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11,401
FAASTA: A fast solver for total-variation regularization of ill-conditioned problems with application to brain imaging
cs.LG
The total variation (TV) penalty, as many other analysis-sparsity problems, does not lead to separable factors or a proximal operatorwith a closed-form expression, such as soft thresholding for the $\ell\_1$ penalty. As a result, in a variational formulation of an inverse problem or statisticallearning estimation, it l...
computer science
11,402
Refined Error Bounds for Several Learning Algorithms
cs.LG
This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error rates of sample-consistent classifiers with monotonic error regions, in the real...
computer science
11,403
Adaptive Algorithms for Online Convex Optimization with Long-term Constraints
stat.ML
We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can be violated in intermediate rounds. For some user-defined trade-off parameter $\b...
computer science
11,404
Satisficing in multi-armed bandit problems
cs.LG
Satisficing is a relaxation of maximizing and allows for less risky decision making in the face of uncertainty. We propose two sets of satisficing objectives for the multi-armed bandit problem, where the objective is to achieve reward-based decision-making performance above a given threshold. We show that these new pro...
computer science
11,405
Inverse Reinforcement Learning via Deep Gaussian Process
cs.LG
We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP layers to learn abstract representations of the state feature space, which is link...
computer science
11,406
Sparse group factor analysis for biclustering of multiple data sources
cs.LG
Motivation: Modelling methods that find structure in data are necessary with the current large volumes of genomic data, and there have been various efforts to find subsets of genes exhibiting consistent patterns over subsets of treatments. These biclustering techniques have focused on one data source, often gene expres...
computer science
11,407
Strategies and Principles of Distributed Machine Learning on Big Data
stat.ML
The rise of Big Data has led to new demands for Machine Learning (ML) systems to learn complex models with millions to billions of parameters, that promise adequate capacity to digest massive datasets and offer powerful predictive analytics thereupon. In order to run ML algorithms at such scales, on a distributed clust...
computer science
11,408
Practical Algorithms for Learning Near-Isometric Linear Embeddings
stat.ML
We propose two practical non-convex approaches for learning near-isometric, linear embeddings of finite sets of data points. Given a set of training points $\mathcal{X}$, we consider the secant set $S(\mathcal{X})$ that consists of all pairwise difference vectors of $\mathcal{X}$, normalized to lie on the unit sphere. ...
computer science
11,409
Sparse Diffusion Steepest-Descent for One Bit Compressed Sensing in Wireless Sensor Networks
stat.ML
This letter proposes a sparse diffusion steepest-descent algorithm for one bit compressed sensing in wireless sensor networks. The approach exploits the diffusion strategy from distributed learning in the one bit compressed sensing framework. To estimate a common sparse vector cooperatively from only the sign of measur...
computer science
11,410
Variational Inference: A Review for Statisticians
stat.CO
One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation involving the posterior density. In this paper, we review variational inference (V...
computer science
11,411
Song Recommendation with Non-Negative Matrix Factorization and Graph Total Variation
stat.ML
This work formulates a novel song recommender system as a matrix completion problem that benefits from collaborative filtering through Non-negative Matrix Factorization (NMF) and content-based filtering via total variation (TV) on graphs. The graphs encode both playlist proximity information and song similarity, using ...
computer science
11,412
On Computationally Tractable Selection of Experiments in Measurement-Constrained Regression Models
stat.ML
We derive computationally tractable methods to select a small subset of experiment settings from a large pool of given design points. The primary focus is on linear regression models, while the technique extends to generalized linear models and Delta's method (estimating functions of linear regression models) as well. ...
computer science
11,413
Temporal Multinomial Mixture for Instance-Oriented Evolutionary Clustering
cs.IR
Evolutionary clustering aims at capturing the temporal evolution of clusters. This issue is particularly important in the context of social media data that are naturally temporally driven. In this paper, we propose a new probabilistic model-based evolutionary clustering technique. The Temporal Multinomial Mixture (TMM)...
computer science
11,414
How to learn a graph from smooth signals
stat.ML
We propose a framework that learns the graph structure underlying a set of smooth signals. Given $X\in\mathbb{R}^{m\times n}$ whose rows reside on the vertices of an unknown graph, we learn the edge weights $w\in\mathbb{R}_+^{m(m-1)/2}$ under the smoothness assumption that $\text{tr}{X^\top LX}$ is small. We show that ...
