1,365 research outputs found
Kernel methods in machine learning
We review machine learning methods employing positive definite kernels. These
methods formulate learning and estimation problems in a reproducing kernel
Hilbert space (RKHS) of functions defined on the data domain, expanded in terms
of a kernel. Working in linear spaces of function has the benefit of
facilitating the construction and analysis of learning algorithms while at the
same time allowing large classes of functions. The latter include nonlinear
functions as well as functions defined on nonvectorial data. We cover a wide
range of methods, ranging from binary classifiers to sophisticated methods for
estimation with structured data.Comment: Published in at http://dx.doi.org/10.1214/009053607000000677 the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Network Inference via the Time-Varying Graphical Lasso
Many important problems can be modeled as a system of interconnected
entities, where each entity is recording time-dependent observations or
measurements. In order to spot trends, detect anomalies, and interpret the
temporal dynamics of such data, it is essential to understand the relationships
between the different entities and how these relationships evolve over time. In
this paper, we introduce the time-varying graphical lasso (TVGL), a method of
inferring time-varying networks from raw time series data. We cast the problem
in terms of estimating a sparse time-varying inverse covariance matrix, which
reveals a dynamic network of interdependencies between the entities. Since
dynamic network inference is a computationally expensive task, we derive a
scalable message-passing algorithm based on the Alternating Direction Method of
Multipliers (ADMM) to solve this problem in an efficient way. We also discuss
several extensions, including a streaming algorithm to update the model and
incorporate new observations in real time. Finally, we evaluate our TVGL
algorithm on both real and synthetic datasets, obtaining interpretable results
and outperforming state-of-the-art baselines in terms of both accuracy and
scalability
Sparse Modeling for Image and Vision Processing
In recent years, a large amount of multi-disciplinary research has been
conducted on sparse models and their applications. In statistics and machine
learning, the sparsity principle is used to perform model selection---that is,
automatically selecting a simple model among a large collection of them. In
signal processing, sparse coding consists of representing data with linear
combinations of a few dictionary elements. Subsequently, the corresponding
tools have been widely adopted by several scientific communities such as
neuroscience, bioinformatics, or computer vision. The goal of this monograph is
to offer a self-contained view of sparse modeling for visual recognition and
image processing. More specifically, we focus on applications where the
dictionary is learned and adapted to data, yielding a compact representation
that has been successful in various contexts.Comment: 205 pages, to appear in Foundations and Trends in Computer Graphics
and Visio
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