We propose the framework of mutual information kernels for learning covariance kernels, as used in Support Vector machines and Gaussian process classifiers, from unlabeled task data using Bayesian techniques. We describe an implementation of this framework which uses variational Bayesian mixtures of factor analyzers in order to attack classification problems in high-dimensional spaces where labeled data is sparse, but unlabeled data is abundant.

In contrast to standard statistical learning theory which studies uniform bounds on the expected error we present a framework that exploits the specific learning algorithm used. Motivated by the luckiness framework [8] we are also able to exploit the serendipity of the training sample. The main difference to previous approaches lies in the complexity measure; rather than covering all hypotheses in a given hypothesis space it is only necessary to cover the functions which could have been learned using the fixed learning algorithm. We show how the resulting framework relates to the VC, luckiness and compression frameworks. Finally, we present an application of this framework to the maximum margin algorithm for linear classifiers which results in a bound that exploits both the margin and the distribution of the data in feature space. 1 Introduction Statistical learning theory is mainly concerned with the study of uniform bounds on the expected error of hypotheses from a given hypothesis space [9, 1].

We propose a new particle filter that incorporates a model of costs when generating particles. The approach is motivated by the observation that the costs of accidentally not tracking hypotheses might be significant in some areas of state space, and next to irrelevant in others. By incorporating a cost model into particle filtering, states that are more critical to the system performance are more likely to be tracked. Automatic calculation of the cost model is implemented using an MDP value function calculation that estimates the value of tracking a particular state. Experiments in two mobile robot domains illustrate the appropriateness of the approach.

We introduce the notion of kernel-alignment, a measure of similarity between two kernel functions or between a kernel and a target function. This quantity captures the degree of agreement between a kernel and a given learning task, and has very natural interpretations in machine learning, leading also to simple algorithms for model selection and learning. We analyse its theoretical properties, proving that it is sharply concentrated around its expected value, and we discuss its relation with other standard measures of performance. Finally we describe some of the algorithms that can be obtained within this framework, giving experimental results showing that adapting the kernel to improve alignment on the labelled data significantly increases the alignment on the test set, giving improved classification accuracy. Hence, the approach provides a principled method of performing transduction.

We propose a framework based on a parametric quadratic programming (QP) technique to solve the support vector machine (SVM) training problem. This framework, can be specialized to obtain two SVM optimization methods. The first solves the fixed bias problem, while the second starts with an optimal solution for a fixed bias problem and adjusts the bias until the optimal value is found. The later method can be applied in conjunction with any other existing technique which obtains a fixed bias solution. Moreover, the second method can also be used independently to solve the complete SVM training problem. A combination of these two methods is more flexible than each individual method and, among other things, produces an incremental algorithm which exactly solve the 1-Norm Soft Margin SVM optimization problem. Applying Selective Sampling techniques may further boost convergence.

Maximum margin classifiers such as Support Vector Machines (SVMs) critically depends upon the convex hulls of the training samples of each class, as they implicitly search for the minimum distance between the convex hulls. We propose Extrapolated Vector Machines (XVMs) which rely on extrapolations outside these convex hulls. XVMs improve SVM generalization very significantly on the MNIST [7] OCR data. They share similarities with the Fisher discriminant: maximize the inter-class margin while minimizing the intra-class disparity.

We propose the following general method for scaling learning algorithms to arbitrarily large data sets. Upper-bound the loss L(Mii' M oo) between them as a function of ii, and then minimize the algorithm's time complexity f(ii) subject to the constraint that L(Moo, Mii) be at most f with probability at most 8. We apply this method to the EM algorithm for mixtures of Gaussians. Preliminary experiments on a series of large data sets provide evidence of the potential of this approach. On the other hand, they require large computational resources to learn from.

This article presents a Support Vector Machine (SVM) like learning system to handle multi-label problems. Such problems are usually decomposed into many two-class problems but the expressive power of such a system can be weak [5, 7]. We explore a new direct approach. It is based on a large margin ranking system that shares a lot of common properties with SVMs. We tested it on a Yeast gene functional classification problem with positive results.

Many domains are naturally organized in an abstraction hierarchy or taxonomy, where the instances in "nearby" classes in the taxonomy are similar. In this paper, we provide a general probabilistic framework for clustering data into a set of classes organized as a taxonomy, where each class is associated with a probabilistic model from which the data was generated. The clustering algorithm simultaneously optimizes three things: the assignment of data instances to clusters, the models associated with the clusters, and the structure of the abstraction hierarchy. A unique feature of our approach is that it utilizes global optimization algorithms for both of the last two steps, reducing the sensitivity to noise and the propensity to local maxima that are characteristic of algorithms such as hierarchical agglomerative clustering that only take local steps. We provide a theoretical analysis for our algorithm, showing that it converges to a local maximum of the joint likelihood of model and data.

We consider noisy Euclidean traveling salesman problems in the plane, which are random combinatorial problems with underlying structure. Gibbs sampling is used to compute average trajectories, which estimate the underlying structure common to all instances. This procedure requires identifying the exact relationship between permutations and tours. In a learning setting, the average trajectory is used as a model to construct solutions to new instances sampled from the same source. Experimental results show that the average trajectory can in fact estimate the underlying structure and that overfitting effects occur if the trajectory adapts too closely to a single instance.