We introduce an architecture based on deep hierarchical decompositions to learn effective representations of large graphs. Our framework extends classic R-decompositions used in kernel methods, enabling nested "part-of-part" relations. Unlike recursive neural networks, which unroll a template on input graphs directly, we unroll a neural network template over the decomposition hierarchy, allowing us to deal with the high degree variability that typically characterize social network graphs. Deep hierarchical decompositions are also amenable to domain compression, a technique that reduces both space and time complexity by exploiting symmetries. We show empirically that our approach is competitive with current state-of-the-art graph classification methods, particularly when dealing with social network datasets.

The intuitive and friendly interactive interface makes it easy to manipulate, visualize and analyze data. The software provides a lot of mathematical built-in functions for every kind of task and an extensive and easily accessible documentation. It is mainly designed to handle matrices and, hence, almost all the functions and operations are vectorized, i.e. they can manage scalars, as well as vectors, matrices and (often) tensors. For these reasons, it is more efficient to avoid loops cycles (when possible) and to set up operations exploiting matrices multiplication. In this document we just show some simple Machine Learning related instruments in order to start playing with ANNs. We assume a basic-level knowledge and address to official documentation for further informations.

The aim of this article is to design a moment transformation for Student- t distributed random variables, which is able to account for the error in the numerically computed mean. We employ Student-t process quadrature, an instance of Bayesian quadrature, which allows us to treat the integral itself as a random variable whose variance provides information about the incurred integration error. Advantage of the Student- t process quadrature over the traditional Gaussian process quadrature, is that the integral variance depends also on the function values, allowing for a more robust modelling of the integration error. The moment transform is applied in nonlinear sigma-point filtering and evaluated on two numerical examples, where it is shown to outperform the state-of-the-art moment transforms.

A method for online tensor dictionary learning is proposed. With the assumption of separable dictionaries, tensor contraction is used to diminish a $N$-way model of $\mathcal{O}\left(L^N\right)$ into a simple matrix equation of $\mathcal{O}\left(NL^2\right)$ with a real-time capability. To avoid numerical instability due to inversion of sparse matrix, a class of stochastic gradient with memory is formulated via a least-square solution to guarantee convergence and robustness. Both gradient descent with exact line search and Newton's method are discussed and realized. Extensions onto how to deal with bad initialization and outliers are also explained in detail. Experiments on two synthetic signals confirms an impressive performance of our proposed method.

Learning tasks such as those involving genomic data often poses a serious challenge: the number of input features can be orders of magnitude larger than the number of training examples, making it difficult to avoid overfitting, even when using the known regularization techniques. We focus here on tasks in which the input is a description of the genetic variation specific to a patient, the single nucleotide polymorphisms (SNPs), yielding millions of ternary inputs. Improving the ability of deep learning to handle such datasets could have an important impact in precision medicine, where high-dimensional data regarding a particular patient is used to make predictions of interest. Even though the amount of data for such tasks is increasing, this mismatch between the number of examples and the number of inputs remains a concern. Naive implementations of classifier neural networks involve a huge number of free parameters in their first layer: each input feature is associated with as many parameters as there are hidden units. We propose a novel neural network parametrization which considerably reduces the number of free parameters. It is based on the idea that we can first learn or provide a distributed representation for each input feature (e.g. for each position in the genome where variations are observed), and then learn (with another neural network called the parameter prediction network) how to map a feature's distributed representation to the vector of parameters specific to that feature in the classifier neural network (the weights which link the value of the feature to each of the hidden units). We show experimentally on a population stratification task of interest to medical studies that the proposed approach can significantly reduce both the number of parameters and the error rate of the classifier.

Approximate Bayesian Computation (ABC) methods are used to approximate posterior distributions in models with unknown or computationally intractable likelihoods. Both the accuracy and computational efficiency of ABC depend on the choice of summary statistic, but outside of special cases where the optimal summary statistics are known, it is unclear which guiding principles can be used to construct effective summary statistics. In this paper we explore the possibility of automating the process of constructing summary statistics by training deep neural networks to predict the parameters from artificially generated data: the resulting summary statistics are approximately posterior means of the parameters. With minimal model-specific tuning, our method constructs summary statistics for the Ising model and the moving-average model, which match or exceed theoretically-motivated summary statistics in terms of the accuracies of the resulting posteriors.

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on optimization problems with complexity that scales with the dimension of the data, which limits their scalability. Furthermore, existing randomized approaches mostly rely on uniform random sampling, which is quite inefficient for many real world data matrices that exhibit additional structures (e.g. clustering). In this paper, a scalable subspace-pursuit approach that transforms the decomposition problem to a subspace learning problem is proposed. The decomposition is carried out using a small data sketch formed from sampled columns/rows. Even when the data is sampled uniformly at random, it is shown that the sufficient number of sampled columns/rows is roughly O(r\mu), where \mu is the coherency parameter and r the rank of the low rank component. In addition, adaptive sampling algorithms are proposed to address the problem of column/row sampling from structured data. We provide an analysis of the proposed method with adaptive sampling and show that adaptive sampling makes the required number of sampled columns/rows invariant to the distribution of the data. The proposed approach is amenable to online implementation and an online scheme is proposed.

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Imagine rolling into an operating room to find that your surgical team included a robot. While full-fledged robotic surgeons aren't quite ready for the spotlight, automatons have already found a foothold in the surgical theater. Some systems allow doctors to control robotic instruments--ones able to slice and dice with inhuman precision--using controls or a computer screen, while other medical robots take a doctor's place entirely to conduct specific segments of a larger surgery. Now scientists have taken a big step forward with the latter type of bot: in a study published Wednesday in Science Robotics, a team reports the first ever robot-assisted cochlear implantation surgery. "We were on this project for more than eight years," says lead study author Stefan Weber, a professor at the University of Bern, Switzerland's ARTORG Center for Biomedical Engineering Research. "And in contrast to a lot of research, we really stuck to one application for the entire time."

Earlier, we came up with a list of some of the best Machine Learning books you should consider going through. In this article, we have come up with yet another list of the recommended books for Data Science. Written by Hopcroft and Kannan, this book is a great blend of lectures in the modern theoretical course in data science. This tutorial aims to get you familiar with the main ideas of Unsupervised Feature Learning and Deep Learning. The book introduces the core libraries essential for working with data in Python: particularly IPython, NumPy, Pandas, Matplotlib, Scikit-Learn, and related packages.