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268
Object Detection with Discriminatively Trained Part Based Models
"... We describe an object detection system based on mixtures of multiscale deformable part models. Our system is able to represent highly variable object classes and achieves stateoftheart results in the PASCAL object detection challenges. While deformable part models have become quite popular, their ..."
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Cited by 516 (24 self)
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We describe an object detection system based on mixtures of multiscale deformable part models. Our system is able to represent highly variable object classes and achieves stateoftheart results in the PASCAL object detection challenges. While deformable part models have become quite popular, their value had not been demonstrated on difficult benchmarks such as the PASCAL datasets. Our system relies on new methods for discriminative training with partially labeled data. We combine a marginsensitive approach for datamining hard negative examples with a formalism we call latent SVM. A latent SVM is a reformulation of MISVM in terms of latent variables. A latent SVM is semiconvex and the training problem becomes convex once latent information is specified for the positive examples. This leads to an iterative training algorithm that alternates between fixing latent values for positive examples and optimizing the latent SVM objective function.
The tradeoffs of large scale learning
 IN: ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 20
, 2008
"... This contribution develops a theoretical framework that takes into account the effect of approximate optimization on learning algorithms. The analysis shows distinct tradeoffs for the case of smallscale and largescale learning problems. Smallscale learning problems are subject to the usual approx ..."
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Cited by 133 (4 self)
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This contribution develops a theoretical framework that takes into account the effect of approximate optimization on learning algorithms. The analysis shows distinct tradeoffs for the case of smallscale and largescale learning problems. Smallscale learning problems are subject to the usual approximation–estimation tradeoff. Largescale learning problems are subject to a qualitatively different tradeoff involving the computational complexity of the underlying optimization algorithms in nontrivial ways.
A Dual Coordinate Descent Method for Largescale Linear SVM
"... In many applications, data appear with a huge number of instances as well as features. Linear Support Vector Machines (SVM) is one of the most popular tools to deal with such largescale sparse data. This paper presents a novel dual coordinate descent method for linear SVM with L1 and L2loss functi ..."
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Cited by 99 (11 self)
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In many applications, data appear with a huge number of instances as well as features. Linear Support Vector Machines (SVM) is one of the most popular tools to deal with such largescale sparse data. This paper presents a novel dual coordinate descent method for linear SVM with L1 and L2loss functions. The proposed method is simple and reaches an ɛaccurate solution in O(log(1/ɛ)) iterations. Experiments indicate that our method is much faster than state of the art solvers such as Pegasos, TRON, SVM perf, and a recent primal coordinate descent implementation. 1.
Efficient Additive Kernels via Explicit Feature Maps
"... Maji and Berg [13] have recently introduced an explicit feature map approximating the intersection kernel. This enables efficient learning methods for linear kernels to be applied to the nonlinear intersection kernel, expanding the applicability of this model to much larger problems. In this paper ..."
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Cited by 85 (7 self)
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Maji and Berg [13] have recently introduced an explicit feature map approximating the intersection kernel. This enables efficient learning methods for linear kernels to be applied to the nonlinear intersection kernel, expanding the applicability of this model to much larger problems. In this paper we generalize this idea, and analyse a large family of additive kernels, called homogeneous, in a unified framework. The family includes the intersection, Hellinger’s, and χ2 kernels commonly employed in computer vision. Using the framework we are able to: (i) provide explicit feature maps for all homogeneous additive kernels along with closed form expression for all common kernels; (ii) derive corresponding approximate finitedimensional feature maps based on the Fourier sampling theorem; and (iii) quantify the extent of the approximation. We demonstrate that the approximations have indistinguishable performance from the full kernel on a number of standard datasets, yet greatly reduce the train/test times of SVM implementations. We show that the χ2 kernel, which has been found to yield the best performance in most applications, also has the most compact feature representation. Given these train/test advantages we are able to obtain a significant performance improvement over current state of the art results based on the intersection kernel. 1.
Efficient Projections onto the ℓ1Ball for Learning in High Dimensions
"... We describe efficient algorithms for projecting a vector onto the ℓ1ball. We present two methods for projection. The first performs exact projection in O(n) expected time, where n is the dimension of the space. The second works on vectors k of whose elements are perturbed outside the ℓ1ball, proje ..."
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Cited by 69 (9 self)
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We describe efficient algorithms for projecting a vector onto the ℓ1ball. We present two methods for projection. The first performs exact projection in O(n) expected time, where n is the dimension of the space. The second works on vectors k of whose elements are perturbed outside the ℓ1ball, projecting in O(k log(n)) time. This setting is especially useful for online learning in sparse feature spaces such as text categorization applications. We demonstrate the merits and effectiveness of our algorithms in numerous batch and online learning tasks. We show that variants of stochastic gradient projection methods augmented with our efficient projection procedures outperform interior point methods, which are considered stateoftheart optimization techniques. We also show that in online settings gradient updates with ℓ1 projections outperform the exponentiated gradient algorithm while obtaining models with high degrees of sparsity. 1.
Improving the fisher kernel for largescale image classification
 IN: ECCV
, 2010
"... The Fisher kernel (FK) is a generic framework which combines the benefits of generative and discriminative approaches. In the context of image classification the FK was shown to extend the popular bagofvisualwords (BOV) by going beyond count statistics. However, in practice, this enriched repres ..."
