ASSep 20, 2024Code
GTSinger: A Global Multi-Technique Singing Corpus with Realistic Music Scores for All Singing TasksYu Zhang, Changhao Pan, Wenxiang Guo et al.
The scarcity of high-quality and multi-task singing datasets significantly hinders the development of diverse controllable and personalized singing tasks, as existing singing datasets suffer from low quality, limited diversity of languages and singers, absence of multi-technique information and realistic music scores, and poor task suitability. To tackle these problems, we present GTSinger, a large global, multi-technique, free-to-use, high-quality singing corpus with realistic music scores, designed for all singing tasks, along with its benchmarks. Particularly, (1) we collect 80.59 hours of high-quality singing voices, forming the largest recorded singing dataset; (2) 20 professional singers across nine widely spoken languages offer diverse timbres and styles; (3) we provide controlled comparison and phoneme-level annotations of six commonly used singing techniques, helping technique modeling and control; (4) GTSinger offers realistic music scores, assisting real-world musical composition; (5) singing voices are accompanied by manual phoneme-to-audio alignments, global style labels, and 16.16 hours of paired speech for various singing tasks. Moreover, to facilitate the use of GTSinger, we conduct four benchmark experiments: technique-controllable singing voice synthesis, technique recognition, style transfer, and speech-to-singing conversion. The demos can be found at http://aaronz345.github.io/GTSingerDemo/. We provide the dataset and the code for processing data and conducting benchmarks at https://huggingface.co/datasets/AaronZ345/GTSinger and https://github.com/AaronZ345/GTSinger.
CVJan 9
Orient Anything V2: Unifying Orientation and Rotation UnderstandingZehan Wang, Ziang Zhang, Jiayang Xu et al.
This work presents Orient Anything V2, an enhanced foundation model for unified understanding of object 3D orientation and rotation from single or paired images. Building upon Orient Anything V1, which defines orientation via a single unique front face, V2 extends this capability to handle objects with diverse rotational symmetries and directly estimate relative rotations. These improvements are enabled by four key innovations: 1) Scalable 3D assets synthesized by generative models, ensuring broad category coverage and balanced data distribution; 2) An efficient, model-in-the-loop annotation system that robustly identifies 0 to N valid front faces for each object; 3) A symmetry-aware, periodic distribution fitting objective that captures all plausible front-facing orientations, effectively modeling object rotational symmetry; 4) A multi-frame architecture that directly predicts relative object rotations. Extensive experiments show that Orient Anything V2 achieves state-of-the-art zero-shot performance on orientation estimation, 6DoF pose estimation, and object symmetry recognition across 11 widely used benchmarks. The model demonstrates strong generalization, significantly broadening the applicability of orientation estimation in diverse downstream tasks.
ASApr 21, 2025Code
OmniAudio: Generating Spatial Audio from 360-Degree VideoHuadai Liu, Tianyi Luo, Kaicheng Luo et al.
Traditional video-to-audio generation techniques primarily focus on perspective video and non-spatial audio, often missing the spatial cues necessary for accurately representing sound sources in 3D environments. To address this limitation, we introduce a novel task, 360V2SA, to generate spatial audio from 360-degree videos, specifically producing First-order Ambisonics (FOA) audio - a standard format for representing 3D spatial audio that captures sound directionality and enables realistic 3D audio reproduction. We first create Sphere360, a novel dataset tailored for this task that is curated from real-world data. We also design an efficient semi-automated pipeline for collecting and cleaning paired video-audio data. To generate spatial audio from 360-degree video, we propose a novel framework OmniAudio, which leverages self-supervised pre-training using both spatial audio data (in FOA format) and large-scale non-spatial data. Furthermore, OmniAudio features a dual-branch framework that utilizes both panoramic and perspective video inputs to capture comprehensive local and global information from 360-degree videos. Experimental results demonstrate that OmniAudio achieves state-of-the-art performance across both objective and subjective metrics on Sphere360. Code and datasets are available at https://github.com/liuhuadai/OmniAudio. The project website is available at https://OmniAudio-360V2SA.github.io.
MLFeb 16, 2016Code
Parallel Bayesian Global Optimization of Expensive FunctionsJialei Wang, Scott C. Clark, Eric Liu et al.