computer science
11,415
On the consistency of inversion-free parameter estimation for Gaussian random fields
math.ST
Gaussian random fields are a powerful tool for modeling environmental processes. For high dimensional samples, classical approaches for estimating the covariance parameters require highly challenging and massive computations, such as the evaluation of the Cholesky factorization or solving linear systems. Recently, Anit...
computer science
11,416
On-line Bayesian System Identification
cs.SY
We consider an on-line system identification setting, in which new data become available at given time steps. In order to meet real-time estimation requirements, we propose a tailored Bayesian system identification procedure, in which the hyper-parameters are still updated through Marginal Likelihood maximization, but ...
computer science
11,417
Incremental Semiparametric Inverse Dynamics Learning
stat.ML
This paper presents a novel approach for incremental semiparametric inverse dynamics learning. In particular, we consider the mixture of two approaches: Parametric modeling based on rigid body dynamics equations and nonparametric modeling based on incremental kernel methods, with no prior information on the mechanical ...
computer science
11,418
Sparse Convex Clustering
stat.ME
Convex clustering, a convex relaxation of k-means clustering and hierarchical clustering, has drawn recent attentions since it nicely addresses the instability issue of traditional nonconvex clustering methods. Although its computational and statistical properties have been recently studied, the performance of convex c...
computer science
11,419
Sub-Sampled Newton Methods I: Globally Convergent Algorithms
math.OC
Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the computations and/or to implicitly implement a form of statistical regularization. In this ...
computer science
11,420
Sub-Sampled Newton Methods II: Local Convergence Rates
math.OC
Many data-fitting applications require the solution of an optimization problem involving a sum of large number of functions of high dimensional parameter. Here, we consider the problem of minimizing a sum of $n$ functions over a convex constraint set $\mathcal{X} \subseteq \mathbb{R}^{p}$ where both $n$ and $p$ are lar...
computer science
11,421
Local Network Community Detection with Continuous Optimization of Conductance and Weighted Kernel K-Means
cs.SI
Local network community detection is the task of finding a single community of nodes concentrated around few given seed nodes in a localized way. Conductance is a popular objective function used in many algorithms for local community detection. This paper studies a continuous relaxation of conductance. We show that con...
computer science
11,422
A Mathematical Formalization of Hierarchical Temporal Memory's Spatial Pooler
stat.ML
Hierarchical temporal memory (HTM) is an emerging machine learning algorithm, with the potential to provide a means to perform predictions on spatiotemporal data. The algorithm, inspired by the neocortex, currently does not have a comprehensive mathematical framework. This work brings together all aspects of the spatia...
computer science
11,423
On the Sample Complexity of Learning Graphical Games
cs.GT
We analyze the sample complexity of learning graphical games from purely behavioral data. We assume that we can only observe the players' joint actions and not their payoffs. We analyze the sufficient and necessary number of samples for the correct recovery of the set of pure-strategy Nash equilibria (PSNE) of the true...
computer science
11,424
Information-theoretic limits of Bayesian network structure learning
cs.LG
In this paper, we study the information-theoretic limits of learning the structure of Bayesian networks (BNs), on discrete as well as continuous random variables, from a finite number of samples. We show that the minimum number of samples required by any procedure to recover the correct structure grows as $\Omega(m)$ a...
computer science
11,425
Unsupervised Learning in Neuromemristive Systems
cs.ET
Neuromemristive systems (NMSs) currently represent the most promising platform to achieve energy efficient neuro-inspired computation. However, since the research field is less than a decade old, there are still countless algorithms and design paradigms to be explored within these systems. One particular domain that re...
computer science
11,426
Revealing Fundamental Physics from the Daya Bay Neutrino Experiment using Deep Neural Networks
stat.ML
Experiments in particle physics produce enormous quantities of data that must be analyzed and interpreted by teams of physicists. This analysis is often exploratory, where scientists are unable to enumerate the possible types of signal prior to performing the experiment. Thus, tools for summarizing, clustering, visuali...
computer science
11,427
Log-Normal Matrix Completion for Large Scale Link Prediction
cs.SI
The ubiquitous proliferation of online social networks has led to the widescale emergence of relational graphs expressing unique patterns in link formation and descriptive user node features. Matrix Factorization and Completion have become popular methods for Link Prediction due to the low rank nature of mutual node fr...
