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 Statistical Learning


Parameter Free Large Margin Nearest Neighbor for Distance Metric Learning

AAAI Conferences

We introduce a novel supervised metric learning algorithm named parameter free large margin nearest neighbor (PFLMNN) which can be seen as an improvement of the classical large margin nearest neighbor (LMNN) algorithm. The contributions of our work consist of two aspects. First, our method discards the costterm which shrinks the distances between inquiry input and its k target neighbors (the k nearest neighbors with same labels as inquiry input) in LMNN, and only focuses on improving the action to push the imposters (the samples with different labels form the inquiry input) apart out of the neighborhood of inquiry. As a result, our method does not have the parameter needed to tune on the validating set, which makes it more convenient to use. Second, by leveraging the geometry information of the imposters, we construct a novel cost function to penalize the smalldistances between each inquiry and its imposters. Different from LMNN considering every imposter located in the neighborhood of each inquiry, our method only takes care of the nearest imposters. Because when the nearest imposter is pushed out of the neighborhood of its inquiry, other imposters would be all out. In this way, the constraints in our model are much less than that of LMNN, which makes our method much easier to find the optimal distance metric. Consequently, our method not only learns a better distance metric than LMNN, but also runs faster than LMNN. Extensive experiments on different data sets with various sizes and difficulties are conducted, and the results have shown that, compared with LMNN, PFLMNN achieves better classification results.


Spectral Clustering with Brainstorming Process for Multi-View Data

AAAI Conferences

Clustering tasks often requires multiple views rather than a singleview to correctly reflect diverse characteristics of the cluster boundaries. The cluster boundaries estimated using a single view are incorrect in general, and those incorrect estimation should be compensated by helps of other views. If each viewis independent to other views, incorrect estimations will be mostly revised as the number of views grow. However, as the number of views grow, it is almost impossibleto avoid dependencies among views, and such dependencies often delude correct estimations. Thus, dependencies among views should be carefully considered in multi-view clustering. This paper proposes a new spectral clustering method to deal with multi-view data and dependencies among views. The proposed method is motivated by the brainstorming process. In the brainstorming process, an instance is regarded as an agenda to be discussed, while each view is considered as a brainstormer. Through the discussion step in the brainstorming process, a brainstormer iteratively suggests their opinions and accepts othersโ€™ different opinions. To compensate the biases caused by information sharing between brainstormers with dependent opinions, those having independent opinions are more encouraged to discuss together than those with dependent opinions. The conclusion step makes a compromise by merging or concatenating all opinions. The clustering is finally done after the conclusion. Experimental results in three tasks show the effectiveness of the proposed method comparing with ordinary single and multi-view spectral clusterings.


Asymmetric Discrete Graph Hashing

AAAI Conferences

Recently, many graph based hashing methods have been emerged to tackle large-scale problems. However, there exists two major bottlenecks: (1) directly learning discrete hashing codes is an NP-hardoptimization problem; (2) the complexity of both storage and computational time to build a graph with n data points is O ( n 2 ). To address these two problems, in this paper, we propose a novel yetsimple supervised graph based hashing method, asymmetric discrete graph hashing, by preserving the asymmetric discrete constraint and building an asymmetric affinity matrix to learn compact binary codes.Specifically, we utilize two different instead of identical discrete matrices to better preserve the similarity of the graph with short binary codes. We generate the asymmetric affinity matrix using m ( m << n ) selected anchors to approximate the similarity among all training data so that computational time and storage requirement can be significantly improved. In addition, the proposed method jointly learns discrete binary codes and a low-dimensional projection matrix to further improve the retrieval accuracy. Extensive experiments on three benchmark large-scale databases demonstrate its superior performance over the recent state of the arts with lower training time costs.


Random Features for Shift-Invariant Kernels with Moment Matching

AAAI Conferences

In order to grapple with the conundrum in the scalability of kernel-based learning algorithms, the method of approximating nonlinear kernels via random feature maps has attracted wide attention in large-scale learning systems. Specifically, the associated sampling procedure is one critical component that dictates the quality of random feature maps. However, for high-dimensional features, the standard Monte Carlo sampling method has been shown to be less effective in producing low-variance random samples. In consequence, it demands constructing a large number of features to attain the desired accuracy for downstream use. In this paper, we present a novel sampling algorithm powered by moment matching techniques to reduce the variance of random features. Our extensive empirical studies and comparisons with several highly competitive peer methods verify the superiority of the proposed algorithm in Gram matrix approximation and generalization errors in regression. Our rigorous theoretical proofs justify that the proposed algorithm is guaranteed achieving lower variance than the standard Monte Carlo method in high dimensional settings.


Online Active Linear Regression via Thresholding

AAAI Conferences

We consider the problem of online active learning to collect data for regression modeling. Specifically, we consider a decision maker with a limited experimentation budget who must efficiently learn an underlying linear population model. Our main contribution is a novel threshold-based algorithm for selection of most informative observations; we characterize its performance and fundamental lower bounds. We extend the algorithm and its guarantees to sparse linear regression in high-dimensional settings. Simulations suggest the algorithm is remarkably robust: it provides significant benefits over passive random sampling in real-world datasets that exhibit high nonlinearity and high dimensionality โ€” significantly reducing both the mean and variance of the squared error.


