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11,301
Sparse PCA via Bipartite Matchings
stat.ML
We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can be computed one by one, repeatedly solving the single-component problem and def...
computer science
11,302
Bayesian mixtures of spatial spline regressions
stat.ME
This work relates the framework of model-based clustering for spatial functional data where the data are surfaces. We first introduce a Bayesian spatial spline regression model with mixed-effects (BSSR) for modeling spatial function data. The BSSR model is based on Nodal basis functions for spatial regression and accom...
computer science
11,303
An End-to-End Neural Network for Polyphonic Piano Music Transcription
stat.ML
We present a supervised neural network model for polyphonic piano music transcription. The architecture of the proposed model is analogous to speech recognition systems and comprises an acoustic model and a music language model. The acoustic model is a neural network used for estimating the probabilities of pitches in ...
computer science
11,304
A variational approach to the consistency of spectral clustering
math.ST
This paper establishes the consistency of spectral approaches to data clustering. We consider clustering of point clouds obtained as samples of a ground-truth measure. A graph representing the point cloud is obtained by assigning weights to edges based on the distance between the points they connect. We investigate the...
computer science
11,305
A Randomized Rounding Algorithm for Sparse PCA
cs.DS
We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized rounding strategy to sparsify the resulting dense solution. Our main theoretical r...
computer science
11,306
Introduction to Cross-Entropy Clustering The R Package CEC
cs.LG
The R Package CEC performs clustering based on the cross-entropy clustering (CEC) method, which was recently developed with the use of information theory. The main advantage of CEC is that it combines the speed and simplicity of $k$-means with the ability to use various Gaussian mixture models and reduce unnecessary cl...
computer science
11,307
Time Series Clustering via Community Detection in Networks
stat.ML
In this paper, we propose a technique for time series clustering using community detection in complex networks. Firstly, we present a method to transform a set of time series into a network using different distance functions, where each time series is represented by a vertex and the most similar ones are connected. The...
computer science
11,308
Review and Perspective for Distance Based Trajectory Clustering
stat.ML
In this paper we tackle the issue of clustering trajectories of geolocalized observations. Using clustering technics based on the choice of a distance between the observations, we first provide a comprehensive review of the different distances used in the literature to compare trajectories. Then based on the limitation...
computer science
11,309
A Deep Bag-of-Features Model for Music Auto-Tagging
cs.LG
Feature learning and deep learning have drawn great attention in recent years as a way of transforming input data into more effective representations using learning algorithms. Such interest has grown in the area of music information retrieval (MIR) as well, particularly in music audio classification tasks such as auto...
computer science
11,310
AdaDelay: Delay Adaptive Distributed Stochastic Convex Optimization
stat.ML
We study distributed stochastic convex optimization under the delayed gradient model where the server nodes perform parameter updates, while the worker nodes compute stochastic gradients. We discuss, analyze, and experiment with a setup motivated by the behavior of real-world distributed computation networks, where the...
computer science
11,311
A review of homomorphic encryption and software tools for encrypted statistical machine learning
stat.ML
Recent advances in cryptography promise to enable secure statistical computation on encrypted data, whereby a limited set of operations can be carried out without the need to first decrypt. We review these homomorphic encryption schemes in a manner accessible to statisticians and machine learners, focusing on pertinent...
computer science
11,312
Encrypted statistical machine learning: new privacy preserving methods
stat.ML
We present two new statistical machine learning methods designed to learn on fully homomorphic encrypted (FHE) data. The introduction of FHE schemes following Gentry (2009) opens up the prospect of privacy preserving statistical machine learning analysis and modelling of encrypted data without compromising security con...
computer science
11,313
Compressive Sensing via Low-Rank Gaussian Mixture Models
stat.ML
We develop a new compressive sensing (CS) inversion algorithm by utilizing the Gaussian mixture model (GMM). While the compressive sensing is performed globally on the entire image as implemented in our lensless camera, a low-rank GMM is imposed on the local image patches. This low-rank GMM is derived via eigenvalue th...
