In many applications, one has side information, e.g., labels that are provided in a semi-supervised manner, about a specific target region of a large data set, and one wants to perform machine learning and data analysis tasks "nearby" that prespecified target region. For example, one might be interested in the clustering structure of a data graph near a prespecified "seed set" of nodes, or one might be interested in finding partitions in an image that are near a prespecified "ground truth" set of pixels. Locally-biased problems of this sort are particularly challenging for popular eigenvector-based machine learning and data analysis tools. At root, the reason is that eigenvectors are inherently global quantities, thus limiting the applicability of eigenvector-based methods in situations where one is interested in very local properties of the data. In this paper, we address this issue by providing a methodology to construct semi-supervised eigenvectors of a graph Laplacian, and we illustrate how these locally-biased eigenvectors can be used to perform locally-biased machine learning. These semi-supervised eigenvectors capture successively-orthogonalized directions of maximum variance, conditioned on being well-correlated with an input seed set of nodes that is assumed to be provided in a semi-supervised manner. We show that these semi-supervised eigenvectors can be computed quickly as the solution to a system of linear equations; and we also describe several variants of our basic method that have improved scaling properties. We provide several empirical examples demonstrating how these semi-supervised eigenvectors can be used to perform locally-biased learning; and we discuss the relationship between our results and recent machine learning algorithms that use global eigenvectors of the graph Laplacian.

The problem of structure estimation in graphical models with latent variables is considered. We characterize conditions for tractable graph estimation and develop efficient methods with provable guarantees. We consider models where the underlying Markov graph is locally tree-like, and the model is in the regime of correlation decay. For the special case of the Ising model, the number of samples $n$ required for structural consistency of our method scales as $n=\Omega(\theta_{\min}^{-\delta\eta(\eta+1)-2}\log p)$, where p is the number of variables, $\theta_{\min}$ is the minimum edge potential, $\delta$ is the depth (i.e., distance from a hidden node to the nearest observed nodes), and $\eta$ is a parameter which depends on the bounds on node and edge potentials in the Ising model. Necessary conditions for structural consistency under any algorithm are derived and our method nearly matches the lower bound on sample requirements. Further, the proposed method is practical to implement and provides flexibility to control the number of latent variables and the cycle lengths in the output graph.

The bi-objective winner determination problem (2WDP-SC) of a combinatorial procurement auction for transport contracts is characterized by a set B of bundle bids, with each bundle bid b in B consisting of a bidding carrier c_b, a bid price p_b, and a set tau_b transport contracts which is a subset of the set T of tendered transport contracts. Additionally, the transport quality q_{t,c_b} is given which is expected to be realized when a transport contract t is executed by a carrier c_b. The task of the auctioneer is to find a set X of winning bids (X subset B), such that each transport contract is part of at least one winning bid, the total procurement costs are minimized, and the total transport quality is maximized. This article presents a metaheuristic approach for the 2WDP-SC which integrates the greedy randomized adaptive search procedure with a two-stage candidate component selection procedure, large neighborhood search, and self-adaptive parameter setting in order to find a competitive set of non-dominated solutions. The heuristic outperforms all existing approaches. For seven small benchmark instances, the heuristic is the sole approach that finds all Pareto-optimal solutions. For 28 out of 30 large instances, none of the existing approaches is able to compute a solution that dominates a solution found by the proposed heuristic.

The Shapley value---probably the most important normative payoff division scheme in coalitional games---has recently been advocated as a useful measure of centrality in networks. However, although this approach has a variety of real-world applications (including social and organisational networks, biological networks and communication networks), its computational properties have not been widely studied. To date, the only practicable approach to compute Shapley value-based centrality has been via Monte Carlo simulations which are computationally expensive and not guaranteed to give an exact answer. Against this background, this paper presents the first study of the computational aspects of the Shapley value for network centralities. Specifically, we develop exact analytical formulae for Shapley value-based centrality in both weighted and unweighted networks and develop efficient (polynomial time) and exact algorithms based on them. We empirically evaluate these algorithms on two real-life examples (an infrastructure network representing the topology of the Western States Power Grid and a collaboration network from the field of astrophysics) and demonstrate that they deliver significant speedups over the Monte Carlo approach. For instance, in the case of unweighted networks our algorithms are able to return the exact solution about 1600 times faster than the Monte Carlo approximation, even if we allow for a generous 10% error margin for the latter method.

Many real world network problems often concern multivariate nodal attributes such as image, textual, and multi-view feature vectors on nodes, rather than simple univariate nodal attributes. The existing graph estimation methods built on Gaussian graphical models and covariance selection algorithms can not handle such data, neither can the theories developed around such methods be directly applied. In this paper, we propose a new principled framework for estimating graphs from multi-attribute data. Instead of estimating the partial correlation as in current literature, our method estimates the partial canonical correlations that naturally accommodate complex nodal features. Computationally, we provide an efficient algorithm which utilizes the multi-attribute structure. Theoretically, we provide sufficient conditions which guarantee consistent graph recovery. Extensive simulation studies demonstrate performance of our method under various conditions. Furthermore, we provide illustrative applications to uncovering gene regulatory networks from gene and protein profiles, and uncovering brain connectivity graph from functional magnetic resonance imaging data.

