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Structured Sparsity Models for Multiparty Speech Recovery from Reverberant Recordings

cs.LG

We tackle the multi-party speech recovery problem through modeling the acoustic of the reverberant chambers. Our approach exploits structured sparsity models to perform room modeling and speech recovery. We propose a scheme for characterizing the room acoustic from the unknown competing speech sources relying on localization of the early images of the speakers by sparse approximation of the spatial spectra of the virtual sources in a free-space model. The images are then clustered exploiting the low-rank structure of the spectro-temporal components belonging to each source. This enables us to identify the early support of the room impulse response function and its unique map to the room geometry. To further tackle the ambiguity of the reflection ratios, we propose a novel formulation of the reverberation model and estimate the absorption coefficients through a convex optimization exploiting joint sparsity model formulated upon spatio-spectral sparsity of concurrent speech representation. The acoustic parameters are then incorporated for separating individual speech signals through either structured sparse recovery or inverse filtering the acoustic channels. The experiments conducted on real data recordings demonstrate the effectiveness of the proposed approach for multi-party speech recovery and recognition.

computer science

Predicting Near-Future Churners and Win-Backs in the Telecommunications Industry

cs.CE

In this work, we presented the strategies and techniques that we have developed for predicting the near-future churners and win-backs for a telecom company. On a large-scale and real-world database containing customer profiles and some transaction data from a telecom company, we first analyzed the data schema, developed feature computation strategies and then extracted a large set of relevant features that can be associated with the customer churning and returning behaviors. Our features include both the original driver factors as well as some derived features. We evaluated our features on the imbalance corrected dataset, i.e. under-sampled dataset and compare a large number of existing machine learning tools, especially decision tree-based classifiers, for predicting the churners and win-backs. In general, we find RandomForest and SimpleCart learning algorithms generally perform well and tend to provide us with highly competitive prediction performance. Among the top-15 driver factors that signal the churn behavior, we find that the service utilization, e.g. last two months' download and upload volume, last three months' average upload and download, and the payment related factors are the most indicative features for predicting if churn will happen soon. Such features can collectively tell discrepancies between the service plans, payments and the dynamically changing utilization needs of the customers. Our proposed features and their computational strategy exhibit reasonable precision performance to predict churn behavior in near future.

computer science

A Game-theoretic Machine Learning Approach for Revenue Maximization in Sponsored Search

cs.GT

Sponsored search is an important monetization channel for search engines, in which an auction mechanism is used to select the ads shown to users and determine the prices charged from advertisers. There have been several pieces of work in the literature that investigate how to design an auction mechanism in order to optimize the revenue of the search engine. However, due to some unrealistic assumptions used, the practical values of these studies are not very clear. In this paper, we propose a novel \emph{game-theoretic machine learning} approach, which naturally combines machine learning and game theory, and learns the auction mechanism using a bilevel optimization framework. In particular, we first learn a Markov model from historical data to describe how advertisers change their bids in response to an auction mechanism, and then for any given auction mechanism, we use the learnt model to predict its corresponding future bid sequences. Next we learn the auction mechanism through empirical revenue maximization on the predicted bid sequences. We show that the empirical revenue will converge when the prediction period approaches infinity, and a Genetic Programming algorithm can effectively optimize this empirical revenue. Our experiments indicate that the proposed approach is able to produce a much more effective auction mechanism than several baselines.

computer science

Faster Rates for the Frank-Wolfe Method over Strongly-Convex Sets

math.OC

The Frank-Wolfe method (a.k.a. conditional gradient algorithm) for smooth optimization has regained much interest in recent years in the context of large scale optimization and machine learning. A key advantage of the method is that it avoids projections - the computational bottleneck in many applications - replacing it by a linear optimization step. Despite this advantage, the known convergence rates of the FW method fall behind standard first order methods for most settings of interest. It is an active line of research to derive faster linear optimization-based algorithms for various settings of convex optimization. In this paper we consider the special case of optimization over strongly convex sets, for which we prove that the vanila FW method converges at a rate of $\frac{1}{t^2}$. This gives a quadratic improvement in convergence rate compared to the general case, in which convergence is of the order $\frac{1}{t}$, and known to be tight. We show that various balls induced by $\ell_p$ norms, Schatten norms and group norms are strongly convex on one hand and on the other hand, linear optimization over these sets is straightforward and admits a closed-form solution. We further show how several previous fast-rate results for the FW method follow easily from our analysis.

computer science

Machine learning approach for text and document mining

cs.IR

Text Categorization (TC), also known as Text Classification, is the task of automatically classifying a set of text documents into different categories from a predefined set. If a document belongs to exactly one of the categories, it is a single-label classification task; otherwise, it is a multi-label classification task. TC uses several tools from Information Retrieval (IR) and Machine Learning (ML) and has received much attention in the last years from both researchers in the academia and industry developers. In this paper, we first categorize the documents using KNN based machine learning approach and then return the most relevant documents.

computer science

Computational role of eccentricity dependent cortical magnification

cs.LG

We develop a sampling extension of M-theory focused on invariance to scale and translation. Quite surprisingly, the theory predicts an architecture of early vision with increasing receptive field sizes and a high resolution fovea -- in agreement with data about the cortical magnification factor, V1 and the retina. From the slope of the inverse of the magnification factor, M-theory predicts a cortical "fovea" in V1 in the order of $40$ by $40$ basic units at each receptive field size -- corresponding to a foveola of size around $26$ minutes of arc at the highest resolution, $\approx 6$ degrees at the lowest resolution. It also predicts uniform scale invariance over a fixed range of scales independently of eccentricity, while translation invariance should depend linearly on spatial frequency. Bouma's law of crowding follows in the theory as an effect of cortical area-by-cortical area pooling; the Bouma constant is the value expected if the signature responsible for recognition in the crowding experiments originates in V2. From a broader perspective, the emerging picture suggests that visual recognition under natural conditions takes place by composing information from a set of fixations, with each fixation providing recognition from a space-scale image fragment -- that is an image patch represented at a set of increasing sizes and decreasing resolutions.

computer science

Memristor models for machine learning

cs.LG

In the quest for alternatives to traditional CMOS, it is being suggested that digital computing efficiency and power can be improved by matching the precision to the application. Many applications do not need the high precision that is being used today. In particular, large gains in area- and power efficiency could be achieved by dedicated analog realizations of approximate computing engines. In this work, we explore the use of memristor networks for analog approximate computation, based on a machine learning framework called reservoir computing. Most experimental investigations on the dynamics of memristors focus on their nonvolatile behavior. Hence, the volatility that is present in the developed technologies is usually unwanted and it is not included in simulation models. In contrast, in reservoir computing, volatility is not only desirable but necessary. Therefore, in this work, we propose two different ways to incorporate it into memristor simulation models. The first is an extension of Strukov's model and the second is an equivalent Wiener model approximation. We analyze and compare the dynamical properties of these models and discuss their implications for the memory and the nonlinear processing capacity of memristor networks. Our results indicate that device variability, increasingly causing problems in traditional computer design, is an asset in the context of reservoir computing. We conclude that, although both models could lead to useful memristor based reservoir computing systems, their computational performance will differ. Therefore, experimental modeling research is required for the development of accurate volatile memristor models.

computer science

Budget-Constrained Item Cold-Start Handling in Collaborative Filtering Recommenders via Optimal Design

cs.IR

It is well known that collaborative filtering (CF) based recommender systems provide better modeling of users and items associated with considerable rating history. The lack of historical ratings results in the user and the item cold-start problems. The latter is the main focus of this work. Most of the current literature addresses this problem by integrating content-based recommendation techniques to model the new item. However, in many cases such content is not available, and the question arises is whether this problem can be mitigated using CF techniques only. We formalize this problem as an optimization problem: given a new item, a pool of available users, and a budget constraint, select which users to assign with the task of rating the new item in order to minimize the prediction error of our model. We show that the objective function is monotone-supermodular, and propose efficient optimal design based algorithms that attain an approximation to its optimum. Our findings are verified by an empirical study using the Netflix dataset, where the proposed algorithms outperform several baselines for the problem at hand.

computer science

Quaternion Gradient and Hessian

math.NA

The optimization of real scalar functions of quaternion variables, such as the mean square error or array output power, underpins many practical applications. Solutions often require the calculation of the gradient and Hessian, however, real functions of quaternion variables are essentially non-analytic. To address this issue, we propose new definitions of quaternion gradient and Hessian, based on the novel generalized HR (GHR) calculus, thus making possible efficient derivation of optimization algorithms directly in the quaternion field, rather than transforming the problem to the real domain, as is current practice. In addition, unlike the existing quaternion gradients, the GHR calculus allows for the product and chain rule, and for a one-to-one correspondence of the proposed quaternion gradient and Hessian with their real counterparts. Properties of the quaternion gradient and Hessian relevant to numerical applications are elaborated, and the results illuminate the usefulness of the GHR calculus in greatly simplifying the derivation of the quaternion least mean squares, and in quaternion least square and Newton algorithm. The proposed gradient and Hessian are also shown to enable the same generic forms as the corresponding real- and complex-valued algorithms, further illustrating the advantages in algorithm design and evaluation.

computer science

Interval Forecasting of Electricity Demand: A Novel Bivariate EMD-based Support Vector Regression Modeling Framework

cs.LG

Highly accurate interval forecasting of electricity demand is fundamental to the success of reducing the risk when making power system planning and operational decisions by providing a range rather than point estimation. In this study, a novel modeling framework integrating bivariate empirical mode decomposition (BEMD) and support vector regression (SVR), extended from the well-established empirical mode decomposition (EMD) based time series modeling framework in the energy demand forecasting literature, is proposed for interval forecasting of electricity demand. The novelty of this study arises from the employment of BEMD, a new extension of classical empirical model decomposition (EMD) destined to handle bivariate time series treated as complex-valued time series, as decomposition method instead of classical EMD only capable of decomposing one-dimensional single-valued time series. This proposed modeling framework is endowed with BEMD to decompose simultaneously both the lower and upper bounds time series, constructed in forms of complex-valued time series, of electricity demand on a monthly per hour basis, resulting in capturing the potential interrelationship between lower and upper bounds. The proposed modeling framework is justified with monthly interval-valued electricity demand data per hour in Pennsylvania-New Jersey-Maryland Interconnection, indicating it as a promising method for interval-valued electricity demand forecasting.

computer science

Learning An Invariant Speech Representation

cs.SD

Recognition of speech, and in particular the ability to generalize and learn from small sets of labelled examples like humans do, depends on an appropriate representation of the acoustic input. We formulate the problem of finding robust speech features for supervised learning with small sample complexity as a problem of learning representations of the signal that are maximally invariant to intraclass transformations and deformations. We propose an extension of a theory for unsupervised learning of invariant visual representations to the auditory domain and empirically evaluate its validity for voiced speech sound classification. Our version of the theory requires the memory-based, unsupervised storage of acoustic templates -- such as specific phones or words -- together with all the transformations of each that normally occur. A quasi-invariant representation for a speech segment can be obtained by projecting it to each template orbit, i.e., the set of transformed signals, and computing the associated one-dimensional empirical probability distributions. The computations can be performed by modules of filtering and pooling, and extended to hierarchical architectures. In this paper, we apply a single-layer, multicomponent representation for phonemes and demonstrate improved accuracy and decreased sample complexity for vowel classification compared to standard spectral, cepstral and perceptual features.

