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22,302
Private Causal Inference
stat.ML
Causal inference deals with identifying which random variables "cause" or control other random variables. Recent advances on the topic of causal inference based on tools from statistical estimation and machine learning have resulted in practical algorithms for causal inference. Causal inference has the potential to hav...
computer science
22,303
Classification of weak multi-view signals by sharing factors in a mixture of Bayesian group factor analyzers
stat.ML
We propose a novel classification model for weak signal data, building upon a recent model for Bayesian multi-view learning, Group Factor Analysis (GFA). Instead of assuming all data to come from a single GFA model, we allow latent clusters, each having a different GFA model and producing a different class distribution...
computer science
22,304
Oracle inequalities for ranking and U-processes with Lasso penalty
stat.ML
We investigate properties of estimators obtained by minimization of U-processes with the Lasso penalty in high-dimensional settings. Our attention is focused on the ranking problem that is popular in machine learning. It is related to guessing the ordering between objects on the basis of their observed predictors. We p...
computer science
22,305
Expectation propagation for continuous time stochastic processes
stat.ML
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive approximations to the posterior distributions of single time marginals using vari...
computer science
22,306
k-Means Clustering Is Matrix Factorization
stat.ML
We show that the objective function of conventional k-means clustering can be expressed as the Frobenius norm of the difference of a data matrix and a low rank approximation of that data matrix. In short, we show that k-means clustering is a matrix factorization problem. These notes are meant as a reference and intende...
computer science
22,307
High-Order Stochastic Gradient Thermostats for Bayesian Learning of Deep Models
stat.ML
Learning in deep models using Bayesian methods has generated significant attention recently. This is largely because of the feasibility of modern Bayesian methods to yield scalable learning and inference, while maintaining a measure of uncertainty in the model parameters. Stochastic gradient MCMC algorithms (SG-MCMC) a...
computer science
22,308
Preconditioned Stochastic Gradient Langevin Dynamics for Deep Neural Networks
stat.ML
Effective training of deep neural networks suffers from two main issues. The first is that the parameter spaces of these models exhibit pathological curvature. Recent methods address this problem by using adaptive preconditioning for Stochastic Gradient Descent (SGD). These methods improve convergence by adapting to th...
computer science
22,309
Histogram Meets Topic Model: Density Estimation by Mixture of Histograms
stat.ML
The histogram method is a powerful non-parametric approach for estimating the probability density function of a continuous variable. But the construction of a histogram, compared to the parametric approaches, demands a large number of observations to capture the underlying density function. Thus it is not suitable for ...
computer science
22,310
Post-Regularization Inference for Time-Varying Nonparanormal Graphical Models
stat.ML
We propose a novel class of time-varying nonparanormal graphical models, which allows us to model high dimensional heavy-tailed systems and the evolution of their latent network structures. Under this model, we develop statistical tests for presence of edges both locally at a fixed index value and globally over a range...
computer science
22,311
Testing for Differences in Gaussian Graphical Models: Applications to Brain Connectivity
stat.ML
Functional brain networks are well described and estimated from data with Gaussian Graphical Models (GGMs), e.g. using sparse inverse covariance estimators. Comparing functional connectivity of subjects in two populations calls for comparing these estimated GGMs. Our goal is to identify differences in GGMs known to hav...
computer science
22,312
Error Bounds for Compressed Sensing Algorithms With Group Sparsity: A Unified Approach
stat.ML
In compressed sensing, in order to recover a sparse or nearly sparse vector from possibly noisy measurements, the most popular approach is $\ell_1$-norm minimization. Upper bounds for the $\ell_2$- norm of the error between the true and estimated vectors are given in [1] and reviewed in [2], while bounds for the $\ell_...
computer science
22,313
Sharp Computational-Statistical Phase Transitions via Oracle Computational Model
stat.ML
We study the fundamental tradeoffs between computational tractability and statistical accuracy for a general family of hypothesis testing problems with combinatorial structures. Based upon an oracle model of computation, which captures the interactions between algorithms and data, we establish a general lower bound tha...
