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21,702
Mean-Field Theory of Meta-Learning
stat.ML
We discuss here the mean-field theory for a cellular automata model of meta-learning. The meta-learning is the process of combining outcomes of individual learning procedures in order to determine the final decision with higher accuracy than any single learning method. Our method is constructed from an ensemble of inte...
computer science
21,703
How the initialization affects the stability of the k-means algorithm
stat.ML
We investigate the role of the initialization for the stability of the k-means clustering algorithm. As opposed to other papers, we consider the actual k-means algorithm and do not ignore its property of getting stuck in local optima. We are interested in the actual clustering, not only in the costs of the solution. We...
computer science
21,704
Expectation Propagation on the Maximum of Correlated Normal Variables
stat.ML
Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian variables and the first two posterior moments of the two generating variables (corre...
computer science
21,705
Functional learning through kernels
stat.ML
This paper reviews the functional aspects of statistical learning theory. The main point under consideration is the nature of the hypothesis set when no prior information is available but data. Within this framework we first discuss about the hypothesis set: it is a vectorial space, it is a set of pointwise defined fun...
computer science
21,706
Sparsification and feature selection by compressive linear regression
stat.ML
The Minimum Description Length (MDL) principle states that the optimal model for a given data set is that which compresses it best. Due to practial limitations the model can be restricted to a class such as linear regression models, which we address in this study. As in other formulations such as the LASSO and forward ...
computer science
21,707
Distinguishing Cause and Effect via Second Order Exponential Models
stat.ML
We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a family of smooth densities and conditional densities by second order exponential mo...
computer science
21,708
Learning the Structure of Deep Sparse Graphical Models
stat.ML
Deep belief networks are a powerful way to model complex probability distributions. However, learning the structure of a belief network, particularly one with hidden units, is difficult. The Indian buffet process has been used as a nonparametric Bayesian prior on the directed structure of a belief network with a single...
computer science
21,709
Forest Density Estimation
stat.ML
We study graph estimation and density estimation in high dimensions, using a family of density estimators based on forest structured undirected graphical models. For density estimation, we do not assume the true distribution corresponds to a forest; rather, we form kernel density estimates of the bivariate and univaria...
computer science
21,710
Asymptotic Normality of Support Vector Machine Variants and Other Regularized Kernel Methods
stat.ML
In nonparametric classification and regression problems, regularized kernel methods, in particular support vector machines, attract much attention in theoretical and in applied statistics. In an abstract sense, regularized kernel methods (simply called SVMs here) can be seen as regularized M-estimators for a parameter ...
computer science
21,711
Regularizers for Structured Sparsity
stat.ML
We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a linear regression can benefit from knowledge that the underlying regression vec...
computer science
21,712
A bagging SVM to learn from positive and unlabeled examples
stat.ML
We consider the problem of learning a binary classifier from a training set of positive and unlabeled examples, both in the inductive and in the transductive setting. This problem, often referred to as \emph{PU learning}, differs from the standard supervised classification problem by the lack of negative examples in th...
computer science
21,713
Online Multiple Kernel Learning for Structured Prediction
stat.ML
Despite the recent progress towards efficient multiple kernel learning (MKL), the structured output case remains an open research front. Current approaches involve repeatedly solving a batch learning problem, which makes them inadequate for large scale scenarios. We propose a new family of online proximal algorithms fo...
computer science
21,714
Exact block-wise optimization in group lasso and sparse group lasso for linear regression
stat.ML
The group lasso is a penalized regression method, used in regression problems where the covariates are partitioned into groups to promote sparsity at the group level. Existing methods for finding the group lasso estimator either use gradient projection methods to update the entire coefficient vector simultaneously at e...
computer science
21,715
Maximum Likelihood Joint Tracking and Association in a Strong Clutter without Combinatorial Complexity
stat.ML
We have developed an efficient algorithm for the maximum likelihood joint tracking and association problem in a strong clutter for GMTI data. By using an iterative procedure of the dynamic logic process "from vague-to-crisp," the new tracker overcomes combinatorial complexity of tracking in highly-cluttered scenarios a...
