Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However, the distribution implied by such models over the number of features exhibited by each data point may be poorly- suited for many modeling tasks. In this paper, we propose a class of exchangeable nonparametric priors obtained by restricting the domain of existing models. Such models allow us to specify the distribution over the number of features per data point, and can achieve better performance on data sets where the number of features is not well-modeled by the original distribution.
A single, stationary topic model such as latent Dirichlet allocation is inappropriate for modeling corpora that span long time periods, as the popularity of topics is likely to change over time. A number of models that incorporate time have been proposed, but in general they either exhibit limited forms of temporal variation, or require computationally expensive inference methods. In this paper we propose non-parametric Topics over Time (npTOT), a model for time-varying topics that allows an unbounded number of topics and exible distribution over the temporal variations in those topics' popularity. We develop a collapsed Gibbs sampler for the proposed model and compare against existing models on synthetic and real document sets.
We develop a highly scalable optimization method called "hierarchical group-thresholding" for solving a multi-task regression model with complex structured sparsity constraints on both input and output spaces. Despite the recent emergence of several efficient optimization algorithms for tackling complex sparsity-inducing regularizers, true scalability in practical high-dimensional problems where a huge amount (e.g., millions) of sparsity patterns need to be enforced remains an open challenge, because all existing algorithms must deal with ALL such patterns exhaustively in every iteration, which is computationally prohibitive. Our proposed algorithm addresses the scalability problem by screening out multiple groups of coefficients simultaneously and systematically. We employ a hierarchical tree representation of group constraints to accelerate the process of removing irrelevant constraints by taking advantage of the inclusion relationships between group sparsities, thereby avoiding dealing with all constraints in every optimization step, and necessitating optimization operation only on a small number of outstanding coefficients. In our experiments, we demonstrate the efficiency of our method on simulation datasets, and in an application of detecting genetic variants associated with gene expression traits.
An autonomous variational inference algorithm for arbitrary graphical models requires the ability to optimize variational approximations over the space of model parameters as well as over the choice of tractable families used for the variational approximation. In this paper, we present a novel combination of graph partitioning algorithms with a generalized mean field (GMF) inference algorithm. This combination optimizes over disjoint clustering of variables and performs inference using those clusters. We provide a formal analysis of the relationship between the graph cut and the GMF approximation, and explore several graph partition strategies empirically. Our empirical results provide rather clear support for a weighted version of MinCut as a useful clustering algorithm for GMF inference, which is consistent with the implications from the formal analysis.
We propose a multi-wing harmonium model for mining multimedia data that extends and improves on earlier models based on two-layer random fields, which capture bidirectional dependencies between hidden topic aspects and observed inputs. This model can be viewed as an undirected counterpart of the two-layer directed models such as LDA for similar tasks, but bears significant difference in inference/learning cost tradeoffs, latent topic representations, and topic mixing mechanisms. In particular, our model facilitates efficient inference and robust topic mixing, and potentially provides high flexibilities in modeling the latent topic spaces. A contrastive divergence and a variational algorithm are derived for learning. We specialized our model to a dual-wing harmonium for captioned images, incorporating a multivariate Poisson for word-counts and a multivariate Gaussian for color histogram. We present empirical results on the applications of this model to classification, retrieval and image annotation on news video collections, and we report an extensive comparison with various extant models.
We study the problem of estimating high-dimensional regression models regularized by a structured sparsity-inducing penalty that encodes prior structural information on either the input or output variables. We consider two widely adopted types of penalties of this kind as motivating examples: (1) the general overlapping-group-lasso penalty, generalized from the group-lasso penalty; and (2) the graph-guided-fused-lasso penalty, generalized from the fused-lasso penalty. For both types of penalties, due to their nonseparability and nonsmoothness, developing an efficient optimization method remains a challenging problem. In this paper we propose a general optimization approach, the smoothing proximal gradient (SPG) method, which can solve structured sparse regression problems with any smooth convex loss under a wide spectrum of structured sparsity-inducing penalties. Our approach combines a smoothing technique with an effective proximal gradient method. It achieves a convergence rate significantly faster than the standard first-order methods, subgradient methods, and is much more scalable than the most widely used interior-point methods. The efficiency and scalability of our method are demonstrated on both simulation experiments and real genetic data sets.
We consider the problem of learning a high-dimensional multi-task regression model, under sparsity constraints induced by presence of grouping structures on the input covariates and on the output predictors. This problem is primarily motivated by expression quantitative trait locus (eQTL) mapping, of which the goal is to discover genetic variations in the genome (inputs) that influence the expression levels of multiple co-expressed genes (outputs), either epistatically, or pleiotropically, or both. A structured input-output lasso (SIOL) model based on an intricate l1/l2-norm penalty over the regression coefficient matrix is employed to enable discovery of complex sparse input/output relationships; and a highly efficient new optimization algorithm called hierarchical group thresholding (HiGT) is developed to solve the resultant non-differentiable, non-separable, and ultra high-dimensional optimization problem. We show on both simulation and on a yeast eQTL dataset that our model leads to significantly better recovery of the structured sparse relationships between the inputs and the outputs, and our algorithm significantly outperforms other optimization techniques under the same model. Additionally, we propose a novel approach for efficiently and effectively detecting input interactions by exploiting the prior knowledge available from biological experiments.
Topic models have proven to be a useful tool for discovering latent structures in document collections. However, most document collections often come as temporal streams and thus several aspects of the latent structure such as the number of topics, the topics' distribution and popularity are time-evolving. Several models exist that model the evolution of some but not all of the above aspects. In this paper we introduce infinite dynamic topic models, iDTM, that can accommodate the evolution of all the aforementioned aspects. Our model assumes that documents are organized into epochs, where the documents within each epoch are exchangeable but the order between the documents is maintained across epochs. iDTM allows for unbounded number of topics: topics can die or be born at any epoch, and the representation of each topic can evolve according to a Markovian dynamics. We use iDTM to analyze the birth and evolution of topics in the NIPS community and evaluated the efficacy of our model on both simulated and real datasets with favorable outcome.
We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of such penalties as our motivating examples: 1) overlapping group lasso penalty, based on the l1/l2 mixed-norm penalty, and 2) graph-guided fusion penalty. For both types of penalties, due to their non-separability, developing an efficient optimization method has remained a challenging problem. In this paper, we propose a general optimization approach, called smoothing proximal gradient method, which can solve the structured sparse regression problems with a smooth convex loss and a wide spectrum of structured-sparsity-inducing penalties. Our approach is based on a general smoothing technique of Nesterov. It achieves a convergence rate faster than the standard first-order method, subgradient method, and is much more scalable than the most widely used interior-point method. Numerical results are reported to demonstrate the efficiency and scalability of the proposed method.
We present sparse topical coding (STC), a non-probabilistic formulation of topic models for discovering latent representations of large collections of data. Unlike probabilistic topic models, STC relaxes the normalization constraint of admixture proportions and the constraint of defining a normalized likelihood function. Such relaxations make STC amenable to: 1) directly control the sparsity of inferred representations by using sparsity-inducing regularizers; 2) be seamlessly integrated with a convex error function (e.g., SVM hinge loss) for supervised learning; and 3) be efficiently learned with a simply structured coordinate descent algorithm. Our results demonstrate the advantages of STC and supervised MedSTC on identifying topical meanings of words and improving classification accuracy and time efficiency.