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22,802
Adversarial Examples, Uncertainty, and Transfer Testing Robustness in Gaussian Process Hybrid Deep Networks
stat.ML
Deep neural networks (DNNs) have excellent representative power and are state of the art classifiers on many tasks. However, they often do not capture their own uncertainties well making them less robust in the real world as they overconfidently extrapolate and do not notice domain shift. Gaussian processes (GPs) with ...
computer science
22,803
Block modelling in dynamic networks with non-homogeneous Poisson processes and exact ICL
stat.ML
We develop a model in which interactions between nodes of a dynamic network are counted by non homogeneous Poisson processes. In a block modelling perspective, nodes belong to hidden clusters (whose number is unknown) and the intensity functions of the counting processes only depend on the clusters of nodes. In order t...
computer science
22,804
An Interactive Greedy Approach to Group Sparsity in High Dimension
stat.ML
Sparsity learning with known grouping structures has received considerable attention due to wide modern applications in high-dimensional data analysis. Although advantages of using group information have been well-studied by shrinkage-based approaches, benefits of group sparsity have not been well-documented for greedy...
computer science
22,805
Tick: a Python library for statistical learning, with a particular emphasis on time-dependent modelling
stat.ML
Tick is a statistical learning library for Python~3, with a particular emphasis on time-dependent models, such as point processes, and tools for generalized linear models and survival analysis. The core of the library is an optimization module providing model computational classes, solvers and proximal operators for re...
computer science
22,806
Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process
stat.ML
Given the observation of a high-dimensional Ornstein-Uhlenbeck (OU) process in continuous time, we proceed to the inference of the drift parameter under a row-sparsity assumption. Towards that aim, we consider the negative log-likelihood of the process, penalized by an $\ell^1$-penalization (Lasso and Adaptive Lasso). ...
computer science
22,807
A Cluster Fusion Penalty for Grouping Response Variables in Multivariate Regression Models
stat.ML
We propose a method for estimating coefficients in multivariate regression when there is a clustering structure to the response variables. The proposed method includes a fusion penalty, to shrink the difference in fitted values from responses in the same cluster, and an L1 penalty for simultaneous variable selection an...
computer science
22,808
Automation of Feature Engineering for IoT Analytics
stat.ML
This paper presents an approach for automation of interpretable feature selection for Internet Of Things Analytics (IoTA) using machine learning (ML) techniques. Authors have conducted a survey over different people involved in different IoTA based application development tasks. The survey reveals that feature selectio...
computer science
22,809
Distributionally Ambiguous Optimization Techniques in Batch Bayesian Optimization
stat.ML
We propose a novel, theoretically-grounded, acquisition function for batch Bayesian optimization informed by insights from distributionally ambiguous optimization. Our acquisition function is a lower bound on the well-known Expected Improvement function -- which requires a multi-dimensional Gaussian Expectation over a ...
computer science
22,810
Kernel Method for Detecting Higher Order Interactions in multi-view Data: An Application to Imaging, Genetics, and Epigenetics
stat.ML
In this study, we tested the interaction effect of multimodal datasets using a novel method called the kernel method for detecting higher order interactions among biologically relevant mulit-view data. Using a semiparametric method on a reproducing kernel Hilbert space (RKHS), we used a standard mixed-effects linear mo...
computer science
22,811
On the Performance of Forecasting Models in the Presence of Input Uncertainty
stat.ML
Nowadays, with the unprecedented penetration of renewable distributed energy resources (DERs), the necessity of an efficient energy forecasting model is more demanding than before. Generally, forecasting models are trained using observed weather data while the trained models are applied for energy forecasting using for...
computer science
22,812
An optimal unrestricted learning procedure
stat.ML
We study learning problems in the general setup, for arbitrary classes of functions $F$, distributions $X$ and targets $Y$. Because proper learning procedures, i.e., procedures that are only allowed to select functions in $F$, tend to perform poorly unless the problem satisfies some additional structural property (e.g....