computer science

Construction of non-convex polynomial loss functions for training a binary classifier with quantum annealing

cs.LG

Quantum annealing is a heuristic quantum algorithm which exploits quantum resources to minimize an objective function embedded as the energy levels of a programmable physical system. To take advantage of a potential quantum advantage, one needs to be able to map the problem of interest to the native hardware with reasonably low overhead. Because experimental considerations constrain our objective function to take the form of a low degree PUBO (polynomial unconstrained binary optimization), we employ non-convex loss functions which are polynomial functions of the margin. We show that these loss functions are robust to label noise and provide a clear advantage over convex methods. These loss functions may also be useful for classical approaches as they compile to regularized risk expressions which can be evaluated in constant time with respect to the number of training examples.

computer science

Predictive Modelling of Bone Age through Classification and Regression of Bone Shapes

cs.LG

Bone age assessment is a task performed daily in hospitals worldwide. This involves a clinician estimating the age of a patient from a radiograph of the non-dominant hand. Our approach to automated bone age assessment is to modularise the algorithm into the following three stages: segment and verify hand outline; segment and verify bones; use the bone outlines to construct models of age. In this paper we address the final question: given outlines of bones, can we learn how to predict the bone age of the patient? We examine two alternative approaches. Firstly, we attempt to train classifiers on individual bones to predict the bone stage categories commonly used in bone ageing. Secondly, we construct regression models to directly predict patient age. We demonstrate that models built on summary features of the bone outline perform better than those built using the one dimensional representation of the outline, and also do at least as well as other automated systems. We show that models constructed on just three bones are as accurate at predicting age as expert human assessors using the standard technique. We also demonstrate the utility of the model by quantifying the importance of ethnicity and sex on age development. Our conclusion is that the feature based system of separating the image processing from the age modelling is the best approach for automated bone ageing, since it offers flexibility and transparency and produces accurate estimates.

computer science

Homotopy based algorithms for $\ell_0$-regularized least-squares

cs.NA

Sparse signal restoration is usually formulated as the minimization of a quadratic cost function $\|y-Ax\|_2^2$, where A is a dictionary and x is an unknown sparse vector. It is well-known that imposing an $\ell_0$ constraint leads to an NP-hard minimization problem. The convex relaxation approach has received considerable attention, where the $\ell_0$-norm is replaced by the $\ell_1$-norm. Among the many efficient $\ell_1$ solvers, the homotopy algorithm minimizes $\|y-Ax\|_2^2+\lambda\|x\|_1$ with respect to x for a continuum of $\lambda$'s. It is inspired by the piecewise regularity of the $\ell_1$-regularization path, also referred to as the homotopy path. In this paper, we address the minimization problem $\|y-Ax\|_2^2+\lambda\|x\|_0$ for a continuum of $\lambda$'s and propose two heuristic search algorithms for $\ell_0$-homotopy. Continuation Single Best Replacement is a forward-backward greedy strategy extending the Single Best Replacement algorithm, previously proposed for $\ell_0$-minimization at a given $\lambda$. The adaptive search of the $\lambda$-values is inspired by $\ell_1$-homotopy. $\ell_0$ Regularization Path Descent is a more complex algorithm exploiting the structural properties of the $\ell_0$-regularization path, which is piecewise constant with respect to $\lambda$. Both algorithms are empirically evaluated for difficult inverse problems involving ill-conditioned dictionaries. Finally, we show that they can be easily coupled with usual methods of model order selection.

computer science

Fast Support Vector Machines Using Parallel Adaptive Shrinking on Distributed Systems

cs.DC

Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by health-care professionals, or potential high-school students to enroll in college by school districts, SVMs can play a major role for social good. This paper undertakes the challenge of designing a scalable parallel SVM training algorithm for large scale systems, which includes commodity multi-core machines, tightly connected supercomputers and cloud computing systems. Intuitive techniques for improving the time-space complexity including adaptive elimination of samples for faster convergence and sparse format representation are proposed. Under sample elimination, several heuristics for {\em earliest possible} to {\em lazy} elimination of non-contributing samples are proposed. In several cases, where an early sample elimination might result in a false positive, low overhead mechanisms for reconstruction of key data structures are proposed. The algorithm and heuristics are implemented and evaluated on various publicly available datasets. Empirical evaluation shows up to 26x speed improvement on some datasets against the sequential baseline, when evaluated on multiple compute nodes, and an improvement in execution time up to 30-60\% is readily observed on a number of other datasets against our parallel baseline.

computer science

Constant Factor Approximation for Balanced Cut in the PIE model

cs.DS

We propose and study a new semi-random semi-adversarial model for Balanced Cut, a planted model with permutation-invariant random edges (PIE). Our model is much more general than planted models considered previously. Consider a set of vertices V partitioned into two clusters $L$ and $R$ of equal size. Let $G$ be an arbitrary graph on $V$ with no edges between $L$ and $R$. Let $E_{random}$ be a set of edges sampled from an arbitrary permutation-invariant distribution (a distribution that is invariant under permutation of vertices in $L$ and in $R$). Then we say that $G + E_{random}$ is a graph with permutation-invariant random edges. We present an approximation algorithm for the Balanced Cut problem that finds a balanced cut of cost $O(|E_{random}|) + n \text{polylog}(n)$ in this model. In the regime when $|E_{random}| = \Omega(n \text{polylog}(n))$, this is a constant factor approximation with respect to the cost of the planted cut.

computer science

Correlation Clustering with Noisy Partial Information

cs.DS

In this paper, we propose and study a semi-random model for the Correlation Clustering problem on arbitrary graphs G. We give two approximation algorithms for Correlation Clustering instances from this model. The first algorithm finds a solution of value $(1+ \delta) optcost + O_{\delta}(n\log^3 n)$ with high probability, where $optcost$ is the value of the optimal solution (for every $\delta > 0$). The second algorithm finds the ground truth clustering with an arbitrarily small classification error $\eta$ (under some additional assumptions on the instance).

computer science

Active Learning and Best-Response Dynamics

cs.LG

We examine an important setting for engineered systems in which low-power distributed sensors are each making highly noisy measurements of some unknown target function. A center wants to accurately learn this function by querying a small number of sensors, which ordinarily would be impossible due to the high noise rate. The question we address is whether local communication among sensors, together with natural best-response dynamics in an appropriately-defined game, can denoise the system without destroying the true signal and allow the center to succeed from only a small number of active queries. By using techniques from game theory and empirical processes, we prove positive (and negative) results on the denoising power of several natural dynamics. We then show experimentally that when combined with recent agnostic active learning algorithms, this process can achieve low error from very few queries, performing substantially better than active or passive learning without these denoising dynamics as well as passive learning with denoising.

computer science

An Incentive Compatible Multi-Armed-Bandit Crowdsourcing Mechanism with Quality Assurance

cs.GT

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed qualities and their costs are private. The problem is to select for each task an optimal subset of workers so that the outcome obtained from the selected workers guarantees a target accuracy level. The problem is a challenging one even in a non strategic setting since the accuracy of aggregated label depends on unknown qualities. We develop a novel multi-armed bandit (MAB) mechanism for solving this problem. First, we propose a framework, Assured Accuracy Bandit (AAB), which leads to an MAB algorithm, Constrained Confidence Bound for a Non Strategic setting (CCB-NS). We derive an upper bound on the number of time steps the algorithm chooses a sub-optimal set that depends on the target accuracy level and true qualities. A more challenging situation arises when the requester not only has to learn the qualities of the workers but also elicit their true costs. We modify the CCB-NS algorithm to obtain an adaptive exploration separated algorithm which we call { \em Constrained Confidence Bound for a Strategic setting (CCB-S)}. CCB-S algorithm produces an ex-post monotone allocation rule and thus can be transformed into an ex-post incentive compatible and ex-post individually rational mechanism that learns the qualities of the workers and guarantees a given target accuracy level in a cost optimal way. We provide a lower bound on the number of times any algorithm should select a sub-optimal set and we see that the lower bound matches our upper bound upto a constant factor. We provide insights on the practical implementation of this framework through an illustrative example and we show the efficacy of our algorithms through simulations.

computer science

Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization

cs.LG

We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict the closing stock prices on the same day. We propose a unified latent space model to characterize the "co-movements" between stock prices and news articles. Unlike many existing approaches, our new model is able to simultaneously leverage the correlations: (a) among stock prices, (b) among news articles, and (c) between stock prices and news articles. Thus, our model is able to make daily predictions on more than 500 stocks (most of which are not even mentioned in any news article) while having low complexity. We carry out extensive backtesting on trading strategies based on our algorithm. The result shows that our model has substantially better accuracy rate (55.7%) compared to many widely used algorithms. The return (56%) and Sharpe ratio due to a trading strategy based on our model are also much higher than baseline indices.

computer science

Quantum adiabatic machine learning

cs.LG

We develop an approach to machine learning and anomaly detection via quantum adiabatic evolution. In the training phase we identify an optimal set of weak classifiers, to form a single strong classifier. In the testing phase we adiabatically evolve one or more strong classifiers on a superposition of inputs in order to find certain anomalous elements in the classification space. Both the training and testing phases are executed via quantum adiabatic evolution. We apply and illustrate this approach in detail to the problem of software verification and validation.

computer science

The Variational Garrote

stat.ME

In this paper, we present a new variational method for sparse regression using $L_0$ regularization. The variational parameters appear in the approximate model in a way that is similar to Breiman's Garrote model. We refer to this method as the variational Garrote (VG). We show that the combination of the variational approximation and $L_0$ regularization has the effect of making the problem effectively of maximal rank even when the number of samples is small compared to the number of variables. The VG is compared numerically with the Lasso method, ridge regression and the recently introduced paired mean field method (PMF) (M. Titsias & M. L\'azaro-Gredilla., NIPS 2012). Numerical results show that the VG and PMF yield more accurate predictions and more accurately reconstruct the true model than the other methods. It is shown that the VG finds correct solutions when the Lasso solution is inconsistent due to large input correlations. Globally, VG is significantly faster than PMF and tends to perform better as the problems become denser and in problems with strongly correlated inputs. The naive implementation of the VG scales cubic with the number of features. By introducing Lagrange multipliers we obtain a dual formulation of the problem that scales cubic in the number of samples, but close to linear in the number of features.

computer science

How Open Should Open Source Be?

cs.CR

Many open-source projects land security fixes in public repositories before shipping these patches to users. This paper presents attacks on such projects - taking Firefox as a case-study - that exploit patch metadata to efficiently search for security patches prior to shipping. Using access-restricted bug reports linked from patch descriptions, security patches can be immediately identified for 260 out of 300 days of Firefox 3 development. In response to Mozilla obfuscating descriptions, we show that machine learning can exploit metadata such as patch author to search for security patches, extending the total window of vulnerability by 5 months in an 8 month period when examining up to two patches daily. Finally we present strong evidence that further metadata obfuscation is unlikely to prevent information leaks, and we argue that open-source projects instead ought to keep security patches secret until they are ready to be released.

