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22,502
Removal of Batch Effects using Distribution-Matching Residual Networks
stat.ML
Sources of variability in experimentally derived data include measurement error in addition to the physical phenomena of interest. This measurement error is a combination of systematic components, originating from the measuring instrument, and random measurement errors. Several novel biological technologies, such as ma...
computer science
22,503
Unsupervised clustering under the Union of Polyhedral Cones (UOPC) model
stat.ML
In this paper, we consider clustering data that is assumed to come from one of finitely many pointed convex polyhedral cones. This model is referred to as the Union of Polyhedral Cones (UOPC) model. Similar to the Union of Subspaces (UOS) model where each data from each subspace is generated from a (unknown) basis, in ...
computer science
22,504
Communication-efficient Distributed Sparse Linear Discriminant Analysis
stat.ML
We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size $N$ into $m$ machines, and estimates a local sparse LDA estimator on each machine using the data subset of size $N/m$. After the distri...
computer science
22,505
Estimation of low rank density matrices by Pauli measurements
stat.ML
Density matrices are positively semi-definite Hermitian matrices with unit trace that describe the states of quantum systems. Many quantum systems of physical interest can be represented as high-dimensional low rank density matrices. A popular problem in {\it quantum state tomography} (QST) is to estimate the unknown l...
computer science
22,506
Spatio-temporal Gaussian processes modeling of dynamical systems in systems biology
stat.ML
Quantitative modeling of post-transcriptional regulation process is a challenging problem in systems biology. A mechanical model of the regulatory process needs to be able to describe the available spatio-temporal protein concentration and mRNA expression data and recover the continuous spatio-temporal fields. Rigorous...
computer science
22,507
Black-box Importance Sampling
stat.ML
Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying black-box importance sampling methods that calculate importance weights for sampl...
computer science
22,508
A Unified Computational and Statistical Framework for Nonconvex Low-Rank Matrix Estimation
stat.ML
We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general case with noisy observations, we show that our algorithm is guaranteed to linearl...
computer science
22,509
AutoGP: Exploring the Capabilities and Limitations of Gaussian Process Models
stat.ML
We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for hyperparameter learning alternative to the marginal likelihood. Our approach outper...
computer science
22,510
Consistent Kernel Mean Estimation for Functions of Random Variables
stat.ML
We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable $X$ lead to consistent estimators of the mean embedding of $f(X)$. For Mat\'ern ...
computer science
22,511
Clustering by connection center evolution
stat.ML
The determination of cluster centers generally depends on the scale that we use to analyze the data to be clustered. Inappropriate scale usually leads to unreasonable cluster centers and thus unreasonable results. In this study, we first consider the similarity of elements in the data as the connectivity of nodes in an...
computer science
22,512
Robust and Parallel Bayesian Model Selection
stat.ML
Effective and accurate model selection is an important problem in modern data analysis. One of the major challenges is the computational burden required to handle large data sets that cannot be stored or processed on one machine. Another challenge one may encounter is the presence of outliers and contaminations that da...
computer science
22,513
Enhancing ICA Performance by Exploiting Sparsity: Application to FMRI Analysis
stat.ML
Independent component analysis (ICA) is a powerful method for blind source separation based on the assumption that sources are statistically independent. Though ICA has proven useful and has been employed in many applications, complete statistical independence can be too restrictive an assumption in practice. Additiona...
computer science
22,514
Revisiting Classifier Two-Sample Tests
stat.ML
The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary classifiers. In particular, construct a dataset by pairing the $n$ examples in $S_...
computer science
22,515
On the Convergence of Stochastic Gradient MCMC Algorithms with High-Order Integrators
stat.ML
Recent advances in Bayesian learning with large-scale data have witnessed emergence of stochastic gradient MCMC algorithms (SG-MCMC), such as stochastic gradient Langevin dynamics (SGLD), stochastic gradient Hamiltonian MCMC (SGHMC), and the stochastic gradient thermostat. While finite-time convergence properties of th...
computer science
22,516
Dictionary Learning Strategies for Compressed Fiber Sensing Using a Probabilistic Sparse Model
stat.ML
We present a sparse estimation and dictionary learning framework for compressed fiber sensing based on a probabilistic hierarchical sparse model. To handle severe dictionary coherence, selective shrinkage is achieved using a Weibull prior, which can be related to non-convex optimization with $p$-norm constraints for $0...