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Cited by 68 (7 self)
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The Fisher kernel (FK) is a generic framework which combines the benefits of generative and discriminative approaches. In the context of image classification the FK was shown to extend the popular bagofvisualwords (BOV) by going beyond count statistics. However, in practice, this enriched representation has not yet shown its superiority over the BOV. In the first part we show that with several wellmotivated modifications over the original framework we can boost the accuracy of the FK. On PASCAL VOC 2007 we increase the Average Precision (AP) from 47.9 % to 58.3%. Similarly, we demonstrate stateoftheart accuracy on CalTech 256. A major advantage is that these results are obtained using only SIFT descriptors and costless linear classifiers. Equipped with this representation, we can now explore image classification on a larger scale. In the second part, as an application, we compare two abundant resources of labeled images to learn classifiers: ImageNet and Flickr groups. In an evaluation involving hundreds of thousands of training images we show that classifiers learned on Flickr groups perform surprisingly well (although they were not intended for this purpose) and that they can complement classifiers learned on more carefully annotated datasets.
Trust region Newton method for largescale logistic regression
 In Proceedings of the 24th International Conference on Machine Learning (ICML
, 2007
"... Largescale logistic regression arises in many applications such as document classification and natural language processing. In this paper, we apply a trust region Newton method to maximize the loglikelihood of the logistic regression model. The proposed method uses only approximate Newton steps in ..."
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Cited by 66 (12 self)
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Largescale logistic regression arises in many applications such as document classification and natural language processing. In this paper, we apply a trust region Newton method to maximize the loglikelihood of the logistic regression model. The proposed method uses only approximate Newton steps in the beginning, but achieves fast convergence in the end. Experiments show that it is faster than the commonly used quasi Newton approach for logistic regression. We also compare it with existing linear SVM implementations. 1
Sparse Online Learning via Truncated Gradient
"... We propose a general method called truncated gradient to induce sparsity in the weights of onlinelearning algorithms with convex loss. This method has several essential properties. First, the degree of sparsity is continuous—a parameter controls the rate of sparsification from no sparsification to ..."
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Cited by 61 (1 self)
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We propose a general method called truncated gradient to induce sparsity in the weights of onlinelearning algorithms with convex loss. This method has several essential properties. First, the degree of sparsity is continuous—a parameter controls the rate of sparsification from no sparsification to total sparsification. Second, the approach is theoretically motivated, and an instance of it can be regarded as an online counterpart of the popular L1regularization method in the batch setting. We prove small rates of sparsification result in only small additional regret with respect to typical onlinelearning guarantees. Finally, the approach works well empirically. We apply it to several datasets and find for datasets with large numbers of features, substantial sparsity is discoverable. 1
Exponentiated gradient algorithms for conditional random fields and maxmargin Markov networks
, 2008
"... Loglinear and maximummargin models are two commonlyused methods in supervised machine learning, and are frequently used in structured prediction problems. Efficient learning of parameters in these models is therefore an important problem, and becomes a key factor when learning from very large dat ..."
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Cited by 59 (1 self)
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Loglinear and maximummargin models are two commonlyused methods in supervised machine learning, and are frequently used in structured prediction problems. Efficient learning of parameters in these models is therefore an important problem, and becomes a key factor when learning from very large data sets. This paper describes exponentiated gradient (EG) algorithms for training such models, where EG updates are applied to the convex dual of either the loglinear or maxmargin objective function; the dual in both the loglinear and maxmargin cases corresponds to minimizing a convex function with simplex constraints. We study both batch and online variants of the algorithm, and provide rates of convergence for both cases. In the maxmargin case, O ( 1 ε) EG updates are required to reach a given accuracy ε in the dual; in contrast, for loglinear models only O(log (1/ε)) updates are required. For both the maxmargin and loglinear cases, our bounds suggest that the online EG algorithm requires a factor of n less computation to reach a desired accuracy than the batch EG algorithm, where n is the number of training examples. Our experiments confirm that the online algorithms are much faster than the batch algorithms in practice. We describe how the EG updates factor in a convenient way for structured prediction problems, allowing the algorithms to be
Dual averaging methods for regularized stochastic learning and online optimization
 In Advances in Neural Information Processing Systems 23
, 2009
"... We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learning task, and the other is a simple regularization term such as ℓ1norm for promoting sparsity. We develop extensions of Nes ..."
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Cited by 59 (3 self)
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We consider regularized stochastic learning and online optimization problems, where the objective function is the sum of two convex terms: one is the loss function of the learning task, and the other is a simple regularization term such as ℓ1norm for promoting sparsity. We develop extensions of Nesterov’s dual averaging method, that can exploit the regularization structure in an online setting. At each iteration of these methods, the learning variables are adjusted by solving a simple minimization problem that involves the running average of all past subgradients of the loss function and the whole regularization term, not just its subgradient. In the case of ℓ1regularization, our method is particularly effective in obtaining sparse solutions. We show that these methods achieve the optimal convergence rates or regret bounds that are standard in the literature on stochastic and online convex optimization. For stochastic learning problems in which the loss functions have Lipschitz continuous gradients, we also present an accelerated version of the dual averaging method.