computer science
11,314
Directional Decision Lists
stat.ML
In this paper we introduce a novel family of decision lists consisting of highly interpretable models which can be learned efficiently in a greedy manner. The defining property is that all rules are oriented in the same direction. Particular examples of this family are decision lists with monotonically decreasing (or i...
computer science
11,315
Multi-Sensor Slope Change Detection
stat.ML
We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known constant means and variances. After the change-point, observations in the subset wi...
computer science
11,316
Online Supervised Subspace Tracking
cs.LG
We present a framework for supervised subspace tracking, when there are two time series $x_t$ and $y_t$, one being the high-dimensional predictors and the other being the response variables and the subspace tracking needs to take into consideration of both sequences. It extends the classic online subspace tracking work...
computer science
11,317
Train faster, generalize better: Stability of stochastic gradient descent
cs.LG
We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff. Our analysis only employs elementary tools from convex and continuous optimizat...
computer science
11,318
Predicting SLA Violations in Real Time using Online Machine Learning
cs.NI
Detecting faults and SLA violations in a timely manner is critical for telecom providers, in order to avoid loss in business, revenue and reputation. At the same time predicting SLA violations for user services in telecom environments is difficult, due to time-varying user demands and infrastructure load conditions. ...
computer science
11,319
Fast low-rank estimation by projected gradient descent: General statistical and algorithmic guarantees
math.ST
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the low-rank matrix, and to run projected gradient descent on the nonconvex factoriz...
computer science
11,320
Performance Bounds for Pairwise Entity Resolution
stat.ML
One significant challenge to scaling entity resolution algorithms to massive datasets is understanding how performance changes after moving beyond the realm of small, manually labeled reference datasets. Unlike traditional machine learning tasks, when an entity resolution algorithm performs well on small hold-out datas...
computer science
11,321
Dynamic Poisson Factorization
cs.LG
Models for recommender systems use latent factors to explain the preferences and behaviors of users with respect to a set of items (e.g., movies, books, academic papers). Typically, the latent factors are assumed to be static and, given these factors, the observed preferences and behaviors of users are assumed to be ge...
computer science
11,322
Revealed Preference at Scale: Learning Personalized Preferences from Assortment Choices
stat.ML
We consider the problem of learning the preferences of a heterogeneous population by observing choices from an assortment of products, ads, or other offerings. Our observation model takes a form common in assortment planning applications: each arriving customer is offered an assortment consisting of a subset of all pos...
computer science
11,323
Significance Analysis of High-Dimensional, Low-Sample Size Partially Labeled Data
stat.ML
Classification and clustering are both important topics in statistical learning. A natural question herein is whether predefined classes are really different from one another, or whether clusters are really there. Specifically, we may be interested in knowing whether the two classes defined by some class labels (when t...
computer science
11,324
Efficient Neighborhood Selection for Gaussian Graphical Models
stat.ML
This paper addresses the problem of neighborhood selection for Gaussian graphical models. We present two heuristic algorithms: a forward-backward greedy algorithm for general Gaussian graphical models based on mutual information test, and a threshold-based algorithm for walk summable Gaussian graphical models. Both alg...
computer science
11,325
Fast k-NN search
stat.ML
Efficient index structures for fast approximate nearest neighbor queries are required in many applications such as recommendation systems. In high-dimensional spaces, many conventional methods suffer from excessive usage of memory and slow response times. We propose a method where multiple random projection trees are c...
computer science
11,326
Evasion and Hardening of Tree Ensemble Classifiers
cs.LG
Classifier evasion consists in finding for a given instance $x$ the nearest instance $x'$ such that the classifier predictions of $x$ and $x'$ are different. We present two novel algorithms for systematically computing evasions for tree ensembles such as boosted trees and random forests. Our first algorithm uses a Mixe...
