Machine learning methods for solving the equations of dynamical mean-field theory are developed. The method is demonstrated on the three dimensional Hubbard model. The key technical issues are defining a mapping of an input function to an output function, and distinguishing metallic from insulating solutions. Both metallic and Mott insulator solutions can be predicted. The validity of the machine learning scheme is assessed by comparing predictions of full correlation functions, of quasi-particle weight and particle density to values directly computed. The results indicate that with modest further development, machine learning approach may be an attractive computational efficient option for real materials predictions for strongly correlated systems.

We study the $K$-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. We introduce a tight asymptotic regret lower bound that is based on the information divergence. An algorithm that is inspired by the Deterministic Minimum Empirical Divergence algorithm (Honda and Takemura, 2010) is proposed, and its regret is analyzed. The proposed algorithm is found to be the first one with a regret upper bound that matches the lower bound. Experimental comparisons of dueling bandit algorithms show that the proposed algorithm significantly outperforms existing ones.

Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a nonlinear, monotonic function of a linear combination of features. Estimation in this context requires learning both the feature weights, and the nonlinear function. While methods have been described to learn SIMs in the low dimensional regime, a method that can efficiently learn SIMs in high dimensions has not been forthcoming. We propose three variants of a computationally and statistically efficient algorithm for SIM inference in high dimensions. We establish excess risk bounds for the proposed algorithms and experimentally validate the advantages that our SIM learning methods provide relative to Generalized Linear Model (GLM) and low dimensional SIM based learning methods.

We address the problem of belief revision of logic programs, i.e., how to incorporate to a logic program P a new logic program Q. Based on the structure of SE interpretations, Delgrande et al. adapted the well-known AGM framework to logic program (LP) revision. They identified the rational behavior of LP revision and introduced some specific operators. In this paper, a constructive characterization of all rational LP revision operators is given in terms of orderings over propositional interpretations with some further conditions specific to SE interpretations. It provides an intuitive, complete procedure for the construction of all rational LP revision operators and makes easier the comprehension of their semantic and computational properties. We give a particular consideration to logic programs of very general form, i.e., the generalized logic programs (GLPs). We show that every rational GLP revision operator is derived from a propositional revision operator satisfying the original AGM postulates. Interestingly, the further conditions specific to GLP revision are independent from the propositional revision operator on which a GLP revision operator is based. Taking advantage of our characterization result, we embed the GLP revision operators into structures of Boolean lattices, that allow us to bring to light some potential weaknesses in the adapted AGM postulates. To illustrate our claim, we introduce and characterize axiomatically two specific classes of (rational) GLP revision operators which arguably have a drastic behavior. We additionally consider two more restricted forms of logic programs, i.e., the disjunctive logic programs (DLPs) and the normal logic programs (NLPs) and adapt our characterization result to DLP and NLP revision operators.

This paper investigates the problem of active learning for binary label prediction on a graph. We introduce a simple and label-efficient algorithm called S2 for this task. At each step, S2 selects the vertex to be labeled based on the structure of the graph and all previously gathered labels. Specifically, S2 queries for the label of the vertex that bisects the *shortest shortest* path between any pair of oppositely labeled vertices. We present a theoretical estimate of the number of queries S2 needs in terms of a novel parametrization of the complexity of binary functions on graphs. We also present experimental results demonstrating the performance of S2 on both real and synthetic data. While other graph-based active learning algorithms have shown promise in practice, our algorithm is the first with both good performance and theoretical guarantees. Finally, we demonstrate the implications of the S2 algorithm to the theory of nonparametric active learning. In particular, we show that S2 achieves near minimax optimal excess risk for an important class of nonparametric classification problems.

