Probabilistic graphic model is an elegant framework to compactly present complex real-world observations by modeling uncertainty and logical flow (conditionally independent factors). In this paper, we present a probabilistic framework of neighborhood-based recommendation methods (PNBM) in which similarity is regarded as an unobserved factor. Thus, PNBM leads the estimation of user preference to maximizing a posterior over similarity. We further introduce a novel multi-layer similarity descriptor which models and learns the joint influence of various features under PNBM, and name the new framework MPNBM. Empirical results on real-world datasets show that MPNBM allows very accurate estimation of user preferences.
With respect to NBM, researches have mainly focused on computation schemes @cite_6 and neighbor selection strategies @cite_5 . also serves as the basis for neighbor selection, thus we concentrate upon in this paper. Generally, there are two main approaches to compute . One introduces different kinds of correlation coefficients as @cite_6 , such as Pearson and Cosine correlations. However, some researchers argue that such kind of methods isolate the relations between two items without leveraging global information. The other approach learns via regression models. @cite_12 @cite_13 introduce a way to learn similarity by minimizing mean squared error between observed ratings and their corresponding estimation. @cite_18 factors similarity matrix via low-rank approximations. @cite_8 presents a weighted error function which gives more weight to the users who rated items most similar to the estimated item. @cite_3 @cite_15 simplify standard neighborhood-based models to a simple linear regression problem for top- @math recommendation based on binary databases.
@cite_18 @cite_8 @cite_6 @cite_3 @cite_5 @cite_15 @cite_13 @cite_12
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We propose a novel approach to performing efficient similarity search and classification in high dimensional data. In this framework, the database elements are vectors in a Euclidean space. Given a query vector in the same space, the goal is to find elements of the database that are similar to the query. In our approach, a small number of independent "voters" rank the database elements based on similarity to the query. These rankings are then combined by a highly efficient aggregation algorithm. Our methodology leads both to techniques for computing approximate nearest neighbors and to a conceptually rich alternative to nearest neighbors.One instantiation of our methodology is as follows. Each voter projects all the vectors (database elements and the query) on a random line (different for each voter), and ranks the database elements based on the proximity of the projections to the projection of the query. The aggregation rule picks the database element that has the best median rank. This combination has several appealing features. On the theoretical side, we prove that with high probability, it produces a result that is a (1 + e) factor approximation to the Euclidean nearest neighbor. On the practical side, it turns out to be extremely efficient, often exploring no more than 5 of the data to obtain very high-quality results. This method is also database-friendly, in that it accesses data primarily in a pre-defined order without random accesses, and, unlike other methods for approximate nearest neighbors, requires almost no extra storage. Also, we extend our approach to deal with the k nearest neighbors.We conduct two sets of experiments to evaluate the efficacy of our methods. Our experiments include two scenarios where nearest neighbors are typically employed---similarity search and classification problems. In both cases, we study the performance of our methods with respect to several evaluation criteria, and conclude that they are uniformly excellent, both in terms of quality of results and in terms of efficiency. We introduce a new probabilistic proximity search algorithm for range and A"-nearest neighbor (A"-NN) searching in both coordinate and metric spaces. Although there exist solutions for these problems, they boil down to a linear scan when the space is intrinsically high dimensional, as is the case in many pattern recognition tasks. This, for example, renders the A"-NN approach to classification rather slow in large databases. Our novel idea is to predict closeness between elements according to how they order their distances toward a distinguished set of anchor objects. Each element in the space sorts the anchor objects from closest to farthest to it and the similarity between orders turns out to be an excellent predictor of the closeness between the corresponding elements. We present extensive experiments comparing our method against state-of-the-art exact and approximate techniques, both in synthetic and real, metric and nonmetric databases, measuring both CPU time and distance computations. The experiments demonstrate that our technique almost always improves upon the performance of alternative techniques, in some cases by a wide margin. The nearestor near-neighbor query problems arise in a large variety of database applications, usually in the context of similarity searching. Of late, there has been increasing interest in building search index structures for performing similarity search over high-dimensional data, e.g., image databases, document collections, time-series databases, and genome databases. Unfortunately, all known techniques for solving this problem fall prey to the of dimensionality." That is, the data structures scale poorly with data dimensionality; in fact, if the number of dimensions exceeds 10 to 20, searching in k-d trees and related