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22,702
Group-sparse block PCA and explained variance
stat.ML
The paper addresses the simultneous determination of goup-sparse loadings by block optimization, and the correlated problem of defining explained variance for a set of non orthogonal components. We give in both cases a comprehensive mathematical presentation of the problem, which leads to propose i) a new formulation/a...
computer science
22,703
Vertex Nomination Via Local Neighborhood Matching
stat.ML
Consider two networks on overlapping, non-identical vertex sets. Given vertices of interest in the first network, we seek to identify the corresponding vertices, if any exist, in the second network. While in moderately sized networks graph matching methods can be applied directly to recover the missing correspondences,...
computer science
22,704
Experimental Design for Non-Parametric Correction of Misspecified Dynamical Models
stat.ML
We consider a class of misspecified dynamical models where the governing term is only approximately known. Under the assumption that observations of the system's evolution are accessible for various initial conditions, our goal is to infer a non-parametric correction to the misspecified driving term such as to faithful...
computer science
22,705
Mass Volume Curves and Anomaly Ranking
stat.ML
This paper aims at formulating the issue of ranking multivariate unlabeled observations depending on their degree of abnormality as an unsupervised statistical learning task. In the 1-d situation, this problem is usually tackled by means of tail estimation techniques: univariate observations are viewed as all the more ...
computer science
22,706
Linear Regression with Shuffled Labels
stat.ML
Is it possible to perform linear regression on datasets whose labels are shuffled with respect to the inputs? We explore this question by proposing several estimators that recover the weights of a noisy linear model from labels that are shuffled by an unknown permutation. We show that the analog of the classical least-...
computer science
22,707
Semiparametric spectral modeling of the Drosophila connectome
stat.ML
We present semiparametric spectral modeling of the complete larval Drosophila mushroom body connectome. Motivated by a thorough exploratory data analysis of the network via Gaussian mixture modeling (GMM) in the adjacency spectral embedding (ASE) representation space, we introduce the latent structure model (LSM) for n...
computer science
22,708
SILVar: Single Index Latent Variable Models
stat.ML
A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows joint estimation of certain non-linearities in the system, the direct interaction...
computer science
22,709
Influence Function and Robust Variant of Kernel Canonical Correlation Analysis
stat.ML
Many unsupervised kernel methods rely on the estimation of the kernel covariance operator (kernel CO) or kernel cross-covariance operator (kernel CCO). Both kernel CO and kernel CCO are sensitive to contaminated data, even when bounded positive definite kernels are used. To the best of our knowledge, there are few well...
computer science
22,710
ShortFuse: Biomedical Time Series Representations in the Presence of Structured Information
stat.ML
In healthcare applications, temporal variables that encode movement, health status and longitudinal patient evolution are often accompanied by rich structured information such as demographics, diagnostics and medical exam data. However, current methods do not jointly optimize over structured covariates and time series ...
computer science
22,711
Learning task structure via sparsity grouped multitask learning
stat.ML
Sparse mapping has been a key methodology in many high-dimensional scientific problems. When multiple tasks share the set of relevant features, learning them jointly in a group drastically improves the quality of relevant feature selection. However, in practice this technique is used limitedly since such grouping infor...
computer science
22,712
Convex Coupled Matrix and Tensor Completion
stat.ML
We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w...
computer science
22,713
Unimodal probability distributions for deep ordinal classification
stat.ML
Probability distributions produced by the cross-entropy loss for ordinal classification problems can possess undesired properties. We propose a straightforward technique to constrain discrete ordinal probability distributions to be unimodal via the use of the Poisson and binomial probability distributions. We evaluate ...
computer science
22,714
Probabilistic Matrix Factorization for Automated Machine Learning
stat.ML
In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model selection is becoming increasingly important. Automating the selection and tuni...
computer science
22,715
Kernel clustering: density biases and solutions
stat.ML
Kernel methods are popular in clustering due to their generality and discriminating power. However, we show that many kernel clustering criteria have density biases theoretically explaining some practically significant artifacts empirically observed in the past. For example, we provide conditions and formally prove the...
computer science
22,716
Co-clustering through Optimal Transport
stat.ML
In this paper, we present a novel method for co-clustering, an unsupervised learning approach that aims at discovering homogeneous groups of data instances and features by grouping them simultaneously. The proposed method uses the entropy regularized optimal transport between empirical measures defined on data instance...