We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a conceptual Bayesian optimization algorithm proposed by Ginsbourger et al. (2007). At the heart of this algorithm is maximizing the information criterion called the "multi-points expected improvement'', or the q-EI. To accomplish this, we use infinitessimal perturbation analysis (IPA) to construct a stochastic gradient estimator and show that this estimator is unbiased. We also show that the stochastic gradient ascent algorithm using the constructed gradient estimator converges to a stationary point of the q-EI surface, and therefore, as the number of multiple starts of the gradient ascent algorithm and the number of steps for each start grow large, the one-step Bayes optimal set of points is recovered. We show in numerical experiments that our method for maximizing the q-EI is faster than methods based on closed-form evaluation using high-dimensional integration, when considering many parallel function evaluations, and is comparable in speed when considering few. We also show that the resulting one-step Bayes optimal algorithm for parallel global optimization finds high-quality solutions with fewer evaluations than a heuristic based on approximately maximizing the q-EI. A high-quality open source implementation of this algorithm is available in the open source Metrics Optimization Engine (MOE).
ASJun 26, 2025
ThinkSound: Chain-of-Thought Reasoning in Multimodal Large Language Models for Audio Generation and EditingHuadai Liu, Kaicheng Luo, Jialei Wang et al.
While end-to-end video-to-audio generation has greatly improved, producing high-fidelity audio that authentically captures the nuances of visual content remains challenging. Like professionals in the creative industries, this generation requires sophisticated reasoning about items such as visual dynamics, acoustic environments, and temporal relationships. We present ThinkSound, a novel framework that leverages Chain-of-Thought (CoT) reasoning to enable stepwise, interactive audio generation and editing for videos. Our approach decomposes the process into three complementary stages: foundational foley generation that creates semantically coherent soundscapes, interactive object-centric refinement through precise user interactions, and targeted editing guided by natural language instructions. At each stage, a multimodal large language model generates contextually aligned CoT reasoning that guides a unified audio foundation model. Furthermore, we introduce AudioCoT, a comprehensive dataset with structured reasoning annotations that establishes connections between visual content, textual descriptions, and sound synthesis. Experiments demonstrate that ThinkSound achieves state-of-the-art performance in video-to-audio generation across both audio metrics and CoT metrics, and excels in the out-of-distribution Movie Gen Audio benchmark. The project page is available at https://ThinkSound-Project.github.io.
CVMay 15, 2025
Depth Anything with Any PriorZehan Wang, Siyu Chen, Lihe Yang et al.
This work presents Prior Depth Anything, a framework that combines incomplete but precise metric information in depth measurement with relative but complete geometric structures in depth prediction, generating accurate, dense, and detailed metric depth maps for any scene. To this end, we design a coarse-to-fine pipeline to progressively integrate the two complementary depth sources. First, we introduce pixel-level metric alignment and distance-aware weighting to pre-fill diverse metric priors by explicitly using depth prediction. It effectively narrows the domain gap between prior patterns, enhancing generalization across varying scenarios. Second, we develop a conditioned monocular depth estimation (MDE) model to refine the inherent noise of depth priors. By conditioning on the normalized pre-filled prior and prediction, the model further implicitly merges the two complementary depth sources. Our model showcases impressive zero-shot generalization across depth completion, super-resolution, and inpainting over 7 real-world datasets, matching or even surpassing previous task-specific methods. More importantly, it performs well on challenging, unseen mixed priors and enables test-time improvements by switching prediction models, providing a flexible accuracy-efficiency trade-off while evolving with advancements in MDE models.
OCMay 25, 2018
Graph Oracle Models, Lower Bounds, and Gaps for Parallel Stochastic OptimizationBlake Woodworth, Jialei Wang, Adam Smith et al.
We suggest a general oracle-based framework that captures different parallel stochastic optimization settings described by a dependency graph, and derive generic lower bounds in terms of this graph. We then use the framework and derive lower bounds for several specific parallel optimization settings, including delayed updates and parallel processing with intermittent communication. We highlight gaps between lower and upper bounds on the oracle complexity, and cases where the "natural" algorithms are not known to be optimal.
MLFeb 11, 2018
Distributed Stochastic Multi-Task Learning with Graph RegularizationWeiran Wang, Jialei Wang, Mladen Kolar et al.
