Statistical Learning
Social Trust Prediction via Max-norm Constrained 1-bit Matrix Completion
Wang, Jing, Shen, Jie, Xu, Huan
Social trust prediction addresses the significant problem of exploring interactions among users in social networks. Naturally, this problem can be formulated in the matrix completion framework, with each entry indicating the trustness or distrustness. However, there are two challenges for the social trust problem: 1) the observed data are with sign (1-bit) measurements; 2) they are typically sampled non-uniformly. Most of the previous matrix completion methods do not well handle the two issues. Motivated by the recent progress of max-norm, we propose to solve the problem with a 1-bit max-norm constrained formulation. Since max-norm is not easy to optimize, we utilize a reformulation of max-norm which facilitates an efficient projected gradient decent algorithm. We demonstrate the superiority of our formulation on two benchmark datasets.
A new approach for physiological time series
Mao, Dong, Wang, Yang, Wu, Qiang
We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to characterize the mechanisms underlying the time series. Motivated by the studies that show many normal physiological systems involve irregularity while the decrease of irregularity usually implies the abnormality, the statistics for "outliers" in the components are used as features measuring irregularity. Support vector machines are used to select the most relevant features that are able to differentiate the time series from normal and abnormal systems. This new approach is successfully used in the study of congestive heart failure by heart beat interval time series.
Regularization-free estimation in trace regression with symmetric positive semidefinite matrices
Slawski, Martin, Li, Ping, Hein, Matthias
Over the past few years, trace regression models have received considerable attention in the context of matrix completion, quantum state tomography, and compressed sensing. Estimation of the underlying matrix from regularization-based approaches promoting low-rankedness, notably nuclear norm regularization, have enjoyed great popularity. In the present paper, we argue that such regularization may no longer be necessary if the underlying matrix is symmetric positive semidefinite (\textsf{spd}) and the design satisfies certain conditions. In this situation, simple least squares estimation subject to an \textsf{spd} constraint may perform as well as regularization-based approaches with a proper choice of the regularization parameter, which entails knowledge of the noise level and/or tuning. By contrast, constrained least squares estimation comes without any tuning parameter and may hence be preferred due to its simplicity.
Learning Mixed Membership Community Models in Social Tagging Networks through Tensor Methods
Anandkumar, Anima, Sedghi, Hanie
Community detection in graphs has been extensively studied both in theory and in applications. However, detecting communities in hypergraphs is more challenging. In this paper, we propose a tensor decomposition approach for guaranteed learning of communities in a special class of hypergraphs modeling social tagging systems or folksonomies. A folksonomy is a tripartite 3-uniform hypergraph consisting of (user, tag, resource) hyperedges. We posit a probabilistic mixed membership community model, and prove that the tensor method consistently learns the communities under efficient sample complexity and separation requirements.
Spectral Norm of Random Kernel Matrices with Applications to Privacy
Kasiviswanathan, Shiva Prasad, Rudelson, Mark
Kernel methods are an extremely popular set of techniques used for many important machine learning and data analysis applications. In addition to having good practical performances, these methods are supported by a well-developed theory. Kernel methods use an implicit mapping of the input data into a high dimensional feature space defined by a kernel function, i.e., a function returning the inner product between the images of two data points in the feature space. Central to any kernel method is the kernel matrix, which is built by evaluating the kernel function on a given sample dataset. In this paper, we initiate the study of non-asymptotic spectral theory of random kernel matrices. These are n x n random matrices whose (i,j)th entry is obtained by evaluating the kernel function on $x_i$ and $x_j$, where $x_1,...,x_n$ are a set of n independent random high-dimensional vectors. Our main contribution is to obtain tight upper bounds on the spectral norm (largest eigenvalue) of random kernel matrices constructed by commonly used kernel functions based on polynomials and Gaussian radial basis. As an application of these results, we provide lower bounds on the distortion needed for releasing the coefficients of kernel ridge regression under attribute privacy, a general privacy notion which captures a large class of privacy definitions. Kernel ridge regression is standard method for performing non-parametric regression that regularly outperforms traditional regression approaches in various domains. Our privacy distortion lower bounds are the first for any kernel technique, and our analysis assumes realistic scenarios for the input, unlike all previous lower bounds for other release problems which only hold under very restrictive input settings.
