We define a data dependent permutation complexity for a hypothesis set H, which is similar to a Rademacher complexity or maximum discrepancy. The permutation complexity is based (like the maximum discrepancy) on dependent sampling. We prove a uniform bound on the generalization error, as well as a concentration result which means that the permutation estimate can be efficiently estimated.

Optimal coding provides a guiding principle for understanding the representation of sensory variables in neural populations. Here we consider the influence of a prior probability distribution over sensory variables on the optimal allocation of cells and spikes in a neural population. We model the spikes of each cell as samples from an independent Poisson process with rate governed by an associated tuning curve. For this response model, we approximate the Fisher information in terms of the density and amplitude of the tuning curves, under the assumption that tuning width varies inversely with cell density. We consider a family of objective functions based on the expected value, over the sensory prior, of a functional of the Fisher information. This family includes lower bounds on mutual information and perceptual discriminability as special cases. In all cases, we find a closed form expression for the optimum, in which the density and gain of the cells in the population are power law functions of the stimulus prior. This also implies a power law relationship between the prior and perceptual discriminability. We show preliminary evidence that the theory successfully predicts the relationship between empirically measured stimulus priors, physiologically measured neural response properties (cell density, tuning widths, and firing rates), and psychophysically measured discrimination thresholds.

We consider online learning in finite stochastic Markovian environments where in each time step a new reward function is chosen by an oblivious adversary. The goal of the learning agent is to compete with the best stationary policy in terms of the total reward received. In each time step the agent observes the current state and the reward associated with the last transition, however, the agent does not observe the rewards associated with other state-action pairs. The agent is assumed to know the transition probabilities. The state of the art result for this setting is a no-regret algorithm. In this paper we propose a new learning algorithm and assuming that stationary policies mix uniformly fast, we show that after T time steps, the expected regret of the new algorithm is O(T^{2/3} (ln T)^{1/3}), giving the first rigorously proved convergence rate result for the problem.

We propose a computationally efficient random walk on a convex body which rapidly mixes to a time-varying Gibbs distribution. In the setting of online convex optimization and repeated games, the algorithm yields low regret and presents a novel efficient method for implementing mixture forecasting strategies.

Distributing labeling tasks among hundreds or thousands of annotators is an increasingly importantmethod for annotating large datasets. We present a method for estimating the underlying value (e.g. the class) of each image from (noisy) annotations providedby multiple annotators. Our method is based on a model of the image formation and annotation process. Each image has different characteristics that are represented in an abstract Euclidean space. Each annotator is modeled as a multidimensional entity with variables representing competence, expertise and bias. This allows the model to discover and represent groups of annotators that have different sets of skills and knowledge, as well as groups of images that differ qualitatively. We find that our model predicts ground truth labels on both synthetic andreal data more accurately than state of the art methods. Experiments also show that our model, starting from a set of binary labels, may discover rich information, such as different "schools of thought" amongst the annotators, and can group together images belonging to separate categories.

A new algorithm is proposed for a) unsupervised learning of sparse representations from subsampled measurements and b) estimating the parameters required for linearly reconstructing signals from the sparse codes. We verify that the new algorithm performs efficient data compression on par with the recent method of compressive sampling. Further, we demonstrate that the algorithm performs robustly when stacked in several stages or when applied in undercomplete or overcomplete situations. The new algorithm can explain how neural populations in the brain that receive subsampled input through fiber bottlenecks are able to form coherent response properties.

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn the structure of the graph by estimating a sparse inverse covariance matrix from sample data, by solving a convex maximum likelihood problem with an $\ell_1$-regularization term. In this paper, we propose a first-order method based on an alternating linearization technique that exploits the problem's special structure; in particular, the subproblems solved in each iteration have closed-form solutions. Moreover, our algorithm obtains an $\epsilon$-optimal solution in $O(1/\epsilon)$ iterations. Numerical experiments on both synthetic and real data from gene association networks show that a practical version of this algorithm outperforms other competitive algorithms.

Identifying the features of objects becomes a challenge when those features can change in their appearance. We introduce the Transformed Indian Buffet Process (tIBP), and use it to define a nonparametric Bayesian model that infers features that can transform across instantiations. We show that this model can identify features that are location invariant by modeling a previous experiment on human feature learning. However, allowing features to transform adds new kinds of ambiguity: Are two parts of an object the same feature with different transformations or two unique features? What transformations can features undergo? We present two new experiments in which we explore how people resolve these questions, showing that the tIBP model demonstrates a similar sensitivity to context to that shown by human learners when determining the invariant aspects of features.

Multi-class classification becomes challenging at test time when the number of classes is very large and testing against every possible class can become computationally infeasible. This problem can be alleviated by imposing (or learning) a structure over the set of classes. We propose an algorithm for learning a tree-structure of classifiers which, by optimizing the overall tree loss, provides superior accuracy to existing tree labeling methods. We also propose a method that learns to embed labels in a low dimensional space that is faster than non-embedding approaches and has superior accuracy to existing embedding approaches. Finally we combine the two ideas resulting in the label embedding tree that outperforms alternative methods including One-vs-Rest while being orders of magnitude faster.

We present a novel method for constructing dependent Dirichlet processes. The approach exploits the intrinsic relationship between Dirichlet and Poisson processes inorder to create a Markov chain of Dirichlet processes suitable for use as a prior over evolving mixture models. The method allows for the creation, removal, andlocation variation of component models over time while maintaining the property that the random measures are marginally DP distributed. Additionally, wederive a Gibbs sampling algorithm for model inference and test it on both synthetic and real data. Empirical results demonstrate that the approach is effective inestimating dynamically varying mixture models.