Accuracy
Variational Inference for Crowdsourcing
Crowdsourcing has become a popular paradigm for labeling large datasets. However, it has given rise to the computational task of aggregating the crowdsourced labels provided by a collection of unreliable annotators. We approach this problem by transforming it into a standard inference problem in graphical models, and applying approximate variational methods, including belief propagation (BP) and mean field (MF). We show that our BP algorithm generalizes both majority voting and a recent algorithm by Karger et al. [1], while our MF method is closely related to a commonly used EM algorithm. In both cases, we find that the performance of the algorithms critically depends on the choice of a prior distribution on the workers' reliability; by choosing the prior properly, both BP and MF (and EM) perform surprisingly well on both simulated and real-world datasets, competitive with state-of-the-art algorithms based on more complicated modeling assumptions.
Confusion-Based Online Learning and a Passive-Aggressive Scheme
This paper provides the first --to the best of our knowledge-- analysis of online learning algorithms for multiclass problems when the confusion matrix is taken as a performance measure. The work builds upon recent and elegant results on noncommutative concentration inequalities, i.e. concentration inequalities that apply to matrices, and, more precisely, to matrix martingales. We do establish generalization bounds for online learning algorithms and show how the theoretical study motivates the proposition of a new confusion-friendly learning procedure. This learning algorithm, called COPA (for COnfusion Passive-Aggressive) is a passive-aggressive learning algorithm; it is shown that the update equations for COPA can be computed analytically and, henceforth, there is no need to recourse to any optimization package to implement it.
Smooth-projected Neighborhood Pursuit for High-dimensional Nonparanormal Graph Estimation
We introduce a new learning algorithm, named smooth-projected neighborhood pursuit, for estimating high dimensional undirected graphs. In particularly, we focus on the nonparanormal graphical model and provide theoretical guarantees for graph estimation consistency. In addition to new computational and theoretical analysis, we also provide an alternative view to analyze the tradeoff between computational efficiency and statistical error under a smoothing optimization framework. Numerical results on both synthetic and real datasets are provided to support our theory.
Transelliptical Graphical Models
We advocate the use of a new distribution family--the transelliptical--for robust inference of high dimensional graphical models. The transelliptical family is an extension of the nonparanormal family proposed by Liu et al. (2009). Just as the nonparanormal extends the normal by transforming the variables using univariate functions, the transelliptical extends the elliptical family in the same way. We propose a nonparametric rank-based regularization estimator which achieves the parametric rates of convergence for both graph recovery and parameter estimation. Such a result suggests that the extra robustness and flexibility obtained by the semiparametric transelliptical modeling incurs almost no efficiency loss. We also discuss the relationship between this work with the transelliptical component analysis proposed by Han and Liu (2012).
Semiparametric Principal Component Analysis
We propose two new principal component analysis methods in this paper utilizing a semiparametric model. The according methods are named Copula Component Analysis (COCA) and Copula PCA. The semiparametric model assumes that, after unspecified marginally monotone transformations, the distributions are multivariate Gaussian.
Max-Margin Structured Output Regression for Spatio-Temporal Action Localization
Structured output learning has been successfully applied to object localization, where the mapping between an image and an object bounding box can be well captured. Its extension to action localization in videos, however, is much more challenging, because we need to predict the locations of the action patterns both spatially and temporally, i.e., identifying a sequence of bounding boxes that track the action in video. The problem becomes intractable due to the exponentially large size of the structured video space where actions could occur. We propose a novel structured learning approach for spatio-temporal action localization. The mapping between a video and a spatio-temporal action trajectory is learned. The intractable inference and learning problems are addressed by leveraging an efficient Max-Path search method, thus making it feasible to optimize the model over the whole structured space. Experiments on two challenging benchmark datasets show that our proposed method outperforms the state-of-the-art methods.
Active Comparison of Prediction Models
We address the problem of comparing the risks of two given predictive models--for instance, a baseline model and a challenger--as confidently as possible on a fixed labeling budget. This problem occurs whenever models cannot be compared on held-out training data, possibly because the training data are unavailable or do not reflect the desired test distribution. In this case, new test instances have to be drawn and labeled at a cost. We devise an active comparison method that selects instances according to an instrumental sampling distribution. We derive the sampling distribution that maximizes the power of a statistical test applied to the observed empirical risks, and thereby minimizes the likelihood of choosing the inferior model. Empirically, we investigate model selection problems on several classification and regression tasks and study the accuracy of the resulting p-values.
Patient Risk Stratification for Hospital-Associated C. diff as a Time-Series Classification Task
A patient's risk for adverse events is affected by temporal processes including the nature and timing of diagnostic and therapeutic activities, and the overall evolution of the patient's pathophysiology over time. Yet many investigators ignore this temporal aspect when modeling patient outcomes, considering only the patient's current or aggregate state. In this paper, we represent patient risk as a time series. In doing so, patient risk stratification becomes a time-series classification task. The task differs from most applications of time-series analysis, like speech processing, since the time series itself must first be extracted. Thus, we begin by defining and extracting approximate risk processes, the evolving approximate daily risk of a patient.