computer science
11,428
Information-Theoretic Lower Bounds for Recovery of Diffusion Network Structures
cs.LG
We study the information-theoretic lower bound of the sample complexity of the correct recovery of diffusion network structures. We introduce a discrete-time diffusion model based on the Independent Cascade model for which we obtain a lower bound of order $\Omega(k \log p)$, for directed graphs of $p$ nodes, and at mos...
computer science
11,429
System Identification through Online Sparse Gaussian Process Regression with Input Noise
stat.ML
There has been a growing interest in using non-parametric regression methods like Gaussian Process (GP) regression for system identification. GP regression does traditionally have three important downsides: (1) it is computationally intensive, (2) it cannot efficiently implement newly obtained measurements online, and ...
computer science
11,430
Learning Data Triage: Linear Decoding Works for Compressive MRI
cs.IT
The standard approach to compressive sampling considers recovering an unknown deterministic signal with certain known structure, and designing the sub-sampling pattern and recovery algorithm based on the known structure. This approach requires looking for a good representation that reveals the signal structure, and sol...
computer science
11,431
Better safe than sorry: Risky function exploitation through safe optimization
stat.AP
Exploration-exploitation of functions, that is learning and optimizing a mapping between inputs and expected outputs, is ubiquitous to many real world situations. These situations sometimes require us to avoid certain outcomes at all cost, for example because they are poisonous, harmful, or otherwise dangerous. We test...
computer science
11,432
Interactive algorithms: from pool to stream
stat.ML
We consider interactive algorithms in the pool-based setting, and in the stream-based setting. Interactive algorithms observe suggested elements (representing actions or queries), and interactively select some of them and receive responses. Pool-based algorithms can select elements at any order, while stream-based algo...
computer science
11,433
Compressive Spectral Clustering
cs.DS
Spectral clustering has become a popular technique due to its high performance in many contexts. It comprises three main steps: create a similarity graph between N objects to cluster, compute the first k eigenvectors of its Laplacian matrix to define a feature vector for each object, and run k-means on these features t...
computer science
11,434
A Note on Alternating Minimization Algorithm for the Matrix Completion Problem
stat.ML
We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the underlying matrix has rank $r=1$, has positive bounded entries, and the graph $\mathcal{G...
computer science
11,435
Recovery guarantee of weighted low-rank approximation via alternating minimization
cs.LG
Many applications require recovering a ground truth low-rank matrix from noisy observations of the entries, which in practice is typically formulated as a weighted low-rank approximation problem and solved by non-convex optimization heuristics such as alternating minimization. In this paper, we provide provable recover...
computer science
11,436
Importance Sampling for Minibatches
cs.LG
Minibatching is a very well studied and highly popular technique in supervised learning, used by practitioners due to its ability to accelerate training through better utilization of parallel processing power and reduction of stochastic variance. Another popular technique is importance sampling -- a strategy for prefer...
computer science
11,437
Stratified Bayesian Optimization
cs.LG
We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization algorithm, called Stratified Bayesian Optimization (SBO), which uses this strong depen...
computer science
11,438
Hyperparameter optimization with approximate gradient
stat.ML
Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we propose an algorithm for the optimization of continuous hyperparameters using in...
computer science
11,439
Data-Efficient Reinforcement Learning in Continuous-State POMDPs
stat.ML
We present a data-efficient reinforcement learning algorithm resistant to observation noise. Our method extends the highly data-efficient PILCO algorithm (Deisenroth & Rasmussen, 2011) into partially observed Markov decision processes (POMDPs) by considering the filtering process during policy evaluation. PILCO conduct...
computer science
11,440
Collaborative filtering via sparse Markov random fields
stat.ML
Recommender systems play a central role in providing individualized access to information and services. This paper focuses on collaborative filtering, an approach that exploits the shared structure among mind-liked users and similar items. In particular, we focus on a formal probabilistic framework known as Markov rand...
computer science
11,441
Graphical Model Sketch
cs.DS
Structured high-cardinality data arises in many domains, and poses a major challenge for both modeling and inference. Graphical models are a popular approach to modeling structured data but they are unsuitable for high-cardinality variables. The count-min (CM) sketch is a popular approach to estimating probabilities in...
computer science
11,442
Conditional Dependence via Shannon Capacity: Axioms, Estimators and Applications
cs.IT
We conduct an axiomatic study of the problem of estimating the strength of a known causal relationship between a pair of variables. We propose that an estimate of causal strength should be based on the conditional distribution of the effect given the cause (and not on the driving distribution of the cause), and study d...
