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11,701
Sampled Fictitious Play is Hannan Consistent
cs.GT
Fictitious play is a simple and widely studied adaptive heuristic for playing repeated games. It is well known that fictitious play fails to be Hannan consistent. Several variants of fictitious play including regret matching, generalized regret matching and smooth fictitious play, are known to be Hannan consistent. In ...
computer science
11,702
Efficient L1-Norm Principal-Component Analysis via Bit Flipping
cs.DS
It was shown recently that the $K$ L1-norm principal components (L1-PCs) of a real-valued data matrix $\mathbf X \in \mathbb R^{D \times N}$ ($N$ data samples of $D$ dimensions) can be exactly calculated with cost $\mathcal{O}(2^{NK})$ or, when advantageous, $\mathcal{O}(N^{dK - K + 1})$ where $d=\mathrm{rank}(\mathbf ...
computer science
11,703
Stochastic Averaging for Constrained Optimization with Application to Online Resource Allocation
math.OC
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the unde...
computer science
11,704
SaberLDA: Sparsity-Aware Learning of Topic Models on GPUs
cs.DC
Latent Dirichlet Allocation (LDA) is a popular tool for analyzing discrete count data such as text and images. Applications require LDA to handle both large datasets and a large number of topics. Though distributed CPU systems have been used, GPU-based systems have emerged as a promising alternative because of the high...
computer science
11,705
Distributed Convex Optimization with Many Convex Constraints
math.OC
We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot of attention in the Big Data context. Although it has been invented decades ago...
computer science
11,706
Sketching Meets Random Projection in the Dual: A Provable Recovery Algorithm for Big and High-dimensional Data
cs.LG
Sketching techniques have become popular for scaling up machine learning algorithms by reducing the sample size or dimensionality of massive data sets, while still maintaining the statistical power of big data. In this paper, we study sketching from an optimization point of view: we first show that the iterative Hessia...
computer science
11,707
Learning in Implicit Generative Models
stat.ML
Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they provide samples that are sharp and compelling; and they allow us to harness our knowl...
computer science
11,708
Parallelizing Stochastic Approximation Through Mini-Batching and Tail-Averaging
stat.ML
This work characterizes the benefits of averaging techniques widely used in conjunction with stochastic gradient descent (SGD). In particular, this work sharply analyzes: (1) mini-batching, a method of averaging many samples of the gradient to both reduce the variance of a stochastic gradient estimate and for paralleli...
computer science
11,709
Dictionary Update for NMF-based Voice Conversion Using an Encoder-Decoder Network
stat.ML
In this paper, we propose a dictionary update method for Nonnegative Matrix Factorization (NMF) with high dimensional data in a spectral conversion (SC) task. Voice conversion has been widely studied due to its potential applications such as personalized speech synthesis and speech enhancement. Exemplar-based NMF (ENMF...
computer science
11,710
Voice Conversion from Non-parallel Corpora Using Variational Auto-encoder
stat.ML
We propose a flexible framework for spectral conversion (SC) that facilitates training with unaligned corpora. Many SC frameworks require parallel corpora, phonetic alignments, or explicit frame-wise correspondence for learning conversion functions or for synthesizing a target spectrum with the aid of alignments. Howev...
computer science
11,711
MML is not consistent for Neyman-Scott
stat.ML
Strict Minimum Message Length (SMML) is a statistical inference method widely cited (but only with informal arguments) as providing estimations that are consistent for general estimation problems. It is, however, almost invariably intractable to compute, for which reason only approximations of it (known as MML algorith...
computer science
11,712
Semi-supervised Graph Embedding Approach to Dynamic Link Prediction
stat.ML
We propose a simple discrete time semi-supervised graph embedding approach to link prediction in dynamic networks. The learned embedding reflects information from both the temporal and cross-sectional network structures, which is performed by defining the loss function as a weighted sum of the supervised loss from past...
