Incremental proximal methods for large scale convex optimization

Laboratory for Information and Decision Systems Report LIDS-P-2847We consider the minimization of a sum∑m [over]i=1 fi (x) consisting of a large number of convex component functions fi . For this problem, incremental methods consisting of gradient or subgradient iterations applied to single components have proved very effective. We propose new incremental methods, consisting of proximal iterations applied to single components, as well as combinations of gradient, subgradient, and proximal iterations. We provide a convergence and rate of convergence analysis of a variety of such methods, including some that involve randomization in the selection of components.We also discuss applications in a few contexts, including signal processing and inference/machine learning.United States. Air Force Office of Scientific Research (grant FA9550-10-1-0412

Learning preferences for personalisation in a pervasive environment

With ever increasing accessibility to technological devices, services and applications there is also an increasing burden on the end user to manage and configure such resources. This burden will continue to increase as the vision of pervasive environments, with ubiquitous access to a plethora of resources, continues to become a reality. It is key that appropriate mechanisms to relieve the user of such burdens are developed and provided. These mechanisms include personalisation systems that can adapt resources on behalf of the user in an appropriate way based on the user's current context and goals. The key knowledge base of many personalisation systems is the set of user preferences that indicate what adaptations should be performed under which contextual situations. This thesis investigates the challenges of developing a system that can learn such preferences by monitoring user behaviour within a pervasive environment. Based on the findings of related works and experience from EU project research, several key design requirements for such a system are identified. These requirements are used to drive the design of a system that can learn accurate and up to date preferences for personalisation in a pervasive environment. A standalone prototype of the preference learning system has been developed. In addition the preference learning system has been integrated into a pervasive platform developed through an EU research project. The preference learning system is fully evaluated in terms of its machine learning performance and also its utility in a pervasive environment with real end users

Convergent on-line algorithms for supervised learning in neural networks

In this paper we define on-line algorithms for neural-network training, based on the construction of multiple copies of the network, which are trained by employing different data blocks. It is shown that suitable training algorithms can be defined, in a way that the disagreement between the different copies of the network is asymptotically reduced, and convergence toward stationary points of the global error function can be guaranteed, Relevant features of the proposed approach are that the learning rate must be not necessarily forced to zero and that real-time learning is permitted