computer science
22,517
Mean-Field Variational Inference for Gradient Matching with Gaussian Processes
stat.ML
Gradient matching with Gaussian processes is a promising tool for learning parameters of ordinary differential equations (ODE's). The essence of gradient matching is to model the prior over state variables as a Gaussian process which implies that the joint distribution given the ODE's and GP kernels is also Gaussian di...
computer science
22,518
Independent Component Analysis by Entropy Maximization with Kernels
stat.ML
Independent component analysis (ICA) is the most popular method for blind source separation (BSS) with a diverse set of applications, such as biomedical signal processing, video and image analysis, and communications. Maximum likelihood (ML), an optimal theoretical framework for ICA, requires knowledge of the true unde...
computer science
22,519
Inertial Regularization and Selection (IRS): Sequential Regression in High-Dimension and Sparsity
stat.ML
In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an important outcome from the data that needs to be continuously updated with the ...
computer science
22,520
Bayesian Nonparametric Modeling of Heterogeneous Groups of Censored Data
stat.ML
Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed individually because of their small sample size. Bayesian nonparametric modellin...
computer science
22,521
C-mix: a high dimensional mixture model for censored durations, with applications to genetic data
stat.ML
We introduce a mixture model for censored durations (C-mix), and develop maximum likelihood inference for the joint estimation of the time distributions and latent regression parameters of the model. We consider a high-dimensional setting, with datasets containing a large number of biomedical covariates. We therefore p...
computer science
22,522
Parallelizable sparse inverse formulation Gaussian processes (SpInGP)
stat.ML
We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used in the algorithm, the time complexity of the basic SpInGP is linear, and becaus...
computer science
22,523
Gaussian Process Kernels for Popular State-Space Time Series Models
stat.ML
In this paper we investigate a link between state- space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state- space models are transformed into continuous time form and corresponding Gaussian Process kernels are derived. Experimen- tal results demonstrat...
computer science
22,524
Tensor Decompositions for Identifying Directed Graph Topologies and Tracking Dynamic Networks
stat.ML
Directed networks are pervasive both in nature and engineered systems, often underlying the complex behavior observed in biological systems, microblogs and social interactions over the web, as well as global financial markets. Since their structures are often unobservable, in order to facilitate network analytics, one ...
computer science
22,525
Recurrent switching linear dynamical systems
stat.ML
Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments that are each explained by simpler dynamic units. Building on switching linear dy...
computer science
22,526
Poisson intensity estimation with reproducing kernels
stat.ML
Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity functions exist, especially when observed points lie in a high-dimensional space....
computer science
22,527
Statistical Inference for Model Parameters in Stochastic Gradient Descent
stat.ML
The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing work focuses on the convergence of the objective function or the error of the obtained solution, we investigate the problem of statistic...
computer science
22,528
GPflow: A Gaussian process library using TensorFlow
stat.ML
GPflow is a Gaussian process library that uses TensorFlow for its core computations and Python for its front end. The distinguishing features of GPflow are that it uses variational inference as the primary approximation method, provides concise code through the use of automatic differentiation, has been engineered with...
computer science
22,529
Sparse Signal Subspace Decomposition Based on Adaptive Over-complete Dictionary
stat.ML
This paper proposes a subspace decomposition method based on an over-complete dictionary in sparse representation, called "Sparse Signal Subspace Decomposition" (or 3SD) method. This method makes use of a novel criterion based on the occurrence frequency of atoms of the dictionary over the data set. This criterion, wel...
computer science
22,530
Rapid Posterior Exploration in Bayesian Non-negative Matrix Factorization
stat.ML
Non-negative Matrix Factorization (NMF) is a popular tool for data exploration. Bayesian NMF promises to also characterize uncertainty in the factorization. Unfortunately, current inference approaches such as MCMC mix slowly and tend to get stuck on single modes. We introduce a novel approach using rapidly-exploring ra...
computer science
22,531
Geometric Dirichlet Means algorithm for topic inference
stat.ML
We propose a geometric algorithm for topic learning and inference that is built on the convex geometry of topics arising from the Latent Dirichlet Allocation (LDA) model and its nonparametric extensions. To this end we study the optimization of a geometric loss function, which is a surrogate to the LDA's likelihood. Ou...
