Statistical Learning
Fast Krylov Methods for N-Body Learning
Freitas, Nando D., Wang, Yang, Mahdaviani, Maryam, Lang, Dustin
This paper addresses the issue of numerical computation in machine learning domains based on similarity metrics, such as kernel methods, spectral techniques and Gaussian processes. It presents a general solution strategybased on Krylov subspace iteration and fast N-body learning methods. The experiments show significant gains in computation and storage on datasets arising in image segmentation, object detection and dimensionality reduction. The paper also presents theoretical bounds on the stability of these methods.
Learning Topology with the Generative Gaussian Graph and the EM Algorithm
Given a set of points and a set of prototypes representing them, how to create a graph of the prototypes whose topology accounts for that of the points? This problem had not yet been explored in the framework of statistical learningtheory. In this work, we propose a generative model based on the Delaunay graph of the prototypes and the Expectation-Maximization algorithm to learn the parameters. This work is a first step towards the construction of a topological model of a set of points grounded on statistics.
Learning Minimum Volume Sets
Given a probability measure P and a reference measure ยต, one is often interested in the minimum ยต-measure set with P-measure at least ฮฑ. Minimum volume sets of this type summarize the regions of greatest probability mass of P, and are useful for detecting anomalies andconstructing confidence regions. This paper addresses the problem of estimating minimum volume sets based on independent samples distributed according to P. Other than these samples, no other information is available regarding P, but the reference measure ยตis assumed to be known. We introduce rules for estimating minimum volume sets that parallel the empirical risk minimization and structural risk minimization principles in classification. As in classification, we show that the performances of our estimators are controlled by the rate of uniform convergence of empirical to true probabilities over the class from which the estimator is drawn. Thus we obtain finite sample size performance bounds in terms of VC dimension and related quantities. We also demonstrate strong universal consistency and an oracle inequality. Estimators based on histograms and dyadic partitions illustrate the proposed rules.
Metric Learning by Collapsing Classes
Globerson, Amir, Roweis, Sam T.
We present an algorithm for learning a quadratic Gaussian metric (Mahalanobis distance)for use in classification tasks. Our method relies on the simple geometric intuition that a good metric is one under which points in the same class are simultaneously near each other and far from points in the other classes. We construct a convex optimization problem whose solution generates such a metric by trying to collapse all examples in the same class to a single point and push examples in other classes infinitely far away. We show that when the metric we learn is used in simple classifiers, ityields substantial improvements over standard alternatives on a variety of problems. We also discuss how the learned metric may be used to obtain a compact low dimensional feature representation of the original input space, allowing more efficient classification with very little reduction in performance.
Variational EM Algorithms for Non-Gaussian Latent Variable Models
Palmer, Jason, Kreutz-Delgado, Kenneth, Rao, Bhaskar D., Wipf, David P.
We consider criteria for variational representations of non-Gaussian latent variables,and derive variational EM algorithms in general form. We establish a general equivalence among convex bounding methods, evidence basedmethods, and ensemble learning/Variational Bayes methods, which has previously been demonstrated only for particular cases.
Noise and the two-thirds power Law
Maoz, Uri, Portugaly, Elon, Flash, Tamar, Weiss, Yair
The two-thirds power law, an empirical law stating an inverse nonlinear relationship between the tangential hand speed and the curvature of its trajectory during curved motion, is widely acknowledged to be an invariant ofupper-limb movement. It has also been shown to exist in eyemotion, locomotionand was even demonstrated in motion perception and prediction. This ubiquity has fostered various attempts to uncover the origins of this empirical relationship. In these it was generally attributed eitherto smoothness in hand-or joint-space or to the result of mechanisms that damp noise inherent in the motor system to produce the smooth trajectories evident in healthy human motion. We show here that white Gaussian noise also obeys this power-law. Analysis ofsignal and noise combinations shows that trajectories that were synthetically created not to comply with the power-law are transformed to power-law compliant ones after combination with low levels of noise. Furthermore, there exist colored noise types that drive non-power-law trajectories to power-law compliance and are not affected by smoothing. These results suggest caution when running experiments aimed at verifying thepower-law or assuming its underlying existence without proper analysis of the noise. Our results could also suggest that the power-law might be derived not from smoothness or smoothness-inducing mechanisms operatingon the noise inherent in our motor system but rather from the correlated noise which is inherent in this motor system.