We address the problem of latent truth discovery, LTD for short, where the goal is to discover the underlying true values of entity attributes in the presence of noisy, conflicting or incomplete information. Despite a multitude of algorithms to address the LTD problem that can be found in literature, only little is known about their overall performance with respect to effectiveness (in terms of truth discovery capabilities), efficiency and robustness. A practical LTD approach should satisfy all these characteristics so that it can be applied to heterogeneous datasets of varying quality and degrees of cleanliness. We propose a novel algorithm for LTD that satisfies the above requirements. The proposed model is based on Restricted Boltzmann Machines, thus coined LTD-RBM. In extensive experiments on various heterogeneous and publicly available datasets, LTD-RBM is superior to state-of-the-art LTD techniques in terms of an overall consideration of effectiveness, efficiency and robustness.

We study the pricing problem faced by a firm that sells a large number of products, described via a wide range of features, to customers that arrive over time. Customers independently make purchasing decisions according to a general choice model that includes products features and customers' characteristics, encoded as $d$-dimensional numerical vectors, as well as the price offered. The parameters of the choice model are a priori unknown to the firm, but can be learned as the (binary-valued) sales data accrues over time. The firm's objective is to minimize the regret, i.e., the expected revenue loss against a clairvoyant policy that knows the parameters of the choice model in advance, and always offers the revenue-maximizing price. This setting is motivated in part by the prevalence of online marketplaces that allow for real-time pricing. We assume a structured choice model, parameters of which depend on $s_0$ out of the $d$ product features. We propose a dynamic policy, called Regularized Maximum Likelihood Pricing (RMLP) that leverages the (sparsity) structure of the high-dimensional model and obtains a logarithmic regret in $T$. More specifically, the regret of our algorithm is of $O(s_0 \log d \cdot \log T)$. Furthermore, we show that no policy can obtain regret better than $O(s_0 (\log d + \log T))$.

We propose a dynamic network model where two mechanisms control the probability of a link between two nodes: (i) the existence or absence of this link in the past, and (ii) node-specific latent variables (dynamic fitnesses) describing the propensity of each node to create links. Assuming a Markov dynamics for both mechanisms, we propose an Expectation-Maximization algorithm for model estimation and inference of the latent variables. The estimated parameters and fitnesses can be used to forecast the presence of a link in the future. We apply our methodology to the e-MID interbank network for which the two linkage mechanisms are associated with two different trading behaviors in the process of network formation, namely preferential trading and trading driven by node-specific characteristics. The empirical results allow to recognise preferential lending in the interbank market and indicate how a method that does not account for time-varying network topologies tends to overestimate preferential linkage.

Recently the generalisation error of deep neural networks has been analysed through the PAC-Bayesian framework, for the case of fully connected layers. We adapt this approach to the convolutional setting.

A novel data-driven stochastic robust optimization (DDSRO) framework is proposed for optimization under uncertainty leveraging labeled multi-class uncertainty data. Uncertainty data in large datasets are often collected from various conditions, which are encoded by class labels. Machine learning methods including Dirichlet process mixture model and maximum likelihood estimation are employed for uncertainty modeling. A DDSRO framework is further proposed based on the data-driven uncertainty model through a bi-level optimization structure. The outer optimization problem follows a two-stage stochastic programming approach to optimize the expected objective across different data classes; adaptive robust optimization is nested as the inner problem to ensure the robustness of the solution while maintaining computational tractability. A decomposition-based algorithm is further developed to solve the resulting multi-level optimization problem efficiently. Case studies on process network design and planning are presented to demonstrate the applicability of the proposed framework and algorithm.

Learning probability distributions on the weights of neural networks (NNs) has recently proven beneficial in many applications. Bayesian methods, such as Stein variational gradient descent (SVGD), offer an elegant framework to reason about NN model uncertainty. However, by assuming independent Gaussian priors for the individual NN weights (as often applied), SVGD does not impose prior knowledge that there is often structural information (dependence) among weights. We propose efficient posterior learning of structural weight uncertainty, within an SVGD framework, by employing matrix variate Gaussian priors on NN parameters. We further investigate the learned structural uncertainty in sequential decision-making problems, including contextual bandits and reinforcement learning. Experiments on several synthetic and real datasets indicate the superiority of our model, compared with state-of-the-art methods.