computer science
22,532
A general multiblock method for structured variable selection
stat.ML
Regularised canonical correlation analysis was recently extended to more than two sets of variables by the multiblock method Regularised generalised canonical correlation analysis (RGCCA). Further, Sparse GCCA (SGCCA) was proposed to address the issue of variable selection. However, for technical reasons, the variable ...
computer science
22,533
Super-resolution estimation of cyclic arrival rates
stat.ML
Exploiting the fact that most arrival processes exhibit cyclic behaviour, we propose a simple procedure for estimating the intensity of a nonhomogeneous Poisson process. The estimator is the super-resolution analogue to Shao 2010 and Shao & Lii 2011, which is a sum of $p$ sinusoids where $p$ and the frequency, amplitud...
computer science
22,534
Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering
stat.ML
We propose a methodology to explore and measure the pairwise correlations that exist between variables in a dataset. The methodology leverages copulas for encoding dependence between two variables, state-of-the-art optimal transport for providing a relevant geometry to the copulas, and clustering for summarizing the ma...
computer science
22,535
Analysis of Nonstationary Time Series Using Locally Coupled Gaussian Processes
stat.ML
The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method for analyzing time series. In this paper, we introduce a new framework for analyzi...
computer science
22,536
Function Driven Diffusion for Personalized Counterfactual Inference
stat.ML
We consider the problem of constructing diffusion operators high dimensional data $X$ to address counterfactual functions $F$, such as individualized treatment effectiveness. We propose and construct a new diffusion metric $K_F$ that captures both the local geometry of $X$ and the directions of variance of $F$. The res...
computer science
22,537
Causal Compression
stat.ML
We propose a new method of discovering causal relationships in temporal data based on the notion of causal compression. To this end, we adopt the Pearlian graph setting and the directed information as an information theoretic tool for quantifying causality. We introduce chain rule for directed information and use it to...
computer science
22,538
Sensitivity Maps of the Hilbert-Schmidt Independence Criterion
stat.ML
Kernel dependence measures yield accurate estimates of nonlinear relations between random variables, and they are also endorsed with solid theoretical properties and convergence rates. Besides, the empirical estimates are easy to compute in closed form just involving linear algebra operations. However, they are hampere...
computer science
22,539
Learning Methods for Dynamic Topic Modeling in Automated Behaviour Analysis
stat.ML
Semi-supervised and unsupervised systems provide operators with invaluable support and can tremendously reduce the operators load. In the light of the necessity to process large volumes of video data and provide autonomous decisions, this work proposes new learning algorithms for activity analysis in video. The activit...
computer science
22,540
Cross-validation based Nonlinear Shrinkage
stat.ML
Many machine learning algorithms require precise estimates of covariance matrices. The sample covariance matrix performs poorly in high-dimensional settings, which has stimulated the development of alternative methods, the majority based on factor models and shrinkage. Recent work of Ledoit and Wolf has extended the sh...
computer science
22,541
Gaussian Processes for Survival Analysis
stat.ML
We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates. As opposed to many other methods in survival analysis, our framework does not im...
computer science
22,542
Tensor Decomposition via Variational Auto-Encoder
stat.ML
Tensor decomposition is an important technique for capturing the high-order interactions among multiway data. Multi-linear tensor composition methods, such as the Tucker decomposition and the CANDECOMP/PARAFAC (CP), assume that the complex interactions among objects are multi-linear, and are thus insufficient to repres...
computer science
22,543
Spectral community detection in heterogeneous large networks
stat.ML
In this article, we study spectral methods for community detection based on $ \alpha$-parametrized normalized modularity matrix hereafter called $ {\bf L}_\alpha $ in heterogeneous graph models. We show, in a regime where community detection is not asymptotically trivial, that $ {\bf L}_\alpha $ can be well approximate...
computer science
22,544
Optimal rates for the regularized learning algorithms under general source condition
stat.ML
We consider the learning algorithms under general source condition with the polynomial decay of the eigenvalues of the integral operator in vector-valued function setting. We discuss the upper convergence rates of Tikhonov regularizer under general source condition corresponding to increasing monotone index function. T...
computer science
22,545
A Bayesian optimization approach to find Nash equilibria
stat.ML
Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose a novel Gaussian-process based approach for solving games in this context. We f...
