We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours is the first CD method that allows linear coupling constraints, without making the global iteration complexity have an exponential dependence on the number of constraints. We present algorithms and analysis for four key problem scenarios: (i) smooth; (ii) smooth + nonsmooth separable; (iii) asynchronous parallel; and (iv) stochastic. We illustrate empirical behavior of our algorithms by simulation experiments.

Preference learning (PL) is a core area of machine learning that handles datasets with ordinal relations. As the number of generated data of ordinal nature is increasing, the importance and role of the PL field becomes central within machine learning research and practice. This paper introduces an open source, scalable, efficient and accessible preference learning toolbox that supports the key phases of the data training process incorporating various popular data preprocessing, feature selection and preference learning methods.

The Set Covering Machine (SCM) is a greedy learning algorithm that produces sparse classifiers. We extend the SCM for datasets that contain a huge number of features. The whole genetic material of living organisms is an example of such a case, where the number of feature exceeds 10^7. Three human pathogens were used to evaluate the performance of the SCM at predicting antimicrobial resistance. Our results show that the SCM compares favorably in terms of sparsity and accuracy against L1 and L2 regularized Support Vector Machines and CART decision trees. Moreover, the SCM was the only algorithm that could consider the full feature space. For all other algorithms, the latter had to be filtered as a preprocessing step.

We consider the problem of discriminative factor analysis for data that are in general non-Gaussian. A Bayesian model based on the ranks of the data is proposed. We first introduce a new {\em max-margin} version of the rank-likelihood. A discriminative factor model is then developed, integrating the max-margin rank-likelihood and (linear) Bayesian support vector machines, which are also built on the max-margin principle. The discriminative factor model is further extended to the {\em nonlinear} case through mixtures of local linear classifiers, via Dirichlet processes. Fully local conjugacy of the model yields efficient inference with both Markov Chain Monte Carlo and variational Bayes approaches. Extensive experiments on benchmark and real data demonstrate superior performance of the proposed model and its potential for applications in computational biology.

In this paper we aim to develop a general, model free, method for analyzing current status data using machine learning techniques. In particular, we propose a support vector machine (SVM) learning method for estimation of the failure time expectation for current status data. SVM was originally introduced by Vapnik in the 1990's and is firmly related to statistical learning theory (Vapnik, 1999). The choice of SVMs for current status data is motivated by the fact that SVMs can be implemented easily, have fast training speed, produce decision functions that have a strong generalization ability and can guarantee convergence to the optimal solution, under some weak assumptions (Shivaswamy et al., 2007). Current status data is a data format where the failure timeT is restricted to knowledge of whether or notT exceeds a random monitoring timeC . This data format is quite common and includes examples from various fields. Jewell and van der Laan (2004) mention a few examples including: studying the distribution of the age of a child at weaning given observation points; when conducting a partner study of HIV infection over a number of clinic visits; and when a tumor under investigation is occult and an animal is sacrificed at a certain time point in order to determine presence or absence of the tumor.

We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to characterize the mechanisms underlying the time series. Motivated by the studies that show many normal physiological systems involve irregularity while the decrease of irregularity usually implies the abnormality, the statistics for "outliers" in the components are used as features measuring irregularity. Support vector machines are used to select the most relevant features that are able to differentiate the time series from normal and abnormal systems. This new approach is successfully used in the study of congestive heart failure by heart beat interval time series.

Multithreshold Entropy Linear Classifier (MELC) is a recent classifier idea which employs information theoretic concept in order to create a multithreshold maximum margin model. In this paper we analyze its consistency over multithreshold linear models and show that its objective function upper bounds the amount of misclassified points in a similar manner like hinge loss does in support vector machines. For further confirmation we also conduct some numerical experiments on five datasets.

Complex biological systems have been successfully modeled by biochemical and genetic interaction networks, typically gathered from high-throughput (HTP) data. These networks can be used to infer functional relationships between genes or proteins. Using the intuition that the topological role of a gene in a network relates to its biological function, local or diffusion based "guilt-by-association" and graph-theoretic methods have had success in inferring gene functions. Here we seek to improve function prediction by integrating diffusion-based methods with a novel dimensionality reduction technique to overcome the incomplete and noisy nature of network data. In this paper, we introduce diffusion component analysis (DCA), a framework that plugs in a diffusion model and learns a low-dimensional vector representation of each node to encode the topological properties of a network. As a proof of concept, we demonstrate DCA's substantial improvement over state-of-the-art diffusion-based approaches in predicting protein function from molecular interaction networks. Moreover, our DCA framework can integrate multiple networks from heterogeneous sources, consisting of genomic information, biochemical experiments and other resources, to even further improve function prediction. Yet another layer of performance gain is achieved by integrating the DCA framework with support vector machines that take our node vector representations as features. Overall, our DCA framework provides a novel representation of nodes in a network that can be used as a plug-in architecture to other machine learning algorithms to decipher topological properties of and obtain novel insights into interactomes.

This chapter deals with decentralized learning algorithms for in-network processing of graph-valued data. A generic learning problem is formulated and recast into a separable form, which is iteratively minimized using the alternating-direction method of multipliers (ADMM) so as to gain the desired degree of parallelization. Without exchanging elements from the distributed training sets and keeping inter-node communications at affordable levels, the local (per-node) learners consent to the desired quantity inferred globally, meaning the one obtained if the entire training data set were centrally available. Impact of the decentralized learning framework to contemporary wireless communications and networking tasks is illustrated through case studies including target tracking using wireless sensor networks, unveiling Internet traffic anomalies, power system state estimation, as well as spectrum cartography for wireless cognitive radio networks.

This paper presents a general vector-valued reproducing kernel Hilbert spaces (RKHS) framework for the problem of learning an unknown functional dependency between a structured input space and a structured output space. Our formulation encompasses both Vector-valued Manifold Regularization and Co-regularized Multi-view Learning, providing in particular a unifying framework linking these two important learning approaches. In the case of the least square loss function, we provide a closed form solution, which is obtained by solving a system of linear equations. In the case of Support Vector Machine (SVM) classification, our formulation generalizes in particular both the binary Laplacian SVM to the multi-class, multi-view settings and the multi-class Simplex Cone SVM to the semi-supervised, multi-view settings. The solution is obtained by solving a single quadratic optimization problem, as in standard SVM, via the Sequential Minimal Optimization (SMO) approach. Empirical results obtained on the task of object recognition, using several challenging datasets, demonstrate the competitiveness of our algorithms compared with other state-of-the-art methods.