Learning minimum volume sets of an underlying nominal distribution is a very effective approach to anomaly detection. Several approaches to learning minimum volume sets have been proposed in the literature, including the K-point nearest neighbor graph (K-kNNG) algorithm based on the geometric entropy minimization (GEM) principle [4]. The K-kNNG detector, while possessing several desirable characteristics, suffers from high computation complexity, and in [4] a simpler heuristic approximation, the leave-one-out kNNG (L1O-kNNG) was proposed. In this paper, we propose a novel bipartite k-nearest neighbor graph (BP-kNNG) anomaly detection scheme for estimating minimum volume sets. Our bipartite estimator retains all the desirable theoretical properties of the K-kNNG, while being computationally simpler than the K-kNNG and the surrogate L1O-kNNG detectors. We show that BP-kNNG is asymptotically consistent in recovering the p-value of each test point. Experimental results are given that illustrate the superior performance of BP-kNNG as compared to the L1O-kNNG and other state of the art anomaly detection schemes.

This paper studies the problem of semi-supervised learning from the vector field perspective. Many of the existing work use the graph Laplacian to ensure the smoothness of the prediction function on the data manifold. However, beyond smoothness, it is suggested by recent theoretical work that we should ensure second order smoothness for achieving faster rates of convergence for semi-supervised regression problems. To achieve this goal, we show that the second order smoothness measures the linearity of the function, and the gradient field of a linear function has to be a parallel vector field. Consequently, we propose to find a function which minimizes the empirical error, and simultaneously requires its gradient field to be as parallel as possible. We give a continuous objective function on the manifold and discuss how to discretize it by using random points. The discretized optimization problem turns out to be a sparse linear system which can be solved very efficiently. The experimental results have demonstrated the effectiveness of our proposed approach.

This paper presents an approach that predicts the effectiveness of HIV combination therapies by simultaneously addressing several problems affecting the available HIV clinical data sets: the different treatment backgrounds of the samples, the uneven representation of the levels of therapy experience, the missing treatment history information, the uneven therapy representation and the unbalanced therapy outcome representation. The computational validation on clinical data shows that, compared to the most commonly used approach that does not account for the issues mentioned above, our model has significantly higher predictive power. This is especially true for samples stemming from patients with longer treatment history and samples associated with rare therapies. Furthermore, our approach is at least as powerful for the remaining samples.

Many applications in computer vision measure the similarity between images or image patches based on some statistics such as oriented gradients. These are often modeled implicitly or explicitly with a Gaussian noise assumption, leading to the use of the Euclidean distance when comparing image descriptors. In this paper, we show that the statistics of gradient based image descriptors often follow a heavy-tailed distribution, which undermines any principled motivation for the use of Euclidean distances. We advocate for the use of a distance measure based on the likelihood ratio test with appropriate probabilistic models that fit the empirical data distribution. We instantiate this similarity measure with the Gamma-compound-Laplace distribution, and show significant improvement over existing distance measures in the application of SIFT feature matching, at relatively low computational cost.

We study the family of p-resistances on graphs for p ≥ 1. This family generalizes the standard resistance distance. We prove that for any fixed graph, for p=1, the p-resistance coincides with the shortest path distance, for p=2 it coincides with the standard resistance distance, and for p → ∞ it converges to the inverse of the minimal s-t-cut in the graph. Secondly, we consider the special case of random geometric graphs (such as k-nearest neighbor graphs) when the number n of vertices in the graph tends to infinity. We prove that an interesting phase-transition takes place. There exist two critical thresholds p^* and p^** such that if p < p^*, then the p-resistance depends on meaningful global properties of the graph, whereas if p > p^**, it only depends on trivial local quantities and does not convey any useful information. We can explicitly compute the critical values: p^* = 1 + 1/(d-1) and p^** = 1 + 1/(d-2) where d is the dimension of the underlying space (we believe that the fact that there is a small gap between p^* and p^** is an artifact of our proofs. We also relate our findings to Laplacian regularization and suggest to use q-Laplacians as regularizers, where q satisfies 1/p^* + 1/q = 1.

We propose a robust filtering approach based on semi-supervised and multiple instance learning (MIL). We assume that the posterior density would be unimodal if not for the effect of outliers that we do not wish to explicitly model. Therefore, we seek for a point estimate at the outset, rather than a generic approximation of the entire posterior. Our approach can be thought of as a combination of standard finite-dimensional filtering (Extended Kalman Filter, or Unscented Filter) with multiple instance learning, whereby the initial condition comes with a putative set of inlier measurements. We show how both the state (regression) and the inlier set (classification) can be estimated iteratively and causally by processing only the current measurement. We illustrate our approach on visual tracking problems whereby the object of interest (target) moves and evolves as a result of occlusions and deformations, and partial knowledge of the target is given in the form of a bounding box (training set).

This paper studies privacy preserving M-estimators using perturbed histograms. The proposed approach allows the release of a wide class of M-estimators with both differential privacy and statistical utility without knowing a priori the particular inference procedure. The performance of the proposed method is demonstrated through a careful study of the convergence rates. A practical algorithm is given and applied on a real world data set containing both continuous and categorical variables.

The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability in practice. There have been several recent attempts to study a more general formulation, where groups of features are given, potentially with overlaps between the groups. The resulting optimization is, however, much more challenging to solve due to the group overlaps. In this paper, we consider the efficient optimization of the overlapping group Lasso penalized problem. We reveal several key properties of the proximal operator associated with the overlapping group Lasso, and compute the proximal operator by solving the smooth and convex dual problem, which allows the use of the gradient descent type of algorithms for the optimization. We have performed empirical evaluations using both synthetic and the breast cancer gene expression data set, which consists of 8,141 genes organized into (overlapping) gene sets. Experimental results show that the proposed algorithm is more efficient than existing state-of-the-art algorithms.

In matrix completion, we are given a matrix where the values of only some of the entries are present, and we want to reconstruct the missing ones. Much work has focused on the assumption that the data matrix has low rank. We propose a more general assumption based on denoising, so that we expect that the value of a missing entry can be predicted from the values of neighboring points. We propose a nonparametric version of denoising based on local, iterated averaging with mean-shift, possibly constrained to preserve local low-rank manifold structure. The few user parameters required (the denoising scale, number of neighbors and local dimensionality) and the number of iterations can be estimated by cross-validating the reconstruction error. Using our algorithms as a postprocessing step on an initial reconstruction (provided by e.g. a low-rank method), we show consistent improvements with synthetic, image and motion-capture data.

Given one feature of a novel animal, humans readily make inferences about other features of the animal. For example, winged creatures often fly, and creatures that eat fish often live in the water. We explore the knowledge that supports these inferences and compare two approaches. The first approach proposes that humans rely on abstract representations of dependency relationships between features, and is formalized here as a graphical model. The second approach proposes that humans rely on specific knowledge of previously encountered animals, and is formalized here as a family of exemplar models. We evaluate these models using a task where participants reason about chimeras, or animals with pairs of features that have not previously been observed to co-occur. The results support the hypothesis that humans rely on explicit representations of relationships between features.