Search or filter publications

Filter by type:

Filter by publication type

Filter by year:

to

Results

  • Showing results for:
  • Reset all filters

Search results

  • Conference paper
    Huang R, Lattimore T, Gyorgy A, Szepesvari Cet al., 2016,

    Following the Leader and Fast Rates in Linear Prediction: Curved Constraint Sets and Other Regularities

    , Advances in Neural Information Processing Systems 29 (NIPS 2016), Publisher: Neutral Information Processing Systems Foundation, Inc.

    The follow the leader (FTL) algorithm, perhaps the simplest of all online learningalgorithms, is known to perform well when the loss functions it is used on are positivelycurved. In this paper we ask whether there are other “lucky” settings whenFTL achieves sublinear, “small” regret. In particular, we study the fundamentalproblem of linear prediction over a non-empty convex, compact domain. Amongstother results, we prove that the curvature of the boundary of the domain can act asif the losses were curved: In this case, we prove that as long as the mean of the lossvectors have positive lengths bounded away from zero, FTL enjoys a logarithmicgrowth rate of regret, while, e.g., for polyhedral domains and stochastic data itenjoys finite expected regret. Building on a previously known meta-algorithm, wealso get an algorithm that simultaneously enjoys the worst-case guarantees and thebound available for FTL.

  • Journal article
    Filippi S, Holmes CC, Nieto-Barajas LE, 2016,

    Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet Process Mixtures

    , Electronic Journal of Statistics, Vol: 10, Pages: 3338-3354, ISSN: 1935-7524

    In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying distributions. A key criteria is that the procedures should scale to large data sets. In this regard we find that the formal calculation of the Bayes factor for a dependent-vs.-independent DPM joint probability measure is not feasible computationally. To address this we present Bayesian diagnostic measures for characterising evidence against a “null model” of pairwise independence. In simulation studies, as well as for a real data analysis, we show that our approach provides a useful tool for the exploratory nonparametric Bayesian analysis of large multivariate data sets.

  • Conference paper
    Kern T, Gyorgy A, 2016,

    SVRG++ with non-uniform sampling

    , 9th NIPS Workshop on Optimization for Machine Learning, Publisher: Neural Information Processing Systems Foundation, Inc.

    SVRG++ is a recent randomized optimization algorithm designed to solve non-strongly convex smooth composite optimization problems in the large data regime.In this paper we combine SVRG++ with non-uniform sampling of the data points(already present in the original SVRG algorithm), leading to an algorithm with thebest sample complexity to date and state-of-the art empirical performance. Whilethe combination and the analysis of the algorithm is admittedly straightforward,our experimental results show significant improvement over the original SVRG++method with the new method outperforming all competitors on datasets where thesmoothness of the components varies. This demonstrates that, despite its simplicityand limited novelty, this extension is important in practice.

  • Conference paper
    Calandra R, Peters J, Rasmussen CE, Deisenroth MPet al., 2016,

    Manifold Gaussian Processes for Regression

    , International Joint Conference on Neural Networks, Publisher: IEEE, ISSN: 2161-4407

    Off-the-shelf Gaussian Process (GP) covariancefunctions encode smoothness assumptions on the structureof the function to be modeled. To model complex and nondifferentiablefunctions, these smoothness assumptions are oftentoo restrictive. One way to alleviate this limitation is to finda different representation of the data by introducing a featurespace. This feature space is often learned in an unsupervisedway, which might lead to data representations that are notuseful for the overall regression task. In this paper, we proposeManifold Gaussian Processes, a novel supervised method thatjointly learns a transformation of the data into a featurespace and a GP regression from the feature space to observedspace. The Manifold GP is a full GP and allows to learn datarepresentations, which are useful for the overall regressiontask. As a proof-of-concept, we evaluate our approach oncomplex non-smooth functions where standard GPs performpoorly, such as step functions and robotics tasks with contacts.