computer science

Gossip Learning with Linear Models on Fully Distributed Data

cs.LG

Machine learning over fully distributed data poses an important problem in peer-to-peer (P2P) applications. In this model we have one data record at each network node, but without the possibility to move raw data due to privacy considerations. For example, user profiles, ratings, history, or sensor readings can represent this case. This problem is difficult, because there is no possibility to learn local models, the system model offers almost no guarantees for reliability, yet the communication cost needs to be kept low. Here we propose gossip learning, a generic approach that is based on multiple models taking random walks over the network in parallel, while applying an online learning algorithm to improve themselves, and getting combined via ensemble learning methods. We present an instantiation of this approach for the case of classification with linear models. Our main contribution is an ensemble learning method which---through the continuous combination of the models in the network---implements a virtual weighted voting mechanism over an exponential number of models at practically no extra cost as compared to independent random walks. We prove the convergence of the method theoretically, and perform extensive experiments on benchmark datasets. Our experimental analysis demonstrates the performance and robustness of the proposed approach.

computer science

Anomaly Sequences Detection from Logs Based on Compression

cs.LG

Mining information from logs is an old and still active research topic. In recent years, with the rapid emerging of cloud computing, log mining becomes increasingly important to industry. This paper focus on one major mission of log mining: anomaly detection, and proposes a novel method for mining abnormal sequences from large logs. Different from previous anomaly detection systems which based on statistics, probabilities and Markov assumption, our approach measures the strangeness of a sequence using compression. It first trains a grammar about normal behaviors using grammar-based compression, then measures the information quantities and densities of questionable sequences according to incrementation of grammar length. We have applied our approach on mining some real bugs from fine grained execution logs. We have also tested its ability on intrusion detection using some publicity available system call traces. The experiments show that our method successfully selects the strange sequences which related to bugs or attacking.

computer science

Convergence Rates of Inexact Proximal-Gradient Methods for Convex Optimization

cs.LG

We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity operator with respect to the non-smooth term. We show that both the basic proximal-gradient method and the accelerated proximal-gradient method achieve the same convergence rate as in the error-free case, provided that the errors decrease at appropriate rates.Using these rates, we perform as well as or better than a carefully chosen fixed error level on a set of structured sparsity problems.

computer science

Making Gradient Descent Optimal for Strongly Convex Stochastic Optimization

cs.LG

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for T iterations and returning the average point. However, recent results showed that using a different algorithm, one can get an optimal O(1/T) rate. This might lead one to believe that standard SGD is suboptimal, and maybe should even be replaced as a method of choice. In this paper, we investigate the optimality of SGD in a stochastic setting. We show that for smooth problems, the algorithm attains the optimal O(1/T) rate. However, for non-smooth problems, the convergence rate with averaging might really be \Omega(\log(T)/T), and this is not just an artifact of the analysis. On the flip side, we show that a simple modification of the averaging step suffices to recover the O(1/T) rate, and no other change of the algorithm is necessary. We also present experimental results which support our findings, and point out open problems.

computer science

Deterministic Feature Selection for $k$-means Clustering

cs.LG

We study feature selection for $k$-means clustering. Although the literature contains many methods with good empirical performance, algorithms with provable theoretical behavior have only recently been developed. Unfortunately, these algorithms are randomized and fail with, say, a constant probability. We address this issue by presenting a deterministic feature selection algorithm for k-means with theoretical guarantees. At the heart of our algorithm lies a deterministic method for decompositions of the identity.

computer science

ProPPA: A Fast Algorithm for $\ell_1$ Minimization and Low-Rank Matrix Completion

cs.LG

We propose a Projected Proximal Point Algorithm (ProPPA) for solving a class of optimization problems. The algorithm iteratively computes the proximal point of the last estimated solution projected into an affine space which itself is parallel and approaching to the feasible set. We provide convergence analysis theoretically supporting the general algorithm, and then apply it for solving $\ell_1$-minimization problems and the matrix completion problem. These problems arise in many applications including machine learning, image and signal processing. We compare our algorithm with the existing state-of-the-art algorithms. Experimental results on solving these problems show that our algorithm is very efficient and competitive.

computer science

Detecting Spammers via Aggregated Historical Data Set

cs.CR

The battle between email service providers and senders of mass unsolicited emails (Spam) continues to gain traction. Vast numbers of Spam emails are sent mainly from automatic botnets distributed over the world. One method for mitigating Spam in a computationally efficient manner is fast and accurate blacklisting of the senders. In this work we propose a new sender reputation mechanism that is based on an aggregated historical data-set which encodes the behavior of mail transfer agents over time. A historical data-set is created from labeled logs of received emails. We use machine learning algorithms to build a model that predicts the \emph{spammingness} of mail transfer agents in the near future. The proposed mechanism is targeted mainly at large enterprises and email service providers and can be used for updating both the black and the white lists. We evaluate the proposed mechanism using 9.5M anonymized log entries obtained from the biggest Internet service provider in Europe. Experiments show that proposed method detects more than 94% of the Spam emails that escaped the blacklist (i.e., TPR), while having less than 0.5% false-alarms. Therefore, the effectiveness of the proposed method is much higher than of previously reported reputation mechanisms, which rely on emails logs. In addition, the proposed method, when used for updating both the black and white lists, eliminated the need in automatic content inspection of 4 out of 5 incoming emails, which resulted in dramatic reduction in the filtering computational load.

computer science

Hamiltonian Annealed Importance Sampling for partition function estimation

cs.LG

We introduce an extension to annealed importance sampling that uses Hamiltonian dynamics to rapidly estimate normalization constants. We demonstrate this method by computing log likelihoods in directed and undirected probabilistic image models. We compare the performance of linear generative models with both Gaussian and Laplace priors, product of experts models with Laplace and Student's t experts, the mc-RBM, and a bilinear generative model. We provide code to compare additional models.

computer science

The representer theorem for Hilbert spaces: a necessary and sufficient condition

math.FA

A family of regularization functionals is said to admit a linear representer theorem if every member of the family admits minimizers that lie in a fixed finite dimensional subspace. A recent characterization states that a general class of regularization functionals with differentiable regularizer admits a linear representer theorem if and only if the regularization term is a non-decreasing function of the norm. In this report, we improve over such result by replacing the differentiability assumption with lower semi-continuity and deriving a proof that is independent of the dimensionality of the space.

computer science

Hamiltonian Monte Carlo with Reduced Momentum Flips

cs.LG

Hamiltonian Monte Carlo (or hybrid Monte Carlo) with partial momentum refreshment explores the state space more slowly than it otherwise would due to the momentum reversals which occur on proposal rejection. These cause trajectories to double back on themselves, leading to random walk behavior on timescales longer than the typical rejection time, and leading to slower mixing. I present a technique by which the number of momentum reversals can be reduced. This is accomplished by maintaining the net exchange of probability between states with opposite momenta, but reducing the rate of exchange in both directions such that it is 0 in one direction. An experiment illustrates these reduced momentum flips accelerating mixing for a particular distribution.

computer science

Ordinal Boltzmann Machines for Collaborative Filtering

cs.IR

Collaborative filtering is an effective recommendation technique wherein the preference of an individual can potentially be predicted based on preferences of other members. Early algorithms often relied on the strong locality in the preference data, that is, it is enough to predict preference of a user on a particular item based on a small subset of other users with similar tastes or of other items with similar properties. More recently, dimensionality reduction techniques have proved to be equally competitive, and these are based on the co-occurrence patterns rather than locality. This paper explores and extends a probabilistic model known as Boltzmann Machine for collaborative filtering tasks. It seamlessly integrates both the similarity and co-occurrence in a principled manner. In particular, we study parameterisation options to deal with the ordinal nature of the preferences, and propose a joint modelling of both the user-based and item-based processes. Experiments on moderate and large-scale movie recommendation show that our framework rivals existing well-known methods.

computer science

Censored Exploration and the Dark Pool Problem

cs.LG

We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove that our algorithm converges in polynomial time to a near-optimal allocation policy; prior results for similar problems in stochastic inventory control guaranteed only asymptotic convergence and examined variants in which each venue could be treated independently. Our analysis bears a strong resemblance to that of efficient exploration/ exploitation schemes in the reinforcement learning literature. We describe an extensive experimental evaluation of our algorithm on the Dark Pool Problem using real trading data.

computer science

Density Sensitive Hashing

cs.IR

Nearest neighbors search is a fundamental problem in various research fields like machine learning, data mining and pattern recognition. Recently, hashing-based approaches, e.g., Locality Sensitive Hashing (LSH), are proved to be effective for scalable high dimensional nearest neighbors search. Many hashing algorithms found their theoretic root in random projection. Since these algorithms generate the hash tables (projections) randomly, a large number of hash tables (i.e., long codewords) are required in order to achieve both high precision and recall. To address this limitation, we propose a novel hashing algorithm called {\em Density Sensitive Hashing} (DSH) in this paper. DSH can be regarded as an extension of LSH. By exploring the geometric structure of the data, DSH avoids the purely random projections selection and uses those projective functions which best agree with the distribution of the data. Extensive experimental results on real-world data sets have shown that the proposed method achieves better performance compared to the state-of-the-art hashing approaches.

computer science

Malware Detection Module using Machine Learning Algorithms to Assist in Centralized Security in Enterprise Networks

cs.CR

Malicious software is abundant in a world of innumerable computer users, who are constantly faced with these threats from various sources like the internet, local networks and portable drives. Malware is potentially low to high risk and can cause systems to function incorrectly, steal data and even crash. Malware may be executable or system library files in the form of viruses, worms, Trojans, all aimed at breaching the security of the system and compromising user privacy. Typically, anti-virus software is based on a signature definition system which keeps updating from the internet and thus keeping track of known viruses. While this may be sufficient for home-users, a security risk from a new virus could threaten an entire enterprise network. This paper proposes a new and more sophisticated antivirus engine that can not only scan files, but also build knowledge and detect files as potential viruses. This is done by extracting system API calls made by various normal and harmful executable, and using machine learning algorithms to classify and hence, rank files on a scale of security risk. While such a system is processor heavy, it is very effective when used centrally to protect an enterprise network which maybe more prone to such threats.

computer science

Universal Algorithm for Online Trading Based on the Method of Calibration

cs.LG

We present a universal algorithm for online trading in Stock Market which performs asymptotically at least as good as any stationary trading strategy that computes the investment at each step using a fixed function of the side information that belongs to a given RKHS (Reproducing Kernel Hilbert Space). Using a universal kernel, we extend this result for any continuous stationary strategy. In this learning process, a trader rationally chooses his gambles using predictions made by a randomized well-calibrated algorithm. Our strategy is based on Dawid's notion of calibration with more general checking rules and on some modification of Kakade and Foster's randomized rounding algorithm for computing the well-calibrated forecasts. We combine the method of randomized calibration with Vovk's method of defensive forecasting in RKHS. Unlike the statistical theory, no stochastic assumptions are made about the stock prices. Our empirical results on historical markets provide strong evidence that this type of technical trading can "beat the market" if transaction costs are ignored.

