We develop an automated variational method for approximate inference in Gaussian process (GP) models whose posteriors are often intractable. Using a mixture of Gaussians as the variational distribution, we show that (i) the variational objective and its gradients can be approximated efficiently via sampling from univariate Gaussian distributions and (ii) the gradients of the GP hyperparameters can be obtained analytically regardless of the model likelihood. We further propose two instances of the variational distribution whose covariance matrices can be parametrized linearly in the number of observations. These results allow gradient-based optimization to be done efficiently in a black-box manner. Our approach is thoroughly verified on 5 models using 6 benchmark datasets, performing as well as the exact or hard-coded implementations while running orders of magnitude faster than the alternative MCMC sampling approaches. Our method can be a valuable tool for practitioners and researchers to investigate new models with minimal effort in deriving model-specific inference algorithms.

Many important distributions are high dimensional, and often they can be modeled as Gaussian mixtures. We derive the first sample-efficient polynomial-time estimator for high-dimensional spherical Gaussian mixtures. Based on intuitive spectral reasoning, it approximates mixtures of $k$ spherical Gaussians in $d$-dimensions to within$\ell_1$ distance $\epsilon$ using $\mathcal{O}({dk^9(\log^2 d)}/{\epsilon^4})$ samples and $\mathcal{O}_{k,\epsilon}(d^3\log^5 d)$ computation time. Conversely, we show that any estimator requires $\Omega\bigl({dk}/{\epsilon^2}\bigr)$ samples, hence the algorithm's sample complexity is nearly optimal in the dimension. The implied time-complexity factor \mathcal{O}_{k,\epsilon}$ is exponential in $k$, but much smaller than previously known. We also construct a simple estimator for one-dimensional Gaussian mixtures that uses $\tilde\mathcal{O}(k /\epsilon^2)$ samples and $\tilde\mathcal{O}((k/\epsilon)^{3k+1})$ computation time.

In real-world action recognition problems, low-level features cannot adequately characterize the rich spatial-temporal structures in action videos. In this work, we encode actions based on attributes that describes actions as high-level concepts: \textit{e.g.}, jump forward and motion in the air. We base our analysis on two types of action attributes. One type of action attributes is generated by humans. The second type is data-driven attributes, which is learned from data using dictionary learning methods. Attribute-based representation may exhibit high variance due to noisy and redundant attributes. We propose a discriminative and compact attribute-based representation by selecting a subset of discriminative attributes from a large attribute set. Three attribute selection criteria are proposed and formulated as a submodular optimization problem. A greedy optimization algorithm is presented and guaranteed to be at least (1-1/e)-approximation to the optimum. Experimental results on the Olympic Sports and UCF101 datasets demonstrate that the proposed attribute-based representation can significantly boost the performance of action recognition algorithms and outperform most recently proposed recognition approaches.

This paper studies the following problem: given samples from a high dimensional discrete distribution, we want to estimate the leading $(\delta,\rho)$-modes of the underlying distributions. A point is defined to be a $(\delta,\rho)$-mode if it is a local optimum of the density within a $\delta$-neighborhood under metric $\rho$. As we increase the ``scale'' parameter $\delta$, the neighborhood size increases and the total number of modes monotonically decreases. The sequence of the $(\delta,\rho)$-modes reveal intrinsic topographical information of the underlying distributions. Though the mode finding problem is generally intractable in high dimensions, this paper unveils that, if the distribution can be approximated well by a tree graphical model, mode characterization is significantly easier. An efficient algorithm with provable theoretical guarantees is proposed and is applied to applications like data analysis and multiple predictions.

We introduce a natural extension of the notion of swap regret, conditional swap regret, that allows for action modifications conditioned on the player’s action history. We prove a series of new results for conditional swap regret minimization. We present algorithms for minimizing conditional swap regret with bounded conditioning history. We further extend these results to the case where conditional swaps are considered only for a subset of actions. We also define a new notion of equilibrium, conditional correlated equilibrium, that is tightly connected to the notion of conditional swap regret: when all players follow conditional swap regret minimization strategies, then the empirical distribution approaches this equilibrium. Finally, we extend our results to the multi-armed bandit scenario.

In many modern applications from, for example, bioinformatics and computer vision, samples have multiple feature representations coming from different data sources. Multiview learning algorithms try to exploit all these available information to obtain a better learner in such scenarios. In this paper, we propose a novel multiple kernel learning algorithm that extends kernel k-means clustering to the multiview setting, which combines kernels calculated on the views in a localized way to better capture sample-specific characteristics of the data. We demonstrate the better performance of our localized data fusion approach on a human colon and rectal cancer data set by clustering patients. Our method finds more relevant prognostic patient groups than global data fusion methods when we evaluate the results with respect to three commonly used clinical biomarkers.

We present a technique for significantly speeding up Alternating Least Squares (ALS) and Gradient Descent (GD), two widely used algorithms for tensor factorization. Byexploiting properties of the Khatri-Rao product, we show how to efficiently address a computationally challenging sub-step of both algorithms. Our algorithm, DFacTo, only requires two sparse matrix-vector products and is easy to parallelize. DFacTo is not only scalable but also on average 4 to 10 times faster than competing algorithms on a variety of datasets. For instance, DFacTo only takes 480 seconds on 4 machines to perform one iteration of the ALS algorithm and 1,143 seconds to perform one iteration of the GD algorithm on a 6.5 million 2.5 million 1.5 million dimensional tensor with 1.2 billion nonzero entries.

A basic problem in the design of privacy-preserving algorithms is the \emph{private maximization problem}: the goal is to pick an item from a universe that (approximately) maximizes a data-dependent function, all under the constraint of differential privacy. This problem has been used as a sub-routine in many privacy-preserving algorithms for statistics and machine learning. Previous algorithms for this problem are either range-dependent---i.e., their utility diminishes with the size of the universe---or only apply to very restricted function classes. This work provides the first general purpose, range-independent algorithm for private maximization that guarantees approximate differential privacy. Its applicability is demonstrated on two fundamental tasks in data mining and machine learning.

In this paper we explore how machine learning techniques can be applied to the discovery of efficient mathematical identities. We introduce an attribute grammar framework for representing symbolic expressions. Given a grammar of math operators, we build trees that combine them in different ways, looking for compositions that are analytically equivalent to a target expression but of lower computational complexity. However, as the space of trees grows exponentially with the complexity of the target expression, brute force search is impractical for all but the simplest of expressions. Consequently, we introduce two novel learning approaches that are able to learn from simpler expressions to guide the tree search. The first of these is a simple n-gram model, the other being a recursive neural-network. We show how these approaches enable us to derive complex identities, beyond reach of brute-force search, or human derivation.

We present two new methods for inference in Gaussian process (GP) models with general nonlinear likelihoods. Inference is based on a variational framework where a Gaussian posterior is assumed and the likelihood is linearized about the variational posterior mean using either a Taylor series expansion or statistical linearization. We show that the parameter updates obtained by these algorithms are equivalent to the state update equations in the iterative extended and unscented Kalman filters respectively, hence we refer to our algorithms as extended and unscented GPs. The unscented GP treats the likelihood as a 'black-box' by not requiring its derivative for inference, so it also applies to non-differentiable likelihood models. We evaluate the performance of our algorithms on a number of synthetic inversion problems and a binary classification dataset.