computer science
11,713
Data-Driven Threshold Machine: Scan Statistics, Change-Point Detection, and Extreme Bandits
cs.LG
We present a novel distribution-free approach, the data-driven threshold machine (DTM), for a fundamental problem at the core of many learning tasks: choose a threshold for a given pre-specified level that bounds the tail probability of the maximum of a (possibly dependent but stationary) random sequence. We do not ass...
computer science
11,714
Dynamic Stacked Generalization for Node Classification on Networks
stat.ML
We propose a novel stacked generalization (stacking) method as a dynamic ensemble technique using a pool of heterogeneous classifiers for node label classification on networks. The proposed method assigns component models a set of functional coefficients, which can vary smoothly with certain topological features of a n...
computer science
11,715
Decentralized Collaborative Learning of Personalized Models over Networks
cs.LG
We consider a set of learning agents in a collaborative peer-to-peer network, where each agent learns a personalized model according to its own learning objective. The question addressed in this paper is: how can agents improve upon their locally trained model by communicating with other agents that have similar object...
computer science
11,716
A probabilistic model for the numerical solution of initial value problems
math.NA
Like many numerical methods, solvers for initial value problems (IVPs) on ordinary differential equations estimate an analytically intractable quantity, using the results of tractable computations as inputs. This structure is closely connected to the notion of inference on latent variables in statistics. We describe a ...
computer science
11,717
Analysis and Implementation of an Asynchronous Optimization Algorithm for the Parameter Server
math.OC
This paper presents an asynchronous incremental aggregated gradient algorithm and its implementation in a parameter server framework for solving regularized optimization problems. The algorithm can handle both general convex (possibly non-smooth) regularizers and general convex constraints. When the empirical data loss...
computer science
11,718
Semi-supervised Knowledge Transfer for Deep Learning from Private Training Data
stat.ML
Some machine learning applications involve training data that is sensitive, such as the medical histories of patients in a clinical trial. A model may inadvertently and implicitly store some of its training data; careful analysis of the model may therefore reveal sensitive information. To address this problem, we dem...
computer science
11,719
RedQueen: An Online Algorithm for Smart Broadcasting in Social Networks
stat.ML
Users in social networks whose posts stay at the top of their followers'{} feeds the longest time are more likely to be noticed. Can we design an online algorithm to help them decide when to post to stay at the top? In this paper, we address this question as a novel optimal control problem for jump stochastic different...
computer science
11,720
Modeling the Dynamics of Online Learning Activity
stat.ML
People are increasingly relying on the Web and social media to find solutions to their problems in a wide range of domains. In this online setting, closely related problems often lead to the same characteristic learning pattern, in which people sharing these problems visit related pieces of information, perform almost ...
computer science
11,721
Big Batch SGD: Automated Inference using Adaptive Batch Sizes
cs.LG
Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it difficult to use them for adaptive stepsize selection and automatic stopping. We prop...
computer science
11,722
Membership Inference Attacks against Machine Learning Models
cs.CR
We quantitatively investigate how machine learning models leak information about the individual data records on which they were trained. We focus on the basic membership inference attack: given a data record and black-box access to a model, determine if the record was in the model's training dataset. To perform members...
computer science
11,723
ChoiceRank: Identifying Preferences from Node Traffic in Networks
stat.ML
Understanding how users navigate in a network is of high interest in many applications. We consider a setting where only aggregate node-level traffic is observed and tackle the task of learning edge transition probabilities. We cast it as a preference learning problem, and we study a model where choices follow Luce's a...
computer science
11,724
Combinatorial Multi-Armed Bandit with General Reward Functions
cs.LG
In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on the entire distributions of these variables. Our framework enables a much larger c...
computer science
11,725
Cross Device Matching for Online Advertising with Neural Feature Ensembles : First Place Solution at CIKM Cup 2016
cs.LG
We describe the 1st place winning approach for the CIKM Cup 2016 Challenge. In this paper, we provide an approach to reasonably identify same users across multiple devices based on browsing logs. Our approach regards a candidate ranking problem as pairwise classification and utilizes an unsupervised neural feature ense...