computer science

Constrained Overcomplete Analysis Operator Learning for Cosparse Signal Modelling

math.NA

We consider the problem of learning a low-dimensional signal model from a collection of training samples. The mainstream approach would be to learn an overcomplete dictionary to provide good approximations of the training samples using sparse synthesis coefficients. This famous sparse model has a less well known counterpart, in analysis form, called the cosparse analysis model. In this new model, signals are characterised by their parsimony in a transformed domain using an overcomplete (linear) analysis operator. We propose to learn an analysis operator from a training corpus using a constrained optimisation framework based on L1 optimisation. The reason for introducing a constraint in the optimisation framework is to exclude trivial solutions. Although there is no final answer here for which constraint is the most relevant constraint, we investigate some conventional constraints in the model adaptation field and use the uniformly normalised tight frame (UNTF) for this purpose. We then derive a practical learning algorithm, based on projected subgradients and Douglas-Rachford splitting technique, and demonstrate its ability to robustly recover a ground truth analysis operator, when provided with a clean training set, of sufficient size. We also find an analysis operator for images, using some noisy cosparse signals, which is indeed a more realistic experiment. As the derived optimisation problem is not a convex program, we often find a local minimum using such variational methods. Some local optimality conditions are derived for two different settings, providing preliminary theoretical support for the well-posedness of the learning problem under appropriate conditions.

computer science

Diffusion Adaptation over Networks

cs.MA

Adaptive networks are well-suited to perform decentralized information processing and optimization tasks and to model various types of self-organized and complex behavior encountered in nature. Adaptive networks consist of a collection of agents with processing and learning abilities. The agents are linked together through a connection topology, and they cooperate with each other through local interactions to solve distributed optimization, estimation, and inference problems in real-time. The continuous diffusion of information across the network enables agents to adapt their performance in relation to streaming data and network conditions; it also results in improved adaptation and learning performance relative to non-cooperative agents. This article provides an overview of diffusion strategies for adaptation and learning over networks. The article is divided into several sections: 1. Motivation; 2. Mean-Square-Error Estimation; 3. Distributed Optimization via Diffusion Strategies; 4. Adaptive Diffusion Strategies; 5. Performance of Steepest-Descent Diffusion Strategies; 6. Performance of Adaptive Diffusion Strategies; 7. Comparing the Performance of Cooperative Strategies; 8. Selecting the Combination Weights; 9. Diffusion with Noisy Information Exchanges; 10. Extensions and Further Considerations; Appendix A: Properties of Kronecker Products; Appendix B: Graph Laplacian and Network Connectivity; Appendix C: Stochastic Matrices; Appendix D: Block Maximum Norm; Appendix E: Comparison with Consensus Strategies; References.

computer science

From Exact Learning to Computing Boolean Functions and Back Again

cs.LG

The goal of the paper is to relate complexity measures associated with the evaluation of Boolean functions (certificate complexity, decision tree complexity) and learning dimensions used to characterize exact learning (teaching dimension, extended teaching dimension). The high level motivation is to discover non-trivial relations between exact learning of an unknown concept and testing whether an unknown concept is part of a concept class or not. Concretely, the goal is to provide lower and upper bounds of complexity measures for one problem type in terms of the other.

computer science

Streaming Algorithms for Pattern Discovery over Dynamically Changing Event Sequences

cs.LG

Discovering frequent episodes over event sequences is an important data mining task. In many applications, events constituting the data sequence arrive as a stream, at furious rates, and recent trends (or frequent episodes) can change and drift due to the dynamical nature of the underlying event generation process. The ability to detect and track such the changing sets of frequent episodes can be valuable in many application scenarios. Current methods for frequent episode discovery are typically multipass algorithms, making them unsuitable in the streaming context. In this paper, we propose a new streaming algorithm for discovering frequent episodes over a window of recent events in the stream. Our algorithm processes events as they arrive, one batch at a time, while discovering the top frequent episodes over a window consisting of several batches in the immediate past. We derive approximation guarantees for our algorithm under the condition that frequent episodes are approximately well-separated from infrequent ones in every batch of the window. We present extensive experimental evaluations of our algorithm on both real and synthetic data. We also present comparisons with baselines and adaptations of streaming algorithms from itemset mining literature.

computer science

Visual and semantic interpretability of projections of high dimensional data for classification tasks

cs.HC

A number of visual quality measures have been introduced in visual analytics literature in order to automatically select the best views of high dimensional data from a large number of candidate data projections. These methods generally concentrate on the interpretability of the visualization and pay little attention to the interpretability of the projection axes. In this paper, we argue that interpretability of the visualizations and the feature transformation functions are both crucial for visual exploration of high dimensional labeled data. We present a two-part user study to examine these two related but orthogonal aspects of interpretability. We first study how humans judge the quality of 2D scatterplots of various datasets with varying number of classes and provide comparisons with ten automated measures, including a number of visual quality measures and related measures from various machine learning fields. We then investigate how the user perception on interpretability of mathematical expressions relate to various automated measures of complexity that can be used to characterize data projection functions. We conclude with a discussion of how automated measures of visual and semantic interpretability of data projections can be used together for exploratory analysis in classification tasks.

computer science

Clustering is difficult only when it does not matter

cs.LG

Numerous papers ask how difficult it is to cluster data. We suggest that the more relevant and interesting question is how difficult it is to cluster data sets {\em that can be clustered well}. More generally, despite the ubiquity and the great importance of clustering, we still do not have a satisfactory mathematical theory of clustering. In order to properly understand clustering, it is clearly necessary to develop a solid theoretical basis for the area. For example, from the perspective of computational complexity theory the clustering problem seems very hard. Numerous papers introduce various criteria and numerical measures to quantify the quality of a given clustering. The resulting conclusions are pessimistic, since it is computationally difficult to find an optimal clustering of a given data set, if we go by any of these popular criteria. In contrast, the practitioners' perspective is much more optimistic. Our explanation for this disparity of opinions is that complexity theory concentrates on the worst case, whereas in reality we only care for data sets that can be clustered well. We introduce a theoretical framework of clustering in metric spaces that revolves around a notion of "good clustering". We show that if a good clustering exists, then in many cases it can be efficiently found. Our conclusion is that contrary to popular belief, clustering should not be considered a hard task.

computer science

On the practically interesting instances of MAXCUT

cs.CC

The complexity of a computational problem is traditionally quantified based on the hardness of its worst case. This approach has many advantages and has led to a deep and beautiful theory. However, from the practical perspective, this leaves much to be desired. In application areas, practically interesting instances very often occupy just a tiny part of an algorithm's space of instances, and the vast majority of instances are simply irrelevant. Addressing these issues is a major challenge for theoretical computer science which may make theory more relevant to the practice of computer science. Following Bilu and Linial, we apply this perspective to MAXCUT, viewed as a clustering problem. Using a variety of techniques, we investigate practically interesting instances of this problem. Specifically, we show how to solve in polynomial time distinguished, metric, expanding and dense instances of MAXCUT under mild stability assumptions. In particular, $(1+\epsilon)$-stability (which is optimal) suffices for metric and dense MAXCUT. We also show how to solve in polynomial time $\Omega(\sqrt{n})$-stable instances of MAXCUT, substantially improving the best previously known result.

computer science

A hybrid clustering algorithm for data mining

cs.DB

Data clustering is a process of arranging similar data into groups. A clustering algorithm partitions a data set into several groups such that the similarity within a group is better than among groups. In this paper a hybrid clustering algorithm based on K-mean and K-harmonic mean (KHM) is described. The proposed algorithm is tested on five different datasets. The research is focused on fast and accurate clustering. Its performance is compared with the traditional K-means & KHM algorithm. The result obtained from proposed hybrid algorithm is much better than the traditional K-mean & KHM algorithm.

computer science

Algorithms for Approximate Minimization of the Difference Between Submodular Functions, with Applications

cs.DS

We extend the work of Narasimhan and Bilmes [30] for minimizing set functions representable as a difference between submodular functions. Similar to [30], our new algorithms are guaranteed to monotonically reduce the objective function at every step. We empirically and theoretically show that the per-iteration cost of our algorithms is much less than [30], and our algorithms can be used to efficiently minimize a difference between submodular functions under various combinatorial constraints, a problem not previously addressed. We provide computational bounds and a hardness result on the mul- tiplicative inapproximability of minimizing the difference between submodular functions. We show, however, that it is possible to give worst-case additive bounds by providing a polynomial time computable lower-bound on the minima. Finally we show how a number of machine learning problems can be modeled as minimizing the difference between submodular functions. We experimentally show the validity of our algorithms by testing them on the problem of feature selection with submodular cost features.

computer science

Robust Online Hamiltonian Learning

cs.LG

In this work we combine two distinct machine learning methodologies, sequential Monte Carlo and Bayesian experimental design, and apply them to the problem of inferring the dynamical parameters of a quantum system. We design the algorithm with practicality in mind by including parameters that control trade-offs between the requirements on computational and experimental resources. The algorithm can be implemented online (during experimental data collection), avoiding the need for storage and post-processing. Most importantly, our algorithm is capable of learning Hamiltonian parameters even when the parameters change from experiment-to-experiment, and also when additional noise processes are present and unknown. The algorithm also numerically estimates the Cramer-Rao lower bound, certifying its own performance.

computer science

From Fields to Trees

stat.CO

We present new MCMC algorithms for computing the posterior distributions and expectations of the unknown variables in undirected graphical models with regular structure. For demonstration purposes, we focus on Markov Random Fields (MRFs). By partitioning the MRFs into non-overlapping trees, it is possible to compute the posterior distribution of a particular tree exactly by conditioning on the remaining tree. These exact solutions allow us to construct efficient blocked and Rao-Blackwellised MCMC algorithms. We show empirically that tree sampling is considerably more efficient than other partitioned sampling schemes and the naive Gibbs sampler, even in cases where loopy belief propagation fails to converge. We prove that tree sampling exhibits lower variance than the naive Gibbs sampler and other naive partitioning schemes using the theoretical measure of maximal correlation. We also construct new information theory tools for comparing different MCMC schemes and show that, under these, tree sampling is more efficient.

computer science

Maximum Entropy for Collaborative Filtering

cs.IR

Within the task of collaborative filtering two challenges for computing conditional probabilities exist. First, the amount of training data available is typically sparse with respect to the size of the domain. Thus, support for higher-order interactions is generally not present. Second, the variables that we are conditioning upon vary for each query. That is, users label different variables during each query. For this reason, there is no consistent input to output mapping. To address these problems we purpose a maximum entropy approach using a non-standard measure of entropy. This approach can be simplified to solving a set of linear equations that can be efficiently solved.

computer science

Learning Probabilistic Systems from Tree Samples

cs.LO

We consider the problem of learning a non-deterministic probabilistic system consistent with a given finite set of positive and negative tree samples. Consistency is defined with respect to strong simulation conformance. We propose learning algorithms that use traditional and a new "stochastic" state-space partitioning, the latter resulting in the minimum number of states. We then use them to solve the problem of "active learning", that uses a knowledgeable teacher to generate samples as counterexamples to simulation equivalence queries. We show that the problem is undecidable in general, but that it becomes decidable under a suitable condition on the teacher which comes naturally from the way samples are generated from failed simulation checks. The latter problem is shown to be undecidable if we impose an additional condition on the learner to always conjecture a "minimum state" hypothesis. We therefore propose a semi-algorithm using stochastic partitions. Finally, we apply the proposed (semi-) algorithms to infer intermediate assumptions in an automated assume-guarantee verification framework for probabilistic systems.

