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11,201
The Learnability of Unknown Quantum Measurements
cs.LG
Quantum machine learning has received significant attention in recent years, and promising progress has been made in the development of quantum algorithms to speed up traditional machine learning tasks. In this work, however, we focus on investigating the information-theoretic upper bounds of sample complexity - how ma...
computer science
11,202
Reinforcement Learning and Nonparametric Detection of Game-Theoretic Equilibrium Play in Social Networks
cs.GT
This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a reinforcement learning (adaptive filtering) algorithm that facilitates learning...
computer science
11,203
Unbiased Bayes for Big Data: Paths of Partial Posteriors
stat.ML
A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn from an approximate posterior. However, its feasibility is being challenged in th...
computer science
11,204
Dirichlet Process Parsimonious Mixtures for clustering
stat.ML
The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general performed by maximum likelihood estimation and has also been considered from a parametr...
computer science
11,205
Understanding Kernel Ridge Regression: Common behaviors from simple functions to density functionals
cs.LG
Accurate approximations to density functionals have recently been obtained via machine learning (ML). By applying ML to a simple function of one variable without any random sampling, we extract the qualitative dependence of errors on hyperparameters. We find universal features of the behavior in extreme limits, includi...
computer science
11,206
A Bayesian alternative to mutual information for the hierarchical clustering of dependent random variables
stat.ML
The use of mutual information as a similarity measure in agglomerative hierarchical clustering (AHC) raises an important issue: some correction needs to be applied for the dimensionality of variables. In this work, we formulate the decision of merging dependent multivariate normal variables in an AHC procedure as a Bay...
computer science
11,207
Bayesian Learning for Low-Rank matrix reconstruction
stat.ML
We develop latent variable models for Bayesian learning based low-rank matrix completion and reconstruction from linear measurements. For under-determined systems, the developed methods are shown to reconstruct low-rank matrices when neither the rank nor the noise power is known a-priori. We derive relations between th...
computer science
11,208
Randomized sketches for kernels: Fast and optimal non-parametric regression
stat.ML
Kernel ridge regression (KRR) is a standard method for performing non-parametric regression over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate scale as $\mathcal{O}(n^3)$ and $\mathcal{O}(n^2)$ respectively, and so is prohibitive in many cases. We prop...
computer science
11,209
Online Optimization : Competing with Dynamic Comparators
cs.LG
Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop prediction methods that perform well against complex benchmarks. In this paper, we...
computer science
11,210
Noisy Tensor Completion via the Sum-of-Squares Hierarchy
cs.LG
In the noisy tensor completion problem we observe $m$ entries (whose location is chosen uniformly at random) from an unknown $n_1 \times n_2 \times n_3$ tensor $T$. We assume that $T$ is entry-wise close to being rank $r$. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n...
computer science
11,211
Online Nonparametric Regression with General Loss Functions
stat.ML
This paper establishes minimax rates for online regression with arbitrary classes of functions and general losses. We show that below a certain threshold for the complexity of the function class, the minimax rates depend on both the curvature of the loss function and the sequential complexities of the class. Above this...
computer science
11,212
Computing Functions of Random Variables via Reproducing Kernel Hilbert Space Representations
stat.ML
We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations which can be applied to points drawn from the respective distributions. We refer t...
computer science
11,213
Sequential Probability Assignment with Binary Alphabets and Large Classes of Experts
cs.IT
We analyze the problem of sequential probability assignment for binary outcomes with side information and logarithmic loss, where regret---or, redundancy---is measured with respect to a (possibly infinite) class of experts. We provide upper and lower bounds for minimax regret in terms of sequential complexities of the ...
computer science
11,214
The Gram-Charlier A Series based Extended Rule-of-Thumb for Bandwidth Selection in Univariate and Multivariate Kernel Density Estimations
cs.LG
The article derives a novel Gram-Charlier A (GCA) Series based Extended Rule-of-Thumb (ExROT) for bandwidth selection in Kernel Density Estimation (KDE). There are existing various bandwidth selection rules achieving minimization of the Asymptotic Mean Integrated Square Error (AMISE) between the estimated probability d...