computer science
22,314
Joint Estimation of Precision Matrices in Heterogeneous Populations
stat.ML
We introduce a general framework for estimation of inverse covariance, or precision, matrices from heterogeneous populations. The proposed framework uses a Laplacian shrinkage penalty to encourage similarity among estimates from disparate, but related, subpopulations, while allowing for differences among matrices. We p...
computer science
22,315
Learning relationships between data obtained independently
stat.ML
The aim of this paper is to provide a new method for learning the relationships between data that have been obtained independently. Unlike existing methods like matching, the proposed technique does not require any contextual information, provided that the dependency between the variables of interest is monotone. It ca...
computer science
22,316
On Bayesian index policies for sequential resource allocation
stat.ML
This paper is about index policies for minimizing (frequentist) regret in a stochastic multi-armed bandit model, inspired by a Bayesian view on the problem. Our main contribution is to prove that the Bayes-UCB algorithm, which relies on quantiles of posterior distributions, is asymptotically optimal when the reward dis...
computer science
22,317
Numerical Coding of Nominal Data
stat.ML
In this paper, a novel approach for coding nominal data is proposed. For the given nominal data, a rank in a form of complex number is assigned. The proposed method does not lose any information about the attribute and brings other properties previously unknown. The approach based on these knew properties can been used...
computer science
22,318
A Framework for Individualizing Predictions of Disease Trajectories by Exploiting Multi-Resolution Structure
stat.ML
For many complex diseases, there is a wide variety of ways in which an individual can manifest the disease. The challenge of personalized medicine is to develop tools that can accurately predict the trajectory of an individual's disease, which can in turn enable clinicians to optimize treatments. We represent an indivi...
computer science
22,319
Nonlinear variable selection with continuous outcome: a nonparametric incremental forward stagewise approach
stat.ML
We present a method of variable selection for the situation where some predictors are nonlinearly associated with a continuous outcome variable. The method doesn't assume any specific functional form, and can select from a large number of candidates. It takes the form of incremental forward stagewise regression, in whi...
computer science
22,320
Non-Gaussian Component Analysis with Log-Density Gradient Estimation
stat.ML
Non-Gaussian component analysis (NGCA) is aimed at identifying a linear subspace such that the projected data follows a non-Gaussian distribution. In this paper, we propose a novel NGCA algorithm based on log-density gradient estimation. Unlike existing methods, the proposed NGCA algorithm identifies the linear subspac...
computer science
22,321
Principal Polynomial Analysis
stat.ML
This paper presents a new framework for manifold learning based on a sequence of principal polynomials that capture the possibly nonlinear nature of the data. The proposed Principal Polynomial Analysis (PPA) generalizes PCA by modeling the directions of maximal variance by means of curves, instead of straight lines. Co...
computer science
22,322
Iterative Gaussianization: from ICA to Random Rotations
stat.ML
Most signal processing problems involve the challenging task of multidimensional probability density function (PDF) estimation. In this work, we propose a solution to this problem by using a family of Rotation-based Iterative Gaussianization (RBIG) transforms. The general framework consists of the sequential applicatio...
computer science
22,323
DOLDA - a regularized supervised topic model for high-dimensional multi-class regression
stat.ML
Generating user interpretable multi-class predictions in data rich environments with many classes and explanatory covariates is a daunting task. We introduce Diagonal Orthant Latent Dirichlet Allocation (DOLDA), a supervised topic model for multi-class classification that can handle both many classes as well as many co...
computer science
22,324
Semi-supervised K-means++
stat.ML
Traditionally, practitioners initialize the {\tt k-means} algorithm with centers chosen uniformly at random. Randomized initialization with uneven weights ({\tt k-means++}) has recently been used to improve the performance over this strategy in cost and run-time. We consider the k-means problem with semi-supervised inf...
