Motivated by various applications in machine learning, the problem of minimizing a convex smooth loss function with trace norm regularization has received much attention lately. Currently, a popular method for solving such problem is the proximal gradient method (PGM), which is known to have a sublinear rate of convergence. In this paper, we show that for a large class of loss functions, the convergence rate of the PGM is in fact linear. Our result is established without any strong convexity assumption on the loss function. A key ingredient in our proof is a new Lipschitzian error bound for the aforementioned trace norm-regularized problem, which may be of independent interest.

An important challenge in Markov decision processes is to ensure robustness with respect to unexpected or adversarial system behavior while taking advantage of well-behaving parts of the system. We consider a problem setting where some unknown parts of the state space can have arbitrary transitions while other parts are purely stochastic. We devise an algorithm that is adaptive to potentially adversarial behavior and show that it achieves similar regret bounds as the purely stochastic case.

Given a convergent sequence of graphs, there exists a limit object called the graphon from which random graphs are generated. This nonparametric perspective of random graphs opens the door to study graphs beyond the traditional parametric models, but at the same time also poses the challenging question of how to estimate the graphon underlying observed graphs. In this paper, we propose a computationally efficient algorithm to estimate a graphon from a set of observed graphs generated from it. We show that, by approximating the graphon with stochastic block models, the graphon can be consistently estimated, that is, the estimation error vanishes as the size of the graph approaches infinity.

Conditional random fields, which model the distribution of a multivariate response conditioned on a set of covariates using undirected graphs, are widely used in a variety of multivariate prediction applications. Popular instances of this class of models such as categorical-discrete CRFs, Ising CRFs, and conditional Gaussian based CRFs, are not however best suited to the varied types of response variables in many applications, including count-valued responses. We thus introduce a “novel subclass of CRFs”, derived by imposing node-wise conditional distributions of response variables conditioned on the rest of the responses and the covariates as arising from univariate exponential families. This allows us to derive novel multivariate CRFs given any univariate exponential distribution, including the Poisson, negative binomial, and exponential distributions. Also in particular, it addresses the common CRF problem of specifying feature'' functions determining the interactions between response variables and covariates. We develop a class of tractable penalized $M$-estimators to learn these CRF distributions from data, as well as a unified sparsistency analysis for this general class of CRFs showing exact structure recovery can be achieved with high probability."

We provide a unified framework for the high-dimensional analysis of “superposition-structured” or “dirty” statistical models: where the model parameters are a “superposition” of structurally constrained parameters. We allow for any number and types of structures, and any statistical model. We consider the general class of $M$-estimators that minimize the sum of any loss function, and an instance of what we call a “hybrid” regularization, that is the infimal convolution of weighted regularization functions, one for each structural component. We provide corollaries showcasing our unified framework for varied statistical models such as linear regression, multiple regression and principal component analysis, over varied superposition structures.

Nonnegative matrix factorization (NMF) is a popular data analysis method, the objective of which is to decompose a matrix with all nonnegative components into the product of two other nonnegative matrices. In this work, we describe a new simple and efficient algorithm for multi-factor nonnegative matrix factorization problem ({mfNMF}), which generalizes the original NMF problem to more than two factors. Furthermore, we extend the mfNMF algorithm to incorporate a regularizer based on Dirichlet distribution over normalized columns to encourage sparsity in the obtained factors. Our sparse NMF algorithm affords a closed form and an intuitive interpretation, and is more efficient in comparison with previous works that use fix point iterations. We demonstrate the effectiveness and efficiency of our algorithms on both synthetic and real data sets.

The macaque Superior Temporal Sulcus (STS) is a brain area that receives and integrates inputs from both the ventral and dorsal visual processing streams (thought to specialize in form and motion processing respectively). For the processing of articulated actions, prior work has shown that even a small population of STS neurons contains sufficient information for the decoding of actor invariant to action, action invariant to actor, as well as the specific conjunction of actor and action. This paper addresses two questions. First, what are the invariance properties of individual neural representations (rather than the population representation) in STS? Second, what are the neural encoding mechanisms that can produce such individual neural representations from streams of pixel images? We find that a baseline model, one that simply computes a linear weighted sum of ventral and dorsal responses to short action “snippets”, produces surprisingly good fits to the neural data. Interestingly, even using inputs from a single stream, both actor-invariance and action-invariance can be produced simply by having different linear weights.

We consider the problem of sparse precision matrix estimation in high dimensions using the CLIME estimator, which has several desirable theoretical properties. We present an inexact alternating direction method of multiplier (ADMM) algorithm for CLIME, and establish rates of convergence for both the objective and optimality conditions. Further, we develop a large scale distributed framework for the computations, which scales to millions of dimensions and trillions of parameters, using hundreds of cores. The proposed framework solves CLIME in column-blocks and only involves elementwise operations and parallel matrix multiplications. We evaluate our algorithm on both shared-memory and distributed-memory architectures, which can use block cyclic distribution of data and parameters to achieve load balance and improve the efficiency in the use of memory hierarchies. Experimental results show that our algorithm is substantially more scalable than state-of-the-art methods and scales almost linearly with the number of cores.

Many methods have been proposed to recover the intrinsic scene properties such as shape, reflectance and illumination from a single image. However, most of these models have been applied on laboratory datasets. In this work we explore the synergy effects between intrinsic scene properties recovered from an image, and the objects and attributes present in the scene. We cast the problem in a joint energy minimization framework; thus our model is able to encode the strong correlations between intrinsic properties (reflectance, shape, illumination), objects (table, tv-monitor), and materials (wooden, plastic) in a given scene. We tested our approach on the NYU and Pascal datasets, and observe both qualitative and quantitative improvements in the overall accuracy.

We introduce the multi-prediction deep Boltzmann machine (MP-DBM). The MP-DBM can be seen as a single probabilistic model trained to maximize a variational approximation to the generalized pseudolikelihood, or as a family of recurrent nets that share parameters and approximately solve different inference problems. Prior methods of training DBMs either do not perform well on classification tasks or require an initial learning pass that trains the DBM greedily, one layer at a time. The MP-DBM does not require greedy layerwise pretraining, and outperforms the standard DBM at classification, classification with missing inputs, and mean field prediction tasks.