Different solution approaches for combinatorial problems often exhibit incomparable performance that depends on the concrete problem instanceto be solved. Algorithm portfolios aim to combine the strengths of multiple algorithmic approaches by training a classifier that selects or schedules solvers dependent on the given instance. We devise a new classifier that selects solvers based on a cost-sensitive hierarchical clustering model. Experimental results on SAT and MaxSAT show that the new method outperforms the most effective portfolio builders to date.

Coalition formation is a fundamental approach to multi-agent coordination. In this paper we address the specific problem of coalition structure generation, and focus on providing good-enough solutions using a novel heuristic approach that is based on data clustering methods. In particular, we propose a hierarchical agglomerative clustering approach (C-Link), which uses a similarity criterion between coalitions based on the gain that the system achieves if two coalitions merge. We empirically evaluate C-Link on a synthetic benchmark data-set as well as in collective energy purchasing settings. Our results show that the C-link approach performs very well against an optimal benchmark based on Mixed-Integer Programming, achieving solutions which are in the worst case about 80% of the optimal (in the synthetic data-set), and 98% of the optimal (in the energy data-set). Thus we show that C-Link can return solutions for problems involving thousands of agents within minutes.

Conventional multiclass conditional probability estimation methods, such as Fisher's discriminate analysis and logistic regression, often require restrictive distributional model assumption. In this paper, a model-free estimation method is proposed to estimate multiclass conditional probability through a series of conditional quantile regression functions. Specifically, the conditional class probability is formulated as difference of corresponding cumulative distribution functions, where the cumulative distribution functions can be converted from the estimated conditional quantile regression functions. The proposed estimation method is also efficient as its computation cost does not increase exponentially with the number of classes. The theoretical and numerical studies demonstrate that the proposed estimation method is highly competitive against the existing competitors, especially when the number of classes is relatively large.

We present an efficient algorithm for simultaneously training sparse generalized linear models across many related problems, which may arise from bootstrapping, cross-validation and nonparametric permutation testing. Our approach leverages the redundancies across problems to obtain significant computational improvements relative to solving the problems sequentially by a conventional algorithm. We demonstrate our fast simultaneous training of generalized linear models (FaSTGLZ) algorithm on a number of real-world datasets, and we run otherwise computationally intensive bootstrapping and permutation test analyses that are typically necessary for obtaining statistically rigorous classification results and meaningful interpretation. Code is freely available at http://liinc.bme.columbia.edu/fastglz.

The level set tree approach of Hartigan (1975) provides a probabilistically based and highly interpretable encoding of the clustering behavior of a dataset. By representing the hierarchy of data modes as a dendrogram of the level sets of a density estimator, this approach offers many advantages for exploratory analysis and clustering, especially for complex and high-dimensional data. Several R packages exist for level set tree estimation, but their practical usefulness is limited by computational inefficiency, absence of interactive graphical capabilities and, from a theoretical perspective, reliance on asymptotic approximations. To make it easier for practitioners to capture the advantages of level set trees, we have written the Python package DeBaCl for DEnsity-BAsed CLustering. In this article we illustrate how DeBaCl's level set tree estimates can be used for difficult clustering tasks and interactive graphical data analysis. The package is intended to promote the practical use of level set trees through improvements in computational efficiency and a high degree of user customization. In addition, the flexible algorithms implemented in DeBaCl enjoy finite sample accuracy, as demonstrated in recent literature on density clustering. Finally, we show the level set tree framework can be easily extended to deal with functional data. Keywords: density-based clustering, level set tree, Python, interactive graphics, functional data analysis.

In this paper, we investigate a multivariate multi-response (MVMR) linear regression problem, which contains multiple linear regression models with differently distributed design matrices, and different regression and output vectors. The goal is to recover the support union of all regression vectors using $l_1/l_2$-regularized Lasso. We characterize sufficient and necessary conditions on sample complexity \emph{as a sharp threshold} to guarantee successful recovery of the support union. Namely, if the sample size is above the threshold, then $l_1/l_2$-regularized Lasso correctly recovers the support union; and if the sample size is below the threshold, $l_1/l_2$-regularized Lasso fails to recover the support union. In particular, the threshold precisely captures the impact of the sparsity of regression vectors and the statistical properties of the design matrices on sample complexity. Therefore, the threshold function also captures the advantages of joint support union recovery using multi-task Lasso over individual support recovery using single-task Lasso.

Prior-weighted logistic regression has become a standard tool for calibration in speaker recognition. Logistic regression is the optimization of the expected value of the logarithmic scoring rule. We generalize this via a parametric family of proper scoring rules. Our theoretical analysis shows how different members of this family induce different relative weightings over a spectrum of applications of which the decision thresholds range from low to high. Special attention is given to the interaction between prior weighting and proper scoring rule parameters. Experiments on NIST SRE'12 suggest that for applications with low false-alarm rate requirements, scoring rules tailored to emphasize higher score thresholds may give better accuracy than logistic regression.

The $k$-NN graph has played a central role in increasingly popular data-driven techniques for various learning and vision tasks; yet, finding an efficient and effective way to construct $k$-NN graphs remains a challenge, especially for large-scale high-dimensional data. In this paper, we propose a new approach to construct approximate $k$-NN graphs with emphasis in: efficiency and accuracy. We hierarchically and randomly divide the data points into subsets and build an exact neighborhood graph over each subset, achieving a base approximate neighborhood graph; we then repeat this process for several times to generate multiple neighborhood graphs, which are combined to yield a more accurate approximate neighborhood graph. Furthermore, we propose a neighborhood propagation scheme to further enhance the accuracy. We show both theoretical and empirical accuracy and efficiency of our approach to $k$-NN graph construction and demonstrate significant speed-up in dealing with large scale visual data.

In this project we further investigate the idea of reducing the dimensionality of datasets using a Borel isomorphism with the purpose of subsequently applying supervised learning algorithms, as originally suggested by my supervisor V. Pestov (in 2011 Dagstuhl preprint). Any consistent learning algorithm, for example kNN, retains universal consistency after a Borel isomorphism is applied. A series of concrete examples of Borel isomorphisms that reduce the number of dimensions in a dataset is provided, based on multiplying the data by orthogonal matrices before the dimensionality reducing Borel isomorphism is applied. We test the accuracy of the resulting classifier in a lower dimensional space with various data sets. Working with a phoneme voice recognition dataset, of dimension 256 with 5 classes (phonemes), we show that a Borel isomorphic reduction to dimension 16 leads to a minimal drop in accuracy. In conclusion, we discuss further prospects of the method.

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process, the mixture model has the advantages of modeling multimodal data and alleviating the computationally cubic complexity of the multivariate Gaussian process. A Dirichlet process prior is adopted to allow the (possibly infinite) number of mixture components to be automatically inferred from training data, and Markov chain Monte Carlo sampling techniques are used for parameter and latent variable inference. Preliminary experimental results on multivariate regression show the feasibility of the proposed model.