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Noise Thresholds for Spectral Clustering

Neural Information Processing Systems

Although spectral clustering has enjoyed considerable empirical success in machine learning, its theoretical properties are not yet fully developed. We analyze the performance of a spectral algorithm for hierarchical clustering and show that on a class of hierarchically structured similarity matrices, this algorithm can tolerate noise that grows with the number of data points while still perfectly recovering the hierarchical clusters with high probability. We additionally improve upon previous results for k-way spectral clustering to derive conditions under which spectral clustering makes no mistakes. Further, using minimax analysis, we derive tight upper and lower bounds for the clustering problem and compare the performance of spectral clustering to these information theoretic limits. We also present experiments on simulated and real world data illustrating our results.


Efficient Learning of Generalized Linear and Single Index Models with Isotonic Regression

Neural Information Processing Systems

Generalized Linear Models (GLMs) and Single Index Models (SIMs) provide powerful generalizations of linear regression, where the target variable is assumed to be a (possibly unknown) 1-dimensional function of a linear predictor. In general, these problems entail non-convex estimation procedures, and, in practice, iterative local search heuristics are often used. Kalai and Sastry (2009) provided the first provably efficient method, the \emph{Isotron} algorithm, for learning SIMs and GLMs, under the assumption that the data is in fact generated under a GLM and under certain monotonicity and Lipschitz (bounded slope) constraints. The Isotron algorithm interleaves steps of perceptron-like updates with isotonic regression (fitting a one-dimensional non-decreasing function). However, to obtain provable performance, the method requires a fresh sample every iteration. In this paper, we provide algorithms for learning GLMs and SIMs, which are both computationally and statistically efficient. We modify the isotonic regression step in Isotron to fit a Lipschitz monotonic function, and also provide an efficient $O(n \log(n))$ algorithm for this step, improving upon the previous $O(n^2)$ algorithm. We provide a brief empirical study, demonstrating the feasibility of our algorithms in practice.


Learning Sparse Representations of High Dimensional Data on Large Scale Dictionaries

Neural Information Processing Systems

Learning sparse representations on data adaptive dictionaries is a state-of-the-art method for modeling data. But when the dictionary is large and the data dimension ishigh, it is a computationally challenging problem. We explore three aspects of the problem. First, we derive new, greatly improved screening tests that quickly identify codewords that are guaranteed to have zero weights. Second, we study the properties of random projections in the context of learning sparse representations. Finally,we develop a hierarchical framework that uses incremental random projections and screening to learn, in small stages, a hierarchically structured dictionary forsparse representations. Empirical results show that our framework can learn informative hierarchical sparse representations more efficiently.


Greedy Algorithms for Structurally Constrained High Dimensional Problems

Neural Information Processing Systems

A hallmark of modern machine learning is its ability to deal with high dimensional problems by exploiting structural assumptions that limit the degrees of freedom in the underlying model. A deep understanding of the capabilities and limits of high dimensional learning methods under specific assumptions such as sparsity, group sparsity, and low rank has been attained. Efforts (Negahban et al., 2010, Chandrasekaran et al., 2010} are now underway to distill this valuable experience by proposing general unified frameworks that can achieve the twin goals of summarizing previous analyses and enabling their application to notions of structure hitherto unexplored. Inspired by these developments, we propose and analyze a general computational scheme based on a greedy strategy to solve convex optimization problems that arise when dealing with structurally constrained high-dimensional problems. Our framework not only unifies existing greedy algorithms by recovering them as special cases but also yields novel ones. Finally, we extend our results to infinite dimensional problems by using interesting connections between smoothness of norms and behavior of martingales in Banach spaces.