computer science
22,717
Learning Gaussian Graphical Models Using Discriminated Hub Graphical Lasso
stat.ML
We develop a new method called Discriminated Hub Graphical Lasso (DHGL) based on Hub Graphical Lasso (HGL) by providing prior information of hubs. We apply this new method in two situations: with known hubs and without known hubs. Then we compare DHGL with HGL using several measures of performance. When some hubs are k...
computer science
22,718
Linear Dimensionality Reduction in Linear Time: Johnson-Lindenstrauss-type Guarantees for Random Subspace
stat.ML
We consider the problem of efficient randomized dimensionality reduction with norm-preservation guarantees. Specifically we prove data-dependent Johnson-Lindenstrauss-type geometry preservation guarantees for Ho's random subspace method: When data satisfy a mild regularity condition -- the extent of which can be estima...
computer science
22,719
Bayesian Nonparametric Poisson-Process Allocation for Time-Sequence Modeling
stat.ML
Analyzing the underlying structure of multiple time-sequences provides insight into the understanding of social networks and human activities. In this work, we present the Bayesian nonparametric Poisson process allocation (BaNPPA), a generative model to automatically infer the number of latent functions in temporal dat...
computer science
22,720
Scalable Variational Inference for Dynamical Systems
stat.ML
Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach which for fully observable systems is at times competitive with numerical integration. However for many real-world applications, only sparse observations are availabl...
computer science
22,721
The Kernel Mixture Network: A Nonparametric Method for Conditional Density Estimation of Continuous Random Variables
stat.ML
This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of kernel functions centered at a subset of training points. The weights are deter...
computer science
22,722
Streaming Sparse Gaussian Process Approximations
stat.ML
Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a principled method to handle streaming data in which both the posterior distribution ov...
computer science
22,723
Data-driven Optimal Transport Cost Selection for Distributionally Robust Optimizatio
stat.ML
Recently, (Blanchet, Kang, and Murhy 2016) showed that several machine learning algorithms, such as square-root Lasso, Support Vector Machines, and regularized logistic regression, among many others, can be represented exactly as distributionally robust optimization (DRO) problems. The distributional uncertainty is def...
computer science
22,724
Doubly Robust Data-Driven Distributionally Robust Optimization
stat.ML
Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the regularization parameter. The type of regularization (e.g. the norm used to regularize)...
computer science
22,725
Accelerated Inference for Latent Variable Models
stat.ML
Inference of latent feature models in the Bayesian nonparametric setting is generally difficult, especially in high dimensional settings, because it usually requires proposing features from some prior distribution. In special cases, where the integration is tractable, we could sample feature assignments according to a ...
computer science
22,726
Data-adaptive Active Sampling for Efficient Graph-Cognizant Classification
stat.ML
The present work deals with active sampling of graph nodes representing training data for binary classification. The graph may be given or constructed using similarity measures among nodal features. Leveraging the graph for classification builds on the premise that labels across neighboring nodes are correlated accordi...
computer science
22,727
Structured Bayesian Pruning via Log-Normal Multiplicative Noise
stat.ML
Dropout-based regularization methods can be regarded as injecting random noise with pre-defined magnitude to different parts of the neural network during training. It was recently shown that Bayesian dropout procedure not only improves generalization but also leads to extremely sparse neural architectures by automatica...
computer science
22,728
Accelerated Hierarchical Density Clustering
stat.ML
We present an accelerated algorithm for hierarchical density based clustering. Our new algorithm improves upon HDBSCAN*, which itself provided a significant qualitative improvement over the popular DBSCAN algorithm. The accelerated HDBSCAN* algorithm provides comparable performance to DBSCAN, while supporting variable ...
computer science
22,729
Calibrating Black Box Classification Models through the Thresholding Method
stat.ML
In high-dimensional classification settings, we wish to seek a balance between high power and ensuring control over a desired loss function. In many settings, the points most likely to be misclassified are those who lie near the decision boundary of the given classification method. Often, these uninformative points sho...
computer science
22,730
Honey Bee Dance Modeling in Real-time using Machine Learning
stat.ML
The waggle dance that honeybees perform is an astonishing way of communicating the location of food source. After over 60 years of its discovery, researchers still use manual labeling by watching hours of dance videos to detect different transitions between dance components thus extracting information regarding the dis...
