The theoretical understanding of support vector machines (SVMs) and related kernel-based methods has been substantially improved in recent years.

Starting with the work of Jaakkola and Haussler, a variety of approaches have been proposed for coupling domain-specific generative models with statistical learning methods. The link is established by a kernel function which provides a similarity measure based inherently on the underlying model. In computational biology, the full promise of this framework has rarely ever been exploited, as most kernels are derived from very generic models, such as sequence profiles or hidden Markov models. Here, we introduce the MTreeMix kernel, which is based on a generative model tailored to the underlying biological mechanism.

Independent Component Analysis (ICA) is a popular method for extracting independent featuresfrom visual data. However, as a fundamentally linear technique, there is always nonlinear residual redundancy that is not captured by ICA. Hence there have been many attempts to try to create a hierarchical version of ICA, but so far none of the approaches have a natural way to apply them more than once. Here we show that there is a relatively simple technique that transforms the absolute values ofthe outputs of a previous application of ICA into a normal distribution, to which ICA maybe applied again. This results in a recursive ICA algorithm that may be applied any number of times in order to extract higher order structure from previous layers.

We describe an algorithmic framework for an abstract game which we term a convex repeatedgame. We show that various online learning and boosting algorithms can be all derived as special cases of our algorithmic framework. This unified view explains the properties of existing algorithms and also enables us to derive several new interesting algorithms. Our algorithmic framework stems from a connection that we build between the notions of regret in game theory and weak duality in convex optimization.

Neural motor prostheses (NMPs) require the accurate decoding of motor cortical population activity for the control of an artificial motor system. Previous work on cortical decoding for NMPs has focused on the recovery of hand kinematics. Human NMPs however may require the control of computer cursors or robotic devices with very different physical and dynamical properties. Here we show that the firing rates of cells in the primary motor cortex of nonhuman primates can be used to control the parameters of an artificial physical system exhibiting realistic dynamics. The model represents 2D hand motion in terms of a point mass connected to a system of idealized springs. The nonlinear spring coefficients are estimated from the firing rates of neurons in the motor cortex. We evaluate linear and a nonlinear decoding algorithms using neural recordings from two monkeys performing two different tasks. We found that the decoded spring coefficients produced accurate hand trajectories compared with state-of-the-art methods for direct decoding of hand kinematics. Furthermore, using a physically-based system produced decoded movements that were more "natural" in that their frequency spectrum more closely matched that of natural hand movements.

We present a general model-independent approach to the analysis of data in cases when these data do not appear in the form of co-occurrence of two variables X,Y, but rather as a sample of values of an unknown (stochastic) function Z(X,Y). For example, in gene expression data, the expression level Z is a function of gene X and condition Y; or in movie ratings data the rating Z is a function of viewer X and movie Y . The approach represents a consistent extension of the Information Bottleneck method that has previously relied on the availability of co-occurrence statistics. By altering the relevance variable we eliminate the need in the sample of joint distribution of all input variables. This new formulation also enables simple MDL-like model complexity control and prediction of missing values of Z. The approach is analyzed and shown to be on a par with the best known clustering algorithms for a wide range of domains. For the prediction of missing values (collaborative filtering) it improves the currently best known results.

In many real-world statistical problems, we would like to fit a model with a large number of dependent variables to a training sample with very many cases.

We introduce two methods to improve convergence of the Kernel Hebbian Algorithm (KHA)for iterative kernel PCA. KHA has a scalar gain parameter which is either held constant or decreased as 1/t, leading to slow convergence. Our KHA/et algorithm accelerates KHA by incorporating the reciprocal of the current estimated eigenvalues as a gain vector. We then derive and apply Stochastic Meta-Descent (SMD) to KHA/et; this further speeds convergence by performing gain adaptation in RKHS. Experimental results for kernel PCA and spectral clustering of USPS digits as well as motion capture and image de-noising problems confirm that our methods converge substantially faster than conventional KHA.

We describe Hidden Semi-Markov Support Vector Machines (SHM SVMs), an extension of HM SVMs to semi-Markov chains. This allows us to predict segmentations ofsequences based on segment-based features measuring properties such as the length of the segment. We propose a novel technique to partition the problem into sub-problems. The independently obtained partial solutions can then be recombined in an efficient way, which allows us to solve label sequence learning problemswith several thousands of labeled sequences. We have tested our algorithm for predicting gene structures, an important problem in computational biology. Results on a well-known model organism illustrate the great potential of SHM SVMs in computational biology.

The Maximum Margin Planning (MMP) (Ratliff et al., 2006) algorithm solves imitation learning problems by learning linear mappings from features to cost functions in a planning domain. The learned policy is the result of minimum-cost planning using these cost functions. These mappings are chosen so that example policies (or trajectories) given by a teacher appear to be lower cost (with a lossscaled margin)than any other policy for a given planning domain. We provide a novel approach, MMPBOOST, based on the functional gradient descent view of boosting (Mason et al., 1999; Friedman, 1999a) that extends MMP by "boosting" in new features. This approach uses simple binary classification or regression to improve performance of MMP imitation learning, and naturally extends to the class of structured maximum margin prediction problems.