computer science
11,726
Truncated Variance Reduction: A Unified Approach to Bayesian Optimization and Level-Set Estimation
stat.ML
We present a new algorithm, truncated variance reduction (TruVaR), that treats Bayesian optimization (BO) and level-set estimation (LSE) with Gaussian processes in a unified fashion. The algorithm greedily shrinks a sum of truncated variances within a set of potential maximizers (BO) or unclassified points (LSE), which...
computer science
11,727
A Variational Bayesian Approach for Image Restoration. Application to Image Deblurring with Poisson-Gaussian Noise
math.OC
In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is reliably estimated from the observations. As the posterior density of the unknown...
computer science
11,728
Frank-Wolfe Algorithms for Saddle Point Problems
math.OC
We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW optimization, we provide the first proof of convergence of a FW-type saddle point solv...
computer science
11,729
Automatic measurement of vowel duration via structured prediction
stat.ML
A key barrier to making phonetic studies scalable and replicable is the need to rely on subjective, manual annotation. To help meet this challenge, a machine learning algorithm was developed for automatic measurement of a widely used phonetic measure: vowel duration. Manually-annotated data were used to train a model t...
computer science
11,730
Things Bayes can't do
cs.LG
The problem of forecasting conditional probabilities of the next event given the past is considered in a general probabilistic setting. Given an arbitrary (large, uncountable) set C of predictors, we would like to construct a single predictor that performs asymptotically as well as the best predictor in C, on any data....
computer science
11,731
Differentially Private Variational Inference for Non-conjugate Models
stat.ML
Many machine learning applications are based on data collected from people, such as their tastes and behaviour as well as biological traits and genetic data. Regardless of how important the application might be, one has to make sure individuals' identities or the privacy of the data are not compromised in the analysis....
computer science
11,732
Operator Variational Inference
stat.ML
Variational inference is an umbrella term for algorithms which cast Bayesian inference as optimization. Classically, variational inference uses the Kullback-Leibler divergence to define the optimization. Though this divergence has been widely used, the resultant posterior approximation can suffer from undesirable stati...
computer science
11,733
Toward Implicit Sample Noise Modeling: Deviation-driven Matrix Factorization
cs.LG
The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from their true values are almost surely diverse, which makes each data point not equal...
computer science
11,734
Globally Optimal Training of Generalized Polynomial Neural Networks with Nonlinear Spectral Methods
cs.LG
The optimization problem behind neural networks is highly non-convex. Training with stochastic gradient descent and variants requires careful parameter tuning and provides no guarantee to achieve the global optimum. In contrast we show under quite weak assumptions on the data that a particular class of feedforward neur...
computer science
11,735
Sparse Signal Recovery for Binary Compressed Sensing by Majority Voting Neural Networks
cs.IT
In this paper, we propose majority voting neural networks for sparse signal recovery in binary compressed sensing. The majority voting neural network is composed of several independently trained feedforward neural networks employing the sigmoid function as an activation function. Our empirical study shows that a choice...
computer science
11,736
Bayesian Adaptive Data Analysis Guarantees from Subgaussianity
cs.LG
The new field of adaptive data analysis seeks to provide algorithms and provable guarantees for models of machine learning that allow researchers to reuse their data, which normally falls outside of the usual statistical paradigm of static data analysis. In 2014, Dwork, Feldman, Hardt, Pitassi, Reingold and Roth introd...
computer science
11,737
Stationary time-vertex signal processing
cs.LG
The goal of this paper is to improve learning for multivariate processes whose structure is dependent on some known graph topology; especially when the number of available samples is much smaller than the number of variables. Typically, the graph information is incorporated into the learning process via a smoothness as...
computer science
11,738
Semi-Supervised Radio Signal Identification
cs.LG
Radio emitter recognition in dense multi-user environments is an important tool for optimizing spectrum utilization, identifying and minimizing interference, and enforcing spectrum policy. Radio data is readily available and easy to obtain from an antenna, but labeled and curated data is often scarce making supervised ...