computer science
22,731
Improved Algorithms for Matrix Recovery from Rank-One Projections
stat.ML
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous theoretical analysis. We show that the proposed algorithms enjoy linear convergence a...
computer science
22,732
Union of Intersections (UoI) for Interpretable Data Driven Discovery and Prediction
stat.ML
The increasing size and complexity of scientific data could dramatically enhance discovery and prediction for basic scientific applications. Realizing this potential, however, requires novel statistical analysis methods that are both interpretable and predictive. We introduce Union of Intersections (UoI), a flexible, m...
computer science
22,733
Improved Clustering with Augmented k-means
stat.ML
Identifying a set of homogeneous clusters in a heterogeneous dataset is one of the most important classes of problems in statistical modeling. In the realm of unsupervised partitional clustering, k-means is a very important algorithm for this. In this technical report, we develop a new k-means variant called Augmented ...
computer science
22,734
Guide Actor-Critic for Continuous Control
stat.ML
Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only use values or gradients of the critic to update the policy parameter. In this pa...
computer science
22,735
From optimal transport to generative modeling: the VEGAN cookbook
stat.ML
We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution $P_X$ and the latent variable model distribution $P_G$. We show that the OT problem can be equivalently written in terms of probabilistic encoders, which are constrained to match the pos...
computer science
22,736
ReFACTor: Practical Low-Rank Matrix Estimation Under Column-Sparsity
stat.ML
Various problems in data analysis and statistical genetics call for recovery of a column-sparse, low-rank matrix from noisy observations. We propose ReFACTor, a simple variation of the classical Truncated Singular Value Decomposition (TSVD) algorithm. In contrast to previous sparse principal component analysis (PCA) al...
computer science
22,737
An Asynchronous Distributed Framework for Large-scale Learning Based on Parameter Exchanges
stat.ML
In many distributed learning problems, the heterogeneous loading of computing machines may harm the overall performance of synchronous strategies. In this paper, we propose an effective asynchronous distributed framework for the minimization of a sum of smooth functions, where each machine performs iterations in parall...
computer science
22,738
VEEGAN: Reducing Mode Collapse in GANs using Implicit Variational Learning
stat.ML
Deep generative models provide powerful tools for distributions over complicated manifolds, such as those of natural images. But many of these methods, including generative adversarial networks (GANs), can be difficult to train, in part because they are prone to mode collapse, which means that they characterize only a ...
computer science
22,739
Concrete Dropout
stat.ML
Dropout is used as a practical tool to obtain uncertainty estimates in large vision models and reinforcement learning (RL) tasks. But to obtain well-calibrated uncertainty estimates, a grid-search over the dropout probabilities is necessary - a prohibitive operation with large models, and an impossible one with RL. We ...
computer science
22,740
Real Time Image Saliency for Black Box Classifiers
stat.ML
In this work we develop a fast saliency detection method that can be applied to any differentiable image classifier. We train a masking model to manipulate the scores of the classifier by masking salient parts of the input image. Our model generalises well to unseen images and requires a single forward pass to perform ...
computer science
22,741
3D Convolutional Neural Networks for Brain Tumor Segmentation: A Comparison of Multi-resolution Architectures
stat.ML
This paper analyzes the use of 3D Convolutional Neural Networks for brain tumor segmentation in MR images. We address the problem using three different architectures that combine fine and coarse features to obtain the final segmentation. We compare three different networks that use multi-resolution features in terms of...
computer science
22,742
Community Detection with Graph Neural Networks
stat.ML
We study data-driven methods for community detection in graphs. This estimation problem is typically formulated in terms of the spectrum of certain operators, as well as via posterior inference under certain probabilistic graphical models. Focusing on random graph families such as the Stochastic Block Model, recent res...
computer science
22,743
An experimental study of graph-based semi-supervised classification with additional node information
stat.ML
The volume of data generated by internet and social networks is increasing every day, and there is a clear need for efficient ways of extracting useful information from them. As those data can take different forms, it is important to use all the available data representations for prediction. In this paper, we focus o...
computer science
22,744
Boundary Crossing Probabilities for General Exponential Families
stat.ML
We consider parametric exponential families of dimension $K$ on the real line. We study a variant of \textit{boundary crossing probabilities} coming from the multi-armed bandit literature, in the case when the real-valued distributions form an exponential family of dimension $K$. Formally, our result is a concentration...
