Learning minimum volume sets of an underlying nominal distribution is a very effective approach to anomaly detection. Several approaches to learning minimum volume sets have been proposed in the literature, including the K-point nearest neighbor graph (K-kNNG) algorithm based on the geometric entropy minimization (GEM) principle [4]. The K-kNNG detector, while possessing several desirable characteristics, suffers from high computation complexity, and in [4] a simpler heuristic approximation, the leave-one-out kNNG (L1O-kNNG) was proposed. In this paper, we propose a novel bipartite k-nearest neighbor graph (BP-kNNG) anomaly detection scheme for estimating minimum volume sets. Our bipartite estimator retains all the desirable theoretical properties of the K-kNNG, while being computationally simpler than the K-kNNG and the surrogate L1O-kNNG detectors. We show that BP-kNNG is asymptotically consistent in recovering the p-value of each test point. Experimental results are given that illustrate the superior performance of BP-kNNG as compared to the L1O-kNNG and other state of the art anomaly detection schemes.

This paper studies the problem of semi-supervised learning from the vector field perspective. Many of the existing work use the graph Laplacian to ensure the smoothness of the prediction function on the data manifold. However, beyond smoothness, it is suggested by recent theoretical work that we should ensure second order smoothness for achieving faster rates of convergence for semi-supervised regression problems. To achieve this goal, we show that the second order smoothness measures the linearity of the function, and the gradient field of a linear function has to be a parallel vector field. Consequently, we propose to find a function which minimizes the empirical error, and simultaneously requires its gradient field to be as parallel as possible. We give a continuous objective function on the manifold and discuss how to discretize it by using random points. The discretized optimization problem turns out to be a sparse linear system which can be solved very efficiently. The experimental results have demonstrated the effectiveness of our proposed approach.

We present explicit classes of probability distributions that can be learned by Restricted Boltzmann Machines (RBMs) depending on the number of units that they contain, and which are representative for the expressive power of the model. We use this to show that the maximal Kullback-Leibler divergence to the RBM model with n visible and m hidden units is bounded from above by (n-1)-log(m+1). In this way we can specify the number of hidden units that guarantees a sufficiently rich model containing different classes of distributions and respecting a given error tolerance.

Given a set V of n vectors in d-dimensional space, we provide an efficient method for computing quality upper and lower bounds of the Euclidean distances between a pair of the vectors in V . For this purpose, we define a distance measure, called the MS-distance, by using the mean and the standard deviation values of vectors in V . Once we compute the mean and the standard deviation values of vectors in V in O(dn) time, the MS-distance between them provides upper and lower bounds of Euclidean distance between a pair of vectors in V in constant time. Furthermore, these bounds can be refined further such that they converge monotonically to the exact Euclidean distance within d refinement steps. We also provide an analysis on a random sequence of refinement steps which can justify why MS-distance should be refined to provide very tight bounds in a few steps of a typical sequence. The MS-distance can be used to various problems where the Euclidean distance is used to measure the proximity or similarity between objects. We provide experimental results on the nearest and the farthest neighbor searches.

We study the family of p-resistances on graphs for p ≥ 1. This family generalizes the standard resistance distance. We prove that for any fixed graph, for p=1, the p-resistance coincides with the shortest path distance, for p=2 it coincides with the standard resistance distance, and for p → ∞ it converges to the inverse of the minimal s-t-cut in the graph. Secondly, we consider the special case of random geometric graphs (such as k-nearest neighbor graphs) when the number n of vertices in the graph tends to infinity. We prove that an interesting phase-transition takes place. There exist two critical thresholds p^* and p^** such that if p < p^*, then the p-resistance depends on meaningful global properties of the graph, whereas if p > p^**, it only depends on trivial local quantities and does not convey any useful information. We can explicitly compute the critical values: p^* = 1 + 1/(d-1) and p^** = 1 + 1/(d-2) where d is the dimension of the underlying space (we believe that the fact that there is a small gap between p^* and p^** is an artifact of our proofs. We also relate our findings to Laplacian regularization and suggest to use q-Laplacians as regularizers, where q satisfies 1/p^* + 1/q = 1.

We propose a robust filtering approach based on semi-supervised and multiple instance learning (MIL). We assume that the posterior density would be unimodal if not for the effect of outliers that we do not wish to explicitly model. Therefore, we seek for a point estimate at the outset, rather than a generic approximation of the entire posterior. Our approach can be thought of as a combination of standard finite-dimensional filtering (Extended Kalman Filter, or Unscented Filter) with multiple instance learning, whereby the initial condition comes with a putative set of inlier measurements. We show how both the state (regression) and the inlier set (classification) can be estimated iteratively and causally by processing only the current measurement. We illustrate our approach on visual tracking problems whereby the object of interest (target) moves and evolves as a result of occlusions and deformations, and partial knowledge of the target is given in the form of a bounding box (training set).

This paper studies privacy preserving M-estimators using perturbed histograms. The proposed approach allows the release of a wide class of M-estimators with both differential privacy and statistical utility without knowing a priori the particular inference procedure. The performance of the proposed method is demonstrated through a careful study of the convergence rates. A practical algorithm is given and applied on a real world data set containing both continuous and categorical variables.

The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability in practice. There have been several recent attempts to study a more general formulation, where groups of features are given, potentially with overlaps between the groups. The resulting optimization is, however, much more challenging to solve due to the group overlaps. In this paper, we consider the efficient optimization of the overlapping group Lasso penalized problem. We reveal several key properties of the proximal operator associated with the overlapping group Lasso, and compute the proximal operator by solving the smooth and convex dual problem, which allows the use of the gradient descent type of algorithms for the optimization. We have performed empirical evaluations using both synthetic and the breast cancer gene expression data set, which consists of 8,141 genes organized into (overlapping) gene sets. Experimental results show that the proposed algorithm is more efficient than existing state-of-the-art algorithms.

Most online algorithms used in machine learning today are based on variants of mirror descent or follow-the-leader. In this paper, we present an online algorithm based on a completely different approach, which combines ``random playout'' and randomized rounding of loss subgradients. As an application of our approach, we provide the first computationally efficient online algorithm for collaborative filtering with trace-norm constrained matrices. As a second application, we solve an open question linking batch learning and transductive online learning.

In matrix completion, we are given a matrix where the values of only some of the entries are present, and we want to reconstruct the missing ones. Much work has focused on the assumption that the data matrix has low rank. We propose a more general assumption based on denoising, so that we expect that the value of a missing entry can be predicted from the values of neighboring points. We propose a nonparametric version of denoising based on local, iterated averaging with mean-shift, possibly constrained to preserve local low-rank manifold structure. The few user parameters required (the denoising scale, number of neighbors and local dimensionality) and the number of iterations can be estimated by cross-validating the reconstruction error. Using our algorithms as a postprocessing step on an initial reconstruction (provided by e.g. a low-rank method), we show consistent improvements with synthetic, image and motion-capture data.