  • Journal article
    de Montjoye YKJV, Rocher L, Pentland AS, 2016,

    bandicoot: an open-source Python toolbox to analyze mobile phone metadata

    , Journal of Machine Learning Research, Vol: 17, ISSN: 1532-4435

    bandicoot is an open-source Python toolbox to extract more than 1442 features from standard mobile phone metadata. bandicoot makes it easy for machine learning researchers and practitioners to load mobile phone data, to analyze and visualize them, and to extract robust features which can be used for various classification and clustering tasks. Emphasis is put on ease of use, consistency, and documentation. bandicoot has no dependencies and is distributed under MIT license

  • Journal article
    Palomeras N, Carrera A, Hurtós N, Karras GC, Bechlioulis CP, Cashmore M, Magazzeni D, Long D, Fox M, Kyriakopoulos KJ, Kormushev P, Salvi J, Carreras Met al., 2016,

    Toward persistent autonomous intervention in a subsea panel

    , Autonomous Robots, Vol: 40, Pages: 1279-1306
  • Journal article
    Filippi S, Holmes C, 2016,

    A Bayesian nonparametric approach to testing for dependence between random variables

    , Bayesian Analysis, Vol: 12, Pages: 919-938, ISSN: 1931-6690

    Nonparametric and nonlinear measures of statistical dependence between pairsof random variables are important tools in modern data analysis. In particularthe emergence of large data sets can now support the relaxation of linearityassumptions implicit in traditional association scores such as correlation.Here we describe a Bayesian nonparametric procedure that leads to a tractable,explicit and analytic quantification of the relative evidence for dependence vsindependence. Our approach uses Polya tree priors on the space of probabilitymeasures which can then be embedded within a decision theoretic test fordependence. Polya tree priors can accommodate known uncertainty in the form ofthe underlying sampling distribution and provides an explicit posteriorprobability measure of both dependence and independence. Well known advantagesof having an explicit probability measure include: easy comparison of evidenceacross different studies; encoding prior information; quantifying changes independence across different experimental conditions, and; the integration ofresults within formal decision analysis.

  • Conference paper
    Kurek M, Deisenroth MP, Luk W, Todman Tet al., 2016,

    Knowledge Transfer in Automatic Optimisation of Reconfigurable Designs

    , 2016 IEEE 24th Annual International Symposium on Field-Programmable Custom Computing Machines (FCCM), Publisher: IEEE

    This paper presents a novel approach for automatic optimisation of reconfigurable design parameters based on knowledge transfer. The key idea is to make use of insights derived from optimising related designs to benefit future optimisations. We show how to use designs targeting one device to speed up optimisation of another device. The proposed approach is evaluated based on various applications including computational finance and seismic imaging. It is capable of achieving up to 35% reduction in optimisation time in producing designs with similar performance, compared to alternative optimisation methods.

  • Journal article
    Jamisola RS, Kormushev P, Roberts RG, Caldwell DGet al., 2016,

    Task-Space Modular Dynamics for Dual-Arms Expressed through a Relative Jacobian

    , Journal of Intelligent & Robotic Systems, Pages: 1-14, ISSN: 1573-0409
  • Conference paper
    Gyorgy A, Szepesvari C, 2016,

    Shifting Regret, Mirror Descent, and Matrices

    , International Conference on Machine Learning, Publisher: Journal of Machine Learning Research, Pages: 2943-2951, ISSN: 1532-4435

    We consider the problem of online prediction inchanging environments. In this framework theperformance of a predictor is evaluated as theloss relative to an arbitrarily changing predictor,whose individual components come from a baseclass of predictors. Typical results in the literatureconsider different base classes (experts, linearpredictors on the simplex, etc.) separately.Introducing an arbitrary mapping inside the mirrordecent algorithm, we provide a frameworkthat unifies and extends existing results. As anexample, we prove new shifting regret bounds formatrix prediction problems.

This data is extracted from the Web of Science and reproduced under a licence from Thomson Reuters. You may not copy or re-distribute this data in whole or in part without the written consent of the Science business of Thomson Reuters.

Request URL: http://wlsprd.imperial.ac.uk:80/respub/WEB-INF/jsp/search-t4-html.jsp Request URI: /respub/WEB-INF/jsp/search-t4-html.jsp Query String: id=954&limit=10&page=6&respub-action=search.html Current Millis: 1594860421006 Current Time: Thu Jul 16 01:47:01 BST 2020