We propose methods for distributed graph-based multi-task learning that are based on weighted averaging of messages from other machines. Uniform averaging or diminishing stepsize in these methods would yield consensus (single task) learning. We show how simply skewing the averaging weights or controlling the stepsize allows learning different, but related, tasks on the different machines.
LGOct 26, 2017
Gradient Sparsification for Communication-Efficient Distributed OptimizationJianqiao Wangni, Jialei Wang, Ji Liu et al.
Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as stochastic gradients among different workers. In this paper, to reduce the communication cost we propose a convex optimization formulation to minimize the coding length of stochastic gradients. To solve the optimal sparsification efficiently, several simple and fast algorithms are proposed for approximate solution, with theoretical guaranteed for sparseness. Experiments on $\ell_2$ regularized logistic regression, support vector machines, and convolutional neural networks validate our sparsification approaches.
OCJun 21, 2017
Improved Optimization of Finite Sums with Minibatch Stochastic Variance Reduced Proximal IterationsJialei Wang, Tong Zhang
We present novel minibatch stochastic optimization methods for empirical risk minimization problems, the methods efficiently leverage variance reduced first-order and sub-sampled higher-order information to accelerate the convergence speed. For quadratic objectives, we prove improved iteration complexity over state-of-the-art under reasonable assumptions. We also provide empirical evidence of the advantages of our method compared to existing approaches in the literature.
OCMar 7, 2017
Exploiting Strong Convexity from Data with Primal-Dual First-Order AlgorithmsJialei Wang, Lin Xiao
We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However, primal-dual algorithms often require explicit strongly convex regularization in order to obtain fast linear convergence, and the required dual proximal mapping may not admit closed-form or efficient solution. In this paper, we develop both batch and randomized primal-dual algorithms that can exploit strong convexity from data adaptively and are capable of achieving linear convergence even without regularization. We also present dual-free variants of the adaptive primal-dual algorithms that do not require computing the dual proximal mapping, which are especially suitable for logistic regression.
NAFeb 25, 2017
Efficient coordinate-wise leading eigenvector computationJialei Wang, Weiran Wang, Dan Garber et al.
We develop and analyze efficient "coordinate-wise" methods for finding the leading eigenvector, where each step involves only a vector-vector product. We establish global convergence with overall runtime guarantees that are at least as good as Lanczos's method and dominate it for slowly decaying spectrum. Our methods are based on combining a shift-and-invert approach with coordinate-wise algorithms for linear regression.
LGFeb 21, 2017
Memory and Communication Efficient Distributed Stochastic Optimization with Minibatch-ProxJialei Wang, Weiran Wang, Nathan Srebro
We present and analyze an approach for distributed stochastic optimization which is statistically optimal and achieves near-linear speedups (up to logarithmic factors). Our approach allows a communication-memory tradeoff, with either logarithmic communication but linear memory, or polynomial communication and a corresponding polynomial reduction in required memory. This communication-memory tradeoff is achieved through minibatch-prox iterations (minibatch passive-aggressive updates), where a subproblem on a minibatch is solved at each iteration. We provide a novel analysis for such a minibatch-prox procedure which achieves the statistical optimal rate regardless of minibatch size and smoothness, thus significantly improving on prior work.
LGFeb 21, 2017
Stochastic Canonical Correlation AnalysisChao Gao, Dan Garber, Nathan Srebro et al.
We study the sample complexity of canonical correlation analysis (CCA), \ie, the number of samples needed to estimate the population canonical correlation and directions up to arbitrarily small error. With mild assumptions on the data distribution, we show that in order to achieve $ε$-suboptimality in a properly defined measure of alignment between the estimated canonical directions and the population solution, we can solve the empirical objective exactly with $N(ε, Δ, γ)$ samples, where $Δ$ is the singular value gap of the whitened cross-covariance matrix and $1/γ$ is an upper bound of the condition number of auto-covariance matrices. Moreover, we can achieve the same learning accuracy by drawing the same level of samples and solving the empirical objective approximately with a stochastic optimization algorithm; this algorithm is based on the shift-and-invert power iterations and only needs to process the dataset for $\mathcal{O}\left(\log \frac{1}ε \right)$ passes. Finally, we show that, given an estimate of the canonical correlation, the streaming version of the shift-and-invert power iterations achieves the same learning accuracy with the same level of sample complexity, by processing the data only once.