computer science
11,327
Convergence of Stochastic Gradient Descent for PCA
cs.LG
We consider the problem of principal component analysis (PCA) in a streaming stochastic setting, where our goal is to find a direction of approximate maximal variance, based on a stream of i.i.d. data points in $\reals^d$. A simple and computationally cheap algorithm for this is stochastic gradient descent (SGD), which...
computer science
11,328
Learning From Missing Data Using Selection Bias in Movie Recommendation
stat.ML
Recommending items to users is a challenging task due to the large amount of missing information. In many cases, the data solely consist of ratings or tags voluntarily contributed by each user on a very limited subset of the available items, so that most of the data of potential interest is actually missing. Current ap...
computer science
11,329
Fast Discrete Distribution Clustering Using Wasserstein Barycenter with Sparse Support
stat.CO
In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation for a set of discrete distributions subject to the Kantorovich-Wasserstein metr...
computer science
11,330
Distributed Parameter Map-Reduce
cs.DC
This paper describes how to convert a machine learning problem into a series of map-reduce tasks. We study logistic regression algorithm. In logistic regression algorithm, it is assumed that samples are independent and each sample is assigned a probability. Parameters are obtained by maxmizing the product of all sample...
computer science
11,331
Learning in Unlabeled Networks - An Active Learning and Inference Approach
stat.ML
The task of determining labels of all network nodes based on the knowledge about network structure and labels of some training subset of nodes is called the within-network classification. It may happen that none of the labels of the nodes is known and additionally there is no information about number of classes to whic...
computer science
11,332
Toward a Better Understanding of Leaderboard
stat.ML
The leaderboard in machine learning competitions is a tool to show the performance of various participants and to compare them. However, the leaderboard quickly becomes no longer accurate, due to hack or overfitting. This article gives two pieces of advice to prevent easy hack or overfitting. By following these advice,...
computer science
11,333
The intrinsic value of HFO features as a biomarker of epileptic activity
cs.LG
High frequency oscillations (HFOs) are a promising biomarker of epileptic brain tissue and activity. HFOs additionally serve as a prototypical example of challenges in the analysis of discrete events in high-temporal resolution, intracranial EEG data. Two primary challenges are 1) dimensionality reduction, and 2) asses...
computer science
11,334
On Equivalence of Martingale Tail Bounds and Deterministic Regret Inequalities
math.PR
We study an equivalence of (i) deterministic pathwise statements appearing in the online learning literature (termed \emph{regret bounds}), (ii) high-probability tail bounds for the supremum of a collection of martingales (of a specific form arising from uniform laws of large numbers for martingales), and (iii) in-expe...
computer science
11,335
A Bayesian Network Model for Interesting Itemsets
stat.ML
Mining itemsets that are the most interesting under a statistical model of the underlying data is a commonly used and well-studied technique for exploratory data analysis, with the most recent interestingness models exhibiting state of the art performance. Continuing this highly promising line of work, we propose the f...
computer science
11,336
Group-Invariant Subspace Clustering
cs.IT
In this paper we consider the problem of group invariant subspace clustering where the data is assumed to come from a union of group-invariant subspaces of a vector space, i.e. subspaces which are invariant with respect to action of a given group. Algebraically, such group-invariant subspaces are also referred to as su...
computer science
11,337
Tensor vs Matrix Methods: Robust Tensor Decomposition under Block Sparse Perturbations
cs.LG
Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient ascent (a variant of the tensor power method), and hard thresholding of the resid...
computer science
11,338
A cost function for similarity-based hierarchical clustering
cs.DS
The development of algorithms for hierarchical clustering has been hampered by a shortage of precise objective functions. To help address this situation, we introduce a simple cost function on hierarchies over a set of points, given pairwise similarities between those points. We show that this criterion behaves sensibl...
