We propose a new active learning algorithm for parametric linear regression with random design. We provide finite sample convergence guarantees for general distributions in the misspecified model. This is the first active learner for this setting that provably can improve over passive learning. Unlike other learning settings (such as classification), in regression the passive learning rate of O(1/epsilon) cannot in general be improved upon. Nonetheless, the so-called `constant' in the rate of convergence, which is characterized by a distribution-dependent risk, can be improved in many cases. For a given distribution, achieving the optimal risk requires prior knowledge of the distribution. Following the stratification technique advocated in Monte-Carlo function integration, our active learner approaches a the optimal risk using piecewise constant approximations.

Humans are able to segregate auditory objects in a complex acoustic scene, through an interplay of bottom-up feature extraction and top-down selective attention in the brain. The detailed mechanism underlying this process is largely unknown and the ability to mimic this procedure is an important problem in artificial intelligence and computational neuroscience. We consider the problem of decoding the attentional state of a listener in a competing-speaker environment from magnetoencephalographic (MEG) recordings from the human brain. We develop a behaviorally inspired state-space model to account for the modulation of the MEG with respect to attentional state of the listener. We construct a decoder based on the maximum a posteriori (MAP) estimate of the state parameters via the Expectation-Maximization (EM) algorithm. The resulting decoder is able to track the attentional modulation of the listener with multi-second resolution using only the envelopes of the two speech streams as covariates. We present simulation studies as well as application to real MEG data from two human subjects. Our results reveal that the proposed decoder provides substantial gains in terms of temporal resolution, complexity, and decoding accuracy.

We present the first sample compression algorithm for nearest neighbors with non-trivial performance guarantees. We complement these guarantees by demonstrating almost matching hardness lower bounds, which show that our bound is nearly optimal. Our result yields new insight into margin-based nearest neighbor classification in metric spaces and allows us to significantly sharpen and simplify existing bounds. Some encouraging empirical results are also presented.

This paper presents a representation theory for permutation-valued functions, which in their general form can also be called listwise ranking functions. Pointwise ranking functions assign a score to each object independently, without taking into account the other objects under consideration; whereas listwise loss functions evaluate the set of scores assigned to all objects as a whole. In many supervised learning to rank tasks, it might be of interest to use listwise ranking functions instead; in particular, the Bayes Optimal ranking functions might themselves be listwise, especially if the loss function is listwise. A key caveat to using listwise ranking functions has been the lack of an appropriate representation theory for such functions. We show that a natural symmetricity assumption that we call exchangeability allows us to explicitly characterize the set of such exchangeable listwise ranking functions. Our analysis draws from the theories of tensor analysis, functional analysis and De Finetti theorems. We also present experiments using a novel reranking method motivated by our representation theory.

In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here that the principal components $\bv_1,\dots,\bv_r$ have at most $k_1, \cdots, k_q$ non-zero entries respectively, and study the high-dimensional regime in which $p$ is of the same order as $n$. In an influential paper, Johnstone and Lu \cite{johnstone2004sparse} introduced a simple algorithm that estimates the support of the principal vectors $\bv_1,\dots,\bv_r$ by the largest entries in the diagonal of the empirical covariance. This method can be shown to succeed with high probability if $k_q \le C_1\sqrt{n/\log p}$, and to fail with high probability if $k_q\ge C_2 \sqrt{n/\log p}$ for two constants $0 < C_1,C_2 < \infty$. Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by Krauthgamer, Nadler and Vilenchik \cite{KrauthgamerSPCA}. We confirm empirical evidence presented by these authors and rigorously prove that the algorithm succeeds with high probability for $k$ of order $\sqrt{n}$. Recent conditional lower bounds \cite{berthet2013computational} suggest that it might be impossible to do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before.

The explosion in the amount of data available for analysis often necessitates a transition from batch to incremental clustering methods, which process one element at a time and typically store only a small subset of the data. In this paper, we initiate the formal analysis of incremental clustering methods focusing on the types of cluster structure that they are able to detect. We find that the incremental setting is strictly weaker than the batch model, proving that a fundamental class of cluster structures that can readily be detected in the batch setting is impossible to identify using any incremental method. Furthermore, we show how the limitations of incremental clustering can be overcome by allowing additional clusters.

In this work, we study the problem of transductive pairwise classification from pairwise similarities~\footnote{The pairwise similarities are usually derived from some side information instead of the underlying class labels.}. The goal of transductive pairwise classification from pairwise similarities is to infer the pairwise class relationships, to which we refer as pairwise labels, between all examples given a subset of class relationships for a small set of examples, to which we refer as labeled examples. We propose a very simple yet effective algorithm that consists of two simple steps: the first step is to complete the sub-matrix corresponding to the labeled examples and the second step is to reconstruct the label matrix from the completed sub-matrix and the provided similarity matrix. Our analysis exhibits that under several mild preconditions we can recover the label matrix with a small error, if the top eigen-space that corresponds to the largest eigenvalues of the similarity matrix covers well the column space of label matrix and is subject to a low coherence, and the number of observed pairwise labels is sufficiently enough. We demonstrate the effectiveness of the proposed algorithm by several experiments.

We consider logistic regression with arbitrary outliers in the covariate matrix. We propose a new robust logistic regression algorithm, called RoLR, that estimates the parameter through a simple linear programming procedure. We prove that RoLR is robust to a constant fraction of adversarial outliers. To the best of our knowledge, this is the first result on estimating logistic regression model when the covariate matrix is corrupted with any performance guarantees. Besides regression, we apply RoLR to solving binary classification problems where a fraction of training samples are corrupted.

We develop a sampling technique for Hierarchical Dirichlet process models. The parallel algorithm builds upon [Chang & Fisher 2013] by proposing large split and merge moves based on learned sub-clusters. The additional global split and merge moves drastically improve convergence in the experimental results. Furthermore, we discover that cross-validation techniques do not adequately determine convergence, and that previous sampling methods converge slower than were previously expected.

We propose a structured prediction algorithm for object localization based on Support Vector Machines (SVMs) using privileged information. Privileged information provides useful high-level knowledge for image understanding and facilitates learning a reliable model even with a small number of training examples. In our setting, we assume that such information is available only at training time since it may be difficult to obtain from visual data accurately without human supervision. Our goal is to improve performance by incorporating privileged information into ordinary learning framework and adjusting model parameters for better generalization. We tackle object localization problem based on a novel structural SVM using privileged information, where an alternating loss-augmented inference procedure is employed to handle the term in the objective function corresponding to privileged information. We apply the proposed algorithm to the Caltech-UCSD Birds 200-2011 dataset, and obtain encouraging results suggesting further investigation into the benefit of privileged information in structured prediction.