MLFeb 9, 2017
Rate Optimal Estimation and Confidence Intervals for High-dimensional Regression with Missing CovariatesYining Wang, Jialei Wang, Sivaraman Balakrishnan et al.
Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of estimation and of constructing component-wise confidence intervals in a sparse high-dimensional linear regression model when some covariates of the design matrix are missing completely at random. We analyze a variant of the Dantzig selector [9] for estimating the regression model and we use a de-biasing argument to construct component-wise confidence intervals. Our first main result is to establish upper bounds on the estimation error as a function of the model parameters (the sparsity level s, the expected fraction of observed covariates $ρ_*$, and a measure of the signal strength $\|β^*\|_2$). We find that even in an idealized setting where the covariates are assumed to be missing completely at random, somewhat surprisingly and in contrast to the fully-observed setting, there is a dichotomy in the dependence on model parameters and much faster rates are obtained if the covariance matrix of the random design is known. To study this issue further, our second main contribution is to provide lower bounds on the estimation error showing that this discrepancy in rates is unavoidable in a minimax sense. We then consider the problem of high-dimensional inference in the presence of missing data. We construct and analyze confidence intervals using a de-biased estimator. In the presence of missing data, inference is complicated by the fact that the de-biasing matrix is correlated with the pilot estimator and this necessitates the design of a new estimator and a novel analysis. We also complement our mathematical study with extensive simulations on synthetic and semi-synthetic data that show the accuracy of our asymptotic predictions for finite sample sizes.
LGOct 10, 2016
Sketching Meets Random Projection in the Dual: A Provable Recovery Algorithm for Big and High-dimensional DataJialei Wang, Jason D. Lee, Mehrdad Mahdavi et al.
Sketching techniques have become popular for scaling up machine learning algorithms by reducing the sample size or dimensionality of massive data sets, while still maintaining the statistical power of big data. In this paper, we study sketching from an optimization point of view: we first show that the iterative Hessian sketch is an optimization process with preconditioning, and develop accelerated iterative Hessian sketch via the searching the conjugate direction; we then establish primal-dual connections between the Hessian sketch and dual random projection, and apply the preconditioned conjugate gradient approach on the dual problem, which leads to the accelerated iterative dual random projection methods. Finally to tackle the challenges from both large sample size and high-dimensionality, we propose the primal-dual sketch, which iteratively sketches the primal and dual formulations. We show that using a logarithmic number of calls to solvers of small scale problem, primal-dual sketch is able to recover the optimum of the original problem up to arbitrary precision. The proposed algorithms are validated via extensive experiments on synthetic and real data sets which complements our theoretical results.
MLAug 11, 2016
Warm Starting Bayesian OptimizationMatthias Poloczek, Jialei Wang, Peter I. Frazier
We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a stochastic simulator that fails to provide derivative information, for which Bayesian optimization methods are well-suited. Solving sequences of related optimization problems arises when making several business decisions using one optimization model and input data collected over different time periods or markets. While many gradient-based methods can be warm started by initiating optimization at the solution to the previous problem, this warm start approach does not apply to Bayesian optimization methods, which carry a full metamodel of the objective function from iteration to iteration. Our approach builds a joint statistical model of the entire collection of related objective functions, and uses a value of information calculation to recommend points to evaluate.
MLMay 25, 2016
Efficient Distributed Learning with SparsityJialei Wang, Mladen Kolar, Nathan Srebro et al.
We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a shifted ell_1 regularized M-estimation problem, and other workers to compute the gradient. In respect of communication, the proposed approach provably matches the estimation error bound of centralized methods within constant rounds of communications (ignoring logarithmic factors). We conduct extensive experiments on both simulated and real world datasets, and demonstrate encouraging performances on high-dimensional regression and classification tasks.
CVApr 13, 2016
Removing Clouds and Recovering Ground Observations in Satellite Image Sequences via Temporally Contiguous Robust Matrix CompletionJialei Wang, Peder A. Olsen, Andrew R. Conn et al.