computer science
21,716
f-divergence estimation and two-sample homogeneity test under semiparametric density-ratio models
stat.ML
A density ratio is defined by the ratio of two probability densities. We study the inference problem of density ratios and apply a semi-parametric density-ratio estimator to the two-sample homogeneity test. In the proposed test procedure, the f-divergence between two probability densities is estimated using a density-r...
computer science
21,717
Bistatic SAR ATR
stat.ML
With the present revival of interest in bistatic radar systems, research in that area has gained momentum. Given some of the strategic advantages for a bistatic configuration, and tech- nological advances in the past few years, large-scale implementation of the bistatic systems is a scope for the near future. If the bi...
computer science
21,718
Generation of SAR Image for Real-life Objects using General Purpose EM Simulators
stat.ML
In the applications related to airborne radars, simulation has always played an important role. This is mainly because of the two fold reason of the unavailability of desired data and the difficulty associated with the collection of data under controlled environment. A simple example will be regarding the collection of...
computer science
21,719
Autoregressive Kernels For Time Series
stat.ML
We propose in this work a new family of kernels for variable-length time series. Our work builds upon the vector autoregressive (VAR) model for multivariate stochastic processes: given a multivariate time series x, we consider the likelihood function p_{\theta}(x) of different parameters \theta in the VAR model as feat...
computer science
21,720
DirectLiNGAM: A direct method for learning a linear non-Gaussian structural equation model
stat.ML
Structural equation models and Bayesian networks have been widely used to analyze causal relations between continuous variables. In such frameworks, linear acyclic models are typically used to model the data-generating process of variables. Recently, it was shown that use of non-Gaussianity identifies the full structur...
computer science
21,721
An Analysis of the Convergence of Graph Laplacians
stat.ML
Existing approaches to analyzing the asymptotics of graph Laplacians typically assume a well-behaved kernel function with smoothness assumptions. We remove the smoothness assumption and generalize the analysis of graph Laplacians to include previously unstudied graphs including kNN graphs. We also introduce a kernel-fr...
computer science
21,722
Robust Nonparametric Regression via Sparsity Control with Application to Load Curve Data Cleansing
stat.ML
Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive sampling, to robustify nonparametric regression against outliers - that is, data markedl...
computer science
21,723
Unified Treatment of Hidden Markov Switching Models
stat.ML
Many real-world problems encountered in several disciplines deal with the modeling of time-series containing different underlying dynamical regimes, for which probabilistic approaches are very often employed. In this paper we describe several such approaches in the common framework of graphical models. We give a unifie...
computer science
21,724
Joint estimation of linear non-Gaussian acyclic models
stat.ML
A linear non-Gaussian structural equation model called LiNGAM is an identifiable model for exploratory causal analysis. Previous methods estimate a causal ordering of variables and their connection strengths based on a single dataset. However, in many application domains, data are obtained under different conditions, t...
computer science
21,725
Robust PCA and subspace tracking from incomplete observations using L0-surrogates
stat.ML
Many applications in data analysis rely on the decomposition of a data matrix into a low-rank and a sparse component. Existing methods that tackle this task use the nuclear norm and L1-cost functions as convex relaxations of the rank constraint and the sparsity measure, respectively, or employ thresholding techniques. ...
computer science
21,726
Improved Graph Clustering
stat.ML
Graph clustering involves the task of dividing nodes into clusters, so that the edge density is higher within clusters as opposed to across clusters. A natural, classic and popular statistical setting for evaluating solutions to this problem is the stochastic block model, also referred to as the planted partition model...
computer science
21,727
Adaptive Stratified Sampling for Monte-Carlo integration of Differentiable functions
stat.ML
We consider the problem of adaptive stratified sampling for Monte Carlo integration of a differentiable function given a finite number of evaluations to the function. We construct a sampling scheme that samples more often in regions where the function oscillates more, while allocating the samples such that they are wel...