computer science
22,813
PAC-Bayes and Domain Adaptation
stat.ML
We provide two main contributions in PAC-Bayesian theory for domain adaptation where the objective is to learn, from a source distribution, a well-performing majority vote on a different, but related, target distribution. Firstly, we propose an improvement of the previous approach we proposed in Germain et al. (2013), ...
computer science
22,814
Improving Output Uncertainty Estimation and Generalization in Deep Learning via Neural Network Gaussian Processes
stat.ML
We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian processes. The proposed method can also achieve high generalization performance fo...
computer science
22,815
RKL: a general, invariant Bayes solution for Neyman-Scott
stat.ML
Neyman-Scott is a classic example of an estimation problem with a partially-consistent posterior, for which standard estimation methods tend to produce inconsistent results. Past attempts to create consistent estimators for Neyman-Scott have led to ad-hoc solutions, to estimators that do not satisfy representation inva...
computer science
22,816
Prolongation of SMAP to Spatio-temporally Seamless Coverage of Continental US Using a Deep Learning Neural Network
stat.ML
The Soil Moisture Active Passive (SMAP) mission has delivered valuable sensing of surface soil moisture since 2015. However, it has a short time span and irregular revisit schedule. Utilizing a state-of-the-art time-series deep learning neural network, Long Short-Term Memory (LSTM), we created a system that predicts SM...
computer science
22,817
Learning to Draw Samples with Amortized Stein Variational Gradient Descent
stat.ML
We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output changes along a Stein variational gradient direction (Liu & Wang, 2016) that maxima...
computer science
22,818
Graphical posterior predictive classifier: Bayesian model averaging with particle Gibbs
stat.ML
In this study, we present a multi-class graphical Bayesian predictive classifier that incorporates the uncertainty in the model selection into the standard Bayesian formalism. For each class, the dependence structure underlying the observed features is represented by a set of decomposable Gaussian graphical models. Emp...
computer science
22,819
A signature-based machine learning model for bipolar disorder and borderline personality disorder
stat.ML
Mobile technologies offer opportunities for higher resolution monitoring of health conditions. This opportunity seems of particular promise in psychiatry where diagnoses often rely on retrospective and subjective recall of mood states. However, getting actionable information from these rather complex time series is cha...
computer science
22,820
Health Analytics: a systematic review of approaches to detect phenotype cohorts using electronic health records
stat.ML
The paper presents a systematic review of state-of-the-art approaches to identify patient cohorts using electronic health records. It gives a comprehensive overview of the most commonly de-tected phenotypes and its underlying data sets. Special attention is given to preprocessing of in-put data and the different modeli...
computer science
22,821
Dynamic Clustering Algorithms via Small-Variance Analysis of Markov Chain Mixture Models
stat.ML
Bayesian nonparametrics are a class of probabilistic models in which the model size is inferred from data. A recently developed methodology in this field is small-variance asymptotic analysis, a mathematical technique for deriving learning algorithms that capture much of the flexibility of Bayesian nonparametric infere...
computer science
22,822
Signal and Noise Statistics Oblivious Sparse Reconstruction using OMP/OLS
stat.ML
Orthogonal matching pursuit (OMP) and orthogonal least squares (OLS) are widely used for sparse signal reconstruction in under-determined linear regression problems. The performance of these compressed sensing (CS) algorithms depends crucially on the \textit{a priori} knowledge of either the sparsity of the signal ($k_...
computer science
22,823
Variational Recursive Dual Filtering
stat.ML
State space models provide an interpretable framework for complex time series by combining an intuitive dynamical system model with a probabilistic observation model. We developed a flexible online learning framework for latent nonlinear state dynamics and filtered latent states. Our method utilizes the stochastic grad...
computer science
22,824
A generalized multivariate Student-t mixture model for Bayesian classification and clustering of radar waveforms
stat.ML
In this paper, a generalized multivariate Student-t mixture model is developed for classification and clustering of Low Probability of Intercept radar waveforms. A Low Probability of Intercept radar signal is characterized by a pulse compression waveform which is either frequency-modulated or phase-modulated. The propo...