To assure cyber security of an enterprise, typically SIEM (Security Information and Event Management) system is in place to normalize security event from different preventive technologies and flag alerts. Analysts in the security operation center (SOC) investigate the alerts to decide if it is truly malicious or not. However, generally the number of alerts is overwhelming with majority of them being false positive and exceeding the SOC's capacity to handle all alerts. There is a great need to reduce the false positive rate as much as possible. While most previous research focused on network intrusion detection, we focus on risk detection and propose an intelligent Deep Belief Network machine learning system. The system leverages alert information, various security logs and analysts' investigation results in a real enterprise environment to flag hosts that have high likelihood of being compromised. Text mining and graph based method are used to generate targets and create features for machine learning. In the experiment, Deep Belief Network is compared with other machine learning algorithms, including multi-layer neural network, random forest, support vector machine and logistic regression. Results on real enterprise data indicate that the deep belief network machine learning system performs better than other algorithms for our problem and is six times more effective than current rule-based system. We also implement the whole system from data collection, label creation, feature engineering to host score generation in a real enterprise production environment.

This article aims to take on a few of the machine learning algorithms for people who aim to gain knowledge on important machine learning concepts while using freely available materials and resources along the way. The prime objective of this outline is to help you wade through the numerous free options that are available. There are many, to be sure, but which are the best? What is the best order in which to use selected resources? Below are the common machine learning Algorithms briefly explained with Python and R code.

Remarkably general method for bounding the statistical risk of penalized likelihood estimators comes from work on two-part coding, one of the minimum description length (MDL) approaches to statistical inference. Two-part coding MDL prescribes assigning codelengths to a model (or model class) then selecting the distribution that provides the most efficient description of one's data [1]. The total description length has two parts: the part that specifies a distribution within the model (as well as a model within the model class if necessary) and the part that specifies the data with reference to the specified distribution. If the codelengths are exactly Kraft-valid, this approach is equivalent to Bayesian maximum a posteriori (MAP) estimation, in that the two parts correspond to log reciprocal of prior and log reciprocal of likelihood respectively. More generally, one can call the part of the codelength specifying the distribution a penalty term; it is called the complexity in MDL literature. Let (Θ, L) denote a discrete set indexing distributions along with a complexity function. With X P, the (pointwise) redundancy of any θ Θ is its two-part codelength minus log(1/p(X)), the codelength one gets by using P as the coding distribution.

Artificial intelligence (AI) generally and machine learning (ML) specifically demonstrate impressive practical success in many different application domains, e.g. in autonomous driving, speech recognition, or recommender systems. Deep learning approaches, trained on extremely large data sets or using reinforcement learning methods have even exceeded human performance in visual tasks, particularly on playing games such as Atari, or mastering the game of Go. Even in the medical domain there are remarkable results. The central problem of such models is that they are regarded as black-box models and even if we understand the underlying mathematical principles, they lack an explicit declarative knowledge representation, hence have difficulty in generating the underlying explanatory structures. This calls for systems enabling to make decisions transparent, understandable and explainable. A huge motivation for our approach are rising legal and privacy aspects. The new European General Data Protection Regulation entering into force on May 25th 2018, will make black-box approaches difficult to use in business. This does not imply a ban on automatic learning approaches or an obligation to explain everything all the time, however, there must be a possibility to make the results re-traceable on demand. In this paper we outline some of our research topics in the context of the relatively new area of explainable-AI with a focus on the application in medicine, which is a very special domain. This is due to the fact that medical professionals are working mostly with distributed heterogeneous and complex sources of data. In this paper we concentrate on three sources: images, *omics data and text. We argue that research in explainable-AI would generally help to facilitate the implementation of AI/ML in the medical domain, and specifically help to facilitate transparency and trust.