IT services provider Accenture announced its deal to acquire OPS Rules, an analytics consulting company based in the US. The acquisition of OPS Rules enables Accenture to expand its machine learning and operations analytics capabilities. Last year, Accenture also acquired Gapso, an analytics services and solutions provider in Brazil that assists enterprises to solve supply chain and logistics challenges. OPS Rules, founded in 2012, specializes in the application of data science to create supply chain and operations analytics solutions. The US head-quartered Accenture aims to add new operations analytics professionals to its team that apply machine learning and optimization techniques to develop innovative analytics approaches for clients.

Scientists from the Los Alamos National Laboratory have devised a way of using machine learning in order to discover new materials with specific properties using an informatics-based adaptive strategy in combination with experiments. The new approach will help scientists find new materials in a manner that is more cost-effective and less time consuming than current procedures. "What we've done is show that, starting with a relatively small data set of well-controlled experiments, it is possible to iteratively guide subsequent experiments toward finding the material with the desired target," said Turab Lookman, a physicist and materials scientist at Los Alamos National Laboratory and senior author of the study. "Finding new materials has traditionally been guided by intuition and trial and error," he continued. "But with increasing chemical complexity, the combination possibilities become too large for trial-and-error approaches to be practical."

Memories of bad events are painful to think about by their very nature, and traumatic events can often seem worse than they really were when you relive them. This is because we are less likely to remember the context surrounding a bad experience, only the experience itself, according to research out today. The findings could help explain why some therapies for conditions such as post-traumatic stress disorder work and might lead to new way to treat sufferers. Memories of bad events are painful to think about by their very nature, and traumatic events can often seem worse than they really were when you relive them. A research group at University College London placed 20 volunteers in an MRI scanner and showed them pairs of pictures, some of which included negative content.

Important advances have been made in the fuzzy quantification field. Nevertheless, some problems remain when we face the decision of selecting the most convenient model for a specific application. In the literature, several desirable adequacy properties have been proposed, but theoretical limits impede quantification models from simultaneously fulfilling every adequacy property that has been defined. Besides, the complexity of model definitions and adequacy properties makes very difficult for real users to understand the particularities of the different models that have been presented. In this work we will present several criteria conceived to help in the process of selecting the most adequate Quantifier Fuzzification Mechanisms for specific practical applications. In addition, some of the best known well-behaved models will be compared against this list of criteria. Based on this analysis, some guidance to choose fuzzy quantification models for practical applications will be provided.

High-dimensional sparse modeling via regularization provides a powerful tool for analyzing large-scale data sets and obtaining meaningful, interpretable models. The use of nonconvex penalty functions shows advantage in selecting important features in high dimensions, but the global optimality of such methods still demands more understanding. In this paper, we consider sparse regression with hard-thresholding penalty, which we show to give rise to thresholded regression. This approach is motivated by its close connection with the $L_0$-regularization, which can be unrealistic to implement in practice but of appealing sampling properties, and its computational advantage. Under some mild regularity conditions allowing possibly exponentially growing dimensionality, we establish the oracle inequalities of the resulting regularized estimator, as the global minimizer, under various prediction and variable selection losses, as well as the oracle risk inequalities of the hard-thresholded estimator followed by a further $L_2$-regularization. The risk properties exhibit interesting shrinkage effects under both estimation and prediction losses. We identify the optimal choice of the ridge parameter, which is shown to have simultaneous advantages to both the $L_2$-loss and prediction loss. These new results and phenomena are evidenced by simulation and real data examples.

We consider the statistical problem of learning common source of variability in data which are synchronously captured by multiple sensors, and demonstrate that Siamese neural networks can be naturally applied to this problem. This approach is useful in particular in exploratory, data-driven applications, where neither a model nor label information is available. In recent years, many researchers have successfully applied Siamese neural networks to obtain an embedding of data which corresponds to a "semantic similarity". We present an interpretation of this "semantic similarity" as learning of equivalence classes. We discuss properties of the embedding obtained by Siamese networks and provide empirical results that demonstrate the ability of Siamese networks to learn common variability.

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize the expected total cost until the target set is reached. We extend the traditional framework of POMDPs to model energy consumption, which represents a hard constraint. The energy levels may increase and decrease with transitions, and the hard constraint requires that the energy level must remain positive in all steps till the target is reached. First, we present a novel algorithm for solving POMDPs with energy levels, developing on existing POMDP solvers and using RTDP as its main method. Our second contribution is related to policy representation. For larger POMDP instances the policies computed by existing solvers are too large to be understandable. We present an automated procedure based on machine learning techniques that automatically extracts important decisions of the policy allowing us to compute succinct human readable policies. Finally, we show experimentally that our algorithm performs well and computes succinct policies on a number of POMDP instances from the literature that were naturally enhanced with energy levels.

For a finite function class we describe the large sample limit of the sequential Rademacher complexity in terms of the viscosity solution of a $G$-heat equation. In the language of Peng's sublinear expectation theory, the same quantity equals to the expected value of the largest order statistics of a multidimensional $G$-normal random variable. We illustrate this result by deriving upper and lower bounds for the asymptotic sequential Rademacher complexity.

The most popular approach for analyzing survival data is the Cox regression model. The Cox model may, however, be misspecified, and its proportionality assumption is not always fulfilled. An alternative approach is random forests for survival outcomes. The standard split criterion for random survival forests is the log-rank test statistics, which favors splitting variables with many possible split points. Conditional inference forests avoid this split point selection bias. However, linear rank statistics are utilized in current software for conditional inference forests to select the optimal splitting variable, which cannot detect non-linear effects in the independent variables. We therefore use maximally selected rank statistics for split point selection in random forests for survival analysis. As in conditional inference forests, p-values for association between split points and survival time are minimized. We describe several p-value approximations and the implementation of the proposed random forest approach. A simulation study demonstrates that unbiased split point selection is possible. However, there is a trade-off between unbiased split point selection and runtime. In benchmark studies of prediction performance on simulated and real datasets the new method performs better than random survival forests if informative dichotomous variables are combined with uninformative variables with more categories and better than conditional inference forests if non-linear covariate effects are included. In a runtime comparison the method proves to be computationally faster than both alternatives, if a simple p-value approximation is used.

Two important goals of high-dimensional modeling are prediction and variable selection. In this article, we consider regularization with combined $L_1$ and concave penalties, and study the sampling properties of the global optimum of the suggested method in ultra-high dimensional settings. The $L_1$-penalty provides the minimum regularization needed for removing noise variables in order to achieve oracle prediction risk, while concave penalty imposes additional regularization to control model sparsity. In the linear model setting, we prove that the global optimum of our method enjoys the same oracle inequalities as the lasso estimator and admits an explicit bound on the false sign rate, which can be asymptotically vanishing. Moreover, we establish oracle risk inequalities for the method and the sampling properties of computable solutions. Numerical studies suggest that our method yields more stable estimates than using a concave penalty alone.