With the availability of vast amounts of user visitation history on location-based social networks (LBSN), the problem of Point-of-Interest (POI) prediction has been extensively studied. However, much of the research has been conducted solely on voluntary checkin datasets collected from social apps such as Foursquare or Yelp. While these data contain rich information about recreational activities (e.g., restaurants, nightlife, and entertainment), information about more prosaic aspects of people's lives is sparse. This not only limits our understanding of users' daily routines, but more importantly the modeling assumptions developed based on characteristics of recreation-based data may not be suitable for richer check-in data. In this work, we present an analysis of education "check-in" data using WiFi access logs collected at Purdue University. We propose a heterogeneous graph-based method to encode the correlations between users, POIs, and activities, and then jointly learn embeddings for the vertices. We evaluate our method compared to previous state-of-the-art POI prediction methods, and show that the assumptions made by previous methods significantly degrade performance on our data with dense(r) activity signals. We also show how our learned embeddings could be used to identify similar students (e.g., for friend suggestions).

Abstract--When selecting a classification algorithm to be applied to a particular problem, one has to simultaneously select the best algorithm for that dataset and the best set of hyperparameters for the chosen model. The usual approach is to apply a nested cross-validation procedure; hyperparameter selection is performed in the inner crossvalidation, while the outer cross-validation computes an unbiased estimate of the expected accuracy of the algorithm with cross-validation based hyperparameter tuning. The alternative approach, which we shall call "flat cross-validation", uses a single cross-validation step both to select the optimal hyperparameter values and to provide an estimate of the expected accuracy of the algorithm, that while biased may nevertheless still be used to select the best learning algorithm. We tested both procedures using 12 different algorithms on 115 real life binary datasets and conclude that using the less computationally expensive flat crossvalidation procedure will generally result in the selection of an algorithm that is, for all practical purposes, of similar quality to that selected via nested cross-validation, provided the learning algorithms have relatively few hyperparameters to be optimised. A practitioner who builds a classification model has to select the best algorithm for that particular problem. There are hundreds of classification algorithms described in the literature, such as k-nearest neighbour [1], SVM [2], neural networks [3], naïve Bayes [4], gradient boosting machines [5], and so on.

Multiple generalized additive models (GAMs) are a type of distributional regression wherein parameters of probability distributions depend on predictors through smooth functions, with selection of the degree of smoothness via $L_2$ regularization. Multiple GAMs allow finer statistical inference by incorporating explanatory information in any or all of the parameters of the distribution. Owing to their nonlinearity, flexibility and interpretability, GAMs are widely used, but reliable and fast methods for automatic smoothing in large datasets are still lacking, despite recent advances. We develop a general methodology for automatically learning the optimal degree of $L_2$ regularization for multiple GAMs using an empirical Bayes approach. The smooth functions are penalized by different amounts, which are learned simultaneously by maximization of a marginal likelihood through an approximate expectation-maximization algorithm that involves a double Laplace approximation at the E-step, and leads to an efficient M-step. Empirical analysis shows that the resulting algorithm is numerically stable, faster than all existing methods and achieves state-of-the-art accuracy. For illustration, we apply it to an important and challenging problem in the analysis of extremal data.

We present a Bayesian method for feature selection in the presence of grouping information with sparsity on the between- and within group level. Instead of using a stochastic algorithm for parameter inference, we employ expectation propagation, which is a deterministic and fast algorithm. Available methods for feature selection in the presence of grouping information have a number of short-comings: on one hand, lasso methods, while being fast, underestimate the regression coefficients and do not make good use of the grouping information, and on the other hand, Bayesian approaches, while accurate in parameter estimation, often rely on the stochastic and slow Gibbs sampling procedure to recover the parameters, rendering them infeasible e.g. for gene network reconstruction. Our approach of a Bayesian sparse-group framework with expectation propagation enables us to not only recover accurate parameter estimates in signal recovery problems, but also makes it possible to apply this Bayesian framework to large-scale network reconstruction problems. The presented method is generic but in terms of application we focus on gene regulatory networks. We show on simulated and experimental data that the method constitutes a good choice for network reconstruction regarding the number of correctly selected features, prediction on new data and reasonable computing time.

The era of big data provides researchers with convenient access to copious data. However, people often have little knowledge about it. The increasing prevalence of big data is challenging the traditional methods of learning causality because they are developed for the cases with limited amount of data and solid prior causal knowledge. This survey aims to close the gap between big data and learning causality with a comprehensive and structured review of traditional and frontier methods and a discussion about some open problems of learning causality. We begin with preliminaries of learning causality. Then we categorize and revisit methods of learning causality for the typical problems and data types. After that, we discuss the connections between learning causality and machine learning. At the end, some open problems are presented to show the great potential of learning causality with data.

