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22,402
Extreme Stochastic Variational Inference: Distributed and Asynchronous
stat.ML
We propose extreme stochastic variational inference (ESVI), an asynchronous and lock-free algorithm to perform variational inference on massive real world datasets. Stochastic variational inference (SVI), the state-of-the-art algorithm for scaling variational inference to large-datasets, is inherently serial. Moreover,...
computer science
22,403
Continuation of Nesterov's Smoothing for Regression with Structured Sparsity in High-Dimensional Neuroimaging
stat.ML
Predictive models can be used on high-dimensional brain images for diagnosis of a clinical condition. Spatial regularization through structured sparsity offers new perspectives in this context and reduces the risk of overfitting the model while providing interpretable neuroimaging signatures by forcing the solution to ...
computer science
22,404
Identifying Outliers using Influence Function of Multiple Kernel Canonical Correlation Analysis
stat.ML
Imaging genetic research has essentially focused on discovering unique and co-association effects, but typically ignoring to identify outliers or atypical objects in genetic as well as non-genetics variables. Identifying significant outliers is an essential and challenging issue for imaging genetics and multiple source...
computer science
22,405
Gene-Gene association for Imaging Genetics Data using Robust Kernel Canonical Correlation Analysis
stat.ML
In genome-wide interaction studies, to detect gene-gene interactions, most methods are divided into two folds: single nucleotide polymorphisms (SNP) based and gene-based methods. Basically, the methods based on the gene are more effective than the methods based on a single SNP. Recent years, while the kernel canonical ...
computer science
22,406
Generalized Root Models: Beyond Pairwise Graphical Models for Univariate Exponential Families
stat.ML
We present a novel k-way high-dimensional graphical model called the Generalized Root Model (GRM) that explicitly models dependencies between variable sets of size k > 2---where k = 2 is the standard pairwise graphical model. This model is based on taking the k-th root of the original sufficient statistics of any univa...
computer science
22,407
High Dimensional Multivariate Regression and Precision Matrix Estimation via Nonconvex Optimization
stat.ML
We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the nonconvex estimator, and it attains a linear rate of convergence to the true regres...
computer science
22,408
Nonlinear Statistical Learning with Truncated Gaussian Graphical Models
stat.ML
We introduce the truncated Gaussian graphical model (TGGM) as a novel framework for designing statistical models for nonlinear learning. A TGGM is a Gaussian graphical model (GGM) with a subset of variables truncated to be nonnegative. The truncated variables are assumed latent and integrated out to induce a marginal m...
computer science
22,409
ROCS-Derived Features for Virtual Screening
stat.ML
Rapid overlay of chemical structures (ROCS) is a standard tool for the calculation of 3D shape and chemical ("color") similarity. ROCS uses unweighted sums to combine many aspects of similarity, yielding parameter-free models for virtual screening. In this report, we decompose the ROCS color force field into "color com...
computer science
22,410
On Robustness of Kernel Clustering
stat.ML
Clustering is one of the most important unsupervised problems in machine learning and statistics. Among many existing algorithms, kernel k-means has drawn much research attention due to its ability to find non-linear cluster boundaries and its inherent simplicity. There are two main approaches for kernel k-means: SVD o...
computer science
22,411
Reducing the error of Monte Carlo Algorithms by Learning Control Variates
stat.ML
Monte Carlo (MC) sampling algorithms are an extremely widely-used technique to estimate expectations of functions f(x), especially in high dimensions. Control variates are a very powerful technique to reduce the error of such estimates, but in their conventional form rely on having an accurate approximation of f, a pri...
computer science
22,412
Better Conditional Density Estimation for Neural Networks
stat.ML
The vast majority of the neural network literature focuses on predicting point values for a given set of response variables, conditioned on a feature vector. In many cases we need to model the full joint conditional distribution over the response variables rather than simply making point predictions. In this paper, we ...
