Ordinal regression has become an effective way of learning user preferences, but most research focuses on single regression problems. In this paper we introduce collaborative ordinal regression, where multiple ordinal regression tasks are handled simultaneously. Rather than modeling each task individually, we explore the dependency between ranking functions through a hierarchical Bayesian model and assign a common Gaussian Process (GP) prior to all individual functions. Empirical studies show that our collaborative model outperforms the individual counterpart in preference learning applications.
{"title":"Collaborative ordinal regression","authors":"Shipeng Yu, Kai Yu, Volker Tresp, H. Kriegel","doi":"10.1145/1143844.1143981","DOIUrl":"https://doi.org/10.1145/1143844.1143981","url":null,"abstract":"Ordinal regression has become an effective way of learning user preferences, but most research focuses on single regression problems. In this paper we introduce collaborative ordinal regression, where multiple ordinal regression tasks are handled simultaneously. Rather than modeling each task individually, we explore the dependency between ranking functions through a hierarchical Bayesian model and assign a common Gaussian Process (GP) prior to all individual functions. Empirical studies show that our collaborative model outperforms the individual counterpart in preference learning applications.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115518576","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The general approach for automatically driving data collection using information from previously acquired data is called active learning. Traditional active learning addresses the problem of choosing the unlabeled examples for which the class labels are queried with the goal of learning a classifier. In contrast we address the problem of active feature sampling for detecting useless features. We propose a strategy to actively sample the values of new features on class-labeled examples, with the objective of feature relevance assessment. We derive an active feature sampling algorithm from an information theoretic and statistical formulation of the problem. We present experimental results on synthetic, UCI and real world datasets to demonstrate that our active sampling algorithm can provide accurate estimates of feature relevance with lower data acquisition costs than random sampling and other previously proposed sampling algorithms.
{"title":"Active sampling for detecting irrelevant features","authors":"S. Veeramachaneni, E. Olivetti, P. Avesani","doi":"10.1145/1143844.1143965","DOIUrl":"https://doi.org/10.1145/1143844.1143965","url":null,"abstract":"The general approach for automatically driving data collection using information from previously acquired data is called active learning. Traditional active learning addresses the problem of choosing the unlabeled examples for which the class labels are queried with the goal of learning a classifier. In contrast we address the problem of active feature sampling for detecting useless features. We propose a strategy to actively sample the values of new features on class-labeled examples, with the objective of feature relevance assessment. We derive an active feature sampling algorithm from an information theoretic and statistical formulation of the problem. We present experimental results on synthetic, UCI and real world datasets to demonstrate that our active sampling algorithm can provide accurate estimates of feature relevance with lower data acquisition costs than random sampling and other previously proposed sampling algorithms.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128194112","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Recently there has been considerable interest in learning with higher order relations (i.e., three-way or higher) in the unsupervised and semi-supervised settings. Hypergraphs and tensors have been proposed as the natural way of representing these relations and their corresponding algebra as the natural tools for operating on them. In this paper we argue that hypergraphs are not a natural representation for higher order relations, indeed pairwise as well as higher order relations can be handled using graphs. We show that various formulations of the semi-supervised and the unsupervised learning problem on hypergraphs result in the same graph theoretic problem and can be analyzed using existing tools.
{"title":"Higher order learning with graphs","authors":"Sameer Agarwal, K. Branson, Serge J. Belongie","doi":"10.1145/1143844.1143847","DOIUrl":"https://doi.org/10.1145/1143844.1143847","url":null,"abstract":"Recently there has been considerable interest in learning with higher order relations (i.e., three-way or higher) in the unsupervised and semi-supervised settings. Hypergraphs and tensors have been proposed as the natural way of representing these relations and their corresponding algebra as the natural tools for operating on them. In this paper we argue that hypergraphs are not a natural representation for higher order relations, indeed pairwise as well as higher order relations can be handled using graphs. We show that various formulations of the semi-supervised and the unsupervised learning problem on hypergraphs result in the same graph theoretic problem and can be analyzed using existing tools.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"121 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116838882","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
If appropriately used, prior knowledge can significantly improve the predictive accuracy of learning algorithms or reduce the amount of training data needed. In this paper we introduce a simple method to incorporate prior knowledge in support vector machines by modifying the hypothesis space rather than the optimization problem. The optimization problem is amenable to solution by the constrained concave convex procedure, which finds a local optimum. The paper discusses different kinds of prior knowledge and demonstrates the applicability of the approach in some characteristic experiments.
