Randomized nonlinear component analysis

Copyright © (2014) by the International Machine Learning Society (IMLS) All rights reserved. Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear re-lationships in data. Although nonlinear variants of PCA and CCA have been proposed, these are computationally prohibitive in the large scale. In a separate strand of recent research, randomized methods have been proposed to construct features that help reveal nonlinear patterns in data. For basic tasks such as regression or classification, random features exhibit little or no loss in performance, while achieving drastic savings in computational requirements. In this paper we leverage randomness to design scalable new variants of nonlinear PCA and CCA; our ideas extend to key multivariate analysis tools such as spectral clustering or LDA. We demonstrate our algorithms through experiments on real- world data, on which we compare against the state-of-the-art. A simple R implementation of the presented algorithms is provided.

Student-t processes as alternatives to Gaussian processes

We investigate the Student-t process as an alternative to the Gaussian process as a non-parametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by integrating away an inverse Wishart process prior over the co-variance kernel of a Gaussian process model. We show surprising equivalences between different hierarchical Gaussian process models leading to Student-t processes, and derive a new sampling scheme for the inverse Wishart process, which helps elucidate these equivalences. Overall, we show that a Student-t process can retain the attractive properties of a Gaussian process - a nonparamet-ric representation, analytic marginal and predictive distributions, and easy model selection through covariance kernels - but has enhanced flexibility, and predictive covariances that, unlike a Gaussian process, explicitly depend on the values of training observations. We verify empirically that a Student-t process is especially useful in situations where there are changes in covariance structure, or in applications such as Bayesian optimization, where accurate predictive covariances are critical for good performance. These advantages come at no additional computational cost over Gaussian processes.

Avoiding pathologies in very deep networks

Choosing appropriate architectures and regularization strategies of deep networks is crucial to good predictive performance. To shed light on this problem, we analyze the analogous problem of constructing useful priors on compositions of functions. Specifically, we study the deep Gaussian process, a type of infinitely-wide, deep neural network. We show that in standard architectures, the representational capacity of the network tends to capture fewer degrees of freedom as the number of layers increases, retaining only a single degree of freedom in the limit. We propose an alternate network architecture which does not suffer from this pathology. We also examine deep covariance functions, obtained by composing infinitely many feature transforms. Lastly, we characterize the class of models obtained by performing dropout on Gaussian processes.

A reversible infinite HMM using normalised random measures

Copyright 2014 by the author(s). We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Markov chain. The resulting prior over infinite transition matrices is closely related to the hierarchical Dirichlet process but enforces reversibility. A reinforcement scheme has recently been proposed with similar properties, but the de Finetti measure is not well characterised. We take the alternative approach of explicitly constructing the mixing measure, which allows more straightforward and efficient inference at the cost of no longer having a closed form predictive distribution. We use our process to construct a reversible infinite HMM which we apply to two real datasets, one from epigenomics and one ion channel recording.

An extension of slow feature analysis for nonlinear blind source separation

We present and test an extension of slow feature analysis as a novel approach to nonlinear blind source separation. The algorithm relies on temporal correlations and iteratively reconstructs a set of statistically independent sources from arbitrary nonlinear instantaneous mixtures. Simulations show that it is able to invert a complicated nonlinear mixture of two audio signals with a high reliability. The algorithm is based on a mathematical analysis of slow feature analysis for the case of input data that are generated from statistically independent sources. © 2014 Henning Sprekeler, Tiziano Zito and Laurenz Wiskott.