computer science
11,739
Enhanced Factored Three-Way Restricted Boltzmann Machines for Speech Detection
cs.SD
In this letter, we propose enhanced factored three way restricted Boltzmann machines (EFTW-RBMs) for speech detection. The proposed model incorporates conditional feature learning by multiplying the dynamical state of the third unit, which allows a modulation over the visible-hidden node pairs. Instead of stacking prev...
computer science
11,740
Variational Inference via $χ$-Upper Bound Minimization
stat.ML
Variational inference (VI) is widely used as an efficient alternative to Markov chain Monte Carlo. It posits a family of approximating distributions $q$ and finds the closest member to the exact posterior $p$. Closeness is usually measured via a divergence $D(q || p)$ from $q$ to $p$. While successful, this approach al...
computer science
11,741
Stochastic Variational Deep Kernel Learning
stat.ML
Deep kernel learning combines the non-parametric flexibility of kernel methods with the inductive biases of deep learning architectures. We propose a novel deep kernel learning model and stochastic variational inference procedure which generalizes deep kernel learning approaches to enable classification, multi-task lea...
computer science
11,742
Computationally Efficient Influence Maximization in Stochastic and Adversarial Models: Algorithms and Analysis
cs.SI
We consider the problem of influence maximization in fixed networks, for both stochastic and adversarial contagion models. The common goal is to select a subset of nodes of a specified size to infect so that the number of infected nodes at the conclusion of the epidemic is as large as possible. In the stochastic settin...
computer science
11,743
Fast Eigenspace Approximation using Random Signals
cs.DS
We focus in this work on the estimation of the first $k$ eigenvectors of any graph Laplacian using filtering of Gaussian random signals. We prove that we only need $k$ such signals to be able to exactly recover as many of the smallest eigenvectors, regardless of the number of nodes in the graph. In addition, we address...
computer science
11,744
Multitask Protein Function Prediction Through Task Dissimilarity
stat.ML
Automated protein function prediction is a challenging problem with distinctive features, such as the hierarchical organization of protein functions and the scarcity of annotated proteins for most biological functions. We propose a multitask learning algorithm addressing both issues. Unlike standard multitask algorithm...
computer science
11,745
PrivLogit: Efficient Privacy-preserving Logistic Regression by Tailoring Numerical Optimizers
cs.LG
Safeguarding privacy in machine learning is highly desirable, especially in collaborative studies across many organizations. Privacy-preserving distributed machine learning (based on cryptography) is popular to solve the problem. However, existing cryptographic protocols still incur excess computational overhead. Here,...
computer science
11,746
Information Dropout: Learning Optimal Representations Through Noisy Computation
stat.ML
The cross-entropy loss commonly used in deep learning is closely related to the defining properties of optimal representations, but does not enforce some of the key properties. We show that this can be solved by adding a regularization term, which is in turn related to injecting multiplicative noise in the activations ...
computer science
11,747
Learning heat diffusion graphs
cs.LG
Effective information analysis generally boils down to properly identifying the structure or geometry of the data, which is often represented by a graph. In some applications, this structure may be partly determined by design constraints or pre-determined sensing arrangements, like in road transportation networks for e...
computer science
11,748
Distributed Coordinate Descent for Generalized Linear Models with Regularization
stat.ML
Generalized linear model with $L_1$ and $L_2$ regularization is a widely used technique for solving classification, class probability estimation and regression problems. With the numbers of both features and examples growing rapidly in the fields like text mining and clickstream data analysis parallelization and the us...
computer science
11,749
Learning Influence Functions from Incomplete Observations
cs.SI
We study the problem of learning influence functions under incomplete observations of node activations. Incomplete observations are a major concern as most (online and real-world) social networks are not fully observable. We establish both proper and improper PAC learnability of influence functions under randomly missi...
computer science
11,750
Recovery Guarantee of Non-negative Matrix Factorization via Alternating Updates
cs.LG
Non-negative matrix factorization is a popular tool for decomposing data into feature and weight matrices under non-negativity constraints. It enjoys practical success but is poorly understood theoretically. This paper proposes an algorithm that alternates between decoding the weights and updating the features, and sho...