computer science
11,215
Sync-Rank: Robust Ranking, Constrained Ranking and Rank Aggregation via Eigenvector and Semidefinite Programming Synchronization
cs.LG
We consider the classic problem of establishing a statistical ranking of a set of n items given a set of inconsistent and incomplete pairwise comparisons between such items. Instantiations of this problem occur in numerous applications in data analysis (e.g., ranking teams in sports data), computer vision, and machine ...
computer science
11,216
Deciding when to stop: Efficient stopping of active learning guided drug-target prediction
cs.LG
Active learning has shown to reduce the number of experiments needed to obtain high-confidence drug-target predictions. However, in order to actually save experiments using active learning, it is crucial to have a method to evaluate the quality of the current prediction and decide when to stop the experimentation proce...
computer science
11,217
Gradient of Probability Density Functions based Contrasts for Blind Source Separation (BSS)
cs.LG
The article derives some novel independence measures and contrast functions for Blind Source Separation (BSS) application. For the $k^{th}$ order differentiable multivariate functions with equal hyper-volumes (region bounded by hyper-surfaces) and with a constraint of bounded support for $k>1$, it proves that equality ...
computer science
11,218
Diffusion Component Analysis: Unraveling Functional Topology in Biological Networks
cs.LG
Complex biological systems have been successfully modeled by biochemical and genetic interaction networks, typically gathered from high-throughput (HTP) data. These networks can be used to infer functional relationships between genes or proteins. Using the intuition that the topological role of a gene in a network rela...
computer science
11,219
Actively Learning to Attract Followers on Twitter
stat.ML
Twitter, a popular social network, presents great opportunities for on-line machine learning research. However, previous research has focused almost entirely on learning from passively collected data. We study the problem of learning to acquire followers through normative user behavior, as opposed to the mass following...
computer science
11,220
Non-Uniform Stochastic Average Gradient Method for Training Conditional Random Fields
stat.ML
We apply stochastic average gradient (SAG) algorithms for training conditional random fields (CRFs). We describe a practical implementation that uses structure in the CRF gradient to reduce the memory requirement of this linearly-convergent stochastic gradient method, propose a non-uniform sampling scheme that substant...
computer science
11,221
Nonparametric Nearest Neighbor Random Process Clustering
stat.ML
We consider the problem of clustering noisy finite-length observations of stationary ergodic random processes according to their nonparametric generative models without prior knowledge of the model statistics and the number of generative models. Two algorithms, both using the L1-distance between estimated power spectra...
computer science
11,222
Poisson Matrix Recovery and Completion
cs.LG
We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We consider the usual matrix recovery formulation through maximum likelihood with pro...
computer science
11,223
Decomposing Overcomplete 3rd Order Tensors using Sum-of-Squares Algorithms
cs.DS
Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to $n^{\lfloor p/2 \rfloor}$ for a $p$-th order tensor in $\mathbb{R}^{n^p}$. Previously no efficient algorithm can decompose 3rd order ten...
computer science
11,224
Can FCA-based Recommender System Suggest a Proper Classifier?
cs.IR
The paper briefly introduces multiple classifier systems and describes a new algorithm, which improves classification accuracy by means of recommendation of a proper algorithm to an object classification. This recommendation is done assuming that a classifier is likely to predict the label of the object correctly if it...
computer science
11,225
Spectral Norm of Random Kernel Matrices with Applications to Privacy
stat.ML
Kernel methods are an extremely popular set of techniques used for many important machine learning and data analysis applications. In addition to having good practical performances, these methods are supported by a well-developed theory. Kernel methods use an implicit mapping of the input data into a high dimensional f...