computer science
11,339
Piecewise-Linear Approximation for Feature Subset Selection in a Sequential Logit Model
stat.ME
This paper concerns a method of selecting a subset of features for a sequential logit model. Tanaka and Nakagawa (2014) proposed a mixed integer quadratic optimization formulation for solving the problem based on a quadratic approximation of the logistic loss function. However, since there is a significant gap between ...
computer science
11,340
Stochastically Transitive Models for Pairwise Comparisons: Statistical and Computational Issues
stat.ML
There are various parametric models for analyzing pairwise comparison data, including the Bradley-Terry-Luce (BTL) and Thurstone models, but their reliance on strong parametric assumptions is limiting. In this work, we study a flexible model for pairwise comparisons, under which the probabilities of outcomes are requir...
computer science
11,341
Optimal Cluster Recovery in the Labeled Stochastic Block Model
math.PR
We consider the problem of community detection or clustering in the labeled Stochastic Block Model (LSBM) with a finite number $K$ of clusters of sizes linearly growing with the global population of items $n$. Every pair of items is labeled independently at random, and label $\ell$ appears with probability $p(i,j,\ell)...
computer science
11,342
Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection
cs.LG
Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a quadratic optimization problem with an l0-norm penalty. Exactly enforcing the l0-no...
computer science
11,343
Learning-based Compressive Subsampling
cs.IT
The problem of recovering a structured signal $\mathbf{x} \in \mathbb{C}^p$ from a set of dimensionality-reduced linear measurements $\mathbf{b} = \mathbf {A}\mathbf {x}$ arises in a variety of applications, such as medical imaging, spectroscopy, Fourier optics, and computerized tomography. Due to computational and sto...
computer science
11,344
Application of Quantum Annealing to Training of Deep Neural Networks
cs.LG
In Deep Learning, a well-known approach for training a Deep Neural Network starts by training a generative Deep Belief Network model, typically using Contrastive Divergence (CD), then fine-tuning the weights using backpropagation or other discriminative techniques. However, the generative training can be time-consuming...
computer science
11,345
Generalized conditional gradient: analysis of convergence and applications
cs.LG
The objectives of this technical report is to provide additional results on the generalized conditional gradient methods introduced by Bredies et al. [BLM05]. Indeed , when the objective function is smooth, we provide a novel certificate of optimality and we show that the algorithm has a linear convergence rate. Applic...
computer science
11,346
Collective Prediction of Individual Mobility Traces with Exponential Weights
cs.CY
We present and test a sequential learning algorithm for the short-term prediction of human mobility. This novel approach pairs the Exponential Weights forecaster with a very large ensemble of experts. The experts are individual sequence prediction algorithms constructed from the mobility traces of 10 million roaming mo...
computer science
11,347
On the complexity of switching linear regression
stat.ML
This technical note extends recent results on the computational complexity of globally minimizing the error of piecewise-affine models to the related problem of minimizing the error of switching linear regression models. In particular, we show that, on the one hand the problem is NP-hard, but on the other hand, it admi...
computer science
11,348
Modeling User Exposure in Recommendation
stat.ML
Collaborative filtering analyzes user preferences for items (e.g., books, movies, restaurants, academic papers) by exploiting the similarity patterns across users. In implicit feedback settings, all the items, including the ones that a user did not consume, are taken into consideration. But this assumption does not acc...
computer science
11,349
Fast and Scalable Lasso via Stochastic Frank-Wolfe Methods with a Convergence Guarantee
stat.ML
Frank-Wolfe (FW) algorithms have been often proposed over the last few years as efficient solvers for a variety of optimization problems arising in the field of Machine Learning. The ability to work with cheap projection-free iterations and the incremental nature of the method make FW a very effective choice for many l...
computer science
11,350
Statistically efficient thinning of a Markov chain sampler
stat.CO
It is common to subsample Markov chain output to reduce the storage burden. Geyer (1992) shows that discarding $k-1$ out of every $k$ observations will not improve statistical efficiency, as quantified through variance in a given computational budget. That observation is often taken to mean that thinning MCMC output ca...
