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22,602
Uniform Inference for High-dimensional Quantile Regression: Linear Functionals and Regression Rank Scores
stat.ML
Hypothesis tests in models whose dimension far exceeds the sample size can be formulated much like the classical studentized tests only after the initial bias of estimation is removed successfully. The theory of debiased estimators can be developed in the context of quantile regression models for a fixed quantile value...
computer science
22,603
A Continuum of Optimal Primal-Dual Algorithms for Convex Composite Minimization Problems with Applications to Structured Sparsity
stat.ML
Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular algorithms for solving such problems, e.g., ADMM, often involve non-trivial optimiz...
computer science
22,604
Column normalization of a random measurement matrix
stat.ML
In this note we answer a question of G. Lecu\'{e}, by showing that column normalization of a random matrix with iid entries need not lead to good sparse recovery properties, even if the generating random variable has a reasonable moment growth. Specifically, for every $2 \leq p \leq c_1\log d$ we construct a random vec...
computer science
22,605
A Unified Framework for Low-Rank plus Sparse Matrix Recovery
stat.ML
We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness conditions. Based on projected gradient descent and the double thresholding operator, ...
computer science
22,606
A Unified Parallel Algorithm for Regularized Group PLS Scalable to Big Data
stat.ML
Partial Least Squares (PLS) methods have been heavily exploited to analyse the association between two blocs of data. These powerful approaches can be applied to data sets where the number of variables is greater than the number of observations and in presence of high collinearity between variables. Different sparse ve...
computer science
22,607
Spectral Clustering using PCKID - A Probabilistic Cluster Kernel for Incomplete Data
stat.ML
In this paper, we propose PCKID, a novel, robust, kernel function for spectral clustering, specifically designed to handle incomplete data. By combining posterior distributions of Gaussian Mixture Models for incomplete data on different scales, we are able to learn a kernel for incomplete data that does not depend on a...
computer science
22,608
Sobolev Norm Learning Rates for Regularized Least-Squares Algorithm
stat.ML
Learning rates for regularized least-squares algorithms are in most cases expressed with respect to the excess risk, or equivalently, the $L_2$-norm. For some applications, however, guarantees with respect to stronger norms such as the $L_\infty$-norm, are desirable. We address this problem by establishing learning rat...
computer science
22,609
Deep Nonparametric Estimation of Discrete Conditional Distributions via Smoothed Dyadic Partitioning
stat.ML
We present an approach to deep estimation of discrete conditional probability distributions. Such models have several applications, including generative modeling of audio, image, and video data. Our approach combines two main techniques: dyadic partitioning and graph-based smoothing of the discrete space. By recursivel...
computer science
22,610
GapTV: Accurate and Interpretable Low-Dimensional Regression and Classification
stat.ML
We consider the problem of estimating a regression function in the common situation where the number of features is small, where interpretability of the model is a high priority, and where simple linear or additive models fail to provide adequate performance. To address this problem, we present GapTV, an approach that ...
computer science
22,611
Microwave breast cancer detection using Empirical Mode Decomposition features
stat.ML
Microwave-based breast cancer detection has been proposed as a complementary approach to compensate for some drawbacks of existing breast cancer detection techniques. Among the existing microwave breast cancer detection methods, machine learning-type algorithms have recently become more popular. These focus on detectin...
computer science
22,612
Bayesian inference on random simple graphs with power law degree distributions
stat.ML
We present a model for random simple graphs with a degree distribution that obeys a power law (i.e., is heavy-tailed). To attain this behavior, the edge probabilities in the graph are constructed from Bertoin-Fujita-Roynette-Yor (BFRY) random variables, which have been recently utilized in Bayesian statistics for the c...
computer science
22,613
An Efficient Pseudo-likelihood Method for Sparse Binary Pairwise Markov Network Estimation
stat.ML
The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression problem. In this way, many insights and optimization procedures for sparse logistic...
computer science
22,614
A Mutually-Dependent Hadamard Kernel for Modelling Latent Variable Couplings
stat.ML
We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent correlation Gaussian process (LCGP) model combines these non-stationary latent comp...
computer science
22,615
Embarrassingly parallel inference for Gaussian processes
stat.ML
Training Gaussian process-based models typically involves an $ O(N^3)$ computational bottleneck. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent functions, and are often not parallelizable. We present an embarrassingly parallel method that takes advantage of inve...
