The modern sensor technology helps us collect time series data for activities of daily living (ADLs), which in turn can be used to infer broad patterns, such as common daily routines. Most of the existing approaches either rely on a model trained by a preselected and manually labeled set of activities, or perform micro-pattern analysis with manually selected length and number of micro-patterns. Since real life ADL datasets are massive, such approaches would be too costly to apply. Thus, there is a need to formulate unsupervised methods that can be applied to different time scales.We propose a novel approach to discover clusters of daily activity routines.We use a matrix decomposition method to isolate routines and deviations to obtain two different sets of clusters. We obtain the final memberships via the cross product of these sets. We validate our approach using two real-life ADL datasets and a well-known artificial dataset. Based on average silhouette width scores, our approach can capture strong structures in the underlying data. Furthermore, results show that our approach improves on the accuracy of the baseline algorithms by 12% with a statistical significance (p < 0.05) using the Wilcoxon signed-rank comparison test.

Multiple Instance Learning (MIL) is a popular learning technique in various vision tasks including image classification. However, most existing MIL methods do not consider the problem of insufficient examples in the given target category. In this case, it is difficult for traditional MIL methods to build an accurate classifier due to the lack of training examples. Motivated by the empirical success of transfer learning, this paper proposes a novel approach of Adaptive Knowledge Transfer for Multiple Instance Learning (AKT-MIL) in image classification. The new method transfers cross-category knowledge from source categories under multiple instance setting for boosting the learning process. A unified learning framework with a data-dependent mixture model is designed to adaptively combine the transferred knowledge from sources with a weak classifier built in the target domain. Based on this framework, an iterative coordinate descent method with Constraint Concave-Convex Programming (CCCP) is proposed as the optimization procedure. An extensive set of experimental results demonstrate that the proposed AKT-MIL approach substantially outperforms several state-of-the-art algorithms on two benchmark datasets, especially in the scenario when very few training examples are available in the target domain.

In this paper, we propose an unsupervised projection method for feature extraction to preserve both global and local consistencies of the input data in the projected space. Traditional unsupervised feature extraction methods, such as principal component analysis (PCA) and locality preserving projections (LPP), can only explore either the global or local geometric structures of the input data, but not the both at the same time. In our new method, we introduce a new measurement using the neighborhood data variances to assess the data locality, by which we propose to learn an optimal projection by rewarding both the global and local structures of the input data. The formulated optimization problem is challenging to solve, because it ends up a trace ratio minimization problem. In this paper, as an important theoretical contribution, we propose a simple yet efficient optimization algorithm to solve the trace ratio problem with theoretically proved convergence. Extensive experiments have been performed on six benchmark data sets, where the promising results validate the proposed method.

We consider the task of grouping doctors with respect to communication patterns exhibited in outpatient visits. We propose a novel approach toward this end in which we model speech act transitions in conversations via a log-linear model incorporating physician specific components. We train this model over transcripts of outpatient visits annotated with speech act codes and then cluster physicians in (a transformation of) this parameter space. We find significant correlations between the induced groupings and patient survey response data comprising ratings of physician communication. Furthermore, the novel sequential component model we leverage to induce this clustering allows us to explore differences across these groups. This work demonstrates how statistical AI might be used to better understand (and ultimately improve) physician communication.

Missing values are a common problem when applying classification algorithms to real-world medical data. This is especially true for trauma patients, where the emergent nature of the cases makes it difficult to collect all of the relevant data for each patient. Standard methods for handling missingness first learn a model to estimate missing data values, and subsequently train and evaluate a classifier using data imputed with this model. Recently, several proposed methods have demonstrated the benefits of jointly estimating the imputation model and classifier parameters. However, these methods make assumptions that limit their utility with many real-world medical datasets. For example, the assumption that data elements are missing at random is often invalid. We address this situation by exploring a novel approach for jointly learning the imputation model and classifier. Unlike previous algorithms, our approach makes no assumptions about the missingness of the data, can be used with arbitrary probabilistic data models and classification loss functions, and can be used when both the training and testing data have missing values. We investigate the utility of this approach on the prediction of several patient outcomes in a large national registry of trauma patients, and find that it significantly outperforms standard sequential methods.