computer science

Touchalytics: On the Applicability of Touchscreen Input as a Behavioral Biometric for Continuous Authentication

cs.CR

We investigate whether a classifier can continuously authenticate users based on the way they interact with the touchscreen of a smart phone. We propose a set of 30 behavioral touch features that can be extracted from raw touchscreen logs and demonstrate that different users populate distinct subspaces of this feature space. In a systematic experiment designed to test how this behavioral pattern exhibits consistency over time, we collected touch data from users interacting with a smart phone using basic navigation maneuvers, i.e., up-down and left-right scrolling. We propose a classification framework that learns the touch behavior of a user during an enrollment phase and is able to accept or reject the current user by monitoring interaction with the touch screen. The classifier achieves a median equal error rate of 0% for intra-session authentication, 2%-3% for inter-session authentication and below 4% when the authentication test was carried out one week after the enrollment phase. While our experimental findings disqualify this method as a standalone authentication mechanism for long-term authentication, it could be implemented as a means to extend screen-lock time or as a part of a multi-modal biometric authentication system.

computer science

Gaussian process regression as a predictive model for Quality-of-Service in Web service systems

cs.NI

In this paper, we present the Gaussian process regression as the predictive model for Quality-of-Service (QoS) attributes in Web service systems. The goal is to predict performance of the execution system expressed as QoS attributes given existing execution system, service repository, and inputs, e.g., streams of requests. In order to evaluate the performance of Gaussian process regression the simulation environment was developed. Two quality indexes were used, namely, Mean Absolute Error and Mean Squared Error. The results obtained within the experiment show that the Gaussian process performed the best with linear kernel and statistically significantly better comparing to Classification and Regression Trees (CART) method.

computer science

Predicate Generation for Learning-Based Quantifier-Free Loop Invariant Inference

cs.LO

We address the predicate generation problem in the context of loop invariant inference. Motivated by the interpolation-based abstraction refinement technique, we apply the interpolation theorem to synthesize predicates implicitly implied by program texts. Our technique is able to improve the effectiveness and efficiency of the learning-based loop invariant inference algorithm in [14]. We report experiment results of examples from Linux, SPEC2000, and Tar utility.

computer science

Label-dependent Feature Extraction in Social Networks for Node Classification

cs.SI

A new method of feature extraction in the social network for within-network classification is proposed in the paper. The method provides new features calculated by combination of both: network structure information and class labels assigned to nodes. The influence of various features on classification performance has also been studied. The experiments on real-world data have shown that features created owing to the proposed method can lead to significant improvement of classification accuracy.

computer science

Discovery of factors in matrices with grades

cs.LG

We present an approach to decomposition and factor analysis of matrices with ordinal data. The matrix entries are grades to which objects represented by rows satisfy attributes represented by columns, e.g. grades to which an image is red, a product has a given feature, or a person performs well in a test. We assume that the grades form a bounded scale equipped with certain aggregation operators and conforms to the structure of a complete residuated lattice. We present a greedy approximation algorithm for the problem of decomposition of such matrix in a product of two matrices with grades under the restriction that the number of factors be small. Our algorithm is based on a geometric insight provided by a theorem identifying particular rectangular-shaped submatrices as optimal factors for the decompositions. These factors correspond to formal concepts of the input data and allow an easy interpretation of the decomposition. We present illustrative examples and experimental evaluation.

computer science

Mining Representative Unsubstituted Graph Patterns Using Prior Similarity Matrix

cs.CE

One of the most powerful techniques to study protein structures is to look for recurrent fragments (also called substructures or spatial motifs), then use them as patterns to characterize the proteins under study. An emergent trend consists in parsing proteins three-dimensional (3D) structures into graphs of amino acids. Hence, the search of recurrent spatial motifs is formulated as a process of frequent subgraph discovery where each subgraph represents a spatial motif. In this scope, several efficient approaches for frequent subgraph discovery have been proposed in the literature. However, the set of discovered frequent subgraphs is too large to be efficiently analyzed and explored in any further process. In this paper, we propose a novel pattern selection approach that shrinks the large number of discovered frequent subgraphs by selecting the representative ones. Existing pattern selection approaches do not exploit the domain knowledge. Yet, in our approach we incorporate the evolutionary information of amino acids defined in the substitution matrices in order to select the representative subgraphs. We show the effectiveness of our approach on a number of real datasets. The results issued from our experiments show that our approach is able to considerably decrease the number of motifs while enhancing their interestingness.

computer science

Mini-Batch Primal and Dual Methods for SVMs

cs.LG

We address the issue of using mini-batches in stochastic optimization of SVMs. We show that the same quantity, the spectral norm of the data, controls the parallelization speedup obtained for both primal stochastic subgradient descent (SGD) and stochastic dual coordinate ascent (SCDA) methods and use it to derive novel variants of mini-batched SDCA. Our guarantees for both methods are expressed in terms of the original nonsmooth primal problem based on the hinge-loss.

computer science

Revealing Cluster Structure of Graph by Path Following Replicator Dynamic

cs.LG

In this paper, we propose a path following replicator dynamic, and investigate its potentials in uncovering the underlying cluster structure of a graph. The proposed dynamic is a generalization of the discrete replicator dynamic. The replicator dynamic has been successfully used to extract dense clusters of graphs; however, it is often sensitive to the degree distribution of a graph, and usually biased by vertices with large degrees, thus may fail to detect the densest cluster. To overcome this problem, we introduce a dynamic parameter, called path parameter, into the evolution process. The path parameter can be interpreted as the maximal possible probability of a current cluster containing a vertex, and it monotonically increases as evolution process proceeds. By limiting the maximal probability, the phenomenon of some vertices dominating the early stage of evolution process is suppressed, thus making evolution process more robust. To solve the optimization problem with a fixed path parameter, we propose an efficient fixed point algorithm. The time complexity of the path following replicator dynamic is only linear in the number of edges of a graph, thus it can analyze graphs with millions of vertices and tens of millions of edges on a common PC in a few minutes. Besides, it can be naturally generalized to hypergraph and graph with edges of different orders. We apply it to four important problems: maximum clique problem, densest k-subgraph problem, structure fitting, and discovery of high-density regions. The extensive experimental results clearly demonstrate its advantages, in terms of robustness, scalability and flexility.

computer science

Hybrid Q-Learning Applied to Ubiquitous recommender system

cs.LG

Ubiquitous information access becomes more and more important nowadays and research is aimed at making it adapted to users. Our work consists in applying machine learning techniques in order to bring a solution to some of the problems concerning the acceptance of the system by users. To achieve this, we propose a fundamental shift in terms of how we model the learning of recommender system: inspired by models of human reasoning developed in robotic, we combine reinforcement learning and case-base reasoning to define a recommendation process that uses these two approaches for generating recommendations on different context dimensions (social, temporal, geographic). We describe an implementation of the recommender system based on this framework. We also present preliminary results from experiments with the system and show how our approach increases the recommendation quality.

computer science

Machine Learning for Bioclimatic Modelling

cs.LG

Many machine learning (ML) approaches are widely used to generate bioclimatic models for prediction of geographic range of organism as a function of climate. Applications such as prediction of range shift in organism, range of invasive species influenced by climate change are important parameters in understanding the impact of climate change. However, success of machine learning-based approaches depends on a number of factors. While it can be safely said that no particular ML technique can be effective in all applications and success of a technique is predominantly dependent on the application or the type of the problem, it is useful to understand their behavior to ensure informed choice of techniques. This paper presents a comprehensive review of machine learning-based bioclimatic model generation and analyses the factors influencing success of such models. Considering the wide use of statistical techniques, in our discussion we also include conventional statistical techniques used in bioclimatic modelling.

computer science

A Cooperative Q-learning Approach for Real-time Power Allocation in Femtocell Networks

cs.MA

In this paper, we address the problem of distributed interference management of cognitive femtocells that share the same frequency range with macrocells (primary user) using distributed multi-agent Q-learning. We formulate and solve three problems representing three different Q-learning algorithms: namely, centralized, distributed and partially distributed power control using Q-learning (CPC-Q, DPC-Q and PDPC-Q). CPCQ, although not of practical interest, characterizes the global optimum. Each of DPC-Q and PDPC-Q works in two different learning paradigms: Independent (IL) and Cooperative (CL). The former is considered the simplest form for applying Qlearning in multi-agent scenarios, where all the femtocells learn independently. The latter is the proposed scheme in which femtocells share partial information during the learning process in order to strike a balance between practical relevance and performance. In terms of performance, the simulation results showed that the CL paradigm outperforms the IL paradigm and achieves an aggregate femtocells capacity that is very close to the optimal one. For the practical relevance issue, we evaluate the robustness and scalability of DPC-Q, in real time, by deploying new femtocells in the system during the learning process, where we showed that DPC-Q in the CL paradigm is scalable to large number of femtocells and more robust to the network dynamics compared to the IL paradigm

computer science

Improving CUR Matrix Decomposition and the Nyström Approximation via Adaptive Sampling

cs.LG

The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its columns, while CUR approximates an arbitrary data matrix by a small number of its columns and rows. Thus, CUR decomposition can be regarded as an extension of the Nystr\"{o}m approximation. In this paper we establish a more general error bound for the adaptive column/row sampling algorithm, based on which we propose more accurate CUR and Nystr\"{o}m algorithms with expected relative-error bounds. The proposed CUR and Nystr\"{o}m algorithms also have low time complexity and can avoid maintaining the whole data matrix in RAM. In addition, we give theoretical analysis for the lower error bounds of the standard Nystr\"{o}m method and the ensemble Nystr\"{o}m method. The main theoretical results established in this paper are novel, and our analysis makes no special assumption on the data matrices.

computer science

On Improving Energy Efficiency within Green Femtocell Networks: A Hierarchical Reinforcement Learning Approach

cs.LG

One of the efficient solutions of improving coverage and increasing capacity in cellular networks is the deployment of femtocells. As the cellular networks are becoming more complex, energy consumption of whole network infrastructure is becoming important in terms of both operational costs and environmental impacts. This paper investigates energy efficiency of two-tier femtocell networks through combining game theory and stochastic learning. With the Stackelberg game formulation, a hierarchical reinforcement learning framework is applied for studying the joint expected utility maximization of macrocells and femtocells subject to the minimum signal-to-interference-plus-noise-ratio requirements. In the learning procedure, the macrocells act as leaders and the femtocells are followers. At each time step, the leaders commit to dynamic strategies based on the best responses of the followers, while the followers compete against each other with no further information but the leaders' transmission parameters. In this paper, we propose two reinforcement learning based intelligent algorithms to schedule each cell's stochastic power levels. Numerical experiments are presented to validate the investigations. The results show that the two learning algorithms substantially improve the energy efficiency of the femtocell networks.