computer science
22,413
A Locally Adaptive Normal Distribution
stat.ML
The multivariate normal density is a monotonic function of the distance to the mean, and its ellipsoidal shape is due to the underlying Euclidean metric. We suggest to replace this metric with a locally adaptive, smoothly changing (Riemannian) metric that favors regions of high local density. The resulting locally adap...
computer science
22,414
Prediction performance after learning in Gaussian process regression
stat.ML
This paper considers the quantification of the prediction performance in Gaussian process regression. The standard approach is to base the prediction error bars on the theoretical predictive variance, which is a lower bound on the mean square-error (MSE). This approach, however, does not take into account that the stat...
computer science
22,415
Recursive nonlinear-system identification using latent variables
stat.ML
In this paper we develop a method for learning nonlinear systems with multiple outputs and inputs. We begin by modelling the errors of a nominal predictor of the system using a latent variable framework. Then using the maximum likelihood principle we derive a criterion for learning the model. The resulting optimization...
computer science
22,416
Network Maximal Correlation
stat.ML
We introduce Network Maximal Correlation (NMC) as a multivariate measure of nonlinear association among random variables. NMC is defined via an optimization that infers transformations of variables by maximizing aggregate inner products between transformed variables. For finite discrete and jointly Gaussian random vari...
computer science
22,417
Understanding Probabilistic Sparse Gaussian Process Approximations
stat.ML
Good sparse approximations are essential for practical inference in Gaussian Processes as the computational cost of exact methods is prohibitive for large datasets. The Fully Independent Training Conditional (FITC) and the Variational Free Energy (VFE) approximations are two recent popular methods. Despite superficial ...
computer science
22,418
Assessing and tuning brain decoders: cross-validation, caveats, and guidelines
stat.ML
Decoding, ie prediction from brain images or signals, calls for empirical evaluation of its predictive power. Such evaluation is achieved via cross-validation, a method also used to tune decoders' hyper-parameters. This paper is a review on cross-validation procedures for decoding in neuroimaging. It includes a didacti...
computer science
22,419
The Mondrian Kernel
stat.ML
We introduce the Mondrian kernel, a fast random feature approximation to the Laplace kernel. It is suitable for both batch and online learning, and admits a fast kernel-width-selection procedure as the random features can be re-used efficiently for all kernel widths. The features are constructed by sampling trees via a...
computer science
22,420
The Effect of Heteroscedasticity on Regression Trees
stat.ML
Regression trees are becoming increasingly popular as omnibus predicting tools and as the basis of numerous modern statistical learning ensembles. Part of their popularity is their ability to create a regression prediction without ever specifying a structure for the mean model. However, the method implicitly assumes ho...
computer science
22,421
Making Tree Ensembles Interpretable
stat.ML
Tree ensembles, such as random forest and boosted trees, are renowned for their high prediction performance, whereas their interpretability is critically limited. In this paper, we propose a post processing method that improves the model interpretability of tree ensembles. After learning a complex tree ensembles in a s...
computer science
22,422
PSF : Introduction to R Package for Pattern Sequence Based Forecasting Algorithm
stat.ML
This paper discusses about an R package that implements the Pattern Sequence based Forecasting (PSF) algorithm, which was developed for univariate time series forecasting. This algorithm has been successfully applied to many different fields. The PSF algorithm consists of two major parts: clustering and prediction. The...
computer science
22,423
Interpretability in Linear Brain Decoding
stat.ML
Improving the interpretability of brain decoding approaches is of primary interest in many neuroimaging studies. Despite extensive studies of this type, at present, there is no formal definition for interpretability of brain decoding models. As a consequence, there is no quantitative measure for evaluating the interpre...
computer science
22,424
Tight Performance Bounds for Compressed Sensing With Group Sparsity
stat.ML
Compressed sensing refers to the recovery of a high-dimensional but sparse vector using a small number of linear measurements. Minimizing the $\ell_1$-norm is among the more popular approaches for compressed sensing. A recent paper by Cai and Zhang has provided the "best possible" bounds for $\ell_1$-norm minimization ...