computer science
22,325
High-Dimensional Regularized Discriminant Analysis
stat.ML
Regularized discriminant analysis (RDA), proposed by Friedman (1989), is a widely popular classifier that lacks interpretability and is impractical for high-dimensional data sets. Here, we present an interpretable and computationally efficient classifier called high-dimensional RDA (HDRDA), designed for the small-sampl...
computer science
22,326
A Probabilistic Modeling Approach to Hearing Loss Compensation
stat.ML
Hearing Aid (HA) algorithms need to be tuned ("fitted") to match the impairment of each specific patient. The lack of a fundamental HA fitting theory is a strong contributing factor to an unsatisfying sound experience for about 20% of hearing aid patients. This paper proposes a probabilistic modeling approach to the de...
computer science
22,327
Simultaneous Safe Screening of Features and Samples in Doubly Sparse Modeling
stat.ML
The problem of learning a sparse model is conceptually interpreted as the process of identifying active features/samples and then optimizing the model over them. Recently introduced safe screening allows us to identify a part of non-active features/samples. So far, safe screening has been individually studied either fo...
computer science
22,328
A Kernel Test of Goodness of Fit
stat.ML
We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence constructed via Stein's method using functions from a Reproducing Kernel Hilbert Space. O...
computer science
22,329
Bayesian nonparametric image segmentation using a generalized Swendsen-Wang algorithm
stat.ML
Unsupervised image segmentation aims at clustering the set of pixels of an image into spatially homogeneous regions. We introduce here a class of Bayesian nonparametric models to address this problem. These models are based on a combination of a Potts-like spatial smoothness component and a prior on partitions which is...
computer science
22,330
A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation
stat.ML
We derive a new discrepancy statistic for measuring differences between two probability distributions based on combining Stein's identity with the reproducing kernel Hilbert space theory. We apply our result to test how well a probabilistic model fits a set of observations, and derive a new class of powerful goodness-o...
computer science
22,331
Stochastic Quasi-Newton Langevin Monte Carlo
stat.ML
Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC might suffer from poor mixing rates when random variables exhibit strong couplings ...
computer science
22,332
Online Low-Rank Subspace Learning from Incomplete Data: A Bayesian View
stat.ML
Extracting the underlying low-dimensional space where high-dimensional signals often reside has long been at the center of numerous algorithms in the signal processing and machine learning literature during the past few decades. At the same time, working with incomplete (partly observed) large scale datasets has recent...
computer science
22,333
A Universal Approximation Theorem for Mixture of Experts Models
stat.ML
The mixture of experts (MoE) model is a popular neural network architecture for nonlinear regression and classification. The class of MoE mean functions is known to be uniformly convergent to any unknown target function, assuming that the target function is from Sobolev space that is sufficiently differentiable and tha...
computer science
22,334
Safe Pattern Pruning: An Efficient Approach for Predictive Pattern Mining
stat.ML
In this paper we study predictive pattern mining problems where the goal is to construct a predictive model based on a subset of predictive patterns in the database. Our main contribution is to introduce a novel method called safe pattern pruning (SPP) for a class of predictive pattern mining problems. The SPP method a...
computer science
22,335
Selective Inference Approach for Statistically Sound Predictive Pattern Mining
stat.ML
Discovering statistically significant patterns from databases is an important challenging problem. The main obstacle of this problem is in the difficulty of taking into account the selection bias, i.e., the bias arising from the fact that patterns are selected from extremely large number of candidates in databases. In ...
computer science
22,336
The Multivariate Generalised von Mises distribution: Inference and applications
stat.ML
Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by extending some standard probabilistic modelling tools to the circular domain. First w...
computer science
22,337
Patterns of Scalable Bayesian Inference
stat.ML
Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assu...
computer science
22,338
Robust Kernel (Cross-) Covariance Operators in Reproducing Kernel Hilbert Space toward Kernel Methods
stat.ML
To the best of our knowledge, there are no general well-founded robust methods for statistical unsupervised learning. Most of the unsupervised methods explicitly or implicitly depend on the kernel covariance operator (kernel CO) or kernel cross-covariance operator (kernel CCO). They are sensitive to contaminated data, ...