structures involves the inspection of a large fraction of the database, thereby doing no better than brute-force linear search. It has been suggested that since the selection of features and the choice of a distance metric in typical applications is rather heuristic, determining an approximate nearest neighbor should su ce for most practical purposes. In this paper, we examine a novel scheme for approximate similarity search based on hashing. The basic idea is to hash the points Supported by NAVY N00014-96-1-1221 grant and NSF Grant IIS-9811904. Supported by Stanford Graduate Fellowship and NSF NYI Award CCR-9357849. Supported by ARO MURI Grant DAAH04-96-1-0007, NSF Grant IIS-9811904, and NSF Young Investigator Award CCR9357849, with matching funds from IBM, Mitsubishi, Schlumberger Foundation, Shell Foundation, and Xerox Corporation. Permission to copy without fee all or part of this material is granted provided that the copies are not made or distributed for direct commercial advantage, the VLDB copyright notice and the title of the publication and its date appear, and notice is given that copying is by permission of the Very Large Data Base Endowment. To copy otherwise, or to republish, requires a fee and or special permission from the Endowment. Proceedings of the 25th VLDB Conference, Edinburgh, Scotland, 1999. from the database so as to ensure that the probability of collision is much higher for objects that are close to each other than for those that are far apart. We provide experimental evidence that our method gives signi cant improvement in running time over other methods for searching in highdimensional spaces based on hierarchical tree decomposition. Experimental results also indicate that our scheme scales well even for a relatively large number of dimensions (more than 50). Recommender problems with large and dynamic item pools are ubiquitous in web applications like content optimization, online advertising and web search. Despite the availability of rich item meta-data, excess heterogeneity at the item level often requires inclusion of item-specific "factors" (or weights) in the model. However, since estimating item factors is computationally intensive, it poses a challenge for time-sensitive recommender problems where it is important to rapidly learn factors for new items (e.g., news articles, event updates, tweets) in an online fashion. In this paper, we propose a novel method called FOBFM (Fast Online Bilinear Factor Model) to learn item-specific factors quickly through online regression. The online regression for each item can be performed independently and hence the procedure is fast, scalable and easily parallelizable. However, the convergence of these independent regressions can be slow due to high dimensionality. The central idea of our approach is to use a large amount of historical data to initialize the online models based on offline features and learn linear projections that can effectively reduce the dimensionality. We estimate the rank of our linear projections by taking recourse to online model selection based on optimizing predictive likelihood. Through extensive experiments, we show that our method significantly and uniformly outperforms other competitive methods and obtains relative lifts that are in the range of 10-15 in terms of predictive log-likelihood, 200-300 for a rank correlation metric on a proprietary My Yahoo! dataset; it obtains 9 reduction in root mean squared error over the previously best method on a benchmark MovieLens dataset using a time-based train test data split. In this paper, we present a new framework for geo-locating an image utilizing a novel multiple nearest neighbor feature matching method using Generalized Minimum Clique Graphs (GMCP). First, we extract local features (e.g., SIFT) from the query image and retrieve a number of nearest neighbors for each query feature from the reference data set. Next, we apply our GMCP-based feature matching to select a single nearest neighbor for each query feature such that all matches are globally consistent. Our approach to feature matching is based on the proposition that the first nearest neighbors are not necessarily the best choices for finding correspondences in image matching. Therefore, the proposed method considers multiple reference nearest neighbors as potential matches and selects the correct ones by enforcing consistency among their global features (e.g., GIST) using GMCP. In this context, we argue that using a robust distance function for finding the similarity between the global features is essential for the cases where the query matches multiple reference images with dissimilar global features. Towards this end, we propose a robust distance function based on the Gaussian Radial Basis Function (G-RBF). We evaluated the proposed framework on a new data set of 102k street view images; the experiments show it outperforms the state of the art by 10 percent. Summary Background—Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives—The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods—Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results—Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions—Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications. Missing numerical values are prevalent, e.g., owing to unreliable sensor reading, collection and transmission among heterogeneous sources. Unlike categorized data imputation over a limited domain, the numerical values suffer from two issues: (1) sparsity problem, the incomplete tuple may not have sufficient complete neighbors sharing the same similar values for imputation, owing to the (almost) infinite domain; (2) heterogeneity problem, different tuples may not fit the same (regression) model. In this study, enlightened by the conditional dependencies that hold conditionally over certain tuples rather than the whole relation, we propose to learn a regression model individually for each complete tuple together with its neighbors. Our IIM, Imputation via Individual Models, thus no longer relies on sharing similar values among the k complete neighbors for imputation, but utilizes their regression results by the aforesaid learned individual (not necessary the same) models. Remarkably, we show that some existing methods are indeed special cases of our IIM, under the extreme settings of the number l of learning neighbors considered in individual learning. In this sense, a proper number l of neighbors is essential to learn the individual models (avoid over-fitting or under-fitting). We propose to adaptively learn individual models over various number l of neighbors for different complete tuples. By devising efficient incremental computation, the time complexity of learning a model reduces from linear to constant. Experiments on real data demonstrate that our IIM with adaptive learning achieves higher imputation accuracy than the existing approaches. We consider the problem of nearest-neighbor searching among a set of stochastic sites, where a stochastic site is a tuple ((s_i, _i) ) consisting of a point (s_i ) in a (d )-dimensional space and a probability ( _i ) determining its existence. The problem is interesting and non-trivial even in (1 )-dimension, where the Most Likely Voronoi Diagram (LVD) is shown to have worst-case complexity ( (n^2) ). We then show that under more natural and less adversarial conditions, the size of the (1 )-dimensional LVD is significantly smaller: (1) ( (k n) ) if the input has only (k ) distinct probability values, (2) (O(n n) ) on average, and (3) (O(n n ) ) under smoothed analysis. We also present an alternative approach to the most likely nearest neighbor (LNN) search using Pareto sets, which gives a linear-space data structure and sub-linear query time in 1D for average and smoothed analysis models, as well as worst-case with a bounded number of distinct probabilities. Using the Pareto-set approach, we can also reduce the multi-dimensional LNN search to a sequence of nearest neighbor and spherical range queries. This paper deals with two related problems, namely distance-preserving binary embeddings and quantization for compressed sensing . First, we propose fast methods to replace points from a subset @math , associated with the Euclidean metric, with points in the cube @math and we associate the cube with a pseudo-metric that approximates Euclidean distance among points in @math . Our methods rely on quantizing fast Johnson-Lindenstrauss embeddings based on bounded orthonormal systems and partial circulant ensembles, both of which admit fast transforms. Our quantization methods utilize noise-shaping, and include Sigma-Delta schemes and distributed noise-shaping schemes. The resulting approximation errors decay polynomially and exponentially fast in @math , depending on the embedding method. This dramatically outperforms the current decay rates associated with binary embeddings and Hamming distances. Additionally, it is the first such binary embedding result that applies to fast Johnson-Lindenstrauss maps while preserving @math norms. Second, we again consider noise-shaping schemes, albeit this time to quantize compressed sensing measurements arising from bounded orthonormal ensembles and partial circulant matrices. We show that these methods yield a reconstruction error that again decays with the number of measurements (and bits), when using convex optimization for reconstruction. Specifically, for Sigma-Delta schemes, the error decays polynomially in the number of measurements, and it decays exponentially for distributed noise-shaping schemes based on beta encoding. These results are near optimal and the first of their kind dealing with bounded orthonormal systems. Neighborhood-based algorithms are frequently used modules of recommender systems. Usually, the choice of the similarity measure used for evaluation of neighborhood relationships is crucial for the success of such approaches. In this article we propose a way to calculate similarities by formulating a regression problem which enables us to extract the similarities from the data in a problem-specific way. Another popular approach for recommender systems is regularized matrix factorization (RMF). We present an algorithm -- neighborhood-aware matrix factorization -- which efficiently includes neighborhood information in a RMF model. This leads to increased prediction accuracy. The proposed methods are tested on the Netflix dataset. Meinshausen and Buhlmann [Ann. Statist. 34 (2006) 1436-1462] showed that, for neighborhood selection in Gaussian graphical models, under a neighborhood stability condition, the LASSO is consistent, even when the number of variables is of greater order than the sample size. Zhao and Yu [(2006) J. Machine Learning Research 7 2541-2567] formalized the neighborhood stability condition in the context of linear regression as a strong irrepresentable condition. That paper showed that under this condition, the LASSO selects exactly the set of nonzero regression coefficients, provided that these coefficients are bounded away from zero at a certain rate. In this paper, the regression coefficients outside an ideal model are assumed to be small, but not necessarily zero. Under a sparse Riesz condition on the correlation of design variables, we prove that the LASSO selects a model of the correct order of dimensionality, controls the bias of the selected model at a level determined by the contributions of small