computer science

Non-Asymptotic Convergence Analysis of Inexact Gradient Methods for Machine Learning Without Strong Convexity

math.OC

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact gradient computations and hence can be inefficient when the problem size is large or the gradient is difficult to evaluate. Therefore, there has been much interest in inexact gradient methods (IGMs), in which an efficiently computable approximate gradient is used to perform the update in each iteration. Currently, non-asymptotic linear convergence results for IGMs are typically established under the assumption that the objective function is strongly convex, which is not satisfied in many applications of interest; while linear convergence results that do not require the strong convexity assumption are usually asymptotic in nature. In this paper, we combine the best of these two types of results and establish---under the standard assumption that the gradient approximation errors decrease linearly to zero---the non-asymptotic linear convergence of IGMs when applied to a class of structured convex optimization problems. Such a class covers settings where the objective function is not necessarily strongly convex and includes the least squares and logistic regression problems. We believe that our techniques will find further applications in the non-asymptotic convergence analysis of other first-order methods.

computer science

API design for machine learning software: experiences from the scikit-learn project

cs.LG

Scikit-learn is an increasingly popular machine learning li- brary. Written in Python, it is designed to be simple and efficient, accessible to non-experts, and reusable in various contexts. In this paper, we present and discuss our design choices for the application programming interface (API) of the project. In particular, we describe the simple and elegant interface shared by all learning and processing units in the library and then discuss its advantages in terms of composition and reusability. The paper also comments on implementation details specific to the Python ecosystem and analyzes obstacles faced by users and developers of the library.

computer science

A Comparism of the Performance of Supervised and Unsupervised Machine Learning Techniques in evolving Awale/Mancala/Ayo Game Player

cs.LG

Awale games have become widely recognized across the world, for their innovative strategies and techniques which were used in evolving the agents (player) and have produced interesting results under various conditions. This paper will compare the results of the two major machine learning techniques by reviewing their performance when using minimax, endgame database, a combination of both techniques or other techniques, and will determine which are the best techniques.

computer science

Maximizing submodular functions using probabilistic graphical models

cs.LG

We consider the problem of maximizing submodular functions; while this problem is known to be NP-hard, several numerically efficient local search techniques with approximation guarantees are available. In this paper, we propose a novel convex relaxation which is based on the relationship between submodular functions, entropies and probabilistic graphical models. In a graphical model, the entropy of the joint distribution decomposes as a sum of marginal entropies of subsets of variables; moreover, for any distribution, the entropy of the closest distribution factorizing in the graphical model provides an bound on the entropy. For directed graphical models, this last property turns out to be a direct consequence of the submodularity of the entropy function, and allows the generalization of graphical-model-based upper bounds to any submodular functions. These upper bounds may then be jointly maximized with respect to a set, while minimized with respect to the graph, leading to a convex variational inference scheme for maximizing submodular functions, based on outer approximations of the marginal polytope and maximum likelihood bounded treewidth structures. By considering graphs of increasing treewidths, we may then explore the trade-off between computational complexity and tightness of the relaxation. We also present extensions to constrained problems and maximizing the difference of submodular functions, which include all possible set functions.

computer science

Convex relaxations of structured matrix factorizations

cs.LG

We consider the factorization of a rectangular matrix $X $ into a positive linear combination of rank-one factors of the form $u v^\top$, where $u$ and $v$ belongs to certain sets $\mathcal{U}$ and $\mathcal{V}$, that may encode specific structures regarding the factors, such as positivity or sparsity. In this paper, we show that computing the optimal decomposition is equivalent to computing a certain gauge function of $X$ and we provide a detailed analysis of these gauge functions and their polars. Since these gauge functions are typically hard to compute, we present semi-definite relaxations and several algorithms that may recover approximate decompositions with approximation guarantees. We illustrate our results with simulations on finding decompositions with elements in $\{0,1\}$. As side contributions, we present a detailed analysis of variational quadratic representations of norms as well as a new iterative basis pursuit algorithm that can deal with inexact first-order oracles.

computer science

Attribute-Efficient Evolvability of Linear Functions

cs.LG

In a seminal paper, Valiant (2006) introduced a computational model for evolution to address the question of complexity that can arise through Darwinian mechanisms. Valiant views evolution as a restricted form of computational learning, where the goal is to evolve a hypothesis that is close to the ideal function. Feldman (2008) showed that (correlational) statistical query learning algorithms could be framed as evolutionary mechanisms in Valiant's model. P. Valiant (2012) considered evolvability of real-valued functions and also showed that weak-optimization algorithms that use weak-evaluation oracles could be converted to evolutionary mechanisms. In this work, we focus on the complexity of representations of evolutionary mechanisms. In general, the reductions of Feldman and P. Valiant may result in intermediate representations that are arbitrarily complex (polynomial-sized circuits). We argue that biological constraints often dictate that the representations have low complexity, such as constant depth and fan-in circuits. We give mechanisms for evolving sparse linear functions under a large class of smooth distributions. These evolutionary algorithms are attribute-efficient in the sense that the size of the representations and the number of generations required depend only on the sparsity of the target function and the accuracy parameter, but have no dependence on the total number of attributes.

computer science

Bayesian rules and stochastic models for high accuracy prediction of solar radiation

cs.LG

It is essential to find solar predictive methods to massively insert renewable energies on the electrical distribution grid. The goal of this study is to find the best methodology allowing predicting with high accuracy the hourly global radiation. The knowledge of this quantity is essential for the grid manager or the private PV producer in order to anticipate fluctuations related to clouds occurrences and to stabilize the injected PV power. In this paper, we test both methodologies: single and hybrid predictors. In the first class, we include the multi-layer perceptron (MLP), auto-regressive and moving average (ARMA), and persistence models. In the second class, we mix these predictors with Bayesian rules to obtain ad-hoc models selections, and Bayesian averages of outputs related to single models. If MLP and ARMA are equivalent (nRMSE close to 40.5% for the both), this hybridization allows a nRMSE gain upper than 14 percentage points compared to the persistence estimation (nRMSE=37% versus 51%).

computer science

Speedy Model Selection (SMS) for Copula Models

cs.LG

We tackle the challenge of efficiently learning the structure of expressive multivariate real-valued densities of copula graphical models. We start by theoretically substantiating the conjecture that for many copula families the magnitude of Spearman's rank correlation coefficient is monotone in the expected contribution of an edge in network, namely the negative copula entropy. We then build on this theory and suggest a novel Bayesian approach that makes use of a prior over values of Spearman's rho for learning copula-based models that involve a mix of copula families. We demonstrate the generalization effectiveness of our highly efficient approach on sizable and varied real-life datasets.

computer science

Detecting Fake Escrow Websites using Rich Fraud Cues and Kernel Based Methods

cs.CY

The ability to automatically detect fraudulent escrow websites is important in order to alleviate online auction fraud. Despite research on related topics, fake escrow website categorization has received little attention. In this study we evaluated the effectiveness of various features and techniques for detecting fake escrow websites. Our analysis included a rich set of features extracted from web page text, image, and link information. We also proposed a composite kernel tailored to represent the properties of fake websites, including content duplication and structural attributes. Experiments were conducted to assess the proposed features, techniques, and kernels on a test bed encompassing nearly 90,000 web pages derived from 410 legitimate and fake escrow sites. The combination of an extended feature set and the composite kernel attained over 98% accuracy when differentiating fake sites from real ones, using the support vector machines algorithm. The results suggest that automated web-based information systems for detecting fake escrow sites could be feasible and may be utilized as authentication mechanisms.

computer science

Evaluating Link-Based Techniques for Detecting Fake Pharmacy Websites

cs.CY

Fake online pharmacies have become increasingly pervasive, constituting over 90% of online pharmacy websites. There is a need for fake website detection techniques capable of identifying fake online pharmacy websites with a high degree of accuracy. In this study, we compared several well-known link-based detection techniques on a large-scale test bed with the hyperlink graph encompassing over 80 million links between 15.5 million web pages, including 1.2 million known legitimate and fake pharmacy pages. We found that the QoC and QoL class propagation algorithms achieved an accuracy of over 90% on our dataset. The results revealed that algorithms that incorporate dual class propagation as well as inlink and outlink information, on page-level or site-level graphs, are better suited for detecting fake pharmacy websites. In addition, site-level analysis yielded significantly better results than page-level analysis for most algorithms evaluated.

computer science

Optimal Hybrid Channel Allocation:Based On Machine Learning Algorithms

cs.NI

Recent advances in cellular communication systems resulted in a huge increase in spectrum demand. To meet the requirements of the ever-growing need for spectrum, efficient utilization of the existing resources is of utmost importance. Channel Allocation, has thus become an inevitable research topic in wireless communications. In this paper, we propose an optimal channel allocation scheme, Optimal Hybrid Channel Allocation (OHCA) for an effective allocation of channels. We improvise upon the existing Fixed Channel Allocation (FCA) technique by imparting intelligence to the existing system by employing the multilayer perceptron technique.

computer science

Context-aware recommendations from implicit data via scalable tensor factorization

cs.LG

Albeit the implicit feedback based recommendation problem - when only the user history is available but there are no ratings - is the most typical setting in real-world applications, it is much less researched than the explicit feedback case. State-of-the-art algorithms that are efficient on the explicit case cannot be automatically transformed to the implicit case if scalability should be maintained. There are few implicit feedback benchmark data sets, therefore new ideas are usually experimented on explicit benchmarks. In this paper, we propose a generic context-aware implicit feedback recommender algorithm, coined iTALS. iTALS applies a fast, ALS-based tensor factorization learning method that scales linearly with the number of non-zero elements in the tensor. We also present two approximate and faster variants of iTALS using coordinate descent and conjugate gradient methods at learning. The method also allows us to incorporate various contextual information into the model while maintaining its computational efficiency. We present two context-aware variants of iTALS incorporating seasonality and item purchase sequentiality into the model to distinguish user behavior at different time intervals, and product types with different repetitiveness. Experiments run on six data sets shows that iTALS clearly outperforms context-unaware models and context aware baselines, while it is on par with factorization machines (beats 7 times out of 12 cases) both in terms of recall and MAP.

computer science

A Statistical Learning Based System for Fake Website Detection

cs.CY

Existing fake website detection systems are unable to effectively detect fake websites. In this study, we advocate the development of fake website detection systems that employ classification methods grounded in statistical learning theory (SLT). Experimental results reveal that a prototype system developed using SLT-based methods outperforms seven existing fake website detection systems on a test bed encompassing 900 real and fake websites.

computer science

Using PCA to Efficiently Represent State Spaces

cs.LG

Reinforcement learning algorithms need to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces. This is known as the curse of dimensionality. By projecting the agent's state onto a low-dimensional manifold, we can represent the state space in a smaller and more efficient representation. By using this representation during learning, the agent can converge to a good policy much faster. We test this approach in the Mario Benchmarking Domain. When using dimensionality reduction in Mario, learning converges much faster to a good policy. But, there is a critical convergence-performance trade-off. By projecting onto a low-dimensional manifold, we are ignoring important data. In this paper, we explore this trade-off of convergence and performance. We find that learning in as few as 4 dimensions (instead of 9), we can improve performance past learning in the full dimensional space at a faster convergence rate.