The linking genotype to phenotype is the fundamental aim of modern genetics. We focus on study of links between gene expression data and phenotype data through integrative analysis. We propose three approaches. 1) The inherent complexity of phenotypes makes high-throughput phenotype profiling a very difficult and laborious process. We propose a method of automated multi-dimensional profiling which uses gene expression similarity. Large-scale analysis show that our method can provide robust profiling that reveals different phenotypic aspects of samples. This profiling technique is also capable of interpolation and extrapolation beyond the phenotype information given in training data. It can be used in many applications, including facilitating experimental design and detecting confounding factors. 2) Phenotype association analysis problems are complicated by small sample size and high dimensionality. Consequently, phenotype-associated gene subsets obtained from training data are very sensitive to selection of training samples, and the constructed sample phenotype classifiers tend to have poor generalization properties. To eliminate these obstacles, we propose a novel approach that generates sequences of increasingly discriminative gene cluster combinations. Our experiments on both simulated and real datasets show robust and accurate classification performance. 3) Many complex phenotypes, such as cancer, are the product of not only gene expression, but also gene interaction. We propose an integrative approach to find gene network modules that activate under different phenotype conditions. Using our method, we discovered cancer subtype-specific network modules, as well as the ways in which these modules coordinate. In particular, we detected a breast-cancer specific tumor suppressor network module with a hub gene, PDGFRL, which may play an important role in this module.

In this paper we implement a Local Linear Regression Ensemble Committee (LOLREC) to predict 1-day-ahead returns of 453 assets form the S&P500. The estimates and the historical returns of the committees are used to compute the weights of the portfolio from the 453 stock. The proposed method outperforms benchmark portfolio selection strategies that optimize the growth rate of the capital. We investigate the effect of algorithm parameter m: the number of selected stocks on achieved average annual yields. Results suggest the algorithm's practical usefulness in everyday trading.

In this paper, a nonparametric maximum likelihood (ML) estimator for band-limited (BL) probability density functions (pdfs) is proposed. The BLML estimator is consistent and computationally efficient. To compute the BLML estimator, three approximate algorithms are presented: a binary quadratic programming (BQP) algorithm for medium scale problems, a Trivial algorithm for large-scale problems that yields a consistent estimate if the underlying pdf is strictly positive and BL, and a fast implementation of the Trivial algorithm that exploits the band-limited assumption and the Nyquist sampling theorem ("BLMLQuick"). All three BLML estimators outperform kernel density estimation (KDE) algorithms (adaptive and higher order KDEs) with respect to the mean integrated squared error for data generated from both BL and infinite-band pdfs. Further, the BLMLQuick estimate is remarkably faster than the KD algorithms. Finally, the BLML method is applied to estimate the conditional intensity function of a neuronal spike train (point process) recorded from a rat's entorhinal cortex grid cell, for which it outperforms state-of-the-art estimators used in neuroscience.

We present a new algorithm for community detection. The algorithm uses random walks to embed the graph in a space of measures, after which a modification of $k$-means in that space is applied. The algorithm is therefore fast and easily parallelizable. We evaluate the algorithm on standard random graph benchmarks, including some overlapping community benchmarks, and find its performance to be better or at least as good as previously known algorithms. We also prove a linear time (in number of edges) guarantee for the algorithm on a $p,q$-stochastic block model with $p \geq c\cdot N^{-\frac{1}{2} + \epsilon}$ and $p-q \geq c' \sqrt{p N^{-\frac{1}{2} + \epsilon} \log N}$.

Goal: This paper deals with the problems that some EEG signals have no good sparse representation and single channel processing is not computationally efficient in compressed sensing of multi-channel EEG signals. Methods: An optimization model with L0 norm and Schatten-0 norm is proposed to enforce cosparsity and low rank structures in the reconstructed multi-channel EEG signals. Both convex relaxation and global consensus optimization with alternating direction method of multipliers are used to compute the optimization model. Results: The performance of multi-channel EEG signal reconstruction is improved in term of both accuracy and computational complexity. Conclusion: The proposed method is a better candidate than previous sparse signal recovery methods for compressed sensing of EEG signals. Significance: The proposed method enables successful compressed sensing of EEG signals even when the signals have no good sparse representation. Using compressed sensing would much reduce the power consumption of wireless EEG system.