computer science
22,546
Estimating Dynamic Treatment Regimes in Mobile Health Using V-learning
stat.ML
The vision for precision medicine is to use individual patient characteristics to inform a personalized treatment plan that leads to the best healthcare possible for each patient. Mobile technologies have an important role to play in this vision as they offer a means to monitor a patient's health status in real-time an...
computer science
22,547
Kernel regression, minimax rates and effective dimensionality: beyond the regular case
stat.ML
We investigate if kernel regularization methods can achieve minimax convergence rates over a source condition regularity assumption for the target function. These questions have been considered in past literature, but only under specific assumptions about the decay, typically polynomial, of the spectrum of the the kern...
computer science
22,548
Error Metrics for Learning Reliable Manifolds from Streaming Data
stat.ML
Spectral dimensionality reduction is frequently used to identify low-dimensional structure in high-dimensional data. However, learning manifolds, especially from the streaming data, is computationally and memory expensive. In this paper, we argue that a stable manifold can be learned using only a fraction of the stream...
computer science
22,549
Joint mean and covariance estimation with unreplicated matrix-variate data
stat.ML
It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated high-dimensional data with unknown mean and dependence structures. Matrix-variate appr...
computer science
22,550
Improved Particle Filters for Vehicle Localisation
stat.ML
The ability to track a moving vehicle is of crucial importance in numerous applications. The task has often been approached by the importance sampling technique of particle filters due to its ability to model non-linear and non-Gaussian dynamics, of which a vehicle travelling on a road network is a good example. Partic...
computer science
22,551
ROS Regression: Integrating Regularization and Optimal Scaling Regression
stat.ML
In this paper we combine two important extensions of ordinary least squares regression: regularization and optimal scaling. Optimal scaling (sometimes also called optimal scoring) has originally been developed for categorical data, and the process finds quantifications for the categories that are optimal for the regres...
computer science
22,552
Finding Alternate Features in Lasso
stat.ML
We propose a method for finding alternate features missing in the Lasso optimal solution. In ordinary Lasso problem, one global optimum is obtained and the resulting features are interpreted as task-relevant features. However, this can overlook possibly relevant features not selected by the Lasso. With the proposed met...
computer science
22,553
Variational Fourier features for Gaussian processes
stat.ML
This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of the variational approach but with the representational power and computational ...
computer science
22,554
MDL-motivated compression of GLM ensembles increases interpretability and retains predictive power
stat.ML
Over the years, ensemble methods have become a staple of machine learning. Similarly, generalized linear models (GLMs) have become very popular for a wide variety of statistical inference tasks. The former have been shown to enhance out- of-sample predictive power and the latter possess easy interpretability. Recently,...
computer science
22,555
Time Series Structure Discovery via Probabilistic Program Synthesis
stat.ML
There is a widespread need for techniques that can discover structure from time series data. Recently introduced techniques such as Automatic Bayesian Covariance Discovery (ABCD) provide a way to find structure within a single time series by searching through a space of covariance kernels that is generated using a simp...
computer science
22,556
Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
stat.ML
We consider the problem of estimating the expected value of information (the knowledge gradient) for Bayesian learning problems where the belief model is nonlinear in the parameters. Our goal is to maximize some metric, while simultaneously learning the unknown parameters of the nonlinear belief model, by guiding a seq...
computer science
22,557
Poisson Random Fields for Dynamic Feature Models
stat.ML
We present the Wright-Fisher Indian buffet process (WF-IBP), a probabilistic model for time-dependent data assumed to have been generated by an unknown number of latent features. This model is suitable as a prior in Bayesian nonparametric feature allocation models in which the features underlying the observed data exhi...
computer science
22,558
Learning Cost-Effective and Interpretable Regimes for Treatment Recommendation
stat.ML
Decision makers, such as doctors and judges, make crucial decisions such as recommending treatments to patients, and granting bails to defendants on a daily basis. Such decisions typically involve weighting the potential benefits of taking an action against the costs involved. In this work, we aim to automate this task...
computer science
22,559
Proceedings of NIPS 2016 Workshop on Interpretable Machine Learning for Complex Systems
stat.ML
This is the Proceedings of NIPS 2016 Workshop on Interpretable Machine Learning for Complex Systems, held in Barcelona, Spain on December 9, 2016
computer science
22,560
Probabilistic map-matching using particle filters
stat.ML
Increasing availability of vehicle GPS data has created potentially transformative opportunities for traffic management, route planning and other location-based services. Critical to the utility of the data is their accuracy. Map-matching is the process of improving the accuracy by aligning GPS data with the road netwo...
