It is well-known that learning predictive models capable of dealing with outputs that are richer than binary outputs (e.g., multiclass or multilabel) and for which theoretical guarantees exist is still a realm of intensive investigations. From a practical standpoint, a lot of relaxations for learning with complex outputs have been devised. A common approach consists in decomposing the output space into "simpler" spaces so that the learning problem at hand can be reduced to a few easier (i.e., binary) learning tasks. For instance, this is the idea spurred by the Error-Correcting Output Codes (Dietterich & Bakiri, 1995) that makes possible to reduce multiclass or multilabel problems into binary classification tasks,e.g., (Allwein et al., 2001; Mroueh et al., 2012; Read et al., 2011; Tsoumakas & Vlahavas, 2007; Zhang & Schneider, 2012). In our work, we study the problem of complex output prediction by focusing on prediction functions that take the form of a weighted majority vote over a set of complex output classifiers (or voters). Recall that ensemble methods can all be seen as majority vote learning procedures (Dietterich, 2000; Re & Valentini, 2012). Methods such as Bagging (Breiman, 1996), Boosting (Schapire & Singer, 1999) and Random Forests (Breiman, 2001) are representative voting methods. Cortes et al. (2014) have proposed various ensemble methods for the structured output prediction framework. Note also that majority votes are also central to the Bayesian approach (Gelman et al., 2004) with the notion of Bayesian model averaging (Domingos, 2000; Haussler et al., 1994) and most of kernel-based predictors, such as the Support Vector Machines (Boser et al., 1992; Cortes & Vapnik, 1995) may be viewed as weighted majority votes as well: for binary classification, where the predicted class for some input x is computed as the sign of

Interpersonal relations are fickle, with close friendships often dissolving into enmity. In this work, we explore linguistic cues that presage such transitions by studying dyadic interactions in an online strategy game where players form alliances and break those alliances through betrayal. We characterize friendships that are unlikely to last and examine temporal patterns that foretell betrayal. We reveal that subtle signs of imminent betrayal are encoded in the conversational patterns of the dyad, even if the victim is not aware of the relationship's fate. In particular, we find that lasting friendships exhibit a form of balance that manifests itself through language. In contrast, sudden changes in the balance of certain conversational attributes---such as positive sentiment, politeness, or focus on future planning---signal impending betrayal.

Restricted Boltzmann machines are undirected neural networks which have been shown to be effective in many applications, including serving as initializations for training deep multi-layer neural networks. One of the main reasons for their success is the existence of efficient and practical stochastic algorithms, such as contrastive divergence, for unsupervised training. We propose an alternative deterministic iterative procedure based on an improved mean field method from statistical physics known as the Thouless-Anderson-Palmer approach. We demonstrate that our algorithm provides performance equal to, and sometimes superior to, persistent contrastive divergence, while also providing a clear and easy to evaluate objective function. We believe that this strategy can be easily generalized to other models as well as to more accurate higher-order approximations, paving the way for systematic improvements in training Boltzmann machines with hidden units.

In Dung's abstract argumentation, arguments are either acceptable or unacceptable, given a chosen notion of acceptability. This gives a coarse way to compare arguments. In this paper, we propose a counting approach for a more fine-gained assessment to arguments by counting the number of their respective attackers and defenders based on argument graph and argument game. An argument is more acceptable if the proponent puts forward more number of defenders for it and the opponent puts forward less number of attackers against it. We show that our counting model has two well-behaved properties: normalization and convergence. Then, we define a counting semantics based on this model, and investigate some general properties of the semantics.

Forward stagewise regression follows a very simple strategy for constructing a sequence of sparse regression estimates: it starts with all coefficients equal to zero, and iteratively updates the coefficient (by a small amount $\epsilon$) of the variable that achieves the maximal absolute inner product with the current residual. This procedure has an interesting connection to the lasso: under some conditions, it is known that the sequence of forward stagewise estimates exactly coincides with the lasso path, as the step size $\epsilon$ goes to zero. Furthermore, essentially the same equivalence holds outside of least squares regression, with the minimization of a differentiable convex loss function subject to an $\ell_1$ norm constraint (the stagewise algorithm now updates the coefficient corresponding to the maximal absolute component of the gradient). Even when they do not match their $\ell_1$-constrained analogues, stagewise estimates provide a useful approximation, and are computationally appealing. Their success in sparse modeling motivates the question: can a simple, effective strategy like forward stagewise be applied more broadly in other regularization settings, beyond the $\ell_1$ norm and sparsity? The current paper is an attempt to do just this. We present a general framework for stagewise estimation, which yields fast algorithms for problems such as group-structured learning, matrix completion, image denoising, and more.

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or equivalently M-estimation, we study the statistical error incurred by this strategy. We consider two large-sample settings: First, a classical setting where the number of parameters $p$ is fixed, and the number of samples per machine $n\to\infty$. Second, a high-dimensional regime where both $p,n\to\infty$ with $p/n \to \kappa \in (0,1)$. For both regimes and under suitable assumptions, we present asymptotically exact expressions for this estimation error. In the fixed-$p$ setting, under suitable assumptions, we prove that to leading order averaging is as accurate as the centralized solution. We also derive the second order error terms, and show that these can be non-negligible, notably for non-linear models. The high-dimensional setting, in contrast, exhibits a qualitatively different behavior: data splitting incurs a first-order accuracy loss, which to leading order increases linearly with the number of machines. The dependence of our error approximations on the number of machines traces an interesting accuracy-complexity tradeoff, allowing the practitioner an informed choice on the number of machines to deploy. Finally, we confirm our theoretical analysis with several simulations.

Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally expensive. Both the calculation of the acceptance probability and the creation of informed proposals usually require an iteration through the whole data set. The recently proposed stochastic gradient Langevin dynamics (SGLD) method circumvents this problem by generating proposals which are only based on a subset of the data, by skipping the accept-reject step and by using decreasing step-sizes sequence $(\delta_m)_{m \geq 0}$. %Under appropriate Lyapunov conditions, We provide in this article a rigorous mathematical framework for analysing this algorithm. We prove that, under verifiable assumptions, the algorithm is consistent, satisfies a central limit theorem (CLT) and its asymptotic bias-variance decomposition can be characterized by an explicit functional of the step-sizes sequence $(\delta_m)_{m \geq 0}$. We leverage this analysis to give practical recommendations for the notoriously difficult tuning of this algorithm: it is asymptotically optimal to use a step-size sequence of the type $\delta_m \asymp m^{-1/3}$, leading to an algorithm whose mean squared error (MSE) decreases at rate $\mathcal{O}(m^{-1/3})$

We compare in this paper several feature selection methods for the Naive Bayes Classifier (NBC) when the data under study are described by a large number of redundant binary indicators. Wrapper approaches guided by the NBC estimation of the classification error probability out-perform filter approaches while retaining a reasonable computational cost.

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimization remains possible using the MAPE instead of the MAE.

The latent block model (LBM) is a flexible probabilistic tool to describe interactions between node sets in bipartite networks, but it does not account for interactions of time varying intensity between nodes in unknown classes. In this paper we propose a non stationary temporal extension of the LBM that clusters simultaneously the two node sets of a bipartite network and constructs classes of time intervals on which interactions are stationary. The number of clusters as well as the membership to classes are obtained by maximizing the exact complete-data integrated likelihood relying on a greedy search approach. Experiments on simulated and real data are carried out in order to assess the proposed methodology.