computer science
11,226
Regularization-free estimation in trace regression with symmetric positive semidefinite matrices
stat.ML
Over the past few years, trace regression models have received considerable attention in the context of matrix completion, quantum state tomography, and compressed sensing. Estimation of the underlying matrix from regularization-based approaches promoting low-rankedness, notably nuclear norm regularization, have enjoye...
computer science
11,227
Social Trust Prediction via Max-norm Constrained 1-bit Matrix Completion
cs.SI
Social trust prediction addresses the significant problem of exploring interactions among users in social networks. Naturally, this problem can be formulated in the matrix completion framework, with each entry indicating the trustness or distrustness. However, there are two challenges for the social trust problem: 1) t...
computer science
11,228
Overlapping Communities Detection via Measure Space Embedding
cs.LG
We present a new algorithm for community detection. The algorithm uses random walks to embed the graph in a space of measures, after which a modification of $k$-means in that space is applied. The algorithm is therefore fast and easily parallelizable. We evaluate the algorithm on standard random graph benchmarks, inclu...
computer science
11,229
Assessing binary classifiers using only positive and unlabeled data
stat.ML
Assessing the performance of a learned model is a crucial part of machine learning. However, in some domains only positive and unlabeled examples are available, which prohibits the use of most standard evaluation metrics. We propose an approach to estimate any metric based on contingency tables, including ROC and PR cu...
computer science
11,230
Sign Stable Random Projections for Large-Scale Learning
stat.ML
We study the use of "sign $\alpha$-stable random projections" (where $0<\alpha\leq 2$) for building basic data processing tools in the context of large-scale machine learning applications (e.g., classification, regression, clustering, and near-neighbor search). After the processing by sign stable random projections, th...
computer science
11,231
Explaining the Success of AdaBoost and Random Forests as Interpolating Classifiers
stat.ML
There is a large literature explaining why AdaBoost is a successful classifier. The literature on AdaBoost focuses on classifier margins and boosting's interpretation as the optimization of an exponential likelihood function. These existing explanations, however, have been pointed out to be incomplete. A random forest ...
computer science
11,232
Coordinate Descent Converges Faster with the Gauss-Southwell Rule Than Random Selection
math.OC
There has been significant recent work on the theory and application of randomized coordinate descent algorithms, beginning with the work of Nesterov [SIAM J. Optim., 22(2), 2012], who showed that a random-coordinate selection rule achieves the same convergence rate as the Gauss-Southwell selection rule. This result su...
computer science
11,233
An objective prior that unifies objective Bayes and information-based inference
stat.ML
There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or $w$-prior) which unifies objective Bayes and information-based inference. The $w$-prior is chosen to make the marginal probability an unbia...
computer science
11,234
The Preference Learning Toolbox
stat.ML
Preference learning (PL) is a core area of machine learning that handles datasets with ordinal relations. As the number of generated data of ordinal nature is increasing, the importance and role of the PL field becomes central within machine learning research and practice. This paper introduces an open source, scalable...
computer science
11,235
Communication Complexity of Distributed Convex Learning and Optimization
cs.LG
We study the fundamental limits to communication-efficient distributed methods for convex learning and optimization, under different assumptions on the information available to individual machines, and the types of functions considered. We identify cases where existing algorithms are already worst-case optimal, as well...
computer science
11,236
Improved SVRG for Non-Strongly-Convex or Sum-of-Non-Convex Objectives
cs.LG
Many classical algorithms are found until several years later to outlive the confines in which they were conceived, and continue to be relevant in unforeseen settings. In this paper, we show that SVRG is one such method: being originally designed for strongly convex objectives, it is also very robust in non-strongly co...
computer science
11,237
Gene selection for cancer classification using a hybrid of univariate and multivariate feature selection methods
cs.CE
Various approaches to gene selection for cancer classification based on microarray data can be found in the literature and they may be grouped into two categories: univariate methods and multivariate methods. Univariate methods look at each gene in the data in isolation from others. They measure the contribution of a p...
