We consider the problem of personalization of online services from the viewpoint of ad targeting, where we seek to find the best ad categories to be shown to each user, resulting in improved user experience and increased advertiser's revenue. We propose to address this problem as a task of ranking the ad categories depending on a user's preference, and introduce a novel label ranking approach capable of efficiently learning non-linear, highly accurate models in large-scale settings. Experiments on real-world advertising data set with more than 3.2 million users show that the proposed algorithm outperforms the existing solutions in terms of both rank loss and top-K retrieval performance, strongly suggesting the benefit of using the proposed model on large-scale ranking problems.

We describe a data complexity approach to kernel selection based on the behavior of polynomial and Gaussian kernels. Our resultsshow how the use of a Gaussian kernel produces a gram matrix with useful local information that has no equivalent counterpart inpolynomial kernels.By exploiting neighborhood information embedded by data complexity measures, we are able to carry out a form of meta-generalization.Our goal is to predict which data sets are more favorable to particular kernels (Gaussian or polynomial).The end result is a framework to improve the model selection process in Support Vector Machines.

Supervised metric learning plays a substantial role in statistical classification. Conventional metric learning algorithms have limited utility when the training data and testing data are drawn from related but different domains (i.e., source domain and target domain). Although this issue has got some progress in feature-based transfer learning, most of the work in this area suffers from non-trivial optimization and pays little attention to preserving the discriminating information. In this paper, we propose a novel metric learning algorithm to transfer knowledge from the source domain to the target domain in an information-theoretic setting, where a shared Mahalanobis distance across two domains is learnt by combining three goals together: 1) reducing the distribution difference between different domains; 2) preserving the geometry of target domain data; 3) aligning the geometry of source domain data with its label information. Based on this combination, the learnt Mahalanobis distance effectively transfers the discriminating power and propagates standard classifiers across these two domains. More importantly, our proposed method has closed-form solution and can be efficiently optimized. Experiments in two real-world applications demonstrate the effectiveness of our proposed method.

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive formulations for global, multi-task and local metric learning. The resulting algorithms have several advantages over existing methods in the literature: a much smaller number of parameters to be estimated and a principled way to generalize learned metrics to new testing data points. To analyze the approach theoretically, we derive a generalization bound that justifies the sparse combination. Empirically, we evaluate our algorithms on several datasets against state-of-the-art metric learning methods. The results are consistent with our theoretical findings and demonstrate the superiority of our approach in terms of classification performance and scalability.

Dropout and other feature noising schemes have shown promising results in controlling over-fitting by artificially corrupting the training data. Though extensive theoretical and empirical studies have been performed for generalized linear models, little work has been done for support vector machines (SVMs), one of the most successful approaches for supervised learning. This paper presents dropout training for linear SVMs. To deal with the intractable expectation of the non-smooth hinge loss under corrupting distributions, we develop an iteratively re-weighted least square (IRLS) algorithm by exploring data augmentation techniques. Our algorithm iteratively minimizes the expectation of a re-weighted least square problem, where the re-weights have closed-form solutions. The similar ideas are applied to develop a new IRLS algorithm for the expected logistic loss under corrupting distributions. Our algorithms offer insights on the connection and difference between the hinge loss and logistic loss in dropout training. Empirical results on several real datasets demonstrate the effectiveness of dropout training on significantly boosting the classification accuracy of linear SVMs.

During the past decade, machine learning algorithms have become commonplace in large-scale real-world industrial applications. In these settings, the computation time to train and test machine learning algorithms is a key consideration. At training-time the algorithms must scale to very large data set sizes.At testing-time, the cost of feature extraction can dominate the CPU runtime. Recently, a promising method was proposed to account for the feature extraction cost at testing time, called Cost-sensitive Tree of Classifiers (CSTC). Although the CSTC problem is NP-hard, the authors suggest an approximation through a mixed-norm relaxation across many classifiers. This relaxation is slow to train and requires involved optimization hyperparameter tuning. We propose a different relaxation using approximate submodularity, called Approximately Submodular Tree of Classifiers (ASTC). ASTC is much simpler to implement, yields equivalent results but requires no optimization hyperparameter tuning and is up to two orders of magnitude faster to train.

Sparse modeling has been highly successful in many real-world applications. While a lot of interests have been on convex regularization, recent studies show that nonconvexregularizers can outperform their convex counterparts in many situations.However, the resulting nonconvex optimization problems are often challenging, especiallyfor composite regularizers such as the nonconvex overlapping group lasso. In thispaper, byusing a recent mathematical tool known as the proximal average,we propose a novel proximal gradient descent method for optimization with a wide class of nonconvex and composite regularizers.Instead of directlysolving the proximal stepassociated with a composite regularizer, we average thesolutions from the proximal problems of the constituent regularizers. This simple strategy has guaranteed convergenceand low per-iteration complexity.Experimental results on a number of synthetic andreal-world data sets demonstrate the effectiveness and efficiency of theproposed optimization algorithm, and also the improved classification performanceresulting from thenonconvex regularizers.

A Chinese character embedded in different compound words may carry different meanings. In this paper, we aim at semantical clustering of a given family of morphologically related Chinese words. In Experiment 1, we employed linguistic features at the word, syntactic, semantic, and contextual levels in aggregated computational linguistics methods to handle the clustering task. In Experiment 2, we recruited adults and children to perform the clustering task. Experimental results indicate that our computational model achieved a similar level of performance as children.

Transfer learning considers related but distinct tasks defined on heterogenous domains and tries to transfer knowledge between these tasks to improve generalization performance. It is particularly useful when we do not have sufficient amount of labeled training data in some tasks, which may be very costly, laborious, or even infeasible to obtain. Instead, learning the tasks jointly enables us to effectively increase the amount of labeled training data. In this paper, we formulate a kernelized Bayesian transfer learning framework that is a principled combination of kernel-based dimensionality reduction models with task-specific projection matrices to find a shared subspace and a coupled classification model for all of the tasks in this subspace. Our two main contributions are: (i) two novel probabilistic models for binary and multiclass classification, and (ii) very efficient variational approximation procedures for these models. We illustrate the generalization performance of our algorithms on two different applications. In computer vision experiments, our method outperforms the state-of-the-art algorithms on nine out of 12 benchmark supervised domain adaptation experiments defined on two object recognition data sets. In cancer biology experiments, we use our algorithm to predict mutation status of important cancer genes from gene expression profiles using two distinct cancer populations, namely, patient-derived primary tumor data and in-vitro-derived cancer cell line data. We show that we can increase our generalization performance on primary tumors using cell lines as an auxiliary data source.

We present a novel approach to low-dimensional neighbor embedding for visualization, based on formulating an information retrieval based neighborhood preservation cost function as Maximum satisfiability on a discretized output display. The method has a rigorous interpretation as optimal visualization based on the cost function. Unlike previous low-dimensional neighbor embedding methods, our formulation is guaranteed to yield globally optimal visualizations, and does so reasonably fast. Unlike previous manifold learning methods yielding global optima of their cost functions, our cost function and method are designed for low-dimensional visualization where evaluation and minimization of visualization errors are crucial. Our method performs well in experiments, yielding clean embeddings of datasets where a state-of-the-art comparison method yields poor arrangements. In a real-world case study for semi-supervised WLAN signal mapping in buildings we outperform state-of-the-art methods.