Distributed Delayed Stochastic Optimization

Neural Information Processing Systems

We analyze the convergence of gradient-based optimization algorithms whose updates depend on delayed stochastic gradient information. The main application of our results is to the development of distributed minimization algorithms where a master node performs parameter updates while worker nodes compute stochastic gradients based on local information in parallel, which may give rise to delays due to asynchrony. Our main contribution is to show that for smooth stochastic problems, the delays are asymptotically negligible. In application to distributed optimization, we show $n$-node architectures whose optimization error in stochastic problems---in spite of asynchronous delays---scales asymptotically as $\order(1 / \sqrt{nT})$, which is known to be optimal even in the absence of delays.


Selective Prediction of Financial Trends with Hidden Markov Models

Neural Information Processing Systems

Focusing on short term trend prediction in a financial context, we consider the problem of selective prediction whereby the predictor can abstain from prediction in order to improve performance. We examine two types of selective mechanisms for HMM predictors. The first is a rejection in the spirit of Chowโ€™s well-known ambiguity principle. The second is a specialized mechanism for HMMs that identifies low quality HMM states and abstain from prediction in those states. We call this model selective HMM (sHMM). In both approaches we can trade-off prediction coverage to gain better accuracy in a controlled manner. We compare performance of the ambiguity-based rejection technique with that of the sHMM approach. Our results indicate that both methods are effective, and that the sHMM model is superior.


Information Rates and Optimal Decoding in Large Neural Populations

Neural Information Processing Systems

Many fundamental questions in theoretical neuroscience involve optimal decoding and the computation of Shannon information rates in populations of spiking neurons. In this paper, we apply methods from the asymptotic theory of statistical inference to obtain a clearer analytical understanding of these quantities. We find that for large neural populations carrying a finite total amount of information, the full spiking population response is asymptotically as informative as a single observation from a Gaussian process whose mean and covariance can be characterized explicitly in terms of network and single neuron properties. The Gaussian form of this asymptotic sufficient statistic allows us in certain cases to perform optimal Bayesian decoding by simple linear transformations, and to obtain closed-form expressions of the Shannon information carried by the network. One technical advantage of the theory is that it may be applied easily even to non-Poisson point process network models; for example, we find that under some conditions, neural populations with strong history-dependent (non-Poisson) effects carry exactly the same information as do simpler equivalent populations of non-interacting Poisson neurons with matched firing rates. We argue that our findings help to clarify some results from the recent literature on neural decoding and neuroprosthetic design.


Active Learning Ranking from Pairwise Preferences with Almost Optimal Query Complexity

Neural Information Processing Systems

Given a set $V$ of $n$ elements we wish to linearly order them using pairwise preference labels which may be non-transitive (due to irrationality or arbitrary noise). The goal is to linearly order the elements while disagreeing with as few pairwise preference labels as possible. Our performance is measured by two parameters: The number of disagreements (loss) and the query complexity (number of pairwise preference labels). Our algorithm adaptively queries at most $O(n\poly(\log n,\eps^{-1}))$ preference labels for a regret of $\eps$ times the optimal loss. This is strictly better, and often significantly better than what non-adaptive sampling could achieve. Our main result helps settle an open problem posed by learning-to-rank (from pairwise information) theoreticians and practitioners: What is a provably correct way to sample preference labels?


Dynamic Pooling and Unfolding Recursive Autoencoders for Paraphrase Detection

Neural Information Processing Systems

Paraphrase detection is the task of examining two sentences and determining whether they have the same meaning. In order to obtain high accuracy on this task, thorough syntactic and semantic analysis of the two statements is needed. We introduce a method for paraphrase detection based on recursive autoencoders (RAE). Our unsupervised RAEs are based on a novel unfolding objective and learn feature vectors for phrases in syntactic trees. These features are used to measure the word-and phrase-wise similarity between two sentences. Since sentences may be of arbitrary length, the resulting matrix of similarity measures is of variable size. We introduce a novel dynamic pooling layer which computes a fixed-sized representation from the variable-sized matrices. The pooled representation is then used as input to a classifier. Our method outperforms other state-of-the-art approaches onthe challenging MSRP paraphrase corpus.