Lazy local learning methods train a classifier on the fly" at test time, using only a subset of the training instances that are most relevant to the novel test example. The goal is to tailor the classifier to the properties of the data surrounding the test example. Existing methods assume that the instances most useful for building the local model are strictly those closest to the test example. However, this fails to account for the fact that the success of the resulting classifier depends on the full distribution of selected training instances. Rather than simply gather the test example's nearest neighbors, we propose to predict the subset of training data that is jointly relevant to training its local model. We develop an approach to discover patterns between queries and their "good" neighborhoods using large-scale multi-label classification with compressed sensing. Given a novel test point, we estimate both the composition and size of the training subset likely to yield an accurate local model. We demonstrate the approach on image classification tasks on SUN and aPascal and show it outperforms traditional global and local approaches."

Transfer learning algorithms are used when one has sufficient training data for one supervised learning task (the source/training domain) but only very limited training data for a second task (the target/test domain) that is similar but not identical to the first. Previous work on transfer learning has focused on relatively restricted settings, where specific parts of the model are considered to be carried over between tasks. Recent work on covariate shift focuses on matching the marginal distributions on observations $X$ across domains. Similarly, work on target/conditional shift focuses on matching marginal distributions on labels $Y$ and adjusting conditional distributions $P(X|Y)$, such that $P(X)$ can be matched across domains. However, covariate shift assumes that the support of test $P(X)$ is contained in the support of training $P(X)$, i.e., the training set is richer than the test set. Target/conditional shift makes a similar assumption for $P(Y)$. Moreover, not much work on transfer learning has considered the case when a few labels in the test domain are available. Also little work has been done when all marginal and conditional distributions are allowed to change while the changes are smooth. In this paper, we consider a general case where both the support and the model change across domains. We transform both $X$ and $Y$ by a location-scale shift to achieve transfer between tasks. Since we allow more flexible transformations, the proposed method yields better results on both synthetic data and real-world data.

We introduce a model for bidirectional retrieval of images and sentences through a deep, multi-modal embedding of visual and natural language data. Unlike previous models that directly map images or sentences into a common embedding space, our model works on a finer level and embeds fragments of images (objects) and fragments of sentences (typed dependency tree relations) into a common space. We then introduce a structured max-margin objective that allows our model to explicitly associate these fragments across modalities. Extensive experimental evaluation shows that reasoning on both the global level of images and sentences and the finer level of their respective fragments improves performance on image-sentence retrieval tasks. Additionally, our model provides interpretable predictions for the image-sentence retrieval task since the inferred inter-modal alignment of fragments is explicit.

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a monotonically increasing sequence of probability spaces. By targeting these auxiliary distributions using SMC we are able to approximate the full joint distribution defined by the PGM. One of the key merits of the SMC sampler is that it provides an unbiased estimate of the partition function of the model. We also show how it can be used within a particle Markov chain Monte Carlo framework in order to construct high-dimensional block-sampling algorithms for general PGMs.

Game-theoretic algorithms for physical security have made an impressive real-world impact. These algorithms compute an optimal strategy for the defender to commit to in a Stackelberg game, where the attacker observes the defender's strategy and best-responds. In order to build the game model, though, the payoffs of potential attackers for various outcomes must be estimated; inaccurate estimates can lead to significant inefficiencies. We design an algorithm that optimizes the defender's strategy with no prior information, by observing the attacker's responses to randomized deployments of resources and learning his priorities. In contrast to previous work, our algorithm requires a number of queries that is polynomial in the representation of the game.

Low-rank tensor estimation has been frequently applied in many real-world problems. Despite successful applications, existing Schatten 1-norm minimization (SNM) methods may become very slow or even not applicable for large-scale problems. To address this difficulty, we therefore propose an efficient and scalable core tensor Schatten 1-norm minimization method for simultaneous tensor decomposition and completion, with a much lower computational complexity. We first induce the equivalence relation of Schatten 1-norm of a low-rank tensor and its core tensor. Then the Schatten 1-norm of the core tensor is used to replace that of the whole tensor, which leads to a much smaller-scale matrix SNM problem. Finally, an efficient algorithm with a rank-increasing scheme is developed to solve the proposed problem with a convergence guarantee. Extensive experimental results show that our method is usually more accurate than the state-of-the-art methods, and is orders of magnitude faster.

A new Bayesian formulation is developed for nonlinear support vector machines (SVMs), based on a Gaussian process and with the SVM hinge loss expressed as a scaled mixture of normals. We then integrate the Bayesian SVM into a factor model, in which feature learning and nonlinear classifier design are performed jointly; almost all previous work on such discriminative feature learning has assumed a linear classifier. Inference is performed with expectation conditional maximization (ECM) and Markov Chain Monte Carlo (MCMC). An extensive set of experiments demonstrate the utility of using a nonlinear Bayesian SVM within discriminative feature learning and factor modeling, from the standpoints of accuracy and interpretability

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which guarantees the global consistency of distributed estimators, provided the local estimators are consistent.

Partial monitoring is a general model for online learning with limited feedback: a learner chooses actions in a sequential manner while an opponent chooses outcomes. In every round, the learner suffers some loss and receives some feedback based on the action and the outcome. The goal of the learner is to minimize her cumulative loss. Applications range from dynamic pricing to label-efficient prediction to dueling bandits. In this paper, we assume that we are given some prior information about the distribution based on which the opponent generates the outcomes. We propose BPM, a family of new efficient algorithms whose core is to track the outcome distribution with an ellipsoid centered around the estimated distribution. We show that our algorithm provably enjoys near-optimal regret rate for locally observable partial-monitoring problems against stochastic opponents. As demonstrated with experiments on synthetic as well as real-world data, the algorithm outperforms previous approaches, even for very uninformed priors, with an order of magnitude smaller regret and lower running time.

Group lasso is widely used to enforce the structural sparsity, which achieves the sparsity at inter-group level. In this paper, we propose a new formulation called ``exclusive group lasso'', which brings out sparsity at intra-group level in the context of feature selection. The proposed exclusive group lasso is applicable on any feature structures, regardless of their overlapping or non-overlapping structures. We give analysis on the properties of exclusive group lasso, and propose an effective iteratively re-weighted algorithm to solve the corresponding optimization problem with rigorous convergence analysis. We show applications of exclusive group lasso for uncorrelated feature selection. Extensive experiments on both synthetic and real-world datasets indicate the good performance of proposed methods.