Robust Vertex Classification
Chen, Li, Shen, Cencheng, Vogelstein, Joshua, Priebe, Carey
For random graphs distributed according to stochastic blockmodels, a special case of latent position graphs, adjacency spectral embedding followed by appropriate vertex classification is asymptotically Bayes optimal; but this approach requires knowledge of and critically depends on the model dimension. In this paper, we propose a sparse representation vertex classifier which does not require information about the model dimension. This classifier represents a test vertex as a sparse combination of the vertices in the training set and uses the recovered coefficients to classify the test vertex. We prove consistency of our proposed classifier for stochastic blockmodels, and demonstrate that the sparse representation classifier can predict vertex labels with higher accuracy than adjacency spectral embedding approaches via both simulation studies and real data experiments. Our results demonstrate the robustness and effectiveness of our proposed vertex classifier when the model dimension is unknown.
Rebuilding Factorized Information Criterion: Asymptotically Accurate Marginal Likelihood
Hayashi, Kohei, Maeda, Shin-ichi, Fujimaki, Ryohei
Factorized information criterion (FIC) is a recently developed approximation technique for the marginal log-likelihood, which provides an automatic model selection framework for a few latent variable models (LVMs) with tractable inference algorithms. This paper reconsiders FIC and fills theoretical gaps of previous FIC studies. First, we reveal the core idea of FIC that allows generalization for a broader class of LVMs, including continuous LVMs, in contrast to previous FICs, which are applicable only to binary LVMs. Second, we investigate the model selection mechanism of the generalized FIC. Our analysis provides a formal justification of FIC as a model selection criterion for LVMs and also a systematic procedure for pruning redundant latent variables that have been removed heuristically in previous studies. Third, we provide an interpretation of FIC as a variational free energy and uncover a few previously-unknown their relationships. A demonstrative study on Bayesian principal component analysis is provided and numerical experiments support our theoretical results.
Can FCA-based Recommender System Suggest a Proper Classifier?
Kashnitsky, Yury, Ignatov, Dmitry I.
The paper briefly introduces multiple classifier systems and describes a new algorithm, which improves classification accuracy by means of recommendation of a proper algorithm to an object classification. This recommendation is done assuming that a classifier is likely to predict the label of the object correctly if it has correctly classified its neighbors. The process of assigning a classifier to each object is based on Formal Concept Analysis. We explain the idea of the algorithm with a toy example and describe our first experiments with real-world datasets.
Nonparametric Nearest Neighbor Random Process Clustering
Tschannen, Michael, Bölcskei, Helmut
We consider the problem of clustering noisy finite-length observations of stationary ergodic random processes according to their nonparametric generative models without prior knowledge of the model statistics and the number of generative models. Two algorithms, both using the L1-distance between estimated power spectral densities (PSDs) as a measure of dissimilarity, are analyzed. The first algorithm, termed nearest neighbor process clustering (NNPC), to the best of our knowledge, is new and relies on partitioning the nearest neighbor graph of the observations via spectral clustering. The second algorithm, simply referred to as k-means (KM), consists of a single k-means iteration with farthest point initialization and was considered before in the literature, albeit with a different measure of dissimilarity and with asymptotic performance results only. We show that both NNPC and KM succeed with high probability under noise and even when the generative process PSDs overlap significantly, all provided that the observation length is sufficiently large. Our results quantify the tradeoff between the overlap of the generative process PSDs, the noise variance, and the observation length. Finally, we present numerical performance results for synthetic and real data.
On the consistency of Multithreshold Entropy Linear Classifier
Multithreshold Entropy Linear Classifier (MELC) is a recent classifier idea which employs information theoretic concept in order to create a multithreshold maximum margin model. In this paper we analyze its consistency over multithreshold linear models and show that its objective function upper bounds the amount of misclassified points in a similar manner like hinge loss does in support vector machines. For further confirmation we also conduct some numerical experiments on five datasets.