Machine learning algorithms have been applied to predict agent behaviors in real-world dynamic systems, such as advertiser behaviors in sponsored search and worker behaviors in crowdsourcing. Behavior data in these systems are generated by live agents: once systems change due to adoption of prediction models learnt from behavior data, agents will observe and respond to these changes by changing their own behaviors accordingly. Therefore, the evolving behavior data will not be identically and independently distributed, posing great challenges to theoretical analysis. To tackle this challenge, in this paper, we propose to use Markov Chain in Random Environments (MCRE) to describe the behavior data, and perform generalization analysis of machine learning algorithms on its basis. We propose a novel technique that transforms the original time-variant MCRE into a higher-dimensional time-homogeneous Markov chain, which is easier to deal with. We prove the convergence of the new Markov chain when time approaches infinity. Then we obtain a generalization bound for the machine learning algorithms on the behavior data generated by the new Markov chain. To the best of our knowledge, this is the first work that performs the generalization analysis on data generated by complex processes in real-world dynamic systems.

Due to recent empirical success, machine learning algorithms have drawn sufficient attention and are becoming important analysis tools in financial industry. In particular, as the core engine of many financial services such as private wealth and pension fund management, portfolio management calls for the application of those novel algorithms. Most of portfolio allocation strategies do not account for costs from market frictions such as transaction costs and capital gain taxes, as the complexity of sensible cost models often causes the induced problem intractable. In this paper, we propose a doubly regularized portfolio that provides a modest but effective solution to the above difficulty. Specifically, as all kinds of trading costs primarily root in large transaction volumes, to reduce volumes we synergistically combine two penalty terms with classic risk minimization models to ensure: (1) only a small set of assets are selected to invest in each period; (2) portfolios in consecutive trading periods are similar. To assess the new portfolio, we apply standard evaluation criteria and conduct extensive experiments on well-known benchmarks and market datasets. Compared with various state-of-the-art portfolios, the proposed portfolio demonstrates a superior performance of having both higher risk-adjusted returns and dramatically decreased transaction volumes.

Maintaining and cultivating student engagement is critical for learning. Understanding factors affecting student engagement will help in designing better courses and improving student retention. The large number of participants in massive open online courses (MOOCs) and data collected from their interaction with the MOOC open up avenues for studying student engagement at scale. In this work, we develop a framework for modeling and understanding student engagement in online courses based on student behavioral cues. Our first contribution is the abstraction of student engagement types using latent representations and using that in a probabilistic model to connect student behavior with course completion. We demonstrate that the latent formulation for engagement helps in predicting student survival across three MOOCs. Next, in order to initiate better instructor interventions, we need to be able to predict student survival early in the course. We demonstrate that we can predict student survival early in the course reliably using the latent model. Finally, we perform a closer quantitative analysis of user interaction with the MOOC and identify student activities that are good indicators for survival at different points in the course.

Tweets ranking is important for information acquisition in Microblog. Due to the content sparsity and lackof labeled data, it is better to employ semi-supervisedlearning methods to utilize the unlabeled data. However,most of previous semi-supervised learning methods donot consider the pair conflict problem, which means thatthe new selected unlabeled data may conflict with the labeled and previously selected data. It will hurt the learning performance a lot, if the training data contains manyconflict pairs. In this paper, we propose a new collaborative semi-supervised SVM ranking model (CSR-TC)with consideration of the order conflict. The unlabeleddata is selected based on a dynamically maintained transitive closure graph to avoid pair conflict. We also investigate the two views of features, intrinsic and contentrelevant features, for the proposed model. Extensive experiments are conducted on TREC Microblogging corpus. The results demonstrate that our proposed methodachieves significant improvement, compared to severalstate-of-the-art models.

Online discussions are growing as a popular, effective and reliable source of information for users because of their liveliness, flexibility and up-to-date information. Online discussions are usually developed and advanced by groups of users with various backgrounds and intents. However because of their diversities in topics and issues discussed by the users, supervised methods are not able to accurately model such dynamic conditions. In this paper, we propose a novel unsupervised generative model to derive aspect-action pairs from online discussions. The proposed method simultaneously captures and models these two features with their relationships that exist in each thread. We assume that each user post is generated by a mixture of aspect and action topics. Therefore, we design a model that captures the latent factors that incorporates the aspect types and intended actions, which describe how users develop a topic in a discussion. In order to demonstrate the effectiveness of our approach, we empirically compare our model against the state of the art methods on large-scale discussion dataset, crawled from apple discussions with over 3.3 million user posts from 340k discussion threads.