The coding of information by neural populations depends critically on the statistical dependencies between neuronal responses. However, there is no simple model that combines the observations that (1) marginal distributions over single-neuron spike counts are often approximately Poisson; and (2) joint distributions over the responses of multiple neurons are often strongly dependent. Here, we show that both marginal and joint properties of neural responses can be captured using Poisson copula models. Copulas are joint distributions that allow random variables with arbitrary marginals to be combined while incorporating arbitrary dependencies between them. Different copulas capture different kinds of dependencies, allowing for a richer and more detailed description of dependencies than traditional summary statistics, such as correlation coefficients. We explore a variety of Poisson copula models for joint neural response distributions, and derive an efficient maximum likelihood procedure for estimating them. We apply these models to neuronal data collected in and macaque motor cortex, and quantify the improvement in coding accuracy afforded by incorporating the dependency structure between pairs of neurons.

In this paper we present two transductive bounds on the risk of the majority vote estimated over partially labeled training sets. Our first bound is tight when the additional unlabeled training data are used in the cases where the voted classifier makes its errors on low margin observations and where the errors of the associated Gibbs classifier can accurately be estimated. In semi-supervised learning, considering the margin as an indicator of confidence constitutes the working hypothesis of algorithms which search the decision boundary on low density regions. In this case, we propose a second bound on the joint probability that the voted classifier makes an error over an example having its margin over a fixed threshold. As an application we are interested on self-learning algorithms which assign iteratively pseudo-labels to unlabeled training examples having margin above a threshold obtained from this bound. Empirical results on different datasets show the effectiveness of our approach compared to the same algorithm and the TSVM in which the threshold is fixed manually.

Given $n$ noisy samples with $p$ dimensions, where $n \ll p$, we show that the multi-stage thresholding procedures can accurately estimate a sparse vector $\beta \in \R^p$ in a linear model, under the restricted eigenvalue conditions (Bickel-Ritov-Tsybakov 09). Thus our conditions for model selection consistency are considerably weaker than what has been achieved in previous works. More importantly, this method allows very significant values of $s$, which is the number of non-zero elements in the true parameter $\beta$. For example, it works for cases where the ordinary Lasso would have failed. Finally, we show that if $X$ obeys a uniform uncertainty principle and if the true parameter is sufficiently sparse, the Gauss-Dantzig selector (Cand\{e}s-Tao 07) achieves the $\ell_2$ loss within a logarithmic factor of the ideal mean square error one would achieve with an oracle which would supply perfect information about which coordinates are non-zero and which are above the noise level, while selecting a sufficiently sparse model.

We discuss the framework of Transductive Support Vector Machine (TSVM) from the perspective of the regularization strength induced by the unlabeled data. In this framework, SVM and TSVM can be regarded as a learning machine without regularization and one with full regularization from the unlabeled data, respectively. Therefore, to supplement this framework of the regularization strength, it is necessary to introduce data-dependant partial regularization. To this end, we reformulate TSVM into a form with controllable regularization strength, which includes SVM and TSVM as special cases. Furthermore, we introduce a method of adaptive regularization that is data dependant and is based on the smoothness assumption. Experiments on a set of benchmark data sets indicate the promising results of the proposed work compared with state-of-the-art TSVM algorithms.

We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learning task, and the other is a simple regularization term such as L1-norm for sparsity. We develop a new online algorithm, the regularized dual averaging method, that can explicitly exploit the regularization structure in an online setting. In particular, at each iteration, the learning variables are adjusted by solving a simple optimization problem that involves the running average of all past subgradients of the loss functions and the whole regularization term, not just its subgradient. This method achieves the optimal convergence rate and often enjoys a low complexity per iteration similar as the standard stochastic gradient method. Computational experiments are presented for the special case of sparse online learning using L1-regularization.

Finding maximally sparse representations from overcomplete feature dictionaries frequently involves minimizing a cost function composed of a likelihood (or data fit) term and a prior (or penalty function) that favors sparsity. While typically the prior is factorial, here we examine non-factorial alternatives that have a number of desirable properties relevant to sparse estimation and are easily implemented using an efficient, globally-convergent reweighted $\ell_1$ minimization procedure. The first method under consideration arises from the sparse Bayesian learning (SBL) framework. Although based on a highly non-convex underlying cost function, in the context of canonical sparse estimation problems, we prove uniform superiority of this method over the Lasso in that, (i) it can never do worse, and (ii) for any dictionary and sparsity profile, there will always exist cases where it does better. These results challenge the prevailing reliance on strictly convex penalty functions for finding sparse solutions. We then derive a new non-factorial variant with similar properties that exhibits further performance improvements in empirical tests. For both of these methods, as well as traditional factorial analogs, we demonstrate the effectiveness of reweighted $\ell_1$-norm algorithms in handling more general sparse estimation problems involving classification, group feature selection, and non-negativity constraints. As a byproduct of this development, a rigorous reformulation of sparse Bayesian classification (e.g., the relevance vector machine) is derived that, unlike the original, involves no approximation steps and descends a well-defined objective function.

We prove certain theoretical properties of a graph-regularized transductive learning objective that is based on minimizing a Kullback-Leibler divergence based loss. These include showing that the iterative alternating minimization procedure used to minimize the objective converges to the correct solution and deriving a test for convergence. We also propose a graph node ordering algorithm that is cache cognizant and leads to a linear speedup in parallel computations. This ensures that the algorithm scales to large data sets. By making use of empirical evaluation on the TIMIT and Switchboard I corpora, we show this approach is able to out-perform other state-of-the-art SSL approaches. In one instance, we solve a problem on a 120 million node graph.

Which ads should we display in sponsored search in order to maximize our revenue? How should we dynamically rank information sources to maximize value of information? These applications exhibit strong diminishing returns: Selection of redundant ads and information sources decreases their marginal utility. We show that these and other problems can be formalized as repeatedly selecting an assignment of items to positions to maximize a sequence of monotone submodular functions that arrive one by one. We present an efficient algorithm for this general problem and analyze it in the no-regret model. Our algorithm is equipped with strong theoretical guarantees, with a performance ratio that converges to the optimal constant of 1-1/e. We empirically evaluate our algorithms on two real-world online optimization problems on the web: ad allocation with submodular utilities, and dynamically ranking blogs to detect information cascades.

Although it is widely believed that reinforcement learning is a suitable tool for describing behavioral learning, the mechanisms by which it can be implemented in networks of spiking neurons are not fully understood. Here, we show that different learning rules emerge from a policy gradient approach depending on which features of the spike trains are assumed to influence the reward signals, i.e., depending on which neural code is in effect. We use the framework of Williams (1992) to derive learning rules for arbitrary neural codes. For illustration, we present policy-gradient rules for three different example codes - a spike count code, a spike timing code and the most general ``full spike train code - and test them on simple model problems. In addition to classical synaptic learning, we derive learning rules for intrinsic parameters that control the excitability of the neuron. The spike count learning rule has structural similarities with established Bienenstock-Cooper-Munro rules. If the distribution of the relevant spike train features belongs to the natural exponential family, the learning rules have a characteristic shape that raises interesting prediction problems.

In this article, we propose fast subtree kernels on graphs.