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Hartigan's K-Means Versus Lloyd's K-Means — Is It Time for a Change?

AAAI Conferences

Hartigan's method for k-means clustering holds several potential advantages compared to the classical and prevalent optimization heuristic known as Lloyd's algorithm. E.g., it was recently shown that the set of local minima of Hartigan's algorithm is a subset of those of Lloyd's method. We develop a closed-form expression that allows to establish Hartigan's method for k-means clustering with any Bregman divergence, and further strengthen the case of preferring Hartigan's algorithm over Lloyd's algorithm. Specifically, we characterize a range of problems with various noise levels of the inputs, for which any random partition represents a local minimum for Lloyd's algorithm, while Hartigan's algorithm easily converges to the correct solution. Extensive experiments on synthetic and real-world data further support our theoretical analysis.


Better Generalization with Forecasts

AAAI Conferences

Predictive methods are becoming increasingly popular for representing world knowledge in autonomous agents.A recently introduced predictive method that shows particular promise is the General Value Function (GVF), which is more flexible than previous predictive methods and can more readily capture regularities in the agent's sensorimotor stream.The goal of the current paper is to investigate the ability of these GVFs (also called ``forecasts'') to capture such regularities.We generate focused sets of forecasts and measure their capacity for generalization.We then compare the results with a closely related predictive method (PSRs) already shown to have good generalization abilities.Our results indicate that forecasts provide a substantial improvement in generalization, producing features that lead to better value-function approximation (when computed with linear function approximators) than PSRs and better generalization to as-yet-unseen parts of the state space.


Multi-Dimensional Causal Discovery

AAAI Conferences

We propose a method for learning causal relations within high-dimensional tensor data as they are typically recorded in non-experimental databases. The method allows the simultaneous inclusion of numerous dimensions within the data analysis such as samples, time and domain variables construed as tensors. In such tensor data we exploit and integrate non-Gaussian models and tensor analytic algorithms in a novel way. We prove that we can determine simple causal relations independently of how complex the dimensionality of the data is. We rely on a statistical decomposition that flattens higher-dimensional data tensors into matrices. This decomposition preserves the causal information and is therefore suitable for structure learning of causal graphical models, where a causal relation can be generalised beyond dimension, for example, over all time points. Related methods either focus on a set of samples for instantaneous effects or look at one sample for effects at certain time points. We evaluate the resulting algorithm and discuss its performance both with synthetic and real-world data.


Robust Unsupervised Feature Selection

AAAI Conferences

A new unsupervised feature selection method, i.e., Robust Unsupervised Feature Selection (RUFS), is proposed. Unlike traditional unsupervised feature selection methods, pseudo cluster labels are learned via local learning regularized robust nonnegative matrix factorization. During the label learning process, feature selection is performed simultaneously by robust joint l 2, 1 norms minimization. Since RUFS utilizes l 2, 1 norm minimization on processes of both label learning and feature learning, outliers and noise could be effectively handled and redundant or noisy features could be effectively reduced. Our method adopts the advantages of robust nonnegative matrix factorization, local learning, and robust feature learning. In order to make RUFS be scalable, we design a (projected) limited-memory BFGS based iterative algorithm to efficiently solve the optimization problem of RUFS in terms of both memory consumption and computation complexity. Experimental results on different benchmark real world datasets show the promising performance of RUFS over the state-of-the-arts.


Active Learning from Relative Queries

AAAI Conferences

Active learning has been extensively studied and shown to be useful in solving real problems. The typical setting of traditional active learning methods is querying labels from an oracle. This is only possible if an expert exists, which may not be the case in many real world applications. In this paper, we focus on designing easier questions that can be answered by a non-expert. These questions poll relative information as opposed to absolute information and can be even generated from side-information. We propose an active learning approach that queries the ordering of the importance of an instance's neighbors rather than its label. We explore our approach on real datasets and make several interesting discoveries including that querying neighborhood information can be an effective question to ask and sometimes can even yield better performance than querying labels.