computer science
11,238
Global Gene Expression Analysis Using Machine Learning Methods
cs.CE
Microarray is a technology to quantitatively monitor the expression of large number of genes in parallel. It has become one of the main tools for global gene expression analysis in molecular biology research in recent years. The large amount of expression data generated by this technology makes the study of certain com...
computer science
11,239
Primal Method for ERM with Flexible Mini-batching Schemes and Non-convex Losses
math.OC
In this work we develop a new algorithm for regularized empirical risk minimization. Our method extends recent techniques of Shalev-Shwartz [02/2015], which enable a dual-free analysis of SDCA, to arbitrary mini-batching schemes. Moreover, our method is able to better utilize the information in the data defining the ER...
computer science
11,240
DUAL-LOCO: Distributing Statistical Estimation Using Random Projections
stat.ML
We present DUAL-LOCO, a communication-efficient algorithm for distributed statistical estimation. DUAL-LOCO assumes that the data is distributed according to the features rather than the samples. It requires only a single round of communication where low-dimensional random projections are used to approximate the depend...
computer science
11,241
Variational Dropout and the Local Reparameterization Trick
stat.ML
We investigate a local reparameterizaton technique for greatly reducing the variance of stochastic gradients for variational Bayesian inference (SGVB) of a posterior over model parameters, while retaining parallelizability. This local reparameterization translates uncertainty about global parameters into local noise th...
computer science
11,242
Distributed Training of Structured SVM
stat.ML
Training structured prediction models is time-consuming. However, most existing approaches only use a single machine, thus, the advantage of computing power and the capacity for larger data sets of multiple machines have not been exploited. In this work, we propose an efficient algorithm for distributedly training stru...
computer science
11,243
Stagewise Learning for Sparse Clustering of Discretely-Valued Data
stat.ML
The performance of EM in learning mixtures of product distributions often depends on the initialization. This can be problematic in crowdsourcing and other applications, e.g. when a small number of 'experts' are diluted by a large number of noisy, unreliable participants. We develop a new EM algorithm that is driven by...
computer science
11,244
Measuring Sample Quality with Stein's Method
stat.ML
To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to more rapid sampling can outweigh the bias introduced. However, the inexactness ...
computer science
11,245
Clustering by transitive propagation
cs.LG
We present a global optimization algorithm for clustering data given the ratio of likelihoods that each pair of data points is in the same cluster or in different clusters. To define a clustering solution in terms of pairwise relationships, a necessary and sufficient condition is that belonging to the same cluster sati...
computer science
11,246
Provable Bayesian Inference via Particle Mirror Descent
cs.LG
Bayesian methods are appealing in their flexibility in modeling complex data and ability in capturing uncertainty in parameters. However, when Bayes' rule does not result in tractable closed-form, most approximate inference algorithms lack either scalability or rigorous guarantees. To tackle this challenge, we propose ...
computer science
11,247
Symmetric Tensor Completion from Multilinear Entries and Learning Product Mixtures over the Hypercube
cs.DS
We give an algorithm for completing an order-$m$ symmetric low-rank tensor from its multilinear entries in time roughly proportional to the number of tensor entries. We apply our tensor completion algorithm to the problem of learning mixtures of product distributions over the hypercube, obtaining new algorithmic result...
computer science
11,248
Copula variational inference
stat.ML
We develop a general variational inference method that preserves dependency among the latent variables. Our method uses copulas to augment the families of distributions used in mean-field and structured approximations. Copulas model the dependency that is not captured by the original variational distribution, and thus ...
computer science
11,249
Matrix Completion from Fewer Entries: Spectral Detectability and Rank Estimation
cs.LG
The completion of low rank matrices from few entries is a task with many practical applications. We consider here two aspects of this problem: detectability, i.e. the ability to estimate the rank $r$ reliably from the fewest possible random entries, and performance in achieving small reconstruction error. We propose a ...
