Algorithm selection (AS) techniques — which involve choosing from a set of algorithms the one expected to solve a given problem instance most efficiently — have substantially improved the state-of-the-art in solving many prominent AI problems, such as SAT, CSP, ASP, MAXSAT, and QBF.Although several AS procedures have been introduced,not too surprisingly, none of them dominates all others across all AS scenarios.Furthermore, these procedures have parameters whose optimal values vary across AS scenarios.This holds specifically for the machine learning techniques that form the core of current AS proceduresand for their hyperparameters. Therefore, to successfully apply AS to new problems, algorithms and benchmark sets, two questions need to be answered:(i) how to select an AS approach and (ii) how to set its parameters effectively.We address both of these problems simultaneously by using automated algorithm configuration.Specifically, we demonstrate that we can use algorithm configurators to automatically configure clasp folio 2,which implements a large variety of different AS approaches and their respective parameters in a single highly parameterized algorithm framework.We demonstrate that this approach, dubbed auto folio, can significantly improve the performance of clasp folio 2 on 11 out of the 12 scenarios from the Algorithm Selection Library and leads to new state-of-the-art algorithm selectors for 8 of these scenarios.

Algorithm portfolios seek to determine an effective set of algorithms that can be used within an algorithm selection framework to solve problems. A limited number of these portfolio studies focus on generating different versions of a target algorithm using different parameter configurations. In this paper, we employ a Design of Experiments (DOE) approach to determine a promising range of values for each parameter of an algorithm. These ranges are further processed to determine a portfolio of parameter configurations, which would be used within two online Algorithm Selection approaches for solving different instances of a given combinatorial optimization problem effectively. We apply our approach on a Simulated Annealing-Tabu Search (SA-TS) hybrid algorithm for solving the Quadratic Assignment Problem (QAP) as well as an Iterated Local Search (ILS) on the Travelling Salesman Problem (TSP). We also generate a portfolio of parameter configurations using best-of-breed parameter tuning approaches directly for the comparison purpose. Experimental results show that our approach lead to improvements over best-of-breed parameter tuning approaches.

The paper gives a constructive method, based on greedy algorithms, that provides for the classes of functions with small mixed smoothness the best possible in the sense of order approximation error for the $m$-term approximation with respect to the trigonometric system.

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state evolution to analyze what is the information theoretically minimal mean-squared error and the one achieved by AMP in the limit of large sizes. For a special case of rank one and large enough density of non-zeros Deshpande and Montanari [1] proved that AMP is asymptotically optimal. We show that both for low density and for large rank the problem undergoes a series of phase transitions suggesting existence of a region of parameters where estimation is information theoretically possible, but AMP (and presumably every other polynomial algorithm) fails. The analysis of the large rank limit is particularly instructive.

Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately, kernel means are faced with scalability issues. A single point evaluation of the kernel density estimator, for example, requires a computation time linear in the training sample size. To address this challenge, we present a method to efficiently construct a sparse approximation of a kernel mean. We do so by first establishing an incoherence-based bound on the approximation error, and then noticing that, for the case of radial kernels, the bound can be minimized by solving the $k$-center problem. The outcome is a linear time construction of a sparse kernel mean, which also lends itself naturally to an automatic sparsity selection scheme. We show the computational gains of our method by looking at three problems involving kernel means: Euclidean embedding of distributions, class proportion estimation, and clustering using the mean-shift algorithm.

The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD) method, on the other hand, handles problems with multiple blocks of variables by updating them one at a time; when the blocks of variables are easier to update individually than together, BCD has a lower per-iteration cost. This paper introduces a method that combines the features of SG and BCD for problems with many components in the objective and with multiple (blocks of) variables. Specifically, a block stochastic gradient (BSG) method is proposed for solving both convex and nonconvex programs. At each iteration, BSG approximates the gradient of the differentiable part of the objective by randomly sampling a small set of data or sampling a few functions from the sum term in the objective, and then, using those samples, it updates all the blocks of variables in either a deterministic or a randomly shuffled order. Its convergence for both convex and nonconvex cases are established in different senses. In the convex case, the proposed method has the same order of convergence rate as the SG method. In the nonconvex case, its convergence is established in terms of the expected violation of a first-order optimality condition. The proposed method was numerically tested on problems including stochastic least squares and logistic regression, which are convex, as well as low-rank tensor recovery and bilinear logistic regression, which are nonconvex.

Past research has challenged us with the task of showing relational patterns between text-based data and then clustering for predictive analysis using Golay Code technique. We focus on a novel approach to extract metaknowledge in multimedia datasets. Our collaboration has been an on-going task of studying the relational patterns between datapoints based on metafeatures extracted from metaknowledge in multimedia datasets. Those selected are significant to suit the mining technique we applied, Golay Code algorithm. In this research paper we summarize findings in optimization of metaknowledge representation for 23-bit representation of structured and unstructured multimedia data in order to

A fundamental challenge in calcium imaging has been to infer the timing of action potentials from the measured noisy calcium fluorescence traces. We systematically evaluate a range of spike inference algorithms on a large benchmark dataset recorded from varying neural tissue (V1 and retina) using different calcium indicators (OGB-1 and GCamp6). We show that a new algorithm based on supervised learning in flexible probabilistic models outperforms all previously published techniques, setting a new standard for spike inference from calcium signals. Importantly, it performs better than other algorithms even on datasets not seen during training. Future data acquired in new experimental conditions can easily be used to further improve its spike prediction accuracy and generalization performance. Finally, we show that comparing algorithms on artificial data is not informative about performance on real population imaging data, suggesting that a benchmark dataset may greatly facilitate future algorithmic developments.

Why does Deep Learning work? What representations does it capture? How do higher-order representations emerge? We study these questions from the perspective of group theory, thereby opening a new approach towards a theory of Deep learning. One factor behind the recent resurgence of the subject is a key algorithmic step called pre-training: first search for a good generative model for the input samples, and repeat the process one layer at a time. We show deeper implications of this simple principle, by establishing a connection with the interplay of orbits and stabilizers of group actions. Although the neural networks themselves may not form groups, we show the existence of {\em shadow} groups whose elements serve as close approximations. Over the shadow groups, the pre-training step, originally introduced as a mechanism to better initialize a network, becomes equivalent to a search for features with minimal orbits. Intuitively, these features are in a way the {\em simplest}. Which explains why a deep learning network learns simple features first. Next, we show how the same principle, when repeated in the deeper layers, can capture higher order representations, and why representation complexity increases as the layers get deeper.

Most current approaches to plagiarism detection are based on musical similarity measures, which typically ignore the issue of polyphony in music. We present a novel feature space for audio derived from compositional modelling techniques, commonly used in signal separation, that provides a mechanism to account for polyphony without incurring an inordinate amount of computational overhead. We employ this feature representation in conjunction with traditional audio feature representations in a classification framework which uses an ensemble of distance features to characterize pairs of songs as being plagiarized or not. Our experiments on a database of about 3000 musical track pairs show that the new feature space characterization produces significant improvements over standard baselines.