A generic image learning system, CogniSight, is being used for the inspection of fishes before filleting offshore. More than 30 systems have been deployed on seven fishing vessels in Norway and Iceland over the past three years. Each CogniSight system uses four neural network chips (a total of 312 neurons) based on a natively parallel, hard-wired architecture that performs real-time learning and nonlinear classification (RBF). These systems are trained by the ship crew using Image Knowledge Builder, a ”show and tell” interface that facilitates easy training and validation. Fishers can reinforce the learning anytime when needed. The use of CogniSight has significantly reduced the number of crew members needed on the boats (by up to six persons), and the time at sea has been shortened by 15 percent. The fast and high return of investment (ROI) to the fishing fleet has significantly increased the market share of Pisces Industries, the company integrating CogniSight systems to its filleting machines.

Gesture is a non-verbal modality that can contribute crucial information to the understanding of natural language. But not all gestures are informative, and non-communicative hand motions may confuse natural language processing (NLP) and impede learning. People have little difficulty ignoring irrelevant hand movements and focusing on meaningful gestures, suggesting that an automatic system could also be trained to perform this task. However, the informativeness of a gesture is context-dependent and labeling enough data to cover all cases would be expensive. We present conditional modality fusion, a conditional hidden-variable model that learns to predict which gestures are salient for coreference resolution, the task of determining whether two noun phrases refer to the same semantic entity. Moreover, our approach uses only coreference annotations, and not annotations of gesture salience itself. We show that gesture features improve performance on coreference resolution, and that by attending only to gestures that are salient, our method achieves further significant gains. In addition, we show that the model of gesture salience learned in the context of coreference accords with human intuition, by demonstrating that gestures judged to be salient by our model can be used successfully to create multimedia keyframe summaries of video. These summaries are similar to those created by human raters, and significantly outperform summaries produced by baselines from the literature.

This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however we show that, if we choose as cost function the logarithm of the determinant of the empirical error covariance matrix, we get an asymptotically optimal estimator.

Dimensionality reduction is a topic of recent interest. In this paper, we present the classification constrained dimensionality reduction (CCDR) algorithm to account for label information. The algorithm can account for multiple classes as well as the semi-supervised setting. We present an out-of-sample expressions for both labeled and unlabeled data. For unlabeled data, we introduce a method of embedding a new point as preprocessing to a classifier. For labeled data, we introduce a method that improves the embedding during the training phase using the out-of-sample extension. We investigate classification performance using the CCDR algorithm on hyper-spectral satellite imagery data. We demonstrate the performance gain for both local and global classifiers and demonstrate a 10% improvement of the $k$-nearest neighbors algorithm performance. We present a connection between intrinsic dimension estimation and the optimal embedding dimension obtained using the CCDR algorithm.

An empty spot refers to an empty hard-to-fill space which can be found in the records of the social interaction, and is the clue to the persons in the underlying social network who do not appear in the records. This contribution addresses a problem to predict relevant empty spots in social interaction. Homogeneous and inhomogeneous networks are studied as a model underlying the social interaction. A heuristic predictor function approach is presented as a new method to address the problem. Simulation experiment is demonstrated over a homogeneous network. A test data in the form of baskets is generated from the simulated communication. Precision to predict the empty spots is calculated to demonstrate the performance of the presented approach.

We consider the problems of clustering, classification, and visualization of high-dimensional data when no straightforward Euclidean representation exists. Typically, these tasks are performed by first reducing the high-dimensional data to some lower dimensional Euclidean space, as many manifold learning methods have been developed for this task. In many practical problems however, the assumption of a Euclidean manifold cannot be justified. In these cases, a more appropriate assumption would be that the data lies on a statistical manifold, or a manifold of probability density functions (PDFs). In this paper we propose using the properties of information geometry in order to define similarities between data sets using the Fisher information metric. We will show this metric can be approximated using entirely non-parametric methods, as the parameterization of the manifold is generally unknown. Furthermore, by using multi-dimensional scaling methods, we are able to embed the corresponding PDFs into a low-dimensional Euclidean space. This not only allows for classification of the data, but also visualization of the manifold. As a whole, we refer to our framework as Fisher Information Non-parametric Embedding (FINE), and illustrate its uses on a variety of practical problems, including bio-medical applications and document classification.