computer science
21,728
Multi-Stage Multi-Task Feature Learning
stat.ML
Multi-task sparse feature learning aims to improve the generalization performance by exploiting the shared features among tasks. It has been successfully applied to many applications including computer vision and biomedical informatics. Most of the existing multi-task sparse feature learning algorithms are formulated a...
computer science
21,729
Graph Estimation From Multi-attribute Data
stat.ML
Many real world network problems often concern multivariate nodal attributes such as image, textual, and multi-view feature vectors on nodes, rather than simple univariate nodal attributes. The existing graph estimation methods built on Gaussian graphical models and covariance selection algorithms can not handle such d...
computer science
21,730
Anomaly Detection in Time Series of Graphs using Fusion of Graph Invariants
stat.ML
Given a time series of graphs G(t) = (V, E(t)), t = 1, 2, ..., where the fixed vertex set V represents "actors" and an edge between vertex u and vertex v at time t (uv \in E(t)) represents the existence of a communications event between actors u and v during the tth time period, we wish to detect anomalies and/or chang...
computer science
21,731
Adaptive Reconfiguration Moves for Dirichlet Mixtures
stat.ML
Bayesian mixture models are widely applied for unsupervised learning and exploratory data analysis. Markov chain Monte Carlo based on Gibbs sampling and split-merge moves are widely used for inference in these models. However, both methods are restricted to limited types of transitions and suffer from torpid mixing and...
computer science
21,732
Causal Inference through a Witness Protection Program
stat.ML
One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that explo...
computer science
21,733
Maximum margin classifier working in a set of strings
stat.ML
Numbers and numerical vectors account for a large portion of data. However, recently the amount of string data generated has increased dramatically. Consequently, classifying string data is a common problem in many fields. The most widely used approach to this problem is to convert strings into numerical vectors using ...
computer science
21,734
Linear Dimensionality Reduction: Survey, Insights, and Generalizations
stat.ML
Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of interest, such as covariance, dynamical structure, correlation between data sets, inp...
computer science
21,735
Consistent procedures for cluster tree estimation and pruning
stat.ML
For a density $f$ on ${\mathbb R}^d$, a {\it high-density cluster} is any connected component of $\{x: f(x) \geq \lambda\}$, for some $\lambda > 0$. The set of all high-density clusters forms a hierarchy called the {\it cluster tree} of $f$. We present two procedures for estimating the cluster tree given samples from $...
computer science
21,736
Compressed Gaussian Process
stat.ML
Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each partition set. We propose an alternative approach, which avoids such partitioning and...
computer science
21,737
Nonparametric Independence Testing for Small Sample Sizes
stat.ML
This paper deals with the problem of nonparametric independence testing, a fundamental decision-theoretic problem that asks if two arbitrary (possibly multivariate) random variables $X,Y$ are independent or not, a question that comes up in many fields like causality and neuroscience. While quantities like correlation o...
computer science
21,738
Provable Tensor Factorization with Missing Data
stat.ML
We study the problem of low-rank tensor factorization in the presence of missing data. We ask the following question: how many sampled entries do we need, to efficiently and exactly reconstruct a tensor with a low-rank orthogonal decomposition? We propose a novel alternating minimization based method which iteratively ...
computer science
21,739
Algebraic-Combinatorial Methods for Low-Rank Matrix Completion with Application to Athletic Performance Prediction
stat.ML
This paper presents novel algorithms which exploit the intrinsic algebraic and combinatorial structure of the matrix completion task for estimating missing en- tries in the general low rank setting. For positive data, we achieve results out- performing the state of the art nuclear norm, both in accuracy and computation...
computer science
21,740
Distributed Parameter Estimation in Probabilistic Graphical Models
stat.ML
This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which guarantees the global consistency of distributed estimators, provided the local estimator...
