arXiv subjects

Venkatesh Saligrama

Publications and source records attributed to Venkatesh Saligrama.

At least 109 records · Page 6Linked to original sources

arXiv2015

Max-Cost Discrete Function Evaluation Problem under a Budget

We propose novel methods for max-cost Discrete Function Evaluation Problem (DFEP) under budget constraints. We are motivated by applications such as clinical diagnosis where a patient is subjected to a sequence of (possibly expensive) tests before a decision is made. Our goal is to develop strategies for minimizing max-costs. The problem is known to be NP hard and greedy methods based on specialized impurity functions have been proposed. We develop a broad class of \emph{admissible} impurity functions that admit monomials, classes of polynomials, and hinge-loss functions that allow for flexible impurity design with provably optimal approximation bounds. This flexibility is important for datasets when max-cost can be overly sensitive to "outliers." Outliers bias max-cost to a few examples that require a large number of tests for classification. We design admissible functions that allow for accuracy-cost trade-off and result in $O(\log n)$ guarantees of the optimal cost among trees with corresponding classification accuracy levels.

cs.LG↗

arXiv2014

Non-Adaptive Group Testing with Inhibitors

Group testing with inhibitors (GTI) introduced by Farach at al. is studied in this paper. There are three types of items, $d$ defectives, $r$ inhibitors and $n-d-r$ normal items in a population of $n$ items. The presence of any inhibitor in a test can prevent the expression of a defective. For this model, we propose a probabilistic non-adaptive pooling design with a low complexity decoding algorithm. We show that the sample complexity of the number of tests required for guaranteed recovery with vanishing error probability using the proposed algorithm scales as $T=O(d \log n)$ and $T=O(\frac{r^2}{d}\log n)$ in the regimes $r=O(d)$ and $d=o(r)$ respectively. In the former regime, the number of tests meets the lower bound order while in the latter regime, the number of tests is shown to exceed the lower bound order by a $\log \frac{r}{d}$ multiplicative factor. When only upper bounds on the number of defectives $D$ and the number of inhibitors $R$ are given instead of their exact values, the sample complexity of the number of tests using the proposed algorithm scales as $T=O(D \log n)$ and $T=O(R^2 \log n)$ in the regimes $R^2=O(D)$ and $D=o(R^2)$ respectively. In the former regime, the number of tests meets the lower bound order while in the latter regime, the number of tests exceeds the lower bound order by a $\log R$ multiplicative factor. The time complexity of the proposed decoding algorithms scale as $O(nT)$.

cs.IT↗

arXiv2014

Efficient Minimax Signal Detection on Graphs

Several problems such as network intrusion, community detection, and disease outbreak can be described by observations attributed to nodes or edges of a graph. In these applications presence of intrusion, community or disease outbreak is characterized by novel observations on some unknown connected subgraph. These problems can be formulated in terms of optimization of suitable objectives on connected subgraphs, a problem which is generally computationally difficult. We overcome the combinatorics of connectivity by embedding connected subgraphs into linear matrix inequalities (LMI). Computationally efficient tests are then realized by optimizing convex objective functions subject to these LMI constraints. We prove, by means of a novel Euclidean embedding argument, that our tests are minimax optimal for exponential family of distributions on 1-D and 2-D lattices. We show that internal conductance of the connected subgraph family plays a fundamental role in characterizing detectability.

stat.ML↗

arXiv2014

A Novel Visual Word Co-occurrence Model for Person Re-identification

Person re-identification aims to maintain the identity of an individual in diverse locations through different non-overlapping camera views. The problem is fundamentally challenging due to appearance variations resulting from differing poses, illumination and configurations of camera views. To deal with these difficulties, we propose a novel visual word co-occurrence model. We first map each pixel of an image to a visual word using a codebook, which is learned in an unsupervised manner. The appearance transformation between camera views is encoded by a co-occurrence matrix of visual word joint distributions in probe and gallery images. Our appearance model naturally accounts for spatial similarities and variations caused by pose, illumination & configuration change across camera views. Linear SVMs are then trained as classifiers using these co-occurrence descriptors. On the VIPeR and CUHK Campus benchmark datasets, our method achieves 83.86% and 85.49% at rank-15 on the Cumulative Match Characteristic (CMC) curves, and beats the state-of-the-art results by 10.44% and 22.27%.

