Distribution matching for transduction

Many transductive inference algorithms assume that distributions over training and test estimates should be related, e.g. by providing a large margin of separation on both sets. We use this idea to design a transduction algorithm which can be used without modification for classification, regression, and structured estimation. At its heart we exploit the fact that for a good learner the distributions over the outputs on training and test sets should match. This is a classical two-sample problem which can be solved efficiently in its most general form by using distance measures in Hilbert Space. It turns out that a number of existing heuristics can be viewed as special cases of our approach.

Slow Learners are Fast

Online learning algorithms have impressive convergence properties when it comes to risk minimization and convex games on very large problems. However, they are inherently sequential in their design which prevents them from taking advantage of modern multi-core architectures. In this paper we prove that online learning with delayed updates converges well, thereby facilitating parallel online learning.Comment: Extended version of conference paper - NIPS 200

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

ACCAMS: Additive Co-Clustering to Approximate Matrices Succinctly

Matrix completion and approximation are popular tools to capture a user's preferences for recommendation and to approximate missing data. Instead of using low-rank factorization we take a drastically different approach, based on the simple insight that an additive model of co-clusterings allows one to approximate matrices efficiently. This allows us to build a concise model that, per bit of model learned, significantly beats all factorization approaches to matrix approximation. Even more surprisingly, we find that summing over small co-clusterings is more effective in modeling matrices than classic co-clustering, which uses just one large partitioning of the matrix. Following Occam's razor principle suggests that the simple structure induced by our model better captures the latent preferences and decision making processes present in the real world than classic co-clustering or matrix factorization. We provide an iterative minimization algorithm, a collapsed Gibbs sampler, theoretical guarantees for matrix approximation, and excellent empirical evidence for the efficacy of our approach. We achieve state-of-the-art results on the Netflix problem with a fraction of the model complexity.Comment: 22 pages, under review for conference publicatio