computer science
21,741
Generalization and Robustness of Batched Weighted Average Algorithm with V-geometrically Ergodic Markov Data
stat.ML
We analyze the generalization and robustness of the batched weighted average algorithm for V-geometrically ergodic Markov data. This algorithm is a good alternative to the empirical risk minimization algorithm when the latter suffers from overfitting or when optimizing the empirical risk is hard. For the generalization...
computer science
21,742
Fast and Robust Least Squares Estimation in Corrupted Linear Models
stat.ML
Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence that was developed for regression diagnostics can be used to detect such corr...
computer science
21,743
LOCO: Distributing Ridge Regression with Random Projections
stat.ML
We propose LOCO, an algorithm for large-scale ridge regression which distributes the features across workers on a cluster. Important dependencies between variables are preserved using structured random projections which are cheap to compute and must only be communicated once. We show that LOCO obtains a solution which ...
computer science
21,744
Dimensionality reduction for time series data
stat.ML
Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data. In this paper, we introduce a factor decomposition specific for time series that builds upon the Bayesian multivariate autoregressive model and hence ...
computer science
21,745
Spectral Methods meet EM: A Provably Optimal Algorithm for Crowdsourcing
stat.ML
Crowdsourcing is a popular paradigm for effectively collecting labels at low cost. The Dawid-Skene estimator has been widely used for inferring the true labels from the noisy labels provided by non-expert crowdsourcing workers. However, since the estimator maximizes a non-convex log-likelihood function, it is hard to t...
computer science
21,746
DFacTo: Distributed Factorization of Tensors
stat.ML
We present a technique for significantly speeding up Alternating Least Squares (ALS) and Gradient Descent (GD), two widely used algorithms for tensor factorization. By exploiting properties of the Khatri-Rao product, we show how to efficiently address a computationally challenging sub-step of both algorithms. Our algor...
computer science
21,747
A Statistical Perspective on Randomized Sketching for Ordinary Least-Squares
stat.ML
We consider statistical as well as algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. For a LS problem with input data $(X, Y) \in \mathbb{R}^{n \times p} \times \mathbb{R}^n$, sketching algorithms use a sketching matrix, $S\in\mathbb{R}^{r \times n}$ with $r \...
computer science
21,748
Automatic Dimension Selection for a Non-negative Factorization Approach to Clustering Multiple Random Graphs
stat.ML
We consider a problem of grouping multiple graphs into several clusters using singular value thesholding and non-negative factorization. We derive a model selection information criterion to estimate the number of clusters. We demonstrate our approach using "Swimmer data set" as well as simulated data set, and compare i...
computer science
21,749
Techniques for clustering interaction data as a collection of graphs
stat.ML
A natural approach to analyze interaction data of form "what-connects-to-what-when" is to create a time-series (or rather a sequence) of graphs through temporal discretization (bandwidth selection) and spatial discretization (vertex contraction). Such discretization together with non-negative factorization techniques c...
computer science
21,750
A Fuzzy Clustering Algorithm for the Mode Seeking Framework
stat.ML
In this paper, we propose a new fuzzy clustering algorithm based on the mode-seeking framework. Given a dataset in $\mathbb{R}^d$, we define regions of high density that we call cluster cores. We then consider a random walk on a neighborhood graph built on top of our data points which is designed to be attracted by hig...
computer science
21,751
Proximal Quasi-Newton for Computationally Intensive L1-regularized M-estimators
stat.ML
We consider the class of optimization problems arising from computationally intensive L1-regularized M-estimators, where the function or gradient values are very expensive to compute. A particular instance of interest is the L1-regularized MLE for learning Conditional Random Fields (CRFs), which are a popular class of ...
computer science
21,752
Direct Density-Derivative Estimation and Its Application in KL-Divergence Approximation
stat.ML
Estimation of density derivatives is a versatile tool in statistical data analysis. A naive approach is to first estimate the density and then compute its derivative. However, such a two-step approach does not work well because a good density estimator does not necessarily mean a good density-derivative estimator. In t...