computer science
11,443
Achieving Budget-optimality with Adaptive Schemes in Crowdsourcing
cs.LG
Crowdsourcing platforms provide marketplaces where task requesters can pay to get labels on their data. Such markets have emerged recently as popular venues for collecting annotations that are crucial in training machine learning models in various applications. However, as jobs are tedious and payments are low, errors ...
computer science
11,444
High Dimensional Inference with Random Maximum A-Posteriori Perturbations
cs.LG
This paper presents a new approach, called perturb-max, for high-dimensional statistical inference that is based on applying random perturbations followed by optimization. This framework injects randomness to maximum a-posteriori (MAP) predictors by randomly perturbing the potential function for the input. A classic re...
computer science
11,445
Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation
stat.ML
The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a maximization problem, existing approaches formulate this problem by adding a penalty te...
computer science
11,446
Evaluation of Protein Structural Models Using Random Forests
cs.LG
Protein structure prediction has been a grand challenge problem in the structure biology over the last few decades. Protein quality assessment plays a very important role in protein structure prediction. In the paper, we propose a new protein quality assessment method which can predict both local and global quality of ...
computer science
11,447
Deep Learning on FPGAs: Past, Present, and Future
cs.DC
The rapid growth of data size and accessibility in recent years has instigated a shift of philosophy in algorithm design for artificial intelligence. Instead of engineering algorithms by hand, the ability to learn composable systems automatically from massive amounts of data has led to ground-breaking performance in im...
computer science
11,448
Convex Optimization for Linear Query Processing under Approximate Differential Privacy
cs.DB
Differential privacy enables organizations to collect accurate aggregates over sensitive data with strong, rigorous guarantees on individuals' privacy. Previous work has found that under differential privacy, computing multiple correlated aggregates as a batch, using an appropriate \emph{strategy}, may yield higher acc...
computer science
11,449
Joint Dimensionality Reduction for Two Feature Vectors
stat.ML
Many machine learning problems, especially multi-modal learning problems, have two sets of distinct features (e.g., image and text features in news story classification, or neuroimaging data and neurocognitive data in cognitive science research). This paper addresses the joint dimensionality reduction of two feature ve...
computer science
11,450
Frequency Analysis of Temporal Graph Signals
cs.LG
This letter extends the concept of graph-frequency to graph signals that evolve with time. Our goal is to generalize and, in fact, unify the familiar concepts from time- and graph-frequency analysis. To this end, we study a joint temporal and graph Fourier transform (JFT) and demonstrate its attractive properties. We b...
computer science
11,451
Autoregressive Moving Average Graph Filtering
cs.LG
One of the cornerstones of the field of signal processing on graphs are graph filters, direct analogues of classical filters, but intended for signals defined on graphs. This work brings forth new insights on the distributed graph filtering problem. We design a family of autoregressive moving average (ARMA) recursions,...
computer science
11,452
Secure Approximation Guarantee for Cryptographically Private Empirical Risk Minimization
stat.ML
Privacy concern has been increasingly important in many machine learning (ML) problems. We study empirical risk minimization (ERM) problems under secure multi-party computation (MPC) frameworks. Main technical tools for MPC have been developed based on cryptography. One of limitations in current cryptographically priva...
computer science
11,453
Optimal Best Arm Identification with Fixed Confidence
math.ST
We give a complete characterization of the complexity of best-arm identification in one-parameter bandit problems. We prove a new, tight lower bound on the sample complexity. We propose the `Track-and-Stop' strategy, which we prove to be asymptotically optimal. It consists in a new sampling rule (which tracks the optim...
computer science
11,454
Quantum Perceptron Models
cs.LG
We demonstrate how quantum computation can provide non-trivial improvements in the computational and statistical complexity of the perceptron model. We develop two quantum algorithms for perceptron learning. The first algorithm exploits quantum information processing to determine a separating hyperplane using a number ...
computer science
11,455
DR-ABC: Approximate Bayesian Computation with Kernel-Based Distribution Regression
stat.ML
Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that constructs an approximation to the true likelihood based on the similarity between ...
computer science
11,456
Gradient Descent Converges to Minimizers
stat.ML
We show that gradient descent converges to a local minimizer, almost surely with random initialization. This is proved by applying the Stable Manifold Theorem from dynamical systems theory.
