There is an inherent dichotomy within those of us who live in societies with modern economies: we want goods to be cheap (mostly meaning produced with cheap labor), but at the same time we want plentiful jobs that pay well. The scale is tipped in favor of cheap goods because 1) though most Americans are both consumers and workers, we tend to more often think like consumers, and 2) companies, naturally, are more interested in making less expensive goods than they are in paying well. Your article discusses the expanding role of artificial intelligence in increasing worker productivity; this, at its heart, means producing goods with less labor. The article says that an un-named White House report concludes that this loss of jobs is OK because it "could ultimately lead to higher wages and fewer work hours." Two points yearn to be made here.

Belief Propagation (BP) is a widely used approximation for exact probabilistic inference in graphical models, such as Markov Random Fields (MRFs). In graphs with cycles, however, no exact convergence guarantees for BP are known, in general. For the case when all edges in the MRF carry the same symmetric, doubly stochastic potential, recent works have proposed to approximate BP by linearizing the update equations around default values, which was shown to work well for the problem of node classification. The present paper generalizes all prior work and derives an approach that approximates loopy BP on any pairwise MRF with the problem of solving a linear equation system. This approach combines exact convergence guarantees and a fast matrix implementation with the ability to model heterogenous networks. Experiments on synthetic graphs with planted edge potentials show that the linearization has comparable labeling accuracy as BP for graphs with weak potentials, while speeding-up inference by orders of magnitude.

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding parameters with the maximum likelihood is NP-hard even in very simple settings. In recent years, provably efficient algorithms were nevertheless developed for models with linear structures: topic models, mixture models, hidden markov models, etc. These algorithms use matrix or tensor decomposition, and make some reasonable assumptions about the parameters of the underlying model. But matrix or tensor decomposition seems of little use when the latent variable model has nonlinearities. The current paper shows how to make progress: tensor decomposition is applied for learning the single-layer {\em noisy or} network, which is a textbook example of a Bayes net, and used for example in the classic QMR-DT software for diagnosing which disease(s) a patient may have by observing the symptoms he/she exhibits. The technical novelty here, which should be useful in other settings in future, is analysis of tensor decomposition in presence of systematic error (i.e., where the noise/error is correlated with the signal, and doesn't decrease as number of samples goes to infinity). This requires rethinking all steps of tensor decomposition methods from the ground up. For simplicity our analysis is stated assuming that the network parameters were chosen from a probability distribution but the method seems more generally applicable.

In this paper, we discuss the approaches we took and trade-offs involved in making a paper on a conceptual topic in pattern recognition research fully reproducible. We discuss our definition of reproducibility, the tools used, how the analysis was set up, show some examples of alternative analyses the code enables and discuss our views on reproducibility.

AUC (Area under the ROC curve) is an important performance measure for applications where the data is highly imbalanced. Learning to maximize AUC performance is thus an important research problem. Using a max-margin based surrogate loss function, AUC optimization problem can be approximated as a pairwise rankSVM learning problem. Batch learning methods for solving the kernelized version of this problem suffer from scalability and may not result in sparse classifiers. Recent years have witnessed an increased interest in the development of online or single-pass online learning algorithms that design a classifier by maximizing the AUC performance. The AUC performance of nonlinear classifiers, designed using online methods, is not comparable with that of nonlinear classifiers designed using batch learning algorithms on many real-world datasets. Motivated by these observations, we design a scalable algorithm for maximizing AUC performance by greedily adding the required number of basis functions into the classifier model. The resulting sparse classifiers perform faster inference. Our experimental results show that the level of sparsity achievable can be order of magnitude smaller than the Kernel RankSVM model without affecting the AUC performance much.