regression coefficients and threshold bias, and selects all coefficients of greater order than the bias of the selected model. Moreover, as a consequence of this rate consistency of the LASSO in model selection, it is proved that the sum of error squares for the mean response and the l α -loss for the regression coefficients converge at the best possible rates under the given conditions. An interesting aspect of our results is that the logarithm of the number of variables can be of the same order as the sample size for certain random dependent designs. We explore the effect of dimensionality on the "nearest neighbor" problem. We show that under a broad set of conditions (much broader than independent and identically distributed dimensions), as dimensionality increases, the distance to the nearest data point approaches the distance to the farthest data point. To provide a practical perspective, we present empirical results on both real and synthetic data sets that demonstrate that this effect can occur for as few as 10-15 dimensions. These results should not be interpreted to mean that high-dimensional indexing is never meaningful; we illustrate this point by identifying some high-dimensional workloads for which this effect does not occur. However, our results do emphasize that the methodology used almost universally in the database literature to evaluate high-dimensional indexing techniques is flawed, and should be modified. In particular, most such techniques proposed in the literature are not evaluated versus simple linear scan, and are evaluated over workloads for which nearest neighbor is not meaningful. Often, even the reported experiments, when analyzed carefully, show that linear scan would outperform the techniques being proposed on the workloads studied in high (10-15) dimensionality! Fast nearest neighbor searching is becoming an increasingly important tool in solving many large-scale problems. Recently a number of approaches to learning data-dependent hash functions have been developed. In this work, we propose a column generation based method for learning data-dependent hash functions on the basis of proximity comparison information. Given a set of triplets that encode the pairwise proximity comparison information, our method learns hash functions that preserve the relative comparison relationships in the data as well as possible within the large-margin learning framework. The learning procedure is implemented using column generation and hence is named CGHash. At each iteration of the column generation procedure, the best hash function is selected. Unlike most other hashing methods, our method generalizes to new data points naturally; and has a training objective which is convex, thus ensuring that the global optimum can be identified. Experiments demonstrate that the proposed method learns compact binary codes and that its retrieval performance compares favorably with state-of-the-art methods when tested on a few benchmark datasets. Fast nearest neighbor searching is becoming an increasingly important tool in solving many large-scale problems. Recently a number of approaches to learning data-dependent hash functions have been developed. In this work, we propose a column generation based method for learning data-dependent hash functions on the basis of proximity comparison information. Given a set of triplets that encode the pairwise proximity comparison information, our method learns hash functions that preserve the relative comparison relationships in the data as well as possible within the large-margin learning framework. The learning procedure is implemented using column generation and hence is named CGHash. At each iteration of the column generation procedure, the best hash function is selected. Unlike most other hashing methods, our method generalizes to new data points naturally; and has a training objective which is convex, thus ensuring that the global optimum can be identified. Experiments demonstrate that the proposed method learns compact binary codes and that its retrieval performance compares favorably with state-of-the-art methods when tested on a few benchmark datasets. Given a collection of r ≥ 2 linear regression problems in p dimensions, suppose that the regression coefficients share partially common supports of size at most s. This set-up suggests the use of l1 l∞-regularized regression for joint estimation of the p×r matrix of regression coefficients. We analyze the high-dimensional scaling of l1 l∞-regularized quadratic programming, considering both consistency rates in l∞-norm, and how the minimal sample size n required for consistent variable selection scales with model dimension, sparsity, and overlap between the supports. We first establish bounds on the l∞-error as well sufficient conditions for exact variable selection for fixed design matrices, as well as for designs drawn randomly from general Gaussian distributions. Specializing to the case r = 2 linear regression problems with standard Gaussian designs whose supports overlap in a fraction α ∈ [0,1] of their entries, we prove that l1 l∞-regularized method undergoes a phase transition characterized by the rescaled sample size θ1,∞(n, p, s, α) = n (4 - 3 α) s log(p-(2- α) s) . An implication is that the use of l1 l∞-regularization yields improved statistical efficiency if the overlap parameter is large enough ( α >; 2 3), but has worse statistical efficiency than a naive Lasso-based approach for moderate to small overlap (α <; 2 3 ). Empirical simulations illustrate the close agreement between theory and actual behavior in practice. These results show that caution must be exercised in applying l1 l∞ block regularization: if the data does not match its