computer science
11,457
Peak Criterion for Choosing Gaussian Kernel Bandwidth in Support Vector Data Description
cs.LG
Support Vector Data Description (SVDD) is a machine-learning technique used for single class classification and outlier detection. SVDD formulation with kernel function provides a flexible boundary around data. The value of kernel function parameters affects the nature of the data boundary. For example, it is observed ...
computer science
11,458
Choice by Elimination via Deep Neural Networks
stat.ML
We introduce Neural Choice by Elimination, a new framework that integrates deep neural networks into probabilistic sequential choice models for learning to rank. Given a set of items to chose from, the elimination strategy starts with the whole item set and iteratively eliminates the least worthy item in the remaining ...
computer science
11,459
Large Scale Kernel Learning using Block Coordinate Descent
cs.LG
We demonstrate that distributed block coordinate descent can quickly solve kernel regression and classification problems with millions of data points. Armed with this capability, we conduct a thorough comparison between the full kernel, the Nystr\"om method, and random features on three large classification tasks from ...
computer science
11,460
Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression
math.OC
We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that achieves jointly the optimal prediction error rates for least-squ...
computer science
11,461
First-order Methods for Geodesically Convex Optimization
math.OC
Geodesic convexity generalizes the notion of (vector space) convexity to nonlinear metric spaces. But unlike convex optimization, geodesically convex (g-convex) optimization is much less developed. In this paper we contribute to the understanding of g-convex optimization by developing iteration complexity analysis for ...
computer science
11,462
GAP Safe Screening Rules for Sparse-Group-Lasso
stat.ML
In high dimensional settings, sparse structures are crucial for efficiency, either in term of memory, computation or performance. In some contexts, it is natural to handle more refined structures than pure sparsity, such as for instance group sparsity. Sparse-Group Lasso has recently been introduced in the context of l...
computer science
11,463
Semi-Markov Switching Vector Autoregressive Model-based Anomaly Detection in Aviation Systems
cs.LG
In this work we consider the problem of anomaly detection in heterogeneous, multivariate, variable-length time series datasets. Our focus is on the aviation safety domain, where data objects are flights and time series are sensor readings and pilot switches. In this context the goal is to detect anomalous flight segmen...
computer science
11,464
2-Bit Random Projections, NonLinear Estimators, and Approximate Near Neighbor Search
stat.ML
The method of random projections has become a standard tool for machine learning, data mining, and search with massive data at Web scale. The effective use of random projections requires efficient coding schemes for quantizing (real-valued) projected data into integers. In this paper, we focus on a simple 2-bit coding ...
computer science
11,465
Convexification of Learning from Constraints
cs.LG
Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a mixed integer program (MIP) whose objective function is non-convex. In this form, t...
computer science
11,466
Principal Component Projection Without Principal Component Analysis
cs.DS
We show how to efficiently project a vector onto the top principal components of a matrix, without explicitly computing these components. Specifically, we introduce an iterative algorithm that provably computes the projection using few calls to any black-box routine for ridge regression. By avoiding explicit principa...
computer science
11,467
Sparse Linear Regression via Generalized Orthogonal Least-Squares
stat.ML
Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm sequentially selects the features (i.e., columns of the coefficient matrix) to greedil...
computer science
11,468
An Improved Gap-Dependency Analysis of the Noisy Power Method
stat.ML
We consider the noisy power method algorithm, which has wide applications in machine learning and statistics, especially those related to principal component analysis (PCA) under resource (communication, memory or privacy) constraints. Existing analysis of the noisy power method shows an unsatisfactory dependency over ...
computer science
11,469
Lens depth function and k-relative neighborhood graph: versatile tools for ordinal data analysis
stat.ML
In recent years it has become popular to study machine learning problems in a setting of ordinal distance information rather than numerical distance measurements. By ordinal distance information we refer to binary answers to distance comparisons such as $d(A,B)<d(C,D)$. For many problems in machine learning and statist...
computer science
11,470
Max-Margin Nonparametric Latent Feature Models for Link Prediction
cs.LG
Link prediction is a fundamental task in statistical network analysis. Recent advances have been made on learning flexible nonparametric Bayesian latent feature models for link prediction. In this paper, we present a max-margin learning method for such nonparametric latent feature relational models. Our approach attemp...
computer science
11,471
Online Dual Coordinate Ascent Learning
math.OC
The stochastic dual coordinate-ascent (S-DCA) technique is a useful alternative to the traditional stochastic gradient-descent algorithm for solving large-scale optimization problems due to its scalability to large data sets and strong theoretical guarantees. However, the available S-DCA formulation is limited to finit...