The scaled complex Wishart distribution is a widely used model for multilook full polarimetric SAR data whose adequacy has been attested in the literature. Classification, segmentation, and image analysis techniques which depend on this model have been devised, and many of them employ some type of dissimilarity measure. In this paper we derive analytic expressions for four stochastic distances between relaxed scaled complex Wishart distributions in their most general form and in important particular cases. Using these distances, inequalities are obtained which lead to new ways of deriving the Bartlett and revised Wishart distances. The expressiveness of the four analytic distances is assessed with respect to the variation of parameters. Such distances are then used for deriving new tests statistics, which are proved to have asymptotic chi-square distribution. Adopting the test size as a comparison criterion, a sensitivity study is performed by means of Monte Carlo experiments suggesting that the Bhattacharyya statistic outperforms all the others. The power of the tests is also assessed. Applications to actual data illustrate the discrimination and homogeneity identification capabilities of these distances.

Motivated by the unceasing interest in hidden Markov models (HMMs), this paper re-examines hidden path inference in these models, using primarily a risk-based framework. While the most common maximum a posteriori (MAP), or Viterbi, path estimator and the minimum error, or Posterior Decoder (PD), have long been around, other path estimators, or decoders, have been either only hinted at or applied more recently and in dedicated applications generally unfamiliar to the statistical learning community. Over a decade ago, however, a family of algorithmically defined decoders aiming to hybridize the two standard ones was proposed (Brushe et al., 1998). The present paper gives a careful analysis of this hybridization approach, identifies several problems and issues with it and other previously proposed approaches, and proposes practical resolutions of those. Furthermore, simple modifications of the classical criteria for hidden path recognition are shown to lead to a new class of decoders. Dynamic programming algorithms to compute these decoders in the usual forward-backward manner are presented. A particularly interesting subclass of such estimators can be also viewed as hybrids of the MAP and PD estimators. Similar to previously proposed MAP-PD hybrids, the new class is parameterized by a small number of tunable parameters. Unlike their algorithmic predecessors, the new risk-based decoders are more clearly interpretable, and, most importantly, work "out of the box" in practice, which is demonstrated on some real bioinformatics tasks and data. Some further generalizations and applications are discussed in conclusion.

This paper presents a technique for reducing speckle in Polarimetric Synthetic Aperture Radar (PolSAR) imagery using Nonlocal Means and a statistical test based on stochastic divergences. The main objective is to select homogeneous pixels in the filtering area through statistical tests between distributions. This proposal uses the complex Wishart model to describe PolSAR data, but the technique can be extended to other models. The weights of the location-variant linear filter are function of the p-values of tests which verify the hypothesis that two samples come from the same distribution and, therefore, can be used to compute a local mean. The test stems from the family of (h-phi) divergences which originated in Information Theory. This novel technique was compared with the Boxcar, Refined Lee and IDAN filters. Image quality assessment methods on simulated and real data are employed to validate the performance of this approach. We show that the proposed filter also enhances the polarimetric entropy and preserves the scattering information of the targets.

Recent advances suggest that a wide range of computer vision problems can be addressed more appropriately by considering non-Euclidean geometry. This paper tackles the problem of sparse coding and dictionary learning in the space of symmetric positive definite matrices, which form a Riemannian manifold. With the aid of the recently introduced Stein kernel (related to a symmetric version of Bregman matrix divergence), we propose to perform sparse coding by embedding Riemannian manifolds into reproducing kernel Hilbert spaces. This leads to a convex and kernel version of the Lasso problem, which can be solved efficiently. We furthermore propose an algorithm for learning a Riemannian dictionary (used for sparse coding), closely tied to the Stein kernel. Experiments on several classification tasks (face recognition, texture classification, person re-identification) show that the proposed sparse coding approach achieves notable improvements in discrimination accuracy, in comparison to state-of-the-art methods such as tensor sparse coding, Riemannian locality preserving projection, and symmetry-driven accumulation of local features.

We present a nonparametric Bayesian method for disease subtype discovery in multi-dimensional cancer data. Our method can simultaneously analyse a wide range of data types, allowing for both agreement and disagreement between their underlying clustering structure. It includes feature selection and infers the most likely number of disease subtypes, given the data. We apply the method to 277 glioblastoma samples from The Cancer Genome Atlas, for which there are gene expression, copy number variation, methylation and microRNA data. We identify 8 distinct consensus subtypes and study their prognostic value for death, new tumour events, progression and recurrence. The consensus subtypes are prognostic of tumour recurrence (log-rank p-value of $3.6 \times 10^{-4}$ after correction for multiple hypothesis tests). This is driven principally by the methylation data (log-rank p-value of $2.0 \times 10^{-3}$) but the effect is strengthened by the other 3 data types, demonstrating the value of integrating multiple data types. Of particular note is a subtype of 47 patients characterised by very low levels of methylation. This subtype has very low rates of tumour recurrence and no new events in 10 years of follow up. We also identify a small gene expression subtype of 6 patients that shows particularly poor survival outcomes. Additionally, we note a consensus subtype that showly a highly distinctive data signature and suggest that it is therefore a biologically distinct subtype of glioblastoma. The code is available from https://sites.google.com/site/multipledatafusion/