In today's world, we follow news which is distributed globally. Significant events are reported by different sources and in different languages. In this work, we address the problem of tracking of events in a large multilingual stream. Within a recently developed system Event Registry we examine two aspects of this problem: how to compare articles in different languages and how to link collections of articles in different languages which refer to the same event. Taking a multilingual stream and clusters of articles from each language, we compare different cross-lingual document similarity measures based on Wikipedia. This allows us to compute the similarity of any two articles regardless of language. Building on previous work, we show there are methods which scale well and can compute a meaningful similarity between articles from languages with little or no direct overlap in the training data. Using this capability, we then propose an approach to link clusters of articles across languages which represent the same event. We provide an extensive evaluation of the system as a whole, as well as an evaluation of the quality and robustness of the similarity measure and the linking algorithm.

This paper proposes a decision support system to aid movie investment decisions at the early stage of movie productions. The system predicts the success of a movie based on its profitability by leveraging historical data from various sources. Using social network analysis and text mining techniques, the system automatically extracts several groups of features, including "who" are on the cast, "what" a movie is about, "when" a movie will be released, as well as "hybrid" features that match "who" with "what", and "when" with "what". Experiment results with movies during an 11-year period showed that the system outperforms benchmark methods by a large margin in predicting movie profitability. Novel features we proposed also made great contributions to the prediction. In addition to designing a decision support system with practical utilities, our analysis of key factors for movie profitability may also have implications for theoretical research on team performance and the success of creative work.

Physicists use quantum models to describe the behavior of physical systems. Quantum models owe their success to their interpretability, to their relation to probabilistic models (quantization of classical models) and to their high predictive power. Beyond physics, these properties are valuable in general data science. This motivates the use of quantum models to analyze general nonphysical datasets. Here we provide both empirical and theoretical insights into the application of quantum models in data science. In the theoretical part of this paper, we firstly show that quantum models can be exponentially more efficient than probabilistic models because there exist datasets that admit low-dimensional quantum models and only exponentially high-dimensional probabilistic models. Secondly, we explain in what sense quantum models realize a useful relaxation of compressed probabilistic models. Thirdly, we show that sparse datasets admit low-dimensional quantum models and finally, we introduce a method to compute hierarchical orderings of properties of users (e.g., personality traits) and items (e.g., genres of movies). In the empirical part of the paper, we evaluate quantum models in item recommendation and observe that the predictive power of quantum-inspired recommender systems can compete with state-of-the-art recommender systems like SVD++ and PureSVD. Furthermore, we make use of the interpretability of quantum models by computing hierarchical orderings of properties of users and items. This work establishes a connection between data science (item recommendation), information theory (communication complexity), mathematical programming (positive semidefinite factorizations) and physics (quantum models).

Domain Adaptation (DA) techniques aim at enabling machine learning methods learn effective classifiers for a "target'' domain when the only available training data belongs to a different "source'' domain. In this paper we present the Distributional Correspondence Indexing (DCI) method for domain adaptation in sentiment classification. DCI derives term representations in a vector space common to both domains where each dimension reflects its distributional correspondence to a pivot, i.e., to a highly predictive term that behaves similarly across domains. Term correspondence is quantified by means of a distributional correspondence function (DCF). We propose a number of efficient DCFs that are motivated by the distributional hypothesis, i.e., the hypothesis according to which terms with similar meaning tend to have similar distributions in text. Experiments show that DCI obtains better performance than current state-of-the-art techniques for cross-lingual and cross-domain sentiment classification. DCI also brings about a significantly reduced computational cost, and requires a smaller amount of human intervention. As a final contribution, we discuss a more challenging formulation of the domain adaptation problem, in which both the cross-domain and cross-lingual dimensions are tackled simultaneously.

This work formulates a novel song recommender system as a matrix completion problem that benefits from collaborative filtering through Non-negative Matrix Factorization (NMF) and content-based filtering via total variation (TV) on graphs. The graphs encode both playlist proximity information and song similarity, using a rich combination of audio, meta-data and social features. As we demonstrate, our hybrid recommendation system is very versatile and incorporates several well-known methods while outperforming them. Particularly, we show on real-world data that our model overcomes w.r.t. two evaluation metrics the recommendation of models solely based on low-rank information, graph-based information or a combination of both.