computer science
22,616
Semi-supervised Learning based on Distributionally Robust Optimization
stat.ML
We propose a novel method for semi-supervised learning (SSL) based on data-driven distributionally robust optimization (DRO) using optimal transport metrics. Our proposed method enhances generalization error by using the unlabeled data to restrict the support of the worst case distribution in our DRO formulation. We en...
computer science
22,617
The Second Order Linear Model
stat.ML
We study a fundamental class of regression models called the second order linear model (SLM). The SLM extends the linear model to high order functional space and has attracted considerable research interest recently. Yet how to efficiently learn the SLM under full generality using nonconvex solver still remains an open...
computer science
22,618
Linearly constrained Gaussian processes
stat.ML
We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly incorporated in the model such that they are guaranteed to be fulfilled by any sam...
computer science
22,619
Gauging Variational Inference
stat.ML
Computing partition function is the most important statistical inference task arising in applications of Graphical Models (GM). Since it is computationally intractable, approximate methods have been used to resolve the issue in practice, where mean-field (MF) and belief propagation (BP) are arguably the most popular an...
computer science
22,620
An unsupervised bayesian approach for the joint reconstruction and classification of cutaneous reflectance confocal microscopy images
stat.ML
This paper studies a new Bayesian algorithm for the joint reconstruction and classification of reflectance confocal microscopy (RCM) images, with application to the identification of human skin lentigo. The proposed Bayesian approach takes advantage of the distribution of the multiplicative speckle noise affecting the ...
computer science
22,621
Autoencoding Variational Inference For Topic Models
stat.ML
Topic models are one of the most popular methods for learning representations of text, but a major challenge is that any change to the topic model requires mathematically deriving a new inference algorithm. A promising approach to address this problem is autoencoding variational Bayes (AEVB), but it has proven diffi- c...
computer science
22,622
A Statistical Machine Learning Approach to Yield Curve Forecasting
stat.ML
Yield curve forecasting is an important problem in finance. In this work we explore the use of Gaussian Processes in conjunction with a dynamic modeling strategy, much like the Kalman Filter, to model the yield curve. Gaussian Processes have been successfully applied to model functional data in a variety of application...
computer science
22,623
Soft-DTW: a Differentiable Loss Function for Time-Series
stat.ML
We propose in this paper a differentiable learning loss between time series, building upon the celebrated dynamic time warping (DTW) discrepancy. Unlike the Euclidean distance, DTW can compare time series of variable size and is robust to shifts or dilatations across the time dimension. To compute DTW, one typically so...
computer science
22,624
Forward and Reverse Gradient-Based Hyperparameter Optimization
stat.ML
We study two procedures (reverse-mode and forward-mode) for computing the gradient of the validation error with respect to the hyperparameters of any iterative learning algorithm such as stochastic gradient descent. These procedures mirror two methods of computing gradients for recurrent neural networks and have differ...
computer science
22,625
Computational Eco-Systems for Handwritten Digits Recognition
stat.ML
Inspired by the importance of diversity in biological system, we built an heterogeneous system that could achieve this goal. Our architecture could be summarized in two basic steps. First, we generate a diverse set of classification hypothesis using both Convolutional Neural Networks, currently the state-of-the-art tec...
computer science
22,626
Grammar Variational Autoencoder
stat.ML
Deep generative models have been wildly successful at learning coherent latent representations for continuous data such as video and audio. However, generative modeling of discrete data such as arithmetic expressions and molecular structures still poses significant challenges. Crucially, state-of-the-art methods often ...
computer science
22,627
Probabilistic Reduced-Order Modeling for Stochastic Partial Differential Equations
stat.ML
We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve this fine scale variability which unavoidably requires the repeated solution of...
computer science
22,628
Max-value Entropy Search for Efficient Bayesian Optimization
stat.ML
Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the $\arg\max$ of the unknown function; yet, both are plagued by the expensive computatio...
computer science
22,629
Batched High-dimensional Bayesian Optimization via Structural Kernel Learning
stat.ML
Optimization of high-dimensional black-box functions is an extremely challenging problem. While Bayesian optimization has emerged as a popular approach for optimizing black-box functions, its applicability has been limited to low-dimensional problems due to its computational and statistical challenges arising from high...
