Micro-Objective Reinforcement Learning
The standard reinforcement learning (RL) formulation considers the expectation of the (discounted) cumulative reward. This is limiting in applications where we are concerned with not only the expected performance, but also the distribution of the performance. In this paper, we introduce micro-objective reinforcement learning — an alternative RL formalism that overcomes this issue. In this new formulation, a RL task is specified by a set of micro-objectives, which are constructs that specify the desirability or undesirability of events. In addition, micro-objectives allow prior knowledge in the form of temporal abstraction to be incorporated into the global RL objective. The generality of this formalism, and its relations to single/multi-objective RL, and hierarchical RL are discussed. …

Deep Autoencoder MIxture Clustering (DAMIC)
In this paper we propose a Deep Autoencoder MIxture Clustering (DAMIC) algorithm based on a mixture of deep autoencoders where each cluster is represented by an autoencoder. A clustering network transforms the data into another space and then selects one of the clusters. Next, the autoencoder associated with this cluster is used to reconstruct the data-point. The clustering algorithm jointly learns the nonlinear data representation and the set of autoencoders. The optimal clustering is found by minimizing the reconstruction loss of the mixture of autoencoder network. Unlike other deep clustering algorithms, no regularization term is needed to avoid data collapsing to a single point. Our experimental evaluations on image and text corpora show significant improvement over state-of-the-art methods. …

Implicit Stochastic Gradient Descent (ISGD)
Arguably the biggest challenge in applying neural networks is tuning the hyperparameters, in particular the learning rate. The sensitivity to the learning rate is due to the reliance on backpropagation to train the network. In this paper we present the first application of Implicit Stochastic Gradient Descent (ISGD) to train neural networks, a method known in convex optimization to be unconditionally stable and robust to the learning rate. Our key contribution is a novel layer-wise approximation of ISGD which makes its updates tractable for neural networks. Experiments show that our method is more robust to high learning rates and generally outperforms standard backpropagation on a variety of tasks. …

Randomized Hierarchical Alternating Least Squares
Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data’ has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper presents a randomized hierarchical alternating least squares (HALS) algorithm to compute the NMF. By deriving a smaller matrix from the nonnegative input data, a more efficient nonnegative decomposition can be computed. Our algorithm scales to big data applications while attaining a near-optimal factorization, i.e., the algorithm scales with the target rank of the data rather than the ambient dimension of measurement space. The proposed algorithm is evaluated using synthetic and real world data and shows substantial speedups compared to deterministic HALS. …