Collective classification has been intensively studied due to its impact in many important applications, such as web mining, bioinformatics and citation analysis. Collective classification approaches exploit the dependencies of a group of linked objects whose class labels are correlated and need to be predicted simultaneously. In this paper, we focus on studying the collective classification problem in heterogeneous networks, which involves multiple types of data objects interconnected by multiple types of links. Intuitively, two objects are correlated if they are linked by many paths in the network. However, most existing approaches measure the dependencies among objects through directly links or indirect links without considering the different semantic meanings behind different paths. In this paper, we study the collective classification problem taht is defined among the same type of objects in heterogenous networks. Moreover, by considering different linkage paths in the network, one can capture the subtlety of different types of dependencies among objects. We introduce the concept of meta-path based dependencies among objects, where a meta path is a path consisting a certain sequence of linke types. We show that the quality of collective classification results strongly depends upon the meta paths used. To accommodate the large network size, a novel solution, called HCC (meta-path based Heterogenous Collective Classification), is developed to effectively assign labels to a group of instances that are interconnected through different meta-paths. The proposed HCC model can capture different types of dependencies among objects with respect to different meta paths. Empirical studies on real-world networks demonstrate that effectiveness of the proposed meta path-based collective classification approach.

Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of published online portfolio selection techniques. From an online machine learning perspective, we first formulate online portfolio selection as a sequential decision problem, and then survey a variety of state-of-the-art approaches, which are grouped into several major categories, including benchmarks, "Follow-the-Winner" approaches, "Follow-the-Loser" approaches, "Pattern-Matching" based approaches, and "Meta-Learning Algorithms". In addition to the problem formulation and related algorithms, we also discuss the relationship of these algorithms with the Capital Growth theory in order to better understand the similarities and differences of their underlying trading ideas. This article aims to provide a timely and comprehensive survey for both machine learning and data mining researchers in academia and quantitative portfolio managers in the financial industry to help them understand the state-of-the-art and facilitate their research and practical applications. We also discuss some open issues and evaluate some emerging new trends for future research directions.

We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012b) showed that a Bayesian prediction strategy with Jeffreys prior and sequential normalized maximum likelihood (SNML) coincide and are optimal if and only if the latter is exchangeable, and if and only if the optimal strategy can be calculated without knowing the time horizon in advance. They put forward the question what families have exchangeable SNML strategies. This paper fully answers this open problem for one-dimensional exponential families. The exchangeability can happen only for three classes of natural exponential family distributions, namely the Gaussian, Gamma, and the Tweedie exponential family of order 3/2. Keywords: SNML Exchangeability, Exponential Family, Online Learning, Logarithmic Loss, Bayesian Strategy, Jeffreys Prior, Fisher Information1

Based on integrated infrastructure of resource sharing and computing in distributed environment, cloud computing involves the provision of dynamically scalable and provides virtualized resources as services over the Internet. These applications also bring a large scale heterogeneous and distributed information which pose a great challenge in terms of the semantic ambiguity. It is critical for application services in cloud computing environment to provide users intelligent service and precise information. Semantic information processing can help users deal with semantic ambiguity and information overload efficiently through appropriate semantic models and semantic information processing technology. The semantic information processing have been successfully employed in many fields such as the knowledge representation, natural language understanding, intelligent web search, etc. The purpose of this report is to give an overview of existing technologies for semantic information processing in cloud computing environment, to propose a research direction for addressing distributed semantic reasoning and parallel semantic computing by exploiting semantic information newly available in cloud computing environment.

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we consider single-molecule experiments which indirectly measure the distinct steps in a biomolecular process via observations of noisy time-dependent signals such as a fluorescence intensity or bead position. Straightforward hidden Markov model (HMM) analyses attempt to characterize such processes in terms of a set of conformational states, the transitions that can occur between these states, and the associated rates at which those transitions occur; but require ad-hoc post-processing steps to combine multiple signals. Here we develop a hierarchically coupled HMM that allows experimentalists to deal with inter-signal variability in a principled and automatic way. Our approach is a generalized expectation maximization hyperparameter point estimation procedure with variational Bayes at the level of individual time series that learns an single interpretable representation of the overall data generating process.

In this paper, we study optimization methods consisting of iteratively minimizing surrogates of an objective function. By proposing several algorithmic variants and simple convergence analyses, we make two main contributions. First, we provide a unified viewpoint for several first-order optimization techniques such as accelerated proximal gradient, block coordinate descent, or Frank-Wolfe algorithms. Second, we introduce a new incremental scheme that experimentally matches or outperforms state-of-the-art solvers for large-scale optimization problems typically arising in machine learning.

Recent improvements of the LEO-II theorem prover are presented. These improvements include a revised ATP interface, new translations into first-order logic, rule support for the axiom of choice, detection of defined equality, and more flexible strategy scheduling.

This manuscript provides optimization guarantees, generalization bounds, and statistical consistency results for AdaBoost variants which replace the exponential loss with the logistic and similar losses (specifically, twice differentiable convex losses which are Lipschitz and tend to zero on one side). The heart of the analysis is to show that, in lieu of explicit regularization and constraints, the structure of the problem is fairly rigidly controlled by the source distribution itself. The first control of this type is in the separable case, where a distribution-dependent relaxed weak learning rate induces speedy convergence with high probability over any sample. Otherwise, in the nonseparable case, the convex surrogate risk itself exhibits distribution-dependent levels of curvature, and consequently the algorithm's output has small norm with high probability. Keywords: Boosting, additive logistic regression, coordinate descent, convex analysis.

We aim at providing a foundation of a theory of "good" SAT representations F of boolean functions f. We argue that the hierarchy UC_k of unit-refutation complete clause-sets of level k, introduced by the authors, provides the most basic target classes, that is, F in UC_k is to be achieved for k as small as feasible. If F does not contain new variables, i.e., F is equivalent (as a CNF) to f, then F in UC_1 is similar to "achieving (generalised) arc consistency" known from the literature (it is somewhat weaker, but theoretically much nicer to handle). We show that for polysize representations of boolean functions in this sense, the hierarchy UC_k is strict. The boolean functions for these separations are "doped" minimally unsatisfiable clause-sets of deficiency 1; these functions have been introduced in [Sloan, Soerenyi, Turan, 2007], and we generalise their construction and show a correspondence to a strengthened notion of irredundant sub-clause-sets. Turning from lower bounds to upper bounds, we believe that many common CNF representations fit into the UC_k scheme, and we give some basic tools to construct representations in UC_1 with new variables, based on the Tseitin translation. Note that regarding new variables the UC_1-representations are stronger than mere "arc consistency", since the new variables are not excluded from consideration.

We investigate connections between information-theoretic and estimation-theoretic quantities in vector Poisson channel models. In particular, we generalize the gradient of mutual information with respect to key system parameters from the scalar to the vector Poisson channel model. We also propose, as another contribution, a generalization of the classical Bregman divergence that offers a means to encapsulate under a unifying framework the gradient of mutual information results for scalar and vector Poisson and Gaussian channel models. The so-called generalized Bregman divergence is also shown to exhibit various properties akin to the properties of the classical version. The vector Poisson channel model is drawing considerable attention in view of its application in various domains: as an example, the availability of the gradient of mutual information can be used in conjunction with gradient descent methods to effect compressive-sensing projection designs in emerging X-ray and document classification applications.