cs.CV↗

arXiv2014

RAPID: Rapidly Accelerated Proximal Gradient Algorithms for Convex Minimization

In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each proximal gradient step in APG so that a biconvex function $f(θ\mathbf{x})$ is minimized over scalar variable $θ>0$ while fixing variable $\mathbf{x}$. We propose two new ways of constructing the auxiliary variables in APG based on the intermediate solutions of the proximal gradient and the line search steps. We prove that at arbitrary iteration step $t (t\geq1)$, our algorithm can achieve a smaller upper-bound for the gap between the current and optimal objective values than those in the traditional APG methods such as FISTA, making it converge faster in practice. In fact, our algorithm can be potentially applied to many important convex optimization problems, such as sparse linear regression and kernel SVMs. Our experimental results clearly demonstrate that our algorithm converges faster than APG in all of the applications above, even comparable to some sophisticated solvers.

stat.ML↗

arXiv2014

A Rank-SVM Approach to Anomaly Detection

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on rank-SVM. Data points are first ranked based on scores derived from nearest neighbor graphs on n-point nominal data. We then train a rank-SVM using this ranked data. A test-point is declared as an anomaly at alpha-false alarm level if the predicted score is in the alpha-percentile. The resulting anomaly detector is shown to be asymptotically optimal and adaptive in that for any false alarm rate alpha, its decision region converges to the alpha-percentile level set of the unknown underlying density. In addition we illustrate through a number of synthetic and real-data experiments both the statistical performance and computational efficiency of our anomaly detector.

stat.ML↗

arXiv2014

Retrieval in Long Surveillance Videos using User Described Motion and Object Attributes

We present a content-based retrieval method for long surveillance videos both for wide-area (Airborne) as well as near-field imagery (CCTV). Our goal is to retrieve video segments, with a focus on detecting objects moving on routes, that match user-defined events of interest. The sheer size and remote locations where surveillance videos are acquired, necessitates highly compressed representations that are also meaningful for supporting user-defined queries. To address these challenges we archive long-surveillance video through lightweight processing based on low-level local spatio-temporal extraction of motion and object features. These are then hashed into an inverted index using locality-sensitive hashing (LSH). This local approach allows for query flexibility as well as leads to significant gains in compression. Our second task is to extract partial matches to the user-created query and assembles them into full matches using Dynamic Programming (DP). DP exploits causality to assemble the indexed low level features into a video segment which matches the query route. We examine CCTV and Airborne footage, whose low contrast makes motion extraction more difficult. We generate robust motion estimates for Airborne data using a tracklets generation algorithm while we use Horn and Schunck approach to generate motion estimates for CCTV. Our approach handles long routes, low contrasts and occlusion. We derive bounds on the rate of false positives and demonstrate the effectiveness of the approach for counting, motion pattern recognition and abandoned object applications.

cs.CV↗

arXiv2014

Information-Theoretic Bounds for Adaptive Sparse Recovery

We derive an information-theoretic lower bound for sample complexity in sparse recovery problems where inputs can be chosen sequentially and adaptively. This lower bound is in terms of a simple mutual information expression and unifies many different linear and nonlinear observation models. Using this formula we derive bounds for adaptive compressive sensing (CS), group testing and 1-bit CS problems. We show that adaptivity cannot decrease sample complexity in group testing, 1-bit CS and CS with linear sparsity. In contrast, we show there might be mild performance gains for CS in the sublinear regime. Our unified analysis also allows characterization of gains due to adaptivity from a wider perspective on sparse problems.

cs.IT↗

arXiv2014

Sensing-Aware Kernel SVM

We propose a novel approach for designing kernels for support vector machines (SVMs) when the class label is linked to the observation through a latent state and the likelihood function of the observation given the state (the sensing model) is available. We show that the Bayes-optimum decision boundary is a hyperplane under a mapping defined by the likelihood function. Combining this with the maximum margin principle yields kernels for SVMs that leverage knowledge of the sensing model in an optimal way. We derive the optimum kernel for the bag-of-words (BoWs) sensing model and demonstrate its superior performance over other kernels in document and image classification tasks. These results indicate that such optimum sensing-aware kernel SVMs can match the performance of rather sophisticated state-of-the-art approaches.