computer science
22,825
Consistent Nonparametric Different-Feature Selection via the Sparsest $k$-Subgraph Problem
stat.ML
Two-sample feature selection is the problem of finding features that describe a difference between two probability distributions, which is a ubiquitous problem in both scientific and engineering studies. However, existing methods have limited applicability because of their restrictive assumptions on data distributoins ...
computer science
22,826
Transfer Learning with Label Noise
stat.ML
Transfer learning aims to improve learning in the target domain with limited training data by borrowing knowledge from a related but different source domain with sufficient labeled data. To reduce the distribution shift between source and target domains, recent methods have focused on exploring invariant representation...
computer science
22,827
Anomaly Detection by Robust Statistics
stat.ML
Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for this purpose is robust statistics, which aims to detect the outliers by first fitti...
computer science
22,828
Application of Support Vector Machine Modeling and Graph Theory Metrics for Disease Classification
stat.ML
Disease classification is a crucial element of biomedical research. Recent studies have demonstrated that machine learning techniques, such as Support Vector Machine (SVM) modeling, produce similar or improved predictive capabilities in comparison to the traditional method of Logistic Regression. In addition, it has be...
computer science
22,829
On Tensor Train Rank Minimization: Statistical Efficiency and Scalable Algorithm
stat.ML
Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of statistical theory and of scalable algorithms. In this paper, we address the limitations...
computer science
22,830
Application of machine learning for hematological diagnosis
stat.ML
Quick and accurate medical diagnosis is crucial for the successful treatment of a disease. Using machine learning algorithms, we have built two models to predict a hematologic disease, based on laboratory blood test results. In one predictive model, we used all available blood test parameters and in the other a reduced...
computer science
22,831
Detecting early signs of depressive and manic episodes in patients with bipolar disorder using the signature-based model
stat.ML
Recurrent major mood episodes and subsyndromal mood instability cause substantial disability in patients with bipolar disorder. Early identification of mood episodes enabling timely mood stabilisation is an important clinical goal. Recent technological advances allow the prospective reporting of mood in real time enabl...
computer science
22,832
Learning Model Reparametrizations: Implicit Variational Inference by Fitting MCMC distributions
stat.ML
We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov chain Monte Carlo operation and a deterministic transformation that can be optimized...
computer science
22,833
Interpretable Low-Dimensional Regression via Data-Adaptive Smoothing
stat.ML
We consider the problem of estimating a regression function in the common situation where the number of features is small, where interpretability of the model is a high priority, and where simple linear or additive models fail to provide adequate performance. To address this problem, we present Maximum Variance Total V...
computer science
22,834
KNN Ensembles for Tweedie Regression: The Power of Multiscale Neighborhoods
stat.ML
Very few K-nearest-neighbor (KNN) ensembles exist, despite the efficacy of this approach in regression, classification, and outlier detection. Those that do exist focus on bagging features, rather than varying k or bagging observations; it is unknown whether varying k or bagging observations can improve prediction. Giv...
computer science
22,835
Multiresolution Kernel Approximation for Gaussian Process Regression
stat.ML
Gaussian process regression generally does not scale to beyond a few thousands data points without applying some sort of kernel approximation method. Most approximations focus on the high eigenvalue part of the spectrum of the kernel matrix, $K$, which leads to bad performance when the length scale of the kernel is sma...
computer science
22,836
Maximum Volume Inscribed Ellipsoid: A New Simplex-Structured Matrix Factorization Framework via Facet Enumeration and Convex Optimization
stat.ML
Consider a structured matrix factorization model where one factor is restricted to have its columns lying in the unit simplex. This simplex-structured matrix factorization (SSMF) model and the associated factorization techniques have spurred much interest in research topics over different areas, such as hyperspectral u...
computer science
22,837
Demixing Structured Superposition Signals from Periodic and Aperiodic Nonlinear Observations
stat.ML
We consider the demixing problem of two (or more) structured high-dimensional vectors from a limited number of nonlinear observations where this nonlinearity is due to either a periodic or an aperiodic function. We study certain families of structured superposition models, and propose a method which provably recovers t...