{"title":"Simpler knowledge-based support vector machines","authors":"Quoc V. Le, Alex Smola, Thomas Gärtner","doi":"10.1145/1143844.1143910","DOIUrl":"https://doi.org/10.1145/1143844.1143910","url":null,"abstract":"If appropriately used, prior knowledge can significantly improve the predictive accuracy of learning algorithms or reduce the amount of training data needed. In this paper we introduce a simple method to incorporate prior knowledge in support vector machines by modifying the hypothesis space rather than the optimization problem. The optimization problem is amenable to solution by the constrained concave convex procedure, which finds a local optimum. The paper discusses different kinds of prior knowledge and demonstrates the applicability of the approach in some characteristic experiments.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121845108","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We investigate under what conditions clustering by learning a mixture of spherical Gaussians is (a) computationally tractable; and (b) statistically possible. We show that using principal component projection greatly aids in recovering the clustering using EM; present empirical evidence that even using such a projection, there is still a large gap between the number of samples needed to recover the clustering using EM, and the number of samples needed without computational restrictions; and characterize the regime in which such a gap exists.
{"title":"An investigation of computational and informational limits in Gaussian mixture clustering","authors":"N. Srebro, Gregory Shakhnarovich, S. Roweis","doi":"10.1145/1143844.1143953","DOIUrl":"https://doi.org/10.1145/1143844.1143953","url":null,"abstract":"We investigate under what conditions clustering by learning a mixture of spherical Gaussians is (a) computationally tractable; and (b) statistically possible. We show that using principal component projection greatly aids in recovering the clustering using EM; present empirical evidence that even using such a projection, there is still a large gap between the number of samples needed to recover the clustering using EM, and the number of samples needed without computational restrictions; and characterize the regime in which such a gap exists.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"219 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122995443","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Graph data is getting increasingly popular in, e.g., bioinformatics and text processing. A main difficulty of graph data processing lies in the intrinsic high dimensionality of graphs, namely, when a graph is represented as a binary feature vector of indicators of all possible subgraphs, the dimensionality gets too large for usual statistical methods. We propose an efficient method for learning a binomial mixture model in this feature space. Combining the l1 regularizer and the data structure called DFS code tree, the MAP estimate of non-zero parameters are computed efficiently by means of the EM algorithm. Our method is applied to the clustering of RNA graphs, and is compared favorably with graph kernels and the spectral graph distance.
{"title":"Clustering graphs by weighted substructure mining","authors":"K. Tsuda, Taku Kudo","doi":"10.1145/1143844.1143964","DOIUrl":"https://doi.org/10.1145/1143844.1143964","url":null,"abstract":"Graph data is getting increasingly popular in, e.g., bioinformatics and text processing. A main difficulty of graph data processing lies in the intrinsic high dimensionality of graphs, namely, when a graph is represented as a binary feature vector of indicators of all possible subgraphs, the dimensionality gets too large for usual statistical methods. We propose an efficient method for learning a binomial mixture model in this feature space. Combining the l1 regularizer and the data structure called DFS code tree, the MAP estimate of non-zero parameters are computed efficiently by means of the EM algorithm. Our method is applied to the clustering of RNA graphs, and is compared favorably with graph kernels and the spectral graph distance.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"134 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122647951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Boosting methods are known not to usually overfit training data even as the size of the generated classifiers becomes large. Schapire et al. attempted to explain this phenomenon in terms of the margins the classifier achieves on training examples. Later, however, Breiman cast serious doubt on this explanation by introducing a boosting algorithm, arc-gv, that can generate a higher margins distribution than AdaBoost and yet performs worse. In this paper, we take a close look at Breiman's compelling but puzzling results. Although we can reproduce his main finding, we find that the poorer performance of arc-gv can be explained by the increased complexity of the base classifiers it uses, an explanation supported by our experiments and entirely consistent with the margins theory. Thus, we find maximizing the margins is desirable, but not necessarily at the expense of other factors, especially base-classifier complexity.
{"title":"How boosting the margin can also boost classifier complexity","authors":"L. Reyzin, R. Schapire","doi":"10.1145/1143844.1143939","DOIUrl":"https://doi.org/10.1145/1143844.1143939","url":null,"abstract":"Boosting methods are known not to usually overfit training data even as the size of the generated classifiers becomes large. Schapire et al. attempted to explain this phenomenon in terms of the margins the classifier achieves on training examples. Later, however, Breiman cast serious doubt on this explanation by introducing a boosting algorithm, arc-gv, that can generate a higher margins distribution than AdaBoost and yet performs worse. In this paper, we take a close look at Breiman's compelling but puzzling results. Although we can reproduce his main finding, we find that the poorer performance of arc-gv can be explained by the increased complexity of the base classifiers it uses, an explanation supported by our experiments and entirely consistent with the margins theory. Thus, we find maximizing the margins is desirable, but not necessarily at the expense of other factors, especially base-classifier complexity.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"51 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129881115","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We extend Support Vector Machines to input spaces that are sets by ensuring that the classifier is invariant to permutations of sub-elements within each input. Such permutations include reordering of scalars in an input vector, re-orderings of tuples in an input matrix or re-orderings of general objects (in Hilbert spaces) within a set as well. This approach induces permutational invariance in the classifier which can then be directly applied to unusual set-based representations of data. The permutation invariant Support Vector Machine alternates the Hungarian method for maximum weight matching within the maximum margin learning procedure. We effectively estimate and apply permutations to the input data points to maximize classification margin while minimizing data radius. This procedure has a strong theoretical justification via well established error probability bounds. Experiments are shown on character recognition, 3D object recognition and various UCI datasets.
