This paper proposes the Proximal Iteratively REweighted (PIRE) algorithm for solving a general problem, which involves a large body of nonconvex sparse and structured sparse related problems. Comparing with previous iterative solvers for nonconvex sparse problem, PIRE is much more general and efficient. The computational cost of PIRE in each iteration is usually as low as the state-of-the-art convex solvers. We further propose the PIRE algorithm with Parallel Splitting (PIRE-PS) and PIRE algorithm with Alternative Updating (PIRE-AU) to handle the multi-variable problems. In theory, we prove that our proposed methods converge and any limit solution is a stationary point. Extensive experiments on both synthesis and real data sets demonstrate that our methods achieve comparative learning performance, but are much more efficient, by comparing with previous nonconvex solvers.
Furthermore, previous iterative algorithms can only solve the problem with only one variable. They cannot be naively generalized to solve multi-variable problems. However, there are many problems involving two or more variables, e.g. stable robust principle component analysis @cite_0 and robust multi-task feature learning @cite_4 . So it is desirable to extend the iteratively reweighted algorithms for the multi-variable case.
@cite_0 @cite_4
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Realization of cooperative behavior in multi-agent system is important for improving problem solving ability. Reinforcement learning is one of the learning methods for such cooperative behavior of agents. In this paper, we consider pursuit problem for multi-agent reinforcement learning with communication between the agents. In our study, the agents obtain communication codes through learning. Here, the codes are rules for communicating appropriate information under various situations. We call the learning of communication codes signal learning. The signal is expressed by bit sequence, and its length is set to be variable. We carried out experiment for performance comparison with varying the signal length from 0 to 4 bits. As a result, it has been shown that, in learning precision, the case of 1 bit or more bits communication outperformed the case of no communication. It also has been shown that 4 bits communication produced the best result among the five cases, while learning with longer signals required much more iterations. In this paper, we consider the problem of multifunctional compression with side information. The problem is how we can compress a source X so that the receiver is able to compute some deterministic functions f1(X, Y1), ..., fm(X, Ym), where Yi, 1 ≤ i ≤ m, are available at the receiver as side information. In [1], Wyner and Ziv considered this problem for the special case of m = 1 and f1(X, Y1) = X and derived a rate-distortion function. Yamamoto extended this result in [2] to the case of having one general function f1(X, Y1). Both of these results were in terms of an auxiliary random variable. For the case of zero distortion, in [3], Orlitsky and Roche gave an interpretation of this variable in terms of properties of the characteristic graph which led to a particular coding scheme. This result was extended in [4] by providing an achievable scheme based on colorings of the characteristic graph. In a recent work, reference [5] has considered this problem for a general tree network where intermediate nodes are allowed to perform some computations. These previous works only considered the case where the receiver only wants to compute one function (m=1). Here, we want to consider the case in which the receiver wants to compute several functions with different side information random variables and zero distortion. Our results do not depend on the fact that all functions are desired in one receiver and one can apply them to the case of having several receivers with different desired functions (i.e., functions are separable). We define a new concept named the multi-functional graph entropy which is an extension of the graph entropy defined by Korner in [6]. We show that the minimum achievable rate for this problem is equal to the conditional multi-functional graph entropy of random variable X given side informations. We also propose a coding scheme based on graph colorings to achieve this rate. We consider the minimization of a smooth loss function regularized by the trace norm of the matrix variable. Such formulation finds applications in many machine learning tasks including multi-task learning, matrix classification, and matrix completion. The standard semidefinite programming formulation for this problem is computationally expensive. In addition, due to the non-smooth nature of the trace norm, the optimal first-order black-box method for solving such class of problems converges as O(1 √k), where k is the iteration counter. In this paper, we exploit the special structure of the trace norm, based on which we propose an extended gradient algorithm that converges as O(1 k). We further propose an accelerated gradient algorithm, which achieves the optimal convergence rate of O(1 k2) for smooth problems. Experiments on multi-task learning problems demonstrate the efficiency of the proposed algorithms. SUMMARY In this paper a modification of the standard algorithm for non-negativity-constrained linear least