computer science
21,753
Variable Selection in High Dimensions with Random Designs and Orthogonal Matching Pursuit
stat.ML
The performance of Orthogonal Matching Pursuit (OMP) for variable selection is analyzed for random designs. When contrasted with the deterministic case, since the performance is here measured after averaging over the distribution of the design matrix, one can have far less stringent sparsity constraints on the coeffici...
computer science
21,754
Learning Nonlinear Functions Using Regularized Greedy Forest
stat.ML
We consider the problem of learning a forest of nonlinear decision rules with general loss functions. The standard methods employ boosted decision trees such as Adaboost for exponential loss and Friedman's gradient boosting for general loss. In contrast to these traditional boosting algorithms that treat a tree learner...
computer science
21,755
Nominal Association Vector and Matrix
stat.ML
When response variables are nominal and populations are cross-classified with respect to multiple polytomies, questions often arise about the degree of association of the responses with explanatory variables. When populations are known, we introduce a nominal association vector and matrix to evaluate the dependence of ...
computer science
21,756
Mixtures of conditional Gaussian scale mixtures applied to multiscale image representations
stat.ML
We present a probabilistic model for natural images which is based on Gaussian scale mixtures and a simple multiscale representation. In contrast to the dominant approach to modeling whole images focusing on Markov random fields, we formulate our model in terms of a directed graphical model. We show that it is able to ...
computer science
21,757
Comparing Probabilistic Models for Melodic Sequences
stat.ML
Modelling the real world complexity of music is a challenge for machine learning. We address the task of modeling melodic sequences from the same music genre. We perform a comparative analysis of two probabilistic models; a Dirichlet Variable Length Markov Model (Dirichlet-VMM) and a Time Convolutional Restricted Boltz...
computer science
21,758
Graph Prediction in a Low-Rank and Autoregressive Setting
stat.ML
We study the problem of prediction for evolving graph data. We formulate the problem as the minimization of a convex objective encouraging sparsity and low-rank of the solution, that reflect natural graph properties. The convex formulation allows to obtain oracle inequalities and efficient solvers. We provide empirical...
computer science
21,759
Asymptotic Accuracy of Bayes Estimation for Latent Variables with Redundancy
stat.ML
Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of view, the models can be regular or singular due to the distribution of data. In ...
computer science
21,760
Scaling of Model Approximation Errors and Expected Entropy Distances
stat.ML
We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. We obtain closed formulas for the expected model approximation errors, depending on the dimension of the models and the cardinalities of their sample sp...
computer science
21,761
Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood
stat.ML
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the number of unknown latent variables as the number of target classes grows. Expecta...
computer science
21,762
Models of Disease Spectra
stat.ML
Case vs control comparisons have been the classical approach to the study of neurological diseases. However, most patients will not fall cleanly into either group. Instead, clinicians will typically find patients that cannot be classified as having clearly progressed into the disease state. For those subjects, very lit...
computer science
21,763
Group Iterative Spectrum Thresholding for Super-Resolution Sparse Spectral Selection
stat.ML
Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency, thereby resulting in a coherent design. The popular convex compressed sensing methods...
computer science
21,764
Predictive Correlation Screening: Application to Two-stage Predictor Design in High Dimension
stat.ML
We introduce a new approach to variable selection, called Predictive Correlation Screening, for predictor design. Predictive Correlation Screening (PCS) implements false positive control on the selected variables, is well suited to small sample sizes, and is scalable to high dimensions. We establish asymptotic bounds f...
computer science
21,765
Visualizing and Interacting with Concept Hierarchies
stat.ML
Concept Hierarchies and Formal Concept Analysis are theoretically well grounded and largely experimented methods. They rely on line diagrams called Galois lattices for visualizing and analysing object-attribute sets. Galois lattices are visually seducing and conceptually rich for experts. However they present important...