In this paper we consider the problem of grouped variable selection in high-dimensional regression using $\ell_1-\ell_q$ regularization ($1\leq q \leq \infty$), which can be viewed as a natural generalization of the $\ell_1-\ell_2$ regularization (the group Lasso). The key condition is that the dimensionality $p_n$ can increase much faster than the sample size $n$, i.e. $p_n \gg n$ (in our case $p_n$ is the number of groups), but the number of relevant groups is small. The main conclusion is that many good properties from $\ell_1-$regularization (Lasso) naturally carry on to the $\ell_1-\ell_q$ cases ($1 \leq q \leq \infty$), even if the number of variables within each group also increases with the sample size. With fixed design, we show that the whole family of estimators are both estimation consistent and variable selection consistent under different conditions. We also show the persistency result with random design under a much weaker condition. These results provide a unified treatment for the whole family of estimators ranging from $q=1$ (Lasso) to $q=\infty$ (iCAP), with $q=2$ (group Lasso)as a special case. When there is no group structure available, all the analysis reduces to the current results of the Lasso estimator ($q=1$).

We study the efficiency of V-fold cross-validation (VFCV) for model selection from the non-asymptotic viewpoint, and suggest an improvement on it, which we call ``V-fold penalization''. Considering a particular (though simple) regression problem, we prove that VFCV with a bounded V is suboptimal for model selection, because it ``overpenalizes'' all the more that V is large. Hence, asymptotic optimality requires V to go to infinity. However, when the signal-to-noise ratio is low, it appears that overpenalizing is necessary, so that the optimal V is not always the larger one, despite of the variability issue. This is confirmed by some simulated data. In order to improve on the prediction performance of VFCV, we define a new model selection procedure, called ``V-fold penalization'' (penVF). It is a V-fold subsampling version of Efron's bootstrap penalties, so that it has the same computational cost as VFCV, while being more flexible. In a heteroscedastic regression framework, assuming the models to have a particular structure, we prove that penVF satisfies a non-asymptotic oracle inequality with a leading constant that tends to 1 when the sample size goes to infinity. In particular, this implies adaptivity to the smoothness of the regression function, even with a highly heteroscedastic noise. Moreover, it is easy to overpenalize with penVF, independently from the V parameter. A simulation study shows that this results in a significant improvement on VFCV in non-asymptotic situations.

Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $\ell_1$-regularized least squares regression can accurately estimate a sparse linear model from $n$ noisy examples in $p$ dimensions, even if $p$ is much larger than $n$. In this paper we study a variant of this problem where the original $n$ input variables are compressed by a random linear transformation to $m \ll n$ examples in $p$ dimensions, and establish conditions under which a sparse linear model can be successfully recovered from the compressed data. A primary motivation for this compression procedure is to anonymize the data and preserve privacy by revealing little information about the original data. We characterize the number of random projections that are required for $\ell_1$-regularized compressed regression to identify the nonzero coefficients in the true model with probability approaching one, a property called ``sparsistence.'' In addition, we show that $\ell_1$-regularized compressed regression asymptotically predicts as well as an oracle linear model, a property called ``persistence.'' Finally, we characterize the privacy properties of the compression procedure in information-theoretic terms, establishing upper bounds on the mutual information between the compressed and uncompressed data that decay to zero.

We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bi-directed graph models, under the global Markov property. Such models are useful data analytic tools especially if used in combination with other graphical models. The first parameterization, in the saturated case, is also known as the multivariate logistic transformation, the second is a variant that allows, in some (but not all) cases, variation independent parameters. An algorithm for maximum likelihood fitting is proposed, based on an extension of the Aitchison and Silvey method.