Multiple Kernel Learning: A Unifying Probabilistic Viewpoint

We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable for regression, robust regression and classification that is lower bound of the marginal likelihood and contains many regularised risk approaches as special cases. Furthermore, we derive an efficient and provably convergent optimisation algorithm

Multi-Target Prediction: A Unifying View on Problems and Methods

Multi-target prediction (MTP) is concerned with the simultaneous prediction of multiple target variables of diverse type. Due to its enormous application potential, it has developed into an active and rapidly expanding research field that combines several subfields of machine learning, including multivariate regression, multi-label classification, multi-task learning, dyadic prediction, zero-shot learning, network inference, and matrix completion. In this paper, we present a unifying view on MTP problems and methods. First, we formally discuss commonalities and differences between existing MTP problems. To this end, we introduce a general framework that covers the above subfields as special cases. As a second contribution, we provide a structured overview of MTP methods. This is accomplished by identifying a number of key properties, which distinguish such methods and determine their suitability for different types of problems. Finally, we also discuss a few challenges for future research

Kernel Cross-Correlator

Cross-correlator plays a significant role in many visual perception tasks, such as object detection and tracking. Beyond the linear cross-correlator, this paper proposes a kernel cross-correlator (KCC) that breaks traditional limitations. First, by introducing the kernel trick, the KCC extends the linear cross-correlation to non-linear space, which is more robust to signal noises and distortions. Second, the connection to the existing works shows that KCC provides a unified solution for correlation filters. Third, KCC is applicable to any kernel function and is not limited to circulant structure on training data, thus it is able to predict affine transformations with customized properties. Last, by leveraging the fast Fourier transform (FFT), KCC eliminates direct calculation of kernel vectors, thus achieves better performance yet still with a reasonable computational cost. Comprehensive experiments on visual tracking and human activity recognition using wearable devices demonstrate its robustness, flexibility, and efficiency. The source codes of both experiments are released at https://github.com/wang-chen/KCCComment: The Thirty-Second AAAI Conference on Artificial Intelligence (AAAI-18

PULP-HD: Accelerating Brain-Inspired High-Dimensional Computing on a Parallel Ultra-Low Power Platform

Computing with high-dimensional (HD) vectors, also referred to as $\textit{hypervectors}$, is a brain-inspired alternative to computing with scalars. Key properties of HD computing include a well-defined set of arithmetic operations on hypervectors, generality, scalability, robustness, fast learning, and ubiquitous parallel operations. HD computing is about manipulating and comparing large patterns-binary hypervectors with 10,000 dimensions-making its efficient realization on minimalistic ultra-low-power platforms challenging. This paper describes HD computing's acceleration and its optimization of memory accesses and operations on a silicon prototype of the PULPv3 4-core platform (1.5mm$^2$, 2mW), surpassing the state-of-the-art classification accuracy (on average 92.4%) with simultaneous 3.7$\times$ end-to-end speed-up and 2$\times$ energy saving compared to its single-core execution. We further explore the scalability of our accelerator by increasing the number of inputs and classification window on a new generation of the PULP architecture featuring bit-manipulation instruction extensions and larger number of 8 cores. These together enable a near ideal speed-up of 18.4$\times$ compared to the single-core PULPv3

Relative Comparison Kernel Learning with Auxiliary Kernels

In this work we consider the problem of learning a positive semidefinite kernel matrix from relative comparisons of the form: "object A is more similar to object B than it is to C", where comparisons are given by humans. Existing solutions to this problem assume many comparisons are provided to learn a high quality kernel. However, this can be considered unrealistic for many real-world tasks since relative assessments require human input, which is often costly or difficult to obtain. Because of this, only a limited number of these comparisons may be provided. In this work, we explore methods for aiding the process of learning a kernel with the help of auxiliary kernels built from more easily extractable information regarding the relationships among objects. We propose a new kernel learning approach in which the target kernel is defined as a conic combination of auxiliary kernels and a kernel whose elements are learned directly. We formulate a convex optimization to solve for this target kernel that adds only minor overhead to methods that use no auxiliary information. Empirical results show that in the presence of few training relative comparisons, our method can learn kernels that generalize to more out-of-sample comparisons than methods that do not utilize auxiliary information, as well as similar methods that learn metrics over objects

Efficient Algorithms and Error Analysis for the Modified Nystrom Method

Many kernel methods suffer from high time and space complexities and are thus prohibitive in big-data applications. To tackle the computational challenge, the Nystr\"om method has been extensively used to reduce time and space complexities by sacrificing some accuracy. The Nystr\"om method speedups computation by constructing an approximation of the kernel matrix using only a few columns of the matrix. Recently, a variant of the Nystr\"om method called the modified Nystr\"om method has demonstrated significant improvement over the standard Nystr\"om method in approximation accuracy, both theoretically and empirically. In this paper, we propose two algorithms that make the modified Nystr\"om method practical. First, we devise a simple column selection algorithm with a provable error bound. Our algorithm is more efficient and easier to implement than and nearly as accurate as the state-of-the-art algorithm. Second, with the selected columns at hand, we propose an algorithm that computes the approximation in lower time complexity than the approach in the previous work. Furthermore, we prove that the modified Nystr\"om method is exact under certain conditions, and we establish a lower error bound for the modified Nystr\"om method.Comment: 9-page paper plus appendix. In Proceedings of the 17th International Conference on Artificial Intelligence and Statistics (AISTATS) 2014, Reykjavik, Iceland. JMLR: W&CP volume 3