The paper deals with the adaptation of a new measure for the unsupervised feature selection problems. The proposed measure is based on space filling concept and is called the coverage measure. This measure was used for judging the quality of an experimental space filling design. In the present work, the coverage measure is adapted for selecting the smallest informative subset of variables by reducing redundancy in data. This paper proposes a simple analogy to apply this measure. It is implemented in a filter algorithm for unsupervised feature selection problems. The proposed filter algorithm is robust with high dimensional data and can be implemented without extra parameters. Further, it is tested with simulated data and real world case studies including environmental data and hyperspectral image. Finally, the results are evaluated by using random forest algorithm.

We view a neural network as a distributed system of which neurons can fail independently, and we evaluate its robustness in the absence of any (recovery) learning phase. We give tight bounds on the number of neurons that can fail without harming the result of a computation. To determine our bounds, we leverage the fact that neural activation functions are Lipschitz-continuous. Our bound is on a quantity, we call the \textit{Forward Error Propagation}, capturing how much error is propagated by a neural network when a given number of components is failing, computing this quantity only requires looking at the topology of the network, while experimentally assessing the robustness of a network requires the costly experiment of looking at all the possible inputs and testing all the possible configurations of the network corresponding to different failure situations, facing a discouraging combinatorial explosion. We distinguish the case of neurons that can fail and stop their activity (crashed neurons) from the case of neurons that can fail by transmitting arbitrary values (Byzantine neurons). Interestingly, as we show in the paper, our bound can easily be extended to the case where synapses can fail. We show how our bound can be leveraged to quantify the effect of memory cost reduction on the accuracy of a neural network, to estimate the amount of information any neuron needs from its preceding layer, enabling thereby a boosting scheme that prevents neurons from waiting for unnecessary signals. We finally discuss the trade-off between neural networks robustness and learning cost.

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the reproducing kernel Hilbert space and develop a method for learning prediction functions that accommodate such non-linearities. The method not only learns the predictive function but also the matrix-valued kernel underlying the function search space directly from the data. Our approach is based on learning multiple matrix-valued kernels, each of those composed of a set of input kernels and a set of output kernels learned in the cone of positive semi-definite matrices. In addition to superior predictive performance in the presence of strong non-linearities, our method also recovers the hidden dynamic relationships between the series and thus is a new alternative to existing graphical Granger techniques.

Abstract--Power supply from renewable resources is on a global rise where it is forecasted that renewable generation will surpass other types of generation in a foreseeable future. Increased generation from renewable resources, mainly solar and wind, exposes the power grid to more vulnerabilities, conceivably due to their variable generation, thus highlighting the importance of accurate forecasting methods. This paper proposes a two-stage day-ahead solar forecasting method that breaks down the forecasting into linear and nonlinear parts, determines subsequent forecasts, and accordingly, improves accuracy of the obtained results. To further reduce the error resulted from nonstationarity of the historical solar radiation data, a data processing approach, including pre-process and post-process levels, is integrated with the proposed method. Numerical simulations on three test days with different weather conditions exhibit the effectiveness of the proposed two-stage model. Figure 1 The new added U.S. electric generation from 2010 to Q1 2016 [2].

We develop fast spectral algorithms for tensor decomposition that match the robustness guarantees of the best known polynomial-time algorithms for this problem based on the sum-of-squares (SOS) semidefinite programming hierarchy. Our algorithms can decompose a 4-tensor with $n$-dimensional orthonormal components in the presence of error with constant spectral norm (when viewed as an $n^2$-by-$n^2$ matrix). The running time is $n^5$ which is close to linear in the input size $n^4$. We also obtain algorithms with similar running time to learn sparsely-used orthogonal dictionaries even when feature representations have constant relative sparsity and non-independent coordinates. The only previous polynomial-time algorithms to solve these problem are based on solving large semidefinite programs. In contrast, our algorithms are easy to implement directly and are based on spectral projections and tensor-mode rearrangements. Or work is inspired by recent of Hopkins, Schramm, Shi, and Steurer (STOC'16) that shows how fast spectral algorithms can achieve the guarantees of SOS for average-case problems. In this work, we introduce general techniques to capture the guarantees of SOS for worst-case problems.

Our main tool is the use of tensor subspaces, i.e. subspaces with a Kronecker structure, for embedding the data into lower dimensions. Among the subspaces with a Kronecker structure, we show that using subspaces with a hierarchical structure for representing data leads to improved tradeoffs. One of the main reasons for the improvement is that embedding data into these hierarchical Kronecker structured subspaces prevents overfitting at higher latent dimensions.

Privacy is crucial in many applications of machine learning. Legal, ethical and societal issues restrict the sharing of sensitive data making it difficult to learn from datasets that are partitioned between many parties. One important instance of such a distributed setting arises when information about each record in the dataset is held by different data owners (the design matrix is "vertically-partitioned"). In this setting few approaches exist for private data sharing for the purposes of statistical estimation and the classical setup of differential privacy with a "trusted curator" preparing the data does not apply. We work with the notion of $(\epsilon,\delta)$-distributed differential privacy which extends single-party differential privacy to the distributed, vertically-partitioned case. We propose PriDE, a scalable framework for distributed estimation where each party communicates perturbed random projections of their locally held features ensuring $(\epsilon,\delta)$-distributed differential privacy is preserved. For $\ell_2$-penalized supervised learning problems PriDE has bounded estimation error compared with the optimal estimates obtained without privacy constraints in the non-distributed setting. We confirm this empirically on real world and synthetic datasets.

There are a few moments in the history of artificial intelligence (AI) that are considered major breakthroughs – events that showed the power of machine intelligence in matching or surpassing human performance. Two examples are Deep Blue versus Kasparov in 1997 and Watson versus Jennings in 2008. Most recently, AlphaGo versus Lee Sedol became another major victory, this time driven by a fast developing field known as "deep learning." Deep learning–a machine learning technique based on artificial neural networks–is growing in popularity due to a series of developments in the science and business of data mining. Prior to AlphaGo's victory over the currently best Go player Lee Sedol, computer programs that played Go had only been able to beat average players.

In this interview, Hone Capital managing partner Veronica Wu describes how her team uses a data-analytics model to make better investment decisions in early-stage start-ups. Veronica Wu has been in on the ground floor for many of the dramatic technology shifts that have defined the past 20 years. Beijing-born and US-educated, Wu has worked in top strategy roles at a string of major US tech companies--Apple, Motorola, and Tesla--in their Chinese operations. In 2015, she was brought on as a managing partner to lead Hone Capital (formerly CSC Venture Capital), the Silicon Valley–based arm of one of the largest venture-capital and private-equity firms in China, CSC Group. She has quickly established Hone Capital as an active player in the Valley, most notably with a $400 million commitment to invest in start-ups that raise funding on AngelList, a technology platform for seed-stage investing.

As banks and other financial services companies seek to improve compliance management systems, many are considering the use of algorithmic and other artificial intelligence (AI) solutions to augment or replace current systems. AI-driven RegTech has the potential to revolutionize all facets of compliance management: AML, OFAC, regulatory reporting, risk management, and cybersecurity. However, to develop and implement an AI-based compliance system, institutions need to map out a planned approach, which requires careful analysis of several threshold issues. This webinar features legal professionals at the leading edge of AI, data, privacy and cybersecurity law along with senior compliance officers from banks that are advancing compliance technology. They will discuss the legal and compliance questions that banks and financial services companies should consider, with a view to understanding both the risks and opportunities presented by AI-driven RegTech initiatives.