Unsupervised feature selection (UFS) aims to reduce the time complexity and storage burden, as well as improve the generalization performance. Most existing methods convert UFS to supervised learning problem by generating labels with specific techniques (e.g., spectral analysis, matrix factorization and linear predictor). Instead, we proposed a novel coupled analysis-synthesis dictionary learning method, which is free of generating labels. The representation coefficients are used to model the cluster structure and data distribution. Specifically, the synthesis dictionary is used to reconstruct samples, while the analysis dictionary analytically codes the samples and assigns probabilities to the samples. Afterwards, the analysis dictionary is used to select features that can well preserve the data distribution. The effective L2p-norm (0 < p <1) regularization is imposed on the analysis dictionary to get much sparse solution and is more effective in feature selection.We proposed an iterative reweighted least squares algorithm to solve the L2p-norm optimization problem and proved it can converge to a fixed point. Experiments on benchmark datasets validated the effectiveness of the proposed method

Tensor decomposition methods are effective tools for modelling multidimensional array data (i.e., tensors). Among them, nonparametric Bayesian models, such as Infinite Tucker Decomposition (InfTucker), are more powerful than multilinear factorization approaches, including Tucker and PARAFAC, and usually achieve better predictive performance. However, they are difficult to handle massive data due to a prohibitively high training cost. To address this limitation, we propose Distributed infinite Tucker (DinTucker), a new hierarchical Bayesian model that enables local learning of InfTucker on subarrays and global information integration from local results. We further develop a distributed stochastic gradient descent algorithm, coupled with variational inference for model estimation. In addition, the connection between DinTucker and InfTucker is revealed in terms of model evidence. Experiments demonstrate that DinTucker maintains the predictive accuracy of InfTucker and is scalable on massive data: On multidimensional arrays with billions of elements from two real-world applications, DinTucker achieves significantly higher prediction accuracy with less training time, compared with the state-of-the-art large-scale tensor decomposition method, GigaTensor.

Although many handle missing labels and class imbalance jointly. We formulate multi-label learning methods have been proposed in recent the problem as a transductive learning problem that years, a main challenge remains for this problem, i.e., the include five components that are label consistency, instancelevel lack of completely labeled training instances. This is important and class-level label smoothness, and two types of class because in many real life applications, most training cardinality (lower and upper) bounds. The first three components instances are only partially labeled, while other labels are are used to propagate the label information from the not provided or missing. One such example is image annotation, provided labels to missing labels, and the latter two components a human labeler can only feasibly annotates each are included to handle two types of the class imbalance training image with a subset of tags, especially when the problem. We first formulate a unified model that combines number of classes/tags is large. Learning from such partially these components as a constrained submodular minimization labeled instances is referred to as the multi-label learning problem (CSM). However, due to the class cardinality with missing labels (MLML) problem (Wu et al. 2014; constraint, it is a NPhard problem.

Many learning problems in real world applications involve rich datasets comprising multiple information modalities. In this work, we study co-regularized PLSA(coPLSA) as an efficient solution to probabilistic topic analysis of multi-modal data. In coPLSA, similarities between topic compositions of a data entity across different data modalities are measured with divergences between discrete probabilities, which are incorporated as a co-regularizer to augment individual PLSA models over each data modality. We derive efficient iterative learning algorithms for coPLSA with symmetric KL, L2 and L1 divergences as co-regularizers, in each case the essential optimization problem affords simple numerical solutions that entail only matrix arithmetic operations and numerical solution of 1D nonlinear equations. We evaluate the performance of the coPLSA algorithms on text/image cross-modal retrieval tasks, on which they show competitive performance with state-of-the-art methods.

Instrumental variable regression (IVR) is a statistical technique utilized to recover unbiased estimators when there are errors in the independent variables. Estimator bias in learned time series models can yield poor performance in applications such as long-term prediction and filtering where the recursive use of the model results in the accumulation of propagated error. However, prior work addressed the IVR objective in the batch setting, where it is necessary to store the entire dataset in memory — an infeasible requirementin large dataset scenarios. In this work, we develop Online Instrumental Variable Regression (OIVR), an algorithm that is capable of updating the learned estimator with streaming data. We show that the online adaptation of IVR enjoys a no-regret performance guarantee with respect the original batchsetting by taking advantage of any no-regret online learning algorithm inside OIVR for the underlying update steps. We experimentally demonstrate the efficacy of our algorithm in combination with popular no-regret onlinealgorithms for the task of learning predictive dynamical system models and on a prototypical econometrics instrumental variable regression problem.

