Active Semi-Supervised Learning Using Sampling Theory for Graph Signals

We consider the problem of offline, pool-based active semi-supervised learning on graphs. This problem is important when the labeled data is scarce and expensive whereas unlabeled data is easily available. The data points are represented by the vertices of an undirected graph with the similarity between them captured by the edge weights. Given a target number of nodes to label, the goal is to choose those nodes that are most informative and then predict the unknown labels. We propose a novel framework for this problem based on our recent results on sampling theory for graph signals. A graph signal is a real-valued function defined on each node of the graph. A notion of frequency for such signals can be defined using the spectrum of the graph Laplacian matrix. The sampling theory for graph signals aims to extend the traditional Nyquist-Shannon sampling theory by allowing us to identify the class of graph signals that can be reconstructed from their values on a subset of vertices. This approach allows us to define a criterion for active learning based on sampling set selection which aims at maximizing the frequency of the signals that can be reconstructed from their samples on the set. Experiments show the effectiveness of our method.Comment: 10 pages, 6 figures, To appear in KDD'1

Influence Maximization with Bandits

We consider the problem of \emph{influence maximization}, the problem of maximizing the number of people that become aware of a product by finding the `best' set of `seed' users to expose the product to. Most prior work on this topic assumes that we know the probability of each user influencing each other user, or we have data that lets us estimate these influences. However, this information is typically not initially available or is difficult to obtain. To avoid this assumption, we adopt a combinatorial multi-armed bandit paradigm that estimates the influence probabilities as we sequentially try different seed sets. We establish bounds on the performance of this procedure under the existing edge-level feedback as well as a novel and more realistic node-level feedback. Beyond our theoretical results, we describe a practical implementation and experimentally demonstrate its efficiency and effectiveness on four real datasets.Comment: 12 page

Robust Subspace Learning: Robust PCA, Robust Subspace Tracking, and Robust Subspace Recovery

PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The problem of subspace learning or PCA in the presence of outliers is called robust subspace learning or robust PCA (RPCA). For long data sequences, if one tries to use a single lower dimensional subspace to represent the data, the required subspace dimension may end up being quite large. For such data, a better model is to assume that it lies in a low-dimensional subspace that can change over time, albeit gradually. The problem of tracking such data (and the subspaces) while being robust to outliers is called robust subspace tracking (RST). This article provides a magazine-style overview of the entire field of robust subspace learning and tracking. In particular solutions for three problems are discussed in detail: RPCA via sparse+low-rank matrix decomposition (S+LR), RST via S+LR, and "robust subspace recovery (RSR)". RSR assumes that an entire data vector is either an outlier or an inlier. The S+LR formulation instead assumes that outliers occur on only a few data vector indices and hence are well modeled as sparse corruptions.Comment: To appear, IEEE Signal Processing Magazine, July 201