computer science
11,472
A Compressed Sensing Based Decomposition of Electrodermal Activity Signals
stat.ML
The measurement and analysis of Electrodermal Activity (EDA) offers applications in diverse areas ranging from market research, to seizure detection, to human stress analysis. Unfortunately, the analysis of EDA signals is made difficult by the superposition of numerous components which can obscure the signal informatio...
computer science
11,473
Fast Nonsmooth Regularized Risk Minimization with Continuation
cs.LG
In regularized risk minimization, the associated optimization problem becomes particularly difficult when both the loss and regularizer are nonsmooth. Existing approaches either have slow or unclear convergence properties, are restricted to limited problem subclasses, or require careful setting of a smoothing parameter...
computer science
11,474
A Structured Variational Auto-encoder for Learning Deep Hierarchies of Sparse Features
stat.ML
In this note we present a generative model of natural images consisting of a deep hierarchy of layers of latent random variables, each of which follows a new type of distribution that we call rectified Gaussian. These rectified Gaussian units allow spike-and-slab type sparsity, while retaining the differentiability nec...
computer science
11,475
Does quantification without adjustments work?
stat.ML
Classification is the task of predicting the class labels of objects based on the observation of their features. In contrast, quantification has been defined as the task of determining the prevalences of the different sorts of class labels in a target dataset. The simplest approach to quantification is Classify & Count...
computer science
11,476
Without-Replacement Sampling for Stochastic Gradient Methods: Convergence Results and Application to Distributed Optimization
cs.LG
Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to implement in many cases, and often performs better. In this paper, we provide comp...
computer science
11,477
Confidence-Constrained Maximum Entropy Framework for Learning from Multi-Instance Data
cs.LG
Multi-instance data, in which each object (bag) contains a collection of instances, are widespread in machine learning, computer vision, bioinformatics, signal processing, and social sciences. We present a maximum entropy (ME) framework for learning from multi-instance data. In this approach each bag is represented as ...
computer science
11,478
Optimal dictionary for least squares representation
cs.LG
Dictionaries are collections of vectors used for representations of random vectors in Euclidean spaces. Recent research on optimal dictionaries is focused on constructing dictionaries that offer sparse representations, i.e., $\ell_0$-optimal representations. Here we consider the problem of finding optimal dictionaries ...
computer science
11,479
Stochastic dual averaging methods using variance reduction techniques for regularized empirical risk minimization problems
math.OC
We consider a composite convex minimization problem associated with regularized empirical risk minimization, which often arises in machine learning. We propose two new stochastic gradient methods that are based on stochastic dual averaging method with variance reduction. Our methods generate a sparser solution than the...
computer science
11,480
A Bayesian non-parametric method for clustering high-dimensional binary data
stat.AP
In many real life problems, objects are described by large number of binary features. For instance, documents are characterized by presence or absence of certain keywords; cancer patients are characterized by presence or absence of certain mutations etc. In such cases, grouping together similar objects/profiles based o...
computer science
11,481
On the inconsistency of $\ell_1$-penalised sparse precision matrix estimation
cs.LG
Various $\ell_1$-penalised estimation methods such as graphical lasso and CLIME are widely used for sparse precision matrix estimation. Many of these methods have been shown to be consistent under various quantitative assumptions about the underlying true covariance matrix. Intuitively, these conditions are related to ...
computer science
11,482
Small ensembles of kriging models for optimization
math.OC
The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and sequentially adds new points which maximize the Expected Improvement criterion according to the GP. The important factor that controls the e...
computer science
11,483
megaman: Manifold Learning with Millions of points
cs.LG
Manifold Learning is a class of algorithms seeking a low-dimensional non-linear representation of high-dimensional data. Thus manifold learning algorithms are, at least in theory, most applicable to high-dimensional data and sample sizes to enable accurate estimation of the manifold. Despite this, most existing manifol...
computer science
11,484
Pymanopt: A Python Toolbox for Optimization on Manifolds using Automatic Differentiation
cs.MS
Optimization on manifolds is a class of methods for optimization of an objective function, subject to constraints which are smooth, in the sense that the set of points which satisfy the constraints admits the structure of a differentiable manifold. While many optimization problems are of the described form, technicalit...
