The analysis and diagnosis of Alzheimer's disease (AD) can be based on genetic variations, e.g., single nucleotide polymorphisms (SNPs) and phenotypic traits, e.g., Magnetic Resonance Imaging (MRI) features. We consider two important and related tasks: i) to select genetic and phenotypical markers for AD diagnosis and ii) to identify associations between genetic and phenotypical data. While previous studies treat these two tasks separately, they are tightly coupled because underlying associations between genetic variations and phenotypical features contain the biological basis for a disease. Here we present a new sparse Bayesian approach for joint association study and disease diagnosis. In this approach, common latent features are extracted from different data sources based on sparse projection matrices and used to predict multiple disease severity levels; in return, the disease status can guide the discovery of relationships between data sources. The sparse projection matrices not only reveal interactions between data sources but also select groups of biomarkers related to the disease. Moreover, to take advantage of the linkage disequilibrium (LD) measuring the non-random association of alleles, we incorporate a graph Laplacian type of prior in the model. To learn the model from data, we develop an efficient variational inference algorithm. Analysis on an imaging genetics dataset for the study of Alzheimer's Disease (AD) indicates that our model identifies biologically meaningful associations between genetic variations and MRI features, and achieves significantly higher accuracy for predicting ordinal AD stages than the competing methods.

Consider a number of workers running SGD independently on the same pool of data and averaging the models every once in a while -- a common but not well understood practice. We study model averaging as a variance-reducing mechanism and describe two ways in which the frequency of averaging affects convergence. For convex objectives, we show the benefit of frequent averaging depends on the gradient variance envelope. For non-convex objectives, we illustrate that this benefit depends on the presence of multiple globally optimal points. We complement our findings with multicore experiments on both synthetic and real data.

Tactile information is important for gripping, stable grasp, and in-hand manipulation, yet the complexity of tactile data prevents widespread use of such sensors. We make use of an unsupervised learning algorithm that transforms the complex tactile data into a compact, latent representation without the need to record ground truth reference data. These compact representations can either be used directly in a reinforcement learning based controller or can be used to calibrate the tactile sensor to physical quantities with only a few datapoints. We show the quality of our latent representation by predicting important features and with a simple control task.

We propose a general semi-supervised inference framework focused on the estimation of the population mean. We consider both the ideal semi-supervised setting where infinitely many unlabeled samples are available, as well as the ordinary semi-supervised setting in which only a finite number of unlabeled samples is available. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of covariate vectors along with real-valued responses ("labels"). Otherwise the formulation is "assumption-lean" in that no major conditions are imposed on the statistical or functional form of the data. Estimators are proposed along with corresponding confidence intervals for the population mean. Theoretical analysis on both the asymptotic behavior and $\ell_2$-risk for the proposed procedures are given. Surprisingly, the proposed estimators, based on a simple form of the least squares method, outperform the ordinary sample mean. The method is further extended to a nonparametric setting, in which the oracle rate can be achieved asymptotically. The proposed estimators are further illustrated by simulation studies and a real data example involving estimation of the homeless population.

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior distribution where we explicitly model the covariance among the input and output dimensions of each layer. Furthermore, with approximate covariance matrices we can achieve a more efficient way to represent those correlations that is also cheaper than fully factorized parameter posteriors. We further show that with the "local reprarametrization trick" \cite{kingma2015variational} on this posterior distribution we arrive at a Gaussian Process \cite{rasmussen2006gaussian} interpretation of the hidden units in each layer and we, similarly with \cite{gal2015dropout}, provide connections with deep Gaussian processes. We continue in taking advantage of this duality and incorporate "pseudo-data" \cite{snelson2005sparse} in our model, which in turn allows for more efficient sampling while maintaining the properties of the original model. The validity of the proposed approach is verified through extensive experiments.

We characterize the combinatorial structure of conditionally-i.i.d. sequences of negative binomial processes with a common beta process base measure. In Bayesian nonparametric applications, such processes have served as models for latent multisets of features underlying data. Analogously, random subsets arise from conditionally-i.i.d. sequences of Bernoulli processes with a common beta process base measure, in which case the combinatorial structure is described by the Indian buffet process. Our results give a count analogue of the Indian buffet process, which we call a negative binomial Indian buffet process. As an intermediate step toward this goal, we provide a construction for the beta negative binomial process that avoids a representation of the underlying beta process base measure. We describe the key Markov kernels needed to use a NB-IBP representation in a Markov Chain Monte Carlo algorithm targeting a posterior distribution.

In this paper, we tackle the question of discovering an effective set of spatial filters to solve hyperspectral classification problems. Instead of fixing a priori the filters and their parameters using expert knowledge, we let the model find them within random draws in the (possibly infinite) space of possible filters. We define an active set feature learner that includes in the model only features that improve the classifier. To this end, we consider a fast and linear classifier, multiclass logistic classification, and show that with a good representation (the filters discovered), such a simple classifier can reach at least state of the art performances. We apply the proposed active set learner in four hyperspectral image classification problems, including agricultural and urban classification at different resolutions, as well as multimodal data. We also propose a hierarchical setting, which allows to generate more complex banks of features that can better describe the nonlinearities present in the data.

In this paper, we study the effect of different regularizers and their implications in high dimensional image classification and sparse linear unmixing. Although kernelization or sparse methods are globally accepted solutions for processing data in high dimensions, we present here a study on the impact of the form of regularization used and its parametrization. We consider regularization via traditional squared (2) and sparsity-promoting (1) norms, as well as more unconventional nonconvex regularizers (p and Log Sum Penalty). We compare their properties and advantages on several classification and linear unmixing tasks and provide advices on the choice of the best regularizer for the problem at hand. Finally, we also provide a fully functional toolbox for the community.

When beginners get started with machine learning, the inevitable question is "what are the prerequisites? What do I need to know to get started?" You need to master math. A list like this is enough to intimidate anyone but a person with an advanced math degree. It's unfortunate, because I think a lot of beginners lose heart and are scared away by this advice.

Conventional intrusion and detection methods to evaluate network anomalies have several impasses for large-scale datasets over ultra-blazing speed networks with disparate sources of data coming in with high-velocity and high-volume. Machine learning and artificial intelligence techniques mine the massive network datasets with IP size distribution can perform dichotomy of flow-based network traffic to diagnose the network anomalies as an effective solution. The simplex and similar size of the IP distribution with same attributes hitting the flow-based analysis on regular time intervals display the symptoms of network anomalies. Various flow-based monitoring tools such as nProbe and FlowMon Probe detect these intrusions on gigabit-sized networks. Two key detection techniques of NetFlow-based on large-scale and high-speed networks are: a) the misuse intrusion method; b) network anomaly detection method.