We introduce supervised latent Dirichlet allocation (sLDA), a statistical model of labelled documents. The model accommodates a variety of response types. We derive a maximum-likelihood procedure for parameter estimation, which relies on variational approximations to handle intractable posterior expectations. Prediction problems motivate this research: we use the fitted model to predict response values for new documents. We test sLDA on two real-world problems: movie ratings predicted from reviews, and web page popularity predicted from text descriptions. We illustrate the benefits of sLDA versus modern regularized regression, as well as versus an unsupervised LDA analysis followed by a separate regression.

A non--linear dynamic system is called contracting if initial conditions are forgotten exponentially fast, so that all trajectories converge to a single trajectory.

The notion of algorithmic stability has been used effectively in the past to derive tight generalization bounds. A key advantage of these bounds is that they are de- signed for specific learning algorithms, exploiting their particular properties. But, as in much of learning theory, existing stability analyses and bounds apply only in the scenario where the samples are independently and identically distributed (i.i.d.). In many machine learning applications, however, this assumption does not hold. The observations received by the learning algorithm often have some inherent temporal dependence, which is clear in system diagnosis or time series prediction problems. This paper studies the scenario where the observations are drawn from a station- ary beta-mixing sequence, which implies a dependence between observations that weaken over time. It proves novel stability-based generalization bounds that hold even with this more general setting. These bounds strictly generalize the bounds given in the i.i.d. case. We also illustrate their application in the case of several general classes of learning algorithms, including Support Vector Regression and Kernel Ridge Regression.

A novel approach to measure the interdependence of two time series is proposed, referred to as "stochastic event synchrony" (SES); it quantifies the alignment of two point processes by means of the following parameters: time delay, variance of the timing jitter, fraction of "spurious" events, and average similarity of events. SES may be applied to generic one-dimensional and multidimensional point processes, however,the paper mainly focusses on point processes in time-frequency domain. The average event similarity is in that case described by two parameters: the average frequency offset between events in the time-frequency plane, and the variance of the frequency offset ("frequency jitter"); SES then consists of five parameters intotal. Those parameters quantify the synchrony of oscillatory events, and hence, they provide an alternative to existing synchrony measures that quantify amplitudeor phase synchrony. The pairwise alignment of point processes is cast as a statistical inference problem, which is solved by applying the maxproduct algorithmon a graphical model. The SES parameters are determined from the resulting pairwise alignment by maximum a posteriori (MAP) estimation. The proposed interdependence measure is applied to the problem of detecting anomalies inEEG synchrony of Mild Cognitive Impairment (MCI) patients; the results indicate that SES significantly improves the sensitivity of EEG in detecting MCI.

We show that under suitable assumptions (primarily linearization) a simple and perspicuous online learning rule for Information Bottleneck optimization with spiking neurons can be derived. This rule performs on common benchmark tasks as well as a rather complex rule that has previously been proposed \cite{KlampflETAL:07b}. Furthermore, the transparency of this new learning rule makes a theoretical analysis of its convergence properties feasible. A variation of this learning rule (with sign changes) provides a theoretically founded method for performing Principal Component Analysis {(PCA)} with spiking neurons. By applying this rule to an ensemble of neurons, different principal components of the input can be extracted. In addition, it is possible to preferentially extract those principal components from incoming signals $X$ that are related or are not related to some additional target signal $Y_T$. In a biological interpretation, this target signal $Y_T$ (also called relevance variable) could represent proprioceptive feedback, input from other sensory modalities, or top-down signals.

When training and test samples follow different input distributions (i.e., the situation called \emph{covariate shift}), the maximum likelihood estimator is known to lose its consistency. For regaining consistency, the log-likelihood terms need to be weighted according to the \emph{importance} (i.e., the ratio of test and training input densities). Thus, accurately estimating the importance is one of the key tasks in covariate shift adaptation. A naive approach is to first estimate training and test input densities and then estimate the importance by the ratio of the density estimates. However, since density estimation is a hard problem, this approach tends to perform poorly especially in high dimensional cases. In this paper, we propose a direct importance estimation method that does not require the input density estimates. Our method is equipped with a natural model selection procedure so tuning parameters such as the kernel width can be objectively optimized. This is an advantage over a recently developed method of direct importance estimation. Simulations illustrate the usefulness of our approach.

We propose an extended probabilistic model for human perception. We argue that in many circumstances, human observers simultaneously evaluate sensory evidence under different hypotheses regarding the underlying physical process that might have generated the sensory information. Within this context, inference can be optimal if the observer weighs each hypothesis according to the correct belief in that hypothesis. But if the observer commits to a particular hypothesis, the belief in that hypothesis is converted into subjective certainty, and subsequent perceptual behavior is suboptimal, conditioned only on the chosen hypothesis. We demonstrate that this framework can explain psychophysical data of a recently reported decision-estimation experiment. The model well accounts for the data, predicting the same estimation bias as a consequence of the preceding decision step. The power of the framework is that it has no free parameters except the degree of the observer's uncertainty about its internal sensory representation. All other parameters are defined by the particular experiment which allows us to make quantitative predictions of human perception to two modifications of the original experiment.

Can we leverage learning techniques to build a fast nearest-neighbor (NN) retrieval data structure? We present a general learning framework for the NN problem in which sample queries are used to learn the parameters of a data structure that minimize the retrieval time and/or the miss rate. We explore the potential of this novel framework through two popular NN data structures: KD-trees and the rectilinear structures employed by locality sensitive hashing. We derive a generalization theory for these data structure classes and present simple learning algorithms for both. Experimental results reveal that learning often improves on the already strong performance of these data structures.

The peristimulus time histogram (PSTH) and its more continuous cousin, the spike density function (SDF) are staples in the analytic toolkit of neurophysiologists. Theformer is usually obtained by binning spike trains, whereas the standard method for the latter is smoothing with a Gaussian kernel. Selection of a bin width or a kernel size is often done in an relatively arbitrary fashion, even though there have been recent attempts to remedy this situation [1, 2]. We develop an exact Bayesian, generative model approach to estimating PSTHs and demonstate its superiority to competing methods. Further advantages of our scheme include automatic complexity control and error bars on its predictions.

Neuronal activity, particularly in cerebral cortex, is highly variable.