computer science
22,561
Complex-valued Gaussian Process Regression for Time Series Analysis
stat.ML
The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene...
computer science
22,562
Non-Convex Projected Gradient Descent for Generalized Low-Rank Tensor Regression
stat.ML
In this paper, we consider the problem of learning high-dimensional tensor regression problems with low-rank structure. One of the core challenges associated with learning high-dimensional models is computation since the underlying optimization problems are often non-convex. While convex relaxations could lead to polyn...
computer science
22,563
Towards multiple kernel principal component analysis for integrative analysis of tumor samples
stat.ML
Personalized treatment of patients based on tissue-specific cancer subtypes has strongly increased the efficacy of the chosen therapies. Even though the amount of data measured for cancer patients has increased over the last years, most cancer subtypes are still diagnosed based on individual data sources (e.g. gene exp...
computer science
22,564
Stochastic Variance-reduced Gradient Descent for Low-rank Matrix Recovery from Linear Measurements
stat.ML
We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex optimization problem of matrix sensing. Our algorithm is applicable to both noisy and...
computer science
22,565
Optimal Low-Rank Dynamic Mode Decomposition
stat.ML
Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This extension is of particular interest for reduced-order modeling in various applicative ...
computer science
22,566
NIPS 2016 Workshop on Representation Learning in Artificial and Biological Neural Networks (MLINI 2016)
stat.ML
This workshop explores the interface between cognitive neuroscience and recent advances in AI fields that aim to reproduce human performance such as natural language processing and computer vision, and specifically deep learning approaches to such problems. When studying the cognitive capabilities of the brain, scien...
computer science
22,567
Learning Sparse Structural Changes in High-dimensional Markov Networks: A Review on Methodologies and Theories
stat.ML
Recent years have seen an increasing popularity of learning the sparse \emph{changes} in Markov Networks. Changes in the structure of Markov Networks reflect alternations of interactions between random variables under different regimes and provide insights into the underlying system. While each individual network struc...
computer science
22,568
Optimal statistical decision for Gaussian graphical model selection
stat.ML
Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language, information retrieval and others. Gaussian graphical model selection is a statist...
computer science
22,569
A Universal Variance Reduction-Based Catalyst for Nonconvex Low-Rank Matrix Recovery
stat.ML
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs projected gradient descent based on a novel semi-stochastic gradient specifically desi...
computer science
22,570
A Large Dimensional Analysis of Least Squares Support Vector Machines
stat.ML
In this article, a large dimensional performance analysis of kernel least squares support vector machines (LS-SVMs) is provided under the assumption of a two-class Gaussian mixture model for the input data. Building upon recent random matrix advances, when both the dimension of data $p$ and their number $n$ grow large ...
computer science
22,571
What Can I Do Now? Guiding Users in a World of Automated Decisions
stat.ML
More and more processes governing our lives use in some part an automatic decision step, where -- based on a feature vector derived from an applicant -- an algorithm has the decision power over the final outcome. Here we present a simple idea which gives some of the power back to the applicant by providing her with alt...
computer science
22,572
Sparse Kernel Canonical Correlation Analysis via $\ell_1$-regularization
stat.ML
Canonical correlation analysis (CCA) is a multivariate statistical technique for finding the linear relationship between two sets of variables. The kernel generalization of CCA named kernel CCA has been proposed to find nonlinear relations between datasets. Despite their wide usage, they have one common limitation that...
computer science
22,573
Datenqualität in Regressionsproblemen
stat.ML
Regression models are increasingly built using datasets which do not follow a design of experiment. Instead, the data is e.g. gathered by an automated monitoring of a technical system. As a consequence, already the input data represents phenomena of the system and violates statistical assumptions of distributions. The ...
computer science
22,574
Multi-view Regularized Gaussian Processes
stat.ML
Gaussian processes (GPs) have been proven to be powerful tools in various areas of machine learning. However, there are very few applications of GPs in the scenario of multi-view learning. In this paper, we present a new GP model for multi-view learning. Unlike existing methods, it combines multiple views by regularizi...
computer science
22,575
Random Forest Missing Data Algorithms
stat.ML
Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity, and they have the potential to scale to big data settings. Currently there are ...