computer science
22,745
Doubly Stochastic Variational Inference for Deep Gaussian Processes
stat.ML
Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs, but inference in these models has proved challenging. Existing approaches to infe...
computer science
22,746
Expectation Propagation for t-Exponential Family Using Q-Algebra
stat.ML
Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which contains Student-t distributions as family members and thus allows us to handle noi...
computer science
22,747
Convergence of Langevin MCMC in KL-divergence
stat.ML
Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion produces a distribution $p$ with $KL(p||p^*)\leq \epsilon$ in $\tilde{O}(\frac{d}{\e...
computer science
22,748
Non-parametric estimation of Jensen-Shannon Divergence in Generative Adversarial Network training
stat.ML
Generative Adversarial Networks (GANs) have become a widely popular framework for generative modelling of high-dimensional datasets. However their training is well-known to be difficult. This work presents a rigorous statistical analysis of GANs providing straight-forward explanations for common training pathologies su...
computer science
22,749
Predictive State Recurrent Neural Networks
stat.ML
We present a new model, Predictive State Recurrent Neural Networks (PSRNNs), for filtering and prediction in dynamical systems. PSRNNs draw on insights from both Recurrent Neural Networks (RNNs) and Predictive State Representations (PSRs), and inherit advantages from both types of models. Like many successful RNN archi...
computer science
22,750
Deep Learning for Spatio-Temporal Modeling: Dynamic Traffic Flows and High Frequency Trading
stat.ML
Deep learning applies hierarchical layers of hidden variables to construct nonlinear high dimensional predictors. Our goal is to develop and train deep learning architectures for spatio-temporal modeling. Training a deep architecture is achieved by stochastic gradient descent (SGD) and drop-out (DO) for parameter regul...
computer science
22,751
Auto-Encoding Sequential Monte Carlo
stat.ML
We introduce AESMC: a method for using deep neural networks for simultaneous model learning and inference amortization in a broad family of structured probabilistic models. Starting with an unlabeled dataset and a partially specified underlying generative model, AESMC refines the generative model and learns efficient p...
computer science
22,752
Fair Inference On Outcomes
stat.ML
In this paper, we consider the problem of fair statistical inference involving outcome variables. Examples include classification and regression problems, and estimating treatment effects in randomized trials or observational data. The issue of fairness arises in such problems where some covariates or treatments are "s...
computer science
22,753
Model Selection in Bayesian Neural Networks via Horseshoe Priors
stat.ML
Bayesian Neural Networks (BNNs) have recently received increasing attention for their ability to provide well-calibrated posterior uncertainties. However, model selection---even choosing the number of nodes---remains an open question. In this work, we apply a horseshoe prior over node pre-activations of a Bayesian neur...
computer science
22,754
Large Linear Multi-output Gaussian Process Learning
stat.ML
Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations across the multiple outputs. While model estimation can be performed efficiently for ...
computer science
22,755
Dynamics Based Features For Graph Classification
stat.ML
Numerous social, medical, engineering and biological challenges can be framed as graph-based learning tasks. Here, we propose a new feature based approach to network classification. We show how dynamics on a network can be useful to reveal patterns about the organization of the components of the underlying graph where ...
computer science
22,756
Identification of Gaussian Process State Space Models
stat.ML
The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e., computing a posterior of the latent state given the model. However, the key challenge in...
computer science
22,757
Learning Graphs with Monotone Topology Properties and Multiple Connected Components
stat.ML
Recent papers have formulated the problem of learning graphs from data as an inverse covariance estimation with graph Laplacian constraints. While such problems are convex, existing methods cannot guarantee that solutions will have specific graph topology properties (e.g., being $k$-partite), which are desirable for so...
computer science
22,758
Efficient learning with robust gradient descent
stat.ML
Minimizing the empirical risk is a popular training strategy, but for learning tasks where the data may be noisy or heavy-tailed, one may require many observations in order to generalize well. To achieve better performance under less stringent requirements, we introduce a procedure which constructs a robust approximati...
computer science
22,759
Learning Generative Models with Sinkhorn Divergences
stat.ML
The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the estimation of generative models for high-dimensional observations such as those arising i...
