Many important distributions are high dimensional, and often they can be modeled as Gaussian mixtures. We derive the first sample-efficient polynomial-time estimator for high-dimensional spherical Gaussian mixtures.

Selecting a small informative subset from a given dataset, also called column sampling, has drawn much attention in machine learning. For incorporating structured data information into column sampling, research efforts were devoted to the cases where data points are fitted with clusters, simplices, or general convex hulls. This paper aims to study nonconvex hull learning which has rarely been investigated in the literature. In order to learn data-adaptive nonconvex hulls, a novel approach is proposed based on a graph-theoretic measure that leverages graph cycles to characterize the structural complexities of input data points. Employing this measure, we present a greedy algorithmic framework, dubbed Zeta Hulls, to perform structured column sampling. The process of pursuing a Zeta hull involves the computation of matrix inverse. To accelerate the matrix inversion computation and reduce its space complexity as well, we exploit a low-rank approximation to the graph adjacency matrix by using an efficient anchor graph technique. Extensive experimental results show that data representation learned by Zeta Hulls can achieve state-of-the-art accuracy in text and image classification tasks.

The explosion in the amount of data available for analysis often necessitates a transition from batch to incremental clustering methods, which process one element at a time and typically store only a small subset of the data. In this paper, we initiate the formal analysis of incremental clustering methods focusing on the types of cluster structure that they are able to detect. We find that the incremental setting is strictly weaker than the batch model, proving that a fundamental class of cluster structures that can readily be detected in the batch setting is impossible to identify using any incremental method. Furthermore, we show how the limitations of incremental clustering can be overcome by allowing additional clusters.

Life-logging video streams, financial time series, and Twitter tweets are a few examples of high-dimensional signals over practically unbounded time. We consider the problem of computing optimal segmentation of such signals by a k-piecewise linear function, using only one pass over the data by maintaining a coreset for the signal. The coreset enables fast further analysis such as automatic summarization and analysis of such signals. A coreset (core-set) is a compact representation of the data seen so far, which approximates the data well for a specific task - in our case, segmentation of the stream. We show that, perhaps surprisingly, the segmentation problem admits coresets of cardinality only linear in the number of segments k, independently of both the dimension d of the signal, and its number n of points.

We present two related contributions of independent interest: (1) high-probability finite sample rates for k-NN density estimation, and (2) practical mode estimators - based on k-NN - which attain minimax-optimal rates under surprisingly general distributional conditions.

A predictor that is deployed in a live production system may perturb the features it uses to make predictions. Such a feedback loop can occur, for example, when a model that predicts a certain type of behavior ends up causing the behavior it predicts, thus creating a self-fulfilling prophecy. In this paper we analyze predictor feedback detection as a causal inference problem, and introduce a local randomization scheme that can be used to detect non-linear feedback in real-world problems. We conduct a pilot study for our proposed methodology using a predictive system currently deployed as a part of a search engine.

A new Bayesian formulation is developed for nonlinear support vector machines (SVMs), based on a Gaussian process and with the SVM hinge loss expressed as a scaled mixture of normals. We then integrate the Bayesian SVM into a factor model, in which feature learning and nonlinear classifier design are performed jointly; almost all previous work on such discriminative feature learning has assumed a linear classifier. Inference is performed with expectation conditional maximization (ECM) and Markov Chain Monte Carlo (MCMC). An extensive set of experiments demonstrate the utility of using a nonlinear Bayesian SVM within discriminative feature learning and factor modeling, from the standpoints of accuracy and interpretability.

In many datasets, the samples are related by a known image transformation, such as rotation, or a repeatable non-rigid deformation. This applies to both datasets with the same objects under different viewpoints, and datasets augmented with virtual samples. Such datasets possess a high degree of redundancy, because geometrically-induced transformations should preserve intrinsic properties of the objects. Likewise, ensembles of classifiers used for pose estimation should also share many characteristics, since they are related by a geometric transformation. By assuming that this transformation is norm-preserving and cyclic, we propose a closed-form solution in the Fourier domain that can eliminate most redundancies. It can leverage off-the-shelf solvers with no modification (e.g.

Estimating a vector from noisy quadratic observations is a task that arises naturally in many contexts, from dimensionality reduction, to synchronization and phase retrieval problems. It is often the case that additional information is available about the unknown vector (for instance, sparsity, sign or magnitude of its entries). Many authors propose non-convex quadratic optimization problems that aim at exploiting optimally this information. However, solving these problems is typically NP-hard.

Sketching is a powerful dimensionality reduction tool for accelerating statistical learning algorithms. However, its applicability has been limited to a certain extent since the crucial ingredient, the so-called oblivious subspace embedding, can only be applied to data spaces with an explicit representation as the column span or row span of a matrix, while in many settings learning is done in a high-dimensional space implicitly defined by the data matrix via a kernel transformation. We propose the first fast oblivious subspace embeddings that are able to embed a space induced by a non-linear kernel without explicitly mapping the data to the highdimensional space. In particular, we propose an embedding for mappings induced by the polynomial kernel. Using the subspace embeddings, we obtain the fastest known algorithms for computing an implicit low rank approximation of the higher-dimension mapping of the data matrix, and for computing an approximate kernel PCA of the data, as well as doing approximate kernel principal component regression.