This study investigates the content of the published scientific literature in the fields of operations research and management science (OR/MS) since the early 1950s. Our study is based on 80,757 published journal abstracts from 37 of the leading OR/MS journals. We have developed a topic model, using Latent Dirichlet Allocation (LDA), and extend this analysis to reveal the temporal dynamics of the field, journals, and topics. Our analysis shows the generality or specificity of each of the journals, and we identify groups of journals with similar content, which are both consistent and inconsistent with intuition. We also show how journals have become more or less unique in their scope. A more detailed analysis of each journals' topics over time shows significant temporal dynamics, especially for journals with niche content. This study presents an observational, yet objective, view of the published literature from OR/MS that would be of interest to authors, editors, journals, and publishers. Furthermore, this work can be used by new entrants to the fields of OR/MS to understand the content landscape, as a starting point for discussions and inquiry of the field at large, or as a model for other fields to perform similar analyses.

Measuring the impact of scientific articles is important for evaluating the research output of individual scientists, academic institutions and journals. While citations are raw data for constructing impact measures, there exist biases and potential issues if factors affecting citation patterns are not properly accounted for. In this work, we address the problem of field variation and introduce an article level metric useful for evaluating individual articles' visibility. This measure derives from joint probabilistic modeling of the content in the articles and the citations amongst them using latent Dirichlet allocation (LDA) and the mixed membership stochastic blockmodel (MMSB). Our proposed model provides a visibility metric for individual articles adjusted for field variation in citation rates, a structural understanding of citation behavior in different fields, and article recommendations which take into account article visibility and citation patterns. We develop an efficient algorithm for model fitting using variational methods. To scale up to large networks, we develop an online variant using stochastic gradient methods and case-control likelihood approximation. We apply our methods to the benchmark KDD Cup 2003 dataset with approximately 30,000 high energy physics papers.

Analysis of opinion dynamics in social networks plays an important role in today's life. For applications such as predicting users' political preference, it is particularly important to be able to analyze the dynamics of competing opinions. While observing the evolution of polar opinions of a social network's users over time, can we tell when the network "behaved" abnormally? Furthermore, can we predict how the opinions of the users will change in the future? Do opinions evolve according to existing network opinion dynamics models? To answer such questions, it is not sufficient to study individual user behavior, since opinions can spread far beyond users' egonets. We need a method to analyze opinion dynamics of all network users simultaneously and capture the effect of individuals' behavior on the global evolution pattern of the social network. In this work, we introduce Social Network Distance (SND) - a distance measure that quantifies the "cost" of evolution of one snapshot of a social network into another snapshot under various models of polar opinion propagation. SND has a rich semantics of a transportation problem, yet, is computable in time linear in the number of users, which makes SND applicable to the analysis of large-scale online social networks. In our experiments with synthetic and real-world Twitter data, we demonstrate the utility of our distance measure for anomalous event detection. It achieves a true positive rate of 0.83, twice as high as that of alternatives. When employed for opinion prediction in Twitter, our method's accuracy is 75.63%, which is 7.5% higher than that of the next best method. Source Code: https://cs.ucsb.edu/~victor/pub/ucsb/dbl/snd/

In this position paper, I argue that standardized tests for elementary science such as SAT or Regents tests are not very good benchmarks for measuring the progress of artificial intelligence systems in understanding basic science. The primary problem is that these tests are designed to test aspects of knowledge and ability that are challenging for people; the aspects that are challenging for AI systems are very different. In particular, standardized tests do not test knowledge that is obvious for people; none of this knowledge can be assumed in AI systems. Individual standardized tests also have specific features that are not necessarily appropriate for an AI benchmark. I analyze the Physics subject SAT in some detail and the New York State Regents Science test more briefly. I also argue that the apparent advantages offered by using standardized tests are mostly either minor or illusory. The one major real advantage is that the significance is easily explained to the public; but I argue that even this is a somewhat mixed blessing. I conclude by arguing that, first, more appropriate collections of exam style problems could be assembled, and second, that there are better kinds of benchmarks than exam-style problems. In an appendix I present a collection of sample exam-style problems that test kinds of knowledge missing from the standardized tests.

An active learner is given a hypothesis class, a large set of unlabeled examples and the ability to interactively query labels to an oracle of a subset of these examples; the goal of the learner is to learn a hypothesis in the class that fits the data well by making as few label queries as possible. This work addresses active learning with labels obtained from strong and weak labelers, where in addition to the standard active learning setting, we have an extra weak labeler which may occasionally provide incorrect labels. An example is learning to classify medical images where either expensive labels may be obtained from a physician (oracle or strong labeler), or cheaper but occasionally incorrect labels may be obtained from a medical resident (weak labeler). Our goal is to learn a classifier with low error on data labeled by the oracle, while using the weak labeler to reduce the number of label queries made to this labeler. We provide an active learning algorithm for this setting, establish its statistical consistency, and analyze its label complexity to characterize when it can provide label savings over using the strong labeler alone.