computer science
22,838
Mahalanonbis Distance Informed by Clustering
stat.ML
A fundamental question in data analysis, machine learning and signal processing is how to compare between data points. The choice of the distance metric is specifically challenging for high-dimensional data sets, where the problem of meaningfulness is more prominent (e.g. the Euclidean distance between images). In this...
computer science
22,839
Towards life cycle identification of malaria parasites using machine learning and Riemannian geometry
stat.ML
Malaria is a serious infectious disease that is responsible for over half million deaths yearly worldwide. The major cause of these mortalities is late or inaccurate diagnosis. Manual microscopy is currently considered as the dominant diagnostic method for malaria. However, it is time consuming and prone to human error...
computer science
22,840
Auxiliary Variables for Multi-Dirichlet Priors
stat.ML
Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over Dirichlet parameters complicate the joint distribution of model parameters. This paper...
computer science
22,841
Comprehensive Feature-Based Landscape Analysis of Continuous and Constrained Optimization Problems Using the R-Package flacco
stat.ML
Choosing the best-performing optimizer(s) out of a portfolio of optimization algorithms is usually a difficult and complex task. It gets even worse, if the underlying functions are unknown, i.e., so-called Black-Box problems, and function evaluations are considered to be expensive. In the case of continuous single-obje...
computer science
22,842
A debiased distributed estimation for sparse partially linear models in diverging dimensions
stat.ML
We consider a distributed estimation of the double-penalized least squares approach for high dimensional partial linear models, where the sample with a total of $N$ data points is randomly distributed among $m$ machines and the parameters of interest are calculated by merging their $m$ individual estimators. This paper...
computer science
22,843
Hierarchical Multinomial-Dirichlet model for the estimation of conditional probability tables
stat.ML
We present a novel approach for estimating conditional probability tables, based on a joint, rather than independent, estimate of the conditional distributions belonging to the same table. We derive exact analytical expressions for the estimators and we analyse their properties both analytically and via simulation. We ...
computer science
22,844
An Ensemble Classifier for Predicting the Onset of Type II Diabetes
stat.ML
Prediction of disease onset from patient survey and lifestyle data is quickly becoming an important tool for diagnosing a disease before it progresses. In this study, data from the National Health and Nutrition Examination Survey (NHANES) questionnaire is used to predict the onset of type II diabetes. An ensemble model...
computer science
22,845
Logistic Regression as Soft Perceptron Learning
stat.ML
We comment on the fact that gradient ascent for logistic regression has a connection with the perceptron learning algorithm. Logistic learning is the "soft" variant of perceptron learning.
computer science
22,846
Graphical Lasso and Thresholding: Equivalence and Closed-form Solutions
stat.ML
Graphical Lasso (GL) is a popular method for learning the structure of an undirected graphical model, which is based on an $l_1$ regularization technique. The first goal of this work is to study the behavior of the optimal solution of GL as a function of its regularization coefficient. We show that if the number of sam...
computer science
22,847
Sparse Regularization in Marketing and Economics
stat.ML
Sparse alpha-norm regularization has many data-rich applications in Marketing and Economics. Alpha-norm, in contrast to lasso and ridge regularization, jumps to a sparse solution. This feature is attractive for ultra high-dimensional problems that occur in demand estimation and forecasting. The alpha-norm objective is ...
computer science
22,848
Statistical Inference for Machine Learning Inverse Probability Weighting with Survival Outcomes
stat.ML
We present an inverse probability weighted estimator for survival analysis under informative right censoring. Our estimator has the novel property that it converges to a normal variable at $n^{1/2}$ rate for a large class of censoring probability estimators, including many data-adaptive (e.g., machine learning) predict...
computer science
22,849
Estimation of interventional effects of features on prediction
stat.ML
The interpretability of prediction mechanisms with respect to the underlying prediction problem is often unclear. While several studies have focused on developing prediction models with meaningful parameters, the causal relationships between the predictors and the actual prediction have not been considered. Here, we co...