{"title":"Permutation invariant SVMs","authors":"Pannagadatta K. Shivaswamy, T. Jebara","doi":"10.1145/1143844.1143947","DOIUrl":"https://doi.org/10.1145/1143844.1143947","url":null,"abstract":"We extend Support Vector Machines to input spaces that are sets by ensuring that the classifier is invariant to permutations of sub-elements within each input. Such permutations include reordering of scalars in an input vector, re-orderings of tuples in an input matrix or re-orderings of general objects (in Hilbert spaces) within a set as well. This approach induces permutational invariance in the classifier which can then be directly applied to unusual set-based representations of data. The permutation invariant Support Vector Machine alternates the Hungarian method for maximum weight matching within the maximum margin learning procedure. We effectively estimate and apply permutations to the input data points to maximize classification margin while minimizing data radius. This procedure has a strong theoretical justification via well established error probability bounds. Experiments are shown on character recognition, 3D object recognition and various UCI datasets.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130178550","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Mike Klaas, M. Briers, Nando de Freitas, A. Doucet, S. Maskell, Dustin Lang
We propose efficient particle smoothing methods for generalized state-spaces models. Particle smoothing is an expensive O(N2) algorithm, where N is the number of particles. We overcome this problem by integrating dual tree recursions and fast multipole techniques with forward-backward smoothers, a new generalized two-filter smoother and a maximum a posteriori (MAP) smoother. Our experiments show that these improvements can substantially increase the practicality of particle smoothing.
{"title":"Fast particle smoothing: if I had a million particles","authors":"Mike Klaas, M. Briers, Nando de Freitas, A. Doucet, S. Maskell, Dustin Lang","doi":"10.1145/1143844.1143905","DOIUrl":"https://doi.org/10.1145/1143844.1143905","url":null,"abstract":"We propose efficient particle smoothing methods for generalized state-spaces models. Particle smoothing is an expensive O(N2) algorithm, where N is the number of particles. We overcome this problem by integrating dual tree recursions and fast multipole techniques with forward-backward smoothers, a new generalized two-filter smoother and a maximum a posteriori (MAP) smoother. Our experiments show that these improvements can substantially increase the practicality of particle smoothing.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124564120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Elimination by aspects (EBA) is a probabilistic choice model describing how humans decide between several options. The options from which the choice is made are characterized by binary features and associated weights. For instance, when choosing which mobile phone to buy the features to consider may be: long lasting battery, color screen, etc. Existing methods for inferring the parameters of the model assume pre-specified features. However, the features that lead to the observed choices are not always known. Here, we present a non-parametric Bayesian model to infer the features of the options and the corresponding weights from choice data. We use the Indian buffet process (IBP) as a prior over the features. Inference using Markov chain Monte Carlo (MCMC) in conjugate IBP models has been previously described. The main contribution of this paper is an MCMC algorithm for the EBA model that can also be used in inference for other non-conjugate IBP models---this may broaden the use of IBP priors considerably.
{"title":"A choice model with infinitely many latent features","authors":"Dilan Görür, F. Jäkel, C. Rasmussen","doi":"10.1145/1143844.1143890","DOIUrl":"https://doi.org/10.1145/1143844.1143890","url":null,"abstract":"Elimination by aspects (EBA) is a probabilistic choice model describing how humans decide between several options. The options from which the choice is made are characterized by binary features and associated weights. For instance, when choosing which mobile phone to buy the features to consider may be: long lasting battery, color screen, etc. Existing methods for inferring the parameters of the model assume pre-specified features. However, the features that lead to the observed choices are not always known. Here, we present a non-parametric Bayesian model to infer the features of the options and the corresponding weights from choice data. We use the Indian buffet process (IBP) as a prior over the features. Inference using Markov chain Monte Carlo (MCMC) in conjugate IBP models has been previously described. The main contribution of this paper is an MCMC algorithm for the EBA model that can also be used in inference for other non-conjugate IBP models---this may broaden the use of IBP priors considerably.","PeriodicalId":124011,"journal":{"name":"Proceedings of the 23rd international conference on Machine learning","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-06-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126736516","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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