As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP however leads to poor scalability, which poses challenges in the era of big data. Hence, various scalable GPs have been developed in the literature in order to improve the scalability while retaining desirable prediction accuracy. This paper devotes to investigating the methodological characteristics and performance of representative global and local scalable GPs including sparse approximations and local aggregations from four main perspectives: scalability, capability, controllability and robustness. The numerical experiments on two toy examples and five real-world datasets with up to 250K points offer the following findings. In terms of scalability, most of the scalable GPs own a time complexity that is linear to the training size. In terms of capability, the sparse approximations capture the long-term spatial correlations, the local aggregations capture the local patterns but suffer from over-fitting in some scenarios. In terms of controllability, we could improve the performance of sparse approximations by simply increasing the inducing size. But this is not the case for local aggregations. In terms of robustness, local aggregations are robust to various initializations of hyperparameters due to the local attention mechanism. Finally, we highlight that the proper hybrid of global and local scalable GPs may be a promising way to improve both the model capability and scalability for big data.

Logit models are usually applied when studying individual travel behavior, i.e., to predict travel mode choice and to gain behavioral insights on traveler preferences. Recently, some studies have applied machine learning to model travel mode choice and reported higher out-of-sample prediction accuracy than conventional logit models (e.g., multinomial logit). However, there has not been a comprehensive comparison between logit models and machine learning that covers both prediction and behavioral analysis. This paper aims at addressing this gap by examining the key differences in model development, evaluation, and behavioral interpretation between logit and machine-learning models for travel-mode choice modeling. To complement the theoretical discussions, we also empirically evaluated the two approaches on stated-preference survey data for a new type of transit system integrating high-frequency fixed routes and micro-transit. The results show that machine learning can produce significantly higher predictive accuracy than logit models and are better at capturing the nonlinear relationships between trip attributes and mode-choice outcomes. On the other hand, compared to the multinomial logit model, the best-performing machine-learning model, the random forest model, produces less reasonable behavioral outputs (i.e. marginal effects and elasticities) when they were computed from a standard approach. By introducing some behavioral constraints into the computation of behavioral outputs from a random forest model, however, we obtained better results that are somewhat comparable with the multinomial logit model. We believe that there is great potential in merging ideas from machine learning and conventional statistical methods to develop refined models for travel-behavior research and suggest some possible research directions.

These studies are mostly based on publiclyavailable datasets, where each class typically contains more than 100 audio examples [5, 6, 7, 8, 9]. Contrastingly, only few works study the problem of training neural audio classifiers with few audio examples (for instance, less than 10 per class) [10, 11, 12, 13]. In this work, we study how a number of neural network architectures perform in such situation. Two primary reasons motivate our work: (i) given that humans are able to learn novel concepts from few examples, we aim to quantify up to what extent such behavior is possible in current neural machine listening systems; and (ii) provided that data curation processes are tedious and expensive, it is unreasonable to assume that sizable amounts of annotated audio are always available for training neural network classifiers. The challenge of training neural networks with few audio data has been previously addressed. For example, Morfi and Stowell [12] approached the problem via factorising an audio transcription task into two intermediate sub-tasks: event and tag detection.

Such information includes: the database in modern hospital systems, usually known as Electronic Health Records (EHR), which store the patients' diagnosis, medication, laboratory test results, medical image data, etc.; information on various health behaviors tracked and stored by wearable devices, ubiquitous sensors and mobile applications, such as the smoking status, alcoholism history, exercise level, sleeping conditions, etc.; information collected by census or various surveys regarding sociodemographic factors of the target cohort; and information on people's mental health inferred from their social media activities or social networks such as Twitter, Facebook, etc. These health-related data come from heterogeneous sources, describe assorted aspects of the individual's health conditions. Such data is rich in structure and information which has great research potentials for revealing unknown medical knowledge about genomic epidemiology, disease developments and correlations, drug discoveries, medical diagnosis, mental illness prevention, health behavior adaption, etc. In real-world problems, the number of features relating to a certain health condition could grow exponentially with the development of new information techniques for collecting and measuring data. To reveal the causal influence between various factors and a certain disease or to discover the correlations among diseases from data at such a tremendous scale, requires the assistance of advanced information technology such as data mining, machine learning, text mining, etc. Machine learning technology not only provides a way for learning qualitative relationships among features and patients, but also the quantitative parameters regarding the strength of such correlations.

Recently several deep learning based models have been proposed for end-to-end learning of dialogs. While these models can be trained from data without the need for any additional annotations, it is hard to interpret them. On the other hand, there exist traditional state based dialog systems, where the states of the dialog are discrete and hence easy to interpret. However these states need to be handcrafted and annotated in the data. To achieve the best of both worlds, we propose Latent State Tracking Network (LSTN) using which we learn an interpretable model in unsupervised manner. The model defines a discrete latent variable at each turn of the conversation which can take a finite set of values. Since these discrete variables are not present in the training data, we use EM algorithm to train our model in unsupervised manner. In the experiments, we show that LSTN can help achieve interpretability in dialog models without much decrease in performance compared to end-to-end approaches.