computer science
22,425
Dealing with a large number of classes -- Likelihood, Discrimination or Ranking?
stat.ML
We consider training probabilistic classifiers in the case of a large number of classes. The number of classes is assumed too large to perform exact normalisation over all classes. To account for this we consider a simple approach that directly approximates the likelihood. We show that this simple approach works well o...
computer science
22,426
PAC-Bayesian Analysis for a two-step Hierarchical Multiview Learning Approach
stat.ML
We study a two-level multiview learning with more than two views under the PAC-Bayesian framework. This approach, sometimes referred as late fusion, consists in learning sequentially multiple view-specific classifiers at the first level, and then combining these view-specific classifiers at the second level. Our main t...
computer science
22,427
Modeling Group Dynamics Using Probabilistic Tensor Decompositions
stat.ML
We propose a probabilistic modeling framework for learning the dynamic patterns in the collective behaviors of social agents and developing profiles for different behavioral groups, using data collected from multiple information sources. The proposed model is based on a hierarchical Bayesian process, in which each obse...
computer science
22,428
The Dependent Random Measures with Independent Increments in Mixture Models
stat.ML
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the posterior distribution are shared amongst groups, and hence groups can borrow informatio...
computer science
22,429
Anomaly detection in video with Bayesian nonparametrics
stat.ML
A novel dynamic Bayesian nonparametric topic model for anomaly detection in video is proposed in this paper. Batch and online Gibbs samplers are developed for inference. The paper introduces a new abnormality measure for decision making. The proposed method is evaluated on both synthetic and real data. The comparison w...
computer science
22,430
Dynamic Hierarchical Dirichlet Process for Abnormal Behaviour Detection in Video
stat.ML
This paper proposes a novel dynamic Hierarchical Dirichlet Process topic model that considers the dependence between successive observations. Conventional posterior inference algorithms for this kind of models require processing of the whole data through several passes. It is computationally intractable for massive or ...
computer science
22,431
Automatic Variational ABC
stat.ML
Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches commonly used in ABC. However, SVI is highly sensitive to the variance of the gradient...
computer science
22,432
Modeling Industrial ADMET Data with Multitask Networks
stat.ML
Deep learning methods such as multitask neural networks have recently been applied to ligand-based virtual screening and other drug discovery applications. Using a set of industrial ADMET datasets, we compare neural networks to standard baseline models and analyze multitask learning effects with both random cross-valid...
computer science
22,433
Tracking Switched Dynamic Network Topologies from Information Cascades
stat.ML
Contagions such as the spread of popular news stories, or infectious diseases, propagate in cascades over dynamic networks with unobservable topologies. However, "social signals" such as product purchase time, or blog entry timestamps are measurable, and implicitly depend on the underlying topology, making it possible ...
computer science
22,434
Alternating Estimation for Structured High-Dimensional Multi-Response Models
stat.ML
We consider learning high-dimensional multi-response linear models with structured parameters. By exploiting the noise correlations among responses, we propose an alternating estimation (AltEst) procedure to estimate the model parameters based on the generalized Dantzig selector. Under suitable sample size and resampli...
computer science
22,435
Making Tree Ensembles Interpretable: A Bayesian Model Selection Approach
stat.ML
Tree ensembles, such as random forests and boosted trees, are renowned for their high prediction performance. However, their interpretability is critically limited due to the enormous complexity. In this study, we present a method to make a complex tree ensemble interpretable by simplifying the model. Specifically, we ...
computer science
22,436
On Mixed Memberships and Symmetric Nonnegative Matrix Factorizations
stat.ML
The problem of finding overlapping communities in networks has gained much attention recently. Optimization-based approaches use non-negative matrix factorization (NMF) or variants, but the global optimum cannot be provably attained in general. Model-based approaches, such as the popular mixed-membership stochastic blo...
