Spectral clustering has found extensive use in many areas. Most traditional spectral clustering algorithms work in three separate steps: similarity graph construction; continuous labels learning; discretizing the learned labels by k-means clustering. Such common practice has two potential flaws, which may lead to severe information loss and performance degradation. First, predefined similarity graph might not be optimal for subsequent clustering. It is well-accepted that similarity graph highly affects the clustering results. To this end, we propose to automatically learn similarity information from data and simultaneously consider the constraint that the similarity matrix has exact c connected components if there are c clusters. Second, the discrete solution may deviate from the spectral solution since k-means method is well-known as sensitive to the initialization of cluster centers. In this work, we transform the candidate solution into a new one that better approximates the discrete one. Finally, those three subtasks are integrated into a unified framework, with each subtask iteratively boosted by using the results of the others towards an overall optimal solution. It is known that the performance of a kernel method is largely determined by the choice of kernels. To tackle this practical problem of how to select the most suitable kernel for a particular data set, we further extend our model to incorporate multiple kernel learning ability. Extensive experiments demonstrate the superiority of our proposed method as compared to existing clustering approaches.

Mixed data with both categorical and continuous features are ubiquitous in real-world applications. Learning a good representation of mixed data is critical yet challenging for further learning tasks. Existing methods for representing mixed data often overlook the heterogeneous coupling relationships between categorical and continuous features as well as the discrimination between objects. To address these issues, we propose an auto-instructive representation learning scheme to enable margin-enhanced distance metric learning for a discrimination-enhanced representation. Accordingly, we design a metric-based auto-instructor (MAI) model which consists of two collaborative instructors. Each instructor captures the feature-level couplings in mixed data with fully connected networks, and guides the infinite-margin metric learning for the peer instructor with a contrastive order. By feeding the learned representation into both partition-based and density-based clustering methods, our experiments on eight UCI datasets show highly significant learning performance improvement and much more distinguishable visualization outcomes over the baseline methods.

Label distribution learning (LDL) is a newly arisen machine learning method that has been increasingly studied in recent years. In theory, LDL can be seen as a generalization of multi-label learning. Previous studies have shown that LDL is an effective approach to solve the label ambiguity problem. However, the dramatic increase in the number of possible label sets brings a challenge in performance to LDL. In this paper, we propose a novel label distribution learning algorithm to address the above issue. The key idea is to exploit correlations between different labels. We encode the label correlation into a distance to measure the similarity of any two labels. Moreover, we construct a distance-mapping function from the label set to the parameter matrix. Experimental results on eight real label distributed data sets demonstrate that the proposed algorithm performs remarkably better than both the state-of-the-art LDL methods and multi-label learning methods.

This paper presents a novel decentralized high-dimensional Bayesian optimization (DEC-HBO) algorithm that, in contrast to existing HBO algorithms, can exploit the interdependent effects of various input components on the output of the unknown objective function f for boosting the BO performance and still preserve scalability in the number of input dimensions without requiring prior knowledge or the existence of a low (effective) dimension of the input space. To realize this, we propose a sparse yet rich factor graph representation of f to be exploited for designing an acquisition function that can be similarly represented by a sparse factor graph and hence be efficiently optimized in a decentralized manner using distributed message passing. Despite richly characterizing the interdependent effects of the input components on the output of f with a factor graph, DEC-HBO can still guarantee no-regret performance asymptotically. Empirical evaluation on synthetic and real-world experiments (e.g., sparse Gaussian process model with 1811 hyperparameters) shows that DEC-HBO outperforms the state-of-the-art HBO algorithms.

In recent years, significant progress has been made in solving challenging problems across various domains using deep reinforcement learning (RL). Reproducing existing work and accurately judging the improvements offered by novel methods is vital to sustaining this progress. Unfortunately, reproducing results for state-of-the-art deep RL methods is seldom straightforward. In particular, non-determinism in standard benchmark environments, combined with variance intrinsic to the methods, can make reported results tough to interpret. Without significance metrics and tighter standardization of experimental reporting, it is difficult to determine whether improvements over the prior state-of-the-art are meaningful. In this paper, we investigate challenges posed by reproducibility, proper experimental techniques, and reporting procedures. We illustrate the variability in reported metrics and results when comparing against common baselines and suggest guidelines to make future results in deep RL more reproducible. We aim to spur discussion about how to ensure continued progress in the field by minimizing wasted effort stemming from results that are non-reproducible and easily misinterpreted.

