Seriation seeks to reconstruct a linear order between variables using unsorted similarity information. It has direct applications in archeology and shotgun gene sequencing for example. We prove the equivalence between the seriation and the combinatorial 2-sum problem (a quadratic minimization problem over permutations) over a class of similarity matrices. The seriation problem can be solved exactly by a spectral algorithm in the noiseless case and we produce a convex relaxation for the 2-sum problem to improve the robustness of solutions in a noisy setting. This relaxation also allows us to impose additional structural constraints on the solution, to solve semi-supervised seriation problems. We present numerical experiments on archeological data, Markov chains and gene sequences.

The efficiency of Brain-Computer Interfaces (BCI) largely depends upon a reliable extraction of informative features from the high-dimensional EEG signal. A crucial step in this protocol is the computation of spatial filters. The Common Spatial Patterns (CSP) algorithm computes filters that maximize the difference in band power between two conditions, thus it is tailored to extract the relevant information in motor imagery experiments. However, CSP is highly sensitive to artifacts in the EEG data, i.e. few outliers may alter the estimate drastically and decrease classification performance. Inspired by concepts from the field of information geometry we propose a novel approach for robustifying CSP. More precisely, we formulate CSP as a divergence maximization problem and utilize the property of a particular type of divergence, namely beta divergence, for robustifying the estimation of spatial filters in the presence of artifacts in the data. We demonstrate the usefulness of our method on toy data and on EEG recordings from 80 subjects.

An increasing number of applications require processing of signals defined on weighted graphs. While wavelets provide a flexible tool for signal processing in the classical setting of regular domains, the existing graph wavelet constructions are less flexible -- they are guided solely by the structure of the underlying graph and do not take directly into consideration the particular class of signals to be processed. This paper introduces a machine learning framework for constructing graph wavelets that can sparsely represent a given class of signals. Our construction uses the lifting scheme, and is based on the observation that the recurrent nature of the lifting scheme gives rise to a structure resembling a deep auto-encoder network. Particular properties that the resulting wavelets must satisfy determine the training objective and the structure of the involved neural networks. The training is unsupervised, and is conducted similarly to the greedy pre-training of a stack of auto-encoders. After training is completed, we obtain a linear wavelet transform that can be applied to any graph signal in time and memory linear in the size of the graph. Improved sparsity of our wavelet transform for the test signals is confirmed via experiments both on synthetic and real data.

We propose an approximate inference algorithm for continuous time Gaussian-Markov process models with both discrete and continuous time likelihoods. We show that the continuous time limit of the expectation propagation algorithm exists and results in a hybrid fixed point iteration consisting of (1) expectation propagation updates for the discrete time terms and (2) variational updates for the continuous time term. We introduce corrections methods that improve on the marginals of the approximation. This approach extends the classical Kalman-Bucy smoothing procedure to non-Gaussian observations, enabling continuous-time inference in a variety of models, including spiking neuronal models (state-space models with point process observations) and box likelihood models. Experimental results on real and simulated data demonstrate high distributional accuracy and significant computational savings compared to discrete-time approaches in a neural application.

Discriminative methods for learning structured models have enabled wide-spread use of very rich feature representations. However, the computational cost of feature extraction is prohibitive for large-scale or time-sensitive applications, often dominating the cost of inference in the models. Significant efforts have been devoted to sparsity-based model selection to decrease this cost. Such feature selection methods control computation statically and miss the opportunity to fine-tune feature extraction to each input at run-time. We address the key challenge of learning to control fine-grained feature extraction adaptively, exploiting non-homogeneity of the data. We propose an architecture that uses a rich feedback loop between extraction and prediction. The run-time control policy is learned using efficient value-function approximation, which adaptively determines the value of information of features at the level of individual variables for each input. We demonstrate significant speedups over state-of-the-art methods on two challenging datasets. For articulated pose estimation in video, we achieve a more accurate state-of-the-art model that is simultaneously 4$\times$ faster while using only a small fraction of possible features, with similar results on an OCR task.