computer science
11,250
Variance Reduced Stochastic Gradient Descent with Neighbors
cs.LG
Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness, achieving linear convergence. However, these methods are either based on computations o...
computer science
11,251
GAP Safe screening rules for sparse multi-task and multi-class models
stat.ML
High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is proven not to discard features wrongly the rules are said to be \emph{safe}. In this ...
computer science
11,252
Reducing offline evaluation bias of collaborative filtering algorithms
cs.IR
Recommendation systems have been integrated into the majority of large online systems to filter and rank information according to user profiles. It thus influences the way users interact with the system and, as a consequence, bias the evaluation of the performance of a recommendation algorithm computed using historical...
computer science
11,253
A Flexible and Efficient Algorithmic Framework for Constrained Matrix and Tensor Factorization
stat.ML
We propose a general algorithmic framework for constrained matrix and tensor factorization, which is widely used in signal processing and machine learning. The new framework is a hybrid between alternating optimization (AO) and the alternating direction method of multipliers (ADMM): each matrix factor is updated in tur...
computer science
11,254
Spectral Sparsification and Regret Minimization Beyond Matrix Multiplicative Updates
cs.LG
In this paper, we provide a novel construction of the linear-sized spectral sparsifiers of Batson, Spielman and Srivastava [BSS14]. While previous constructions required $\Omega(n^4)$ running time [BSS14, Zou12], our sparsification routine can be implemented in almost-quadratic running time $O(n^{2+\varepsilon})$. Th...
computer science
11,255
Feature Selection for Ridge Regression with Provable Guarantees
stat.ML
We introduce single-set spectral sparsification as a deterministic sampling based feature selection technique for regularized least squares classification, which is the classification analogue to ridge regression. The method is unsupervised and gives worst-case guarantees of the generalization power of the classificati...
computer science
11,256
Information-based inference for singular models and finite sample sizes
stat.ML
A central problem in statistics is model selection, the choice between competing models of a stochastic process whose observables are corrupted by noise. In the information-based paradigm of inference, model selection is performed by estimating the predictive performance of the com- peting models. The candidate model w...
computer science
11,257
Variational Gaussian Copula Inference
stat.ML
We utilize copulas to constitute a unified framework for constructing and optimizing variational proposals in hierarchical Bayesian models. For models with continuous and non-Gaussian hidden variables, we propose a semiparametric and automated variational Gaussian copula approach, in which the parametric Gaussian copul...
computer science
11,258
Approximate Inference with the Variational Holder Bound
stat.ML
We introduce the Variational Holder (VH) bound as an alternative to Variational Bayes (VB) for approximate Bayesian inference. Unlike VB which typically involves maximization of a non-convex lower bound with respect to the variational parameters, the VH bound involves minimization of a convex upper bound to the intract...
computer science
11,259
A simple application of FIC to model selection
cs.LG
We have recently proposed a new information-based approach to model selection, the Frequentist Information Criterion (FIC), that reconciles information-based and frequentist inference. The purpose of this current paper is to provide a simple example of the application of this criterion and a demonstration of the natura...
computer science
11,260
Taming the Wild: A Unified Analysis of Hogwild!-Style Algorithms
cs.LG
Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's runtime performance, including asynchronous execution and reduced precision. Our main result is a martingale-based analysis that enables us...
computer science
11,261
PAC-Bayes Iterated Logarithm Bounds for Martingale Mixtures
cs.LG
We give tight concentration bounds for mixtures of martingales that are simultaneously uniform over (a) mixture distributions, in a PAC-Bayes sense; and (b) all finite times. These bounds are proved in terms of the martingale variance, extending classical Bernstein inequalities, and sharpening and simplifying prior wor...
computer science
11,262
Non-Normal Mixtures of Experts
stat.ME
Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification and clustering. For continuous data which we consider here in the context of regression and cluster analysis, MoE usually use normal experts, that is, expert components following the Gaussian distribution. ...
