As service robots become more and more capable of performing useful tasks for us, there is a growing need to teach robots how we expect them to carry out these tasks. However, different users typically have their own preferences, for example with respect to arranging objects on different shelves. As many of these preferences depend on a variety of factors including personal taste, cultural background, or common sense, it is challenging for an expert to pre-program a robot in order to accommodate all potential users. At the same time, it is impractical for robots to constantly query users about how they should perform individual tasks. In this work, we present an approach to learn patterns in user preferences for the task of tidying up objects in containers, e.g., shelves or boxes. Our method builds upon the paradigm of collaborative filtering for making personalized recommendations and relies on data from different users that we gather using crowdsourcing. To deal with novel objects for which we have no data, we propose a method that compliments standard collaborative filtering by leveraging information mined from the Web. When solving a tidy-up task, we first predict pairwise object preferences of the user. Then, we subdivide the objects in containers by modeling a spectral clustering problem. Our solution is easy to update, does not require complex modeling, and improves with the amount of user data. We evaluate our approach using crowdsourcing data from over 1,200 users and demonstrate its effectiveness for two tidy-up scenarios. Additionally, we show that a real robot can reliably predict user preferences using our approach.
We aim to discover latent patterns in the ratings matrix @math that enable us to make predictions about the preferences of users. For this, we take from factorization-based collaborative filtering @cite_26 @cite_37 . First, we decompose @math into a bias matrix @math and a residual ratings matrix @math : Each entry @math in @math is formulated as follows: where @math is a global bias term, @math is the bias of the pair @math , and @math is the bias of user @math . We compute @math as the mean rating over all users and object-pairs in @math , i.e., The bias @math describes how high or low a certain user @math tends to rate object-pairs compared to the average user. Similarly, @math captures the tendency of a pair @math to receive high or low ratings. For example, the pair @math , @math tends to receive generally high ratings compared to the pair @math , @math .
@cite_37 @cite_26
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We introduce the framework of blind regression motivated by matrix completion for recommendation systems: given @math users, @math movies, and a subset of user-movie ratings, the goal is to predict the unobserved user-movie ratings given the data, i.e., to complete the partially observed matrix. Following the framework of non-parametric statistics, we posit that user @math and movie @math have features @math and @math respectively, and their corresponding rating @math is a noisy measurement of @math for some unknown function @math . In contrast with classical regression, the features @math are not observed, making it challenging to apply standard regression methods to predict the unobserved ratings. Inspired by the classical Taylor's expansion for differentiable functions, we provide a prediction algorithm that is consistent for all Lipschitz functions. In fact, the analysis through our framework naturally leads to a variant of collaborative filtering, shedding insight into the widespread success of collaborative filtering in practice. Assuming each entry is sampled independently with probability at least @math with @math , we prove that the expected fraction of our estimates with error greater than @math is less than @math plus a polynomially decaying term, where @math is the variance of the additive entry-wise noise term. Experiments with the MovieLens and Netflix datasets suggest that our algorithm provides principled improvements over basic collaborative filtering and is competitive with matrix factorization methods. Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of “components.” Typically, these components are linear combinations of the rows and columns of the matrix, and are thus difficult to interpret in terms of the original features of the input data. In this paper, we propose and study matrix approximations that are explicitly expressed in terms of a small number of columns and or rows of the data matrix, and thereby more amenable to interpretation in terms of the original data. Our main algorithmic results are two randomized algorithms which take as input an @math matrix @math and a rank parameter @math . In our first algorithm, @math is chosen, and we let @math , where @math is the Moore-Penrose generalized inverse of @math . In our second algorithm @math , @math , @math are chosen, and we let @math . ( @math and @math are matrices that consist of actual columns and rows, respectively, of @math , and @math is a generalized inverse of their intersection.) For each algorithm, we show that with probability at least @math , @math , where @math is the “best” rank- @math approximation provided by truncating the SVD of @math , and where @math is the Frobenius norm of the matrix @math . The number of columns of @math and rows of @math is a low-degree polynomial in @math , @math , and @math . Both the Numerical Linear Algebra community and the Theoretical Computer Science community have studied variants of these matrix decompositions over the last ten years. However, our two algorithms are the first polynomial time algorithms for such low-rank matrix approximations that come with relative-error guarantees; previously, in some cases, it was not even known whether such matrix decompositions exist. Both of our algorithms are simple and they take time of the order needed to approximately compute the top @math singular vectors of @math . The technical crux of our analysis is a novel, intuitive sampling method we introduce in this paper called “subspace sampling.” In subspace sampling, the sampling probabilities depend on the Euclidean norms of the rows of the top singular vectors. This allows us to obtain provable relative-error guarantees by deconvoluting “subspace” information and “size-of- @math ” information in the input matrix. This technique is likely to be useful for other matrix approximation and data analysis problems. We give efficient algorithms for volume sampling, i.e., for picking @math -subsets of the rows of any given matrix with probabilities proportional to the squared volumes of the simplices defined by them and the origin (or the squared volumes of the parallelepipeds defined by these subsets of rows). In other words, we can efficiently sample @math -subsets of @math with probabilities proportional to the corresponding @math by @math principal minors of any given @math by @math positive semi definite matrix. This solves an open problem from the monograph on spectral algorithms by Kannan and Vempala (see Section @math of KV , also implicit in BDM, DRVW ). Our first algorithm for volume sampling @math -subsets of rows from an @math -by- @math matrix runs in @math arithmetic operations (where @math is the exponent of matrix multiplication) and a second variant of it for @math -approximate volume sampling runs in @math arithmetic operations, which is almost linear in the size of the input (i.e., the number of entries) for small @math . Our efficient volume sampling algorithms imply the following results for low-rank matrix approximation: (1) Given @math , in @math arithmetic operations we can find @math of its rows such that projecting onto their span gives a @math -approximation to the matrix of rank @math closest to @math under the Frobenius norm. This improves the @math -approximation of Boutsidis, Drineas and Mahoney BDM and matches the lower bound shown in DRVW . The method of conditional expectations gives a algorithm with the same complexity. The running time can be improved to @math at the cost of losing an extra @math in the approximation factor. (2) The same rows and projection as in the previous point give a @math -approximation to the matrix of rank @math closest to @math under the spectral norm. In this paper, we show an almost matching lower bound of @math , even for @math . In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension @math and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal components @math has at most @math non-zero entries. We are particularly interested in the high dimensional regime wherein @math is comparable to, or even much larger than @math . In an influential paper, johnstone2004sparse introduced a simple algorithm that estimates the support of the principal vectors @math by the largest entries in the diagonal of the empirical covariance. This method can be shown to identify the correct support with high probability if @math , and to fail with high probability if @math for two constants @math . Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by KrauthgamerSPCA . On the basis of numerical simulations (for the rank-one case), these authors conjectured that covariance thresholding correctly recover the support with high probability for @math (assuming @math of the same order as @math ). We prove this conjecture, and in fact establish a more general guarantee including higher-rank as well as @math much smaller than @math . Recent lower bounds berthet2013computational, ma2015sum suggest that no polynomial time algorithm can do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before.