We study the fundamental problems of variance and risk estimation in high dimensional statistical modeling. In particular, we consider the problem of learning a coefficient vector $\theta_0\in R^p$ from noisy linear observation $y=X\theta_0+w\in R^n$ and the popular estimation procedure of solving an $\ell_1$-penalized least squares objective known as the LASSO or Basis Pursuit DeNoising (BPDN). In this context, we develop new estimators for the $\ell_2$ estimation risk $\|\hat{\theta}-\theta_0\|_2$ and the variance of the noise. These can be used to select the regularization parameter optimally. Our approach combines Stein unbiased risk estimate (Stein'81) and recent results of (Bayati and Montanari'11-12) on the analysis of approximate message passing and risk of LASSO. We establish high-dimensional consistency of our estimators for sequences of matrices $X$ of increasing dimensions, with independent Gaussian entries. We establish validity for a broader class of Gaussian designs, conditional on the validity of a certain conjecture from statistical physics. Our approach is the first that provides an asymptotically consistent risk estimator. In addition, we demonstrate through simulation that our variance estimation outperforms several existing methods in the literature.

This work introduces a model that can recognize objects in images even if no training data is available for the object class. The only necessary knowledge about unseen visual categories comes from unsupervised text corpora. Unlike previous zero-shot learning models, which can only differentiate between unseen classes, our model can operate on a mixture of seen and unseen classes, simultaneously obtaining state of the art performance on classes with thousands of training images andreasonable performance on unseen classes. This is achieved by seeing the distributions of words in texts as a semantic space for understanding what objects looklike. Our deep learning model does not require any manually defined semantic or visual features for either words or images. Images are mapped to be close to semantic word vectors corresponding to their classes, and the resulting image embeddings can be used to distinguish whether an image is of a seen or unseen class.We then use novelty detection methods to differentiate unseen classes from seen classes. We demonstrate two novelty detection strategies; the first gives high accuracy on unseen classes, while the second is conservative in its prediction of novelty and keeps the seen classes' accuracy high.

In this paper, we propose a new and computationally efficient framework for learning sparse models. We formulate a unified approach that contains as particular cases models promoting sparse synthesis and analysis type of priors, and mixtures thereof. The supervised training of the proposed model is formulated as a bilevel optimization problem, in which the operators are optimized to achieve the best possible performance on a specific task, e.g., reconstruction or classification. By restricting the operators to be shift invariant, our approach can be thought as a way of learning analysis+synthesis sparsity-promoting convolutional operators. Leveraging recent ideas on fast trainable regressors designed to approximate exact sparse codes, we propose a way of constructing feed-forward neural networks capable of approximating the learned models at a fraction of the computational cost of exact solvers. In the shift-invariant case, this leads to a principled way of constructing task-specific convolutional networks. We illustrate the proposed models on several experiments in music analysis and image processing applications.

Recent work has shown how denoising and contractive autoencoders implicitly capture the structure of the data generating density, in the case where the corruption noise is Gaussian, the reconstruction error is the squared error, and the data is continuous-valued. This has led to various proposals for sampling from this implicitly learned density function, using Langevin and Metropolis-Hastings MCMC. However, it remained unclear how to connect the training procedure of regularized auto-encoders to the implicit estimation of the underlying data generating distribution when the data are discrete, or using other forms of corruption process and reconstruction errors. Another issue is the mathematical justification which is only valid in the limit of small corruption noise. We propose here a different attack on the problem, which deals with all these issues: arbitrary (but noisy enough) corruption, arbitrary reconstruction loss (seen as a log-likelihood), handling both discrete and continuous-valued variables, and removing the bias due to non-infinitesimal corruption noise (or non-infinitesimal contractive penalty).

Multiple hypothesis testing is a significant problem in nearly all neuroimaging studies. In order to correct for this phenomena, we require a reliable estimate of the Family-Wise Error Rate (FWER). The well known Bonferroni correction method, while being simple to implement, is quite conservative, and can substantially under-power a study because it ignores dependencies between test statistics. Permutation testing, on the other hand, is an exact, non parametric method of estimating the FWER for a given α threshold, but for acceptably low thresholds the computational burden can be prohibitive. In this paper, we observe that permutation testing in fact amounts to populating the columns of a very large matrix P. By analyzing the spectrum of this matrix, under certain conditions, we see that P has a low-rank plus a low-variance residual decomposition which makes it suitable for highly sub–sampled — on the order of 0.5% — matrix completion methods. Thus, we propose a novel permutation testing methodology which offers a large speedup, without sacrificing the fidelity of the estimated FWER. Our valuations on four different neuroimaging datasets show that a computational speedup factor of roughly 50× can be achieved while recovering the FWER distribution up to very high accuracy. Further, we show that the estimated α threshold is also recovered faithfully, and is stable.