computer science
11,751
An Introduction to MM Algorithms for Machine Learning and Statistical
stat.CO
MM (majorization--minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three popular example applications: Gaussian mixture regressions, multinomial logistic regre...
computer science
11,752
Riemannian Tensor Completion with Side Information
stat.ML
By restricting the iterate on a nonlinear manifold, the recently proposed Riemannian optimization methods prove to be both efficient and effective in low rank tensor completion problems. However, existing methods fail to exploit the easily accessible side information, due to their format mismatch. Consequently, there i...
computer science
11,753
On numerical approximation schemes for expectation propagation
stat.CO
Several numerical approximation strategies for the expectation-propagation algorithm are studied in the context of large-scale learning: the Laplace method, a faster variant of it, Gaussian quadrature, and a deterministic version of variational sampling (i.e., combining quadrature with variational approximation). Exper...
computer science
11,754
Benchmarking Quantum Hardware for Training of Fully Visible Boltzmann Machines
cs.LG
Quantum annealing (QA) is a hardware-based heuristic optimization and sampling method applicable to discrete undirected graphical models. While similar to simulated annealing, QA relies on quantum, rather than thermal, effects to explore complex search spaces. For many classes of problems, QA is known to offer computat...
computer science
11,755
The Power of Normalization: Faster Evasion of Saddle Points
cs.LG
A commonly used heuristic in non-convex optimization is Normalized Gradient Descent (NGD) - a variant of gradient descent in which only the direction of the gradient is taken into account and its magnitude ignored. We analyze this heuristic and show that with carefully chosen parameters and noise injection, this method...
computer science
11,756
Oracle Complexity of Second-Order Methods for Finite-Sum Problems
math.OC
Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely on both gradients and Hessians. In principle, second-order methods can require ...
computer science
11,757
Algebraic multigrid support vector machines
stat.ML
The support vector machine is a flexible optimization-based technique widely used for classification problems. In practice, its training part becomes computationally expensive on large-scale data sets because of such reasons as the complexity and number of iterations in parameter fitting methods, underlying optimizatio...
computer science
11,758
Gap Safe screening rules for sparsity enforcing penalties
stat.ML
In high dimensional regression settings, sparsity enforcing penalties have proved useful to regularize the data-fitting term. A recently introduced technique called screening rules propose to ignore some variables in the optimization leveraging the expected sparsity of the solutions and consequently leading to faster s...
computer science
11,759
Robust and Scalable Column/Row Sampling from Corrupted Big Data
cs.LG
Conventional sampling techniques fall short of drawing descriptive sketches of the data when the data is grossly corrupted as such corruptions break the low rank structure required for them to perform satisfactorily. In this paper, we present new sampling algorithms which can locate the informative columns in presence ...
computer science
11,760
GaDei: On Scale-up Training As A Service For Deep Learning
stat.ML
Deep learning (DL) training-as-a-service (TaaS) is an important emerging industrial workload. The unique challenge of TaaS is that it must satisfy a wide range of customers who have no experience and resources to tune DL hyper-parameters, and meticulous tuning for each user's dataset is prohibitively expensive. Therefo...
computer science
11,761
Deep Clustering and Conventional Networks for Music Separation: Stronger Together
stat.ML
Deep clustering is the first method to handle general audio separation scenarios with multiple sources of the same type and an arbitrary number of sources, performing impressively in speaker-independent speech separation tasks. However, little is known about its effectiveness in other challenging situations such as mus...
computer science
11,762
Variational Boosting: Iteratively Refining Posterior Approximations
stat.ML
We propose a black-box variational inference method to approximate intractable distributions with an increasingly rich approximating class. Our method, termed variational boosting, iteratively refines an existing variational approximation by solving a sequence of optimization problems, allowing the practitioner to trad...
computer science
11,763
Probabilistic Duality for Parallel Gibbs Sampling without Graph Coloring
cs.LG
We present a new notion of probabilistic duality for random variables involving mixture distributions. Using this notion, we show how to implement a highly-parallelizable Gibbs sampler for weakly coupled discrete pairwise graphical models with strictly positive factors that requires almost no preprocessing and is easy ...