computer science
22,576
Estimating Individual Treatment Effect in Observational Data Using Random Forest Methods
stat.ML
Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model which takes the hypothetical stance of asking what if an individual had received both tr...
computer science
22,577
Stability Enhanced Large-Margin Classifier Selection
stat.ML
Stability is an important aspect of a classification procedure because unstable predictions can potentially reduce users' trust in a classification system and also harm the reproducibility of scientific conclusions. The major goal of our work is to introduce a novel concept of classification instability, i.e., decision...
computer science
22,578
The Impact of Random Models on Clustering Similarity
stat.ML
Clustering is a central approach for unsupervised learning. After clustering is applied, the most fundamental analysis is to quantitatively compare clusterings. Such comparisons are crucial for the evaluation of clustering methods as well as other tasks such as consensus clustering. It is often argued that, in order to...
computer science
22,579
Iterative Thresholding for Demixing Structured Superpositions in High Dimensions
stat.ML
We consider the demixing problem of two (or more) high-dimensional vectors from nonlinear observations when the number of such observations is far less than the ambient dimension of the underlying vectors. Specifically, we demonstrate an algorithm that stably estimate the underlying components under general \emph{struc...
computer science
22,580
Stable Recovery Of Sparse Vectors From Random Sinusoidal Feature Maps
stat.ML
Random sinusoidal features are a popular approach for speeding up kernel-based inference in large datasets. Prior to the inference stage, the approach suggests performing dimensionality reduction by first multiplying each data vector by a random Gaussian matrix, and then computing an element-wise sinusoid. Theoretical ...
computer science
22,581
Robust mixture modelling using sub-Gaussian stable distribution
stat.ML
Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in the literature. Here, we introduce a type of expectation maximization algorithm t...
computer science
22,582
Subset Selection for Multiple Linear Regression via Optimization
stat.ML
Subset selection in multiple linear regression is to choose a subset of candidate explanatory variables that tradeoff error and the number of variables selected. We built mathematical programming models for subset selection and compare the performance of an LP-based branch-and-bound algorithm with tailored valid inequa...
computer science
22,583
Boosting hazard regression with time-varying covariates
stat.ML
Consider a left-truncated right-censored survival process whose evolution depends on time-varying covariates. Given functional data samples from the process, we propose a practical boosting procedure for estimating its log-intensity function. Our method does not require any separability assumptions like Cox proportiona...
computer science
22,584
Prototypal Analysis and Prototypal Regression
stat.ML
Prototypal analysis is introduced to overcome two shortcomings of archetypal analysis: its sensitivity to outliers and its non-locality, which reduces its applicability as a learning tool. Same as archetypal analysis, prototypal analysis finds prototypes through convex combination of the data points and approximates th...
computer science
22,585
Sharp Convergence Rates for Forward Regression in High-Dimensional Sparse Linear Models
stat.ML
Forward regression is a statistical model selection and estimation procedure which inductively selects covariates that add predictive power into a working statistical regression model. Once a model is selected, unknown regression parameters are estimated by least squares. This paper analyzes forward regression in high-...
computer science
22,586
Energy Prediction using Spatiotemporal Pattern Networks
stat.ML
This paper presents a novel data-driven technique based on the spatiotemporal pattern network (STPN) for energy/power prediction for complex dynamical systems. Built on symbolic dynamic filtering, the STPN framework is used to capture not only the individual system characteristics but also the pair-wise causal dependen...
computer science
22,587
Query Efficient Posterior Estimation in Scientific Experiments via Bayesian Active Learning
stat.ML
A common problem in disciplines of applied Statistics research such as Astrostatistics is of estimating the posterior distribution of relevant parameters. Typically, the likelihoods for such models are computed via expensive experiments such as cosmological simulations of the universe. An urgent challenge in these rese...
computer science
22,588
Shape-Based Approach to Household Load Curve Clustering and Prediction
stat.ML
Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it diff...
computer science
22,589
Hierarchical Symbolic Dynamic Filtering of Streaming Non-stationary Time Series Data
stat.ML
This paper proposes a hierarchical feature extractor for non-stationary streaming time series based on the concept of switching observable Markov chain models. The slow time-scale non-stationary behaviors are considered to be a mixture of quasi-stationary fast time-scale segments that are exhibited by complex dynamical...