Recently, considerable research effort has been devoted to developing deep architectures for topic models to learn topic structures. Although several deep models have been proposed to learn better topic proportions of documents, how to leverage the benefits of deep structures for learning word distributions of topics has not yet been rigorously studied. Here we propose a new multi-layer generative process on word distributions of topics, where each layer consists of a set of topics and each topic is drawn from a mixture of the topics of the layer above. As the topics in all layers can be directly interpreted by words, the proposed model is able to discover interpretable topic hierarchies. As a self-contained module, our model can be flexibly adapted to different kinds of topic models to improve their modelling accuracy and interpretability. Extensive experiments on text corpora demonstrate the advantages of the proposed model.

Despite significant effort in understanding complex systems (CS), we lack a theory for modeling, inference, analysis and efficient control of time-varying complex networks (TVCNs) in uncertain environments. From brain activity dynamics to microbiome, and even chromatin interactions within the genome architecture, many such TVCNs exhibits a pronounced spatio-temporal fractality. Moreover, for many TVCNs only limited information (e.g., few variables) is accessible for modeling, which hampers the capabilities of analytical tools to uncover the true degrees of freedom and infer the CS model, the hidden states and their parameters. Another fundamental limitation is that of understanding and unveiling of unknown drivers of the dynamics that could sporadically excite the network in ways that straightforward modeling does not work due to our inability to model non-stationary processes. Towards addressing these challenges, in this paper, we consider the problem of learning the fractional dynamical complex networks under unknown unknowns (i.e., hidden drivers) and partial observability (i.e., only partial data is available). More precisely, we consider a generalized modeling approach of TVCNs consisting of discrete-time fractional dynamical equations and propose an iterative framework to determine the network parameterization and predict the state of the system. We showcase the performance of the proposed framework in the context of task classification using real electroencephalogram data.

Identification of patterns from discrete data time-series for statistical inference, threat detection, social opinion dynamics, brain activity prediction has received recent momentum. In addition to the huge data size, the associated challenges are, for example, (i) missing data to construct a closed time-varying complex network, and (ii) contribution of unknown sources which are not probed. Towards this end, the current work focuses on statistical neuron system model with multi-covariates and unknown inputs. Previous research of neuron activity analysis is mainly limited with effects from the spiking history of target neuron and the interaction with other neurons in the system while ignoring the influence of unknown stimuli. We propose to use unknown unknowns, which describes the effect of unknown stimuli, undetected neuron activities and all other hidden sources of error. The maximum likelihood estimation with the fixed-point iteration method is implemented. The fixed-point iterations converge fast, and the proposed methods can be efficiently parallelized and offer computational advantage especially when the input spiking trains are over long time-horizon. The developed framework provides an intuition into the meaning of having extra degrees-of-freedom in the data to support the need for unknowns. The proposed algorithm is applied to simulated spike trains and on real-world experimental data of mouse somatosensory, mouse retina and cat retina. The model shows a successful increasing of system likelihood with respect to the conditional intensity function, and it also reveals the convergence with iterations. Results suggest that the neural connection model with unknown unknowns can efficiently estimate the statistical properties of the process by increasing the network likelihood.

Several applications of Reinforcement Learning suffer from instability due to high variance. This is especially prevalent in high dimensional domains. Regularization is a commonly used technique in machine learning to reduce variance, at the cost of introducing some bias. Most existing regularization techniques focus on spatial (perceptual) regularization. Yet in reinforcement learning, due to the nature of the Bellman equation, there is an opportunity to also exploit temporal regularization based on smoothness in value estimates over trajectories. This paper explores a class of methods for temporal regularization. We formally characterize the bias induced by this technique using Markov chain concepts. We illustrate the various characteristics of temporal regularization via a sequence of simple discrete and continuous MDPs, and show that the technique provides improvement even in high-dimensional Atari games.

Patient subtyping based on temporal observations can lead to significantly nuanced subtyping that acknowledges the dynamic characteristics of diseases. Existing methods for subtyping trajectories treat the evolution of clinical observations as a homogeneous process or employ data available at regular intervals. In reality, diseases may have transient underlying states and a state-dependent observation pattern. In our paper, we present an approach to subtype irregular patient data while acknowledging the underlying progression of disease states. Our approach consists of two components: a probabilistic model to determine the likelihood of a patient's observation trajectory and a mixture model to measure similarity between asynchronous patient trajectories. We demonstrate our model by discovering subtypes of progression to hemodynamic instability (requiring cardiovascular intervention) in a patient cohort from a multi-institution ICU dataset. We find three primary patterns: two of which show classic signs of decompensation (rising heart rate with dropping blood pressure), with one of these showing a faster course of decompensation than the other. The third pattern has transient period of low heart rate and blood pressure. We also show that our model results in a 13% reduction in average cross-entropy error compared to a model with no state progression when forecasting vital signs.