computer science
11,764
Emergence of Compositional Representations in Restricted Boltzmann Machines
cs.LG
Extracting automatically the complex set of features composing real high-dimensional data is crucial for achieving high performance in machine--learning tasks. Restricted Boltzmann Machines (RBM) are empirically known to be efficient for this purpose, and to be able to generate distributed and graded representations of...
computer science
11,765
Measuring Sample Quality with Diffusions
stat.ML
Stein's method for measuring convergence to a continuous target distribution relies on an operator characterizing the target and Stein factor bounds on the solutions of an associated differential equation. While such operators and bounds are readily available for a diversity of univariate targets, few multivariate targ...
computer science
11,766
The Recycling Gibbs Sampler for Efficient Learning
stat.CO
Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from complicated high-dimensional posterior distributions. The key point for the suc...
computer science
11,767
A Neural Network Model to Classify Liver Cancer Patients Using Data Expansion and Compression
stat.ML
We develop a neural network model to classify liver cancer patients into high-risk and low-risk groups using genomic data. Our approach provides a novel technique to classify big data sets using neural network models. We preprocess the data before training the neural network models. We first expand the data using wavel...
computer science
11,768
EEGNet: A Compact Convolutional Network for EEG-based Brain-Computer Interfaces
cs.LG
Brain computer interfaces (BCI) enable direct communication with a computer, using neural activity as the control signal. This signal is generally chosen from a variety of well-studied electroencephalogram (EEG) signals. For a given BCI paradigm, feature extractors and classifiers are tailored to the distinct character...
computer science
11,769
A Unified Convex Surrogate for the Schatten-$p$ Norm
stat.ML
The Schatten-$p$ norm ($0<p<1$) has been widely used to replace the nuclear norm for better approximating the rank function. However, existing methods are either 1) not scalable for large scale problems due to relying on singular value decomposition (SVD) in every iteration, or 2) specific to some $p$ values, e.g., $1/...
computer science
11,770
Patient-Driven Privacy Control through Generalized Distillation
cs.CR
The introduction of data analytics into medicine has changed the nature of patient treatment. In this, patients are asked to disclose personal information such as genetic markers, lifestyle habits, and clinical history. This data is then used by statistical models to predict personalized treatments. However, due to pri...
computer science
11,771
Machine Learning on Human Connectome Data from MRI
cs.LG
Functional MRI (fMRI) and diffusion MRI (dMRI) are non-invasive imaging modalities that allow in-vivo analysis of a patient's brain network (known as a connectome). Use of these technologies has enabled faster and better diagnoses and treatments of neurological disorders and a deeper understanding of the human brain. R...
computer science
11,772
Associative Memory using Dictionary Learning and Expander Decoding
stat.ML
An associative memory is a framework of content-addressable memory that stores a collection of message vectors (or a dataset) over a neural network while enabling a neurally feasible mechanism to recover any message in the dataset from its noisy version. Designing an associative memory requires addressing two main task...
computer science
11,773
Learning Features of Music from Scratch
stat.ML
This paper introduces a new large-scale music dataset, MusicNet, to serve as a source of supervision and evaluation of machine learning methods for music research. MusicNet consists of hundreds of freely-licensed classical music recordings by 10 composers, written for 11 instruments, together with instrument/note annot...
computer science
11,774
Subsampled online matrix factorization with convergence guarantees
math.OC
We present a matrix factorization algorithm that scales to input matrices that are large in both dimensions (i.e., that contains morethan 1TB of data). The algorithm streams the matrix columns while subsampling them, resulting in low complexity per iteration andreasonable memory footprint. In contrast to previous onlin...
computer science
11,775
Reliably Learning the ReLU in Polynomial Time
cs.LG
We give the first dimension-efficient algorithms for learning Rectified Linear Units (ReLUs), which are functions of the form $\mathbf{x} \mapsto \max(0, \mathbf{w} \cdot \mathbf{x})$ with $\mathbf{w} \in \mathbb{S}^{n-1}$. Our algorithm works in the challenging Reliable Agnostic learning model of Kalai, Kanade, and Ma...
