Online reviews play an important role in influencing buyers' daily purchase decisions. However, fake and meaningless reviews, which cannot reflect users' genuine purchase experience and opinions, widely exist on the Web and pose great challenges for users to make right choices. Therefore,it is desirable to build a fair model that evaluates the quality of products by distinguishing spamming reviews. We present an end-to-end trainable unified model to leverage the appealing properties from Autoencoder and random forest. A stochastic decision tree model is implemented to guide the global parameter learning process. Extensive experiments were conducted on a large Amazon review dataset. The proposed model consistently outperforms a series of compared methods.

We introduce a new class of identifiable DAG models, where each node has a conditional distribution given its parents belongs to a family of generalized hypergeometric distributions (GHD). a family of generalized hypergeometric distributions (GHD) includes a lot of discrete distributions such as Binomial, Beta-binomial, Poisson, Poisson type, displaced Poisson, hyper-Poisson, logarithmic, and many more. We prove that if the data drawn from the new class of DAG models, one can fully identify the graph. We further provide a reliable and tractable algorithm that recovers the directed graph from finitely many data. We show through theoretical results and simulations that our algorithm is statistically consistent even in high-dimensional settings ($n >p$) if the degree of the graph is bounded, and performs well compared to state-of-the-art DAG-learning algorithms.

Our article shows how to carry out Bayesian inference by combining data subsampling with Sequential Monte Carlo (SMC). This takes advantage of the attractive properties of SMC for Bayesian computations with the ability of subsampling to tackle big data problems. SMC sequentially updates a cloud of particles through a sequence of densities, beginning with a density that is easy to sample from such as the prior and ending with the posterior density. Each update of the particle cloud consists of three steps: reweighting, resampling, and moving. In the move step, each particle is moved using a Markov kernel and this is typically the most computationally expensive part, particularly when the dataset is large. It is crucial to have an efficient move step to ensure particle diversity. Our article makes two important contributions. First, in order to speed up the SMC computation, we use an approximately unbiased and efficient annealed likelihood estimator based on data subsampling. The subsampling approach is more memory efficient than the corresponding full data SMC, which is a great advantage for parallel computation. Second, we use a Metropolis within Gibbs kernel with two conditional updates. First, a Hamiltonian Monte Carlo update makes distant moves for the model parameters. Second, a block pseudo-marginal proposal is used for the particles corresponding to the auxiliary variables for the data subsampling. We demonstrate the usefulness of the methodology using two large datasets.

We propose an approach for explaining Bayesian network classifiers, which is based on compiling such classifiers into decision functions that have a tractable and symbolic form. We introduce two types of explanations for why a classifier may have classified an instance positively or negatively and suggest algorithms for computing these explanations. The first type of explanation identifies a minimal set of the currently active features that is responsible for the current classification, while the second type of explanation identifies a minimal set of features whose current state (active or not) is sufficient for the classification. We consider in particular the compilation of Naive and Latent-Tree Bayesian network classifiers into Ordered Decision Diagrams (ODDs), providing a context for evaluating our proposal using case studies and experiments based on classifiers from the literature.

Accounting fraud is a global concern representing a significant threat to the financial system stability due to the resulting diminishing of the market confidence and trust of regulatory authorities. Several tricks can be used to commit accounting fraud, hence the need for non-static regulatory interventions that take into account different fraudulent patterns. Accordingly, this study aims to improve the detection of accounting fraud via the implementation of several machine learning methods to better differentiate between fraud and non-fraud companies, and to further assist the task of examination within the riskier firms by evaluating relevant financial indicators. Out-of-sample results suggest there is a great potential in detecting falsified financial statements through statistical modelling and analysis of publicly available accounting information. The proposed methodology can be of assistance to public auditors and regulatory agencies as it facilitates auditing processes, and supports more targeted and effective examinations of accounting reports.

Like many other machine learning techniques, it is borrowed from the field of statistics and despite its name, it is not an algorithm for regression problems, where you want to predict a continuous outcome. Instead, Logistic Regression is the go-to method for binary classification. It gives you a discrete binary outcome between 0 and 1. To say it in simpler words, it's outcome is either one thing or another. A simple example of a Logistic Regression problem would be an algorithm used for cancer detection that takes screening picture as an input and should tell if a patient has cancer (1) or not (0).

We present a model for exact recursive Bayesian filtering based on lifted multiset states. Combining multisets with lifting makes it possible to simultaneously exploit multiple strategies for reducing inference complexity when compared to list-based grounded state representations. The core idea is to borrow the concept of Maximally Parallel Multiset Rewriting Systems and to enhance it by concepts from Rao-Blackwellization and Lifted Inference, giving a representation of state distributions that enables efficient inference. In worlds where the random variables that define the system state are exchangeable -- where the identity of entities does not matter -- it automatically uses a representation that abstracts from ordering (achieving an exponential reduction in complexity) -- and it automatically adapts when observations or system dynamics destroy exchangeability by breaking symmetry.

Preference elicitation is the task of suggesting a highly preferred configuration to a decision maker. The preferences are typically learned by querying the user for choice feedback over pairs or sets of objects. In its constructive variant, new objects are synthesized "from scratch" by maximizing an estimate of the user utility over a combinatorial (possibly infinite) space of candidates. In the constructive setting, most existing elicitation techniques fail because they rely on exhaustive enumeration of the candidates. A previous solution explicitly designed for constructive tasks comes with no formal performance guarantees, and can be very expensive in (or unapplicable to) problems with non-Boolean attributes. We propose the Choice Perceptron, a Perceptron-like algorithm for learning user preferences from set-wise choice feedback over constructive domains and hybrid Boolean-numeric feature spaces. We provide a theoretical analysis on the attained regret that holds for a large class of query selection strategies, and devise a heuristic strategy that aims at optimizing the regret in practice. Finally, we demonstrate its effectiveness by empirical evaluation against existing competitors on constructive scenarios of increasing complexity.

We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian standpoint, we investigate the MAP (maximum a posteriori) estimator from a penalized likelihood perspective that gives rise to a new non-convex penalty approximating the $\ell_0$ penalty. Optimal error rates for estimation consistency in terms of various matrix norms along with selection consistency for sparse structure recovery are shown for the unique MAP estimator under mild conditions. For fast and efficient computation, an EM algorithm is proposed to compute the MAP estimator of the precision matrix and (approximate) posterior probabilities on the edges of the underlying sparse structure. Through extensive simulation studies and a real application to a call center data, we have demonstrated the fine performance of our method compared with existing alternatives.

Semi-supervised learning (SSL) has become important in current data analysis applications, where the amount of unlabeled data is growing exponentially and user input remains limited by logistics and expense. Constrained clustering, as a subclass of SSL, makes use of user input in the form of relationships between data points (e.g., pairs of data points belonging to the same class or different classes) and can remarkably improve the performance of unsupervised clustering in order to reflect user-defined knowledge of the relationships between particular data points. Existing algorithms incorporate such user input, heuristically, as either hard constraints or soft penalties, which are separate from any generative or statistical aspect of the clustering model; this results in formulations that are suboptimal and not sufficiently general. In this paper, we propose a principled, generative approach to probabilistically model, without ad hoc penalties, the joint distribution given by user-defined pairwise relations. The proposed model accounts for general underlying distributions without assuming a specific form and relies on expectation-maximization for model fitting. For distributions in a standard form, the proposed approach results in a closed-form solution for updated parameters.