computer science
11,263
Graphs in machine learning: an introduction
stat.ML
Graphs are commonly used to characterise interactions between objects of interest. Because they are based on a straightforward formalism, they are used in many scientific fields from computer science to historical sciences. In this paper, we give an introduction to some methods relying on graphs for learning. This incl...
computer science
11,264
GEFCOM 2014 - Probabilistic Electricity Price Forecasting
stat.ML
Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient Boosting Regression. The method was tested on data from Global Energy Forecasting ...
computer science
11,265
Benchmark of structured machine learning methods for microbial identification from mass-spectrometry data
stat.ML
Microbial identification is a central issue in microbiology, in particular in the fields of infectious diseases diagnosis and industrial quality control. The concept of species is tightly linked to the concept of biological and clinical classification where the proximity between species is generally measured in terms o...
computer science
11,266
Un-regularizing: approximate proximal point and faster stochastic algorithms for empirical risk minimization
stat.ML
We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression, across a wide range of problem settings. To achieve this, we establish a framewo...
computer science
11,267
Global Optimality in Tensor Factorization, Deep Learning, and Beyond
cs.NA
Techniques involving factorization are found in a wide range of applications and have enjoyed significant empirical success in many fields. However, common to a vast majority of these problems is the significant disadvantage that the associated optimization problems are typically non-convex due to a multilinear form or...
computer science
11,268
Manifold Optimization for Gaussian Mixture Models
stat.ML
We take a new look at parameter estimation for Gaussian Mixture Models (GMMs). In particular, we propose using \emph{Riemannian manifold optimization} as a powerful counterpart to Expectation Maximization (EM). An out-of-the-box invocation of manifold optimization, however, fails spectacularly: it converges to the same...
computer science
11,269
Diffusion Nets
stat.ML
Non-linear manifold learning enables high-dimensional data analysis, but requires out-of-sample-extension methods to process new data points. In this paper, we propose a manifold learning algorithm based on deep learning to create an encoder, which maps a high-dimensional dataset and its low-dimensional embedding, and ...
computer science
11,270
Collaboratively Learning Preferences from Ordinal Data
cs.LG
In applications such as recommendation systems and revenue management, it is important to predict preferences on items that have not been seen by a user or predict outcomes of comparisons among those that have never been compared. A popular discrete choice model of multinomial logit model captures the structure of the ...
computer science
11,271
A spectral method for community detection in moderately-sparse degree-corrected stochastic block models
math.PR
We consider community detection in Degree-Corrected Stochastic Block Models (DC-SBM). We propose a spectral clustering algorithm based on a suitably normalized adjacency matrix. We show that this algorithm consistently recovers the block-membership of all but a vanishing fraction of nodes, in the regime where the lowes...
computer science
11,272
Portfolio optimization using local linear regression ensembles in RapidMiner
cs.LG
In this paper we implement a Local Linear Regression Ensemble Committee (LOLREC) to predict 1-day-ahead returns of 453 assets form the S&P500. The estimates and the historical returns of the committees are used to compute the weights of the portfolio from the 453 stock. The proposed method outperforms benchmark portfol...
computer science
11,273
Learning Single Index Models in High Dimensions
stat.ML
Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a nonlinear, monotonic function of a linear combination of features. Estimation in this context requires learning both the feature weights, and the nonlinear function. While met...
computer science
11,274
Framework for Multi-task Multiple Kernel Learning and Applications in Genome Analysis
stat.ML
We present a general regularization-based framework for Multi-task learning (MTL), in which the similarity between tasks can be learned or refined using $\ell_p$-norm Multiple Kernel learning (MKL). Based on this very general formulation (including a general loss function), we derive the corresponding dual formulation ...
computer science
11,275
DC Proximal Newton for Non-Convex Optimization Problems
cs.LG
We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal Newton algorithm that is able to deal with such a situation. The algorithm consi...
computer science
11,276
Correlated Multiarmed Bandit Problem: Bayesian Algorithms and Regret Analysis
math.OC
We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on the performance of the upper credible limit (UCL) algorithm and a new correlated U...
