Similarity learning is an active research area in machine learning that tackles the problem of finding a similarity function tailored to an observable data sample in order to achieve efficient classification. This learning scenario has been generally formalized by the means of a $(\epsilon, \gamma, \tau)-$good similarity learning framework in the context of supervised classification and has been shown to have strong theoretical guarantees. In this paper, we propose to extend the theoretical analysis of similarity learning to the domain adaptation setting, a particular situation occurring when the similarity is learned and then deployed on samples following different probability distributions. We give a new definition of an $(\epsilon, \gamma)-$good similarity for domain adaptation and prove several results quantifying the performance of a similarity function on a target domain after it has been trained on a source domain. We particularly show that if the source distribution dominates the target one, then principally new domain adaptation learning bounds can be proved.

A large class of machine learning techniques requires the solution of optimization problems involving spectral functions of parametric matrices, e.g. log-determinant and nuclear norm. Unfortunately, computing the gradient of a spectral function is generally of cubic complexity, as such gradient descent methods are rather expensive for optimizing objectives involving the spectral function. Thus, one naturally turns to stochastic gradient methods in hope that they will provide a way to reduce or altogether avoid the computation of full gradients. However, here a new challenge appears: there is no straightforward way to compute unbiased stochastic gradients for spectral functions. In this paper, we develop unbiased stochastic gradients for spectral-sums, an important subclass of spectral functions. Our unbiased stochastic gradients are based on combining randomized trace estimators with stochastic truncation of the Chebyshev expansions. A careful design of the truncation distribution allows us to offer distributions that are variance-optimal, which is crucial for fast and stable convergence of stochastic gradient methods. We further leverage our proposed stochastic gradients to devise stochastic methods for objective functions involving spectral-sums, and rigorously analyze their convergence rate. The utility of our methods is demonstrated in numerical experiments.

Recent research has shown that word embedding spaces learned from text corpora of different languages can be aligned without any parallel data supervision. Inspired by the success in unsupervised cross-lingual word embeddings, in this paper we target learning a cross-modal alignment between the embedding spaces of speech and text learned from corpora of their respective modalities in an unsupervised fashion. The proposed framework learns the individual speech and text embedding spaces, and attempts to align the two spaces via adversarial training, followed by a refinement procedure. We show how our framework could be used to perform the tasks of spoken word classification and translation, and the experimental results on these two tasks demonstrate that the performance of our unsupervised alignment approach is comparable to its supervised counterpart. Our framework is especially useful for developing automatic speech recognition (ASR) and speech-to-text translation systems for low- or zero-resource languages, which have little parallel audio-text data for training modern supervised ASR and speech-to-text translation models, but account for the majority of the languages spoken across the world.

Due to the inherent model uncertainty, learning to infer Bayesian posterior from a few-shot dataset is an important step towards robust meta-learning. In this paper, we propose a novel Bayesian model-agnostic meta-learning method. The proposed method combines efficient gradient-based meta-learning with nonparametric variational inference in a principled probabilistic framework. Unlike previous methods, during fast adaptation, the method is capable of learning complex uncertainty structure beyond a simple Gaussian approximation, and during meta-update, a novel Bayesian mechanism prevents meta-level overfitting. Remaining a gradient-based method, it is also the first Bayesian model-agnostic meta-learning method applicable to various tasks including reinforcement learning. Experiment results show the accuracy and robustness of the proposed method in sinusoidal regression, image classification, active learning, and reinforcement learning.

We study the statistical and computational aspects of kernel principal component analysis using random Fourier features and show that under mild assumptions, $O(\sqrt{n} \log n)$ features suffices to achieve $O(1/\epsilon^2)$ sample complexity. Furthermore, we give a memory efficient streaming algorithm based on classical Oja's algorithm that achieves this rate

In theory, importance sampling speeds up stochastic gradient algorithms for supervised learning by prioritizing training examples. In practice, the cost of computing importances greatly limits the impact of importance sampling. We propose a robust, approximate importance sampling procedure (RAIS) for stochastic gradient de- scent. By approximating the ideal sampling distribution using robust optimization, RAIS provides much of the benefit of exact importance sampling with drastically reduced overhead. Empirically, we find RAIS-SGD and standard SGD follow similar learning curves, but RAIS moves faster through these paths, achieving speed-ups of at least 20% and sometimes much more.

We introduce a family of implicit probabilistic integrators for initial value problems (IVPs), taking as a starting point the multistep Adams-Moulton method. The implicit construction allows for dynamic feedback from the forthcoming timestep, incontrast to previous probabilistic integrators, all of which are based on explicit methods. We begin with a concise survey of the rapidly-expanding field of probabilistic ODE solvers. We then introduce our method, which builds on and adapts the work of Conrad et al. (2016) and Teymur et al. (2016), and provide a rigorous proof of its well-definedness and convergence. We discuss the problem of the calibration of such integrators and suggest one approach. We give an illustrative example highlighting the effect of the use of probabilistic integrators--including our new method--in the setting of parameter inference within an inverse problem.

Bounding the generalization error of learning algorithms has a long history, which yet falls short in explaining various generalization successes including those of deep learning. Two important difficulties are (i) exploiting the dependencies between the hypotheses, (ii) exploiting the dependence between the algorithm's input and output. Progress on the first point was made with the chaining method, originating from the work of Kolmogorov, and used in the VC-dimension bound. More recently, progress on the second point was made with the mutual information method by Russo and Zou '15. Yet, these two methods are currently disjoint. In this paper, we introduce a technique to combine chaining and mutual information methods, to obtain a generalization bound that is both algorithm-dependent and that exploits the dependencies between the hypotheses. We provide an example in which our bound significantly outperforms both the chaining and the mutual information bounds. As a corollary, we tighten Dudley's inequality when the learning algorithm chooses its output from a small subset of hypotheses with high probability.

In extreme classification problems, learning algorithms are required to map instances to labels from an extremely large label set. We build on a recent extreme classification framework with logarithmic time and space (LTLS), and on a general approach for error correcting output coding (ECOC) with loss-based decoding, and introduce a flexible and efficient approach accompanied by theoretical bounds. Our framework employs output codes induced by graphs, for which we show how to perform efficient loss-based decoding to potentially improve accuracy. In addition, our framework offers a tradeoff between accuracy, model size and prediction time. We show how to find the sweet spot of this tradeoff using only the training data. Our experimental study demonstrates the validity of our assumptions and claims, and shows that our method is competitive with state-of-the-art algorithms.

To better understand the representations in visual cortex, we need to generate better predictions of neural activity in awake animals presented with their ecological input: natural video. Despite recent advances in models for static images, models for predicting responses to natural video are scarce and standard linear-nonlinear models perform poorly. We developed a new deep recurrent network architecture that predicts inferred spiking activity of thousands of mouse V1 neurons simultaneously recorded with two-photon microscopy, while accounting for confounding factors such as the animal's gaze position and brain state changes related to running state and pupil dilation. Powerful system identification models provide an opportunity to gain insight into cortical functions through in silico experiments that can subsequently be tested in the brain. However, in many cases this approach requires that the model is able to generalize to stimulus statistics that it was not trained on, such as band-limited noise and other parameterized stimuli. We investigated these domain transfer properties in our model and find that our model trained on natural images is able to correctly predict the orientation tuning of neurons in responses to artificial noise stimuli. Finally, we show that we can fully generalize from movies to noise and maintain high predictive performance on both stimulus domains by fine-tuning only the final layer's weights on a network otherwise trained on natural movies. The converse, however, is not true.