computer science
22,630
Global optimization of Lipschitz functions
stat.ML
The goal of the paper is to design sequential strategies which lead to efficient optimization of an unknown function under the only assumption that it has a finite Lipschitz constant. We first identify sufficient conditions for the consistency of generic sequential algorithms and formulate the expected minimax rate for...
computer science
22,631
Polynomial Time Algorithms for Dual Volume Sampling
stat.ML
We study dual volume sampling, a method for selecting k columns from an n x m short and wide matrix (n <= k <= m) such that the probability of selection is proportional to the volume spanned by the rows of the induced submatrix. This method was proposed by Avron and Boutsidis (2013), who showed it to be a promising met...
computer science
22,632
Trimmed Density Ratio Estimation
stat.ML
Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator wh...
computer science
22,633
mlrMBO: A Modular Framework for Model-Based Optimization of Expensive Black-Box Functions
stat.ML
We present mlrMBO, a flexible and comprehensive R toolbox for model-based optimization (MBO), also known as Bayesian optimization, which addresses the problem of expensive black-box optimization by approximating the given objective function through a surrogate regression model. It is designed for both single- and multi...
computer science
22,634
Parallel Markov Chain Monte Carlo for the Indian Buffet Process
stat.ML
Indian Buffet Process based models are an elegant way for discovering underlying features within a data set, but inference in such models can be slow. Inferring underlying features using Markov chain Monte Carlo either relies on an uncollapsed representation, which leads to poor mixing, or on a collapsed representation...
computer science
22,635
Density Level Set Estimation on Manifolds with DBSCAN
stat.ML
We show that DBSCAN can estimate the connected components of the $\lambda$-density level set $\{ x : f(x) \ge \lambda\}$ given $n$ i.i.d. samples from an unknown density $f$. We characterize the regularity of the level set boundaries using parameter $\beta > 0$ and analyze the estimation error under the Hausdorff metri...
computer science
22,636
DeepSleepNet: a Model for Automatic Sleep Stage Scoring based on Raw Single-Channel EEG
stat.ML
The present study proposes a deep learning model, named DeepSleepNet, for automatic sleep stage scoring based on raw single-channel EEG. Most of the existing methods rely on hand-engineered features which require prior knowledge of sleep analysis. Only a few of them encode the temporal information such as transition ru...
computer science
22,637
Practical Bayesian Optimization for Variable Cost Objectives
stat.ML
We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to sampling support points, allowing faster construction of the acquisition function....
computer science
22,638
Multivariate Gaussian and Student$-t$ Process Regression for Multi-output Prediction
stat.ML
Gaussian process for vector-valued function model has been shown to be a useful method for multi-output prediction. The existing method for this model is to re-formulate the matrix-variate Gaussian distribution as a multivariate normal distribution. Although it is effective in many cases, re-formulation is not always w...
computer science
22,639
Conditional Time Series Forecasting with Convolutional Neural Networks
stat.ML
We present a method for conditional time series forecasting based on the recent deep convolutional WaveNet architecture. The proposed network contains stacks of dilated convolutions that allow it to access a broad range of history when forecasting; multiple convolutional filters are applied in parallel to separate time...
computer science
22,640
A statistical model for aggregating judgments by incorporating peer predictions
stat.ML
We propose a probabilistic model to aggregate the answers of respondents answering multiple-choice questions. The model does not assume that everyone has access to the same information, and so does not assume that the consensus answer is correct. Instead, it infers the most probable world state, even if only a minority...
computer science
22,641
A Random Finite Set Model for Data Clustering
stat.ML
The goal of data clustering is to partition data points into groups to minimize a given objective function. While most existing clustering algorithms treat each data point as vector, in many applications each datum is not a vector but a point pattern or a set of points. Moreover, many existing clustering methods requir...
computer science
22,642
Optimization for L1-Norm Error Fitting via Data Aggregation
stat.ML
We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. Any L1-norm model can be solved optimally using the proposed algorithm if it follows the form of the L1-norm error fitting...
computer science
22,643
Adaptivity to Noise Parameters in Nonparametric Active Learning
stat.ML
This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common \textit{noise conditions}. These rates display interesting transitions -- due to the inte...
computer science
22,644
On Consistency of Graph-based Semi-supervised Learning
stat.ML
Graph-based semi-supervised learning is one of the most popular methods in machine learning. Some of its theoretical properties such as bounds for the generalization error and the convergence of the graph Laplacian regularizer have been studied in computer science and statistics literatures. However, a fundamental stat...