computer science
22,590
Robust Clustering for Time Series Using Spectral Densities and Functional Data Analysis
stat.ML
In this work a robust clustering algorithm for stationary time series is proposed. The algorithm is based on the use of estimated spectral densities, which are considered as functional data, as the basic characteristic of stationary time series for clustering purposes. A robust algorithm for functional data is then app...
computer science
22,591
Spectral Clustering via Graph Filtering: Consistency on the High-Dimensional Stochastic Block Model
stat.ML
Spectral clustering is amongst the most popular methods for community detection in graphs. A key step in spectral clustering algorithms is the eigen-decomposition of the $n{\times}n$ graph Laplacian matrix to extract its $k$ leading eigenvectors, where $k$ is the desired number of clusters among $n$ objects. This is pr...
computer science
22,592
An Efficient, Expressive and Local Minima-free Method for Learning Controlled Dynamical Systems
stat.ML
We propose a framework for modeling and estimating the state of controlled dynamical systems, where an agent can affect the system through actions and receives partial observations. Based on this framework, we propose the Predictive State Representation with Random Fourier Features (RFFPSR). A key property in RFF-PSRs ...
computer science
22,593
metboost: Exploratory regression analysis with hierarchically clustered data
stat.ML
As data collections become larger, exploratory regression analysis becomes more important but more challenging. When observations are hierarchically clustered the problem is even more challenging because model selection with mixed effect models can produce misleading results when nonlinear effects are not included into...
computer science
22,594
Intercomparison of Machine Learning Methods for Statistical Downscaling: The Case of Daily and Extreme Precipitation
stat.ML
Statistical downscaling of global climate models (GCMs) allows researchers to study local climate change effects decades into the future. A wide range of statistical models have been applied to downscaling GCMs but recent advances in machine learning have not been explored. In this paper, we compare four fundamental st...
computer science
22,595
Sequential Dirichlet Process Mixtures of Multivariate Skew t-distributions for Model-based Clustering of Flow Cytometry Data
stat.ML
Flow cytometry is a high-throughput technology used to quantify multiple surface and intracellular markers at the level of a single cell. This enables to identify cell sub-types, and to determine their relative proportions. Improvements of this technology allow to describe millions of individual cells from a blood samp...
computer science
22,596
Bayesian Additive Adaptive Basis Tensor Product Models for Modeling High Dimensional Surfaces: An application to high-throughput toxicity testing
stat.ML
Many modern data sets are sampled with error from complex high-dimensional surfaces. Methods such as tensor product splines or Gaussian processes are effective/well suited for characterizing a surface in two or three dimensions but may suffer from difficulties when representing higher dimensional surfaces. Motivated by...
computer science
22,597
Additive Models with Trend Filtering
stat.ML
We consider additive models built with trend filtering, i.e., additive models whose components are each regularized by the (discrete) total variation of their $(k+1)$st (discrete) derivative, for a chosen integer $k \geq 0$. This results in $k$th degree piecewise polynomial components, (e.g., $k=0$ gives piecewise cons...
computer science
22,598
Estimating Nonlinear Dynamics with the ConvNet Smoother
stat.ML
Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on assumptions of linearity and Gaussianity that are rarely met in practice. In this p...
computer science
22,599
Observable dictionary learning for high-dimensional statistical inference
stat.ML
This paper introduces a method for efficiently inferring a high-dimensional distributed quantity from a few observations. The quantity of interest (QoI) is approximated in a basis (dictionary) learned from a training set. The coefficients associated with the approximation of the QoI in the basis are determined by minim...
computer science
22,600
SAGA and Restricted Strong Convexity
stat.ML
SAGA is a fast incremental gradient method on the finite sum problem and its effectiveness has been tested on a vast of applications. In this paper, we analyze SAGA on a class of non-strongly convex and non-convex statistical problem such as Lasso, group Lasso, Logistic regression with $\ell_1$ regularization, linear r...
computer science
22,601
Exponentially vanishing sub-optimal local minima in multilayer neural networks
stat.ML
Background: Statistical mechanics results (Dauphin et al. (2014); Choromanska et al. (2015)) suggest that local minima with high error are exponentially rare in high dimensions. However, to prove low error guarantees for Multilayer Neural Networks (MNNs), previous works so far required either a heavily modified MNN mod...
computer science