squares regression is proposed. The algorithm is specifically designed for use in multiway decomposition methods such as PARAFAC and N-mode principal component analysis. In those methods the typical situation is that there is a high ratio between the numbers of objects and variables in the regression problems solved. Furthermore, very similar regression problems are solved many times during the iterative procedures used. The algorithm proposed is based on the de facto standard algorithm NNLS by Lawson and Hanson, but modified to take advantage of the special characteristics of iterative algorithms involving repeated use of non-negativity constraints. The principle behind the NNLS algorithm is described in detail and a comparison is made between this standard algorithm and the new algorithm called FNNLS (fast NNLS). © 1997 John Wiley & Sons, Ltd. We propose a novel group regularization which we call exclusive lasso. Unlike the group lasso regularizer that assumes covarying variables in groups, the proposed exclusive lasso regularizer models the scenario when variables in the same group compete with each other. Analysis is presented to illustrate the properties of the proposed regularizer. We present a framework of kernel based multi-task feature selection algorithm based on the proposed exclusive lasso regularizer. An efficient algorithm is derived to solve the related optimization problem. Experiments with document categorization show that our approach outperforms state-of-theart algorithms for multi-task feature selection. We consider the problem of solving TAP mean field equations by iteration for Ising models with coupling matrices that are drawn at random from general invariant ensembles. We develop an analysis of iterative algorithms using a dynamical functional approach that in the thermodynamic limit yields an effective dynamics of a single variable trajectory. Our main novel contribution is the expression for the implicit memory term of the dynamics for general invariant ensembles. By subtracting these terms, that depend on magnetizations at previous time steps, the implicit memory terms cancel making the iteration dependent on a Gaussian distributed field only. The TAP magnetizations are stable fixed points if a de Almeida–Thouless stability criterion is fulfilled. We illustrate our method explicitly for coupling matrices drawn from the random orthogonal ensemble. Many machine learning and pattern classification methods have been applied to the diagnosis of Alzheimer’s disease (AD) and its prodromal stage, i.e., mild cognitive impairment (MCI). Recently, rather than predicting categorical variables as in classification, several pattern regression methods have also been used to estimate continuous clinical variables from brain images. However, most existing regression methods focus on estimating multiple clinical variables separately and thus cannot utilize the intrinsic useful correlation information among different clinical variables. On the other hand, in those regression methods, only a single modality of data (usually only the structural MRI) is often used, without considering the complementary information that can be provided by different modalities. In this paper, we propose a general methodology, namely Multi-Modal Multi-Task (M3T) learning, to jointly predict multiple variables from multi-modal data. Here, the variables include not only the clinical variables used for regression but also the categorical variable used for classification, with different tasks corresponding to prediction of different variables. Specifically, our method contains two key components, i.e., (1) a multi-task feature selection which selects the common subset of relevant features for multiple variables from each modality, and (2) a multi-modal support vector machine which fuses the above-selected features from all modalities to predict multiple (regression and classification) variables. To validate our method, we perform two sets of experiments on ADNI baseline MRI, FDG-PET, and cerebrospinal fluid (CSF) data from 45 AD patients, 91 MCI patients, and 50 healthy controls (HC). In the first set of experiments, we estimate two clinical variables such as Mini Mental State Examination (MMSE) and Alzheimer’s Disease Assessment Scale - Cognitive Subscale (ADAS-Cog), as well as one categorical variable (with value of ‘AD’, ‘MCI’ or ‘HC’), from the baseline MRI, FDG-PET, and CSF data. In the second set of experiments, we predict the 2-year changes of MMSE and ADAS-Cog scores and also the conversion of MCI to AD from the baseline MRI, FDG-PET, and CSF data. The results on both sets of experiments demonstrate that our proposed M3T learning scheme can achieve better performance on both regression and classification tasks than the conventional learning methods. We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning [2008], we assume that the regression vectors share the same sparsity pattern. This means that the set of relevant predictor variables is the same across the different equations. This assumption leads us to consider the Group Lasso as a candidate estimation method. We show that this estimator enjoys nice sparsity oracle inequalities and variable selection properties. The results hold under a certain restricted eigenvalue condition and a coherence condition on the design