computer science

fastFM: A Library for Factorization Machines

cs.LG

Factorization Machines (FM) are only used in a narrow range of applications and are not part of the standard toolbox of machine learning models. This is a pity, because even though FMs are recognized as being very successful for recommender system type applications they are a general model to deal with sparse and high dimensional features. Our Factorization Machine implementation provides easy access to many solvers and supports regression, classification and ranking tasks. Such an implementation simplifies the use of FM's for a wide field of applications. This implementation has the potential to improve our understanding of the FM model and drive new development.

computer science

An $O(n\log(n))$ Algorithm for Projecting Onto the Ordered Weighted $\ell_1$ Norm Ball

math.OC

The ordered weighted $\ell_1$ (OWL) norm is a newly developed generalization of the Octogonal Shrinkage and Clustering Algorithm for Regression (OSCAR) norm. This norm has desirable statistical properties and can be used to perform simultaneous clustering and regression. In this paper, we show how to compute the projection of an $n$-dimensional vector onto the OWL norm ball in $O(n\log(n))$ operations. In addition, we illustrate the performance of our algorithm on a synthetic regression test.

computer science

Blind Compressive Sensing Framework for Collaborative Filtering

cs.IR

Existing works based on latent factor models have focused on representing the rating matrix as a product of user and item latent factor matrices, both being dense. Latent (factor) vectors define the degree to which a trait is possessed by an item or the affinity of user towards that trait. A dense user matrix is a reasonable assumption as each user will like/dislike a trait to certain extent. However, any item will possess only a few of the attributes and never all. Hence, the item matrix should ideally have a sparse structure rather than a dense one as formulated in earlier works. Therefore we propose to factor the ratings matrix into a dense user matrix and a sparse item matrix which leads us to the Blind Compressed Sensing (BCS) framework. We derive an efficient algorithm for solving the BCS problem based on Majorization Minimization (MM) technique. Our proposed approach is able to achieve significantly higher accuracy and shorter run times as compared to existing approaches.

computer science

Context-Aware Mobility Management in HetNets: A Reinforcement Learning Approach

cs.NI

The use of small cell deployments in heterogeneous network (HetNet) environments is expected to be a key feature of 4G networks and beyond, and essential for providing higher user throughput and cell-edge coverage. However, due to different coverage sizes of macro and pico base stations (BSs), such a paradigm shift introduces additional requirements and challenges in dense networks. Among these challenges is the handover performance of user equipment (UEs), which will be impacted especially when high velocity UEs traverse picocells. In this paper, we propose a coordination-based and context-aware mobility management (MM) procedure for small cell networks using tools from reinforcement learning. Here, macro and pico BSs jointly learn their long-term traffic loads and optimal cell range expansion, and schedule their UEs based on their velocities and historical rates (exchanged among tiers). The proposed approach is shown to not only outperform the classical MM in terms of UE throughput, but also to enable better fairness. In average, a gain of up to 80\% is achieved for UE throughput, while the handover failure probability is reduced up to a factor of three by the proposed learning based MM approaches.

computer science

Human Social Interaction Modeling Using Temporal Deep Networks

cs.CY

We present a novel approach to computational modeling of social interactions based on modeling of essential social interaction predicates (ESIPs) such as joint attention and entrainment. Based on sound social psychological theory and methodology, we collect a new "Tower Game" dataset consisting of audio-visual capture of dyadic interactions labeled with the ESIPs. We expect this dataset to provide a new avenue for research in computational social interaction modeling. We propose a novel joint Discriminative Conditional Restricted Boltzmann Machine (DCRBM) model that combines a discriminative component with the generative power of CRBMs. Such a combination enables us to uncover actionable constituents of the ESIPs in two steps. First, we train the DCRBM model on the labeled data and get accurate (76\%-49\% across various ESIPs) detection of the predicates. Second, we exploit the generative capability of DCRBMs to activate the trained model so as to generate the lower-level data corresponding to the specific ESIP that closely matches the actual training data (with mean square error 0.01-0.1 for generating 100 frames). We are thus able to decompose the ESIPs into their constituent actionable behaviors. Such a purely computational determination of how to establish an ESIP such as engagement is unprecedented.

computer science

$k$-center Clustering under Perturbation Resilience

cs.DS

The $k$-center problem is a canonical and long-studied facility location and clustering problem with many applications in both its symmetric and asymmetric forms. Both versions of the problem have tight approximation factors on worst case instances: a $2$-approximation for symmetric $k$-center and an $O(\log^*(k))$-approximation for the asymmetric version. In this work, we go beyond the worst case and provide strong positive results both for the asymmetric and symmetric $k$-center problems under a very natural input stability (promise) condition called $\alpha$-perturbation resilience (Bilu & Linial 2012) , which states that the optimal solution does not change under any $\alpha$-factor perturbation to the input distances. We show that by assuming 2-perturbation resilience, the exact solution for the asymmetric $k$-center problem can be found in polynomial time. To our knowledge, this is the first problem that is hard to approximate to any constant factor in the worst case, yet can be optimally solved in polynomial time under perturbation resilience for a constant value of $\alpha$. Furthermore, we prove our result is tight by showing symmetric $k$-center under $(2-\epsilon)$-perturbation resilience is hard unless $NP=RP$. This is the first tight result for any problem under perturbation resilience, i.e., this is the first time the exact value of $\alpha$ for which the problem switches from being NP-hard to efficiently computable has been found. Our results illustrate a surprising relationship between symmetric and asymmetric $k$-center instances under perturbation resilience. Unlike approximation ratio, for which symmetric $k$-center is easily solved to a factor of $2$ but asymmetric $k$-center cannot be approximated to any constant factor, both symmetric and asymmetric $k$-center can be solved optimally under resilience to 2-perturbations.

computer science

Complexity Theoretic Limitations on Learning Halfspaces

cs.CC

We study the problem of agnostically learning halfspaces which is defined by a fixed but unknown distribution $\mathcal{D}$ on $\mathbb{Q}^n\times \{\pm 1\}$. We define $\mathrm{Err}_{\mathrm{HALF}}(\mathcal{D})$ as the least error of a halfspace classifier for $\mathcal{D}$. A learner who can access $\mathcal{D}$ has to return a hypothesis whose error is small compared to $\mathrm{Err}_{\mathrm{HALF}}(\mathcal{D})$. Using the recently developed method of the author, Linial and Shalev-Shwartz we prove hardness of learning results under a natural assumption on the complexity of refuting random $K$-$\mathrm{XOR}$ formulas. We show that no efficient learning algorithm has non-trivial worst-case performance even under the guarantees that $\mathrm{Err}_{\mathrm{HALF}}(\mathcal{D}) \le \eta$ for arbitrarily small constant $\eta>0$, and that $\mathcal{D}$ is supported in $\{\pm 1\}^n\times \{\pm 1\}$. Namely, even under these favorable conditions its error must be $\ge \frac{1}{2}-\frac{1}{n^c}$ for every $c>0$. In particular, no efficient algorithm can achieve a constant approximation ratio. Under a stronger version of the assumption (where $K$ can be poly-logarithmic in $n$), we can take $\eta = 2^{-\log^{1-\nu}(n)}$ for arbitrarily small $\nu>0$. Interestingly, this is even stronger than the best known lower bounds (Arora et. al. 1993, Feldamn et. al. 2006, Guruswami and Raghavendra 2006) for the case that the learner is restricted to return a halfspace classifier (i.e. proper learning).

computer science

Machine Learning for Indoor Localization Using Mobile Phone-Based Sensors

cs.LG

In this paper we investigate the problem of localizing a mobile device based on readings from its embedded sensors utilizing machine learning methodologies. We consider a real-world environment, collect a large dataset of 3110 datapoints, and examine the performance of a substantial number of machine learning algorithms in localizing a mobile device. We have found algorithms that give a mean error as accurate as 0.76 meters, outperforming other indoor localization systems reported in the literature. We also propose a hybrid instance-based approach that results in a speed increase by a factor of ten with no loss of accuracy in a live deployment over standard instance-based methods, allowing for fast and accurate localization. Further, we determine how smaller datasets collected with less density affect accuracy of localization, important for use in real-world environments. Finally, we demonstrate that these approaches are appropriate for real-world deployment by evaluating their performance in an online, in-motion experiment.

computer science

Times series averaging from a probabilistic interpretation of time-elastic kernel

cs.LG

At the light of regularized dynamic time warping kernels, this paper reconsider the concept of time elastic centroid (TEC) for a set of time series. From this perspective, we show first how TEC can easily be addressed as a preimage problem. Unfortunately this preimage problem is ill-posed, may suffer from over-fitting especially for long time series and getting a sub-optimal solution involves heavy computational costs. We then derive two new algorithms based on a probabilistic interpretation of kernel alignment matrices that expresses in terms of probabilistic distributions over sets of alignment paths. The first algorithm is an iterative agglomerative heuristics inspired from the state of the art DTW barycenter averaging (DBA) algorithm proposed specifically for the Dynamic Time Warping measure. The second proposed algorithm achieves a classical averaging of the aligned samples but also implements an averaging of the time of occurrences of the aligned samples. It exploits a straightforward progressive agglomerative heuristics. An experimentation that compares for 45 time series datasets classification error rates obtained by first near neighbors classifiers exploiting a single medoid or centroid estimate to represent each categories show that: i) centroids based approaches significantly outperform medoids based approaches, ii) on the considered experience, the two proposed algorithms outperform the state of the art DBA algorithm, and iii) the second proposed algorithm that implements an averaging jointly in the sample space and along the time axes emerges as the most significantly robust time elastic averaging heuristic with an interesting noise reduction capability. Index Terms-Time series averaging Time elastic kernel Dynamic Time Warping Time series clustering and classification.

computer science

A Practical Guide to Randomized Matrix Computations with MATLAB Implementations

cs.MS

Matrix operations such as matrix inversion, eigenvalue decomposition, singular value decomposition are ubiquitous in real-world applications. Unfortunately, many of these matrix operations so time and memory expensive that they are prohibitive when the scale of data is large. In real-world applications, since the data themselves are noisy, machine-precision matrix operations are not necessary at all, and one can sacrifice a reasonable amount of accuracy for computational efficiency. In recent years, a bunch of randomized algorithms have been devised to make matrix computations more scalable. Mahoney (2011) and Woodruff (2014) have written excellent but very technical reviews of the randomized algorithms. Differently, the focus of this manuscript is on intuition, algorithm derivation, and implementation. This manuscript should be accessible to people with knowledge in elementary matrix algebra but unfamiliar with randomized matrix computations. The algorithms introduced in this manuscript are all summarized in a user-friendly way, and they can be implemented in lines of MATLAB code. The readers can easily follow the implementations even if they do not understand the maths and algorithms.

computer science

SAM: Support Vector Machine Based Active Queue Management

cs.NI

Recent years have seen an increasing interest in the design of AQM (Active Queue Management) controllers. The purpose of these controllers is to manage the network congestion under varying loads, link delays and bandwidth. In this paper, a new AQM controller is proposed which is trained by using the SVM (Support Vector Machine) with the RBF (Radial Basis Function) kernal. The proposed controller is called the support vector based AQM (SAM) controller. The performance of the proposed controller has been compared with three conventional AQM controllers, namely the Random Early Detection, Blue and Proportional Plus Integral Controller. The preliminary simulation studies show that the performance of the proposed controller is comparable to the conventional controllers. However, the proposed controller is more efficient in controlling the queue size than the conventional controllers.