Linear dimensionality reduction: Survey, insights, and generalizations

© 2015 John P. Cunningham and Zoubin Ghahramani. Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of interest, such as covariance, dynamical structure, correlation between data sets, input-output relationships, and margin between data classes. Methods have been developed with a variety of names and motivations in many fields, and perhaps as a result the connections between all these methods have not been highlighted. Here we survey methods from this disparate literature as optimization programs over matrix manifolds. We discuss principal component analysis, factor analysis, linear multidimensional scaling, Fisher's linear discriminant analysis, canonical correlations analysis, maximum autocorrelation factors, slow feature analysis, sufficient dimensionality reduction, undercomplete independent component analysis, linear regression, distance metric learning, and more. This optimization framework gives insight to some rarely discussed shortcomings of well-known methods, such as the suboptimality of certain eigenvector solutions. Modern techniques for optimization over matrix manifolds enable a generic linear dimensionality reduction solver, which accepts as input data and an objective to be optimized, and returns, as output, an optimal low-dimensional projection of the data. This simple optimization framework further allows straightforward generalizations and novel variants of classical methods, which we demonstrate here by creating an orthogonal-projection canonical correlations analysis. More broadly, this survey and generic solver suggest that linear dimensionality reduction can move toward becoming a blackbox, objective-agnostic numerical technology.

Predictive entropy search for efficient global optimization of black-box functions

We propose a novel information-theoretic approach for Bayesian optimization called Predictive Entropy Search (PES). At each iteration, PES selects the next evaluation point that maximizes the expected information gained with respect to the global maximum. PES codifies this intractable acquisition function in terms of the expected reduction in the differential entropy of the predictive distribution. This reformulation allows PES to obtain approximations that are both more accurate and efficient than other alternatives such as Entropy Search (ES). Furthermore, PES can easily perform a fully Bayesian treatment of the model hyperparameters while ES cannot. We evaluate PES in both synthetic and real-world applications, including optimization problems in machine learning, finance, biotechnology, and robotics. We show that the increased accuracy of PES leads to significant gains in optimization performance.

Manopt, a matlab toolbox for optimization on manifolds

Optimization on manifolds is a rapidly developing branch of nonlinear optimization. Its focus is on problems where the smooth geometry of the search space can be leveraged to design effcient numerical algorithms. In particular, optimization on manifolds is well-suited to deal with rank and orthogonality constraints. Such structured constraints appear pervasively in machine learning applications, including low-rank matrix completion, sensor network localization, camera network registration, independent component analysis, metric learning, dimensionality reduction and so on. The Manopt toolbox, available at www.manopt.org, is a user-friendly, documented piece of software dedicated to simplify experimenting with state of the art Riemannian optimization algorithms. By dealing internally with most of the differential geometry, the package aims particularly at lowering the entrance barrier. © 2014 Nicolas Boumal.

Fixed-rank matrix factorizations and Riemannian low-rank optimization

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient manifolds. We study the underlying geometries of several well-known fixed-rank matrix factorizations and then exploit the Riemannian quotient geometry of the search space in the design of a class of gradient descent and trust-region algorithms. The proposed algorithms generalize our previous results on fixed-rank symmetric positive semidefinite matrices, apply to a broad range of applications, scale to high-dimensional problems, and confer a geometric basis to recent contributions on the learning of fixed-rank non-symmetric matrices. We make connections with existing algorithms in the context of low-rank matrix completion and discuss the usefulness of the proposed framework. Numerical experiments suggest that the proposed algorithms compete with state-of-the-art algorithms and that manifold optimization offers an effective and versatile framework for the design of machine learning algorithms that learn a fixed-rank matrix. © 2013 Springer-Verlag Berlin Heidelberg.

Iris recognition algorithm based on point covering of high-dimensional space and neural network

In this paper, we constructed a Iris recognition algorithm based on point covering of high-dimensional space and Multi-weighted neuron of point covering of high-dimensional space, and proposed a new method for iris recognition based on point covering theory of high-dimensional space. In this method, irises are trained as "cognition" one class by one class, and it doesn't influence the original recognition knowledge for samples of the new added class. The results of experiments show the rejection rate is 98.9%, the correct cognition rate and the error rate are 95.71% and 3.5% respectively. The experimental results demonstrate that the rejection rate of test samples excluded in the training samples class is very high. It proves the proposed method for iris recognition is effective.