computer science
22,850
Extending the small-ball method
stat.ML
The small-ball method was introduced as a way of obtaining a high probability, isomorphic lower bound on the quadratic empirical process, under weak assumptions on the indexing class. The key assumption was that class members satisfy a uniform small-ball estimate, that is, $Pr(|f| \geq \kappa\|f\|_{L_2}) \geq \delta$ f...
computer science
22,851
Continuous-Time Flows for Efficient Inference and Density Estimation
stat.ML
Two fundamental problems in unsupervised learning are efficient inference for latent-variable models and robust density estimation based on large amounts of unlabeled data. Algorithms for the two tasks, such as normalizing flows and generative adversarial networks (GANs), are often developed independently. In this pape...
computer science
22,852
A Convergence Analysis for A Class of Practical Variance-Reduction Stochastic Gradient MCMC
stat.ML
Stochastic gradient Markov Chain Monte Carlo (SG-MCMC) has been developed as a flexible family of scalable Bayesian sampling algorithms. However, there has been little theoretical analysis of the impact of minibatch size to the algorithm's convergence rate. In this paper, we prove that under a limited computational bud...
computer science
22,853
Linear Optimal Low Rank Projection for High-Dimensional Multi-Class Data
stat.ML
Classifying samples into categories becomes intractable when a single sample can have millions to billions of features, such as in genetics or imaging data. Principal Components Analysis (PCA) is widely used to identify a low-dimensional representation of such features for further analysis. However, PCA ignores class l...
computer science
22,854
Deep and Confident Prediction for Time Series at Uber
stat.ML
Reliable uncertainty estimation for time series prediction is critical in many fields, including physics, biology, and manufacturing. At Uber, probabilistic time series forecasting is used for robust prediction of number of trips during special events, driver incentive allocation, as well as real-time anomaly detection...
computer science
22,855
Entropic Determinants
stat.ML
The ability of many powerful machine learning algorithms to deal with large data sets without compromise is often hampered by computationally expensive linear algebra tasks, of which calculating the log determinant is a canonical example. In this paper we demonstrate the optimality of Maximum Entropy methods in approxi...
computer science
22,856
Roll-back Hamiltonian Monte Carlo
stat.ML
We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target distribution, and therefore does not perform its full power on truncated distribu...
computer science
22,857
Discovering Potential Correlations via Hypercontractivity
stat.ML
Discovering a correlation from one variable to another variable is of fundamental scientific and practical interest. While existing correlation measures are suitable for discovering average correlation, they fail to discover hidden or potential correlations. To bridge this gap, (i) we postulate a set of natural axioms ...
computer science
22,858
Weighted Orthogonal Components Regression Analysis
stat.ML
In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components regression. WOCR makes use of the monotonicity inherent in orthogonal components ...
computer science
22,859
Random Forests of Interaction Trees for Estimating Individualized Treatment Effects in Randomized Trials
stat.ML
Assessing heterogeneous treatment effects has become a growing interest in advancing precision medicine. Individualized treatment effects (ITE) play a critical role in such an endeavor. Concerning experimental data collected from randomized trials, we put forward a method, termed random forests of interaction trees (RF...
computer science
22,860
Dependence Modeling in Ultra High Dimensions with Vine Copulas and the Graphical Lasso
stat.ML
To model high dimensional data, Gaussian methods are widely used since they remain tractable and yield parsimonious models by imposing strong assumptions on the data. Vine copulas are more flexible by combining arbitrary marginal distributions and (conditional) bivariate copulas. Yet, this adaptability is accompanied b...
computer science
22,861
Optimal Learning for Sequential Decision Making for Expensive Cost Functions with Stochastic Binary Feedbacks
stat.ML
We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance. The learner takes an active role in selecting samples from the instance pool. T...
computer science
22,862
Mixtures and products in two graphical models
stat.ML
We compare two statistical models of three binary random variables. One is a mixture model and the other is a product of mixtures model called a restricted Boltzmann machine. Although the two models we study look different from their parametrizations, we show that they represent the same set of distributions on the int...