computer science
11,351
WarpLDA: a Cache Efficient O(1) Algorithm for Latent Dirichlet Allocation
stat.ML
Developing efficient and scalable algorithms for Latent Dirichlet Allocation (LDA) is of wide interest for many applications. Previous work has developed an O(1) Metropolis-Hastings sampling method for each token. However, the performance is far from being optimal due to random accesses to the parameter matrices and fr...
computer science
11,352
Principal Differences Analysis: Interpretable Characterization of Differences between Distributions
stat.ML
We introduce principal differences analysis (PDA) for analyzing differences between high-dimensional distributions. The method operates by finding the projection that maximizes the Wasserstein divergence between the resulting univariate populations. Relying on the Cramer-Wold device, it requires no assumptions about th...
computer science
11,353
Faster Stochastic Variational Inference using Proximal-Gradient Methods with General Divergence Functions
stat.ML
Several recent works have explored stochastic gradient methods for variational inference that exploit the geometry of the variational-parameter space. However, the theoretical properties of these methods are not well-understood and these methods typically only apply to conditionally-conjugate models. We present a new s...
computer science
11,354
An Impossibility Result for Reconstruction in a Degree-Corrected Planted-Partition Model
math.PR
We consider a Degree-Corrected Planted-Partition model: a random graph on $n$ nodes with two asymptotically equal-sized clusters. The model parameters are two constants $a,b > 0$ and an i.i.d. sequence of weights $(\phi_u)_{u=1}^n$, with finite second moment $\Phi^{(2)}$. Vertices $u$ and $v$ are joined by an edge with...
computer science
11,355
adaQN: An Adaptive Quasi-Newton Algorithm for Training RNNs
cs.LG
Recurrent Neural Networks (RNNs) are powerful models that achieve exceptional performance on several pattern recognition problems. However, the training of RNNs is a computationally difficult task owing to the well-known "vanishing/exploding" gradient problem. Algorithms proposed for training RNNs either exploit no (or...
computer science
11,356
Study of a bias in the offline evaluation of a recommendation algorithm
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
11,357
Co-Clustering Network-Constrained Trajectory Data
stat.ML
Recently, clustering moving object trajectories kept gaining interest from both the data mining and machine learning communities. This problem, however, was studied mainly and extensively in the setting where moving objects can move freely on the euclidean space. In this paper, we study the problem of clustering trajec...
computer science
11,358
Interpretable classifiers using rules and Bayesian analysis: Building a better stroke prediction model
stat.AP
We aim to produce predictive models that are not only accurate, but are also interpretable to human experts. Our models are decision lists, which consist of a series of if...then... statements (e.g., if high blood pressure, then stroke) that discretize a high-dimensional, multivariate feature space into a series of sim...
computer science
11,359
Stop Wasting My Gradients: Practical SVRG
cs.LG
We present and analyze several strategies for improving the performance of stochastic variance-reduced gradient (SVRG) methods. We first show that the convergence rate of these methods can be preserved under a decreasing sequence of errors in the control variate, and use this to derive variants of SVRG that use growing...
computer science
11,360
Barrier Frank-Wolfe for Marginal Inference
stat.ML
We introduce a globally-convergent algorithm for optimizing the tree-reweighted (TRW) variational objective over the marginal polytope. The algorithm is based on the conditional gradient method (Frank-Wolfe) and moves pseudomarginals within the marginal polytope through repeated maximum a posteriori (MAP) calls. This m...
computer science
11,361
Hierarchical Variational Models
stat.ML
Black box variational inference allows researchers to easily prototype and evaluate an array of models. Recent advances allow such algorithms to scale to high dimensions. However, a central question remains: How to specify an expressive variational distribution that maintains efficient computation? To address this, we ...
