When the distribution of unlabeled data in feature space lies along a manifold, the information it provides may be used by a learner to assist classification in a semi-supervised setting. While manifold learning is well-known in machine learning, the use of manifolds in human learning is largely unstudied. We perform a set of experiments which test a human's ability to use a manifold in a semi-supervised learning task, under varying conditions. We show that humans may be encouraged into using the manifold, overcoming the strong preference for a simple, axis-parallel linear boundary.

We develop an online variational Bayes (VB) algorithm for Latent Dirichlet Allocation (LDA). Online LDA is based on online stochastic optimization with a natural gradient step, which we show converges to a local optimum of the VB objective function. It can handily analyze massive document collections, including those arriving in a stream. We study the performance of online LDA in several ways, including by fitting a 100-topic topic model to 3.3M articles from Wikipedia in a single pass. We demonstrate that online LDA finds topic models as good or better than those found with batch VB, and in a fraction of the time.

Despite the ubiquity of clustering as a tool in unsupervised learning, there is not yet a consensus on a formal theory, and the vast majority of work in this direction has focused on unsupervised clustering. We study a recently proposed framework for supervised clustering where there is access to a teacher. We give an improved generic algorithm to cluster any concept class in that model. Our algorithm is query-efficient in the sense that it involves only a small amount of interaction with the teacher. We also present and study two natural generalizations of the model. The model assumes that the teacher response to the algorithm is perfect. We eliminate this limitation by proposing a noisy model and give an algorithm for clustering the class of intervals in this noisy model. We also propose a dynamic model where the teacher sees a random subset of the points. Finally, for datasets satisfying a spectrum of weak to strong properties, we give query bounds, and show that a class of clustering functions containing Single-Linkage will find the target clustering under the strongest property.

Multiple-Instance learning has been long known as a hard non-convex problem. In this work, we propose an approach that recasts it as a convex likelihood ratio estimation problem. Firstly, the constraint in multiple-instance learning is reformulated into a convex constraint on the likelihood ratio. Then we show that a joint estimation of a likelihood ratio function and the likelihood on training instances can be learned convexly. Theoretically, we prove a quantitative relationship between the risk estimated under the 0-1 classification loss, and under a loss function for likelihood ratio estimation. It is shown that our likelihood ratio estimation is generally a good surrogate for the 0-1 loss, and separates positive and negative instances well. However with the joint estimation it tends to underestimate the likelihood of an example to be positive. We propose to use these likelihood ratio estimates as features, and learn a linear combination on them to classify the bags. Experiments on synthetic and real datasets show the superiority of the approach.

Sparse coding has recently become a popular approach in computer vision to learn dictionaries of natural images. In this paper we extend sparse coding to learn interpretable spatio-temporal primitives of human motion. We cast the problem of learning spatio-temporal primitives as a tensor factorization problem and introduce constraints to learn interpretable primitives. In particular, we use group norms over those tensors, diagonal constraints on the activations as well as smoothness constraints that are inherent to human motion. We demonstrate the effectiveness of our approach to learn interpretable representations of human motion from motion capture data, and show that our approach outperforms recently developed matching pursuit and sparse coding algorithms.

We extend logistic regression by using t-exponential families which were introduced recently in statistical physics. This gives rise to a regularized risk minimization problem with a non-convex loss function. An efficient block coordinate descent optimization scheme can be derived for estimating the parameters. Because of the nature of the loss function, our algorithm is tolerant to label noise. Furthermore, unlike other algorithms which employ non-convex loss functions, our algorithm is fairly robust to the choice of initial values. We verify both these observations empirically on a number of synthetic and real datasets.

Dimensionality reduction is commonly used in the setting of multi-label supervised classification to control the learning capacity and to provide a meaningful representation of the data. We introduce a simple forward probabilistic model which is a multinomial extension of reduced rank regression; we show that this model provides a probabilistic interpretation of discriminative clustering methods with added benefits in terms of number of hyperparameters and optimization. While expectation-maximization (EM) algorithm is commonly used to learn these models, its optimization usually leads to local minimum because it relies on a non-convex cost function with many such local minima. To avoid this problem, we introduce a local approximation of this cost function, which leads to a quadratic non-convex optimization problem over a product of simplices. In order to minimize such functions, we propose an efficient algorithm based on convex relaxation and low-rank representation of our data, which allows to deal with large instances. Experiments on text document classification show that the new model outperforms other supervised dimensionality reduction methods, while simulations on unsupervised clustering show that our probabilistic formulation has better properties than existing discriminative clustering methods.

Remarkably easy implementation and guaranteed convergence has made the EM algorithm one of the most used algorithms for mixture modeling. On the downside, the E-step is linear in both the sample size and the number of mixture components, making it impractical for large-scale data. Based on the variational EM framework, we propose a fast alternative that uses component-specific data partitions to obtain a sub-linear E-step in sample size, while the algorithm still maintains provable convergence. Our approach builds on previous work, but is significantly faster and scales much better in the number of mixture components. We demonstrate this speedup by experiments on large-scale synthetic and real data.

The CUR decomposition provides an approximation of a matrix X that has low reconstruction error and that is sparse in the sense that the resulting approximation lies in the span of only a few columns of X. In this regard, it appears to be similar to many sparse PCA methods. However, CUR takes a randomized algorithmic approach whereas most sparse PCA methods are framed as convex optimization problems. In this paper, we try to understand CUR from a sparse optimization viewpoint. In particular, we show that CUR is implicitly optimizing a sparse regression objective and, furthermore, cannot be directly cast as a sparse PCA method. We observe that the sparsity attained by CUR possesses an interesting structure, which leads us to formulate a sparse PCA method that achieves a CUR-like sparsity.

During the last years support vector machines (SVMs) have been successfully applied even in situations where the input space $X$ is not necessarily a subset of $R^d$. Examples include SVMs using probability measures to analyse e.g. histograms or coloured images, SVMs for text classification and web mining, and SVMs for applications from computational biology using, e.g., kernels for trees and graphs. Moreover, SVMs are known to be consistent to the Bayes risk, if either the input space is a complete separable metric space and the reproducing kernel Hilbert space (RKHS) $H\subset L_p(P_X)$ is dense, or if the SVM is based on a universal kernel $k$. So far, however, there are no RKHSs of practical interest known that satisfy these assumptions on $\cH$ or $k$ if $X \not\subset R^d$. We close this gap by providing a general technique based on Taylor-type kernels to explicitly construct universal kernels on compact metric spaces which are not subset of $R^d$. We apply this technique for the following special cases: universal kernels on the set of probability measures, universal kernels based on Fourier transforms, and universal kernels for signal processing.