Big data trend has enforced the data-centric systems to have continuous fast data streams. In recent years, real-time analytics on stream data has formed into a new research field, which aims to answer queries about what-is-happening-now with a negligible delay. The real challenge with real-time stream data processing is that it is impossible to store instances of data, and therefore online analytical algorithms are utilized. To perform real-time analytics, pre-processing of data should be performed in a way that only a short summary of stream is stored in main memory. In addition, due to high speed of arrival, average processing time for each instance of data should be in such a way that incoming instances are not lost without being captured. Lastly, the learner needs to provide high analytical accuracy measures. Sentinel is a distributed system written in Java that aims to solve this challenge by enforcing both the processing and learning process to be done in distributed form. Sentinel is built on top of Apache Storm, a distributed computing platform. Sentinels learner, Vertical Hoeffding Tree, is a parallel decision tree-learning algorithm based on the VFDT, with ability of enabling parallel classification in distributed environments. Sentinel also uses SpaceSaving to keep a summary of the data stream and stores its summary in a synopsis data structure. Application of Sentinel on Twitter Public Stream API is shown and the results are discussed.

Obtaining common representations from different modalities is important in that they are interchangeable with each other in a classification problem. For example, we can train a classifier on image features in the common representations and apply it to the testing of the text features in the representations. Existing multi-modal representation learning methods mainly aim to extract rich information from paired samples and train a classifier by the corresponding labels; however, collecting paired samples and their labels simultaneously involves high labor costs. Addressing paired modal samples without their labels and single modal data with their labels independently is much easier than addressing labeled multi-modal data. To obtain the common representations under such a situation, we propose to make the distributions over different modalities similar in the learned representations, namely modality-invariant representations. In particular, we propose a novel algorithm for modality-invariant representation learning, named Deep Modality Invariant Adversarial Network (DeMIAN), which utilizes the idea of Domain Adaptation (DA). Using the modality-invariant representations learned by DeMIAN, we achieved better classification accuracy than with the state-of-the-art methods, especially for some benchmark datasets of zero-shot learning.

Modeling continuous-time physiological processes that manifest a patient's evolving clinical states is a key step in approaching many problems in healthcare. In this paper, we develop the Hidden Absorbing Semi-Markov Model (HASMM): a versatile probabilistic model that is capable of capturing the modern electronic health record (EHR) data. Unlike existing models, the HASMM accommodates irregularly sampled, temporally correlated, and informatively censored physiological data, and can describe non-stationary clinical state transitions. Learning the HASMM parameters from the EHR data is achieved via a novel forward-filtering backward-sampling Monte-Carlo EM algorithm that exploits the knowledge of the endpoint clinical outcomes (informative censoring) in the EHR data, and implements the E-step by sequentially sampling the patients' clinical states in the reversetime direction while conditioning on the future states. Real-time inferences are drawn via a forward-filtering algorithm that operates on a virtually constructed discrete-time embedded Markov chain that mirrors the patient's continuous-time state trajectory. We demonstrate the prognostic utility of the HASMM in a critical care prognosis setting using a real-world dataset for patients admitted to the Ronald Reagan UCLA Medical Center. In particular, we show that using HASMMs, a patient's clinical deterioration can be predicted 8-9 hours prior to intensive care unit admission, with a 22% AUC gain compared to the Rothman index, which is the state-of-the-art critical care risk scoring technology.

We give a novel formal theoretical framework for unsupervised learning with two distinctive characteristics. First, it does not assume any generative model and based on a worst-case performance metric. Second, it is comparative, namely performance is measured with respect to a given hypothesis class. This allows to avoid known computational hardness results and improper algorithms based on convex relaxations. We show how several families of unsupervised learning models, which were previously only analyzed under probabilistic assumptions and are otherwise provably intractable, can be efficiently learned in our framework by convex optimization.

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world high-dimensional count-valued data found in word counts, genomics, and crime statistics, for example, exhibit rich dependencies, and motivate the need for multivariate distributions that can appropriately model this data. We review multivariate distributions derived from the univariate Poisson, categorizing these models into three main classes: 1) where the marginal distributions are Poisson, 2) where the joint distribution is a mixture of independent multivariate Poisson distributions, and 3) where the node-conditional distributions are derived from the Poisson. We discuss the development of multiple instances of these classes and compare the models in terms of interpretability and theory. Then, we empirically compare multiple models from each class on three real-world datasets that have varying data characteristics from different domains, namely traffic accident data, biological next generation sequencing data, and text data. These empirical experiments develop intuition about the comparative advantages and disadvantages of each class of multivariate distribution that was derived from the Poisson. Finally, we suggest new research directions as explored in the subsequent discussion section.