Mutual information (MI) based approaches are a popular feature selection paradigm. Although the stated goal of MI-based feature selection is to identify a subset of features that share the highest mutual information with the class variable, most current MI-based techniques are greedy methods that make use of low dimensional MI quantities. The reason for using low dimensional approximation has been mostly attributed to the difficulty associated with estimating the high dimensional MI from limited samples. In this paper, we argue a different viewpoint that, given a very large amount of data, the high dimensional MI objective is still problematic to be employed as a meaningful optimization criterion, due to its overfitting nature: the MI almost always increases as more features are added, thus leading to a trivial solution which includes all features. We propose a novel approach to the MI-based feature selection problem, in which the overfitting phenomenon is controlled rigourously by means of a statistical test. We develop local and global optimization algorithms for this new feature selection model, and demonstrate its effectiveness in the applications of explaining variables and objects.

Mutual information (MI) based approaches are a popular feature selection paradigm. Although the stated goal of MI-based feature selection is to identify a subset of features that share the highest mutual information with the class variable, most current MI-based techniques are greedy methods that make use of low dimensional MI quantities. The reason for using low dimensional approximation has been mostly attributed to the difficulty associated with estimating the high dimensional MI from limited samples. In this paper, we argue a different viewpoint that, given a very large amount of data, the high dimensional MI objective is still problematic to be employed as a meaningful optimization criterion, due to its overfitting nature: the MI almost always increases as more features are added, thus leading to a trivial solution which includes all features. We propose a novel approach to the MI-based feature selection problem, in which the overfitting phenomenon is controlled rigourously by means of a statistical test. We develop local and global optimization algorithms for this new feature selection model, and demonstrate its effectiveness in the applications of explaining variables and objects.

Mutual information (MI) based approaches are a popular feature selection paradigm. Although the stated goal of MI-based feature selection is to identify a subset of features that share the highest mutual information with the class variable, most current MI-based techniques are greedy methods that make use of low dimensional MI quantities. The reason for using low dimensional approximation has been mostly attributed to the difficulty associated with estimating the high dimensional MI from limited samples. In this paper, we argue a different viewpoint that, given a very large amount of data, the high dimensional MI objective is still problematic to be employed as a meaningful optimization criterion, due to its overfitting nature: the MI almost always increases as more features are added, thus leading to a trivial solution which includes all features. We propose a novel approach to the MI-based feature selection problem, in which the overfitting phenomenon is controlled rigourously by means of a statistical test. We develop local and global optimization algorithms for this new feature selection model, and demonstrate its effectiveness in the applications of explaining variables and objects.

Mutual information (MI) based approaches are a popular feature selection paradigm. Although the stated goal of MI-based feature selection is to identify a subset of features that share the highest mutual information with the class variable, most current MI-based techniques are greedy methods that make use of low dimensional MI quantities. The reason for using low dimensional approximation has been mostly attributed to the difficulty associated with estimating the high dimensional MI from limited samples. In this paper, we argue a different viewpoint that, given a very large amount of data, the high dimensional MI objective is still problematic to be employed as a meaningful optimization criterion, due to its overfitting nature: the MI almost always increases as more features are added, thus leading to a trivial solution which includes all features. We propose a novel approach to the MI-based feature selection problem, in which the overfitting phenomenon is controlled rigourously by means of a statistical test. We develop local and global optimization algorithms for this new feature selection model, and demonstrate its effectiveness in the applications of explaining variables and objects.

Mutual information (MI) based approaches are a popular feature selection paradigm. Although the stated goal of MI-based feature selection is to identify a subset of features that share the highest mutual information with the class variable, most current MI-based techniques are greedy methods that make use of low dimensional MI quantities. The reason for using low dimensional approximation has been mostly attributed to the difficulty associated with estimating the high dimensional MI from limited samples. In this paper, we argue a different viewpoint that, given a very large amount of data, the high dimensional MI objective is still problematic to be employed as a meaningful optimization criterion, due to its overfitting nature: the MI almost always increases as more features are added, thus leading to a trivial solution which includes all features. We propose a novel approach to the MI-based feature selection problem, in which the overfitting phenomenon is controlled rigourously by means of a statistical test. We develop local and global optimization algorithms for this new feature selection model, and demonstrate its effectiveness in the applications of explaining variables and objects.