In recent years, many methods have been developed for detecting causal relationships in observational data. Some of them have the potential to tackle large data sets. However, these methods fail to discover a combined cause, i.e. a multi-factor cause consisting of two or more component variables which individually are not causes. A straightforward approach to uncovering a combined cause is to include both individual and combined variables in the causal discovery using existing methods, but this scheme is computationally infeasible due to the huge number of combined variables. In this paper, we propose a novel approach to address this practical causal discovery problem, i.e. mining combined causes in large data sets. The experiments with both synthetic and real world data sets show that the proposed method can obtain high-quality causal discoveries with a high computational efficiency.

Reinforcement learning (RL) agents face a tremendous challenge in optimizing their control of a system approaching real-world complexity: they must derive efficient representations of the environment from high-dimensional sensory inputs and use these to generalize past experience to new situations. While past work in RL has shown that with good handcrafted features agents are able to learn good control policies, their applicability has been limited to domains where such features have been discovered, or to domains with fully observed, low-dimensional state spaces [1]-[3]. We consider the problem of efficiently scaling a deep learning algorithm to control a complicated system with high-dimensional sensory inputs. The basis of our algorithm is a RL agent called a deep Q-network (DQN) [4], [5] that combines RL with a class of artificial neural networks known as deep neural networks [6]. DQN uses an architecture called the deep convolutional network, which utilizes hierarchical layers of tiled convolutional filters to exploit the local spatial correlations present in images. As a result, this architecture is robust to natural transformations such as changes of viewpoint and scale [7]. In practice, increasing the scale of deep learning with respect to the number of training examples or the number of model parameters can drastically improve the performance of deep neural networks [8], [9]. To train a deep network with many parameters on multiple machines efficiently, we adapt a software framework called DistBelief to the context of the training of RL agents [10].

In this paper we consider the problem of group invariant subspace clustering where the data is assumed to come from a union of group-invariant subspaces of a vector space, i.e. subspaces which are invariant with respect to action of a given group. Algebraically, such group-invariant subspaces are also referred to as submodules. Similar to the well known Sparse Subspace Clustering approach where the data is assumed to come from a union of subspaces, we analyze an algorithm which, following a recent work [1], we refer to as Sparse Sub-module Clustering (SSmC). The method is based on finding group-sparse self-representation of data points. In this paper we primarily derive general conditions under which such a group-invariant subspace identification is possible. In particular we extend the geometric analysis in [2] and in the process we identify a related problem in geometric functional analysis.

In a plethora of applications dealing with inverse problems, e.g. in image processing, social networks, compressive sensing, biological data processing etc., the signal of interest is known to be structured in several ways at the same time. This premise has recently guided the research to the innovative and meaningful idea of imposing multiple constraints on the parameters involved in the problem under study. For instance, when dealing with problems whose parameters form sparse and low-rank matrices, the adoption of suitably combined constraints imposing sparsity and low-rankness, is expected to yield substantially enhanced estimation results. In this paper, we address the spectral unmixing problem in hyperspectral images. Specifically, two novel unmixing algorithms are introduced, in an attempt to exploit both spatial correlation and sparse representation of pixels lying in homogeneous regions of hyperspectral images. To this end, a novel convex mixed penalty term is first defined consisting of the sum of the weighted $\ell_1$ and the weighted nuclear norm of the abundance matrix corresponding to a small area of the image determined by a sliding square window. This penalty term is then used to regularize a conventional quadratic cost function and impose simultaneously sparsity and row-rankness on the abundance matrix. The resulting regularized cost function is minimized by a) an incremental proximal sparse and low-rank unmixing algorithm and b) an algorithm based on the alternating minimization method of multipliers (ADMM). The effectiveness of the proposed algorithms is illustrated in experiments conducted both on simulated and real data.

In order to identify important variables that are involved in making optimal treatment decision, Lu et al. (2013) proposed a penalized least squared regression framework for a fixed number of predictors, which is robust against the misspecification of the conditional mean model. Two problems arise: (i) in a world of explosively big data, effective methods are needed to handle ultra-high dimensional data set, for example, with the dimension of predictors is of the non-polynomial (NP) order of the sample size; (ii) both the propensity score and conditional mean models need to be estimated from data under NP dimensionality. In this paper, we propose a two-step estimation procedure for deriving the optimal treatment regime under NP dimensionality. In both steps, penalized regressions are employed with the non-concave penalty function, where the conditional mean model of the response given predictors may be misspecified. The asymptotic properties, such as weak oracle properties, selection consistency and oracle distributions, of the proposed estimators are investigated. In addition, we study the limiting distribution of the estimated value function for the obtained optimal treatment regime. The empirical performance of the proposed estimation method is evaluated by simulations and an application to a depression dataset from the STAR*D study.