computer science
11,776
Influential Node Detection in Implicit Social Networks using Multi-task Gaussian Copula Models
cs.SI
Influential node detection is a central research topic in social network analysis. Many existing methods rely on the assumption that the network structure is completely known \textit{a priori}. However, in many applications, network structure is unavailable to explain the underlying information diffusion phenomenon. To...
computer science
11,777
Robust method for finding sparse solutions to linear inverse problems using an L2 regularization
cs.NA
We analyzed the performance of a biologically inspired algorithm called the Corrected Projections Algorithm (CPA) when a sparseness constraint is required to unambiguously reconstruct an observed signal using atoms from an overcomplete dictionary. By changing the geometry of the estimation problem, CPA gives an analyti...
computer science
11,778
Clustering Signed Networks with the Geometric Mean of Laplacians
stat.ML
Signed networks allow to model positive and negative relationships. We analyze existing extensions of spectral clustering to signed networks. It turns out that existing approaches do not recover the ground truth clustering in several situations where either the positive or the negative network structures contain no noi...
computer science
11,779
Outlier Detection for Text Data : An Extended Version
cs.IR
The problem of outlier detection is extremely challenging in many domains such as text, in which the attribute values are typically non-negative, and most values are zero. In such cases, it often becomes difficult to separate the outliers from the natural variations in the patterns in the underlying data. In this paper...
computer science
11,780
Signed Laplacian for spectral clustering revisited
cs.DS
Classical spectral clustering is based on a spectral decomposition of a graph Laplacian, obtained from a graph adjacency matrix representing positive graph edge weights describing similarities of graph vertices. In signed graphs, the graph edge weights can be negative to describe disparities of graph vertices, for exam...
computer science
11,781
Follow the Compressed Leader: Faster Online Learning of Eigenvectors and Faster MMWU
cs.LG
The online problem of computing the top eigenvector is fundamental to machine learning. In both adversarial and stochastic settings, previous results (such as matrix multiplicative weight update, follow the regularized leader, follow the compressed leader, block power method) either achieve optimal regret but run slow,...
computer science
11,782
Deep driven fMRI decoding of visual categories
stat.ML
Deep neural networks have been developed drawing inspiration from the brain visual pathway, implementing an end-to-end approach: from image data to video object classes. However building an fMRI decoder with the typical structure of Convolutional Neural Network (CNN), i.e. learning multiple level of representations, se...
computer science
11,783
Machine Learning of Linear Differential Equations using Gaussian Processes
cs.LG
This work leverages recent advances in probabilistic machine learning to discover conservation laws expressed by parametric linear equations. Such equations involve, but are not limited to, ordinary and partial differential, integro-differential, and fractional order operators. Here, Gaussian process priors are modifie...
computer science
11,784
Identifying Best Interventions through Online Importance Sampling
stat.ML
Motivated by applications in computational advertising and systems biology, we consider the problem of identifying the best out of several possible soft interventions at a source node $V$ in an acyclic causal directed graph, to maximize the expected value of a target node $Y$ (located downstream of $V$). Our setting im...
computer science
11,785
Manifold Alignment Determination: finding correspondences across different data views
stat.ML
We present Manifold Alignment Determination (MAD), an algorithm for learning alignments between data points from multiple views or modalities. The approach is capable of learning correspondences between views as well as correspondences between individual data-points. The proposed method requires only a few aligned exam...
computer science
11,786
Perishability of Data: Dynamic Pricing under Varying-Coefficient Models
cs.GT
We consider a firm that sells a large number of products to its customers in an online fashion. Each product is described by a high dimensional feature vector, and the market value of a product is assumed to be linear in the values of its features. Parameters of the valuation model are unknown and can change over time....