computer science
21,766
Refinement revisited with connections to Bayes error, conditional entropy and calibrated classifiers
stat.ML
The concept of refinement from probability elicitation is considered for proper scoring rules. Taking directions from the axioms of probability, refinement is further clarified using a Hilbert space interpretation and reformulated into the underlying data distribution setting where connections to maximal marginal diver...
computer science
21,767
Toward Optimal Stratification for Stratified Monte-Carlo Integration
stat.ML
We consider the problem of adaptive stratified sampling for Monte Carlo integration of a noisy function, given a finite budget n of noisy evaluations to the function. We tackle in this paper the problem of adapting to the function at the same time the number of samples into each stratum and the partition itself. More p...
computer science
21,768
A dependent partition-valued process for multitask clustering and time evolving network modelling
stat.ML
The fundamental aim of clustering algorithms is to partition data points. We consider tasks where the discovered partition is allowed to vary with some covariate such as space or time. One approach would be to use fragmentation-coagulation processes, but these, being Markov processes, are restricted to linear or tree s...
computer science
21,769
Expectation Propagation for Neural Networks with Sparsity-promoting Priors
stat.ML
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation propagation (EP) approach for approximate integration over the posterior distribution of the weights, the hierarchical s...
computer science
21,770
ParceLiNGAM: A causal ordering method robust against latent confounders
stat.ML
We consider learning a causal ordering of variables in a linear non-Gaussian acyclic model called LiNGAM. Several existing methods have been shown to consistently estimate a causal ordering assuming that all the model assumptions are correct. But, the estimation results could be distorted if some assumptions actually a...
computer science
21,771
Some Options for L1-Subspace Signal Processing
stat.ML
We describe ways to define and calculate $L_1$-norm signal subspaces which are less sensitive to outlying data than $L_2$-calculated subspaces. We focus on the computation of the $L_1$ maximum-projection principal component of a data matrix containing N signal samples of dimension D and conclude that the general proble...
computer science
21,772
Noisy Sparse Subspace Clustering
stat.ML
This paper considers the problem of subspace clustering under noise. Specifically, we study the behavior of Sparse Subspace Clustering (SSC) when either adversarial or random noise is added to the unlabelled input data points, which are assumed to be in a union of low-dimensional subspaces. We show that a modified vers...
computer science
21,773
Spectral Clustering with Imbalanced Data
stat.ML
Spectral clustering is sensitive to how graphs are constructed from data particularly when proximal and imbalanced clusters are present. We show that Ratio-Cut (RCut) or normalized cut (NCut) objectives are not tailored to imbalanced data since they tend to emphasize cut sizes over cut values. We propose a graph partit...
computer science
21,774
Sparse and Functional Principal Components Analysis
stat.ML
Regularized principal components analysis, especially Sparse PCA and Functional PCA, has become widely used for dimension reduction in high-dimensional settings. Many examples of massive data, however, may benefit from estimating both sparse AND functional factors. These include neuroimaging data where there are discre...
computer science
21,775
Local Support Vector Machines:Formulation and Analysis
stat.ML
We provide a formulation for Local Support Vector Machines (LSVMs) that generalizes previous formulations, and brings out the explicit connections to local polynomial learning used in nonparametric estimation literature. We investigate the simplest type of LSVMs called Local Linear Support Vector Machines (LLSVMs). For...
computer science
21,776
Predictive PAC Learning and Process Decompositions
stat.ML
We informally call a stochastic process learnable if it admits a generalization error approaching zero in probability for any concept class with finite VC-dimension (IID processes are the simplest example). A mixture of learnable processes need not be learnable itself, and certainly its generalization error need not de...
computer science
21,777
Ellipsoidal Rounding for Nonnegative Matrix Factorization Under Noisy Separability
stat.ML
We present a numerical algorithm for nonnegative matrix factorization (NMF) problems under noisy separability. An NMF problem under separability can be stated as one of finding all vertices of the convex hull of data points. The research interest of this paper is to find the vectors as close to the vertices as possible...
