Accurate road speed predictions can help drivers in smart route planning. Although the issue has been studied previously, most existing work focus on arterial roads only, where sensors are configured closely for collecting complete real-time data. For collector roads where sensors sparsly cover, however, speed predictions are often ignored. With GPS-equipped floating car signals being available nowadays, we aim at forecasting collector road speeds by utilizing these signals. The main challenge compared with arterial roads comes from the missing data. In a time slot of the real case, over 90% of collector roads cannot be covered by enough floating cars. Thus most traditional approaches for arterial roads, relying on complete historical data, cannot be employed directly. Aiming at solving this problem, we propose a multi-view road speed prediction framework. In the first view, temporal patterns are modeled by a layered hidden Markov model; and in the second view, spatial patterns are modeled by a collective matrix factorization model. The two models are learned and inferred simultaneously in a co-regularized manner. Experiments conducted in the Beijing road network, based on 10K taxi signals in 2 years, have demonstrated that the approach outperforms traditional approaches by 10% in MAE and RMSE.

Clinical trial adaptation refers to any adjustment of the trial protocol after the onset of the trial. The main goal is to make the process of introducing new medical interventions to patients more efficient by reducing the cost and the time associated with evaluating their safety and efficacy. The principal question is how should adaptation be performed so as to minimize the chance of distorting the outcome of the trial. We propose a novel method for achieving this. Unlike previous work our approach focuses on trial adaptation by sample size adjustment. We adopt a recently proposed stratification framework based on collected auxiliary data and show that this information together with the primary measured variables can be used to make a probabilistically informed choice of the particular sub-group a sample should be removed from. Experiments on simulated data are used to illustrate the effectiveness of our method and its application in practice.

However, it is well-known that applying machine learning and data mining to novel data sets is Finally, inspired by the field of constraint programming, challenging because each application imposes its own requirements (Guns et al. 2013) aim at developing declarative modeling and constraints that often require the development languages for specifying a wide range of mining problems. of new algorithms and systems. While there are software Such languages should support packages and tools such as Scikit for machine learning the high-level and natural modeling of pattern mining and Weka, Orange or Knime for data mining, adapting them tasks; that is, the models should closely correspond to to novel tasks is not easy, which explains why one often resorts the definitions of data mining problems found in the to implementing new algorithms and variations from literature; should support user-defined constraints and scratch.

Matrix factorization (MF) has been attracting much attention due to its wide applications. However, since MF models are generally non-convex, most of the existing methods are easily stuck into bad local minima, especially in the presence of outliers and missing data. To alleviate this deficiency, in this study we present a new MF learning methodology by gradually including matrix elements into MF training from easy to complex. This corresponds to a recently proposed learning fashion called self-paced learning (SPL), which has been demonstrated to be beneficial in avoiding bad local minima. We also generalize the conventional binary (hard) weighting scheme for SPL to a more effective real-valued (soft) weighting manner. The effectiveness of the proposed self-paced MF method is substantiated by a series of experiments on synthetic, structure from motion and background subtraction data.

The main computational bottleneck in various sampling based and local-search based inference algorithms for Markov logic networks (e.g., Gibbs sampling, MC-SAT, MaxWalksat, etc.) is computing the number of groundings of a first-order formula that are true given a truth assignment to all of its ground atoms. We reduce this problem to the problem of counting the number of solutions of a constraint satisfaction problem (CSP) and show that during their execution, both sampling based and local-search based algorithms repeatedly solve dynamic versions of this counting problem. Deriving from the vast amount of literature on CSPs and graphical models, we propose an exact junction-tree based algorithm for computing the number of solutions of the dynamic CSP, analyze its properties, and show how it can be used to improve the computational complexity of Gibbs sampling and MaxWalksat. Empirical tests on a variety of benchmarks clearly show that our new approach is several orders of magnitude more scalable than existing approaches.