matrix, which naturally extend recent work in [2007], Lounici [2008]. In particular, in the multi-task learning scenario, in which the number of tasks can grow, we are able to remove completely the effect of the number of predictor variables in the bounds. Finally, we show how our results can be extended to more general noise distributions, of which we only require the variance to be finite. Sparse coding is an unsupervised learning algorithm that learns a succinct high-level representation of the inputs given only unlabeled data; it represents each input as a sparse linear combination of a set of basis functions. Originally applied to modeling the human visual cortex, sparse coding has also been shown to be useful for self-taught learning, in which the goal is to solve a supervised classification task given access to additional unlabeled data drawn from different classes than that in the supervised learning problem. Shift-invariant sparse coding (SISC) is an extension of sparse coding which reconstructs a (usually time-series) input using all of the basis functions in all possible shifts. In this paper, we present an efficient algorithm for learning SISC bases. Our method is based on iteratively solving two large convex optimization problems: The first, which computes the linear coefficients, is an L1-regularized linear least squares problem with potentially hundreds of thousands of variables. Existing methods typically use a heuristic to select a small subset of the variables to optimize, but we present a way to efficiently compute the exact solution. The second, which solves for bases, is a constrained linear least squares problem. By optimizing over complex-valued variables in the Fourier domain, we reduce the coupling between the different variables, allowing the problem to be solved efficiently. We show that SISC's learned high-level representations of speech and music provide useful features for classification tasks within those domains. When applied to classification, under certain conditions the learned features outperform state of the art spectral and cepstral features. One underlying assumption of the conventional multi-view learning algorithms is that all examples can be successfully observed on all the views. However, due to various failures or faults in collecting and pre-processing the data on different views, we are more likely to be faced with an incomplete-view setting, where an example could be missing its representation on one view (i.e., missing view) or could be only partially observed on that view (i.e., missing variables). Low-rank assumption used to be effective for recovering the random missing variables of features, but it is disabled by concentrated missing variables and has no effect on missing views. This paper suggests that the key to handling the incomplete-view problem is to exploit the connections between multiple views, enabling the incomplete views to be restored with the help of the complete views. We propose an effective algorithm to accomplish multi-view learning with incomplete views by assuming that different views are generated from a shared subspace. To handle the large-scale problem and obtain fast convergence, we investigate a successive over-relaxation method to solve the objective function. Convergence of the optimization technique is theoretically analyzed. The experimental results on toy data and real-world data sets suggest that studying the incomplete-view problem in multi-view learning is significant and that the proposed algorithm can effectively handle the incomplete views in different applications. We consider the problem of synthesizing loop-free programs that implement a desired functionality using components from a given library. Specifications of the desired functionality and the library components are provided as logical relations between their respective input and output variables. The library components can be used at most once, and hence the library is required to contain a reasonable overapproximation of the multiset of the components required. We solve the above component-based synthesis problem using a constraint-based approach that involves first generating a synthesis constraint, and then solving the constraint. The synthesis constraint is a first-order ∃∀ logic formula whose size is quadratic in the number of components. We present a novel algorithm for solving such constraints. Our algorithm is based on counterexample guided iterative synthesis paradigm and uses off-the-shelf SMT solvers. We present experimental results that show that our tool Brahma can efficiently synthesize highly nontrivial 10-20 line loop-free bitvector programs. These programs represent a state space of approximately 2010 programs, and are beyond the reach of the other tools based on sketching and superoptimization. Nonconvex optimization arises in many areas of computational science and engineering. However, most nonconvex optimization algorithms are only known to have local convergence or subsequence convergence properties. In this paper, we propose an algorithm for nonconvex optimization and establish its global convergence (of the whole sequence) to a critical point. In addition, we give its asymptotic convergence rate and numerically demonstrate its efficiency. In our algorithm, the variables of the underlying problem are either