computer science
22,760
Selective Inference for Change Point Detection in Multi-dimensional Sequences
stat.ML
We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant dimensions, and another for selecting CPs. It has been difficult to properly contro...
computer science
22,761
Understanding the Learned Iterative Soft Thresholding Algorithm with 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, such as the Iterative Soft Thresholding Algorithm and its accelerated version (ISTA, FISTA). These methods are optimal in the class of first-order methods fo...
computer science
22,762
Batched Large-scale Bayesian Optimization in High-dimensional Spaces
stat.ML
Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many cases, such as the ones with high-dimensional inputs, may require a much larger numb...
computer science
22,763
GAN and VAE from an Optimal Transport Point of View
stat.ML
This short article revisits some of the ideas introduced in arXiv:1701.07875 and arXiv:1705.07642 in a simple setup. This sheds some lights on the connexions between Variational Autoencoders (VAE), Generative Adversarial Networks (GAN) and Minimum Kantorovitch Estimators (MKE).
computer science
22,764
Parallel and Distributed Thompson Sampling for Large-scale Accelerated Exploration of Chemical Space
stat.ML
Chemical space is so large that brute force searches for new interesting molecules are infeasible. High-throughput virtual screening via computer cluster simulations can speed up the discovery process by collecting very large amounts of data in parallel, e.g., up to hundreds or thousands of parallel measurements. Bayes...
computer science
22,765
Shape Parameter Estimation
stat.ML
Performance of machine learning approaches depends strongly on the choice of misfit penalty, and correct choice of penalty parameters, such as the threshold of the Huber function. These parameters are typically chosen using expert knowledge, cross-validation, or black-box optimization, which are time consuming for larg...
computer science
22,766
Improving Variational Auto-Encoders using convex combination linear Inverse Autoregressive Flow
stat.ML
In this paper, we propose a new volume-preserving flow and show that it performs similarly to the linear general normalizing flow. The idea is to enrich a linear Inverse Autoregressive Flow by introducing multiple lower-triangular matrices with ones on the diagonal and combining them using a convex combination. In the ...
computer science
22,767
Outlier Detection Using Distributionally Robust Optimization under the Wasserstein Metric
stat.ML
We present a Distributionally Robust Optimization (DRO) approach to outlier detection in a linear regression setting, where the closeness of probability distributions is measured using the Wasserstein metric. Training samples contaminated with outliers skew the regression plane computed by least squares and thus impede...
computer science
22,768
Consistency Results for Stationary Autoregressive Processes with Constrained Coefficients
stat.ML
We consider stationary autoregressive processes with coefficients restricted to an ellipsoid, which includes autoregressive processes with absolutely summable coefficients. We provide consistency results under different norms for the estimation of such processes using constrained and penalized estimators. As an applica...
computer science
22,769
Time Series Using Exponential Smoothing Cells
stat.ML
Time series analysis is used to understand and predict dynamic processes, including evolving demands in business, weather, markets, and biological rhythms. Exponential smoothing is used in all these domains to obtain simple interpretable models of time series and to forecast future values. Despite its popularity, expon...
computer science
22,770
An Alternative to EM for Gaussian Mixture Models: Batch and Stochastic Riemannian Optimization
stat.ML
We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which is its ability to fulfill positive definiteness constraints in closed form is of ...
computer science
22,771
Multiple Instance Dictionary Learning for Beat-to-Beat Heart Rate Monitoring from Ballistocardiograms
stat.ML
A multiple instance dictionary learning approach, Dictionary Learning using Functions of Multiple Instances (DL-FUMI), is used to perform beat-to-beat heart rate estimation and to characterize heartbeat signatures from ballistocardiogram (BCG) signals collected with a hydraulic bed sensor. DL-FUMI estimates a "heartbea...
computer science
22,772
Practical Gauss-Newton Optimisation for Deep Learning
stat.ML
We present an efficient block-diagonal ap- proximation to the Gauss-Newton matrix for feedforward neural networks. Our result- ing algorithm is competitive against state- of-the-art first order optimisation methods, with sometimes significant improvement in optimisation performance. Unlike first-order methods, for whic...
computer science
22,773
Dealing with Integer-valued Variables in Bayesian Optimization with Gaussian Processes
stat.ML
Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the objective function, typically a Gaussian process (GP), upon which an acquisition fun...