computer science
22,339
What is the distribution of the number of unique original items in a bootstrap sample?
stat.ML
Sampling with replacement occurs in many settings in machine learning, notably in the bagging ensemble technique and the .632+ validation scheme. The number of unique original items in a bootstrap sample can have an important role in the behaviour of prediction models learned on it. Indeed, there are uncontrived exampl...
computer science
22,340
Scaling up Dynamic Topic Models
stat.ML
Dynamic topic models (DTMs) are very effective in discovering topics and capturing their evolution trends in time series data. To do posterior inference of DTMs, existing methods are all batch algorithms that scan the full dataset before each update of the model and make inexact variational approximations with mean-fie...
computer science
22,341
A Mutual Contamination Analysis of Mixed Membership and Partial Label Models
stat.ML
Many machine learning problems can be characterized by mutual contamination models. In these problems, one observes several random samples from different convex combinations of a set of unknown base distributions. It is of interest to decontaminate mutual contamination models, i.e., to recover the base distributions ei...
computer science
22,342
The Segmented iHMM: A Simple, Efficient Hierarchical Infinite HMM
stat.ML
We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, where the goal is to identify points at which a time series transitions from one relatively stable regime to a new regime. Conv...
computer science
22,343
Inference Networks for Sequential Monte Carlo in Graphical Models
stat.ML
We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We describe a procedure for constructing and learning a structured neural network whic...
computer science
22,344
A Simple Approach to Sparse Clustering
stat.ML
Consider the problem of sparse clustering, where it is assumed that only a subset of the features are useful for clustering purposes. In the framework of the COSA method of Friedman and Meulman, subsequently improved in the form of the Sparse K-means method of Witten and Tibshirani, a natural and simpler hill-climbing ...
computer science
22,345
Multivariate Hawkes Processes for Large-scale Inference
stat.ML
In this paper, we present a framework for fitting multivariate Hawkes processes for large-scale problems both in the number of events in the observed history $n$ and the number of event types $d$ (i.e. dimensions). The proposed Low-Rank Hawkes Process (LRHP) framework introduces a low-rank approximation of the kernel m...
computer science
22,346
Multi-Information Source Optimization
stat.ML
We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement learning, engineering, and the natural sciences, and are subject to an inherent, u...
computer science
22,347
A Kernel Test for Three-Variable Interactions with Random Processes
stat.ML
We apply a wild bootstrap method to the Lancaster three-variable interaction measure in order to detect factorisation of the joint distribution on three variables forming a stationary random process, for which the existing permutation bootstrap method fails. As in the i.i.d. case, the Lancaster test is found to outperf...
computer science
22,348
Whitening-Free Least-Squares Non-Gaussian Component Analysis
stat.ML
Non-Gaussian component analysis (NGCA) is an unsupervised linear dimension reduction method that extracts low-dimensional non-Gaussian "signals" from high-dimensional data contaminated with Gaussian noise. NGCA can be regarded as a generalization of projection pursuit (PP) and independent component analysis (ICA) to mu...
computer science
22,349
Overdispersed Black-Box Variational Inference
stat.ML
We introduce overdispersed black-box variational inference, a method to reduce the variance of the Monte Carlo estimator of the gradient in black-box variational inference. Instead of taking samples from the variational distribution, we use importance sampling to take samples from an overdispersed distribution in the s...
computer science
22,350
Partition Functions from Rao-Blackwellized Tempered Sampling
stat.ML
Partition functions of probability distributions are important quantities for model evaluation and comparisons. We present a new method to compute partition functions of complex and multimodal distributions. Such distributions are often sampled using simulated tempering, which augments the target space with an auxiliar...
computer science
22,351
Bayesian Learning of Kernel Embeddings
stat.ML
Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of kernel mean embeddings of probability measures. For characteristic kernels, which inc...