computer science
22,645
Multi-fidelity Bayesian Optimisation with Continuous Approximations
stat.ML
Bandit methods for black-box optimisation, such as Bayesian optimisation, are used in a variety of applications including hyper-parameter tuning and experiment design. Recently, \emph{multi-fidelity} methods have garnered considerable attention since function evaluations have become increasingly expensive in such appli...
computer science
22,646
Practical Coreset Constructions for Machine Learning
stat.ML
We investigate coresets - succinct, small summaries of large data sets - so that solutions found on the summary are provably competitive with solution found on the full data set. We provide an overview over the state-of-the-art in coreset construction for machine learning. In Section 2, we present both the intuition be...
computer science
22,647
Universal Consistency and Robustness of Localized Support Vector Machines
stat.ML
The massive amount of available data potentially used to discover patters in machine learning is a challenge for kernel based algorithms with respect to runtime and storage capacities. Local approaches might help to relieve these issues. From a statistical point of view local approaches allow additionally to deal with ...
computer science
22,648
Testing and Learning on Distributions with Symmetric Noise Invariance
stat.ML
Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that all possible differences between samples are of interest -- discovered difference...
computer science
22,649
Distribution of Gaussian Process Arc Lengths
stat.ML
We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest. Previously, only paths in one dimension have been considered, with no theoretical con...
computer science
22,650
Robustness of Maximum Correntropy Estimation Against Large Outliers
stat.ML
The maximum correntropy criterion (MCC) has recently been successfully applied in robust regression, classification and adaptive filtering, where the correntropy is maximized instead of minimizing the well-known mean square error (MSE) to improve the robustness with respect to outliers (or impulsive noises). Considerab...
computer science
22,651
Reducing Crowdsourcing to Graphon Estimation, Statistically
stat.ML
Inferring the correct answers to binary tasks based on multiple noisy answers in an unsupervised manner has emerged as the canonical question for micro-task crowdsourcing or more generally aggregating opinions. In graphon estimation, one is interested in estimating edge intensities or probabilities between nodes using ...
computer science
22,652
Training Gaussian Mixture Models at Scale via Coresets
stat.ML
How can we train a statistical mixture model on a massive data set? In this work we show how to construct coresets for mixtures of Gaussians. A coreset is a weighted subset of the data, which guarantees that models fitting the coreset also provide a good fit for the original data set. We show that, perhaps surprisingly...
computer science
22,653
The Dependence of Machine Learning on Electronic Medical Record Quality
stat.ML
There is growing interest in applying machine learning methods to Electronic Medical Records (EMR). Across different institutions, however, EMR quality can vary widely. This work investigated the impact of this disparity on the performance of three advanced machine learning algorithms: logistic regression, multilayer p...
computer science
22,654
Binarsity: a penalization for one-hot encoded features
stat.ML
This paper deals with the problem of large-scale linear supervised learning in settings where a large number of continuous features are available. We propose to combine the well-known trick of one-hot encoding of continuous features with a new penalization called binarsity. In each group of binary features coming from ...
computer science
22,655
Learning to Predict: A Fast Re-constructive Method to Generate Multimodal Embeddings
stat.ML
Integrating visual and linguistic information into a single multimodal representation is an unsolved problem with wide-reaching applications to both natural language processing and computer vision. In this paper, we present a simple method to build multimodal representations by learning a language-to-vision mapping and...
computer science
22,656
A Scale Free Algorithm for Stochastic Bandits with Bounded Kurtosis
stat.ML
Existing strategies for finite-armed stochastic bandits mostly depend on a parameter of scale that must be known in advance. Sometimes this is in the form of a bound on the payoffs, or the knowledge of a variance or subgaussian parameter. The notable exceptions are the analysis of Gaussian bandits with unknown mean and...
computer science
22,657
Thompson Sampling for Linear-Quadratic Control Problems
stat.ML
We consider the exploration-exploitation tradeoff in linear quadratic (LQ) control problems, where the state dynamics is linear and the cost function is quadratic in states and controls. We analyze the regret of Thompson sampling (TS) (a.k.a. posterior-sampling for reinforcement learning) in the frequentist setting, i....
computer science
22,658
Multilabel Classification with R Package mlr
stat.ML
We implemented several multilabel classification algorithms in the machine learning package mlr. The implemented methods are binary relevance, classifier chains, nested stacking, dependent binary relevance and stacking, which can be used with any base learner that is accessible in mlr. Moreover, there is access to the ...
