Sparsity and missing data problems are very common in spatiotemporal traffic data collected from various sensing systems. Making accurate imputation is critical to many applications in intelligent transportation systems. In this paper, we formulate the missing data imputation problem in spatiotemporal traffic data in a low-rank tensor completion (LRTC) framework and define a novel truncated nuclear norm (TNN) on traffic tensors of location$\times$day$\times$time of day. In particular, we introduce an universal rate parameter to control the degree of truncation on all tensor modes in the proposed LRTC-TNN model, and this allows us to better characterize the hidden patterns in spatiotemporal traffic data. Based on the framework of the Alternating Direction Method of Multipliers (ADMM), we present an efficient algorithm to obtain the optimal solution for each variable. We conduct numerical experiments on four spatiotemporal traffic data sets, and our results show that the proposed LRTC-TNN model outperforms many state-of-the-art imputation models with missing rates/patterns. Moreover, the proposed model also outperforms other baseline models in extreme missing scenarios.

Large amounts of mobility data are being generated from many different sources, and several data mining methods have been proposed for this data. One of the most critical steps for trajectory data mining is segmentation. This task can be seen as a pre-processing step in which a trajectory is divided into several meaningful consecutive sub-sequences. This process is necessary because trajectory patterns may not hold in the entire trajectory but on trajectory parts. In this work, we propose a supervised trajectory segmentation algorithm, called Wise Sliding Window Segmentation (WS-II). It processes the trajectory coordinates to find behavioral changes in space and time, generating an error signal that is further used to train a binary classifier for segmenting trajectory data. This algorithm is flexible and can be used in different domains. We evaluate our method over three real datasets from different domains (meteorology, fishing, and individuals movements), and compare it with four other trajectory segmentation algorithms: OWS, GRASP-UTS, CB-SMoT, and SPD. We observed that the proposed algorithm achieves the highest performance for all datasets with statistically significant differences in terms of the harmonic mean of purity and coverage.

One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the main two scalable uncertainty estimation methods. However, deep Bayesian neural network suffers from lack of expressiveness, and more expressive models such as deep kernel learning, which is an extension of sparse Gaussian process, captures only the uncertainty from the higher level latent space. Therefore, the deep learning model under it lacks interpretability and ignores uncertainty from the raw data. In this paper, we merge features of the deep Bayesian learning framework with deep kernel learning to leverage the strengths of both methods for more comprehensive uncertainty estimation. Through a series of experiments on predicting the first incidence of heart failure, diabetes and depression applied to large-scale electronic medical records, we demonstrate that our method is better at capturing uncertainty than both Gaussian processes and deep Bayesian neural networks in terms of indicating data insufficiency and distinguishing true positive and false positive predictions, with a comparable generalisation performance. Furthermore, by assessing the accuracy and area under the receiver operating characteristic curve over the predictive probability, we show that our method is less susceptible to making overconfident predictions, especially for the minority class in imbalanced datasets. Finally, we demonstrate how uncertainty information derived by the model can inform risk factor analysis towards model interpretability.

A key attribute that drives the unprecedented success of modern Recurrent Neural Networks (RNNs) on learning tasks which involve sequential data, is their ability to model intricate long-term temporal dependencies. However, a well established measure of RNNs long-term memory capacity is lacking, and thus formal understanding of the effect of depth on their ability to correlate data throughout time is limited. Specifically, existing depth efficiency results on convolutional networks do not suffice in order to account for the success of deep RNNs on data of varying lengths. In order to address this, we introduce a measure of the network's ability to support information flow across time, referred to as the Start-End separation rank, which reflects the distance of the function realized by the recurrent network from modeling no dependency between the beginning and end of the input sequence. We prove that deep recurrent networks support Start-End separation ranks which are combinatorially higher than those supported by their shallow counterparts. Thus, we establish that depth brings forth an overwhelming advantage in the ability of recurrent networks to model long-term dependencies, and provide an exemplar of quantifying this key attribute. We empirically demonstrate the discussed phenomena on common RNNs through extensive experimental evaluation using the optimization technique of restricting the hidden-to-hidden matrix to being orthogonal. Finally, we employ the tool of quantum Tensor Networks to gain additional graphic insights regarding the complexity brought forth by depth in recurrent networks.

In deep multi-task learning, weights of task-specific networks are shared between tasks to improve performance on each single one. Since the question, which weights to share between layers, is difficult to answer, human-designed architectures often share everything but a last task-specific layer. In many cases, this simplistic approach severely limits performance. Instead, we propose an algorithm to learn the assignment between a shared set of weights and task-specific layers. To optimize the non-differentiable assignment and at the same time train the differentiable weights, learning takes place via a combination of natural evolution strategy and stochastic gradient descent. The end result are task-specific networks that share weights but allow independent inference. They achieve lower test errors than baselines and methods from literature on three multi-task learning datasets.