Multiple Task Learning Using Iteratively Reweighted Least Square

AAAI Conferences

Multiple task learning (MTL) is becoming popular due to its theoretical advances and empirical successes. The key idea of MTL is to explore the hidden relationships among multiple tasks to enhance learning performance. Recently, many MTL algorithms have been developed and applied to various problems such as feature selection and kernel learning. However, most existing methods highly relied on certain assumptions of the task relationships. For instance, several works assumed that there is a major task group and several outlier tasks, and used a decomposition approach to identify the group structure and outlier tasks simultaneously. In this paper, we adopt a more general formulation for MTL without making specific structure assumptions. Instead of performing model decomposition, we directly impose an elastic-net regularization with a mixture of the structure and outlier penalties and formulate the objective as an unconstrained convex problem. To derive the optimal solution efficiently, we propose to use an Iteratively Reweighted Least Square (IRLS) method with a preconditioned conjugate gradient, which is computationally affordable for high dimensional data. Extensive experiments are conducted over both synthetic and real data, and comparisons with several state-of-the-art algorithms clearly show the superior performance of the proposed method.


Hierarchical Bayesian Matrix Factorization with Side Information

AAAI Conferences

Bayesian treatment of matrix factorization has been successfully applied to the problem of collaborative prediction,where unknown ratings are determined by the predictive distribution, inferring posterior distributions over userand item factor matrices that are used to approximate the user-item matrix as their product.In practice, however, Bayesian matrix factorization suffers from cold-start problems,where inferences are required for users or items about which a sufficient number of ratings are not gathered.In this paper we present a method for Bayesian matrix factorization with side information, to handle cold-start problems.To this end, we place Gaussian-Wishart priors on mean vectors and precision matrices of Gaussianuser and item factor matrices, such that mean of each prior distribution is regressed oncorresponding side information.We develop variational inference algorithms to approximately compute posterior distributions over user and item factor matrices.In addition, we provide Bayesian Cram\'{e}r-Rao Bound for our model,showing that the hierarchical Bayesian matrix factorization with side informationimproves the reconstruction over the standard Bayesian matrix factorization where the side information is not used.Experiments on MovieLens data demonstrate the useful behavior of our model in the case of cold-start problems.


Graph Classification with Imbalanced Class Distributions and Noise

AAAI Conferences

Recent years have witnessed an increasing number of applications involving data with structural dependency and graph representations. For these applications, it is very common that their class distribution is imbalanced with minority samples being only a small portion of the population. Such imbalanced class distributions impose significant challenges to the learning algorithms. This problem is further complicated with the presence of noise or outliers in the graph data. In this paper, we propose an imbalanced graph boosting algorithm, igBoost, that progressively selects informative subgraph patterns from imbalanced graph data for learning. To handle class imbalance, we take class distributions into consideration to assign different weight values to graphs. The distance of each graph to its class center is also considered to adjust the weight to reduce the impact of noisy graph data. The weight values are integrated into the iterative subgraph feature selection and margin learning process to achieve maximum benefits. Experiments on real-world graph data with different degrees of class imbalance and noise demonstrate the algorithm performance.


Annealed Importance Sampling for Structure Learning in Bayesian Networks

AAAI Conferences

We present a new sampling approach to Bayesian learning of the Bayesian network structure. Like some earlier sampling methods, we sample linear orders on nodes rather than directed acyclic graphs (DAGs). The key difference is that we replace the usual Markov chain Monte Carlo (MCMC) method by the method of annealed importance sampling (AIS). We show that AIS is not only competitive to MCMC in exploring the posterior, but also superior to MCMC in two ways: it enables easy and efficient parallelization, due to the independence of the samples, and lower-bounding of the marginal likelihood of the model with good probabilistic guarantees. We also provide a principled way to correct the bias due to order-based sampling, by implementing a fast algorithm for counting the linear extensions of a given partial order.


Early Active Learning via Robust Representation and Structured Sparsity

AAAI Conferences

Labeling training data is quite time-consuming but essential for supervised learning models. To solve this problem, the active learning has been studied and applied to select the informative and representative data points for labeling. However, during the early stage of experiments, only a small number (or none) of labeled data points exist, thus the most representative samples should be selected first. In this paper, we propose a novel robust active learning method to handle the early stage experimental design problem and select the most representative data points. Selecting the representative samples is an NP-hard problem, thus we employ the structured sparsity-inducing norm to relax the objective to an efficient convex formulation. Meanwhile, the robust sparse representation loss function is utilized to reduce the effect of outliers. A new efficient optimization algorithm is introduced to solve our non-smooth objective with low computational cost and proved global convergence. Empirical results on both single-label and multi-label classification benchmark data sets show the promising results of our method.