computer science
11,362
Speed learning on the fly
math.OC
The practical performance of online stochastic gradient descent algorithms is highly dependent on the chosen step size, which must be tediously hand-tuned in many applications. The same is true for more advanced variants of stochastic gradients, such as SAGA, SVRG, or AdaGrad. Here we propose to adapt the step size by ...
computer science
11,363
Sandwiching the marginal likelihood using bidirectional Monte Carlo
stat.ML
Computing the marginal likelihood (ML) of a model requires marginalizing out all of the parameters and latent variables, a difficult high-dimensional summation or integration problem. To make matters worse, it is often hard to measure the accuracy of one's ML estimates. We present bidirectional Monte Carlo, a technique...
computer science
11,364
Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?
stat.ML
In the current context of data explosion, online techniques that do not require storing all data in memory are indispensable to routinely perform tasks like principal component analysis (PCA). Recursive algorithms that update the PCA with each new observation have been studied in various fields of research and found wi...
computer science
11,365
Random Multi-Constraint Projection: Stochastic Gradient Methods for Convex Optimization with Many Constraints
stat.ML
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex sets. We propose a class of algorithms that perform both stochastic gradient desce...
computer science
11,366
Learning Nonparametric Forest Graphical Models with Prior Information
stat.ME
We present a framework for incorporating prior information into nonparametric estimation of graphical models. To avoid distributional assumptions, we restrict the graph to be a forest and build on the work of forest density estimation (FDE). We reformulate the FDE approach from a Bayesian perspective, and introduce pri...
computer science
11,367
Bayesian Analysis of Dynamic Linear Topic Models
stat.ML
In dynamic topic modeling, the proportional contribution of a topic to a document depends on the temporal dynamics of that topic's overall prevalence in the corpus. We extend the Dynamic Topic Model of Blei and Lafferty (2006) by explicitly modeling document level topic proportions with covariates and dynamic structure...
computer science
11,368
Block-diagonal covariance selection for high-dimensional Gaussian graphical models
math.ST
Gaussian graphical models are widely utilized to infer and visualize networks of dependencies between continuous variables. However, inferring the graph is difficult when the sample size is small compared to the number of variables. To reduce the number of parameters to estimate in the model, we propose a non-asymptoti...
computer science
11,369
Neuroprosthetic decoder training as imitation learning
stat.ML
Neuroprosthetic brain-computer interfaces function via an algorithm which decodes neural activity of the user into movements of an end effector, such as a cursor or robotic arm. In practice, the decoder is often learned by updating its parameters while the user performs a task. When the user's intention is not directly...
computer science
11,370
Handling Class Imbalance in Link Prediction using Learning to Rank Techniques
stat.ML
We consider the link prediction problem in a partially observed network, where the objective is to make predictions in the unobserved portion of the network. Many existing methods reduce link prediction to binary classification problem. However, the dominance of absent links in real world networks makes misclassificati...
computer science
11,371
Causal interpretation rules for encoding and decoding models in neuroimaging
stat.ML
Causal terminology is often introduced in the interpretation of encoding and decoding models trained on neuroimaging data. In this article, we investigate which causal statements are warranted and which ones are not supported by empirical evidence. We argue that the distinction between encoding and decoding models is n...
computer science
11,372
Random sampling of bandlimited signals on graphs
cs.SI
We study the problem of sampling k-bandlimited signals on graphs. We propose two sampling strategies that consist in selecting a small subset of nodes at random. The first strategy is non-adaptive, i.e., independent of the graph structure, and its performance depends on a parameter called the graph coherence. On the co...
computer science
11,373
Extending Gossip Algorithms to Distributed Estimation of U-Statistics
stat.ML
Efficient and robust algorithms for decentralized estimation in networks are essential to many distributed systems. Whereas distributed estimation of sample mean statistics has been the subject of a good deal of attention, computation of $U$-statistics, relying on more expensive averaging over pairs of observations, is...
computer science
11,374
Online learning in repeated auctions
cs.GT
Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an online learning approach with bandit feedback to model this problem and derive ...