computer science
22,659
Sparse Multi-Output Gaussian Processes for Medical Time Series Prediction
stat.ML
In real-time monitoring of hospital patients, high-quality inference of patients' health status using all information available from clinical covariates and lab tests are essential to enable successful medical interventions and improve patient outcomes. In this work, we develop and explore a Bayesian nonparametric mode...
computer science
22,660
PWLS-ULTRA: An Efficient Clustering and Learning-Based Approach for Low-Dose 3D CT Image Reconstruction
stat.ML
The development of computed tomography (CT) image reconstruction methods that significantly reduce patient radiation exposure while maintaining high image quality is an important area of research in low-dose CT (LDCT) imaging. We propose a new penalized weighted least squares (PWLS) reconstruction method that exploits ...
computer science
22,661
Fairness in Criminal Justice Risk Assessments: The State of the Art
stat.ML
Objectives: Discussions of fairness in criminal justice risk assessments typically lack conceptual precision. Rhetoric too often substitutes for careful analysis. In this paper, we seek to clarify the tradeoffs between different kinds of fairness and between fairness and accuracy. Methods: We draw on the existing lit...
computer science
22,662
Discovering Explainable Latent Covariance Structure for Multiple Time Series
stat.ML
Analyzing time series data is important to predict future events and changes in finance, manufacturing, and administrative decisions. Gaussian processes (GPs) solve regression and classification problems by choosing appropriate kernels capturing covariance structure of data. In time series analysis, GP based regression...
computer science
22,663
Algebraic Variety Models for High-Rank Matrix Completion
stat.ML
We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly high-rank, but it becomes low-rank after mapping each column to a higher dimensional...
computer science
22,664
Gradient-based Regularization Parameter Selection for Problems with Non-smooth Penalty Functions
stat.ML
In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure corresponding to that penalty should be enforced. Typically the parameters are c...
computer science
22,665
Improving Spectral Clustering using the Asymptotic Value of the Normalised Cut
stat.ML
Spectral clustering is a popular and versatile clustering method based on a relaxation of the normalised graph cut objective. Despite its popularity, however, there is no single agreed upon method for tuning the important scaling parameter, nor for determining automatically the number of clusters to extract. Popular he...
computer science
22,666
Optimal Policies for Observing Time Series and Related Restless Bandit Problems
stat.ML
The trade-off between the cost of acquiring and processing data, and uncertainty due to a lack of data is fundamental in machine learning. A basic instance of this trade-off is the problem of deciding when to make noisy and costly observations of a discrete-time Gaussian random walk, so as to minimise the posterior var...
computer science
22,667
Intraoperative margin assessment of human breast tissue in optical coherence tomography images using deep neural networks
stat.ML
Objective: In this work, we perform margin assessment of human breast tissue from optical coherence tomography (OCT) images using deep neural networks (DNNs). This work simulates an intraoperative setting for breast cancer lumpectomy. Methods: To train the DNNs, we use both the state-of-the-art methods (Weight Decay an...
computer science
22,668
The Risk of Machine Learning
stat.ML
Many applied settings in empirical economics involve simultaneous estimation of a large number of parameters. In particular, applied economists are often interested in estimating the effects of many-valued treatments (like teacher effects or location effects), treatment effects for many groups, and prediction models wi...
computer science
22,669
Prediction of infectious disease epidemics via weighted density ensembles
stat.ML
Accurate and reliable predictions of infectious disease dynamics can be valuable to public health organizations that plan interventions to decrease or prevent disease transmission. A great variety of models have been developed for this task, using different model structures, covariates, and targets for prediction. Expe...
computer science
22,670
Exploiting gradients and Hessians in Bayesian optimization and Bayesian quadrature
stat.ML
An exciting branch of machine learning research focuses on methods for learning, optimizing, and integrating unknown functions that are difficult or costly to evaluate. A popular Bayesian approach to this problem uses a Gaussian process (GP) to construct a posterior distribution over the function of interest given a se...
computer science
22,671
Dictionary-based Tensor Canonical Polyadic Decomposition
stat.ML
To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictiona...
computer science
22,672
On the construction of probabilistic Newton-type algorithms
stat.ML
It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start assembling probabilistic Newton-type algorithms, applicable in situations where we only...