computer science
21,778
Stratified Graphical Models - Context-Specific Independence in Graphical Models
stat.ML
Theory of graphical models has matured over more than three decades to provide the backbone for several classes of models that are used in a myriad of applications such as genetic mapping of diseases, credit risk evaluation, reliability and computer security, etc. Despite of their generic applicability and wide adoptan...
computer science
21,779
Causal Discovery with Continuous Additive Noise Models
stat.ML
We consider the problem of learning causal directed acyclic graphs from an observational joint distribution. One can use these graphs to predict the outcome of interventional experiments, from which data are often not available. We show that if the observational distribution follows a structural equation model with an ...
computer science
21,780
MPBART - Multinomial Probit Bayesian Additive Regression Trees
stat.ML
This article proposes Multinomial Probit Bayesian Additive Regression Trees (MPBART) as a multinomial probit extension of BART - Bayesian Additive Regression Trees (Chipman et al (2010)). MPBART is flexible to allow inclusion of predictors that describe the observed units as well as the available choice alternatives. T...
computer science
21,781
A Linear-Time Particle Gibbs Sampler for Infinite Hidden Markov Models
stat.ML
Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th...
computer science
21,782
On the Feasibility of Distributed Kernel Regression for Big Data
stat.ML
In modern scientific research, massive datasets with huge numbers of observations are frequently encountered. To facilitate the computational process, a divide-and-conquer scheme is often used for the analysis of big data. In such a strategy, a full dataset is first split into several manageable segments; the final out...
computer science
21,783
Consistency of Spectral Hypergraph Partitioning under Planted Partition Model
stat.ML
Hypergraph partitioning lies at the heart of a number of problems in machine learning and network sciences. Many algorithms for hypergraph partitioning have been proposed that extend standard approaches for graph partitioning to the case of hypergraphs. However, theoretical aspects of such methods have seldom received ...
computer science
21,784
Bayesian Optimization for Synthetic Gene Design
stat.ML
We address the problem of synthetic gene design using Bayesian optimization. The main issue when designing a gene is that the design space is defined in terms of long strings of characters of different lengths, which renders the optimization intractable. We propose a three-step approach to deal with this issue. First, ...
computer science
21,785
Dense Distributions from Sparse Samples: Improved Gibbs Sampling Parameter Estimators for LDA
stat.ML
We introduce a novel approach for estimating Latent Dirichlet Allocation (LDA) parameters from collapsed Gibbs samples (CGS), by leveraging the full conditional distributions over the latent variable assignments to efficiently average over multiple samples, for little more computational cost than drawing a single addit...
computer science
21,786
Relations Between Adjacency and Modularity Graph Partitioning
stat.ML
In this paper the exact linear relation between the leading eigenvector of the unnormalized modularity matrix and the eigenvectors of the adjacency matrix is developed. Based on this analysis a method to approximate the leading eigenvector of the modularity matrix is given, and the relative error of the approximation i...
computer science
21,787
Bootstrapped Adaptive Threshold Selection for Statistical Model Selection and Estimation
stat.ML
A central goal of neuroscience is to understand how activity in the nervous system is related to features of the external world, or to features of the nervous system itself. A common approach is to model neural responses as a weighted combination of external features, or vice versa. The structure of the model weights c...
computer science
21,788
Local identifiability of $l_1$-minimization dictionary learning: a sufficient and almost necessary condition
stat.ML
We study the theoretical properties of learning a dictionary from $N$ signals $\mathbf x_i\in \mathbb R^K$ for $i=1,...,N$ via $l_1$-minimization. We assume that $\mathbf x_i$'s are $i.i.d.$ random linear combinations of the $K$ columns from a complete (i.e., square and invertible) reference dictionary $\mathbf D_0 \in...