computer science
11,277
Scan $B$-Statistic for Kernel Change-Point Detection
cs.LG
Detecting the emergence of an abrupt change-point is a classic problem in statistics and machine learning. Kernel-based nonparametric statistics have been used for this task which enjoy fewer assumptions on the distributions than the parametric approach and can handle high-dimensional data. In this paper we focus on th...
computer science
11,278
Robust Sparse Blind Source Separation
stat.AP
Blind Source Separation is a widely used technique to analyze multichannel data. In many real-world applications, its results can be significantly hampered by the presence of unknown outliers. In this paper, a novel algorithm coined rGMCA (robust Generalized Morphological Component Analysis) is introduced to retrieve s...
computer science
11,279
Optimal approximate matrix product in terms of stable rank
cs.DS
We prove, using the subspace embedding guarantee in a black box way, that one can achieve the spectral norm guarantee for approximate matrix multiplication with a dimensionality-reducing map having $m = O(\tilde{r}/\varepsilon^2)$ rows. Here $\tilde{r}$ is the maximum stable rank, i.e. squared ratio of Frobenius and op...
computer science
11,280
The Information Sieve
stat.ML
We introduce a new framework for unsupervised learning of representations based on a novel hierarchical decomposition of information. Intuitively, data is passed through a series of progressively fine-grained sieves. Each layer of the sieve recovers a single latent factor that is maximally informative about multivariat...
computer science
11,281
COEVOLVE: A Joint Point Process Model for Information Diffusion and Network Co-evolution
cs.SI
Information diffusion in online social networks is affected by the underlying network topology, but it also has the power to change it. Online users are constantly creating new links when exposed to new information sources, and in turn these links are alternating the way information spreads. However, these two highly i...
computer science
11,282
Locally Non-linear Embeddings for Extreme Multi-label Learning
cs.LG
The objective in extreme multi-label learning is to train a classifier that can automatically tag a novel data point with the most relevant subset of labels from an extremely large label set. Embedding based approaches make training and prediction tractable by assuming that the training label matrix is low-rank and hen...
computer science
11,283
Adaptive Mixtures of Factor Analyzers
stat.ML
A mixture of factor analyzers is a semi-parametric density estimator that generalizes the well-known mixtures of Gaussians model by allowing each Gaussian in the mixture to be represented in a different lower-dimensional manifold. This paper presents a robust and parsimonious model selection algorithm for training a mi...
computer science
11,284
A Review of Nonnegative Matrix Factorization Methods for Clustering
stat.ML
Nonnegative Matrix Factorization (NMF) was first introduced as a low-rank matrix approximation technique, and has enjoyed a wide area of applications. Although NMF does not seem related to the clustering problem at first, it was shown that they are closely linked. In this report, we provide a gentle introduction to clu...
computer science
11,285
Tensor principal component analysis via sum-of-squares proofs
cs.LG
We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-$3$ tensor $T$ of the form $T = \tau \cdot v_0^{\otimes 3} + A$, where $\tau \geq 0$ is a signal-to-noise ratio, $v_0$ is a unit vector, and $A$ is a random noise tensor, the goal is to re...
computer science
11,286
Parallel MMF: a Multiresolution Approach to Matrix Computation
cs.NA
Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF factorization. Empirically, the running time of pMMF scales linearly in the dimension for spa...
computer science
11,287
Learning to classify with possible sensor failures
cs.LG
In this paper, we propose a general framework to learn a robust large-margin binary classifier when corrupt measurements, called anomalies, caused by sensor failure might be present in the training set. The goal is to minimize the generalization error of the classifier on non-corrupted measurements while controlling th...
computer science
11,288
Variational Gram Functions: Convex Analysis and Optimization
math.OC
We propose a new class of convex penalty functions, called \emph{variational Gram functions} (VGFs), that can promote pairwise relations, such as orthogonality, among a set of vectors in a vector space. These functions can serve as regularizers in convex optimization problems arising from hierarchical classification, m...