computer science
22,774
General Latent Feature Models for Heterogeneous Datasets
stat.ML
Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the original data, as well as to perform data exploratory analysis. However, although the...
computer science
22,775
Stochastic Gradient MCMC Methods for Hidden Markov Models
stat.ML
Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC algorithm to learn the parameters of hidden Markov models (HMMs) for time-dependent data. There are two challenges to applying SG-MCMC in this...
computer science
22,776
Deep Generative Models for Relational Data with Side Information
stat.ML
We present a probabilistic framework for overlapping community discovery and link prediction for relational data, given as a graph. The proposed framework has: (1) a deep architecture which enables us to infer multiple layers of latent features/communities for each node, providing superior link prediction performance o...
computer science
22,777
Kernel Two-Sample Hypothesis Testing Using Kernel Set Classification
stat.ML
The two-sample hypothesis testing problem is studied for the challenging scenario of high dimensional data sets with small sample sizes. We show that the two-sample hypothesis testing problem can be posed as a one-class set classification problem. In the set classification problem the goal is to classify a set of data ...
computer science
22,778
A Comparison of Resampling and Recursive Partitioning Methods in Random Forest for Estimating the Asymptotic Variance Using the Infinitesimal Jackknife
stat.ML
The infinitesimal jackknife (IJ) has recently been applied to the random forest to estimate its prediction variance. These theorems were verified under a traditional random forest framework which uses classification and regression trees (CART) and bootstrap resampling. However, random forests using conditional inferenc...
computer science
22,779
Infinite Mixture Model of Markov Chains
stat.ML
We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g. user behavior traces). We simplify the idea of capturing these patterns by hierarc...
computer science
22,780
Interpretable Predictions of Tree-based Ensembles via Actionable Feature Tweaking
stat.ML
Machine-learned models are often described as "black boxes". In many real-world applications however, models may have to sacrifice predictive power in favour of human-interpretability. When this is the case, feature engineering becomes a crucial task, which requires significant and time-consuming human effort. Whilst s...
computer science
22,781
An Unsupervised Method for Estimating the Global Horizontal Irradiance from Photovoltaic Power Measurements
stat.ML
In this paper, we present a method to determine the global horizontal irradiance (GHI) from the power measurements of one or more PV systems, located in the same neighborhood. The method is completely unsupervised and is based on a physical model of a PV plant. The precise assessment of solar irradiance is pivotal for ...
computer science
22,782
Ensembles of Models and Metrics for Robust Ranking of Homologous Proteins
stat.ML
An ensemble of models (EM), where each model is constructed on a diverse subset of feature variables, is proposed to rank rare class items ahead of majority class items in a highly unbalanced two class problem. The proposed ensemble relies on an algorithm to group the feature variables into subsets where the variables ...
computer science
22,783
Scalable Multi-Class Gaussian Process Classification using Expectation Propagation
stat.ML
This paper describes an expectation propagation (EP) method for multi-class classification with Gaussian processes that scales well to very large datasets. In such a method the estimate of the log-marginal-likelihood involves a sum across the data instances. This enables efficient training using stochastic gradients an...
computer science
22,784
Cover Tree Compressed Sensing for Fast MR Fingerprint Recovery
stat.ML
We adopt data structure in the form of cover trees and iteratively apply approximate nearest neighbour (ANN) searches for fast compressed sensing reconstruction of signals living on discrete smooth manifolds. Levering on the recent stability results for the inexact Iterative Projected Gradient (IPG) algorithm and by us...
computer science
22,785
Dr.VAE: Drug Response Variational Autoencoder
stat.ML
We present two deep generative models based on Variational Autoencoders to improve the accuracy of drug response prediction. Our models, Perturbation Variational Autoencoder and its semi-supervised extension, Drug Response Variational Autoencoder (Dr.VAE), learn latent representation of the underlying gene states befor...
computer science
22,786
YouTube-8M Video Understanding Challenge Approach and Applications
stat.ML
This paper introduces the YouTube-8M Video Understanding Challenge hosted as a Kaggle competition and also describes my approach to experimenting with various models. For each of my experiments, I provide the score result as well as possible improvements to be made. Towards the end of the paper, I discuss the various e...
