Statistical Learning
Fast Graph Laplacian Regularized Kernel Learning via Semidefinite–Quadratic–Linear Programming
Wu, Xiao-ming, So, Anthony M., Li, Zhenguo, Li, Shuo-yen R.
Kernel learning is a powerful framework for nonlinear data modeling. Using the kernel trick, a number of problems have been formulated as semidefinite programs (SDPs). These include Maximum Variance Unfolding (MVU) (Weinberger et al., 2004) in nonlinear dimensionality reduction, and Pairwise Constraint Propagation (PCP) (Li et al., 2008) in constrained clustering. Although in theory SDPs can be efficiently solved, the high computational complexity incurred in numerically processing the huge linear matrix inequality constraints has rendered the SDP approach unscalable. In this paper, we show that a large class of kernel learning problems can be reformulated as semidefinite-quadratic-linear programs (SQLPs), which only contain a simple positive semidefinite constraint, a second-order cone constraint and a number of linear constraints. These constraints are much easier to process numerically, and the gain in speedup over previous approaches is at least of the order $m^{2.5}$, where m is the matrix dimension. Experimental results are also presented to show the superb computational efficiency of our approach.
Unsupervised Feature Selection for the $k$-means Clustering Problem
Boutsidis, Christos, Drineas, Petros, Mahoney, Michael W.
We present a novel feature selection algorithm for the $k$-means clustering problem. Our algorithm is randomized and, assuming an accuracy parameter $\epsilon \in (0,1)$, selects and appropriately rescales in an unsupervised manner $\Theta(k \log(k / \epsilon) / \epsilon^2)$ features from a dataset of arbitrary dimensions. We prove that, if we run any $\gamma$-approximate $k$-means algorithm ($\gamma \geq 1$) on the features selected using our method, we can find a $(1+(1+\epsilon)\gamma)$-approximate partition with high probability.
Learning Label Embeddings for Nearest-Neighbor Multi-class Classification with an Application to Speech Recognition
Singh-miller, Natasha, Collins, Michael
We consider the problem of using nearest neighbor methods to provide a conditional probability estimate, P(y|a), when the number of labels y is large and the labels share some underlying structure. We propose a method for learning error-correcting output codes (ECOCs) to model the similarity between labels within a nearest neighbor framework. The learned ECOCs and nearest neighbor information are used to provide conditional probability estimates. We apply these estimates to the problem of acoustic modeling for speech recognition. We demonstrate an absolute reduction in word error rate (WER) of 0.9% (a 2.5% relative reduction in WER) on a lecture recognition task over a state-of-the-art baseline GMM model.
Data-driven calibration of linear estimators with minimal penalties
Arlot, Sylvain, Bach, Francis R.
This paper tackles the problem of selecting among several linear estimators in non-parametric regression; this includes model selection for linear regression, the choice of a regularization parameter in kernel ridge regression or spline smoothing, and the choice of a kernel in multiple kernel learning. We propose a new algorithm which first estimates consistently the variance of the noise, based upon the concept of minimal penalty which was previously introduced in the context of model selection. Then, plugging our variance estimate in Mallows $C_L$ penalty is proved to lead to an algorithm satisfying an oracle inequality. Simulation experiments with kernel ridge regression and multiple kernel learning show that the proposed algorithm often improves significantly existing calibration procedures such as 10-fold cross-validation or generalized cross-validation.
Sharing Features among Dynamical Systems with Beta Processes
Fox, Emily, Jordan, Michael I., Sudderth, Erik B., Willsky, Alan S.
We propose a Bayesian nonparametric approach to relating multiple time series via a set of latent, dynamical behaviors. Using a beta process prior, we allow data-driven selection of the size of this set, as well as the pattern with which behaviors are shared among time series. Via the Indian buffet process representation of the beta process predictive distributions, we develop an exact Markov chain Monte Carlo inference method. In particular, our approach uses the sum-product algorithm to efficiently compute Metropolis-Hastings acceptance probabilities, and explores new dynamical behaviors via birth/death proposals. We validate our sampling algorithm using several synthetic datasets, and also demonstrate promising unsupervised segmentation of visual motion capture data.
