Based FM Model For Rating Prediction
cs.LG
Rating Prediction is a basic problem in Recommender System, and one of the most widely used method is Factorization Machines(FM). However, traditional matrix factorization methods fail to utilize the benefit of implicit feedback, which has been proved to be important in Rating Prediction problem. In this work, we consi...
computer science
11,159
Bootstrap-Based Regularization for Low-Rank Matrix Estimation
stat.ME
We develop a flexible framework for low-rank matrix estimation that allows us to transform noise models into regularization schemes via a simple bootstrap algorithm. Effectively, our procedure seeks an autoencoding basis for the observed matrix that is stable with respect to the specified noise model; we call the resul...
computer science
11,160
Greedy Subspace Clustering
stat.ML
We consider the problem of subspace clustering: given points that lie on or near the union of many low-dimensional linear subspaces, recover the subspaces. To this end, one first identifies sets of points close to the same subspace and uses the sets to estimate the subspaces. As the geometric structure of the clusters ...
computer science
11,161
Robust sketching for multiple square-root LASSO problems
math.OC
Many learning tasks, such as cross-validation, parameter search, or leave-one-out analysis, involve multiple instances of similar problems, each instance sharing a large part of learning data with the others. We introduce a robust framework for solving multiple square-root LASSO problems, based on a sketch of the learn...
computer science
11,162
Fast Randomized Kernel Methods With Statistical Guarantees
stat.ML
One approach to improving the running time of kernel-based machine learning methods is to build a small sketch of the input and use it in lieu of the full kernel matrix in the machine learning task of interest. Here, we describe a version of this approach that comes with running time guarantees as well as improved guar...
computer science
11,163
Bayesian feature selection with strongly-regularizing priors maps to the Ising Model
cs.LG
Identifying small subsets of features that are relevant for prediction and/or classification tasks is a central problem in machine learning and statistics. The feature selection task is especially important, and computationally difficult, for modern datasets where the number of features can be comparable to, or even ex...
computer science
11,164
Convex Optimization for Big Data
math.OC
This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary approximation techniques like first-order methods and randomization for scalability, a...
computer science
11,165
A statistical model for tensor PCA
cs.LG
We consider the Principal Component Analysis problem for large tensors of arbitrary order $k$ under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to establish necessary and sufficient conditions under which the principal component ca...
computer science
11,166
Global Convergence of Stochastic Gradient Descent for Some Non-convex Matrix Problems
cs.LG
Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a low-rank least-squares problem, and we prove that, under broad sampling conditions,...
computer science
11,167
Model-Parallel Inference for Big Topic Models
cs.DC
In real world industrial applications of topic modeling, the ability to capture gigantic conceptual space by learning an ultra-high dimensional topical representation, i.e., the so-called "big model", is becoming the next desideratum after enthusiasms on "big data", especially for fine-grained downstream tasks such as ...
computer science
11,168
On TD(0) with function approximation: Concentration bounds and a centered variant with exponential convergence
cs.LG
We provide non-asymptotic bounds for the well-known temporal difference learning algorithm TD(0) with linear function approximators. These include high-probability bounds as well as bounds in expectation. Our analysis suggests that a step-size inversely proportional to the number of iterations cannot guarantee optimal ...
computer science
11,169
Deep Narrow Boltzmann Machines are Universal Approximators
stat.ML
We show that deep narrow Boltzmann machines are universal approximators of probability distributions on the activities of their visible units, provided they have sufficiently many hidden layers, each containing the same number of units as the visible layer. We show that, within certain parameter domains, deep Boltzmann...
computer science
11,170
A unified view of generative models for networks: models, methods, opportunities, and challenges
stat.ML
Research on probabilistic models of networks now spans a wide variety of fields, including physics, sociology, biology, statistics, and machine learning. These efforts have produced a diverse ecology of models and methods. Despite this diversity, many of these models share a common underlying structure: pairwise intera...
computer science
11,171
Parallel Gaussian Process Regression for Big Data: Low-Rank Representation Meets Markov Approximation
stat.ML
The expressive power of a Gaussian process (GP) model comes at a cost of poor scalability in the data size. To improve its scalability, this paper presents a low-rank-cum-Markov approximation (LMA) of the GP model that is novel in leveraging the dual computational advantages stemming from complementing a low-rank appro...
computer science
11,172
Unification of field theory and maximum entropy methods for learning probability densities
cs.LG
The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive solution. Maximum entropy estimation and Bayesian field theory are two such appr...