Wavelet denoising and feature extraction of seismic signal for footstep detection

Seismic sensors are widely used to detect moving target in ground sensor networks. Footstep detection is very important for security surveillance and other applications. Because of non-stationary characteristic of seismic signal and complex environment conditions, footstep detection is a very challenging problem. A novel wavelet denoising method based on singular value decomposition is used to solve these problems. The signal-to-noise ratio (SNR) of raw footstep signal is greatly improved using this strategy. The feature extraction method is also discussed after denosing procedure. Comparing, with kurtosis statistic feature, the wavelet energy feature is more promising for seismic footstep detection, especially in a long distance surveillance.

A multi-frame image super-resolution method

Multi-frame image super-resolution (SR) aims to utilize information from a set of low-resolution (LR) images to compose a high-resolution (HR) one. As it is desirable or essential in many real applications, recent years have witnessed the growing interest in the problem of multi-frame SR reconstruction. This set of algorithms commonly utilizes a linear observation model to construct the relationship between the recorded LR images to the unknown reconstructed HR image estimates. Recently, regularization-based schemes have been demonstrated to be effective because SR reconstruction is actually an ill-posed problem. Working within this promising framework, this paper first proposes two new regularization items, termed as locally adaptive bilateral total variation and consistency of gradients, to keep edges and flat regions, which are implicitly described in LR images, sharp and smooth, respectively. Thereafter, the combination of the proposed regularization items is superior to existing regularization items because it considers both edges and flat regions while existing ones consider only edges. Thorough experimental results show the effectiveness of the new algorithm for SR reconstruction. (C) 2009 Elsevier B.V. All rights reserved.

分布式强化学习系统的体系结构研究

强化学习是一种重要的机器学习方法，随着计算机网络和分布式处理技术的飞速发展，多智能体系统中的分布式强化学习方法正受到越来越多的关注。论文将目前已有的各种分布式强化学习方法总结为中央强化学习、独立强化学习、群体强化学习、社会强化学习四类，然后探讨了这四类分布式强化学习方法的体系结构框架，并给出了这四类分布式强化学习方法的形式化定义。

Permutation Tests for Classification

We introduce and explore an approach to estimating statistical significance of classification accuracy, which is particularly useful in scientific applications of machine learning where high dimensionality of the data and the small number of training examples render most standard convergence bounds too loose to yield a meaningful guarantee of the generalization ability of the classifier. Instead, we estimate statistical significance of the observed classification accuracy, or the likelihood of observing such accuracy by chance due to spurious correlations of the high-dimensional data patterns with the class labels in the given training set. We adopt permutation testing, a non-parametric technique previously developed in classical statistics for hypothesis testing in the generative setting (i.e., comparing two probability distributions). We demonstrate the method on real examples from neuroimaging studies and DNA microarray analysis and suggest a theoretical analysis of the procedure that relates the asymptotic behavior of the test to the existing convergence bounds.

Justified Generalization: Acquiring Procedures from Examples

This thesis describes an implemented system called NODDY for acquiring procedures from examples presented by a teacher. Acquiring procedures form examples involves several different generalization tasks. Generalization is an underconstrained task, and the main issue of machine learning is how to deal with this underconstraint. The thesis presents two principles for constraining generalization on which NODDY is based. The first principle is to exploit domain based constraints. NODDY demonstrated how such constraints can be used both to reduce the space of possible generalizations to manageable size, and how to generate negative examples out of positive examples to further constrain the generalization. The second principle is to avoid spurious generalizations by requiring justification before adopting a generalization. NODDY demonstrates several different ways of justifying a generalization and proposes a way of ordering and searching a space of candidate generalizations based on how much evidence would be required to justify each generalization. Acquiring procedures also involves three types of constructive generalizations: inferring loops (a kind of group), inferring complex relations and state variables, and inferring predicates. NODDY demonstrates three constructive generalization methods for these kinds of generalization.