Goto

Collaborating Authors

 Statistical Learning


Reference Distance Estimator

arXiv.org Machine Learning

Abstract: A theoretical study is presented for a simple linear classifier called reference distance estimator (RDE), which assigns the weight of each feature j as P(r j)-P(r), where r is a reference feature relevant to the target class y. The analysis shows that if r performs better than random guess in predicting y and is conditionally independent with each feature j, the RDE will have the same classification performance as that from P(y j)-P(y), a classifier trained with the gold standard y. Since the estimation of P(r j)-P(r) does not require labeled data, under the assumption above, RDE trained with a large number of unlabeled examples would be close to that trained with infinite labeled examples. For the case the assumption does not hold, we theoretically analyze the factors that influence the closeness of the RDE to the perfect one under the assumption, and present an algorithm to select reference features and combine multiple RDEs from different reference features using both labeled and unlabeled data. The experimental results on 10 text classification tasks show that the semi-supervised learning method improves supervised methods using 5,000 labeled examples and 13 million unlabeled ones, and in many tasks, its performance is even close to a classifier trained with 13 million labeled examples. In addition, the bounds in the theorems provide good estimation of the classification performance and can be useful for new algorithm design.


A History of Cluster Analysis Using the Classification Society's Bibliography Over Four Decades

arXiv.org Machine Learning

The Classification Literature Automated Search Service, an annual bibliography based on citation of one or more of a set of around 80 book or journal publications, ran from 1972 to 2012. We analyze here the years 1994 to 2011. The Classification Society's Service, as it was termed, has been produced by the Classification Society. In earlier decades it was distributed as a diskette or CD with the Journal of Classification. Among our findings are the following: an enormous increase in scholarly production post approximately 2000; a very major increase in quantity, coupled with work in different disciplines, from approximately 2004; and a major shift also from cluster analysis in earlier times having mathematics and psychology as disciplines of the journals published in, and affiliations of authors, contrasted with, in more recent times, a "centre of gravity" in management and engineering.


Computational Rationalization: The Inverse Equilibrium Problem

arXiv.org Machine Learning

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior is an approximately optimal solution to an unknown decision problem. These techniques learn a utility function that explains the example behavior and can then be used to accurately predict or imitate future behavior in similar observed or unobserved situations. In this work, we consider similar tasks in competitive and cooperative multi-agent domains. Here, unlike single-agent settings, a player cannot myopically maximize its reward; it must speculate on how the other agents may act to influence the game's outcome. Employing the game-theoretic notion of regret and the principle of maximum entropy, we introduce a technique for predicting and generalizing behavior.


The algorithm of noisy k-means

arXiv.org Machine Learning

In this note, we introduce a new algorithm to deal with finite dimensional clustering with errors in variables. The design of this algorithm is based on recent theoretical advances (see Loustau (2013a,b)) in statistical learning with errors in variables. As the previous mentioned papers, the algorithm mixes different tools from the inverse problem literature and the machine learning community. Coarsely, it is based on a two-step procedure: (1) a deconvolution step to deal with noisy inputs and (2) Newton's iterations as the popular k-means.


Locally epistatic genomic relationship matrices for genomic association, prediction and selection

arXiv.org Machine Learning

As the amount and complexity of genetic information increases it is necessary that we explore some efficient ways of handling these data. This study takes the "divide and conquer" approach for analyzing high dimensional genomic data. Our aims include reducing the dimensionality of the problem that has to be dealt one at a time, improving the performance and interpretability of the models. We propose using the inherent structures in the genome; to divide the bigger problem into manageable parts. In plant and animal breeding studies a distinction is made between the commercial value (additive + epistatic genetic effects) and the breeding value (additive genetic effects) of an individual since it is expected that some of the epistatic genetic effects will be lost due to recombination. In this paper, we argue that the breeder can take advantage of some of the epistatic marker effects in regions of low recombination. The models introduced here aim to estimate local epistatic line heritability by using the genetic map information and combine the local additive and epistatic effects. To this end, we have used semi-parametric mixed models with multiple local genomic relationship matrices with hierarchical testing designs and lasso post-processing for sparsity in the final model and speed. Our models produce good predictive performance along with genetic association information.


Universally consistent vertex classification for latent positions graphs

arXiv.org Machine Learning

In this work we show that, using the eigen-decomposition of the adjacency matrix, we can consistently estimate feature maps for latent position graphs with positive definite link function $\kappa$, provided that the latent positions are i.i.d. from some distribution F. We then consider the exploitation task of vertex classification where the link function $\kappa$ belongs to the class of universal kernels and class labels are observed for a number of vertices tending to infinity and that the remaining vertices are to be classified. We show that minimization of the empirical $\varphi$-risk for some convex surrogate $\varphi$ of 0-1 loss over a class of linear classifiers with increasing complexities yields a universally consistent classifier, that is, a classification rule with error converging to Bayes optimal for any distribution F.


CDfdr: A Comparison Density Approach to Local False Discovery Rate Estimation

arXiv.org Machine Learning

Efron et al. (2001) proposed empirical Bayes formulation of the frequentist Benjamini and Hochbergs False Discovery Rate method (Benjamini and Hochberg,1995). This article attempts to unify the `two cultures' using concepts of comparison density and distribution function. We have also shown how almost all of the existing local fdr methods can be viewed as proposing various model specification for comparison density - unifies the vast literature of false discovery methods under one concept and notation.


Applying the Negative Selection Algorithm for Merger and Acquisition Target Identification

arXiv.org Artificial Intelligence

In this paper, we propose a new methodology based on the Negative Selection Algorithm that belongs to the field of Computational Intelligence, specifically, Artificial Immune Systems to identify takeover targets. Although considerable research based on customary statistical techniques and some contemporary Computational Intelligence techniques have been devoted to identify takeover targets, most of the existing studies are based upon multiple previous mergers and acquisitions. Contrary to previous research, the novelty of this proposal lies in its ability to suggest takeover targets for novice firms that are at the beginning of their merger and acquisition spree. We first discuss the theoretical perspective and then provide a case study with details for practical implementation, both capitalizing from unique generalization capabilities of artificial immune systems algorithms.


Near-Optimal Algorithms for Differentially-Private Principal Components

arXiv.org Machine Learning

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which operate on such data should be sensitive to the privacy risks in publishing their outputs. Differential privacy is a framework for developing tradeoffs between privacy and the utility of these outputs. In this paper we investigate the theory and empirical performance of differentially private approximations to PCA and propose a new method which explicitly optimizes the utility of the output. We show that the sample complexity of the proposed method differs from the existing procedure in the scaling with the data dimension, and that our method is nearly optimal in terms of this scaling. We furthermore illustrate our results, showing that on real data there is a large performance gap between the existing method and our method.


Invariances of random fields paths, with applications in Gaussian Process Regression

arXiv.org Machine Learning

We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings, and we show that various path properties including additivity boil down to invariances of the covariance kernel. These results are extended to a broader class of operators in the Gaussian case, via the Lo\`eve isometry. Several covariance-driven pathwise invariances are illustrated, including fields with symmetric paths, centred paths, harmonic paths, or sparse paths. The proposed approach delivers a number of promising results and perspectives in Gaussian process regression.