computer science
22,437
A Semi-supervised learning approach to enhance health care Community-based Question Answering: A case study in alcoholism
stat.ML
Community-based Question Answering (CQA) sites play an important role in addressing health information needs. However, a significant number of posted questions remain unanswered. Automatically answering the posted questions can provide a useful source of information for online health communities. In this study, we deve...
computer science
22,438
Automatic Generation of Probabilistic Programming from Time Series Data
stat.ML
Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages make possible to build unified frameworks to compute interesting probabilities of various large, real-world problems. When the structure of mo...
computer science
22,439
On the Consistency of the Likelihood Maximization Vertex Nomination Scheme: Bridging the Gap Between Maximum Likelihood Estimation and Graph Matching
stat.ML
Given a graph in which a few vertices are deemed interesting a priori, the vertex nomination task is to order the remaining vertices into a nomination list such that there is a concentration of interesting vertices at the top of the list. Previous work has yielded several approaches to this problem, with theoretical re...
computer science
22,440
Bayesian nonparametrics for Sparse Dynamic Networks
stat.ML
We propose a Bayesian nonparametric prior for time-varying networks. To each node of the network is associated a positive parameter, modeling the sociability of that node. Sociabilities are assumed to evolve over time, and are modeled via a dynamic point process model. The model is able to (a) capture smooth evolution ...
computer science
22,441
Kernel Bayesian Inference with Posterior Regularization
stat.ML
We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian inference. Moreover, the optimization problem induces a new regularization for the ...
computer science
22,442
A Classification Framework for Partially Observed Dynamical Systems
stat.ML
We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using model point estimates to represent individual data items, we employ posterior distributions over models, thus taking into account in a princi...
computer science
22,443
Sparse additive Gaussian process with soft interactions
stat.ML
Additive nonparametric regression models provide an attractive tool for variable selection in high dimensions when the relationship between the response and predictors is complex. They offer greater flexibility compared to parametric non-linear regression models and better interpretability and scalability than the non-...
computer science
22,444
Bayesian quantile additive regression trees
stat.ML
Ensemble of regression trees have become popular statistical tools for the estimation of conditional mean given a set of predictors. However, quantile regression trees and their ensembles have not yet garnered much attention despite the increasing popularity of the linear quantile regression model. This work proposes a...
computer science
22,445
Magnetic Hamiltonian Monte Carlo
stat.ML
Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics. We refer to this algorithm as magnetic HMC, since in 3 dimensions a subset of th...
computer science
22,446
Retrospective Causal Inference with Machine Learning Ensembles: An Application to Anti-Recidivism Policies in Colombia
stat.ML
We present new methods to estimate causal effects retrospectively from micro data with the assistance of a machine learning ensemble. This approach overcomes two important limitations in conventional methods like regression modeling or matching: (i) ambiguity about the pertinent retrospective counterfactuals and (ii) p...
computer science
22,447
From Dependence to Causation
stat.ML
Machine learning is the science of discovering statistical dependencies in data, and the use of those dependencies to perform predictions. During the last decade, machine learning has made spectacular progress, surpassing human performance in complex tasks such as object recognition, car driving, and computer gaming. H...
computer science
22,448
Effects of Additional Data on Bayesian Clustering
stat.ML
Hierarchical probabilistic models, such as mixture models, are used for cluster analysis. These models have two types of variables: observable and latent. In cluster analysis, the latent variable is estimated, and it is expected that additional information will improve the accuracy of the estimation of the latent varia...
computer science
22,449
Kernel Density Estimation for Dynamical Systems
stat.ML
We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual mixing concepts may not be appropriate for measuring the dependence among these ob...
computer science
22,450
Safe Policy Improvement by Minimizing Robust Baseline Regret
stat.ML
An important problem in sequential decision-making under uncertainty is to use limited data to compute a safe policy, i.e., a policy that is guaranteed to perform at least as well as a given baseline strategy. In this paper, we develop and analyze a new model-based approach to compute a safe policy when we have access ...
