We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization problems. Recently, it was shown that the underlying principle behind their success is an extended form of convexity over the geodesics in the manifold of positive definite matrices. A modern approach to improve estimation accuracy is to exploit prior knowledge via additional constraints, e.g., restricting the attention to specific classes of covariances which adhere to prior symmetry structures. In this paper, we prove that such group symmetry constraints are also geodesically convex and can therefore be incorporated into various non-Gaussian covariance estimators. Practical examples of such sets include: circulant, persymmetric and complex/quaternion proper structures. We provide a simple numerical technique for finding maximum likelihood estimates under such constraints, and demonstrate their performance advantage using synthetic experiments.

We consider how selfish agents are likely to share revenues derived from maintaining connectivity between important network servers. We model a network where a failure of one node may disrupt communication between other nodes as a cooperative game called the vertex Connectivity Game (CG). In this game, each agent owns a vertex, and controls all the edges going to and from that vertex. A coalition of agents wins if it fully connects a certain subset of vertices in the graph, called the primary vertices. Power indices measure an agent's ability to affect the outcome of the game. We show that in our domain, such indices can be used to both determine the fair share of the revenues an agent is entitled to, and identify significant possible points of failure affecting the reliability of communication in the network. We show that in general graphs, calculating the Shapley and Banzhaf power indices is #P-complete, but suggest a polynomial algorithm for calculating them in trees. We also investigate finding stable payoff divisions of the revenues in CGs, captured by the game theoretic solution of the core, and its relaxations, the epsilon-core and least core. We show a polynomial algorithm for computing the core of a CG, but show that testing whether an imputation is in the epsilon-core is coNP-complete. Finally, we show that for trees, it is possible to test for epsilon-core imputations in polynomial time.

Representation learning, especially which by using deep learning, has been widely applied in classification. However, how to use limited size of labeled data to achieve good classification performance with deep neural network, and how can the learned features further improve classification remain indefinite. In this paper, we propose Horizontal Voting Vertical Voting and Horizontal Stacked Ensemble methods to improve the classification performance of deep neural networks. In the ICML 2013 Black Box Challenge, via using these methods independently, Bing Xu achieved 3rd in public leaderboard, and 7th in private leaderboard; Jingjing Xie achieved 4th in public leaderboard, and 5th in private leaderboard.

Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has proposed several approximation methods. However, these methods are usually too sensitive to parameter values, and finding an acceptable parameter setting is practically impossible in many applications. In this paper, we propose a new algorithm that greedily approximates Bayesian RL to achieve robustness in parameter space. We show that for a desired learning behavior, our proposed algorithm has a polynomial sample complexity that is lower than those of existing algorithms. We also demonstrate that the proposed algorithm naturally outperforms other existing algorithms when the prior distributions are not significantly misleading. On the other hand, the proposed algorithm cannot handle greatly misspecified priors as well as the other algorithms can. This is a natural consequence of the fact that the proposed algorithm is greedier than the other algorithms. Accordingly, we discuss a way to select an appropriate algorithm for different tasks based on the algorithms' greediness. We also introduce a new way of simplifying Bayesian planning, based on which future work would be able to derive new algorithms.

The random drift particle swarm optimization (RDPSO) algorithm, inspired by the free electron model in metal conductors placed in an external electric field, is presented, systematically analyzed and empirically studied in this paper. The free electron model considers that electrons have both a thermal and a drift motion in a conductor that is placed in an external electric field. The motivation of the RDPSO algorithm is described first, and the velocity equation of the particle is designed by simulating the thermal motion as well as the drift motion of the electrons, both of which lead the electrons to a location with minimum potential energy in the external electric field. Then, a comprehensive analysis of the algorithm is made, in order to provide a deep insight into how the RDPSO algorithm works. It involves a theoretical analysis and the simulation of the stochastic dynamical behavior of a single particle in the RDPSO algorithm. The search behavior of the algorithm itself is also investigated in detail, by analyzing the interaction between the particles. Some variants of the RDPSO algorithm are proposed by incorporating different random velocity components with different neighborhood topologies. Finally, empirical studies on the RDPSO algorithm are performed by using a set of benchmark functions from the CEC2005 benchmark suite. Based on the theoretical analysis of the particle's behavior, two methods of controlling the algorithmic parameters are employed, followed by an experimental analysis on how to select the parameter values, in order to obtain a good overall performance of the RDPSO algorithm and its variants in real-world applications. A further performance comparison between the RDPSO algorithms and other variants of PSO is made to prove the efficiency of the RDPSO algorithms.

The performance of a modulation classifier is highly sensitive to channel signal-to-noise ratio (SNR). In this paper, we focus on amplitude-phase modulations and propose a modulation classification framework based on centralized data fusion using multiple radios and the hybrid maximum likelihood (ML) approach. In order to alleviate the computational complexity associated with ML estimation, we adopt the Expectation Maximization (EM) algorithm. Due to SNR diversity, the proposed multi-radio framework provides robustness to channel SNR. Numerical results show the superiority of the proposed approach with respect to single radio approaches as well as to modulation classifiers using moments based estimators.

We show how binary classification methods developed to work on i.i.d. data can be used for solving statistical problems that are seemingly unrelated to classification and concern highly-dependent time series. Specifically, the problems of time-series clustering, homogeneity testing and the three-sample problem are addressed. The algorithms that we construct for solving these problems are based on a new metric between time-series distributions, which can be evaluated using binary classification methods. Universal consistency of the proposed algorithms is proven under most general assumptions. The theoretical results are illustrated with experiments on synthetic and real-world data.

We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a version of this variational-Bayes approach to be re-interpreted as a true EM algorithm. We study several interesting features of the algorithm, and of this previously unrecognized connection with variational Bayes. We also generalize the approach to sparsity-promoting priors, and to an online method whose convergence properties are easily established. This latter method compares favorably with stochastic-gradient descent in situations with marked collinearity.

In data analysis, latent variables play a central role because they help provide powerful insights into a wide variety of phenomena, ranging from biological to human sciences. The latent tree model, a particular type of probabilistic graphical models, deserves attention. Its simple structure - a tree - allows simple and efficient inference, while its latent variables capture complex relationships. In the past decade, the latent tree model has been subject to significant theoretical and methodological developments. In this review, we propose a comprehensive study of this model. First we summarize key ideas underlying the model. Second we explain how it can be efficiently learned from data. Third we illustrate its use within three types of applications: latent structure discovery, multidimensional clustering, and probabilistic inference. Finally, we conclude and give promising directions for future researches in this field.

Topic modeling based on latent Dirichlet allocation (LDA) has been a framework of choice to perform scene recognition and annotation. Recently, a new type of topic model called the Document Neural Autoregressive Distribution Estimator (DocNADE) was proposed and demonstrated state-of-the-art performance for document modeling. In this work, we show how to successfully apply and extend this model to the context of visual scene modeling. Specifically, we propose SupDocNADE, a supervised extension of DocNADE, that increases the discriminative power of the hidden topic features by incorporating label information into the training objective of the model. We also describe how to leverage information about the spatial position of the visual words and how to embed additional image annotations, so as to simultaneously perform image classification and annotation. We test our model on the Scene15, LabelMe and UIUC-Sports datasets and show that it compares favorably to other topic models such as the supervised variant of LDA.