Fast High-dimensional Kernel Summations Using the Monte Carlo Multipole Method
Lee, Dongryeol, Gray, Alexander G.
We propose a new fast Gaussian summation algorithm for high-dimensional datasets with high accuracy. First, we extend the original fast multipole-type methods to use approximation schemes with both hard and probabilistic error. Second, we utilize a new data structure called subspace tree which maps each data point in the node to its lower dimensional mapping as determined by any linear dimension reduction method such as PCA. This new data structure is suitable for reducing the cost of each pairwise distance computation, the most dominant cost in many kernel methods. Our algorithm guarantees probabilistic relative error on each kernel sum, and can be applied to high-dimensional Gaussian summations which are ubiquitous inside many kernel methods as the key computational bottleneck. We provide empirical speedup results on low to high-dimensional datasets up to 89 dimensions.
Multiple Incremental Decremental Learning of Support Vector Machines
Karasuyama, Masayuki, Takeuchi, Ichiro
We propose a multiple incremental decremental algorithm of Support Vector Machine (SVM). Conventional single cremental decremental SVM can update the trained model efficiently when single data point is added to or removed from the training set. When we add and/or remove multiple data points, this algorithm is time-consuming because we need to repeatedly apply it to each data point. The roposed algorithm is computationally more efficient when multiple data points are added and/or removed simultaneously. The single incremental decremental algorithm is built on an optimization technique called parametric programming. We extend the idea and introduce multi-parametric programming for developing the proposed algorithm. Experimental results on synthetic and real data sets indicate that the proposed algorithm can significantly reduce the computational cost of multiple incremental decremental operation. Our approach is especially useful for online SVM learning in which we need to remove old data points and add new data points in a short amount of time.
Breaking Audio CAPTCHAs
Tam, Jennifer, Simsa, Jiri, Hyde, Sean, Ahn, Luis V.
CAPTCHAs are computer-generated tests that humans can pass but current computer systems cannot. CAPTCHAs provide a method for automatically distinguishing a human from a computer program, and therefore can protect Web services from abuse by so-called "bots." Most CAPTCHAs consist of distorted images, usually text, for which a user must provide some description. Unfortunately, visual CAPTCHAs limit access to the millions of visually impaired people using the Web. Audio CAPTCHAs were created to solve this accessibility issue; however, the security of audio CAPTCHAs was never formally tested.
Model selection and velocity estimation using novel priors for motion patterns
Wu, Shuang, Lu, Hongjing, Yuille, Alan L.
Psychophysical experiments show that humans are better at perceiving rotation and expansion than translation. These findings are inconsistent with standard models of motion integration which predict best performance for translation [6]. To explain this discrepancy, our theory formulates motion perception at two levels of inference: we first perform model selection between the competing models (e.g. translation, rotation, and expansion) and then estimate the velocity using the selected model. We define novel prior models for smooth rotation and expansion using techniques similar to those in the slow-and-smooth model [17] (e.g. Green functions of differential operators). The theory gives good agreement with the trends observed in human experiments.
Multi-task Gaussian Process Learning of Robot Inverse Dynamics
Williams, Christopher, Klanke, Stefan, Vijayakumar, Sethu, Chai, Kian M.
The inverse dynamics problem for a robotic manipulator is to compute the torques needed at the joints to drive it along a given trajectory; it is beneficial to be able to learn this function for adaptive control. A robotic manipulator will often need to be controlled while holding different loads in its end effector, giving rise to a multi-task learning problem. By placing independent Gaussian process priors over the latent functions of the inverse dynamics, we obtain a multi-task Gaussian process priorfor handling multiple loads, where the inter-task similarity depends on the underlying inertial parameters. Experiments demonstrate that this multi-task formulation is effective in sharing information among the various loads, and generally improvesperformance over either learning only on single tasks or pooling the data over all tasks.