I first want to thank my advisor, Dr. Daniel D. Lee, who offered me a fantastic opportunity to become a researcher in the field of machine learning. When I was starting my Ph.D. study in Spring 2003, I (literally) knew little about machine learning since my major had been optical engineering. It was very fortunate for me to have the chance to work with Dan. I am grateful for his knowledgable guidance and passionate support in the past five and half years. Without him, I would never be where I am. I would also like to thank my committee members. I am thankful to Dr. Jingdong Chen (Bell Labs) who was also one major collaborator of mine on our acoustic signal processing projects. He provided tremendous help with recognizing the frontier of aco...