This paper addresses challenges in flexibly modeling multimodal data that lie on constrained spaces. Applications include climate or crime measurements in a geographical area, or flow-cytometry experiments, where unsuitable recordings are discarded. A simple approach to modeling such data is through the use of mixture models, with each component following an appropriate truncated distribution. Problems arise when the truncation involves complicated constraints, leading to difficulties in specifying the component distributions, and in evaluating their normalization constants. Bayesian inference over the parameters of these models results in posterior distributions that are doubly-intractable. We address this problem via an algorithm based on rejection sampling and data augmentation. We view samples from a truncated distribution as outcomes of a rejection sampling scheme, where proposals are made from a simple mixture model, and are rejected if they violate the constraints. Our scheme proceeds by imputing the rejected samples given mixture parameters, and then resampling parameters given all samples. We study two modeling approaches: mixtures of truncated components and truncated mixtures of components. In both situations, we describe exact Markov chain Monte Carlo sampling algorithms, as well as approximations that bound the number of rejected samples, achieving computational efficiency and lower variance at the cost of asymptotic bias. Overall, our methodology only requires practitioners to provide an indicator function for the set of interest. We present results on simulated data and apply our algorithm to two problems, one involving flow-cytometry data, and the other, crime recorded in the city of Chicago.

The accurate measurement of security metrics is a critical research problem because an improper or inaccurate measurement process can ruin the usefulness of the metrics, no matter how well they are defined. This is a highly challenging problem particularly when the ground truth is unknown or noisy. In contrast to the well perceived importance of defining security metrics, the measurement of security metrics has been little understood in the literature. In this paper, we measure five malware detection metrics in the {\em absence} of ground truth, which is a realistic setting that imposes many technical challenges. The ultimate goal is to develop principled, automated methods for measuring these metrics at the maximum accuracy possible. The problem naturally calls for investigations into statistical estimators by casting the measurement problem as a {\em statistical estimation} problem. We propose statistical estimators for these five malware detection metrics. By investigating the statistical properties of these estimators, we are able to characterize when the estimators are accurate, and what adjustments can be made to improve them under what circumstances. We use synthetic data with known ground truth to validate these statistical estimators. Then, we employ these estimators to measure five metrics with respect to a large dataset collected from VirusTotal. We believe our study touches upon a vital problem that has not been paid due attention and will inspire many future investigations.

Finite mixture models are among the most popular statistical models used in different data science disciplines. Despite their broad applicability, inference under these models typically leads to computationally challenging non-convex problems. While the Expectation-Maximization (EM) algorithm is the most popular approach for solving these non-convex problems, the behavior of this algorithm is not well understood. In this work, we focus on the case of mixture of Laplacian (or Gaussian) distribution. We start by analyzing a simple equally weighted mixture of two single dimensional Laplacian distributions and show that every local optimum of the population maximum likelihood estimation problem is globally optimal. Then, we prove that the EM algorithm converges to the ground truth parameters almost surely with random initialization. Our result extends the existing results for Gaussian distribution to Laplacian distribution. Then we numerically study the behavior of mixture models with more than two components. Motivated by our extensive numerical experiments, we propose a novel stochastic method for estimating the mean of components of a mixture model. Our numerical experiments show that our algorithm outperforms the Naive EM algorithm in almost all scenarios.

Developing automated methods to give advance warning of large gatherings of people, such as protests and social unrest events, are of interest to government agencies worldwide. With such events often being organised over online social media platforms, there exists the possibility to provide prior warning of large events solely through monitoring online data streams. Researchers have used open online data sources such as Twitter (Borge-Holthoefer et al., 2016; Agarwal and Sureka, 2016), Facebook, Tumblr (Xu et al., 2014), and Flickr (Alanyali et al., 2015) to characterise information propagation processes around protests, and have deployed machine learning methods on social media as well as blogs, news sources, and the dark web (Korkmaz et al., 2016) to predict civil unrest events. Twitter data in particular has been used broadly to monitor diverse largescale trends such as stock behaviour (Bollen et al., 2011), public opinion polling around 1 issues like climate change (Cody et al., 2015), and health characteristics (Alajajian et al., 2017). Recent studies have focussed on Twitter's role in particular in mobilisation and discourse around protest action in the United States (Theocharis et al., 2015; Gallagher et al., 2018).

The representation of knowledge based on first-order logic captures the richness of natural language and supports multiple probabilistic inference models. Although symbolic representation enables quantitative reasoning with statistical probability, it is difficult to utilize with machine learning models as they perform numerical operations. In contrast, knowledge embedding (i.e., high-dimensional and continuous vectors) is a feasible approach to complex reasoning that can not only retain the semantic information of knowledge but also establish the quantifiable relationship among them. In this paper, we propose recursive neural knowledge network (RNKN), which combines medical knowledge based on first-order logic with recursive neural network for multi-disease diagnosis. After RNKN is efficiently trained from manually annotated Chinese Electronic Medical Records (CEMRs), diagnosis-oriented knowledge embeddings and weight matrixes are learned. Experimental results verify that the diagnostic accuracy of RNKN is superior to that of some classical machine learning models and Markov logic network (MLN). The results also demonstrate that the more explicit the evidence extracted from CEMRs is, the better is the performance achieved. RNKN gradually exhibits the interpretation of knowledge embeddings as the number of training epochs increases.