computer science
11,375
On the Global Linear Convergence of Frank-Wolfe Optimization Variants
math.OC
The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning applications. However, its convergence rate is known to be slow (sublinear) when the solution lies at the boundary. A simple less-know...
computer science
11,376
Regret Analysis of the Finite-Horizon Gittins Index Strategy for Multi-Armed Bandits
cs.LG
I analyse the frequentist regret of the famous Gittins index strategy for multi-armed bandits with Gaussian noise and a finite horizon. Remarkably it turns out that this approach leads to finite-time regret guarantees comparable to those available for the popular UCB algorithm. Along the way I derive finite-time bounds...
computer science
11,377
A Novel Approach for Phase Identification in Smart Grids Using Graph Theory and Principal Component Analysis
cs.LG
Consumers with low demand, like households, are generally supplied single-phase power by connecting their service mains to one of the phases of a distribution transformer. The distribution companies face the problem of keeping a record of consumer connectivity to a phase due to uninformed changes that happen. The exact...
computer science
11,378
Diffusion Representations
stat.ML
Diffusion Maps framework is a kernel based method for manifold learning and data analysis that defines diffusion similarities by imposing a Markovian process on the given dataset. Analysis by this process uncovers the intrinsic geometric structures in the data. Recently, it was suggested to replace the standard kernel ...
computer science
11,379
Bayesian inference via rejection filtering
cs.LG
We provide a method for approximating Bayesian inference using rejection sampling. We not only make the process efficient, but also dramatically reduce the memory required relative to conventional methods by combining rejection sampling with particle filtering. We also provide an approximate form of rejection sampling ...
computer science
11,380
Private Posterior distributions from Variational approximations
stat.ML
Privacy preserving mechanisms such as differential privacy inject additional randomness in the form of noise in the data, beyond the sampling mechanism. Ignoring this additional noise can lead to inaccurate and invalid inferences. In this paper, we incorporate the privacy mechanism explicitly into the likelihood functi...
computer science
11,381
Performance Limits of Stochastic Sub-Gradient Learning, Part I: Single Agent Case
stat.ML
In this work and the supporting Part II, we examine the performance of stochastic sub-gradient learning strategies under weaker conditions than usually considered in the literature. The new conditions are shown to be automatically satisfied by several important cases of interest including SVM, LASSO, and Total-Variatio...
computer science
11,382
Random Forests for Big Data
stat.ML
Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity. Recently some statistical methods have been adapted to process Big Data, like lin...
computer science
11,383
Algorithms for Differentially Private Multi-Armed Bandits
stat.ML
We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private information is connected to individual rewards. Our major contribution is to show that the...
computer science
11,384
Learning Directed Acyclic Graphs with Penalized Neighbourhood Regression
math.ST
We study a family of regularized score-based estimators for learning the structure of a directed acyclic graph (DAG) for a multivariate normal distribution from high-dimensional data with $p\gg n$. Our main results establish support recovery guarantees and deviation bounds for a family of penalized least-squares estima...
computer science
11,385
Proximal gradient method for huberized support vector machine
stat.ML
The Support Vector Machine (SVM) has been used in a wide variety of classification problems. The original SVM uses the hinge loss function, which is non-differentiable and makes the problem difficult to solve in particular for regularized SVMs, such as with $\ell_1$-regularization. This paper considers the Huberized SV...
computer science
11,386
Fast Low-Rank Matrix Learning with Nonconvex Regularization
cs.NA
Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better recovery performance. However, the resultant optimization pro...
computer science
11,387
Variance Reduction for Distributed Stochastic Gradient Descent
cs.LG
Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require either high memory usage or an exact gradient computation (using the entire dataset)...
computer science
11,388
Fast spectral algorithms from sum-of-squares proofs: tensor decomposition and planted sparse vectors
cs.DS
We consider two problems that arise in machine learning applications: the problem of recovering a planted sparse vector in a random linear subspace and the problem of decomposing a random low-rank overcomplete 3-tensor. For both problems, the best known guarantees are based on the sum-of-squares method. We develop new ...