Dyadic Data Prediction (DDP) is an important problem in many research areas. This paper develops a novel fully Bayesian nonparametric framework which integrates two popular and complementary approaches, discrete mixed membership modeling and continuous latent factor modeling into a unified Heterogeneous Matrix Factorization~(HeMF) model, which can predict the unobserved dyadics accurately. The HeMF can determine the number of communities automatically and exploit the latent linear structure for each bicluster efficiently. We propose a Variational Bayesian method to estimate the parameters and missing data. We further develop a novel online learning approach for Variational inference and use it for the online learning of HeMF, which can efficiently cope with the important large-scale DDP problem. We evaluate the performance of our method on the EachMoive, MovieLens and Netflix Prize collaborative filtering datasets. The experiment shows that, our model outperforms state-of-the-art methods on all benchmarks. Compared with Stochastic Gradient Method (SGD), our online learning approach achieves significant improvement on the estimation accuracy and robustness.

For most events of at least moderate significance, there are likely tens, often hundreds or thousands of online articles reporting on it, each from a slightly different perspective. If we want to understand an event in depth, from multiple perspectives, we need to aggregate multiple sources and understand the relations between them. However, current news aggregators do not offer this kind of functionality. As a step towards a solution, we propose DiversiNews, a real-time news aggregation and exploration platfom whose main feature is a novel set of controls that allow users to contrast reports of a selected event based on topical emphases, sentiment differences and/or publisher geolocation. News events are presented in the form of a ranked list of articles pertaining to the event and an automatically generated summary. Both the ranking and the summary are interactive and respond in real time to user’s change of controls. We validated the concept and the user interface through user tests with positive results.

We propose combinatorial cascading bandits, a class of partial monitoring problems where at each step a learning agent chooses a tuple of ground items subject to constraints and receives a reward if and only if the weights of all chosen items are one. The weights of the items are binary, stochastic, and drawn independently of each other. The agent observes the index of the first chosen item whose weight is zero. This observation model arises in network routing, for instance, where the learning agent may only observe the first link in the routing path which is down, and blocks the path. We propose a UCB-like algorithm for solving our problems, CombCascade; and prove gap-dependent and gap-free upper bounds on its n-step regret. Our proofs build on recent work in stochastic combinatorial semi-bandits but also address two novel challenges of our setting, a non-linear reward function and partial observability. We evaluate CombCascade on two real-world problems and show that it performs well even when our modeling assumptions are violated. We also demonstrate that our setting requires a new learning algorithm.

Spectral inference provides fast algorithms and provable optimality for latent topic analysis. But for real data these algorithms require additional ad-hoc heuristics, and even then often produce unusable results. We explain this poor performance by casting the problem of topic inference in the framework of Joint Stochastic Matrix Factorization (JSMF) and showing that previous methods violate the theoretical conditions necessary for a good solution to exist. We then propose a novel rectification method that learns high quality topics and their interactions even on small, noisy data. This method achieves results comparable to probabilistic techniques in several domains while maintaining scalability and provable optimality.

Deep dynamic generative models are developed to learn sequential dependencies in time-series data. The multi-layered model is designed by constructing a hierarchy of temporal sigmoid belief networks (TSBNs), defined as a sequential stack of sigmoid belief networks (SBNs). Each SBN has a contextual hidden state, inherited from the previous SBNs in the sequence, and is used to regulate its hidden bias. Scalable learning and inference algorithms are derived by introducing a recognition model that yields fast sampling from the variational posterior. This recognition model is trained jointly with the generative model, by maximizing its variational lower bound on the log-likelihood. Experimental results on bouncing balls, polyphonic music, motion capture, and text streams show that the proposed approach achieves state-of-the-art predictive performance, and has the capacity to synthesize various sequences.