Non-Negative Inductive Matrix Completion for Discrete Dyadic Data

AAAI Conferences

We present a non-negative inductive latent factor model for binary- and count-valued matrices containing dyadic data, with side information along the rows and/or the columns of the matrix. The side information is incorporated by conditioning the row and column latent factors on the available side information via a regression model. Our model can not only perform matrix factorization and completion with side-information, but also infers interpretable latent topics that explain/summarize the data. An appealing aspect of our model is in the full local conjugacy of all parts of the model, including the main latent factor model, as well as for the regression model that leverages the side information. This enables us to design scalable and simple to implement Gibbs sampling and Expectation Maximization algorithms for doing inference in the model. Inference cost in our model scales in the number of nonzeros in the data matrix, which makes it particularly attractive for massive, sparse matrices. We demonstrate the effectiveness of our model on several real-world data sets, comparing it with state-of-the-art baselines.


Cascade Subspace Clustering

AAAI Conferences

In this paper, we recast the subspace clustering as a verification problem. Our idea comes from an assumption that the distribution between a given sample x and cluster centers Omega is invariant to different distance metrics on the manifold, where each distribution is defined as a probability map (i.e. soft-assignment) between x and Omega. To verify this so-called invariance of distribution, we propose a deep learning based subspace clustering method which simultaneously learns a compact representation using a neural network and a clustering assignment by minimizing the discrepancy between pair-wise sample-centers distributions. To the best of our knowledge, this is the first work to reformulate clustering as a verification problem. Moreover, the proposed method is also one of the first several cascade clustering models which jointly learn representation and clustering in end-to-end manner. Extensive experimental results show the effectiveness of our algorithm comparing with 11 state-of-the-art clustering approaches on four data sets regarding to four evaluation metrics.


A General Framework for Sparsity Regularized Feature Selection via Iteratively Reweighted Least Square Minimization

AAAI Conferences

A variety of feature selection methods based on sparsity regularization have been developed with different loss functions and sparse regularization functions. Capitalizing on the existing sparsity regularized feature selection methods, we propose a general sparsity feature selection (GSR-FS) algorithm that optimizes a โ„“ 2, r (0 <ย  r โ‰ค 2) based loss function with a โ„“ 2, p -norm (0 < p โ‰ค 2) sparse regularization. The โ„“ 2, r - norm (0 < 𝑟 โ‰ค 2) based loss function brings flexibility to balance data-fitting and robustness to outliers by tuning its parameter, and the โ„“ 2, p -norm (0 < p โ‰ค 1) based regularization function is able to boost the sparsity for feature selection. To solve the optimization problem with multiple non-smooth and non-convex functions when , we develop an efficient solver under the general umbrella of Iterative Reweighted Least Square (IRLS) algorithms. Our algorithm has been proved to converge with a theoretical convergence order of min(2 โ€“ r, 2 โ€“ p ) at least . The experimental results have demonstrated that our method could achieve competitive feature selection performance on publicly available datasets compared with state-of-the-art feature selection methods, with reduced computational cost.


Matching Node Embeddings for Graph Similarity

AAAI Conferences

Graph kernels have emerged as a powerful tool for graph comparison. Most existing graph kernels focus on local properties of graphs and ignore global structure. In this paper, we compare graphs based on their global properties as these are captured by the eigenvectors of their adjacency matrices. We present two algorithms for both labeled and unlabeled graph comparison. These algorithms represent each graph as a set of vectors corresponding to the embeddings of its vertices. The similarity between two graphs is then determined using the Earth Mover's Distance metric. These similarities do not yield a positive semidefinite matrix. To address for this, we employ an algorithm for SVM classification using indefinite kernels. We also present a graph kernel based on the Pyramid Match kernel that finds an approximate correspondence between the sets of vectors of the two graphs. We further improve the proposed kernel using the Weisfeiler-Lehman framework. We evaluate the proposed methods on several benchmark datasets for graph classification and compare their performance to state-of-the-art graph kernels. In most cases, the proposed algorithms outperform the competing methods, while their time complexity remains very attractive.


Unsupervised Large Graph Embedding

AAAI Conferences

There are many successful spectral based unsupervised dimensionality reduction methods, including Laplacian Eigenmap (LE), Locality Preserving Projection (LPP), Spectral Regression (SR), etc. LPP and SR are two different linear spectral based methods, however, we discover that LPP and SR are equivalent, if the symmetric similarity matrix is doubly stochastic, Positive Semi-Definite (PSD) and with rank p, where p is the reduced dimension. The discovery promotes us to seek low-rank and doubly stochastic similarity matrix, we then propose an unsupervised linear dimensionality reduction method, called Unsupervised Large Graph Embedding (ULGE). ULGE starts with similar idea as LPP, it adopts an efficient approach to construct similarity matrix and then performs spectral analysis efficiently, the computational complexity can reduce to O(ndm), which is a significant improvement compared to conventional spectral based methods which need O(n^2d) at least, where n, d and m are the number of samples, dimensions and anchors, respectively. Extensive experiments on several public available data sets demonstrate the efficiency and effectiveness of the proposed method.