treated as one block or multiple disjoint blocks. It is assumed that each non-differentiable component of the objective function, or each constraint, applies only to one block of variables. The differentiable components of the objective function, however, can involve multiple blocks of variables together. Our algorithm updates one block of variables at a time by minimizing a certain prox-linear surrogate, along with an extrapolation to accelerate its convergence. The order of update can be either deterministically cyclic or randomly shuffled for each cycle. In fact, our convergence analysis only needs that each block be updated at least once in every fixed number of iterations. We show its global convergence (of the whole sequence) to a critical point under fairly loose conditions including, in particular, the Kurdyka–Łojasiewicz condition, which is satisfied by a broad class of nonconvex nonsmooth applications. These results, of course, remain valid when the underlying problem is convex. We apply our convergence results to the coordinate descent iteration for non-convex regularized linear regression, as well as a modified rank-one residue iteration for nonnegative matrix factorization. We show that both applications have global convergence. Numerically, we tested our algorithm on nonnegative matrix and tensor factorization problems, where random shuffling clearly improves the chance to avoid low-quality local solutions. In this paper, we present our minimal 4-point and linear 8-point algorithms to estimate the relative pose of a multi-camera system with known vertical directions, i.e. known absolute roll and pitch angles. We solve the minimal 4-point algorithm with the hidden variable resultant method and show that it leads to an 8-degree univariate polynomial that gives up to 8 real solutions. We identify a degenerated case from the linear 8-point algorithm when it is solved with the standard Singular Value Decomposition (SVD) method and adopt a simple alternative solution which is easy to implement. We show that our proposed algorithms can be efficiently used within RANSAC for robust estimation. We evaluate the accuracy of our proposed algorithms by comparisons with various existing algorithms for the multi-camera system on simulations and show the feasibility of our proposed algorithms with results from multiple real-world datasets. We investigate a very basic problem in dynamic speed scaling where a sequence of jobs, each specified by an arrival time, a deadline and a processing volume, has to be processed so as to minimize energy consumption. Previous work has focused mostly on the setting where a single variable-speed processor is available. In this paper we study multi-processor environments with m parallel variable-speed processors assuming that job migration is allowed, i.e. whenever a job is preempted it may be moved to a different processor. We first study the offline problem and show that optimal schedules can be computed efficiently in polynomial time. In contrast to a previously known strategy, our algorithm does not resort to linear programming. We develop a fully combinatorial algorithm that relies on repeated maximum flow computations. The approach might be useful to solve other problems in dynamic speed scaling. For the online problem, we extend two algorithms Optimal Available and Average Rate proposed by [16] for the single processor setting. We prove that Optimal Available is αα-competitive, as in the single processor case. Here α>1 is the exponent of the power consumption function. While it is straightforward to extend Optimal Available to parallel processing environments, the competitive analysis becomes considerably more involved. For Average Rate we show a competitiveness of (3 )α 2 + 2α. Convexity has recently received a lot of attention in the machine learning community, and the lack of convexity has been seen as a major disadvantage of many learning algorithms, such as multi-layer artificial neural networks. We show that training multi-layer neural networks in which the number of hidden units is learned can be viewed as a convex optimization problem. This problem involves an infinite number of variables, but can be solved by incrementally inserting a hidden unit at a time, each time finding a linear classifier that minimizes a weighted sum of errors. Understanding human activity is very challenging even with the recently developed 3D depth sensors. To solve this problem, this work investigates a novel deep structured model, which adaptively decomposes an activity instance into temporal parts using the convolutional neural networks. Our model advances the traditional deep learning approaches in two aspects. First, we incorporate latent temporal structure into the deep model, accounting for large temporal variations of diverse human activities. In particular, we utilize the latent variables to decompose the input activity into a number of temporally segmented sub-activities, and accordingly feed them into the parts (i.e. sub-networks) of the deep architecture. Second, we incorporate a radius---margin bound as a regularization term into our deep model, which effectively improves the generalization performance for classification. For model training, we propose a principled learning algorithm that iteratively (i) discovers the optimal latent variables (i.e. the ways of activity decomposition) for all training instances, (ii) updates the classifiers based on the generated features, and (iii) updates the parameters of multi-layer neural networks. In the experiments, our approach is validated on several complex scenarios for human activity recognition and demonstrates superior performances over other state-of-the-art approaches. Iterative algorithms of Gauss–Newton type for the solution of nonlinear least squares problems are considered. They separate the variables into two sets in such a way that in each iteration, optimization with respect to the first set is performed first, and corrections to those of the second after that. The linear-nonlinear case, where the first set consists of variables that occur linearly, is given special attention, and a new algorithm is derived which is simpler to apply than the variable projection algorithm as described by Golub and Pereyra, and can be performed with no more arithmetical operations than the unseparated Gauss–Newton algorithm. A detailed analysis of the asymptotical convergence properties of both separated and unseparated algorithms is performed. It is found that they have comparable rates of convergence, and all converge almost quadratically for almost compatible problems. Simpler separation schemes, on the other hand, converge only linearly. An efficient and simple computer impleme... The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm-based relaxed convex problem usually leads to a suboptimal solution of the original rank minimization problem. In this paper, we propose to use a family of nonconvex surrogates of @math -norm on the singular values of a matrix to approximate the rank function. This leads to a nonconvex nonsmooth minimization problem. Then, we propose to solve the problem by an iteratively reweighted nuclear norm (IRNN) algorithm. IRNN iteratively solves a weighted singular value thresholding problem, which has a closed form solution due to the special properties of the nonconvex surrogate functions. We also extend IRNN to solve the nonconvex problem with two or more blocks of variables. In theory, we prove that the IRNN decreases the objective function value monotonically, and any limit point is a stationary point. Extensive experiments on both synthesized data and real images demonstrate that IRNN enhances the low rank matrix recovery compared with the state-of-the-art convex algorithms. In many practical applications of supervised learning the task involves the prediction of multiple target variables from a common set of input variables. When the prediction targets are binary the task is called multi-label classification, while when the targets are continuous the task is called multi-target regression. In both tasks, target variables often exhibit statistical dependencies and exploiting them in order to improve predictive accuracy is a core challenge. A family of multi-label classification methods address this challenge by building a separate model for each target on an expanded input space where other targets are treated as additional input variables. Despite the success of these methods in the multi-label classification domain, their applicability and effectiveness in multi-target regression has not been studied until now. In this paper, we introduce two new methods for multi-target regression, called stacked single-target and ensemble of regressor chains, by adapting two popular multi-label classification methods of this family. Furthermore, we highlight an inherent problem of these methods--a discrepancy of the values of the additional input variables between training and prediction--and develop extensions that use out-of-sample estimates of the target variables during training in order to tackle this problem. The results of an extensive experimental evaluation carried out on a large and diverse collection of datasets show that, when the discrepancy is appropriately mitigated, the proposed methods attain consistent improvements over the independent regressions baseline. Moreover, two versions of Ensemble of Regression Chains perform significantly better than four state-of-the-art methods including regularization-based multi-task learning methods and a multi-objective random forest approach. The main purpose of the study was to investigate the distinctness and reliability of analytic (or multi-trait) rating dimensions and their relationships to holistic scores and e-rater® essay feature variables in the context of the TOEFL® computer-based test (TOEFL CBT) writing assessment. Data analyzed in the study were holistic and multi-trait essay scores provided by human raters and essay feature variable scores computed by e-rater® (version 2.0) for two TOEFL CBT writing prompts. It was found that (i) all of the six multi-trait scores were not only correlated among themselves but also correlated with the holistic score, (ii) high correlations obtained among holistic and multi-trait scores were largely attributable to the impact of essay length on both holistic and multi-trait scoring, and (iii) some strong associations were confirmed between several e-rater variables and multi-trait rating dimensions. Implications are discussed for improving the multi-trait scoring of essays, refining e-rater essay feature variables, and validating automated essay scores.