computer science

Heavy hitters via cluster-preserving clustering

cs.DS

In turnstile $\ell_p$ $\varepsilon$-heavy hitters, one maintains a high-dimensional $x\in\mathbb{R}^n$ subject to $\texttt{update}(i,\Delta)$ causing $x_i\leftarrow x_i + \Delta$, where $i\in[n]$, $\Delta\in\mathbb{R}$. Upon receiving a query, the goal is to report a small list $L\subset[n]$, $|L| = O(1/\varepsilon^p)$, containing every "heavy hitter" $i\in[n]$ with $|x_i| \ge \varepsilon \|x_{\overline{1/\varepsilon^p}}\|_p$, where $x_{\overline{k}}$ denotes the vector obtained by zeroing out the largest $k$ entries of $x$ in magnitude. For any $p\in(0,2]$ the CountSketch solves $\ell_p$ heavy hitters using $O(\varepsilon^{-p}\log n)$ words of space with $O(\log n)$ update time, $O(n\log n)$ query time to output $L$, and whose output after any query is correct with high probability (whp) $1 - 1/poly(n)$. Unfortunately the query time is very slow. To remedy this, the work [CM05] proposed for $p=1$ in the strict turnstile model, a whp correct algorithm achieving suboptimal space $O(\varepsilon^{-1}\log^2 n)$, worse update time $O(\log^2 n)$, but much better query time $O(\varepsilon^{-1}poly(\log n))$. We show this tradeoff between space and update time versus query time is unnecessary. We provide a new algorithm, ExpanderSketch, which in the most general turnstile model achieves optimal $O(\varepsilon^{-p}\log n)$ space, $O(\log n)$ update time, and fast $O(\varepsilon^{-p}poly(\log n))$ query time, and whp correctness. Our main innovation is an efficient reduction from the heavy hitters to a clustering problem in which each heavy hitter is encoded as some form of noisy spectral cluster in a much bigger graph, and the goal is to identify every cluster. Since every heavy hitter must be found, correctness requires that every cluster be found. We then develop a "cluster-preserving clustering" algorithm, partitioning the graph into clusters without destroying any original cluster.

computer science

Lipschitz Continuity of Mahalanobis Distances and Bilinear Forms

cs.NA

Many theoretical results in the machine learning domain stand only for functions that are Lipschitz continuous. Lipschitz continuity is a strong form of continuity that linearly bounds the variations of a function. In this paper, we derive tight Lipschitz constants for two families of metrics: Mahalanobis distances and bounded-space bilinear forms. To our knowledge, this is the first time the Mahalanobis distance is formally proved to be Lipschitz continuous and that such tight Lipschitz constants are derived.

computer science

Single-Molecule Protein Identification by Sub-Nanopore Sensors

cs.LG

Recent advances in top-down mass spectrometry enabled identification of intact proteins, but this technology still faces challenges. For example, top-down mass spectrometry suffers from a lack of sensitivity since the ion counts for a single fragmentation event are often low. In contrast, nanopore technology is exquisitely sensitive to single intact molecules, but it has only been successfully applied to DNA sequencing, so far. Here, we explore the potential of sub-nanopores for single-molecule protein identification (SMPI) and describe an algorithm for identification of the electrical current blockade signal (nanospectrum) resulting from the translocation of a denaturated, linearly charged protein through a sub-nanopore. The analysis of identification p-values suggests that the current technology is already sufficient for matching nanospectra against small protein databases, e.g., protein identification in bacterial proteomes.

computer science

M3: Scaling Up Machine Learning via Memory Mapping

cs.LG

To process data that do not fit in RAM, conventional wisdom would suggest using distributed approaches. However, recent research has demonstrated virtual memory's strong potential in scaling up graph mining algorithms on a single machine. We propose to use a similar approach for general machine learning. We contribute: (1) our latest finding that memory mapping is also a feasible technique for scaling up general machine learning algorithms like logistic regression and k-means, when data fits in or exceeds RAM (we tested datasets up to 190GB); (2) an approach, called M3, that enables existing machine learning algorithms to work with out-of-core datasets through memory mapping, achieving a speed that is significantly faster than a 4-instance Spark cluster, and comparable to an 8-instance cluster.

computer science

Learning Simple Auctions

cs.LG

We present a general framework for proving polynomial sample complexity bounds for the problem of learning from samples the best auction in a class of "simple" auctions. Our framework captures all of the most prominent examples of "simple" auctions, including anonymous and non-anonymous item and bundle pricings, with either a single or multiple buyers. The technique we propose is to break the analysis of auctions into two natural pieces. First, one shows that the set of allocation rules have large amounts of structure; second, fixing an allocation on a sample, one shows that the set of auctions agreeing with this allocation on that sample have revenue functions with low dimensionality. Our results effectively imply that whenever it's possible to compute a near-optimal simple auction with a known prior, it is also possible to compute such an auction with an unknown prior (given a polynomial number of samples).

computer science

Leveraging Network Dynamics for Improved Link Prediction

cs.SI

The aim of link prediction is to forecast connections that are most likely to occur in the future, based on examples of previously observed links. A key insight is that it is useful to explicitly model network dynamics, how frequently links are created or destroyed when doing link prediction. In this paper, we introduce a new supervised link prediction framework, RPM (Rate Prediction Model). In addition to network similarity measures, RPM uses the predicted rate of link modifications, modeled using time series data; it is implemented in Spark-ML and trained with the original link distribution, rather than a small balanced subset. We compare the use of this network dynamics model to directly creating time series of network similarity measures. Our experiments show that RPM, which leverages predicted rates, outperforms the use of network similarity measures, either individually or within a time series.

computer science

The Univariate Flagging Algorithm (UFA): a Fully-Automated Approach for Identifying Optimal Thresholds in Data

cs.LG

In many data classification problems, there is no linear relationship between an explanatory and the dependent variables. Instead, there may be ranges of the input variable for which the observed outcome is signficantly more or less likely. This paper describes an algorithm for automatic detection of such thresholds, called the Univariate Flagging Algorithm (UFA). The algorithm searches for a separation that optimizes the difference between separated areas while providing the maximum support. We evaluate its performance using three examples and demonstrate that thresholds identified by the algorithm align well with visual inspection and subject matter expertise. We also introduce two classification approaches that use UFA and show that the performance attained on unseen test data is equal to or better than that of more traditional classifiers. We demonstrate that the proposed algorithm is robust against missing data and noise, is scalable, and is easy to interpret and visualize. It is also well suited for problems where incidence of the target is low.

computer science

Typical Stability

cs.LG

In this paper, we introduce a notion of algorithmic stability called typical stability. When our goal is to release real-valued queries (statistics) computed over a dataset, this notion does not require the queries to be of bounded sensitivity -- a condition that is generally assumed under differential privacy [DMNS06, Dwork06] when used as a notion of algorithmic stability [DFHPRR15a, DFHPRR15b, BNSSSU16] -- nor does it require the samples in the dataset to be independent -- a condition that is usually assumed when generalization-error guarantees are sought. Instead, typical stability requires the output of the query, when computed on a dataset drawn from the underlying distribution, to be concentrated around its expected value with respect to that distribution. We discuss the implications of typical stability on the generalization error (i.e., the difference between the value of the query computed on the dataset and the expected value of the query with respect to the true data distribution). We show that typical stability can control generalization error in adaptive data analysis even when the samples in the dataset are not necessarily independent and when queries to be computed are not necessarily of bounded-sensitivity as long as the results of the queries over the dataset (i.e., the computed statistics) follow a distribution with a "light" tail. Examples of such queries include, but not limited to, subgaussian and subexponential queries. We also discuss the composition guarantees of typical stability and prove composition theorems that characterize the degradation of the parameters of typical stability under $k$-fold adaptive composition. We also give simple noise-addition algorithms that achieve this notion. These algorithms are similar to their differentially private counterparts, however, the added noise is calibrated differently.

computer science

An Unbiased Data Collection and Content Exploitation/Exploration Strategy for Personalization

cs.IR

One of missions for personalization systems and recommender systems is to show content items according to users' personal interests. In order to achieve such goal, these systems are learning user interests over time and trying to present content items tailoring to user profiles. Recommending items according to users' preferences has been investigated extensively in the past few years, mainly thanks for the popularity of Netflix competition. In a real setting, users may be attracted by a subset of those items and interact with them, only leaving partial feedbacks to the system to learn in the next cycle, which leads to significant biases into systems and hence results in a situation where user engagement metrics cannot be improved over time. The problem is not just for one component of the system. The data collected from users is usually used in many different tasks, including learning ranking functions, building user profiles and constructing content classifiers. Once the data is biased, all these downstream use cases would be impacted as well. Therefore, it would be beneficial to gather unbiased data through user interactions. Traditionally, unbiased data collection is done through showing items uniformly sampling from the content pool. However, this simple scheme is not feasible as it risks user engagement metrics and it takes long time to gather user feedbacks. In this paper, we introduce a user-friendly unbiased data collection framework, by utilizing methods developed in the exploitation and exploration literature. We discuss how the framework is different from normal multi-armed bandit problems and why such method is needed. We layout a novel Thompson sampling for Bernoulli ranked-list to effectively balance user experiences and data collection. The proposed method is validated from a real bucket test and we show strong results comparing to old algorithms

computer science

Asynchronous Stochastic Gradient Descent with Variance Reduction for Non-Convex Optimization

cs.LG

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic gradient descent (SGD) based algorithms with variance reduction converge with a linear convergent rate on convex problems. However, there is no work to analyze asynchronous SGD with variance reduction technique on non-convex problem. In this paper, we study two asynchronous parallel implementations of SVRG: one is on a distributed memory system and the other is on a shared memory system. We provide the theoretical analysis that both algorithms can obtain a convergence rate of $O(1/T)$, and linear speed up is achievable if the number of workers is upper bounded. V1,v2,v3 have been withdrawn due to reference issue, please refer the newest version v4.

computer science

ModelWizard: Toward Interactive Model Construction

cs.PL

Data scientists engage in model construction to discover machine learning models that well explain a dataset, in terms of predictiveness, understandability and generalization across domains. Questions such as "what if we model common cause Z" and "what if Y's dependence on X reverses" inspire many candidate models to consider and compare, yet current tools emphasize constructing a final model all at once. To more naturally reflect exploration when debating numerous models, we propose an interactive model construction framework grounded in composable operations. Primitive operations capture core steps refining data and model that, when verified, form an inductive basis to prove model validity. Derived, composite operations enable advanced model families, both generic and specialized, abstracted away from low-level details. We prototype our envisioned framework in ModelWizard, a domain-specific language embedded in F# to construct Tabular models. We enumerate language design and demonstrate its use through several applications, emphasizing how language may facilitate creation of complex models. To future engineers designing data science languages and tools, we offer ModelWizard's design as a new model construction paradigm, speeding discovery of our universe's structure.

computer science