Statistical Learning
Dependence Maximizing Temporal Alignment via Squared-Loss Mutual Information
Yamada, Makoto, Sigal, Leonid, Raptis, Michalis, Sugiyama, Masashi
The goal of temporal alignment is to establish time correspondence between two sequences, which has many applications in a variety of areas such as speech processing, bioinformatics, computer vision, and computer graphics. In this paper, we propose a novel temporal alignment method called least-squares dynamic time warping (LSDTW). LSDTW finds an alignment that maximizes statistical dependency between sequences, measured by a squared-loss variant of mutual information. The benefit of this novel information-theoretic formulation is that LSDTW can align sequences with different lengths, different dimensionality, high non-linearity, and non-Gaussianity in a computationally efficient manner. In addition, model parameters such as an initial alignment matrix can be systematically optimized by cross-validation. We demonstrate the usefulness of LSDTW through experiments on synthetic and real-world Kinect action recognition datasets.
Learning Efficient Structured Sparse Models
Bronstein, Alex, Sprechmann, Pablo, Sapiro, Guillermo
We present a comprehensive framework for structured sparse coding and modeling extending the recent ideas of using learnable fast regressors to approximate exact sparse codes. For this purpose, we develop a novel block-coordinate proximal splitting method for the iterative solution of hierarchical sparse coding problems, and show an efficient feed forward architecture derived from its iteration. This architecture faithfully approximates the exact structured sparse codes with a fraction of the complexity of the standard optimization methods. We also show that by using different training objective functions, learnable sparse encoders are no longer restricted to be mere approximants of the exact sparse code for a pre-given dictionary, as in earlier formulations, but can be rather used as full-featured sparse encoders or even modelers. A simple implementation shows several orders of magnitude speedup compared to the state-of-the-art at minimal performance degradation, making the proposed framework suitable for real time and large-scale applications.
A Graphical Model Formulation of Collaborative Filtering Neighbourhood Methods with Fast Maximum Entropy Training
Defazio, Aaron, Caetano, Tiberio
Item neighbourhood methods for collaborative filtering learn a weighted graph over the set of items, where each item is connected to those it is most similar to. The prediction of a user's rating on an item is then given by that rating of neighbouring items, weighted by their similarity. This paper presents a new neighbourhood approach which we call item fields, whereby an undirected graphical model is formed over the item graph. The resulting prediction rule is a simple generalization of the classical approaches, which takes into account non-local information in the graph, allowing its best results to be obtained when using drastically fewer edges than other neighbourhood approaches. A fast approximate maximum entropy training method based on the Bethe approximation is presented, which uses a simple gradient ascent procedure. When using precomputed sufficient statistics on the Movielens datasets, our method is faster than maximum likelihood approaches by two orders of magnitude.
Compact Hyperplane Hashing with Bilinear Functions
Liu, Wei, Wang, Jun, Mu, Yadong, Kumar, Sanjiv, Chang, Shih-Fu
Hyperplane hashing aims at rapidly searching nearest points to a hyperplane, and has shown practical impact in scaling up active learning with SVMs. Unfortunately, the existing randomized methods need long hash codes to achieve reasonable search accuracy and thus suffer from reduced search speed and large memory overhead. To this end, this paper proposes a novel hyperplane hashing technique which yields compact hash codes. The key idea is the bilinear form of the proposed hash functions, which leads to higher collision probability than the existing hyperplane hash functions when using random projections. To further increase the performance, we propose a learning based framework in which the bilinear functions are directly learned from the data. This results in short yet discriminative codes, and also boosts the search performance over the random projection based solutions. Large-scale active learning experiments carried out on two datasets with up to one million samples demonstrate the overall superiority of the proposed approach.