computer science
21,789
Harmonic Exponential Families on Manifolds
stat.ML
In a range of fields including the geosciences, molecular biology, robotics and computer vision, one encounters problems that involve random variables on manifolds. Currently, there is a lack of flexible probabilistic models on manifolds that are fast and easy to train. We define an extremely flexible class of exponent...
computer science
21,790
Towards Faster Rates and Oracle Property for Low-Rank Matrix Estimation
stat.ML
We present a unified framework for low-rank matrix estimation with nonconvex penalties. We first prove that the proposed estimator attains a faster statistical rate than the traditional low-rank matrix estimator with nuclear norm penalty. Moreover, we rigorously show that under a certain condition on the magnitude of t...
computer science
21,791
Vector-Space Markov Random Fields via Exponential Families
stat.ML
We present Vector-Space Markov Random Fields (VS-MRFs), a novel class of undirected graphical models where each variable can belong to an arbitrary vector space. VS-MRFs generalize a recent line of work on scalar-valued, uni-parameter exponential family and mixed graphical models, thereby greatly broadening the class o...
computer science
21,792
Statistical and Algorithmic Perspectives on Randomized Sketching for Ordinary Least-Squares -- ICML
stat.ML
We consider statistical and algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. Prior results show that, from an \emph{algorithmic perspective}, when using sketching matrices constructed from random projections and leverage-score sampling, if the number of sampl...
computer science
21,793
Stochastic Annealing for Variational Inference
stat.ML
We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a typically non-convex objective function is locally optimized over the parameters of t...
computer science
21,794
Automatic Relevance Determination For Deep Generative Models
stat.ML
A recurring problem when building probabilistic latent variable models is regularization and model selection, for instance, the choice of the dimensionality of the latent space. In the context of belief networks with latent variables, this problem has been adressed with Automatic Relevance Determination (ARD) employing...
computer science
21,795
Batch Bayesian Optimization via Local Penalization
stat.ML
The popularity of Bayesian optimization methods for efficient exploration of parameter spaces has lead to a series of papers applying Gaussian processes as surrogates in the optimization of functions. However, most proposed approaches only allow the exploration of the parameter space to occur sequentially. Often, it is...
computer science
21,796
A Dynamic Bayesian Network Model for Inventory Level Estimation in Retail Marketing
stat.ML
Many retailers today employ inventory management systems based on Re-Order Point Policies, most of which rely on the assumption that all decreases in product inventory levels result from product sales. Unfortunately, it usually happens that small but random quantities of the product get lost, stolen or broken without r...
computer science
21,797
Nonparametric Detection of Geometric Structures over Networks
stat.ML
Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a distribution p generating samples for other nodes. If an anomalous structure does not exi...
computer science
21,798
Manifold unwrapping using density ridges
stat.ML
Research on manifold learning within a density ridge estimation framework has shown great potential in recent work for both estimation and de-noising of manifolds, building on the intuitive and well-defined notion of principal curves and surfaces. However, the problem of unwrapping or unfolding manifolds has received r...
computer science
21,799
Monitoring Chinese Population Migration in Consecutive Weekly Basis from Intra-city scale to Inter-province scale by Didi's Bigdata
stat.ML
Population migration is valuable information which leads to proper decision in urban-planning strategy, massive investment, and many other fields. For instance, inter-city migration is a posterior evidence to see if the government's constrain of population works, and inter-community immigration might be a prior evidenc...
computer science
21,800
An Adaptive Resample-Move Algorithm for Estimating Normalizing Constants
stat.ML
The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard choice of using a fixed number of particles at each iteration is suboptimal because s...
computer science
21,801
A Unified Framework for Sparse Non-Negative Least Squares using Multiplicative Updates and the Non-Negative Matrix Factorization Problem
stat.ML
We study the sparse non-negative least squares (S-NNLS) problem. S-NNLS occurs naturally in a wide variety of applications where an unknown, non-negative quantity must be recovered from linear measurements. We present a unified framework for S-NNLS based on a rectified power exponential scale mixture prior on the spars...
computer science