structure very closely, it can impair statistical performance relative to computationally less expensive schemes. We focus on the problem of estimating the graph structure associated with a discrete Markov random field. We describe a method based on l1-regularized logistic regression, in which the neighborhood of any given node is estimated by performing logistic regression subject to an l-constraint. Our framework applies to the high-dimensional setting, in which both the number of nodes p and maximum neighborhood sizes d are allowed to grow as a function of the number of observations n. Our main result is to establish sufficient conditions on the triple (n, p, d) for the method to succeed in consistently estimating the neighborhood of every node in the graph simultaneously. Under certain mutual incoherence conditions analogous to those imposed in previous work on linear regression, we prove that consistent neighborhood selection can be obtained as long as the number of observations n grows more quickly than 6d6 log d + 2d5 log p, thereby establishing that logarithmic growth in the number of samples n relative to graph size p is sufficient to achieve neighborhood consistency. Two problems arise when using distant supervision for relation extraction. First, in this method, an already existing knowledge base is heuristically aligned to texts, and the alignment results are treated as labeled data. However, the heuristic alignment can fail, resulting in wrong label problem. In addition, in previous approaches, statistical models have typically been applied to ad hoc features. The noise that originates from the feature extraction process can cause poor performance. In this paper, we propose a novel model dubbed the Piecewise Convolutional Neural Networks (PCNNs) with multi-instance learning to address these two problems. To solve the first problem, distant supervised relation extraction is treated as a multi-instance problem in which the uncertainty of instance labels is taken into account. To address the latter problem, we avoid feature engineering and instead adopt convolutional architecture with piecewise max pooling to automatically learn relevant features. Experiments show that our method is effective and outperforms several competitive baseline methods. Matrix factorization approaches to relation extraction provide several attractive features: they support distant supervision, handle open schemas, and leverage unlabeled data. Unfortunately, these methods share a shortcoming with all other distantly supervised approaches: they cannot learn to extract target relations without existing data in the knowledge base, and likewise, these models are inaccurate for relations with sparse data. Rule-based extractors, on the other hand, can be easily extended to novel relations and improved for existing but inaccurate relations, through first-order formulae that capture auxiliary domain knowledge. However, usually a large set of such formulae is necessary to achieve generalization. In this paper, we introduce a paradigm for learning low-dimensional embeddings of entity-pairs and relations that combine the advantages of matrix factorization with first-order logic domain knowledge. We introduce simple approaches for estimating such embeddings, as well as a novel training algorithm to jointly optimize over factual and first-order logic information. Our results show that this method is able to learn accurate extractors with little or no distant supervision alignments, while at the same time generalizing to textual patterns that do not appear in the formulae. The problem of finding high-dimensional approximate nearest neighbors is considered when the data is generated by some known probabilistic model. A large natural class of algorithms (bucketing codes) is investigated, Bucketing information is defined, and is proven to bound the performance of all bucketing codes. The bucketing information bound is asymptotically attained by some randomly constructed bucketing codes. The example of n Bernoulli(1 2) very long (length d → ∞) sequences of bits is singled out. It is assumed that n - 2m sequences are completely independent, while the remaining 2m sequences are composed of m dependent pairs. The interdependence within each pair is that their bits agree with probability 1 2 0. A specific 2-D inequality (proven in another paper) implies that the exponent 1 p cannot be lowered. Moreover, if one sequence out of each pair belongs to a known set of n(2p-1)2 sequences, pairing can be done using order n1+∈ comparisons! Binary matrices, and their associated submatrices of 1s, play a central role in the study of random bipartite graphs and in core data mining problems such as frequent itemset mining (FIM). Motivated by these connections, this paper addresses several statistical questions regarding submatrices of 1s in a random binary matrix with independent Bernoulli entries. We establish a three-point concentration result, and a related probability bound, for the size of the largest square submatrix of 1s in a square Bernoulli matrix, and extend these results to non-square matrices and submatrices with fixed aspect ratios. We then consider the noise sensitivity of frequent itemset mining under a simple binary additive noise model, and show that, even at small noise levels, large blocks of 1s leave behind fragments of only logarithmic size. As a result, standard FIM algorithms, which search only for submatrices of 1s, cannot directly recover such blocks when noise is present. On the positive side, we show that an error-tolerant frequent itemset criterion can recover a submatrix of 1s against a background of 0s plus noise, even when the size of the submatrix of 1s is very small.