computer science
11,173
Private Empirical Risk Minimization Beyond the Worst Case: The Effect of the Constraint Set Geometry
cs.LG
Empirical Risk Minimization (ERM) is a standard technique in machine learning, where a model is selected by minimizing a loss function over constraint set. When the training dataset consists of private information, it is natural to use a differentially private ERM algorithm, and this problem has been the subject of a l...
computer science
11,174
On the Impossibility of Convex Inference in Human Computation
stat.ML
Human computation or crowdsourcing involves joint inference of the ground-truth-answers and the worker-abilities by optimizing an objective function, for instance, by maximizing the data likelihood based on an assumed underlying model. A variety of methods have been proposed in the literature to address this inference ...
computer science
11,175
Clustering evolving data using kernel-based methods
cs.SI
In this thesis, we propose several modelling strategies to tackle evolving data in different contexts. In the framework of static clustering, we start by introducing a soft kernel spectral clustering (SKSC) algorithm, which can better deal with overlapping clusters with respect to kernel spectral clustering (KSC) and p...
computer science
11,176
PU Learning for Matrix Completion
cs.LG
In this paper, we consider the matrix completion problem when the observations are one-bit measurements of some underlying matrix M, and in particular the observed samples consist only of ones and no zeros. This problem is motivated by modern applications such as recommender systems and social networks where only "like...
computer science
11,177
Efficiently learning Ising models on arbitrary graphs
cs.LG
We consider the problem of reconstructing the graph underlying an Ising model from i.i.d. samples. Over the last fifteen years this problem has been of significant interest in the statistics, machine learning, and statistical physics communities, and much of the effort has been directed towards finding algorithms with ...
computer science
11,178
Target Fishing: A Single-Label or Multi-Label Problem?
cs.LG
According to Cobanoglu et al and Murphy, it is now widely acknowledged that the single target paradigm (one protein or target, one disease, one drug) that has been the dominant premise in drug development in the recent past is untenable. More often than not, a drug-like compound (ligand) can be promiscuous - that is, i...
computer science
11,179
Consistency of Cheeger and Ratio Graph Cuts
stat.ML
This paper establishes the consistency of a family of graph-cut-based algorithms for clustering of data clouds. We consider point clouds obtained as samples of a ground-truth measure. We investigate approaches to clustering based on minimizing objective functionals defined on proximity graphs of the given sample. Our f...
computer science
11,180
A Latent Source Model for Online Collaborative Filtering
cs.LG
Despite the prevalence of collaborative filtering in recommendation systems, there has been little theoretical development on why and how well it works, especially in the "online" setting, where items are recommended to users over time. We address this theoretical gap by introducing a model for online recommendation sy...
computer science
11,181
Noise Benefits in Expectation-Maximization Algorithms
stat.ML
This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum likelihood estimates from corrupted or incomplete data. The convergence speed-up is an e...
computer science
11,182
Heuristics for Exact Nonnegative Matrix Factorization
math.OC
The exact nonnegative matrix factorization (exact NMF) problem is the following: given an $m$-by-$n$ nonnegative matrix $X$ and a factorization rank $r$, find, if possible, an $m$-by-$r$ nonnegative matrix $W$ and an $r$-by-$n$ nonnegative matrix $H$ such that $X = WH$. In this paper, we propose two heuristics for exac...
computer science
11,183
Signal Recovery on Graphs: Variation Minimization
cs.SI
We consider the problem of signal recovery on graphs as graphs model data with complex structure as signals on a graph. Graph signal recovery implies recovery of one or multiple smooth graph signals from noisy, corrupted, or incomplete measurements. We propose a graph signal model and formulate signal recovery as a cor...
computer science
11,184
Learning with Algebraic Invariances, and the Invariant Kernel Trick
stat.ML
When solving data analysis problems it is important to integrate prior knowledge and/or structural invariances. This paper contributes by a novel framework for incorporating algebraic invariance structure into kernels. In particular, we show that algebraic properties such as sign symmetries in data, phase independence,...
computer science
11,185
Predicting clicks in online display advertising with latent features and side-information
stat.ML
We review a method for click-through rate prediction based on the work of Menon et al. [11], which combines collaborative filtering and matrix factorization with a side-information model and fuses the outputs to proper probabilities in [0,1]. In addition we provide details, both for the modeling as well as the experime...
