Industry
A New Granger Causal Model for Influence Evolution in Dynamic Social Networks: The Case of DBLP
Chikhaoui, Belkacem (University of Sherbrooke) | Chiazzaro, Mauricio (University of Sherbrooke) | Wang, Shengrui (University of Sherbrooke)
This paper addresses a new problem concerning the evolution of influence relationships between communities in dynamic social networks. A weighted temporal multigraph is employed to represent the dynamics of the social networks and analyze the influence relationships between communities over time. To ensure the interpretability of the knowledge discovered, evolution of the influence relationships is assessed by introducing the Granger causality. Through extensive experiments, we empirically demonstrate the suitability of our model for studying the evolution of influence between communities. Moreover, we empirically show how our model is able to accurately predict the influence of communities over time using random forest regression.
Will You "Reconsume" the Near Past? Fast Prediction on Short-Term Reconsumption Behaviors
Chen, Jun (Tsinghua University) | Wang, Chaokun (Tsinghua University) | Wang, Jianmin (Tsinghua University)
The short-term reconsumption behaviors, i.e. “reconsume” the near past, account for a large proportion of people’s activities every day and everywhere. In this paper, we firstly derived four generic features which influence people’s short-term reconsumption behaviors. These features were extracted with respect to different roles in the process of reconsumption behaviors, i.e. users, items and interactions. Then, we brought forward two fast algorithms with the linear and the quadratic kernels to predict whether a user will perform a short-term reconsumption at a specific time given the context. The experimental results show that our proposed algorithms are more accurate in the prediction tasks compared with the baselines. Meanwhile, the time complexity of online prediction of our algorithms is O(1), which enables fast prediction in real-world scenarios. The prediction contributes to more intelligent decision-making, e.g. potential revisited customer identification, personalized recommendation, and information re-finding.
To Drop or Not to Drop: Robustness, Consistency and Differential Privacy Properties of Dropout
Jain, Prateek, Kulkarni, Vivek, Thakurta, Abhradeep, Williams, Oliver
Training deep belief networks (DBNs) requires optimizing a non-convex function with an extremely large number of parameters. Naturally, existing gradient descent (GD) based methods are prone to arbitrarily poor local minima. In this paper, we rigorously show that such local minima can be avoided (upto an approximation error) by using the dropout technique, a widely used heuristic in this domain. In particular, we show that by randomly dropping a few nodes of a one-hidden layer neural network, the training objective function, up to a certain approximation error, decreases by a multiplicative factor. On the flip side, we show that for training convex empirical risk minimizers (ERM), dropout in fact acts as a "stabilizer" or regularizer. That is, a simple dropout based GD method for convex ERMs is stable in the face of arbitrary changes to any one of the training points. Using the above assertion, we show that dropout provides fast rates for generalization error in learning (convex) generalized linear models (GLM). Moreover, using the above mentioned stability properties of dropout, we design dropout based differentially private algorithms for solving ERMs. The learned GLM thus, preserves privacy of each of the individual training points while providing accurate predictions for new test points. Finally, we empirically validate our stability assertions for dropout in the context of convex ERMs and show that surprisingly, dropout significantly outperforms (in terms of prediction accuracy) the L2 regularization based methods for several benchmark datasets.
A Bayesian Model of node interaction in networks
We are concerned with modeling the strength of links in networks by taking into account how often those links are used. Link usage is a strong indicator of how closely two nodes are related, but existing network models in Bayesian Statistics and Machine Learning are able to predict only wether a link exists at all. As priors for latent attributes of network nodes we explore the Chinese Restaurant Process (CRP) and a multivariate Gaussian with fixed dimensionality. The model is applied to a social network dataset and a word coocurrence dataset.
A General Hybrid Clustering Technique
Amiri, Saeid, Clarke, Bertrand, Clarke, Jennifer, Koepke, Hoyt A.
Here, we propose a clustering technique for general clustering problems including those that have non-convex clusters. For a given desired number of clusters $K$, we use three stages to find a clustering. The first stage uses a hybrid clustering technique to produce a series of clusterings of various sizes (randomly selected). They key steps are to find a $K$-means clustering using $K_\ell$ clusters where $K_\ell \gg K$ and then joins these small clusters by using single linkage clustering. The second stage stabilizes the result of stage one by reclustering via the `membership matrix' under Hamming distance to generate a dendrogram. The third stage is to cut the dendrogram to get $K^*$ clusters where $K^* \geq K$ and then prune back to $K$ to give a final clustering. A variant on our technique also gives a reasonable estimate for $K_T$, the true number of clusters. We provide a series of arguments to justify the steps in the stages of our methods and we provide numerous examples involving real and simulated data to compare our technique with other related techniques.
