Correlation measures are a key element of statistics and machine learning, and essential for a wide range of data analysis tasks. Most existing correlation measures are for pairwise relationships, but real-world data can also exhibit complex multivariate correlations, involving three or more variables. We argue that multivariate correlation measures should be comparable, interpretable, scalable and unbiased. However, no existing measures satisfy all these requirements. In this paper, we propose an unbiased multivariate correlation measure, called UMC, which satisfies all the above criteria. UMC is a cumulative entropy based non-parametric multivariate correlation measure, which can capture both linear and non-linear correlations for groups of three or more variables. It employs a correction for chance using a statistical model of independence to address the issue of bias. UMC has high interpretability and we empirically show it outperforms state-of-the-art multivariate correlation measures in terms of statistical power, as well as for use in both subspace clustering and outlier detection tasks.

As a fundamental constituent of machine learning, domain adaptation generalizes a learning model from a source domain to a different (but related) target domain. In this paper, we focus on semi-supervised domain adaptation and explicitly extend the applied range of unlabeled target samples into the combination of distribution alignment and adaptive classifier learning. Specifically, our extension formulates the following aspects in a single optimization: 1) learning a cross-domain predictive model by developing the Fredholm integral based kernel prediction framework; 2) reducing the distribution difference between two domains; 3) exploring multiple kernels to induce an optimal learning space. Correspondingly, such an extension is distinguished with allowing for noise resiliency, facilitating knowledge transfer and analyzing diverse data characteristics. It is emphasized that we prove the differentiability of our formulation and present an effective optimization procedure based on the reduced gradient, guaranteeing rapid convergence. Comprehensive empirical studies verify the effectiveness of the proposed method.

Large-scale clustering has been widely used in many applications, and has received much attention. Most existing clustering methods suffer from both expensive computation and memory costs when applied to large-scale datasets. In this paper, we propose a novel clustering method, dubbed compressed k-means (CKM), for fast large-scale clustering. Specifically, high-dimensional data are compressed into short binary codes, which are well suited for fast clustering. CKM enjoys two key benefits: 1) storage can be significantly reduced by representing data points as binary codes; 2) distance computation is very efficient using Hamming metric between binary codes. We propose to jointly learn binary codes and clusters within one framework. Extensive experimental results on four large-scale datasets, including two million-scale datasets demonstrate that CKM outperforms the state-of-the-art large-scale clustering methods in terms of both computation and memory cost, while achieving comparable clustering accuracy.

Feature selection aims to select a small subset from the high-dimensional features which can lead to better learning performance, lower computational complexity, and better model readability. The class imbalance problem has been neglected by traditional feature selection methods, therefore the selected features will be biased towards the majority classes. Because of the superiority of F-measure to accuracy for imbalanced data, we propose to use F-measure as the performance measure for feature selection algorithms. As a pseudo-linear function, the optimization of F-measure can be achieved by minimizing the total costs. In this paper, we present a novel cost-sensitive feature selection (CSFS) method which optimizes F-measure instead of accuracy to take class imbalance issue into account. The features will be selected according to optimal F-measure classifier after solving a series of cost-sensitive feature selection sub-problems. The features selected by our method will fully represent the characteristics of not only majority classes, but also minority classes. Extensive experimental results conducted on synthetic, multi-class and multi-label datasets validate the efficiency and significance of our feature selection method.

We propose an algorithm for enumerating solutions to the Lasso regression problem.In ordinary Lasso regression, 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 method, we can enumerate many possible feature sets for human inspection, thus recording all the important features.We prove that by enumerating solutions, we can recover a true feature set exactly under less restrictive conditions compared with the ordinary Lasso.We confirm our theoretical results also in numerical simulations.Finally, in the gene expression and the text data, we demonstrate that the proposed method can enumerate a wide variety of meaningful feature sets, which are overlooked by the global optima.

We study the problem of structured prediction under test-time budget constraints. We propose a novel approach based on selectively acquiring computationally costly features during test-time in order to reduce the computational cost of pre- diction with minimal performance degradation. We formulate a novel empirical risk minimization (ERM) for policy learning. We show that policy learning can be reduced to a series of structured learning problems, resulting in efficient training using existing structured learning algorithms. This framework provides theoretical justification for several existing heuristic approaches found in literature. We evaluate our proposed adaptive system on two structured prediction tasks, optical character recognition and dependency parsing and show significant reduction in the feature costs without degrading accuracy.