computer science
11,186
Constant Step Size Least-Mean-Square: Bias-Variance Trade-offs and Optimal Sampling Distributions
cs.LG
We consider the least-squares regression problem and provide a detailed asymptotic analysis of the performance of averaged constant-step-size stochastic gradient descent (a.k.a. least-mean-squares). In the strongly-convex case, we provide an asymptotic expansion up to explicit exponentially decaying terms. Our analysis...
computer science
11,187
Learning interpretable models of phenotypes from whole genome sequences with the Set Covering Machine
cs.CE
The increased affordability of whole genome sequencing has motivated its use for phenotypic studies. We address the problem of learning interpretable models for discrete phenotypes from whole genomes. We propose a general approach that relies on the Set Covering Machine and a k-mer representation of the genomes. We sho...
computer science
11,188
Structure learning of antiferromagnetic Ising models
stat.ML
In this paper we investigate the computational complexity of learning the graph structure underlying a discrete undirected graphical model from i.i.d. samples. We first observe that the notoriously difficult problem of learning parities with noise can be captured as a special case of learning graphical models. This lea...
computer science
11,189
LightLDA: Big Topic Models on Modest Compute Clusters
stat.ML
When building large-scale machine learning (ML) programs, such as big topic models or deep neural nets, one usually assumes such tasks can only be attempted with industrial-sized clusters with thousands of nodes, which are out of reach for most practitioners or academic researchers. We consider this challenge in the co...
computer science
11,190
MLitB: Machine Learning in the Browser
cs.DC
With few exceptions, the field of Machine Learning (ML) research has largely ignored the browser as a computational engine. Beyond an educational resource for ML, the browser has vast potential to not only improve the state-of-the-art in ML research, but also, inexpensively and on a massive scale, to bring sophisticate...
computer science
11,191
Max vs Min: Tensor Decomposition and ICA with nearly Linear Sample Complexity
cs.DS
We present a simple, general technique for reducing the sample complexity of matrix and tensor decomposition algorithms applied to distributions. We use the technique to give a polynomial-time algorithm for standard ICA with sample complexity nearly linear in the dimension, thereby improving substantially on previous b...
computer science
11,192
Sparsity and adaptivity for the blind separation of partially correlated sources
stat.AP
Blind source separation (BSS) is a very popular technique to analyze multichannel data. In this context, the data are modeled as the linear combination of sources to be retrieved. For that purpose, standard BSS methods all rely on some discrimination principle, whether it is statistical independence or morphological di...
computer science
11,193
The Statistics of Streaming Sparse Regression
math.ST
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set of the optimal parameter vector with high probability, and achieves a statistic...
computer science
11,194
Testing MCMC code
cs.SE
Markov Chain Monte Carlo (MCMC) algorithms are a workhorse of probabilistic modeling and inference, but are difficult to debug, and are prone to silent failure if implemented naively. We outline several strategies for testing the correctness of MCMC algorithms. Specifically, we advocate writing code in a modular way, w...
computer science
11,195
Theoretical and Numerical Analysis of Approximate Dynamic Programming with Approximation Errors
cs.SY
This study is aimed at answering the famous question of how the approximation errors at each iteration of Approximate Dynamic Programming (ADP) affect the quality of the final results considering the fact that errors at each iteration affect the next iteration. To this goal, convergence of Value Iteration scheme of ADP...
computer science
11,196
Pathwise Coordinate Optimization for Sparse Learning: Algorithm and Theory
stat.ML
The pathwise coordinate optimization is one of the most important computational frameworks for high dimensional convex and nonconvex sparse learning problems. It differs from the classical coordinate optimization algorithms in three salient features: {\it warm start initialization}, {\it active set updating}, and {\it ...
computer science
11,197
Cloud K-SVD: A Collaborative Dictionary Learning Algorithm for Big, Distributed Data
cs.LG
This paper studies the problem of data-adaptive representations for big, distributed data. It is assumed that a number of geographically-distributed, interconnected sites have massive local data and they are interested in collaboratively learning a low-dimensional geometric structure underlying these data. In contrast ...
computer science
11,198
Quasi-Monte Carlo Feature Maps for Shift-Invariant Kernels
stat.ML
We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to integral representations of shift-invariant kernel functions (e.g., Gaussian kernel)....
computer science
11,199
An ADMM algorithm for solving a proximal bound-constrained quadratic program
math.OC
We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a collection of proximal operators that share the same quadratic form, or if the qu...
computer science
11,200
Communication-Efficient Distributed Optimization of Self-Concordant Empirical Loss
math.OC
We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing system has access to a local empirical loss function, constructed with i.i.d. data sa...
computer science