computer science
22,673
Detecting confounding in multivariate linear models via spectral analysis
stat.ML
We study a model where one target variable Y is correlated with a vector X:=(X_1,...,X_d) of predictor variables being potential causes of Y. We describe a method that infers to what extent the statistical dependences between X and Y are due to the influence of X on Y and to what extent due to a hidden common cause (co...
computer science
22,674
Massive Data Clustering in Moderate Dimensions from the Dual Spaces of Observation and Attribute Data Clouds
stat.ML
Cluster analysis of very high dimensional data can benefit from the properties of such high dimensionality. Informally expressed, in this work, our focus is on the analogous situation when the dimensionality is moderate to small, relative to a massively sized set of observations. Mathematically expressed, these are the...
computer science
22,675
Angle-Based Joint and Individual Variation Explained
stat.ML
Integrative analysis of disparate data blocks measured on a common set of experimental subjects is a major challenge in modern data analysis. This data structure naturally motivates the simultaneous exploration of the joint and individual variation within each data block resulting in new insights. For instance, there i...
computer science
22,676
When is Network Lasso Accurate?
stat.ML
The "least absolute shrinkage and selection operator" (Lasso) method has been adapted recently for networkstructured datasets. In particular, this network Lasso method allows to learn graph signals from a small number of noisy signal samples by using the total variation of a graph signal for regularization. While effic...
computer science
22,677
Locally-adapted convolution-based super-resolution of irregularly-sampled ocean remote sensing data
stat.ML
Super-resolution is a classical problem in image processing, with numerous applications to remote sensing image enhancement. Here, we address the super-resolution of irregularly-sampled remote sensing images. Using an optimal interpolation as the low-resolution reconstruction, we explore locally-adapted multimodal conv...
computer science
22,678
A Brief Introduction to the Temporal Group LASSO and its Potential Applications in Healthcare
stat.ML
The Temporal Group LASSO is an example of a multi-task, regularized regression approach for the prediction of response variables that vary over time. The aim of this work is to introduce the reader to the concepts behind the Temporal Group LASSO and its related methods, as well as to the type of potential applications ...
computer science
22,679
Interactive Graphics for Visually Diagnosing Forest Classifiers in R
stat.ML
This paper describes structuring data and constructing plots to explore forest classification models interactively. A forest classifier is an example of an ensemble, produced by bagging multiple trees. The process of bagging and combining results from multiple trees, produces numerous diagnostics which, with interactiv...
computer science
22,680
Noisy Tensor Completion for Tensors with a Sparse Canonical Polyadic Factor
stat.ML
In this paper we study the problem of noisy tensor completion for tensors that admit a canonical polyadic or CANDECOMP/PARAFAC (CP) decomposition with one of the factors being sparse. We present general theoretical error bounds for an estimate obtained by using a complexity-regularized maximum likelihood principle and ...
computer science
22,681
Strictly Proper Kernel Scoring Rules and Divergences with an Application to Kernel Two-Sample Hypothesis Testing
stat.ML
We study strictly proper scoring rules in the Reproducing Kernel Hilbert Space. We propose a general Kernel Scoring rule and associated Kernel Divergence. We consider conditions under which the Kernel Score is strictly proper. We then demonstrate that the Kernel Score includes the Maximum Mean Discrepancy as a special ...
computer science
22,682
Integral Transforms from Finite Data: An Application of Gaussian Process Regression to Fourier Analysis
stat.ML
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data implicitly assumes periodicity and bandlimitedness of the signal. In this paper, we...
computer science
22,683
Reinterpreting Importance-Weighted Autoencoders
stat.ML
The standard interpretation of importance-weighted autoencoders is that they maximize a tighter lower bound on the marginal likelihood than the standard evidence lower bound. We give an alternate interpretation of this procedure: that it optimizes the standard variational lower bound, but using a more complex distribut...
computer science
22,684
Preferential Bayesian Optimization
stat.ML
Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the function is not possible, but information about user preferences is. Such scenari...
computer science
22,685
Infinite Sparse Structured Factor Analysis
stat.ML
Matrix factorisation methods decompose multivariate observations as linear combinations of latent feature vectors. The Indian Buffet Process (IBP) provides a way to model the number of latent features required for a good approximation in terms of regularised reconstruction error. Previous work has focussed on latent fe...