Low-rank matrix approximation has been widely used for data subspace clustering and feature representation in many computer vision and pattern recognition applications. However, in order to enhance the discriminability, most of the matrix approximation based feature extraction algorithms usually generate the cluster labels by certain clustering algorithm (e.g., the kmeans) and then perform the matrix approximation guided by such label information. In addition, the noises and outliers in the dataset with large reconstruction errors will easily dominate the objective function by the conventional ℓ 2 -norm based squared residue minimization. In this paper, we propose a novel clustering and feature extraction algorithm based on an unified low-rank matrix factorization framework, which suggests that the observed data matrix can be approximated by the production of projection matrix and low dimensional representation, among which the low-dimensional representation can be approximated by the cluster indicator and latent feature matrix simultaneously. Furthermore, we have proposed using the ℓ 2,1 -norm and integrating the manifold regularization to further promote the proposed model. A novel Augmented Lagrangian Method (ALM) based procedure is designed to effectively and efficiently seek the optimal solution of the problem. The experimental results in both clustering and feature extraction perspectives demonstrate the superior performance of the proposed method.

Adverse drug reaction (ADR) is a major burden for patients and healthcare industry. It usually causes preventable hospitalizations and deaths, while associated with a huge amount of cost. Traditional preclinical in vitro safety profiling and clinical safety trials are restricted in terms of small scale, long duration, huge financial costs and limited statistical signifi- cance. The availability of large amounts of drug and ADR data potentially allows ADR predictions during the drugs’ early preclinical stage with data analytics methods to inform more targeted clinical safety tests. Despite their initial success, existing methods have trade-offs among interpretability, predictive power and efficiency. This urges us to explore methods that could have all these strengths and provide practical solutions for real world ADR predictions. We cast the ADR-drug relation structure into a three-layer hierarchical Bayesian model. We interpret each ADR as a symbolic word and apply latent Dirichlet allocation (LDA) to learn topics that may represent certain biochemical mechanism that relates ADRs with drug structures. Based on LDA, we designed an equivalent regularization term to incorporate the hierarchical ADR domain knowledge. Finally, we developed a mixed input model leveraging a fast collapsed Gibbs sampling method that the complexity of each iteration of Gibbs sampling proportional only to the number of positive ADRs. Experiments on real world data show our models achieved higher prediction accuracy and shorter running time than the state-of-the-art alternatives.

Recent work has shown that optical flow estimation can be formulated as a supervised learning problem. Moreover, convolutional networks have been successfully applied to this task. However, supervised flow learning is obfuscated by the shortage of labeled training data. As a consequence, existing methods have to turn to large synthetic datasets for easily computer generated ground truth. In this work, we explore if a deep network for flow estimation can be trained without supervision. Using image warping by the estimated flow, we devise a simple yet effective unsupervised method for learning optical flow, by directly minimizing photometric consistency. We demonstrate that a flow network can be trained from end-to-end using our unsupervised scheme. In some cases, our results come tantalizingly close to the performance of methods trained with full supervision.

The explosive growth of video content on the Web has been revolutionizing the way people share, exchange and perceive information, such as events. While an individual video usually concerns a specific aspect of an event, the videos that are uploaded by different users at different locations and times can embody different emphasis and compensate each other in describing the event. Combining these videos from different sources together can unveil a more complete picture of the event. Simply concatenating videos together is an intuitive solution, but it may degrade user experience since it is time-consuming and tedious to view those highly redundant, noisy and disorganized content. Therefore, we develop a novel approach, termed event video mashup (EVM), to automatically generate a unified short video from a collection of Web videos to describe the storyline of an event. We propose a submodular based content selection model that embodies both importance and diversity to depict the event from comprehensive aspects in an efficient way. Importantly, the video content is organized temporally and semantically conforming to the event evolution. We evaluate our approach on a real-world YouTube event dataset collected by ourselves. The extensive experimental results demonstrate the effectiveness of the proposed framework.