Mutual information (MI) based approaches are a popular feature selection paradigm. Although the stated goal of MI-based feature selection is to identify a subset of features that share the highest mutual information with the class variable, most current MI-based techniques are greedy methods that make use of low dimensional MI quantities. The reason for using low dimensional approximation has been mostly attributed to the difficulty associated with estimating the high dimensional MI from limited samples. In this paper, we argue a different viewpoint that, given a very large amount of data, the high dimensional MI objective is still problematic to be employed as a meaningful optimization criterion, due to its overfitting nature: the MI almost always increases as more features are added, thus leading to a trivial solution which includes all features. We propose a novel approach to the MI-based feature selection problem, in which the overfitting phenomenon is controlled rigourously by means of a statistical test. We develop local and global optimization algorithms for this new feature selection model, and demonstrate its effectiveness in the applications of explaining variables and objects.

Mutual information (MI) based approaches are a popular feature selection paradigm. Although the stated goal of MI-based feature selection is to identify a subset of features that share the highest mutual information with the class variable, most current MI-based techniques are greedy methods that make use of low dimensional MI quantities. The reason for using low dimensional approximation has been mostly attributed to the difficulty associated with estimating the high dimensional MI from limited samples. In this paper, we argue a different viewpoint that, given a very large amount of data, the high dimensional MI objective is still problematic to be employed as a meaningful optimization criterion, due to its overfitting nature: the MI almost always increases as more features are added, thus leading to a trivial solution which includes all features. We propose a novel approach to the MI-based feature selection problem, in which the overfitting phenomenon is controlled rigourously by means of a statistical test. We develop local and global optimization algorithms for this new feature selection model, and demonstrate its effectiveness in the applications of explaining variables and objects.

To dissuade reckless driving and mitigate accidents, cities deploy resources to patrol roads. In this paper, we present STREETS, an application developed for the city of Singapore, which models the problem of computing randomized traffic patrol strategies as a defender-attacker Stackelberg game. Previous work on Stackelberg security games has focused extensively on counter-terrorism settings. STREETS moves beyond counter-terrorism and represents the first use of Stackelberg games for traffic patrolling, in the process providing a novel algorithm for solving such games that addresses three major challenges in modeling and scale-up. First, there exists a high degree of unpredictability in travel times through road networks, which we capture using a Markov Decision Process for planning the patrols of the defender (the police) in the game. Second, modeling all possible police patrols and their interactions with a large number of adversaries (drivers) introduces a significant scalability challenge. To address this challenge we apply a compact game representation in a novel fashion combined with adversary and state sampling. Third, patrol strategies must balance exploitation (minimizing violations) with exploration (maximizing omnipresence), a tradeoff we model by solving a bi-objective optimization problem. We present experimental results using real-world traffic data from Singapore. This work is done in collaboration with the Singapore Ministry of Home Affairs and is currently being evaluated by the Singapore Police Force.

This paper describes how AI is used to plan, schedule, and optimize nightly engineering works for both the commuter and rapid transit lines in Hong Kong. The MTR Corporation Limited operates and manages all the rail lines in Hong Kong. Its “Engineering Works and Traffic Information Management System” (ETMS) is a mission critical system that manages all information related to engineering works and their related track possessions and engineering train movements. The AI Engine described in this paper is a component of this ETMS. In Hong Kong, the maintenance, inspection, repair, or installation works along the rail lines are done during the very short non-traffic hours (NTH) of roughly 4 to 5 hours each night. These engineering works can be along the running tracks, track-side, tunnel, freight yards, sub-depots, depot maintenance tracks, etc. The proper scheduling of necessary engineering works is crucial to maintaining a reliable and safe train service during normal hours. The AI Engine optimizes resource allocation to maximize the number of engineering works that can be performed, while ensuring all safety, environment, and operational rules and constraints are met. The work described is part of a project to redesign and replace the existing ETMS, deployed in 2004, with an updated technology platform and modern IT architecture, to provide a more robust and scalable system that potentially can be deployed to other cities around the world.

We present a new Markov Chain Monte Carlo (MCMC) sampling algorithm for probabilistic programs. Our approach and tool, called R2, has the unique feature of employing program analysis in order to improve the efficiencyof MCMC sampling. Given an input program P, R2 propagates observations in P backwards to obtaina semantically equivalent program P' in which every probabilistic assignment is immediately followed by an observe statement. Inference is performed by a suitably modified version of the Metropolis-Hastings algorithm that exploits the structure of the program P'. This has the overall effect of preventing rejections due to program executions that fail to satisfy observations in P. We formalize the semantics of probabilistic programs and rigorously prove the correctness of R2. We also empirically demonstrate the effectiveness of R2—in particular, we show that R2 is able to produce results of similar quality as the CHURCH and STAN probabilistic programming tools with much shorter execution time.