computer science
22,352
Note on the equivalence of hierarchical variational models and auxiliary deep generative models
stat.ML
This note compares two recently published machine learning methods for constructing flexible, but tractable families of variational hidden-variable posteriors. The first method, called "hierarchical variational models" enriches the inference model with an extra variable, while the other, called "auxiliary deep generati...
computer science
22,353
Computing AIC for black-box models using Generalised Degrees of Freedom: a comparison with cross-validation
stat.ML
Generalised Degrees of Freedom (GDF), as defined by Ye (1998 JASA 93:120-131), represent the sensitivity of model fits to perturbations of the data. As such they can be computed for any statistical model, making it possible, in principle, to derive the number of parameters in machine-learning approaches. Defined origin...
computer science
22,354
Square Root Graphical Models: Multivariate Generalizations of Univariate Exponential Families that Permit Positive Dependencies
stat.ML
We develop Square Root Graphical Models (SQR), a novel class of parametric graphical models that provides multivariate generalizations of univariate exponential family distributions. Previous multivariate graphical models [Yang et al. 2015] did not allow positive dependencies for the exponential and Poisson generalizat...
computer science
22,355
Median-Truncated Nonconvex Approach for Phase Retrieval with Outliers
stat.ML
This paper investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements are corrupted by sparse outliers that can take arbitrary values. We propose a nove...
computer science
22,356
Laplacian Eigenmaps from Sparse, Noisy Similarity Measurements
stat.ML
Manifold learning and dimensionality reduction techniques are ubiquitous in science and engineering, but can be computationally expensive procedures when applied to large data sets or when similarities are expensive to compute. To date, little work has been done to investigate the tradeoff between computational resourc...
computer science
22,357
A ranking approach to global optimization
stat.ML
We consider the problem of maximizing an unknown function over a compact and convex set using as few observations as possible. We observe that the optimization of the function essentially relies on learning the induced bipartite ranking rule of f. Based on this idea, we relate global optimization to bipartite ranking w...
computer science
22,358
Short-term time series prediction using Hilbert space embeddings of autoregressive processes
stat.ML
Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on kernel methods. Motivated by the powerful framework of Hilbert space embeddings o...
computer science
22,359
Convergence of Contrastive Divergence Algorithm in Exponential Family
stat.ML
The Contrastive Divergence (CD) algorithm has achieved notable success in training energy-based models including Restricted Boltzmann Machines and played a key role in the emergence of deep learning. The idea of this algorithm is to approximate the intractable term in the exact gradient of the log-likelihood function b...
computer science
22,360
The Multiscale Laplacian Graph Kernel
stat.ML
Many real world graphs, such as the graphs of molecules, exhibit structure at multiple different scales, but most existing kernels between graphs are either purely local or purely global in character. In contrast, by building a hierarchy of nested subgraphs, the Multiscale Laplacian Graph kernels (MLG kernels) that we ...
computer science
22,361
Composing graphical models with neural networks for structured representations and fast inference
stat.ML
We propose a general modeling and inference framework that composes probabilistic graphical models with deep learning methods and combines their respective strengths. Our model family augments graphical structure in latent variables with neural network observation models. For inference, we extend variational autoencode...
computer science
22,362
Data Augmentation via Levy Processes
stat.ML
If a document is about travel, we may expect that short snippets of the document should also be about travel. We introduce a general framework for incorporating these types of invariances into a discriminative classifier. The framework imagines data as being drawn from a slice of a Levy process. If we slice the Levy pr...
computer science
22,363
New metrics for learning and inference on sets, ontologies, and functions
stat.ML
We propose new metrics on sets, ontologies, and functions that can be used in various stages of probabilistic modeling, including exploratory data analysis, learning, inference, and result interpretation. These new functions unify and generalize some of the popular metrics on sets and functions, such as the Jaccard and...