computer science
11,289
On the Minimax Risk of Dictionary Learning
stat.ML
We consider the problem of learning a dictionary matrix from a number of observed signals, which are assumed to be generated via a linear model with a common underlying dictionary. In particular, we derive lower bounds on the minimum achievable worst case mean squared error (MSE), regardless of computational complexity...
computer science
11,290
On the Worst-Case Approximability of Sparse PCA
stat.ML
It is well known that Sparse PCA (Sparse Principal Component Analysis) is NP-hard to solve exactly on worst-case instances. What is the complexity of solving Sparse PCA approximately? Our contributions include: 1) a simple and efficient algorithm that achieves an $n^{-1/3}$-approximation; 2) NP-hardness of approximatio...
computer science
11,291
Evaluation of Spectral Learning for the Identification of Hidden Markov Models
stat.ML
Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods, such as maximum-likelihood estimation and especially expectation-maximization, a...
computer science
11,292
Dynamic Matrix Factorization with Priors on Unknown Values
stat.ML
Advanced and effective collaborative filtering methods based on explicit feedback assume that unknown ratings do not follow the same model as the observed ones (\emph{not missing at random}). In this work, we build on this assumption, and introduce a novel dynamic matrix factorization framework that allows to set an ex...
computer science
11,293
Supervised Collective Classification for Crowdsourcing
cs.SI
Crowdsourcing utilizes the wisdom of crowds for collective classification via information (e.g., labels of an item) provided by labelers. Current crowdsourcing algorithms are mainly unsupervised methods that are unaware of the quality of crowdsourced data. In this paper, we propose a supervised collective classificatio...
computer science
11,294
Linear Contextual Bandits with Knapsacks
cs.LG
We consider the linear contextual bandit problem with resource consumption, in addition to reward generation. In each round, the outcome of pulling an arm is a reward as well as a vector of resource consumptions. The expected values of these outcomes depend linearly on the context of that arm. The budget/capacity const...
computer science
11,295
Differentially Private Analysis of Outliers
stat.ML
This paper investigates differentially private analysis of distance-based outliers. The problem of outlier detection is to find a small number of instances that are apparently distant from the remaining instances. On the other hand, the objective of differential privacy is to conceal presence (or absence) of any partic...
computer science
11,296
Dimensionality-reduced subspace clustering
stat.ML
Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, whose number, orientations, and dimensions are all unknown. In practice one may have access to dimensionality-reduced observations of the data only, resulting, e.g., from unde...
computer science
11,297
Distributed Stochastic Variance Reduced Gradient Methods and A Lower Bound for Communication Complexity
math.OC
We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on different machines. We design a distributed stochastic variance reduced gradien...
computer science
11,298
An algorithm for online tensor prediction
stat.ML
We present a new method for online prediction and learning of tensors ($N$-way arrays, $N >2$) from sequential measurements. We focus on the specific case of 3-D tensors and exploit a recently developed framework of structured tensor decompositions proposed in [1]. In this framework it is possible to treat 3-D tensors ...
computer science
11,299
STC Anti-spoofing Systems for the ASVspoof 2015 Challenge
cs.SD
This paper presents the Speech Technology Center (STC) systems submitted to Automatic Speaker Verification Spoofing and Countermeasures (ASVspoof) Challenge 2015. In this work we investigate different acoustic feature spaces to determine reliable and robust countermeasures against spoofing attacks. In addition to the c...
computer science
11,300
An Optimal Algorithm for Bandit and Zero-Order Convex Optimization with Two-Point Feedback
cs.LG
We consider the closely related problems of bandit convex optimization with two-point feedback, and zero-order stochastic convex optimization with two function evaluations per round. We provide a simple algorithm and analysis which is optimal for convex Lipschitz functions. This improves on \cite{dujww13}, which only p...
computer science