computer science
22,787
Efficient Manifold and Subspace Approximations with Spherelets
stat.ML
Data lying in a high-dimensional ambient space are commonly thought to have a much lower intrinsic dimension. In particular, the data may be concentrated near a lower-dimensional subspace or manifold. There is an immense literature focused on approximating the unknown subspace, and in exploiting such approximations in ...
computer science
22,788
Uncertainty Decomposition in Bayesian Neural Networks with Latent Variables
stat.ML
Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into its epistemic and aleatoric components. First, we show how such a decomposition ar...
computer science
22,789
Two-Stage Hybrid Day-Ahead Solar Forecasting
stat.ML
Power supply from renewable resources is on a global rise where it is forecasted that renewable generation will surpass other types of generation in a foreseeable future. Increased generation from renewable resources, mainly solar and wind, exposes the power grid to more vulnerabilities, conceivably due to their variab...
computer science
22,790
Fast Algorithms for Learning Latent Variables in Graphical Models
stat.ML
We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this paper, we focus on the estimation of the low-rank component, which encodes the e...
computer science
22,791
Unsupervised Learning via Total Correlation Explanation
stat.ML
Learning by children and animals occurs effortlessly and largely without obvious supervision. Successes in automating supervised learning have not translated to the more ambiguous realm of unsupervised learning where goals and labels are not provided. Barlow (1961) suggested that the signal that brains leverage for uns...
computer science
22,792
Generalized notions of sparsity and restricted isometry property. Part II: Applications
stat.ML
The restricted isometry property (RIP) is a universal tool for data recovery. We explore the implication of the RIP in the framework of generalized sparsity and group measurements introduced in the Part I paper. It turns out that for a given measurement instrument the number of measurements for RIP can be improved by o...
computer science
22,793
Bayesian Semisupervised Learning with Deep Generative Models
stat.ML
Neural network based generative models with discriminative components are a powerful approach for semi-supervised learning. However, these techniques a) cannot account for model uncertainty in the estimation of the model's discriminative component and b) lack flexibility to capture complex stochastic patterns in the la...
computer science
22,794
A Fixed-Point of View on Gradient Methods for Big Data
stat.ML
Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in machine learning for massive data sets (big data). In particular, stochastic gradien...
computer science
22,795
Towards Bursting Filter Bubble via Contextual Risks and Uncertainties
stat.ML
A rising topic in computational journalism is how to enhance the diversity in news served to subscribers to foster exploration behavior in news reading. Despite the success of preference learning in personalized news recommendation, their over-exploitation causes filter bubble that isolates readers from opposing viewpo...
computer science
22,796
Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball
stat.ML
We propose the nuclear norm penalty as an alternative to the ridge penalty for regularized multinomial regression. This convex relaxation of reduced-rank multinomial regression has the advantage of leveraging underlying structure among the response categories to make better predictions. We apply our method, nuclear pen...
computer science
22,797
Some methods for heterogeneous treatment effect estimation in high-dimensions
stat.ML
When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of electronic medical records (EMRs) that are only just recently being leveraged to i...
computer science
22,798
Regression Phalanxes
stat.ML
Tomal et al. (2015) introduced the notion of "phalanxes" in the context of rare-class detection in two-class classification problems. A phalanx is a subset of features that work well for classification tasks. In this paper, we propose a different class of phalanxes for application in regression settings. We define a "R...
computer science
22,799
Mode-Seeking Clustering and Density Ridge Estimation via Direct Estimation of Density-Derivative-Ratios
stat.ML
Modes and ridges of the probability density function behind observed data are useful geometric features. Mode-seeking clustering assigns cluster labels by associating data samples with the nearest modes, and estimation of density ridges enables us to find lower-dimensional structures hidden in data. A key technical cha...
computer science
22,800
Exhaustive search for sparse variable selection in linear regression
stat.ML
We propose a K-sparse exhaustive search (ES-K) method and a K-sparse approximate exhaustive search method (AES-K) for selecting variables in linear regression. With these methods, K-sparse combinations of variables are tested exhaustively assuming that the optimal combination of explanatory variables is K-sparse. By co...
computer science
22,801
Subspace Clustering with Missing and Corrupted Data
stat.ML
Given full or partial information about a collection of points that lie close to a union of several subspaces, subspace clustering refers to the process of clustering the points according to their subspace and identifying the subspaces. One popular approach, sparse subspace clustering (SSC), represents each sample as a...
computer science