computer science
22,863
Learning Functional Causal Models with Generative Neural Networks
stat.ML
We introduce a new approach to functional causal modeling from observational data. The approach, called Causal Generative Neural Networks (CGNN), leverages the power of neural networks to learn a generative model of the joint distribution of the observed variables, by minimizing the Maximum Mean Discrepancy between gen...
computer science
22,864
Constrained Bayesian Optimization for Automatic Chemical Design
stat.ML
Automatic Chemical Design leverages recent advances in deep generative modelling to provide a framework for performing continuous optimization of molecular properties. Although the provision of a continuous representation for prospective lead drug candidates has opened the door to hitherto inaccessible tools of mathema...
computer science
22,865
The generalised random dot product graph
stat.ML
This paper introduces a latent position network model, called the generalised random dot product graph, comprising as special cases the stochastic blockmodel, mixed membership stochastic blockmodel, and random dot product graph. In this model, nodes are represented as random vectors on $\mathbb{R}^d$, and the probabili...
computer science
22,866
Multivariate Gaussian Network Structure Learning
stat.ML
We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those at the remaining ones under a group penalty. We show that the proposed estimator...
computer science
22,867
Bayesian nonparametric Principal Component Analysis
stat.ML
Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works have proposed a probabilistic approach able to infer the number of significant c...
computer science
22,868
Learning Low-Dimensional Metrics
stat.ML
This paper investigates the theoretical foundations of metric learning, focused on three key questions that are not fully addressed in prior work: 1) we consider learning general low-dimensional (low-rank) metrics as well as sparse metrics; 2) we develop upper and lower (minimax)bounds on the generalization error; 3) w...
computer science
22,869
A Summary Of The Kernel Matrix, And How To Learn It Effectively Using Semidefinite Programming
stat.ML
Kernel-based learning algorithms are widely used in machine learning for problems that make use of the similarity between object pairs. Such algorithms first embed all data points into an alternative space, where the inner product between object pairs specifies their distance in the embedding space. Applying kernel met...
computer science
22,870
An Expectation Conditional Maximization approach for Gaussian graphical models
stat.ML
Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes enormous, rendering even state-of-the-art Bayesian stochastic search computationally...
computer science
22,871
Lazy stochastic principal component analysis
stat.ML
Stochastic principal component analysis (SPCA) has become a popular dimensionality reduction strategy for large, high-dimensional datasets. We derive a simplified algorithm, called Lazy SPCA, which has reduced computational complexity and is better suited for large-scale distributed computation. We prove that SPCA and ...
computer science
22,872
Weather Forecasting Error in Solar Energy Forecasting
stat.ML
As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally, observed weather data are applied in the solar PV generation forecasting model w...
computer science
22,873
On the Model Shrinkage Effect of Gamma Process Edge Partition Models
stat.ML
The edge partition model (EPM) is a fundamental Bayesian nonparametric model for extracting an overlapping structure from binary matrix. The EPM adopts a gamma process ($\Gamma$P) prior to automatically shrink the number of active atoms. However, we empirically found that the model shrinkage of the EPM does not typical...
computer science
22,874
Telling Cause from Effect using MDL-based Local and Global Regression
stat.ML
We consider the fundamental problem of inferring the causal direction between two univariate numeric random variables $X$ and $Y$ from observational data. The two-variable case is especially difficult to solve since it is not possible to use standard conditional independence tests between the variables. To tackle thi...
computer science
22,875
Adaptive Nonparametric Clustering
stat.ML
This paper presents a new approach to non-parametric cluster analysis called Adaptive Weights Clustering (AWC). The idea is to identify the clustering structure by checking at different points and for different scales on departure from local homogeneity. The proposed procedure describes the clustering structure in term...
computer science
22,876
Symbolic Analysis-based Reduced Order Markov Modeling of Time Series Data
stat.ML
This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series data are first symbolized by partitioning the continuous measurement space of the ...