computer science
22,451
Spectral Echolocation via the Wave Embedding
stat.ML
Spectral embedding uses eigenfunctions of the discrete Laplacian on a weighted graph to obtain coordinates for an embedding of an abstract data set into Euclidean space. We propose a new pre-processing step of first using the eigenfunctions to simulate a low-frequency wave moving over the data and using both position a...
computer science
22,452
Nested Kriging predictions for datasets with large number of observations
stat.ML
This work falls within the context of predicting the value of a real function at some input locations given a limited number of observations of this function. The Kriging interpolation technique (or Gaussian process regression) is often considered to tackle such a problem but the method suffers from its computational b...
computer science
22,453
Distribution-dependent concentration inequalities for tighter generalization bounds
stat.ML
Concentration inequalities are indispensable tools for studying the generalization capacity of learning models. Hoeffding's and McDiarmid's inequalities are commonly used, giving bounds independent of the data distribution. Although this makes them widely applicable, a drawback is that the bounds can be too loose in so...
computer science
22,454
Anomaly Detection and Localisation using Mixed Graphical Models
stat.ML
We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned over a dataset that is supposed not to contain any anomaly. We then use the model o...
computer science
22,455
The Landscape of Empirical Risk for Non-convex Losses
stat.ML
Most high-dimensional estimation and prediction methods propose to minimize a cost function (empirical risk) that is written as a sum of losses associated to each data point. In this paper we focus on the case of non-convex losses, which is practically important but still poorly understood. Classical empirical process ...
computer science
22,456
Variational Mixture Models with Gamma or inverse-Gamma components
stat.ML
Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear Modeling framework (GLM), used in this case to separate stochastic (Gaussian) noise...
computer science
22,457
Preterm Birth Prediction: Deriving Stable and Interpretable Rules from High Dimensional Data
stat.ML
Preterm births occur at an alarming rate of 10-15%. Preemies have a higher risk of infant mortality, developmental retardation and long-term disabilities. Predicting preterm birth is difficult, even for the most experienced clinicians. The most well-designed clinical study thus far reaches a modest sensitivity of 18.2-...
computer science
22,458
Limit theorems for eigenvectors of the normalized Laplacian for random graphs
stat.ML
We prove a central limit theorem for the components of the eigenvectors corresponding to the $d$ largest eigenvalues of the normalized Laplacian matrix of a finite dimensional random dot product graph. As a corollary, we show that for stochastic blockmodel graphs, the rows of the spectral embedding of the normalized La...
computer science
22,459
Kernel Risk-Sensitive Loss: Definition, Properties and Application to Robust Adaptive Filtering
stat.ML
Nonlinear similarity measures defined in kernel space, such as correntropy, can extract higher-order statistics of data and offer potentially significant performance improvement over their linear counterparts especially in non-Gaussian signal processing and machine learning. In this work, we propose a new similarity me...
computer science
22,460
Fast Mixing Markov Chains for Strongly Rayleigh Measures, DPPs, and Constrained Sampling
stat.ML
We study probability measures induced by set functions with constraints. Such measures arise in a variety of real-world settings, where prior knowledge, resource limitations, or other pragmatic considerations impose constraints. We consider the task of rapidly sampling from such constrained measures, and develop fast M...
computer science
22,461
Fast Algorithms for Demixing Sparse Signals from Nonlinear Observations
stat.ML
We study the problem of demixing a pair of sparse signals from noisy, nonlinear observations of their superposition. Mathematically, we consider a nonlinear signal observation model, $y_i = g(a_i^Tx) + e_i, \ i=1,\ldots,m$, where $x = \Phi w+\Psi z$ denotes the superposition signal, $\Phi$ and $\Psi$ are orthonormal ba...
computer science
22,462
Iterative Hard Thresholding for Model Selection in Genome-Wide Association Studies
stat.ML
A genome-wide association study (GWAS) correlates marker variation with trait variation in a sample of individuals. Each study subject is genotyped at a multitude of SNPs (single nucleotide polymorphisms) spanning the genome. Here we assume that subjects are unrelated and collected at random and that trait values are n...