computer science
22,686
Projection Free Rank-Drop Steps
stat.ML
The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermediate iterates, which can be very expensive in time and space costs for large problems. To address this issue, we propose a rank-drop method ...
computer science
22,687
k-Means is a Variational EM Approximation of Gaussian Mixture Models
stat.ML
We show that k-means (Lloyd's algorithm) is equivalent to a variational EM approximation of a Gaussian Mixture Model (GMM) with isotropic Gaussians. The k-means algorithm is obtained if truncated posteriors are used as variational distributions. In contrast to the standard way to relate k-means and GMMs, we show that i...
computer science
22,688
Boosting with Structural Sparsity: A Differential Inclusion Approach
stat.ML
Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are governed by differential inclusions. In particular, we present an iterative reg...
computer science
22,689
Accelerated Distributed Dual Averaging over Evolving Networks of Growing Connectivity
stat.ML
We consider the problem of accelerating distributed optimization in multi-agent networks by sequentially adding edges. Specifically, we extend the distributed dual averaging (DDA) subgradient algorithm to evolving networks of growing connectivity and analyze the corresponding improvement in convergence rate. It is know...
computer science
22,690
Stein Variational Adaptive Importance Sampling
stat.ML
We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively decrease the KL divergence between our importance proposal and the target distributio...
computer science
22,691
Importance Sampled Stochastic Optimization for Variational Inference
stat.ML
Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient descent, using Monte Carlo approximation for the gradients. This enables variatio...
computer science
22,692
Noise-Tolerant Interactive Learning from Pairwise Comparisons
stat.ML
We study the problem of interactively learning a binary classifier using noisy labeling and pairwise comparison oracles, where the comparison oracle answers which one in the given two instances is more likely to be positive. Learning from such oracles has multiple applications where obtaining direct labels is harder bu...
computer science
22,693
Asynchronous Distributed Variational Gaussian Processes for Regression
stat.ML
Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous variational inferences, although have alleviated this issue by scaling up GPs to milli...
computer science
22,694
Consistency of community detection in multi-layer networks using spectral and matrix factorization methods
stat.ML
We consider the problem of estimating a consensus community structure by combining information from multiple layers of a multi-layer network or multiple snapshots of a time-varying network. Numerous methods have been proposed in the literature for the more general problem of multi-view clustering in the past decade bas...
computer science
22,695
Stein Variational Gradient Descent as Gradient Flow
stat.ML
Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally decrease the KL divergence within a function space. This paper develops the first th...
computer science
22,696
A relevance-scalability-interpretability tradeoff with temporally evolving user personas
stat.ML
The current work characterizes the users of a VoD streaming space through user-personas based on a tenure timeline and temporal behavioral features in the absence of explicit user profiles. A combination of tenure timeline and temporal characteristics caters to business needs of understanding the evolution and phases o...
computer science
22,697
Estimating the coefficients of a mixture of two linear regressions by expectation maximization
stat.ML
We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that convergence of the empirical iterates is guaranteed provided the algorithm is initialized in an unbounded cone. That is, if the initializer has a ...
computer science
22,698
Structured Sparse Modelling with Hierarchical GP
stat.ML
In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We design an inference algorithm based on Expectation Propagation and evaluate the mode...
computer science
22,699
Prediction of Daytime Hypoglycemic Events Using Continuous Glucose Monitoring Data and Classification Technique
stat.ML
Daytime hypoglycemia should be accurately predicted to achieve normoglycemia and to avoid disastrous situations. Hypoglycemia, an abnormally low blood glucose level, is divided into daytime hypoglycemia and nocturnal hypoglycemia. Many studies of hypoglycemia prevention deal with nocturnal hypoglycemia. In this paper, ...
computer science
22,700
Ensemble Sales Forecasting Study in Semiconductor Industry
stat.ML
Sales forecasting plays a prominent role in business planning and business strategy. The value and importance of advance information is a cornerstone of planning activity, and a well-set forecast goal can guide sale-force more efficiently. In this paper CPU sales forecasting of Intel Corporation, a multinational semico...
computer science
22,701
Stochastic Divergence Minimization for Biterm Topic Model
stat.ML
As the emergence and the thriving development of social networks, a huge number of short texts are accumulated and need to be processed. Inferring latent topics of collected short texts is useful for understanding its hidden structure and predicting new contents. Unlike conventional topic models such as latent Dirichle...
computer science