Confidence-weighted (CW) learning is a successful online learning paradigm which maintains a Gaussian distribution over classifier weights and adopts a covariancematrix to represent the uncertainties of the weight vectors. However, there are two deficiencies in existing full CW learning paradigms, these being the sensitivity to irrelevant features, and the poor scalability to high dimensional data due to the maintenance of the covariance structure. In this paper, we begin by presenting an online-batch CW learning scheme, and then present a novel paradigm to learn sparse CW classifiers. The proposed paradigm essentially identifies feature groups and naturally builds a block diagonal covariance structure, making it very suitable for CW learning over very high-dimensional data.Extensive experimental results demonstrate the superior performance of the proposed methods over state-of-the-art counterparts on classification and feature selection tasks.

In many real-world reinforcement learning problems, we have access to an existing dataset and would like to use it to evaluate various learning approaches. Typically, one would prefer not to deploy a fixed policy, but rather an algorithm that learns to improve its behavior as it gains more experience. Therefore, we seek to evaluate how a proposed algorithm learns in our environment, meaning we need to evaluate how an algorithm would have gathered experience if it were run online. In this work, we develop three new evaluation approaches which guarantee that, given some history, algorithms are fed samples from the distribution that they would have encountered if they were run online. Additionally, we are the first to propose an approach that is provably unbiased given finite data, eliminating bias due to the length of the evaluation. Finally, we compare the sample-efficiency of these approaches on multiple datasets, including one from a real-world deployment of an educational game.

We consider an online learning problem (classification or prediction) involving disparate sources of sequentially arriving data, whereby a user over time learns the best set of data sources to use in constructing the classifier by exploiting their similarity. We first show that, when (1) the similarity information among data sources is known, and (2) data from different sources can be acquired without cost, then a judicious selection of data from different sources can effectively enlarge the training sample size compared to using a single data source, thereby improving the rate and performance of learning; this is achieved by bounding the classification error of the resulting classifier. We then relax assumption (1) and characterize the loss in learning performance when the similarity information must also be acquired through repeated sampling. We further relax both (1) and (2) and present a cost-efficient algorithm that identifies a best crowd from a potentially large set of data sources in terms of both classifier performance and data acquisition cost. This problem has various applications, including online prediction systems with time series data of various forms, such as financial markets, advertisement and network measurement.

Autoregressive integrated moving average (ARIMA) is one of the most popular linear models for time series forecasting due to its nice statistical properties and great flexibility. However, its parameters are estimated in a batch manner and its noise terms are often assumed to be strictly bounded, which restricts its applications and makes it inefficient for handling large-scale real data. In this paper, we propose online learning algorithms for estimating ARIMA models under relaxed assumptions on the noise terms, which is suitable to a wider range of applications and enjoys high computational efficiency. The idea of our ARIMA method is to reformulate the ARIMA model into a task of full information online optimization (without random noise terms). As a consequence, we can online estimation of the parameters in an efficient and scalable way. Furthermore, we analyze regret bounds of the proposed algorithms, which guarantee that our online ARIMA model is provably as good as the best ARIMA model in hindsight. Finally, our encouraging experimental results further validate the effectiveness and robustness of our method.

Semi-supervised learning (SSL) is an important research problem in machine learning. While it is usually expected that the use of unlabeled data can improve performance, in many cases SSL is outperformed by supervised learning using only labeled data. To this end, the construction of a performance-safe SSL method has become a key issue of SSL study. To alleviate this problem, we propose in this paper the UMVP (safe semi-sUpervised learning for MultiVariate Performance measure) method, because of the need of various performance measures in practical tasks. The proposed method integrates multiple semi-supervised learners, and maximizes the worst-case performance gain to derive the final prediction. The overall problem is formulated as a maximin optimization. In oder to solve the resultant difficult maximin optimization, this paper shows that when the performance measure is the Top- k Precision, F β score or AUC, a minimax convex relaxation of the maximin optimization can be solved efficiently. Experimental results show that the proposed method can effectively improve the safeness of SSL under multiple multivariate performance measures.