computer science
22,463
Statistical Guarantees for Estimating the Centers of a Two-component Gaussian Mixture by EM
stat.ML
Recently, a general method for analyzing the statistical accuracy of the EM algorithm has been developed and applied to some simple latent variable models [Balakrishnan et al. 2016]. In that method, the basin of attraction for valid initialization is required to be a ball around the truth. Using Stein's Lemma, we exten...
computer science
22,464
Boosting as a kernel-based method
stat.ML
Boosting combines weak (biased) learners to obtain effective learning algorithms for classification and prediction. In this paper, we show a connection between boosting and kernel-based methods, highlighting both theoretical and practical applications. In the context of $\ell_2$ boosting, we start with a weak linear le...
computer science
22,465
Scaling Factorial Hidden Markov Models: Stochastic Variational Inference without Messages
stat.ML
Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic variational inference, neural network and copula literatures. Unlike existing approaches...
computer science
22,466
Ultra High-Dimensional Nonlinear Feature Selection for Big Biological Data
stat.ML
Machine learning methods are used to discover complex nonlinear relationships in biological and medical data. However, sophisticated learning models are computationally unfeasible for data with millions of features. Here we introduce the first feature selection method for nonlinear learning problems that can scale up t...
computer science
22,467
Robust Volume Minimization-Based Matrix Factorization for Remote Sensing and Document Clustering
stat.ML
This paper considers \emph{volume minimization} (VolMin)-based structured matrix factorization (SMF). VolMin is a factorization criterion that decomposes a given data matrix into a basis matrix times a structured coefficient matrix via finding the minimum-volume simplex that encloses all the columns of the data matrix....
computer science
22,468
Clustering Mixed Datasets Using Homogeneity Analysis with Applications to Big Data
stat.ML
Datasets with a mixture of numerical and categorical attributes are routinely encountered in many application domains. In this work we examine an approach to clustering such datasets using homogeneity analysis. Homogeneity analysis determines a euclidean representation of the data. This can be analyzed by leveraging th...
computer science
22,469
Spatial Modeling of Oil Exploration Areas Using Neural Networks and ANFIS in GIS
stat.ML
Exploration of hydrocarbon resources is a highly complicated and expensive process where various geological, geochemical and geophysical factors are developed then combined together. It is highly significant how to design the seismic data acquisition survey and locate the exploratory wells since incorrect or imprecise ...
computer science
22,470
The discriminative Kalman filter for nonlinear and non-Gaussian sequential Bayesian filtering
stat.ML
The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman filter have been proposed that incorporate linear approximations to nonlinear m...
computer science
22,471
Formal Concept Analysis of Rodent Carriers of Zoonotic Disease
stat.ML
The technique of Formal Concept Analysis is applied to a dataset describing the traits of rodents, with the goal of identifying zoonotic disease carriers,or those species carrying infections that can spillover to cause human disease. The concepts identified among these species together provide rules-of-thumb about the ...
computer science
22,472
Estimating the Number of Clusters via Normalized Cluster Instability
stat.ML
We improve existing instability-based methods for the selection of the number of clusters $k$ in cluster analysis by normalizing instability. In contrast to existing instability methods which only perform well for bounded sequences of small $k$, our method performs well across the whole sequence of possible $k$. In add...
computer science
22,473
Maximum Correntropy Unscented Filter
stat.ML
The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than approximating a non-linear function. Applying the UT to a Kalman filter type estimat...
computer science
22,474
A Randomized Approach to Efficient Kernel Clustering
stat.ML
Kernel-based K-means clustering has gained popularity due to its simplicity and the power of its implicit non-linear representation of the data. A dominant concern is the memory requirement since memory scales as the square of the number of data points. We provide a new analysis of a class of approximate kernel methods...