Machine learning is driving development across many fields in science and engineering. A simple and efficient programming language could accelerate applications of machine learning in various fields. Currently, the programming languages most commonly used to develop machine learning algorithms include Python, MATLAB, and C/C ++. However, none of these languages well balance both efficiency and simplicity. The Julia language is a fast, easy-to-use, and open-source programming language that was originally designed for high-performance computing, which can well balance the efficiency and simplicity. This paper summarizes the related research work and developments in the application of the Julia language in machine learning. It first surveys the popular machine learning algorithms that are developed in the Julia language. Then, it investigates applications of the machine learning algorithms implemented with the Julia language. Finally, it discusses the open issues and the potential future directions that arise in the use of the Julia language in machine learning.

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with hidden variables. Many authors modified its simple design to fit more specific situations. For instance the Expectation (E) step has been replaced by Monte Carlo (MC) approximations, Markov Chain Monte Carlo approximations, tempered approximations... Most of the well studied approximations belong to the stochastic class. By comparison, the literature is lacking when it comes to deterministic approximations. In this paper, we introduce a theoretical framework, with state of the art convergence guarantees, for any deterministic approximation of the E step. We analyse theoretically and empirically several approximations that fit into this framework. First, for cases with intractable E steps, we introduce a deterministic alternative to the MC-EM, using Riemann sums. This method is easy to implement and does not require the tuning of hyper-parameters. Then, we consider the tempered approximation, borrowed from the Simulated Annealing optimisation technique and meant to improve the EM solution. We prove that the the tempered EM verifies the convergence guarantees for a wide range of temperature profiles. We showcase empirically how it is able to escape adversarial initialisations. Finally, we combine the Riemann and tempered approximations to accomplish both their purposes.

Shapley value is a concept in cooperative game theory for measuring the contribution of each participant, which was named in honor of Lloyd Shapley. Shapley value has been recently applied in data marketplaces for compensation allocation based on their contribution to the models. Shapley value is the only value division scheme used for compensation allocation that meets three desirable criteria: group rationality, fairness, and additivity. In cooperative game theory, the marginal contribution of each contributor to each coalition is a nonnegative value. However, in machine learning model training, the marginal contribution of each contributor (data tuple) to each coalition (a set of data tuples) can be a negative value, i.e., the accuracy of the model trained by a dataset with an additional data tuple can be lower than the accuracy of the model trained by the dataset only. In this paper, we investigate the problem of how to handle the negative marginal contribution when computing Shapley value. We explore three philosophies: 1) taking the original value (Original Shapley Value); 2) taking the larger of the original value and zero (Zero Shapley Value); and 3) taking the absolute value of the original value (Absolute Shapley Value). Experiments on Iris dataset demonstrate that the definition of Absolute Shapley Value significantly outperforms the other two definitions in terms of evaluating data importance (the contribution of each data tuple to the trained model).

Alterations in historical manuscripts such as letters represent a promising field of research. On the one hand, they help understand the construction of text. On the other hand, topics that are being considered sensitive at the time of the manuscript gain coherence and contextuality when taking alterations into account, especially in the case of deletions. The analysis of alterations in manuscripts, though, is a traditionally very tedious work. In this paper, we present a machine learning-based approach to help categorize alterations in documents. In particular, we present a new probabilistic model (Alteration Latent Dirichlet Allocation, alterLDA in the following) that categorizes content-related alterations. The method proposed here is developed based on experiments carried out on the digital scholarly edition Berlin Intellectuals, for which alterLDA achieves high performance in the recognition of alterations on labelled data. On unlabelled data, applying alterLDA leads to interesting new insights into the alteration behavior of authors, editors and other manuscript contributors, as well as insights into sensitive topics in the correspondence of Berlin intellectuals around 1800. In addition to the findings based on the digital scholarly edition Berlin Intellectuals, we present a general framework for the analysis of text genesis that can be used in the context of other digital resources representing document variants. To that end, we present in detail the methodological steps that are to be followed in order to achieve such results, giving thereby a prime example of an Machine Learning application the Digital Humanities.

Sharing electronic health records (EHRs) on a large scale may lead to privacy intrusions. Recent research has shown that risks may be mitigated by simulating EHRs through generative adversarial network (GAN) frameworks. Yet the methods developed to date are limited because they 1) focus on generating data of a single type (e.g., diagnosis codes), neglecting other data types (e.g., demographics, procedures or vital signs) and 2) do not represent constraints between features. In this paper, we introduce a method to simulate EHRs composed of multiple data types by 1) refining the GAN model, 2) accounting for feature constraints, and 3) incorporating key utility measures for such generation tasks. Our analysis with over $770,000$ EHRs from Vanderbilt University Medical Center demonstrates that the new model achieves higher performance in terms of retaining basic statistics, cross-feature correlations, latent structural properties, feature constraints and associated patterns from real data, without sacrificing privacy.