Supervised cross-modal hashing has gained increasing research interest on large-scale retrieval task owning to its satisfactory performance and efficiency. However, it still has some challenging issues to be further studied: 1) most of them fail to well preserve the semantic correlations in hash codes because of the large heterogenous gap; 2) most of them relax the discrete constraint on hash codes, leading to large quantization error and consequent low performance; 3) most of them suffer from relatively high memory cost and computational complexity during training procedure, which makes them unscalable. In this paper, to address above issues, we propose a supervised cross-modal hashing method based on matrix factorization dubbed Efficient Discrete Supervised Hashing (EDSH). Specifically, collective matrix factorization on heterogenous features and semantic embedding with class labels are seamlessly integrated to learn hash codes. Therefore, the feature based similarities and semantic correlations can be both preserved in hash codes, which makes the learned hash codes more discriminative. Then an efficient discrete optimal algorithm is proposed to handle the scalable issue. Instead of learning hash codes bit-by-bit, hash codes matrix can be obtained directly which is more efficient. Extensive experimental results on three public real-world datasets demonstrate that EDSH produces a superior performance in both accuracy and scalability over some existing cross-modal hashing methods.

The problem at the heart of this tutorial consists in modeling the path choice behavior of network users. This problem has extensively been studied in transportation science and econometrics, where it is known as the route choice problem. In this literature, individuals' choice of paths are typically predicted from discrete choice models. The aim of this tutorial is to present this problem from the novel and more general perspective of inverse optimization, in order to describe the modeling approaches proposed in related research areas and thereby motivate the use of so-called recursive models. The latter have the advantage of predicting path choices without generating choice sets. In this paper, we contextualize discrete choice models as a probabilistic approach to an inverse shortest path problem with noisy data, highlighting that recursive discrete choice models in particular originate from viewing the inner shortest path problem as a parametric Markov Decision Process. We also illustrate through simple numerical examples that recursive models overcome issues associated with the path-based discrete choice models commonly found in the transportation literature.

We study the automated machine learning (AutoML) problem of jointly selecting appropriate algorithms from an algorithm portfolio as well as optimizing their hyper-parameters for certain learning tasks. The main challenges include a) the coupling between algorithm selection and hyper-parameter optimization (HPO), and b) the black-box optimization nature of the problem where the optimizer cannot access the gradients of the loss function but may query function values. To circumvent these difficulties, we propose a new AutoML framework by leveraging the alternating direction method of multipliers (ADMM) scheme. Due to the splitting properties of ADMM, algorithm selection and HPO can be decomposed through the augmented Lagrangian function. As a result, HPO with mixed continuous and integer constraints are efficiently handled through a query-efficient Bayesian optimization approach and Euclidean projection operator that yields a closed-form solution. Algorithm selection in ADMM is naturally interpreted as a combinatorial bandit problem. The effectiveness of our proposed methodology is compared to state-of-the-art AutoML schemes such as TPOT and Auto-sklearn on numerous benchmark data sets.

The distributed constraint optimization problem (DCOP) has emerged as one of the most promising coordination techniques in multiagent systems. However, because DCOP is known to be NP-hard, the existing DCOP techniques are often unsuitable for large-scale applications, which require distributed and scalable algorithms to deal with severely limited computing and communication. In this paper, we present a novel approach to provide approximate solutions for large-scale, complex DCOPs. This approach introduces concepts of synchronization of coupled oscillators for speeding up the convergence process towards high-quality solutions. We propose a new anytime local search DCOP algorithm, called Coupled Oscillator OPTimization (COOPT), which amounts to iteratively solving a DCOP by agents exchanging local information that brings them to a consensus. We empirically evaluate COOPT on constraint networks involving hundreds of variables with different topologies, domains, and densities. Our experimental results demonstrate that COOPT outperforms other incomplete state-of-the-art DCOP algorithms, especially in terms of the agents' communication cost and solution quality.