We consider the problem of removing and replacing clouds in satellite image sequences, which has a wide range of applications in remote sensing. Our approach first detects and removes the cloud-contaminated part of the image sequences. It then recovers the missing scenes from the clean parts using the proposed "TECROMAC" (TEmporally Contiguous RObust MAtrix Completion) objective. The objective function balances temporal smoothness with a low rank solution while staying close to the original observations. The matrix whose the rows are pixels and columnsare days corresponding to the image, has low-rank because the pixels reflect land-types such as vegetation, roads and lakes and there are relatively few variations as a result. We provide efficient optimization algorithms for TECROMAC, so we can exploit images containing millions of pixels. Empirical results on real satellite image sequences, as well as simulated data, demonstrate that our approach is able to recover underlying images from heavily cloud-contaminated observations.
LGApr 13, 2016
A General Distributed Dual Coordinate Optimization Framework for Regularized Loss MinimizationShun Zheng, Jialei Wang, Fen Xia et al.
In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without moving data across machines. In this paper, we introduce a novel distributed dual formulation for regularized loss minimization problems that can directly handle data parallelism in the distributed setting. This formulation allows us to systematically derive dual coordinate optimization procedures, which we refer to as Distributed Alternating Dual Maximization (DADM). The framework extends earlier studies described in (Boyd et al., 2011; Ma et al., 2015a; Jaggi et al., 2014; Yang, 2013) and has rigorous theoretical analyses. Moreover with the help of the new formulation, we develop the accelerated version of DADM (Acc-DADM) by generalizing the acceleration technique from (Shalev-Shwartz and Zhang, 2014) to the distributed setting. We also provide theoretical results for the proposed accelerated version and the new result improves previous ones (Yang, 2013; Ma et al., 2015a) whose runtimes grow linearly on the condition number. Our empirical studies validate our theory and show that our accelerated approach significantly improves the previous state-of-the-art distributed dual coordinate optimization algorithms.
LGApr 7, 2016
Efficient Globally Convergent Stochastic Optimization for Canonical Correlation AnalysisWeiran Wang, Jialei Wang, Dan Garber et al.
We study the stochastic optimization of canonical correlation analysis (CCA), whose objective is nonconvex and does not decouple over training samples. Although several stochastic gradient based optimization algorithms have been recently proposed to solve this problem, no global convergence guarantee was provided by any of them. Inspired by the alternating least squares/power iterations formulation of CCA, and the shift-and-invert preconditioning method for PCA, we propose two globally convergent meta-algorithms for CCA, both of which transform the original problem into sequences of least squares problems that need only be solved approximately. We instantiate the meta-algorithms with state-of-the-art SGD methods and obtain time complexities that significantly improve upon that of previous work. Experimental results demonstrate their superior performance.
LGMar 7, 2016
Distributed Multi-Task Learning with Shared RepresentationJialei Wang, Mladen Kolar, Nathan Srebro
We study the problem of distributed multi-task learning with shared representation, where each machine aims to learn a separate, but related, task in an unknown shared low-dimensional subspaces, i.e. when the predictor matrix has low rank. We consider a setting where each task is handled by a different machine, with samples for the task available locally on the machine, and study communication-efficient methods for exploiting the shared structure.
MLMar 1, 2016
Multi-Information Source OptimizationMatthias Poloczek, Jialei Wang, Peter I. Frazier
We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement learning, engineering, and the natural sciences, and are subject to an inherent, unknown bias. This model discrepancy is caused by an inadequate internal model that deviates from reality and can vary over the domain, making the utilization of these approximations a non-trivial task. We present a novel algorithm that provides a rigorous mathematical treatment of the uncertainties arising from model discrepancies and noisy observations. Its optimization decisions rely on a value of information analysis that extends the Knowledge Gradient factor to the setting of multiple information sources that vary in cost: each sampling decision maximizes the predicted benefit per unit cost. We conduct an experimental evaluation that demonstrates that the method consistently outperforms other state-of-the-art techniques: it finds designs of considerably higher objective value and additionally inflicts less cost in the exploration process.
LGFeb 5, 2016
Reducing Runtime by Recycling SamplesJialei Wang, Hai Wang, Nathan Srebro
Contrary to the situation with stochastic gradient descent, we argue that when using stochastic methods with variance reduction, such as SDCA, SAG or SVRG, as well as their variants, it could be beneficial to reuse previously used samples instead of fresh samples, even when fresh samples are available. We demonstrate this empirically for SDCA, SAG and SVRG, studying the optimal sample size one should use, and also uncover be-havior that suggests running SDCA for an integer number of epochs could be wasteful.
