In multi-instance learning, there are two kinds of prediction failure, i.e., false negative and false positive. Current research mainly focus on avoding the former. We attempt to utilize the geometric distribution of instances inside positive bags to avoid both the former and the latter. Based on kernel principal component analysis, we define a projection constraint for each positive bag to classify its constituent instances far away from the separating hyperplane while place positive instances and negative instances at opposite sides. We apply the Constrained Concave-Convex Procedure to solve the resulted problem. Empirical results demonstrate that our approach offers improved generalization performance.

Latent force models encode the interaction between multiple related dynamical systems in the form of a kernel or covariance function. Each variable to be modeled is represented as the output of a differential equation and each differential equation is driven by a weighted sum of latent functions with uncertainty given by a Gaussian process prior. In this paper we consider employing the latent force model framework for the problem of determining robot motor primitives. To deal with discontinuities in the dynamical systems or the latent driving force we introduce an extension of the basic latent force model, that switches between different latent functions and potentially different dynamical systems. This creates a versatile representation for robot movements that can capture discrete changes and non-linearities in the dynamics. We give illustrative examples on both synthetic data and for striking movements recorded using a Barrett WAM robot as haptic input device. Our inspiration is robot motor primitives, but we expect our model to have wide application for dynamical systems including models for human motion capture data and systems biology.

Motivated by an application to unsupervised part-of-speech tagging, we present an algorithm for the Euclidean embedding of large sets of categorical data based on co-occurrence statistics. We use the CODE model of Globerson et al. but constrain the embedding to lie on a high-dimensional unit sphere. This constraint allows for efficient optimization, even in the case of large datasets and high embedding dimensionality. Using k-means clustering of the embedded data, our approach efficiently produces state-of-the-art results. We analyze the reasons why the sphere constraint is beneficial in this application, and conjecture that these reasons might apply quite generally to other large-scale tasks.

Feature selection is an important component of many machine learning applications. Especially in many bioinformatics tasks, efficient and robust feature selection methods are desired to extract meaningful features and eliminate noisy ones. In this paper, we propose a new robust feature selection method with emphasizing joint ℓ2,1-norm minimization on both loss function and regularization. The ℓ2,1-norm based loss function is robust to outliers in data points and the ℓ2,1-norm regularization selects features across all data points with joint sparsity. An efficient algorithm is introduced with proved convergence. Our regression based objective makes the feature selection process more efficient. Our method has been applied into both genomic and proteomic biomarkers discovery. Extensive empirical studies were performed on six data sets to demonstrate the effectiveness of our feature selection method.

We present a simple and effective approach to learning tractable conditional random fieldswith structure that depends on the evidence. Our approach retains the advantages of tractable discriminative models, namely efficient exact inference and arbitrarily accurate parameter learning in polynomial time. At the same time, our algorithm does not suffer a large expressive power penalty inherent to fixed tractable structures. On real-life relational datasets, our approach matches or exceeds stateof the art accuracy of the dense models, and at the same time provides an order of magnitude speedup.

We apply the framework of kernel dimension reduction, originally designed for supervised problems, to unsupervised dimensionality reduction. In this framework, kernel-based measures of independence are used to derive low-dimensional representations that maximally capture information in covariates in order to predict responses. We extend this idea and develop similarly motivated measures for unsupervised problems where covariates and responses are the same. Our empirical studies show that the resulting compact representation yields meaningful and appealing visualization and clustering of data. Furthermore, when used in conjunction with supervised learners for classification, our methods lead to lower classification errors than state-of-the-art methods, especially when embedding data in spaces of very few dimensions.

The max-norm was proposed as a convex matrix regularizer by Srebro et al (2004) and was shown to be empirically superior to the trace-norm for collaborative filtering problems. Although the max-norm can be computed in polynomial time, there are currently no practical algorithms for solving large-scale optimization problems that incorporate the max-norm. The present work uses a factorization technique of Burer and Monteiro (2003) to devise scalable first-order algorithms for convex programs involving the max-norm. These algorithms are applied to solve huge collaborative filtering, graph cut, and clustering problems. Empirically, the new methods outperform mature techniques from all three areas.

We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility model, Gaussian Copula Process Volatility (GCPV), to predict the latent standard deviations of a sequence of random variables. To make predictions we use Bayesian inference, with the Laplace approximation, and with Markov chain Monte Carlo as an alternative. We find our model can outperform GARCH on simulated and financial data. And unlike GARCH, GCPV can easily handle missing data, incorporate covariates other than time, and model a rich class of covariance structures.

In this paper we consider the problem of learning from data the support of a probability distribution when the distribution {\em does not} have a density (with respect to some reference measure). We propose a new class of regularized spectral estimators based on a new notion of reproducing kernel Hilbert space, which we call {\em ``completely regular''}. Completely regular kernels allow to capture the relevant geometric and topological properties of an arbitrary probability space. In particular, they are the key ingredient to prove the universal consistency of the spectral estimators and in this respect they are the analogue of universal kernels for supervised problems. Numerical experiments show that spectral estimators compare favorably to state of the art machine learning algorithms for density support estimation.

We propose a general framework to online learning for classification problems with time-varying potential functions in the adversarial setting. This framework allows to design and prove relative mistake bounds for any generic loss function. The mistake bounds can be specialized for the hinge loss, allowing to recover and improve the bounds of known online classification algorithms. By optimizing the general bound we derive a new online classification algorithm, called NAROW, that hybridly uses adaptive- and fixed- second order information. We analyze the properties of the algorithm and illustrate its performance using synthetic dataset.