Motivated from real world problems, like object categorization, we study a particular mixed-norm regularization for Multiple Kernel Learning (MKL). It is assumed that the given set of kernels are grouped into distinct components where each component is crucial for the learning task at hand. The formulation hence employs $l_\infty$ regularization for promoting combinations at the component level and $l_1$ regularization for promoting sparsity among kernels in each component. While previous attempts have formulated this as a non-convex problem, the formulation given here is an instance of non-smooth convex optimization problem which admits an efficient Mirror-Descent (MD) based procedure. The MD procedure optimizes over product of simplexes, which is not a well-studied case in literature. Results on real-world datasets show that the new MKL formulation is well-suited for object categorization tasks and that the MD based algorithm outperforms state-of-the-art MKL solvers like \texttt{simpleMKL} in terms of computational effort.

We are often interested in casting classification and clustering problems in a regression framework, because it is feasible to achieve some statistical properties in this framework by imposing some penalty criteria. In this paper we illustrate optimal scoring, which was originally proposed for performing Fisher linear discriminant analysis by regression, in the application of unsupervised learning. In particular, we devise a novel clustering algorithm that we call optimal discriminant clustering (ODC). We associate our algorithm with the existing unsupervised learning algorithms such as spectral clustering, discriminative clustering and sparse principal component analysis. Thus, our work shows that optimal scoring provides a new approach to the implementation of unsupervised learning. This approach facilitates the development of new unsupervised learning algorithms.

We consider the problem of bounding from above the log-partition function corresponding to second-order Ising models for binary distributions. We introduce a new bound, the cardinality bound, which can be computed via convex optimization. The corresponding error on the logpartition functionis bounded above by twice the distance, in model parameter space, to a class of "standard" Ising models, for which variable interdependence is described via a simple mean field term. In the context of maximum-likelihood, using the new bound instead of the exact log-partition function, while constraining the distance to the class of standard Ising models, leads not only to a good approximation to the log-partition function, but also to a model that is parsimonious, and easily interpretable.We compare our bound with the log-determinant bound introduced by Wainwright and Jordan (2006), and show that when the l

``How is information decoded in the brain?'' is one of the most difficult and important questions in neuroscience. Whether neural correlation is important or not in decoding neural activities is of special interest. We have developed a general framework for investigating how far the decoding process in the brain can be simplified. First, we hierarchically construct simplified probabilistic models of neural responses that ignore more than $K$th-order correlations by using a maximum entropy principle. Then, we compute how much information is lost when information is decoded using the simplified models, i.e., ``mismatched decoders''. We introduce an information theoretically correct quantity for evaluating the information obtained by mismatched decoders. We applied our proposed framework to spike data for vertebrate retina. We used 100-ms natural movies as stimuli and computed the information contained in neural activities about these movies. We found that the information loss is negligibly small in population activities of ganglion cells even if all orders of correlation are ignored in decoding. We also found that if we assume stationarity for long durations in the information analysis of dynamically changing stimuli like natural movies, pseudo correlations seem to carry a large portion of the information.

We address the problem of estimating the ratio of two probability density functions (a.k.a.~the importance). The importance values can be used for various succeeding tasks such as non-stationarity adaptation or outlier detection. In this paper, we propose a new importance estimation method that has a closed-form solution; the leave-one-out cross-validation score can also be computed analytically. Therefore, the proposed method is computationally very efficient and numerically stable. We also elucidate theoretical properties of the proposed method such as the convergence rate and approximation error bound. Numerical experiments show that the proposed method is comparable to the best existing method in accuracy, while it is computationally more efficient than competing approaches.

Theproblem of support union recovery is to recover the subset of covariates that are active in at least one of the regression problems.

We propose Dirichlet-Bernoulli Alignment (DBA), a generative model for corpora in which each pattern (e.g., a document) contains a set of instances (e.g., paragraphs in the document) and belongs to multiple classes. By casting predefined classes as latent Dirichlet variables (i.e., instance level labels), and modeling the multi-label of each pattern as Bernoulli variables conditioned on the weighted empirical average of topic assignments, DBA automatically aligns the latent topics discovered from data to human-defined classes. DBA is useful for both pattern classification and instance disambiguation, which are tested on text classification and named entity disambiguation for web search queries respectively.

Regularized risk minimization often involves non-smooth optimization, either because of the loss function (e.g., hinge loss) or the regularizer (e.g., $\ell_1$-regularizer). Gradient descent methods, though highly scalable and easy to implement, are known to converge slowly on these problems. In this paper, we develop novel accelerated gradient methods for stochastic optimization while still preserving their computational simplicity and scalability. The proposed algorithm, called SAGE (Stochastic Accelerated GradiEnt), exhibits fast convergence rates on stochastic optimization with both convex and strongly convex objectives. Experimental results show that SAGE is faster than recent (sub)gradient methods including FOLOS, SMIDAS and SCD. Moreover, SAGE can also be extended for online learning, resulting in a simple but powerful algorithm.

We describe a novel class of distributions, called Mondrian processes, which can be interpreted as probability distributions over kd-tree data structures. Mondrian processesare multidimensional generalizations of Poisson processes and this connection allows us to construct multidimensional generalizations of the stickbreaking processdescribed by Sethuraman (1994), recovering the Dirichlet process in one dimension. After introducing the Aldous-Hoover representation for jointly and separately exchangeable arrays, we show how the process can be used as a nonparametric prior distribution in Bayesian models of relational data.

Detecting underlying clusters from large-scale data plays a central role in machine learning research. In this paper, we attempt to tackle clustering problems for complex data of multiple distributions and large multi-scales. To this end, we develop an algorithm named Zeta $l$-links, or Zell which consists of two parts: Zeta merging with a similarity graph and an initial set of small clusters derived from local $l$-links of the graph. More specifically, we propose to structurize a cluster using cycles in the associated subgraph. A mathematical tool, Zeta function of a graph, is introduced for the integration of all cycles, leading to a structural descriptor of the cluster in determinantal form. The popularity character of the cluster is conceptualized as the global fusion of variations of the structural descriptor by means of the leave-one-out strategy in the cluster. Zeta merging proceeds, in the agglomerative fashion, according to the maximum incremental popularity among all pairwise clusters. Experiments on toy data, real imagery data, and real sensory data show the promising performance of Zell. The $98.1\%$ accuracy, in the sense of the normalized mutual information, is obtained on the FRGC face data of 16028 samples and 466 facial clusters. The MATLAB codes of Zell will be made publicly available for peer evaluation.