cs.LG↗

arXiv2014

Sparse Recovery with Linear and Nonlinear Observations: Dependent and Noisy Data

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted to linear models or specific distributions. We state non-asymptotic bounds on recovery probability and a tight mutual information formula for sample complexity. We evaluate our bounds for applications such as sparse linear regression and explicitly characterize effects of correlation or noisy features on recovery performance. We show improvements upon previous work and identify gaps between the performance of recovery algorithms and fundamental information.

cs.IT↗

arXiv2014

Non-adaptive Group Testing: Explicit bounds and novel algorithms

We consider some computationally efficient and provably correct algorithms with near-optimal sample-complexity for the problem of noisy non-adaptive group testing. Group testing involves grouping arbitrary subsets of items into pools. Each pool is then tested to identify the defective items, which are usually assumed to be "sparse". We consider non-adaptive randomly pooling measurements, where pools are selected randomly and independently of the test outcomes. We also consider a model where noisy measurements allow for both some false negative and some false positive test outcomes (and also allow for asymmetric noise, and activation noise). We consider three classes of algorithms for the group testing problem (we call them specifically the "Coupon Collector Algorithm", the "Column Matching Algorithms", and the "LP Decoding Algorithms" -- the last two classes of algorithms (versions of some of which had been considered before in the literature) were inspired by corresponding algorithms in the Compressive Sensing literature. The second and third of these algorithms have several flavours, dealing separately with the noiseless and noisy measurement scenarios. Our contribution is novel analysis to derive explicit sample-complexity bounds -- with all constants expressly computed -- for these algorithms as a function of the desired error probability; the noise parameters; the number of items; and the size of the defective set (or an upper bound on it). We also compare the bounds to information-theoretic lower bounds for sample complexity based on Fano's inequality and show that the upper and lower bounds are equal up to an explicitly computable universal constant factor (independent of problem parameters).

cs.IT↗

arXiv2013

Boolean Compressed Sensing and Noisy Group Testing

The fundamental task of group testing is to recover a small distinguished subset of items from a large population while efficiently reducing the total number of tests (measurements). The key contribution of this paper is in adopting a new information-theoretic perspective on group testing problems. We formulate the group testing problem as a channel coding/decoding problem and derive a single-letter characterization for the total number of tests used to identify the defective set. Although the focus of this paper is primarily on group testing, our main result is generally applicable to other compressive sensing models. The single letter characterization is shown to be order-wise tight for many interesting noisy group testing scenarios. Specifically, we consider an additive Bernoulli($q$) noise model where we show that, for $N$ items and $K$ defectives, the number of tests $T$ is $O(\frac{K\log N}{1-q})$ for arbitrarily small average error probability and $O(\frac{K^2\log N}{1-q})$ for a worst case error criterion. We also consider dilution effects whereby a defective item in a positive pool might get diluted with probability $u$ and potentially missed. In this case, it is shown that $T$ is $O(\frac{K\log N}{(1-u)^2})$ and $O(\frac{K^2\log N}{(1-u)^2})$ for the average and the worst case error criteria, respectively. Furthermore, our bounds allow us to verify existing known bounds for noiseless group testing including the deterministic noise-free case and approximate reconstruction with bounded distortion. Our proof of achievability is based on random coding and the analysis of a Maximum Likelihood Detector, and our information theoretic lower bound is based on Fano's inequality.

cs.IT↗

arXiv2013

Necessary and Sufficient Conditions for Novel Word Detection in Separable Topic Models

The simplicial condition and other stronger conditions that imply it have recently played a central role in developing polynomial time algorithms with provable asymptotic consistency and sample complexity guarantees for topic estimation in separable topic models. Of these algorithms, those that rely solely on the simplicial condition are impractical while the practical ones need stronger conditions. In this paper, we demonstrate, for the first time, that the simplicial condition is a fundamental, algorithm-independent, information-theoretic necessary condition for consistent separable topic estimation. Furthermore, under solely the simplicial condition, we present a practical quadratic-complexity algorithm based on random projections which consistently detects all novel words of all topics using only up to second-order empirical word moments. This algorithm is amenable to distributed implementation making it attractive for 'big-data' scenarios involving a network of large distributed databases.