computer science
22,877
Multi-way Interacting Regression via Factorization Machines
stat.ML
We propose a Bayesian regression method that accounts for multi-way interactions of arbitrary orders among the predictor variables. Our model makes use of a factorization mechanism for representing the regression coefficients of interactions among the predictors, while the interaction selection is guided by a prior dis...
computer science
22,878
Bayesian Multi Plate High Throughput Screening of Compounds
stat.ML
High throughput screening of compounds (chemicals) is an essential part of drug discovery [7], involving thousands to millions of compounds, with the purpose of identifying candidate hits. Most statistical tools, including the industry standard B-score method, work on individual compound plates and do not exploit cross...
computer science
22,879
Reconstruction from Periodic Nonlinearities, With Applications to HDR Imaging
stat.ML
We consider the problem of reconstructing signals and images from periodic nonlinearities. For such problems, we design a measurement scheme that supports efficient reconstruction; moreover, our method can be adapted to extend to compressive sensing-based signal and image acquisition systems. Our techniques can be pote...
computer science
22,880
Testing for Feature Relevance: The HARVEST Algorithm
stat.ML
Feature selection with high-dimensional data and a very small proportion of relevant features poses a severe challenge to standard statistical methods. We have developed a new approach (HARVEST) that is straightforward to apply, albeit somewhat computer-intensive. This algorithm can be used to pre-screen a large number...
computer science
22,881
Learning Predictive Leading Indicators for Forecasting Time Series Systems with Unknown Clusters of Forecast Tasks
stat.ML
We present a new method for forecasting systems of multiple interrelated time series. The method learns the forecast models together with discovering leading indicators from within the system that serve as good predictors improving the forecast accuracy and a cluster structure of the predictive tasks around these. The ...
computer science
22,882
Large-Scale Quadratically Constrained Quadratic Program via Low-Discrepancy Sequences
stat.ML
We consider the problem of solving a large-scale Quadratically Constrained Quadratic Program. Such problems occur naturally in many scientific and web applications. Although there are efficient methods which tackle this problem, they are mostly not scalable. In this paper, we develop a method that transforms the quadra...
computer science
22,883
Decontamination of Mutual Contamination Models
stat.ML
Many machine learning problems can be characterized by mutual contamination models. In these problems, one observes several random samples from different convex combinations of a set of unknown base distributions and the goal is to infer these base distributions. This paper considers the general setting where the base ...
computer science
22,884
Robust Hypothesis Test for Nonlinear Effect with Gaussian Processes
stat.ML
This work constructs a hypothesis test for detecting whether an data-generating function $h: R^p \rightarrow R$ belongs to a specific reproducing kernel Hilbert space $\mathcal{H}_0$ , where the structure of $\mathcal{H}_0$ is only partially known. Utilizing the theory of reproducing kernels, we reduce this hypothesis ...
computer science
22,885
Learning Registered Point Processes from Idiosyncratic Observations
stat.ML
A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to learn a "registered" point process that accounts for shared structure, as well as...
computer science
22,886
Strengths and Weaknesses of Deep Learning Models for Face Recognition Against Image Degradations
stat.ML
Deep convolutional neural networks (CNNs) based approaches are the state-of-the-art in various computer vision tasks, including face recognition. Considerable research effort is currently being directed towards further improving deep CNNs by focusing on more powerful model architectures and better learning techniques. ...
computer science
22,887
Differentially Private Database Release via Kernel Mean Embeddings
stat.ML
We lay theoretical foundations for new database release mechanisms that allow third-parties to construct consistent estimators of population statistics, while ensuring that the privacy of each individual contributing to the database is protected. The proposed framework rests on two main ideas. First, releasing (an esti...
computer science
22,888
Smooth Pinball Neural Network for Probabilistic Forecasting of Wind Power
stat.ML
Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid for better integrating renewable energy sources such as wind. Whereas point forecasting provides a single expected value, probabilistic forecasts provide more information in the form...
computer science
22,889
Multitask Learning using Task Clustering with Applications to Predictive Modeling and GWAS of Plant Varieties
stat.ML
Inferring predictive maps between multiple input and multiple output variables or tasks has innumerable applications in data science. Multi-task learning attempts to learn the maps to several output tasks simultaneously with information sharing between them. We propose a novel multi-task learning framework for sparse l...