computer science
22,364
Predicting litigation likelihood and time to litigation for patents
stat.ML
Patent lawsuits are costly and time-consuming. An ability to forecast a patent litigation and time to litigation allows companies to better allocate budget and time in managing their patent portfolios. We develop predictive models for estimating the likelihood of litigation for patents and the expected time to litigati...
computer science
22,365
Evaluating the Performance of Offensive Linemen in the NFL
stat.ML
How does one objectively measure the performance of an individual offensive lineman in the NFL? The existing literature proposes various measures that rely on subjective assessments of game film, but has yet to develop an objective methodology to evaluate performance. Using a variety of statistics related to an offensi...
computer science
22,366
Clustering Time-Series Energy Data from Smart Meters
stat.ML
Investigations have been performed into using clustering methods in data mining time-series data from smart meters. The problem is to identify patterns and trends in energy usage profiles of commercial and industrial customers over 24-hour periods, and group similar profiles. We tested our method on energy usage data p...
computer science
22,367
Skill-Based Differences in Spatio-Temporal Team Behavior in Defence of The Ancients 2
stat.ML
Multiplayer Online Battle Arena (MOBA) games are among the most played digital games in the world. In these games, teams of players fight against each other in arena environments, and the gameplay is focused on tactical combat. Mastering MOBAs requires extensive practice, as is exemplified in the popular MOBA Defence o...
computer science
22,368
Exact Bayesian inference for off-line change-point detection in tree-structured graphical models
stat.ML
We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout time. We demonstrate that it is possible to perform exact Bayesian inference when...
computer science
22,369
Unified View of Matrix Completion under General Structural Constraints
stat.ML
In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix completion, and provide unified upper bounds on the sample complexity and the estimatio...
computer science
22,370
A latent-observed dissimilarity measure
stat.ML
Quantitatively assessing relationships between latent variables and observed variables is important for understanding and developing generative models and representation learning. In this paper, we propose latent-observed dissimilarity (LOD) to evaluate the dissimilarity between the probabilistic characteristics of lat...
computer science
22,371
Sparse Representation of Multivariate Extremes with Applications to Anomaly Ranking
stat.ML
Extremes play a special role in Anomaly Detection. Beyond inference and simulation purposes, probabilistic tools borrowed from Extreme Value Theory (EVT), such as the angular measure, can also be used to design novel statistical learning methods for Anomaly Detection/ranking. This paper proposes a new algorithm based o...
computer science
22,372
Directional Statistics in Machine Learning: a Brief Review
stat.ML
The modern data analyst must cope with data encoded in various forms, vectors, matrices, strings, graphs, or more. Consequently, statistical and machine learning models tailored to different data encodings are important. We focus on data encoded as normalized vectors, so that their "direction" is more important than th...
computer science
22,373
Contrastive Structured Anomaly Detection for Gaussian Graphical Models
stat.ML
Gaussian graphical models (GGMs) are probabilistic tools of choice for analyzing conditional dependencies between variables in complex systems. Finding changepoints in the structural evolution of a GGM is therefore essential to detecting anomalies in the underlying system modeled by the GGM. In order to detect structur...
computer science
22,374
Highly Accurate Prediction of Jobs Runtime Classes
stat.ML
Separating the short jobs from the long is a known technique to improve scheduling performance. In this paper we describe a method we developed for accurately predicting the runtimes classes of the jobs to enable this separation. Our method uses the fact that the runtimes can be represented as a mixture of overlapping ...
computer science
22,375
Fuzzy clustering of distribution-valued data using adaptive L2 Wasserstein distances
stat.ML
Distributional (or distribution-valued) data are a new type of data arising from several sources and are considered as realizations of distributional variables. A new set of fuzzy c-means algorithms for data described by distributional variables is proposed. The algorithms use the $L2$ Wasserstein distance between di...
computer science
22,376
Observational-Interventional Priors for Dose-Response Learning
stat.ML
Controlled interventions provide the most direct source of information for learning causal effects. In particular, a dose-response curve can be learned by varying the treatment level and observing the corresponding outcomes. However, interventions can be expensive and time-consuming. Observational data, where the treat...