computer science
11,787
Diffusion-based nonlinear filtering for multimodal data fusion with application to sleep stage assessment
stat.ML
The problem of information fusion from multiple data-sets acquired by multimodal sensors has drawn significant research attention over the years. In this paper, we focus on a particular problem setting consisting of a physical phenomenon or a system of interest observed by multiple sensors. We assume that all sensors m...
computer science
11,788
An Online Convex Optimization Approach to Dynamic Network Resource Allocation
cs.SY
Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret that measures the difference of losses between the online solution and the best ye...
computer science
11,789
Deep Learning for Computational Chemistry
stat.ML
The rise and fall of artificial neural networks is well documented in the scientific literature of both computer science and computational chemistry. Yet almost two decades later, we are now seeing a resurgence of interest in deep learning, a machine learning algorithm based on multilayer neural networks. Within the la...
computer science
11,790
Recommendation under Capacity Constraints
stat.ML
In this paper, we investigate the common scenario where every candidate item for recommendation is characterized by a maximum capacity, i.e., number of seats in a Point-of-Interest (POI) or size of an item's inventory. Despite the prevalence of the task of recommending items under capacity constraints in a variety of s...
computer science
11,791
Stochastic Subsampling for Factorizing Huge Matrices
stat.ML
We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning, sparse component analysis, and non-negative matrix factorization. Our algorithm str...
computer science
11,792
Fisher consistency for prior probability shift
stat.ML
We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver precise estimates in test datasets under prior probability and more general dataset...
computer science
11,793
Disentangling group and link persistence in Dynamic Stochastic Block models
cs.SI
We study the inference of a model of dynamic networks in which both communities and links keep memory of previous network states. By considering maximum likelihood inference from single snapshot observations of the network, we show that link persistence makes the inference of communities harder, decreasing the detectab...
computer science
11,794
Learning Policies for Markov Decision Processes from Data
math.OC
We consider the problem of learning a policy for a Markov decision process consistent with data captured on the state-actions pairs followed by the policy. We assume that the policy belongs to a class of parameterized policies which are defined using features associated with the state-action pairs. The features are kno...
computer science
11,795
Effective and Extensible Feature Extraction Method Using Genetic Algorithm-Based Frequency-Domain Feature Search for Epileptic EEG Multi-classification
cs.LG
In this paper, a genetic algorithm-based frequency-domain feature search (GAFDS) method is proposed for the electroencephalogram (EEG) analysis of epilepsy. In this method, frequency-domain features are first searched and then combined with nonlinear features. Subsequently, these features are selected and optimized to ...
computer science
11,796
Predicting Demographics of High-Resolution Geographies with Geotagged Tweets
cs.LG
In this paper, we consider the problem of predicting demographics of geographic units given geotagged Tweets that are composed within these units. Traditional survey methods that offer demographics estimates are usually limited in terms of geographic resolution, geographic boundaries, and time intervals. Thus, it would...
computer science
11,797
Robust mixture of experts modeling using the $t$ distribution
stat.ME
Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification, and clustering. For regression and cluster analyses of continuous data, MoE usually use normal experts following the Gaussian distribution. However, for a set of data containing a group or groups of observ...
computer science
11,798
A Model-based Projection Technique for Segmenting Customers
stat.ME
We consider the problem of segmenting a large population of customers into non-overlapping groups with similar preferences, using diverse preference observations such as purchases, ratings, clicks, etc. over subsets of items. We focus on the setting where the universe of items is large (ranging from thousands to millio...
computer science
11,799
Fast and Accurate Time Series Classification with WEASEL
cs.DS
Time series (TS) occur in many scientific and commercial applications, ranging from earth surveillance to industry automation to the smart grids. An important type of TS analysis is classification, which can, for instance, improve energy load forecasting in smart grids by detecting the types of electronic devices based...
computer science
11,800
Information Theoretic Limits for Linear Prediction with Graph-Structured Sparsity
cs.LG
We analyze the necessary number of samples for sparse vector recovery in a noisy linear prediction setup. This model includes problems such as linear regression and classification. We focus on structured graph models. In particular, we prove that sufficient number of samples for the weighted graph model proposed by Heg...
computer science