We propose a framework for modeling and estimating the state of controlled dynamical systems, where an agent can affect the system through actions and receives partial observations. Based on this framework, we propose Predictive State Representation with Random Fourier Features (RFF-PSR). A key property in RFF-PSRs is that the state estimate is represented by a conditional distribution of future observations given future actions. RFFPSRs combine this representation with moment-matching, kernel embedding, and local optimization to achieve a method that enjoys several favorable qualities: It can represent controlled environments which can be affected by actions, it has an efficient and theoretically justified learning algorithm, it uses a non-parametric representation that has expressive power to represent continuous non-linear dynamics. We provide a detailed formulation, a theoretical analysis and an experimental evaluation that demonstrates the effectiveness of our method.

Regression over a stream of data is challenging due to unbounded data size and non-stationary distribution over time. Typically, a traditional supervised regression model over a data stream is trained on data instances occurring within a short time period by assuming a stationary distribution. This model is later used to predict value of response-variable in future instances. Over time, the model may degrade in performance due to changes in data distribution among incoming data instances. Updating the model for change adaptation requires true value for every recent data instances, which is scarce in practice. To overcome this issue, recent studies have employed techniques that sample fewer instances to be used for model retraining. Yet, this may introduce sampling bias that adversely affects the model performance. In this paper, we study the regression problem over data streams in a novel setting. We consider two independent, yet related, non-stationary data streams, which are referred to as the source and the target stream. The target stream continuously generates data instances whose value of response variable is unknown. The source stream, however, continuously generates data instances along with corresponding value for the response-variable, and has a biased data distribution with respect to the target stream. We refer to the problem of using a model trained on the biased source stream to predict the response-variable’s value in data instances occurring on the target stream as Multistream Regression. In this paper, we describe a framework for multistream regression that simultaneously overcomes distribution bias and detects change in data distribution represented by the two streams over time using a Gaussian kernel model. We analyze the theoretical properties of the proposed approach and empirically evaluate it on both real-world and synthetic data sets. Importantly, our results indicate superior performance by the framework compared to other baseline regression methods.

Weakly supervised data helps improve learning performance, which is an important machine learning data. However, recent results indicate that machine learning techniques with the usage of weakly supervised data may sometimes lead to performance degradation. How to safely leverage weakly supervised data has become an important issue, whereas there is only very limited effort, especially on a general formulation to help provide insight to understand safe weakly supervised learning. In this paper we present a scheme, which builds the final prediction results by integrating several weakly supervised learners. Our resultant formulation brings two implications. i) It has safeness guarantees for the commonly used convex loss functions in both regression and classification tasks of weakly supervised learning; ii) It can embed uncertain prior knowledge about the importance of base learners flexibly. Moreover, our formulation can be addressed globally by simple convex quadratic program or linear program in an efficient manner. Experiments on multiple weakly supervised learning tasks such as label noise learning, domain adaptation and semi-supervised learning validate the effectiveness of our proposed algorithms.

We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner that permits likelihood evaluation, including recent deep expressive models. Further, our approach allows the ensemble to include discriminative models trained to distinguish real data from model-generated data. We show theoretical conditions under which incorporating a new model in the ensemble will improve the fit and empirically demonstrate the effectiveness of our black-box boosting algorithms on density estimation, classification, and sample generation on benchmark datasets for a wide range of generative models.

Linear regression methods are commonly used by both researchers and data scientists due to their interpretability and their reduced likelihood of overfitting. However, these methods can still perform poorly if little labeled training data is available. Typical methods used to overcome a lack of labeled training data somehow involve exploiting an outside source of labeled data or large amounts of unlabeled data. This includes areas such as active learning, semi-supervised learning and transfer learning, but in many domains these approaches are not always applicable because they require either a mechanism to label data, large amounts of unlabeled data or additional sources of sufficiently related data. In this paper we explore an alternative, non-data centric approach. We allow the user to guide the learning system through three forms of feature-level guidance which constrain the parameters of the regression function. Such guidance is unlikely to be perfectly accurate, so we derive methods which are robust to some amounts of noise, a property we formally prove for one of our methods.