computer science
22,377
Clustering on the Edge: Learning Structure in Graphs
stat.ML
With the recent popularity of graphical clustering methods, there has been an increased focus on the information between samples. We show how learning cluster structure using edge features naturally and simultaneously determines the most likely number of clusters and addresses data scale issues. These results are parti...
computer science
22,378
Matching models across abstraction levels with Gaussian Processes
stat.ML
Biological systems are often modelled at different levels of abstraction depending on the particular aims/resources of a study. Such different models often provide qualitatively concordant predictions over specific parametrisations, but it is generally unclear whether model predictions are quantitatively in agreement, ...
computer science
22,379
Mean Absolute Percentage Error for regression models
stat.ML
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We prove the existence of an optimal MAPE model and we show the universal consistency of Empirical Risk Minimization based on the MAPE. We also show that finding the best model under...
computer science
22,380
Why (and How) Avoid Orthogonal Procrustes in Regularized Multivariate Analysis
stat.ML
Multivariate Analysis (MVA) comprises a family of well-known methods for feature extraction that exploit correlations among input variables of the data representation. One important property that is enjoyed by most such methods is uncorrelation among the extracted features. Recently, regularized versions of MVA methods...
computer science
22,381
Destination Prediction by Trajectory Distribution Based Model
stat.ML
In this paper we propose a new method to predict the final destination of vehicle trips based on their initial partial trajectories. We first review how we obtained clustering of trajectories that describes user behaviour. Then, we explain how we model main traffic flow patterns by a mixture of 2d Gaussian distribution...
computer science
22,382
A note on the statistical view of matrix completion
stat.ML
A very simple interpretation of matrix completion problem is introduced based on statistical models. Combined with the well-known results from missing data analysis, such interpretation indicates that matrix completion is still a valid and principled estimation procedure even without the missing completely at random (M...
computer science
22,383
Kernel-Based Structural Equation Models for Topology Identification of Directed Networks
stat.ML
Structural equation models (SEMs) have been widely adopted for inference of causal interactions in complex networks. Recent examples include unveiling topologies of hidden causal networks over which processes such as spreading diseases, or rumors propagate. The appeal of SEMs in these settings stems from their simplici...
computer science
22,384
Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets
stat.ML
We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estimating scalar GRF models. Theoretical convergence rates for the estimated between-response covariance...
computer science
22,385
ABtree: An Algorithm for Subgroup-Based Treatment Assignment
stat.ML
Given two possible treatments, there may exist subgroups who benefit greater from one treatment than the other. This problem is relevant to the field of marketing, where treatments may correspond to different ways of selling a product. It is similarly relevant to the field of public policy, where treatments may corresp...
computer science
22,386
Proceedings of the 5th Workshop on Machine Learning and Interpretation in Neuroimaging (MLINI) at NIPS 2015
stat.ML
This volume is a collection of contributions from the 5th Workshop on Machine Learning and Interpretation in Neuroimaging (MLINI) at the Neural Information Processing Systems (NIPS 2015) conference. Modern multivariate statistical methods developed in the rapidly growing field of machine learning are being increasingly...
computer science
22,387
Probing the Geometry of Data with Diffusion Fréchet Functions
stat.ML
Many complex ecosystems, such as those formed by multiple microbial taxa, involve intricate interactions amongst various sub-communities. The most basic relationships are frequently modeled as co-occurrence networks in which the nodes represent the various players in the community and the weighted edges encode levels o...
computer science
22,388
Orthogonal symmetric non-negative matrix factorization under the stochastic block model
stat.ML
We present a method based on the orthogonal symmetric non-negative matrix tri-factorization of the normalized Laplacian matrix for community detection in complex networks. While the exact factorization of a given order may not exist and is NP hard to compute, we obtain an approximate factorization by solving an optimiz...
computer science
22,389
Online Algorithms For Parameter Mean And Variance Estimation In Dynamic Regression Models
stat.ML
We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown parameters. Often, in such models the parameters to be estimated are assumed to be c...
