Lijun Zhang
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Lijun Zhang has a total of 16 co-authors. Here are the top co-authors by number of shared publications:
- Chun Chen
Zhejiang University, Hangzhou, China
2 shared publications - Deng Cai
State Key Lab of CAD&CG, Zhejiang University, Hangzhou, China
2 shared publications - Jiajun Bu
Zhejiang Key Lab of Accessible Perception & Intelligent Systems, Zhejiang University, Hangzhou, China
2 shared publications Xiaofei He
State Key Laboratory of CAD&CG, College of Computer Science, Zhejiang University, Hangzhou, China
2 shared publicationsZhengguang Chen
Zhejiang University, Hangzhou
2 shared publications- Can Wang
State Key Laboratory of Blockchain and Data Security, Zhejiang University, Hangzhou, China and Hangzhou High-Tech Zone (Binjiang) Institute of Blockchain and Data Security, Hangzhou, China
1 shared publication
Latest Publications
- 1 June 2015
- Published by Elsevier in Neurocomputing
- Vol. 157, 356-366
Unsupervised document summarization from data reconstruction perspective
- 1 June 2015
- Published by Elsevier in Neurocomputing
- Vol. 157, 356-366
Unsupervised document summarization from data reconstruction perspective
- Open Access
Multiple Kernel Learning from Noisy Labels by Stochastic Programming
We study the problem of multiple kernel learning from noisy labels. This is in contrast to most of the previous studies on multiple kernel learning that mainly focus on developing efficient algorithms and assume perfectly labeled training examples. Directly applying the existing multiple kernel learning algorithms to noisily labeled examples often leads to suboptimal performance due to the incorrect class assignments. We address this challenge by casting multiple kernel learning from noisy labels into a stochastic programming problem, and presenting a minimax formulation. We develop an efficient algorithm for solving the related convex-concave optimization problem with a fast convergence rate of $O(1/T)$ where $T$ is the number of iterations. Empirical studies on UCI data sets verify both the effectiveness of the proposed framework and the efficiency of the proposed optimization algorithm.Open AccessMultiple Kernel Learning from Noisy Labels by Stochastic Programming
We study the problem of multiple kernel learning from noisy labels. This is in contrast to most of the previous studies on multiple kernel learning that mainly focus on developing efficient algorithms and assume perfectly labeled training examples. Directly applying the existing multiple kernel learning algorithms to noisily labeled examples often leads to suboptimal performance due to the incorrect class assignments. We address this challenge by casting multiple kernel learning from noisy labels into a stochastic programming problem, and presenting a minimax formulation. We develop an efficient algorithm for solving the related convex-concave optimization problem with a fast convergence rate of $O(1/T)$ where $T$ is the number of iterations. Empirical studies on UCI data sets verify both the effectiveness of the proposed framework and the efficiency of the proposed optimization algorithm. - 12 January 2012
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Image Processing
- Vol. 21 (5) , 2379-2388
A Unified Feature and Instance Selection Framework Using Optimum Experimental Design
The goal of feature selection is to identify the most informative features for compact representation, whereas the goal of active learning is to select the most informative instances for prediction. Previous studies separately address these two problems, despite of the fact that selecting features and instances are dual operations over a data matrix. In this paper, we consider the novel problem of simultaneously selecting the most informative features and instances and develop a solution from the perspective of optimum experimental design. That is, by using the selected features as the new representation and the selected instances as training data, the variance of the parameter estimate of a learning function can be minimized. Specifically, we propose a novel approach, which is called Unified criterion for Feature and Instance selection (UFI), to simultaneously identify the most informative features and instances that minimize the trace of the parameter covariance matrix. A greedy algorithm is introduced to efficiently solve the optimization problem. Experimental results on two benchmark data sets demonstrate the effectiveness of our proposed method.
- 12 January 2012
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Image Processing
- Vol. 21 (5) , 2379-2388
A Unified Feature and Instance Selection Framework Using Optimum Experimental Design
The goal of feature selection is to identify the most informative features for compact representation, whereas the goal of active learning is to select the most informative instances for prediction. Previous studies separately address these two problems, despite of the fact that selecting features and instances are dual operations over a data matrix. In this paper, we consider the novel problem of simultaneously selecting the most informative features and instances and develop a solution from the perspective of optimum experimental design. That is, by using the selected features as the new representation and the selected instances as training data, the variance of the parameter estimate of a learning function can be minimized. Specifically, we propose a novel approach, which is called Unified criterion for Feature and Instance selection (UFI), to simultaneously identify the most informative features and instances that minimize the trace of the parameter covariance matrix. A greedy algorithm is introduced to efficiently solve the optimization problem. Experimental results on two benchmark data sets demonstrate the effectiveness of our proposed method.
- 5 April 2011
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Knowledge and Data Engineering
- Vol. 24 (6) , 1025-1035
Locally Discriminative Coclustering
Different from traditional one-sided clustering techniques, coclustering makes use of the duality between samples and features to partition them simultaneously. Most of the existing co-clustering algorithms focus on modeling the relationship between samples and features, whereas the intersample and interfeature relationships are ignored. In this paper, we propose a novel coclustering algorithm named Locally Discriminative Coclustering (LDCC) to explore the relationship between samples and features as well as the intersample and interfeature relationships. Specifically, the sample-feature relationship is modeled by a bipartite graph between samples and features. And we apply local linear regression to discovering the intrinsic discriminative structures of both sample space and feature space. For each local patch in the sample and feature spaces, a local linear function is estimated to predict the labels of the points in this patch. The intersample and interfeature relationships are thus captured by minimizing the fitting errors of all the local linear functions. In this way, LDCC groups strongly associated samples and features together, while respecting the local structures of both sample and feature spaces. Our experimental results on several benchmark data sets have demonstrated the effectiveness of the proposed method.
- 5 April 2011
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Knowledge and Data Engineering
- Vol. 24 (6) , 1025-1035
Locally Discriminative Coclustering
Different from traditional one-sided clustering techniques, coclustering makes use of the duality between samples and features to partition them simultaneously. Most of the existing co-clustering algorithms focus on modeling the relationship between samples and features, whereas the intersample and interfeature relationships are ignored. In this paper, we propose a novel coclustering algorithm named Locally Discriminative Coclustering (LDCC) to explore the relationship between samples and features as well as the intersample and interfeature relationships. Specifically, the sample-feature relationship is modeled by a bipartite graph between samples and features. And we apply local linear regression to discovering the intrinsic discriminative structures of both sample space and feature space. For each local patch in the sample and feature spaces, a local linear function is estimated to predict the labels of the points in this patch. The intersample and interfeature relationships are thus captured by minimizing the fitting errors of all the local linear functions. In this way, LDCC groups strongly associated samples and features together, while respecting the local structures of both sample and feature spaces. Our experimental results on several benchmark data sets have demonstrated the effectiveness of the proposed method.
- 1 February 2011
- Published by Springer Nature in Frontiers of Electrical and Electronic Engineering in China
- Vol. 6 (2) , 192-200
Robust non-negative matrix factorization
- 1 February 2011
- Published by Springer Nature in Frontiers of Electrical and Electronic Engineering in China
- Vol. 6 (2) , 192-200
Robust non-negative matrix factorization