Although spectral clustering has enjoyed considerable empirical success in machine learning, its theoretical properties are not yet fully developed. We analyze the performance of a spectral algorithm for hierarchical clustering and show that on a class of hierarchically structured similarity matrices, this algorithm can tolerate noise that grows with the number of data points while still perfectly recovering the hierarchical clusters with high probability. We additionally improve upon previous results for k-way spectral clustering to derive conditions under which spectral clustering makes no mistakes. Further, using minimax analysis, we derive tight upper and lower bounds for the clustering problem and compare the performance of spectral clustering to these information theoretic limits. Papers published at the Neural Information Processing Systems Conference.

Non-linear dynamical systems (DS) have been used extensively for building generative models of human behavior. Its applications range from modeling brain dynamics to encoding motor commands. Many schemes have been proposed for encoding robot motions using dynamical systems with a single attractor placed at a predefined target in state space. Although these enable the robots to react against sudden perturbations without any re-planning, the motions are always directed towards a single target. In this work, we focus on combining several such DS with distinct attractors, resulting in a multi-stable DS.

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data sets in high dimension. Many current data sets of interest contain private or sensitive information about individuals. Algorithms which operate on such data should be sensitive to the privacy risks in publishing their outputs. Differential privacy is a framework for developing tradeoffs between privacy and the utility of these outputs. In this paper we investigate the theory and empirical performance of differentially private approximations to PCA and propose a new method which explicitly optimizes the utility of the output.

We analyze the convergence of gradient-based optimization algorithms whose updates depend on delayed stochastic gradient information. The main application of our results is to the development of distributed minimization algorithms where a master node performs parameter updates while worker nodes compute stochastic gradients based on local information in parallel, which may give rise to delays due to asynchrony. Our main contribution is to show that for smooth stochastic problems, the delays are asymptotically negligible. In application to distributed optimization, we show $n$-node architectures whose optimization error in stochastic problems---in spite of asynchronous delays---scales asymptotically as $\order(1 / \sqrt{nT})$, which is known to be optimal even in the absence of delays. Papers published at the Neural Information Processing Systems Conference.

Many nonparametric regressors were recently shown to converge at rates that depend only on the intrinsic dimension of data. These regressors thus escape the curse of dimension when high-dimensional data has low intrinsic dimension (e.g. a manifold). We show that $k$-NN regression is also adaptive to intrinsic dimension. In particular our rates are local to a query $x$ and depend only on the way masses of balls centered at $x$ vary with radius. Furthermore, we show a simple way to choose $k k(x)$ locally at any $x$ so as to nearly achieve the minimax rate at $x$ in terms of the unknown intrinsic dimension in the vicinity of $x$.

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require performance-destroying memory locking and synchronization. This work aims to show using novel theoretical analysis, algorithms, and implementation that SGD can be implemented *without any locking*. We present an update scheme called Hogwild which allows processors access to shared memory with the possibility of overwriting each other's work. We show that when the associated optimization problem is sparse, meaning most gradient updates only modify small parts of the decision variable, then Hogwild achieves a nearly optimal rate of convergence.

Graphical models are a very useful tool to describe and understand natural phenomena, from gene expression to climate change and social interactions. The topological structure of these graphs/networks is a fundamental part of the analysis, and in many cases the main goal of the study. However, little work has been done on incorporating prior topological knowledge onto the estimation of the underlying graphical models from sample data. In this work we propose extensions to the basic joint regression model for network estimation, which explicitly incorporate graph-topological constraints into the corresponding optimization approach. The first proposed extension includes an eigenvector centrality constraint, thereby promoting this important prior topological property.

We formulate clustering aggregation as a special instance of Maximum-Weight Independent Set (MWIS) problem. For a given dataset, an attributed graph is constructed from the union of the input clusterings generated by different underlying clustering algorithms with different parameters. The vertices, which represent the distinct clusters, are weighted by an internal index measuring both cohesion and separation. The edges connect the vertices whose corresponding clusters overlap. Intuitively, an optimal aggregated clustering can be obtained by selecting an optimal subset of non-overlapping clusters partitioning the dataset together.

We propose a simple and novel framework for MCMC inference in continuous-time discrete-state systems with pure jump trajectories. We construct an exact MCMC sampler for such systems by alternately sampling a random discretization of time given a trajectory of the system, and then a new trajectory given the discretization. The first step can be performed efficiently using properties of the Poisson process, while the second step can avail of discrete-time MCMC techniques based on the forward-backward algorithm. We compare our approach to particle MCMC and a uniformization-based sampler, and show its advantages. Papers published at the Neural Information Processing Systems Conference.

We consider estimation of multiple high-dimensional Gaussian graphical models corresponding to a single set of nodes under several distinct conditions. We assume that most aspects of the networks are shared, but that there are some structured differences between them. Specifically, the network differences are generated from node perturbations: a few nodes are perturbed across networks, and most or all edges stemming from such nodes differ between networks. This corresponds to a simple model for the mechanism underlying many cancers, in which the gene regulatory network is disrupted due to the aberrant activity of a few specific genes. We propose to solve this problem using the structured joint graphical lasso, a convex optimization problem that is based upon the use of a novel symmetric overlap norm penalty, which we solve using an alternating directions method of multipliers algorithm. Our proposal is illustrated on synthetic data and on an application to brain cancer gene expression data.