Efficient Estimation of Mutual Information for Strongly Dependent Variables
Gao, Shuyang, Steeg, Greg Ver, Galstyan, Aram
We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI between two strongly dependent variables is possible only for prohibitively large sample size. This important yet overlooked shortcoming of the existing estimators is due to their implicit reliance on local uniformity of the underlying joint distribution. We introduce a new estimator that is robust to local non-uniformity, works well with limited data, and is able to capture relationship strengths over many orders of magnitude. We demonstrate the superior performance of the proposed estimator on both synthetic and real-world data.
An Entropy Search Portfolio for Bayesian Optimization
Shahriari, Bobak, Wang, Ziyu, Hoffman, Matthew W., Bouchard-Côté, Alexandre, de Freitas, Nando
Bayesian optimization is a sample-efficient method for black-box global optimization. How- ever, the performance of a Bayesian optimization method very much depends on its exploration strategy, i.e. the choice of acquisition function, and it is not clear a priori which choice will result in superior performance. While portfolio methods provide an effective, principled way of combining a collection of acquisition functions, they are often based on measures of past performance which can be misleading. To address this issue, we introduce the Entropy Search Portfolio (ESP): a novel approach to portfolio construction which is motivated by information theoretic considerations. We show that ESP outperforms existing portfolio methods on several real and synthetic problems, including geostatistical datasets and simulated control tasks. We not only show that ESP is able to offer performance as good as the best, but unknown, acquisition function, but surprisingly it often gives better performance. Finally, over a wide range of conditions we find that ESP is robust to the inclusion of poor acquisition functions.
Quantifying Uncertainty in Stochastic Models with Parametric Variability
Hickmann, Kyle S., Hyman, James M., Del Valle, Sara Y.
We present a method to quantify uncertainty in the predictions made by simulations of mathematical models that can be applied to a broad class of stochastic, discrete, and differential equation models. Quantifying uncertainty is crucial for determining how accurate the model predictions are and identifying which input parameters affect the outputs of interest. Most of the existing methods for uncertainty quantification require many samples to generate accurate results, are unable to differentiate where the uncertainty is coming from (e.g., parameters or model assumptions), or require a lot of computational resources. Our approach addresses these challenges and opportunities by allowing different types of uncertainty, that is, uncertainty in input parameters as well as uncertainty created through stochastic model components. This is done by combining the Karhunen-Loeve decomposition, polynomial chaos expansion, and Bayesian Gaussian process regression to create a statistical surrogate for the stochastic model. The surrogate separates the analysis of variation arising through stochastic simulation and variation arising through uncertainty in the model parameterization. We illustrate our approach by quantifying the uncertainty in a stochastic ordinary differential equation epidemic model. Specifically, we estimate four quantities of interest for the epidemic model and show agreement between the surrogate and the actual model results.
Pyrcca: regularized kernel canonical correlation analysis in Python and its applications to neuroimaging
Bilenko, Natalia Y., Gallant, Jack L.
Canonical correlation analysis (CCA) is a valuable method for interpreting cross-covariance across related datasets of different dimensionality. There are many potential applications of CCA to neuroimaging data analysis. For instance, CCA can be used for finding functional similarities across fMRI datasets collected from multiple subjects without resampling individual datasets to a template anatomy. In this paper, we introduce Pyrcca, an open-source Python module for executing CCA between two or more datasets. Pyrcca can be used to implement CCA with or without regularization, and with or without linear or a Gaussian kernelization of the datasets. We demonstrate an application of CCA implemented with Pyrcca to neuroimaging data analysis. We use CCA to find a data-driven set of functional response patterns that are similar across individual subjects in a natural movie experiment. We then demonstrate how this set of response patterns discovered by CCA can be used to accurately predict subject responses to novel natural movie stimuli.
Toxicity Prediction using Deep Learning
Unterthiner, Thomas, Mayr, Andreas, Klambauer, Günter, Hochreiter, Sepp
Everyday we are exposed to various chemicals via food additives, cleaning and cosmetic products and medicines -- and some of them might be toxic. However testing the toxicity of all existing compounds by biological experiments is neither financially nor logistically feasible. Therefore the government agencies NIH, EPA and FDA launched the Tox21 Data Challenge within the "Toxicology in the 21st Century" (Tox21) initiative. The goal of this challenge was to assess the performance of computational methods in predicting the toxicity of chemical compounds. State of the art toxicity prediction methods build upon specifically-designed chemical descriptors developed over decades. Though Deep Learning is new to the field and was never applied to toxicity prediction before, it clearly outperformed all other participating methods. In this application paper we show that deep nets automatically learn features resembling well-established toxicophores. In total, our Deep Learning approach won both of the panel-challenges (nuclear receptors and stress response) as well as the overall Grand Challenge, and thereby sets a new standard in tox prediction.