Restricted Boltzmann Machine (RBM) has been applied to a wide variety of tasks due to its advantage in feature extraction. Implementing sparsity constraint in the activated hidden units of RBM is an important improvement on RBM. The sparsity constraints in the existing methods are usually specified by users and are independent of the input data. However, the input data could be heterogeneous in content and thus naturally demand elastic and adaptive settings of the sparsity constraints. To solve this problem, we proposed a generalized model with adaptive sparsity constraint, named Gaussian Cardinality Restricted Boltzmann Machines (GC-RBM). In this model, the thresholds of hidden unit activations are decided by the input data and a given Gaussian distribution on the pre-training phase. We provide a principled method to train the GC-RBM with Gaussian prior. Experimental results on two real world data sets justify the effectiveness of the proposed method and its superiority over CaRBM in terms of classification accuracy.

Training a structured prediction model involves performing several loss-augmented inference steps. Over the lifetime of the training, many of these inference problems, although different, share the same solution. We propose AI-DCD, an Amortized Inference framework for Dual Coordinate Descent method, an approximate learning algorithm, that accelerates the training process by exploiting this redundancy of solutions, without compromising the performance of the model. We show the efficacy of our method by training a structured SVM using dual coordinate descent for an entityrelation extraction task. Our method learns the same model as an exact training algorithm would, but call the inference engine only in 10% – 24% of the inference problems encountered during training. We observe similar gains on a multi-label classification task and with a Structured Perceptron model for the entity-relation task.

Quantile regression deals with the problem of computing robust estimators when the conditional mean and standard deviation of the predicted function are inadequate to capture its variability. The technique has an extensive list of applications, including health sciences, ecology and finance. In this work we present a non-parametric method of inferring quantiles and derive a novel Variational Bayesian (VB) approximation to the marginal likelihood, leading to an elegant Expectation Maximisation algorithm for learning the model. Our method is nonparametric, has strong convergence guarantees, and can deal with nonsymmetric quantiles seamlessly. We compare the method to other parametric and non-parametric Bayesian techniques, and alternative approximations based on expectation propagation demonstrating the benefits of our framework in toy problems and real datasets.

We consider the problem of, given a probabilistic model on a set of random variables, how to add a new variable that depends on the other variables, without changing the original distribution. In particular, we consider relational models (such as Markov logic networks (MLNs)), where we cannot directly define conditional probabilities. In relational models, there may be an unbounded number of parents in the grounding, and conditional distributions need to be defined in terms of aggregators. The question we ask is whether and when it is possible to represent conditional probabilities at all in various relational models. Some aggregators have been shown to be representable by MLNs, by adding auxiliary variables; however it was unknown whether they could be defined without auxiliary variables. For other aggregators, it was not known whether they can be represented by MLNs at all. We obtained surprisingly strong negative results on the capability of flexible undirected relational models such as MLNs to represent aggregators without affecting the original model's distribution. We provide a map of what aspects of the models, including the use of auxiliary variables and quantifiers, result in the ability to represent various aggregators. In addition, we provide proof techniques which can be used to facilitate future theoretic results on relational models, and demonstrate them on relational logistic regression (RLR).

For Internet applications like sponsored search, cautions need to be taken when using machine learning to optimize their mechanisms (e.g., auction) since self-interested agents in these applications may change their behaviors (and thus the data distribution) in response to the mechanisms. To tackle this problem, a framework called game-theoretic machine learning (GTML) was recently proposed, which first learns a Markov behavior model to characterize agents' behaviors, and then learns the optimal mechanism by simulating agents' behavior changes in response to the mechanism. While GTML has demonstrated practical success, its generalization analysis is challenging because the behavior data are non-i.i.d. and dependent on the mechanism. To address this challenge, first, we decompose the generalization error for GTML into the behavior learning error and the mechanism learning error; second, for the behavior learning error, we obtain novel non-asymptotic error bounds for both parametric and non-parametric behavior learning methods; third, for the mechanism learning error, we derive a uniform convergence bound based on a new concept called \emph{nested covering number} of the mechanism space and the generalization analysis techniques developed for mixing sequences.