computer science
22,475
On the Computational Complexity of Geometric Langevin Monte Carlo
stat.ML
Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter space, thus enabling chains to achieve a faster convergence rate when measured in n...
computer science
22,476
Incremental Nonlinear System Identification and Adaptive Particle Filtering Using Gaussian Process
stat.ML
An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model inside a particle filter framework. Model updating is done at measurement sample ...
computer science
22,477
Joint Estimation of Multiple Dependent Gaussian Graphical Models with Applications to Mouse Genomics
stat.ML
Gaussian graphical models are widely used to represent conditional dependence among random variables. In this paper, we propose a novel estimator for data arising from a group of Gaussian graphical models that are themselves dependent. A motivating example is that of modeling gene expression collected on multiple tissu...
computer science
22,478
Understanding Trainable Sparse Coding via Matrix Factorization
stat.ML
Sparse coding is a core building block in many data analysis and machine learning pipelines. Typically it is solved by relying on generic optimization techniques, that are optimal in the class of first-order methods for non-smooth, convex functions, such as the Iterative Soft Thresholding Algorithm and its accelerated ...
computer science
22,479
Generic Inference in Latent Gaussian Process Models
stat.ML
We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the conditional likelihood, only needing its evaluation as a black-box function. Usi...
computer science
22,480
Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints
stat.ML
This work presents PESMOC, Predictive Entropy Search for Multi-objective Bayesian Optimization with Constraints, an information-based strategy for the simultaneous optimization of multiple expensive-to-evaluate black-box functions under the presence of several constraints. PESMOC can hence be used to solve a wide range...
computer science
22,481
Structured Sparse Principal Components Analysis with the TV-Elastic Net penalty
stat.ML
Principal component analysis (PCA) is an exploratory tool widely used in data analysis to uncover dominant patterns of variability within a population. Despite its ability to represent a data set in a low-dimensional space, the interpretability of PCA remains limited. However, in neuroimaging, it is essential to uncove...
computer science
22,482
Gray-box inference for structured Gaussian process models
stat.ML
We develop an automated variational inference method for Bayesian structured prediction problems with Gaussian process (GP) priors and linear-chain likelihoods. Our approach does not need to know the details of the structured likelihood model and can scale up to a large number of observations. Furthermore, we show that...
computer science
22,483
Relativistic Monte Carlo
stat.ML
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time discretizations and performs poorly if there is a mismatch between the spatial geo...
computer science
22,484
Unbiased Sparse Subspace Clustering By Selective Pursuit
stat.ML
Sparse subspace clustering (SSC) is an elegant approach for unsupervised segmentation if the data points of each cluster are located in linear subspaces. This model applies, for instance, in motion segmentation if some restrictions on the camera model hold. SSC requires that problems based on the $l_1$-norm are solved ...
computer science
22,485
Discovering Relationships and their Structures Across Disparate Data Modalities
stat.ML
Determining how certain properties are related to other properties is fundamental to scientific discovery. As data collection rates accelerate, it is becoming increasingly difficult yet ever more important to determine whether one property of data (e.g., cloud density) is related to another (e.g., grass wetness). Only ...
computer science
22,486
Saturating Splines and Feature Selection
stat.ML
We extend the adaptive regression spline model by incorporating saturation, the natural requirement that a function extend as a constant outside a certain range. We fit saturating splines to data using a convex optimization problem over a space of measures, which we solve using an efficient algorithm based on the condi...
computer science
22,487
Estimating Probability Distributions using "Dirac" Kernels (via Rademacher-Walsh Polynomial Basis Functions)
stat.ML
In many applications (in particular information systems, such as pattern recognition, machine learning, cheminformatics, bioinformatics to name but a few) the assessment of uncertainty is essential - i.e., the estimation of the underlying probability distribution function. More often than not, the form of this function...
computer science
22,488
One-vs-Each Approximation to Softmax for Scalable Estimation of Probabilities
stat.ML
The softmax representation of probabilities for categorical variables plays a prominent role in modern machine learning with numerous applications in areas such as large scale classification, neural language modeling and recommendation systems. However, softmax estimation is very expensive for large scale inference bec...