computer science
11,485
A Primer on the Signature Method in Machine Learning
stat.ML
In these notes, we wish to provide an introduction to the signature method, focusing on its basic theoretical properties and recent numerical applications. The notes are split into two parts. The first part focuses on the definition and fundamental properties of the signature of a path, or the path signature. We have...
computer science
11,486
Pufferfish Privacy Mechanisms for Correlated Data
cs.LG
Many modern databases include personal and sensitive correlated data, such as private information on users connected together in a social network, and measurements of physical activity of single subjects across time. However, differential privacy, the current gold standard in data privacy, does not adequately address p...
computer science
11,487
On the Influence of Momentum Acceleration on Online Learning
math.OC
The article examines in some detail the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are equivalent to the standard stochastic gradient method with a re-scaled (larger) step-si...
computer science
11,488
A Variational Perspective on Accelerated Methods in Optimization
math.OC
Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera...
computer science
11,489
Matching While Learning
cs.LG
We consider the problem faced by a service platform that needs to match supply with demand, but also to learn attributes of new arrivals in order to match them better in the future. We introduce a benchmark model with heterogeneous workers and jobs that arrive over time. Job types are known to the platform, but worker ...
computer science
11,490
Repeated Games with Vector Losses: A Set-valued Dynamic Programming Approach
cs.GT
We consider infinitely repeated games with vector losses discounted over time. We characterize the set of minimal upper bounds on expected losses that a player can simultaneously guarantee across the different dimensions. Specifically, we show that this set is the fixed point of a set-valued dynamic programming operato...
computer science
11,491
Online semi-parametric learning for inverse dynamics modeling
math.OC
This paper presents a semi-parametric algorithm for online learning of a robot inverse dynamics model. It combines the strength of the parametric and non-parametric modeling. The former exploits the rigid body dynamics equa- tion, while the latter exploits a suitable kernel function. We provide an extensive comparison ...
computer science
11,492
Optimal Black-Box Reductions Between Optimization Objectives
math.OC
The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for machine learning by reductions: we develop reductions that take a method develo...
computer science
11,493
Katyusha: The First Direct Acceleration of Stochastic Gradient Methods
math.OC
Nesterov's momentum trick is famously known for accelerating gradient descent, and has been proven useful in building fast iterative algorithms. However, in the stochastic setting, counterexamples exist and prevent Nesterov's momentum from providing similar acceleration, even if the underlying problem is convex. We i...
computer science
11,494
Tensor Methods and Recommender Systems
cs.LG
A substantial progress in development of new and efficient tensor factorization techniques has led to an extensive research of their applicability in recommender systems field. Tensor-based recommender models push the boundaries of traditional collaborative filtering techniques by taking into account a multifaceted nat...
computer science
11,495
Fast Incremental Method for Nonconvex Optimization
math.OC
We analyze a fast incremental aggregated gradient method for optimizing nonconvex problems of the form $\min_x \sum_i f_i(x)$. Specifically, we analyze the SAGA algorithm within an Incremental First-order Oracle framework, and show that it converges to a stationary point provably faster than both gradient descent and s...
computer science
11,496
Localized Lasso for High-Dimensional Regression
stat.ML
We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function defined by local sparse models, one at each data point. We introduce sample-wis...
computer science
11,497
On kernel methods for covariates that are rankings
stat.ML
Permutation-valued features arise in a variety of applications, either in a direct way when preferences are elicited over a collection of items, or an indirect way in which numerical ratings are converted to a ranking. To date, there has been relatively limited study of regression, classification, and testing problems ...
computer science
11,498
Submodular Variational Inference for Network Reconstruction
cs.LG
In real-world and online social networks, individuals receive and transmit information in real time. Cascading information transmissions (e.g. phone calls, text messages, social media posts) may be understood as a realization of a diffusion process operating on the network, and its branching path can be represented by ...
computer science
11,499
Regret Analysis of the Anytime Optimally Confident UCB Algorithm
cs.LG
I introduce and analyse an anytime version of the Optimally Confident UCB (OCUCB) algorithm designed for minimising the cumulative regret in finite-armed stochastic bandits with subgaussian noise. The new algorithm is simple, intuitive (in hindsight) and comes with the strongest finite-time regret guarantees for a hori...
computer science
11,500
Towards Geo-Distributed Machine Learning
cs.LG
Latency to end-users and regulatory requirements push large companies to build data centers all around the world. The resulting data is "born" geographically distributed. On the other hand, many machine learning applications require a global view of such data in order to achieve the best results. These types of applica...
computer science