computer science
22,890
Forecasting Player Behavioral Data and Simulating in-Game Events
stat.ML
Understanding player behavior is fundamental in game data science. Video games evolve as players interact with the game, so being able to foresee player experience would help to ensure a successful game development. In particular, game developers need to evaluate beforehand the impact of in-game events. Simulation opti...
computer science
22,891
Games and Big Data: A Scalable Multi-Dimensional Churn Prediction Model
stat.ML
The emergence of mobile games has caused a paradigm shift in the video-game industry. Game developers now have at their disposal a plethora of information on their players, and thus can take advantage of reliable models that can accurately predict player behavior and scale to huge datasets. Churn prediction, a challeng...
computer science
22,892
Churn Prediction in Mobile Social Games: Towards a Complete Assessment Using Survival Ensembles
stat.ML
Reducing user attrition, i.e. churn, is a broad challenge faced by several industries. In mobile social games, decreasing churn is decisive to increase player retention and rise revenues. Churn prediction models allow to understand player loyalty and to anticipate when they will stop playing a game. Thanks to these pre...
computer science
22,893
Conic Scan-and-Cover algorithms for nonparametric topic modeling
stat.ML
We propose new algorithms for topic modeling when the number of topics is unknown. Our approach relies on an analysis of the concentration of mass and angular geometry of the topic simplex, a convex polytope constructed by taking the convex hull of vertices representing the latent topics. Our algorithms are shown in pr...
computer science
22,894
Lagged Exact Bayesian Online Changepoint Detection
stat.ML
Identifying changes in the generative process of sequential data, known as changepoint detection, has become an increasingly important topic for a wide variety of fields. A recently developed approach, which we call EXact Online Bayesian Changepoint Detection (EXO), has shown reasonable results with efficient computati...
computer science
22,895
Multilevel Modeling with Structured Penalties for Classification from Imaging Genetics data
stat.ML
In this paper, we propose a framework for automatic classification of patients from multimodal genetic and brain imaging data by optimally combining them. Additive models with unadapted penalties (such as the classical group lasso penalty or $L_1$-multiple kernel learning) treat all modalities in the same manner and ca...
computer science
22,896
Learning Independent Features with Adversarial Nets for Non-linear ICA
stat.ML
Reliable measures of statistical dependence could be useful tools for learning independent features and performing tasks like source separation using Independent Component Analysis (ICA). Unfortunately, many of such measures, like the mutual information, are hard to estimate and optimize directly. We propose to learn i...
computer science
22,897
Unsupervised Real-Time Control through Variational Empowerment
stat.ML
We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and states, maximises the influence of an agent on its near future. It has been sho...
computer science
22,898
Benefits from Superposed Hawkes Processes
stat.ML
The superposition of temporal point processes has been studied for many years, although the usefulness of such models for practical applications has not be fully developed. We investigate superposed Hawkes process as an important class of such models, with properties studied in the framework of least squares estimation...
computer science
22,899
An Improved Modified Cholesky Decomposition Method for Inverse Covariance Matrix Estimation
stat.ML
The modified Cholesky decomposition is commonly used for inverse covariance matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. Hence, we propose a novel estimator to address the variable order issue in the modified Cholesky ...
computer science
22,900
Simultaneous Matrix Diagonalization for Structural Brain Networks Classification
stat.ML
This paper considers the problem of brain disease classification based on connectome data. A connectome is a network representation of a human brain. The typical connectome classification problem is very challenging because of the small sample size and high dimensionality of the data. We propose to use simultaneous app...
computer science
22,901
Fully adaptive algorithm for pure exploration in linear bandits
stat.ML
We propose the first fully-adaptive algorithm for pure exploration in linear bandits---the task to find the arm with the largest expected reward, which depends on an unknown parameter linearly. While existing methods partially or entirely fix sequences of arm selections before observing rewards, our method adaptively c...
computer science