computer science
22,489
Variational Inference with Hamiltonian Monte Carlo
stat.ML
Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we explore this idea using steps of the Hamiltonian Monte Carlo (HMC) algorithm, an e...
computer science
22,490
Online Categorical Subspace Learning for Sketching Big Data with Misses
stat.ML
With the scale of data growing every day, reducing the dimensionality (a.k.a. sketching) of high-dimensional data has emerged as a task of paramount importance. Relevant issues to address in this context include the sheer volume of data that may consist of categorical samples, the typically streaming format of acquisit...
computer science
22,491
Stabilizing Linear Prediction Models using Autoencoder
stat.ML
To date, the instability of prognostic predictors in a sparse high dimensional model, which hinders their clinical adoption, has received little attention. Stable prediction is often overlooked in favour of performance. Yet, stability prevails as key when adopting models in critical areas as healthcare. Our study propo...
computer science
22,492
A Birth and Death Process for Bayesian Network Structure Inference
stat.ML
Bayesian networks (BNs) are graphical models that are useful for representing high-dimensional probability distributions. There has been a great deal of interest in recent years in the NP-hard problem of learning the structure of a BN from observed data. Typically, one assigns a score to various structures and the sear...
computer science
22,493
Model Selection for Gaussian Process Regression by Approximation Set Coding
stat.ML
Gaussian processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The functions to be compared do not just differ in their parametrization but in thei...
computer science
22,494
Recovering Multiple Nonnegative Time Series From a Few Temporal Aggregates
stat.ML
Motivated by electricity consumption metering, we extend existing nonnegative matrix factorization (NMF) algorithms to use linear measurements as observations, instead of matrix entries. The objective is to estimate multiple time series at a fine temporal scale from temporal aggregates measured on each individual serie...
computer science
22,495
Constrained Maximum Correntropy Adaptive Filtering
stat.ML
Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing constrained adaptive filtering algorithms are developed under mean square error (...
computer science
22,496
The Generalized Reparameterization Gradient
stat.ML
The reparameterization gradient has become a widely used method to obtain Monte Carlo gradients to optimize the variational objective. However, this technique does not easily apply to commonly used distributions such as beta or gamma without further approximations, and most practical applications of the reparameterizat...
computer science
22,497
A nonparametric sequential test for online randomized experiments
stat.ML
We propose a nonparametric sequential test that aims to address two practical problems pertinent to online randomized experiments: (i) how to do a hypothesis test for complex metrics; (ii) how to prevent type $1$ error inflation under continuous monitoring. The proposed test does not require knowledge of the underlying...
computer science
22,498
Generative Adversarial Nets from a Density Ratio Estimation Perspective
stat.ML
Generative adversarial networks (GANs) are successful deep generative models. GANs are based on a two-player minimax game. However, the objective function derived in the original motivation is changed to obtain stronger gradients when learning the generator. We propose a novel algorithm that repeats the density ratio e...
computer science
22,499
Truncated Variational Expectation Maximization
stat.ML
We derive a novel variational expectation maximization approach based on truncated variational distributions. Truncated distributions are proportional to exact posteriors within a subset of a discrete state space and equal zero otherwise. The novel variational approach is realized by first generalizing the standard var...
computer science
22,500
Assisted Dictionary Learning for fMRI Data Analysis
stat.ML
Extracting information from functional magnetic resonance (fMRI) images has been a major area of research for more than two decades. The goal of this work is to present a new method for the analysis of fMRI data sets, that is capable to incorporate a priori available information, via an efficient optimization framework...
computer science
22,501
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach
stat.ML
We study statistical inference and robust solution methods for stochastic optimization problems, focusing on giving calibrated and adaptive confidence intervals for optimal values and solutions for a range of stochastic problems. As part of this, we develop a generalized empirical likelihood framework---based on distri...
computer science