Statistical Learning
Overlapping Mixtures of Gaussian Processes for the Data Association Problem
Lázaro-Gredilla, Miguel, Van Vaerenbergh, Steven, Lawrence, Neil
In this work we introduce a mixture of GPs to address the data association problem, i.e. to label a group of observations according to the sources that generated them. Unlike several previously proposed GP mixtures, the novel mixture has the distinct characteristic of using no gating function to determine the association of samples and mixture components. Instead, all the GPs in the mixture are global and samples are clustered following "trajectories" across input space. We use a nonstandard variational Bayesian algorithm to efficiently recover sample labels and learn the hyperparameters. We show how multi-object tracking problems can be disambiguated and also explore the characteristics of the model in traditional regression settings. Keywords: Gaussian Processes, Marginalized Variational Inference, Bayesian Models 1. Introduction The data association problem arises in multi-target tracking scenarios.
Training Logistic Regression and SVM on 200GB Data Using b-Bit Minwise Hashing and Comparisons with Vowpal Wabbit (VW)
Li, Ping, Shrivastava, Anshumali, Konig, Christian
We generated a dataset of 200 GB with 10^9 features, to test our recent b-bit minwise hashing algorithms for training very large-scale logistic regression and SVM. The results confirm our prior work that, compared with the VW hashing algorithm (which has the same variance as random projections), b-bit minwise hashing is substantially more accurate at the same storage. For example, with merely 30 hashed values per data point, b-bit minwise hashing can achieve similar accuracies as VW with 2^14 hashed values per data point. We demonstrate that the preprocessing cost of b-bit minwise hashing is roughly on the same order of magnitude as the data loading time. Furthermore, by using a GPU, the preprocessing cost can be reduced to a small fraction of the data loading time. Minwise hashing has been widely used in industry, at least in the context of search. One reason for its popularity is that one can efficiently simulate permutations by (e.g.,) universal hashing. In other words, there is no need to store the permutation matrix. In this paper, we empirically verify this practice, by demonstrating that even using the simplest 2-universal hashing does not degrade the learning performance.
Generalised elastic nets
Carreira-Perpiñán, Miguel Á., Goodhill, Geoffrey J.
The elastic net was introduced as a heuristic algorithm for combinatorial optimisation and has been applied, among other problems, to biological modelling. It has an energy function which trades off a fitness term against a tension term. In the original formulation of the algorithm the tension term was implicitly based on a first-order derivative. In this paper we generalise the elastic net model to an arbitrary quadratic tension term, e.g. derived from a discretised differential operator, and give an efficient learning algorithm. We refer to these as generalised elastic nets (GENs). We give a theoretical analysis of the tension term for 1D nets with periodic boundary conditions, and show that the model is sensitive to the choice of finite difference scheme that represents the discretised derivative. We illustrate some of these issues in the context of cortical map models, by relating the choice of tension term to a cortical interaction function. In particular, we prove that this interaction takes the form of a Mexican hat for the original elastic net, and of progressively more oscillatory Mexican hats for higher-order derivatives. The results apply not only to generalised elastic nets but also to other methods using discrete differential penalties, and are expected to be useful in other areas, such as data analysis, computer graphics and optimisation problems.
Partition Decomposition for Roll Call Data
Leibon, Greg, Pauls, Scott, Rockmore, Daniel N., Savell, Robert
In this paper we bring to bear some new tools from statistical learning on the analysis of roll call data. We present a new data-driven model for roll call voting that is geometric in nature. We construct the model by adapting the "Partition Decoupling Method," an unsupervised learning technique originally developed for the analysis of families of time series, to produce a multiscale geometric description of a weighted network associated to a set of roll call votes. Central to this approach is the quantitative notion of a "motivation," a cluster-based and learned basis element that serves as a building block in the representation of roll call data. Motivations enable the formulation of a quantitative description of ideology and their data-dependent nature makes possible a quantitative analysis of the evolution of ideological factors. This approach is generally applicable to roll call data and we apply it in particular to the historical roll call voting of the U.S. House and Senate. This methodology provides a mechanism for estimating the dimension of the underlying action space. We determine that the dominant factors form a low- (one- or two-) dimensional representation with secondary factors adding higher-dimensional features. In this way our work supports and extends the findings of both Poole-Rosenthal and Heckman-Snyder concerning the dimensionality of the action space. We give a detailed analysis of several individual Senates and use the AdaBoost technique from statistical learning to determine those votes with the most powerful discriminatory value. When used as a predictive model, this geometric view significantly outperforms spatial models such as the Poole-Rosenthal DW-NOMINATE model and the Heckman-Snyder 6-factor model, both in raw accuracy as well as Aggregate Proportional Reduced Error (APRE).