computer science
22,390
False Discovery Rate Control and Statistical Quality Assessment of Annotators in Crowdsourced Ranking
stat.ML
With the rapid growth of crowdsourcing platforms it has become easy and relatively inexpensive to collect a dataset labeled by multiple annotators in a short time. However due to the lack of control over the quality of the annotators, some abnormal annotators may be affected by position bias which can potentially degra...
computer science
22,391
Bayesian Variable Selection for Globally Sparse Probabilistic PCA
stat.ML
Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components are computed, the interpretation of the selected variables is difficult since ea...
computer science
22,392
Stick-Breaking Variational Autoencoders
stat.ML
We extend Stochastic Gradient Variational Bayes to perform posterior inference for the weights of Stick-Breaking processes. This development allows us to define a Stick-Breaking Variational Autoencoder (SB-VAE), a Bayesian nonparametric version of the variational autoencoder that has a latent representation with stocha...
computer science
22,393
Learning to Discover Sparse Graphical Models
stat.ML
We consider structure discovery of undirected graphical models from observational data. Inferring likely structures from few examples is a complex task often requiring the formulation of priors and sophisticated inference procedures. Popular methods rely on estimating a penalized maximum likelihood of the precision mat...
computer science
22,394
Convergence guarantees for kernel-based quadrature rules in misspecified settings
stat.ML
Kernel-based quadrature rules are becoming important in machine learning and statistics, as they achieve super-$\sqrt{n}$ convergence rates in numerical integration, and thus provide alternatives to Monte Carlo integration in challenging settings where integrands are expensive to evaluate or where integrands are high d...
computer science
22,395
Relevant sparse codes with variational information bottleneck
stat.ML
In many applications, it is desirable to extract only the relevant aspects of data. A principled way to do this is the information bottleneck (IB) method, where one seeks a code that maximizes information about a 'relevance' variable, Y, while constraining the information encoded about the original data, X. Unfortunate...
computer science
22,396
Local Minimax Complexity of Stochastic Convex Optimization
stat.ML
We extend the traditional worst-case, minimax analysis of stochastic convex optimization by introducing a localized form of minimax complexity for individual functions. Our main result gives function-specific lower and upper bounds on the number of stochastic subgradient evaluations needed to optimize either the functi...
computer science
22,397
Simultaneous Sparse Dictionary Learning and Pruning
stat.ML
Dictionary learning is a cutting-edge area in imaging processing, that has recently led to state-of-the-art results in many signal processing tasks. The idea is to conduct a linear decomposition of a signal using a few atoms of a learned and usually over-completed dictionary instead of a pre-defined basis. Determining ...
computer science
22,398
How priors of initial hyperparameters affect Gaussian process regression models
stat.ML
The hyperparameters in Gaussian process regression (GPR) model with a specified kernel are often estimated from the data via the maximum marginal likelihood. Due to the non-convexity of marginal likelihood with respect to the hyperparameters, the optimization may not converge to the global maxima. A common approach to ...
computer science
22,399
A General Family of Trimmed Estimators for Robust High-dimensional Data Analysis
stat.ML
We consider the problem of robustifying high-dimensional structured estimation. Robust techniques are key in real-world applications which often involve outliers and data corruption. We focus on trimmed versions of structurally regularized M-estimators in the high-dimensional setting, including the popular Least Trimme...
computer science
22,400
Predictive Coarse-Graining
stat.ML
We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a probabilistic coarse-to-fine map. This corresponds to a directed probabilistic model wher...
computer science
22,401
Scalable and Flexible Multiview MAX-VAR Canonical Correlation Analysis
stat.ML
Generalized canonical correlation analysis (GCCA) aims at finding latent low-dimensional common structure from multiple views (feature vectors in different domains) of the same entities. Unlike principal component analysis (PCA) that handles a single view, (G)CCA is able to integrate information from different feature ...
computer science