Infosys has announced that it plans to hire 10,000 American workers over the next two years. The company in a media release said that as part of this initiative it will open four new Technology and Innovation Hubs across the country focusing on cutting-edge technology areas, including artificial intelligence, machine learning, user experience, emerging digital technologies, cloud, and big data. These four hubs will not only have technology and innovation focus areas, but will closely serve clients in key industries such as financial services, manufacturing, healthcare, retail, energy and more. The first hub, which will open in Indiana in August 2017, is expected to create 2,000 jobs by 2021 for American workers and will help boost Indiana's economy. "Infosys is committed to hiring 10,000 American technology workers over the next two years to help invent and deliver the digital futures for our clients in the United States," said Dr. Vishal Sikka, Chief Executive Officer, Infosys.

I'm a software engineer with 10 years of experience who recently decided to switch my focus to machine learning. I did the coursera course and did CS231n: Convolutional Neural Networks for Visual Recognition, read up on basic theory, did some image processing networks like VGG, Resnets and most recently trying to get Faster-RCNN to work, so my currently knowledge is ML basics and heavily focussed on ML in the Image domain. I recently landed my first ML job at a company that does mostly NLP, so I lack a lot of knowledge in that domain. I'm currently reading the NLTK book, which has been very approachable in introducing basic concepts in a code-focussed way. So I was wondering if anyone could point me to some good mid to advanced level resources (online courses/videos/books) to get up to speed with where the field is at now, to help me understand current research and more advanced concepts?

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This article develops a framework for testing general hypothesis in high-dimensional models where the number of variables may far exceed the number of observations. Existing literature has considered less than a handful of hypotheses, such as testing individual coordinates of the model parameter. However, the problem of testing general and complex hypotheses remains widely open. We propose a new inference method developed around the hypothesis adaptive projection pursuit framework, which solves the testing problems in the most general case. The proposed inference is centered around a new class of estimators defined as $l_1$ projection of the initial guess of the unknown onto the space defined by the null. This projection automatically takes into account the structure of the null hypothesis and allows us to study formal inference for a number of long-standing problems. For example, we can directly conduct inference on the sparsity level of the model parameters and the minimum signal strength. This is especially significant given the fact that the former is a fundamental condition underlying most of the theoretical development in high-dimensional statistics, while the latter is a key condition used to establish variable selection properties. Moreover, the proposed method is asymptotically exact and has satisfactory power properties for testing very general functionals of the high-dimensional parameters. The simulation studies lend further support to our theoretical claims and additionally show excellent finite-sample size and power properties of the proposed test.

In this paper we use Gaussian Process (GP) regression to propose a novel approach for predicting volatility of financial returns by forecasting the envelopes of the time series. We provide a direct comparison of their performance to traditional approaches such as GARCH. We compare the forecasting power of three approaches: GP regression on the absolute and squared returns; regression on the envelope of the returns and the absolute returns; and regression on the envelope of the negative and positive returns separately. We use a maximum a posteriori estimate with a Gaussian prior to determine our hyperparameters. We also test the effect of hyperparameter updating at each forecasting step. We use our approaches to forecast out-of-sample volatility of four currency pairs over a 2 year period, at half-hourly intervals. From three kernels, we select the kernel giving the best performance for our data. We use two published accuracy measures and four statistical loss functions to evaluate the forecasting ability of GARCH vs GPs. In mean squared error the GP's perform 20% better than a random walk model, and 50% better than GARCH for the same data.

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a network of nodes---each one of which has a stream of data arriving at a constant rate---that solve a stochastic convex optimization problem by collaborating with each other over rate-limited communication links. To this end, we present and analyze two algorithms---termed distributed stochastic approximation mirror descent (D-SAMD) and {\em accelerated} distributed stochastic approximation mirror descent (AD-SAMD)---that are based on two stochastic variants of mirror descent. The main collaborative step in the proposed algorithms is approximate averaging of the local, noisy subgradients using distributed consensus. While distributed consensus is well suited for collaborative learning, its use in our setup results in perturbed subgradient averages due to rate-limited links, which may slow down or prevent convergence. Our main contributions in this regard are: (i) bounds on the convergence rates of D-SAMD and AD-SAMD in terms of the number of nodes, network topology, and ratio of the data streaming and communication rates, and (ii) sufficient conditions for order-optimum convergence of D-SAMD and AD-SAMD. In particular, we show that there exist regimes under which AD-SAMD, when compared to D-SAMD, achieves order-optimum convergence with slower communications rates. This is in contrast to the centralized setting in which use of accelerated mirror descent results in a modest improvement over regular mirror descent for stochastic composite optimization. Finally, we demonstrate the effectiveness of the proposed algorithms using numerical experiments.

We provide a comparative study of several widely used off-policy estimators (Empirical Average, Basic Importance Sampling and Normalized Importance Sampling), detailing the different regimes where they are individually suboptimal. We then exhibit properties optimal estimators should possess. In the case where examples have been gathered using multiple policies, we show that fused estimators dominate basic ones but can still be improved.

Many similarity-based clustering methods work in two separate steps including similarity matrix computation and subsequent spectral clustering. However, similarity measurement is challenging because it is usually impacted by many factors, e.g., the choice of similarity metric, neighborhood size, scale of data, noise and outliers. Thus the learned similarity matrix is often not suitable, let alone optimal, for the subsequent clustering. In addition, nonlinear similarity often exists in many real world data which, however, has not been effectively considered by most existing methods. To tackle these two challenges, we propose a model to simultaneously learn cluster indicator matrix and similarity information in kernel spaces in a principled way. We show theoretical relationships to kernel k-means, k-means, and spectral clustering methods. Then, to address the practical issue of how to select the most suitable kernel for a particular clustering task, we further extend our model with a multiple kernel learning ability. With this joint model, we can automatically accomplish three subtasks of finding the best cluster indicator matrix, the most accurate similarity relations and the optimal combination of multiple kernels. By leveraging the interactions between these three subtasks in a joint framework, each subtask can be iteratively boosted by using the results of the others towards an overall optimal solution. Extensive experiments are performed to demonstrate the effectiveness of our method.

We construct $\bf genRBF$ kernel, which generalizes the classical Gaussian RBF kernel to the case of incomplete data. We model the uncertainty contained in missing attributes making use of data distribution and associate every point with a conditional probability density function. This allows to embed incomplete data into the function space and to define a kernel between two missing data points based on scalar product in $L_2$. Experiments show that introduced kernel applied to SVM classifier gives better results than other state-of-the-art methods, especially in the case when large number of features is missing. Moreover, it is easy to implement and can be used together with any kernel approaches with no additional modifications.

This work studies the entity-wise topical behavior from massive network logs. Both the temporal and the spatial relationships of the behavior are explored with the learning architectures combing the recurrent neural network (RNN) and the convolutional neural network (CNN). To make the behavioral data appropriate for the spatial learning in CNN, several reduction steps are taken to form the topical metrics and place them homogeneously like pixels in the images. The experimental result shows both the temporal- and the spatial- gains when compared to a multilayer perceptron (MLP) network. A new learning framework called spatially connected convolutional networks (SCCN) is introduced to more efficiently predict the behavior.