cs.LG↗

arXiv2013

Spectral Clustering with Imbalanced Data

Spectral clustering is sensitive to how graphs are constructed from data particularly when proximal and imbalanced clusters are present. We show that Ratio-Cut (RCut) or normalized cut (NCut) objectives are not tailored to imbalanced data since they tend to emphasize cut sizes over cut values. We propose a graph partitioning problem that seeks minimum cut partitions under minimum size constraints on partitions to deal with imbalanced data. Our approach parameterizes a family of graphs, by adaptively modulating node degrees on a fixed node set, to yield a set of parameter dependent cuts reflecting varying levels of imbalance. The solution to our problem is then obtained by optimizing over these parameters. We present rigorous limit cut analysis results to justify our approach. We demonstrate the superiority of our method through unsupervised and semi-supervised experiments on synthetic and real data sets.

stat.ML↗

arXiv2013

An Impossibility Result for High Dimensional Supervised Learning

We study high-dimensional asymptotic performance limits of binary supervised classification problems where the class conditional densities are Gaussian with unknown means and covariances and the number of signal dimensions scales faster than the number of labeled training samples. We show that the Bayes error, namely the minimum attainable error probability with complete distributional knowledge and equally likely classes, can be arbitrarily close to zero and yet the limiting minimax error probability of every supervised learning algorithm is no better than a random coin toss. In contrast to related studies where the classification difficulty (Bayes error) is made to vanish, we hold it constant when taking high-dimensional limits. In contrast to VC-dimension based minimax lower bounds that consider the worst case error probability over all distributions that have a fixed Bayes error, our worst case is over the family of Gaussian distributions with constant Bayes error. We also show that a nontrivial asymptotic minimax error probability can only be attained for parametric subsets of zero measure (in a suitable measure space). These results expose the fundamental importance of prior knowledge and suggest that unless we impose strong structural constraints, such as sparsity, on the parametric space, supervised learning may be ineffective in high dimensional small sample settings.

stat.ML↗

arXiv2013

Near-Optimal Stochastic Threshold Group Testing

We formulate and analyze a stochastic threshold group testing problem motivated by biological applications. Here a set of $n$ items contains a subset of $d \ll n$ defective items. Subsets (pools) of the $n$ items are tested -- the test outcomes are negative, positive, or stochastic (negative or positive with certain probabilities that might depend on the number of defectives being tested in the pool), depending on whether the number of defective items in the pool being tested are fewer than the {\it lower threshold} $l$, greater than the {\it upper threshold} $u$, or in between. The goal of a {\it stochastic threshold group testing} scheme is to identify the set of $d$ defective items via a "small" number of such tests. In the regime that $l = o(d)$ we present schemes that are computationally feasible to design and implement, and require near-optimal number of tests (significantly improving on existing schemes). Our schemes are robust to a variety of models for probabilistic threshold group testing.

cs.IT↗

arXiv2013

Topic Discovery through Data Dependent and Random Projections

We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based on data-dependent and random projections of word-frequency patterns to identify novel words and associated topics. We will also discuss the statistical guarantees of the data-dependent projections method based on two mild assumptions on the prior density of topic document matrix. Our key insight here is that the maximum and minimum values of cross-document frequency patterns projected along any direction are associated with novel words. While our sample complexity bounds for topic recovery are similar to the state-of-art, the computational complexity of our random projection scheme scales linearly with the number of documents and the number of words per document. We present several experiments on synthetic and real-world datasets to demonstrate qualitative and quantitative merits of our scheme.

stat.ML↗

arXiv2013

Spectral Clustering with Unbalanced Data

Spectral clustering (SC) and graph-based semi-supervised learning (SSL) algorithms are sensitive to how graphs are constructed from data. In particular if the data has proximal and unbalanced clusters these algorithms can lead to poor performance on well-known graphs such as $k$-NN, full-RBF, $ε$-graphs. This is because the objectives such as Ratio-Cut (RCut) or normalized cut (NCut) attempt to tradeoff cut values with cluster sizes, which are not tailored to unbalanced data. We propose a novel graph partitioning framework, which parameterizes a family of graphs by adaptively modulating node degrees in a $k$-NN graph. We then propose a model selection scheme to choose sizable clusters which are separated by smallest cut values. Our framework is able to adapt to varying levels of unbalancedness of data and can be naturally used for small cluster detection. We theoretically justify our ideas through limit cut analysis. Unsupervised and semi-supervised experiments on synthetic and real data sets demonstrate the superiority of our method.

stat.ML↗