On multi-view feature learning
Sparse coding is a common approach to learning local features for object recognition. Recently, there has been an increasing interest in learning features from spatio-temporal, binocular, or other multi-observation data, where the goal is to encode the relationship between images rather than the content of a single image. We provide an analysis of multi-view feature learning, which shows that hidden variables encode transformations by detecting rotation angles in the eigenspaces shared among multiple image warps. Our analysis helps explain recent experimental results showing that transformation-specific features emerge when training complex cell models on videos. Our analysis also shows that transformation-invariant features can emerge as a by-product of learning representations of transformations.
Groupwise Constrained Reconstruction for Subspace Clustering
Li, Ruijiang, Li, Bin, Zhang, Ke, Jin, Cheng, Xue, Xiangyang
Reconstruction based subspace clustering methods compute a self reconstruction matrix over the samples and use it for spectral clustering to obtain the final clustering result. Their success largely relies on the assumption that the underlying subspaces are independent, which, however, does not always hold in the applications with increasing number of subspaces. In this paper, we propose a novel reconstruction based subspace clustering model without making the subspace independence assumption. In our model, certain properties of the reconstruction matrix are explicitly characterized using the latent cluster indicators, and the affinity matrix used for spectral clustering can be directly built from the posterior of the latent cluster indicators instead of the reconstruction matrix. Experimental results on both synthetic and real-world datasets show that the proposed model can outperform the state-of-the-art methods.
Max-Margin Nonparametric Latent Feature Models for Link Prediction
We present a max-margin nonparametric latent feature model, which unites the ideas of max-margin learning and Bayesian nonparametrics to discover discriminative latent features for link prediction and automatically infer the unknown latent social dimension. By minimizing a hinge-loss using the linear expectation operator, we can perform posterior inference efficiently without dealing with a highly nonlinear link likelihood function; by using a fully-Bayesian formulation, we can avoid tuning regularization constants. Experimental results on real datasets appear to demonstrate the benefits inherited from max-margin learning and fully-Bayesian nonparametric inference.
Group Sparse Additive Models
Yin, Junming, Chen, Xi, Xing, Eric
We consider the problem of sparse variable selection in nonparametric additive models, with the prior knowledge of the structure among the covariates to encourage those variables within a group to be selected jointly. Previous works either study the group sparsity in the parametric setting (e.g., group lasso), or address the problem in the non-parametric setting without exploiting the structural information (e.g., sparse additive models). In this paper, we present a new method, called group sparse additive models (GroupSpAM), which can handle group sparsity in additive models. We generalize the l1/l2 norm to Hilbert spaces as the sparsity-inducing penalty in GroupSpAM. Moreover, we derive a novel thresholding condition for identifying the functional sparsity at the group level, and propose an efficient block coordinate descent algorithm for constructing the estimate. We demonstrate by simulation that GroupSpAM substantially outperforms the competing methods in terms of support recovery and prediction accuracy in additive models, and also conduct a comparative experiment on a real breast cancer dataset.
Factorized Asymptotic Bayesian Hidden Markov Models
Fujimaki, Ryohei, Hayashi, Kohei
This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e., mixture models), for time-dependent hidden variables. As with FAB in mixture models, FAB for HMMs is derived as an iterative lower bound maximization algorithm of a factorized information criterion (FIC). It inherits, from FAB for mixture models, several desirable properties for learning HMMs, such as asymptotic consistency of FIC with marginal log-likelihood, a shrinkage effect for hidden state selection, monotonic increase of the lower FIC bound through the iterative optimization. Further, it does not have a tunable hyper-parameter, and thus its model selection process can be fully automated. Experimental results shows that FAB outperforms states-of-the-art variational Bayesian HMM and non-parametric Bayesian HMM in terms of model selection accuracy and computational efficiency.
Ensemble Methods for Convex Regression with Applications to Geometric Programming Based Circuit Design
Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate constraints or objective functions for optimization. Ensemble methods, like bagging, smearing and random partitioning, can alleviate this problem and maintain the theoretical properties of the underlying estimator. We empirically examine the performance of ensemble methods for prediction and optimization, and then apply them to device modeling and constraint approximation for geometric programming based circuit design.