A Kernel Approach to Tractable Bayesian Nonparametrics
Huszár, Ferenc, Lacoste-Julien, Simon
Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick to inference in a parametric Bayesian model. For example, Gaussian process regression can be derived this way from Bayesian linear regression. Despite the success of the Gaussian process framework, the kernel trick is rarely explicitly considered in the Bayesian literature. In this paper, we aim to fill this gap and demonstrate the potential of applying the kernel trick to tractable Bayesian parametric models in a wider context than just regression. As an example, we present an intuitive Bayesian kernel machine for density estimation that is obtained by applying the kernel trick to a Gaussian generative model in feature space.
Independent screening for single-index hazard rate models with ultra-high dimensional features
Gorst-Rasmussen, Anders, Scheike, Thomas H.
In data sets with many more features than observations, independent screening based on all univariate regression models leads to a computationally convenient variable selection method. Recent efforts have shown that in the case of generalized linear models, independent screening may suffice to capture all relevant features with high probability, even in ultra-high dimension. It is unclear whether this formal sure screening property is attainable when the response is a right-censored survival time. We propose a computationally very efficient independent screening method for survival data which can be viewed as the natural survival equivalent of correlation screening. We state conditions under which the method admits the sure screening property within a general class of single-index hazard rate models with ultra-high dimensional features. An iterative variant is also described which combines screening with penalized regression in order to handle more complex feature covariance structures. The methods are evaluated through simulation studies and through application to a real gene expression dataset.
Robust graphical modeling of gene networks using classical and alternative T-distributions
Finegold, Michael, Drton, Mathias
Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent progress includes the development of fitting methodology involving penalization of the likelihood function. In this paper we advocate the use of multivariate $t$-distributions for more robust inference of graphs. In particular, we demonstrate that penalized likelihood inference combined with an application of the EM algorithm provides a computationally efficient approach to model selection in the $t$-distribution case. We consider two versions of multivariate $t$-distributions, one of which requires the use of approximation techniques. For this distribution, we describe a Markov chain Monte Carlo EM algorithm based on a Gibbs sampler as well as a simple variational approximation that makes the resulting method feasible in large problems.
What’s the Right Price? Pricing Tasks for Finishing on Time
Faradani, Siamak (University of California, Berkeley) | Hartmann, Bjoern (University of California, Berkeley) | Ipeirotis, Panagiotis G. (New York University)
Many practitioners currently use rules of thumb to price tasks on online labor markets. Incorrect pricing leads to task starvation or inefficient use of capital. Formal pricing policies can address these challenges. In this paper we argue that a pricing policy can be based on the trade-off between price and desired completion time.We show how this duality can lead to a better pricing policy for tasks in online labor markets. This paper makes three contributions. First, we devise an algorithm for job pricing using a survival analysis model. We then show that worker arrivals can be modeled as a non-homogeneous Poisson Process (NHPP). Finally using NHPP for worker arrivals and discrete choice models we present an abstract mathematical model that captures the dynamics of the market when full market information is presented to the task requester. This model can be used to predict completion times and pricing policies for both public and private crowds.
A Unified Framework for Planning and Execution-Monitoring of Mobile Robots
Gianni, Mario (University of Rome "La Sapienza) | Papadakis, Panagiotis (University of Rome "La Sapienza) | Pirri, Fiora (University of Rome "La Sapienza") | Liu, Ming (Swiss Federal Institute of Technology,) | Pomerleau, Francois (Swiss Federal Institute of Technology,) | Colas, Francis (Swiss Federal Institute of Technology, Zurich) | Zimmermann, Karel (Czech Technical University, Prague) | Svoboda, Tomas (Czech Technical University, Prague) | Petricek, Tomas (Czech Technical University, Prague) | Kruijff, Geert (German Research Center for Artificial Intelligence) | Khambhaita, Harmish (German Research Center for Artificial Intelligence) | Zender, Hendrik (German Research Center for Artificial Intelligence)
We present an original integration of high level planning and execution with incoming perceptual information from vision, SLAM, topological map segmentation and dialogue. The task of the robot system, implementing the integrated model, is to explore unknown areas and report detected objects to an operator, by speaking loudly. The knowledge base of the planner maintains a graph-based representation of the metric map that is dynamically constructed via an unsupervised topological segmentation method, and augmented with information about the type and position of detected objects, within the map, such as cars or containers. According to this knowledge the cognitive robot can infer strategies in so generating parametric plans that are instantiated from the perceptual processes. Finally, a model-based approach for the execution and control of the robot system is proposed to monitor, concurrently, the low level status of the system and the execution of the activities, in order to achieve the goal, instructed by the operator.
Energy Outlier Detection in Smart Environments
Chen, Chao (Washington State University) | Cook, Diane J. (Washington State University)
Despite a dramatic growth of power consumption inhouseholds, less attention has been paid to monitoring,analyzing and predicting energy usage. In this paper,we propose a framework to mine raw energy data bytransforming time series energy data into a symbol se-quence, and then extend a suffix tree data structure asan efficient representation to analyze global structuralpatterns. Then, we use a clustering algorithm to detectenergy pattern outliers which are far from their clustercentroids. To validate our approach, we use real powerdata collected from a smart apartment testbed duringtwo months.