computer science
11,389
Distributed Training of Deep Neural Networks with Theoretical Analysis: Under SSP Setting
stat.ML
We propose a distributed approach to train deep neural networks (DNNs), which has guaranteed convergence theoretically and great scalability empirically: close to 6 times faster on instance of ImageNet data set when run with 6 machines. The proposed scheme is close to optimally scalable in terms of number of machines, ...
computer science
11,390
Efficient Distributed SGD with Variance Reduction
cs.LG
Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high variance, which slows down convergence as the iterates approach the optimum, and (ii)...
computer science
11,391
A Unified Approach to Error Bounds for Structured Convex Optimization Problems
math.OC
Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for solving optimization problems. In this paper, we present a new framework for establis...
computer science
11,392
Active Sampler: Light-weight Accelerator for Complex Data Analytics at Scale
cs.DB
Recent years have witnessed amazing outcomes from "Big Models" trained by "Big Data". Most popular algorithms for model training are iterative. Due to the surging volumes of data, we can usually afford to process only a fraction of the training data in each iteration. Typically, the data are either uniformly sampled or...
computer science
11,393
Quantum assisted Gaussian process regression
cs.LG
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et al., Phys. Rev. Lett. 103, 150502 (2009)] can be applied to Gaussian process regre...
computer science
11,394
Fighting Bandits with a New Kind of Smoothness
cs.LG
We define a novel family of algorithms for the adversarial multi-armed bandit problem, and provide a simple analysis technique based on convex smoothing. We prove two main results. First, we show that regularization via the \emph{Tsallis entropy}, which includes EXP3 as a special case, achieves the $\Theta(\sqrt{TN})$ ...
computer science
11,395
Relaxed Linearized Algorithms for Faster X-Ray CT Image Reconstruction
math.OC
Statistical image reconstruction (SIR) methods are studied extensively for X-ray computed tomography (CT) due to the potential of acquiring CT scans with reduced X-ray dose while maintaining image quality. However, the longer reconstruction time of SIR methods hinders their use in X-ray CT in practice. To accelerate st...
computer science
11,396
Causal and anti-causal learning in pattern recognition for neuroimaging
stat.ML
Pattern recognition in neuroimaging distinguishes between two types of models: encoding- and decoding models. This distinction is based on the insight that brain state features, that are found to be relevant in an experimental paradigm, carry a different meaning in encoding- than in decoding models. In this paper, we a...
computer science
11,397
Data Driven Resource Allocation for Distributed Learning
cs.LG
In distributed machine learning, data is dispatched to multiple machines for processing. Motivated by the fact that similar data points often belong to the same or similar classes, and more generally, classification rules of high accuracy tend to be "locally simple but globally complex" (Vapnik & Bottou 1993), we propo...
computer science
11,398
Streaming Kernel Principal Component Analysis
cs.DS
Kernel principal component analysis (KPCA) provides a concise set of basis vectors which capture non-linear structures within large data sets, and is a central tool in data analysis and learning. To allow for non-linear relations, typically a full $n \times n$ kernel matrix is constructed over $n$ data points, but this...
computer science
11,399
Deep Poisson Factorization Machines: factor analysis for mapping behaviors in journalist ecosystem
cs.CY
Newsroom in online ecosystem is difficult to untangle. With prevalence of social media, interactions between journalists and individuals become visible, but lack of understanding to inner processing of information feedback loop in public sphere leave most journalists baffled. Can we provide an organized view to charact...
computer science
11,400
Using machine learning for medium frequency derivative portfolio trading
cs.LG
We use machine learning for designing a medium frequency trading strategy for a portfolio of 5 year and 10 year US Treasury note futures. We formulate this as a classification problem where we predict the weekly direction of movement of the portfolio using features extracted from a deep belief network trained on techni...
computer science