MLOct 2, 2015
Distributed Multitask LearningJialei Wang, Mladen Kolar, Nathan Srebro
We consider the problem of distributed multi-task learning, where each machine learns a separate, but related, task. Specifically, each machine learns a linear predictor in high-dimensional space,where all tasks share the same small support. We present a communication-efficient estimator based on the debiased lasso and show that it is comparable with the optimal centralized method.
MLJun 3, 2015
Bayesian optimization for materials designPeter I. Frazier, Jialei Wang
We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during materials design and discovery to find good material designs in as few experiments as possible. We focus on the case when materials designs are parameterized by a low-dimensional vector. Bayesian optimization is built on a statistical technique called Gaussian process regression, which allows predicting the performance of a new design based on previously tested designs. After providing a detailed introduction to Gaussian process regression, we introduce two Bayesian optimization methods: expected improvement, for design problems with noise-free evaluations; and the knowledge-gradient method, which generalizes expected improvement and may be used in design problems with noisy evaluations. Both methods are derived using a value-of-information analysis, and enjoy one-step Bayes-optimality.
MLDec 24, 2014
Inference for Sparse Conditional Precision MatricesJialei Wang, Mladen Kolar
Given $n$ i.i.d. observations of a random vector $(X,Z)$, where $X$ is a high-dimensional vector and $Z$ is a low-dimensional index variable, we study the problem of estimating the conditional inverse covariance matrix $Ω(z) = (E[(X-E[X \mid Z])(X-E[X \mid Z])^T \mid Z=z])^{-1}$ under the assumption that the set of non-zero elements is small and does not depend on the index variable. We develop a novel procedure that combines the ideas of the local constant smoothing and the group Lasso for estimating the conditional inverse covariance matrix. A proximal iterative smoothing algorithm is used to solve the corresponding convex optimization problems. We prove that our procedure recovers the conditional independence assumptions of the distribution $X \mid Z$ with high probability. This result is established by developing a uniform deviation bound for the high-dimensional conditional covariance matrix from its population counterpart, which may be of independent interest. Furthermore, we develop point-wise confidence intervals for individual elements of the conditional inverse covariance matrix. We perform extensive simulation studies, in which we demonstrate that our proposed procedure outperforms sensible competitors. We illustrate our proposal on a S&P 500 stock price data set.
LGJun 18, 2012
Fast Bounded Online Gradient Descent Algorithms for Scalable Kernel-Based Online LearningPeilin Zhao, Jialei Wang, Pengcheng Wu et al.
Kernel-based online learning has often shown state-of-the-art performance for many online learning tasks. It, however, suffers from a major shortcoming, that is, the unbounded number of support vectors, making it non-scalable and unsuitable for applications with large-scale datasets. In this work, we study the problem of bounded kernel-based online learning that aims to constrain the number of support vectors by a predefined budget. Although several algorithms have been proposed in literature, they are neither computationally efficient due to their intensive budget maintenance strategy nor effective due to the use of simple Perceptron algorithm. To overcome these limitations, we propose a framework for bounded kernel-based online learning based on an online gradient descent approach. We propose two efficient algorithms of bounded online gradient descent (BOGD) for scalable kernel-based online learning: (i) BOGD by maintaining support vectors using uniform sampling, and (ii) BOGD++ by maintaining support vectors using non-uniform sampling. We present theoretical analysis of regret bound for both algorithms, and found promising empirical performance in terms of both efficacy and efficiency by comparing them to several well-known algorithms for bounded kernel-based online learning on large-scale datasets.
LGJun 18, 2012
Exact Soft Confidence-Weighted LearningJialei Wang, Peilin Zhao, Steven C. H. Hoi
In this paper, we propose a new Soft Confidence-Weighted (SCW) online learning scheme, which enables the conventional confidence-weighted learning method to handle non-separable cases. Unlike the previous confidence-weighted learning algorithms, the proposed soft confidence-weighted learning method enjoys all the four salient properties: (i) large margin training, (ii) confidence weighting, (iii) capability to handle non-separable data, and (iv) adaptive margin. Our experimental results show that the proposed SCW algorithms significantly outperform the original CW algorithm. When comparing with a variety of state-of-the-art algorithms (including AROW, NAROW and NHERD), we found that SCW generally achieves better or at least comparable predictive accuracy, but enjoys significant advantage of computational efficiency (i.e., smaller number of updates and lower time cost).