It is well known that Principal Component Analysis (PCA) is strongly affected by outliers and a lot of effort has been put into robustification of PCA. In this paper we present a new algorithm for robust PCA minimizing the trimmed reconstruction error. By directly minimizing over the Stiefel manifold, we avoid deflation as often used by projection pursuit methods. In distinction to other methods for robust PCA, our method has no free parameter and is computationally very efficient. We illustrate the performance on various datasets including an application to background modeling and subtraction. Our method performs better or similar to current state-of-the-art methods while being faster.

Low dimensional representations of words allow accurate NLP models to be trained on limited annotated data. While most representations ignore words' local context, a natural way to induce context-dependent representations is to perform inference in a probabilistic latent-variable sequence model. Given the recent success of continuous vector space word representations, we provide such an inference procedure for continuous states, where words' representations are given by the posterior mean of a linear dynamical system. Here, efficient inference can be performed using Kalman filtering. Our learning algorithm is extremely scalable, operating on simple cooccurrence counts for both parameter initialization using the method of moments and subsequent iterations of EM. In our experiments, we employ our inferred word embeddings as features in standard tagging tasks, obtaining significant accuracy improvements. Finally, the Kalman filter updates can be seen as a linear recurrent neural network. We demonstrate that using the parameters of our model to initialize a non-linear recurrent neural network language model reduces its training time by a day and yields lower perplexity.

This paper presents a novel method for the reconstruction of a neural network connectivity using calcium fluorescence data. We introduce a fast unsupervised method to integrate different networks that reconstructs structural connectivity from neuron activity. Our method improves the state-of-the-art reconstruction method General Transfer Entropy (GTE). We are able to better eliminate indirect links, improving therefore the quality of the network via a normalization and ensemble process of GTE and three new informative features. The approach is based on a simple combination of networks, which is remarkably fast. The performance of our approach is benchmarked on simulated time series provided at the connectomics challenge and also submitted at the public competition.

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form solutions of proximal operators and envelope representations based on the Moreau, Forward-Backward, Douglas-Rachford and Half-Quadratic envelopes. Envelope representations lead to novel proximal algorithms for statistical optimisation of composite objective functions which include both non-smooth and non-convex objectives. We illustrate our methodology with regularized Logistic and Poisson regression and non-convex bridge penalties with a fused lasso norm. We provide a discussion of convergence of non-descent algorithms with acceleration and for non-convex functions. Finally, we provide directions for future research.

Cortana is taking the war of words to Siri's home turf, Amazon amazes us with its tax return, and we find out why the record industry has a love-hate relationship with YouTube. Microsoft is challenging Apple's voice-activated personal assistant Siri by bringing its own voice control system Cortana to iPhones, not to mention Android devices too. It's all part of the build-up to Windows 10, but will iPhone owners switch allegiance? Amazon is changing the way it operates in Europe to pay more taxes in individual countries, ending its much-criticised wheeze of exploiting the tax haven of Luxembourg. Tax doesn't have to be taxing.

We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Bayesian approach can achieve variable-selection consistency under relatively mild conditions on the design matrix. We then demonstrate that the statistical criterion of posterior concentration need not imply the computational desideratum of rapid mixing of the MCMC algorithm. By introducing a truncated sparsity prior for variable selection, we provide a set of conditions that guarantee both variable-selection consistency and rapid mixing of a particular Metropolis-Hastings algorithm. The mixing time is linear in the number of covariates up to a logarithmic factor. Our proof controls the spectral gap of the Markov chain by constructing a canonical path ensemble that is inspired by the steps taken by greedy algorithms for variable selection.

We consider the problem of signal recovery on graphs as graphs model data with complex structure as signals on a graph. Graph signal recovery implies recovery of one or multiple smooth graph signals from noisy, corrupted, or incomplete measurements. We propose a graph signal model and formulate signal recovery as a corresponding optimization problem. We provide a general solution by using the alternating direction methods of multipliers. We next show how signal inpainting, matrix completion, robust principal component analysis, and anomaly detection all relate to graph signal recovery, and provide corresponding specific solutions and theoretical analysis. Finally, we validate the proposed methods on real-world recovery problems, including online blog classification, bridge condition identification, temperature estimation, recommender system, and expert opinion combination of online blog classification.

MOL Group announced yesterday the winners of the Freshhh 2015 competition, which sees students from all over the world compete in technology and business strategy simulations related to the oil and gas industry. 'Just Ask Siri', consisting of three students from the Prague University of Economics and the Czech Technical University, was awarded first place, with Hungary's'Oil's Creed' and Slovenia's'Decore' teams placing in second and third respectively. All three teams will now be given the opportunity to join MOL Group's graduate recruitment and development program. MOL Group HR Vice President Zdravka Demeter Bubalo commented in a company statement: "We congratulate the top three teams for winning the Freshhh competition 2015. I would like to thank all participants for their endless efforts during the competition. It is incredible to see how young students work with such difficult real-life cases and always find new solutions. The outstanding results from the participants and number of applications are showing us once more that we are heading in the right direction in order to attract top talents of the oil and gas industry."

Stochastic variational inference allows for fast posterior inference in complex Bayesian models. However, the algorithm is prone to local optima which can make the quality of the posterior approximation sensitive to the choice of hyperparameters and initialization. We address this problem by replacing the natural gradient step of stochastic varitional inference with a trust-region update. We show that this leads to generally better results and reduced sensitivity to hyperparameters. We also describe a new strategy for variational inference on streaming data and show that here our trust-region method is crucial for getting good performance.

This paper explores the preference-based top-$K$ rank aggregation problem. Suppose that a collection of items is repeatedly compared in pairs, and one wishes to recover a consistent ordering that emphasizes the top-$K$ ranked items, based on partially revealed preferences. We focus on the Bradley-Terry-Luce (BTL) model that postulates a set of latent preference scores underlying all items, where the odds of paired comparisons depend only on the relative scores of the items involved. We characterize the minimax limits on identifiability of top-$K$ ranked items, in the presence of random and non-adaptive sampling. Our results highlight a separation measure that quantifies the gap of preference scores between the $K^{\text{th}}$ and $(K+1)^{\text{th}}$ ranked items. The minimum sample complexity required for reliable top-$K$ ranking scales inversely with the separation measure irrespective of other preference distribution metrics. To approach this minimax limit, we propose a nearly linear-time ranking scheme, called \emph{Spectral MLE}, that returns the indices of the top-$K$ items in accordance to a careful score estimate. In a nutshell, Spectral MLE starts with an initial score estimate with minimal squared loss (obtained via a spectral method), and then successively refines each component with the assistance of coordinate-wise MLEs. Encouragingly, Spectral MLE allows perfect top-$K$ item identification under minimal sample complexity. The practical applicability of Spectral MLE is further corroborated by numerical experiments.