In the era of big data, learning from categorical features with very large vocabularies (e.g., 28 million for the Criteo click prediction dataset) has become a practical challenge for machine learning researchers and practitioners. We design a highly-scalable vocabulary compression algorithm that seeks to maximize the mutual information between the compressed categorical feature and the target binary labels and we furthermore show that its solution is guaranteed to be within a $1-1/e \approx 63\%$ factor of the global optimal solution. To achieve this, we introduce a novel re-parametrization of the mutual information objective, which we prove is submodular, and design a data structure to query the submodular function in amortized $O(\log n )$ time (where $n$ is the input vocabulary size). Our complete algorithm is shown to operate in $O(n \log n )$ time. Additionally, we design a distributed implementation in which the query data structure is decomposed across $O(k)$ machines such that each machine only requires $O(\frac n k)$ space, while still preserving the approximation guarantee and using only logarithmic rounds of computation. We also provide analysis of simple alternative heuristic compression methods to demonstrate they cannot achieve any approximation guarantee. Using the large-scale Criteo learning task, we demonstrate better performance in retaining mutual information and also verify competitive learning performance compared to other baseline methods.

Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces - such as those found in recommendation and ranking problems - is often constrained by the limited number of experiments that can be run simultaneously. To alleviate these constraints, we augment online experiments with an offline simulator and apply multi-task Bayesian optimization to tune live machine learning systems. We describe practical issues that arise in these types of applications, including biases that arise from using a simulator and assumptions for the multi-task kernel. We measure empirical learning curves which show substantial gains from including data from biased offline experiments, and show how these learning curves are consistent with theoretical results for multi-task Gaussian process generalization. We find that improved kernel inference is a significant driver of multi-task generalization. Finally, we show several examples of Bayesian optimization efficiently tuning a live machine learning system by combining offline and online experiments.

Multi-armed bandits a simple but very powerful framework for algorithms that make decisions over time under uncertainty. An enormous body of work has accumulated over the years, covered in several books and surveys. This book provides a more introductory, textbook-like treatment of the subject. Each chapter tackles a particular line of work, providing a self-contained, teachable technical introduction and a review of the more advanced results. The chapters are as follows: Stochastic bandits; Lower bounds; Bayesian Bandits and Thompson Sampling; Lipschitz Bandits; Full Feedback and Adversarial Costs; Adversarial Bandits; Linear Costs and Semi-bandits; Contextual Bandits; Bandits and Zero-Sum Games; Bandits with Knapsacks; Incentivized Exploration and Connections to Mechanism Design.

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for minimizing a smooth convex function over a linear space spanned by a set of atoms. We derive sublinear to linear convergence rates according to the smoothness and sharpness orders of the function and demonstrate computational superiority of our approach. In particular, we derive linear rates for a wide class of non-strongly convex functions, and we demonstrate in experiments that our algorithm enjoys very fast rates of convergence and wall-clock speed while maintaining a sparsity of iterates very comparable to that of the (much slower) orthogonal matching pursuit.

Thanks to the recent advances in processing speed and data acquisition and storage, machine learning (ML) is penetrating every facet of our lives, and transforming research in many areas in a fundamental manner. Wireless communications is another success story -- ubiquitous in our lives, from handheld devices to wearables, smart homes, and automobiles. While recent years have seen a flurry of research activity in exploiting ML tools for various wireless communication problems, the impact of these techniques in practical communication systems and standards is yet to be seen. In this paper, we review some of the major promises and challenges of ML in wireless communication systems, focusing mainly on the physical layer. We present some of the most striking recent accomplishments that ML techniques have achieved with respect to classical approaches, and point to promising research directions where ML is likely to make the biggest impact in the near future. We also highlight the complementary problem of designing physical layer techniques to enable distributed ML at the wireless network edge, which further emphasizes the need to understand and connect ML with fundamental concepts in wireless communications.

Machine learning has become a vital part in many aspects of our daily life. However, building well performing machine learning applications requires highly specialized data scientists and domain experts. Automated machine learning (AutoML) aims to reduce the demand for data scientists by enabling domain experts to automatically build machine learning applications without extensive knowledge of statistics and machine learning. In this survey, we summarize the recent developments in academy and industry regarding AutoML. First, we introduce a holistic problem formulation. Next, approaches for solving various subproblems of AutoML are presented. Finally, we provide an extensive empirical evaluation of the presented approaches on synthetic and real data.