The data type, missing data and, anomalies can be defined in broad terms as follows: The data type is the common characteristic that is expected to be shared by entries in a column, such as integers, strings, IP addresses, dates, etc., while missing data denotes an absence of a data value which can be encoded in various ways, and anomalies refer to values whose types differ from the given column type or the missing type. In order to model above types, we have developed PFSMs that can generate values from the corresponding domains. This, in turn, allows us to calculate the probability of a given data value being generated by a particular PFSM. We then combine these PFSMs in our model such that a data column x can be annotated via probabilistic inference in the proposed model, i.e., given a column of data, we can infer column type, and rows with missing and anomalous values.

In the area of credit risk analytics, current Bankruptcy Prediction Models (BPMs) struggle with (a) the availability of comprehensive and real-world data sets and (b) the presence of extreme class imbalance in the data (i.e., very few samples for the minority class) that degrades the performance of the prediction model. Moreover, little research has compared the relative performance of well-known BPM's on public datasets addressing the class imbalance problem. In this work, we apply eight classes of well-known BPMs, as suggested by a review of decades of literature, on a new public dataset named Freddie Mac Single-Family Loan-Level Dataset with resampling (i.e., adding synthetic minority samples) of the minority class to tackle class imbalance. Additionally, we apply some recent AI techniques (e.g., tree-based ensemble techniques) that demonstrate potentially better results on models trained with resampled data. In addition, from the analysis of 19 years (1999-2017) of data, we discover that models behave differently when presented with sudden changes in the economy (e.g., a global financial crisis) resulting in abrupt fluctuations in the national default rate. In summary, this study should aid practitioners/researchers in determining the appropriate model with respect to data that contains a class imbalance and various economic stages.

The process of identifying and understanding art styles to discover artistic influences is essential to the study of art history. Traditionally, trained experts review fine details of the works and compare them to other known works. To automate and scale this task, we use several state-of-the-art CNN architectures to explore how a machine may help perceive and quantify art styles. This study explores: (1) How accurately can a machine classify art styles? (2) What may be the underlying relationships among different styles and artists? To help answer the first question, our best-performing model using Inception V3 achieves a 9-class classification accuracy of 88.35%, which outperforms the model in Elgammal et al.'s study by more than 20 percent. Visualizations using Grad-CAM heat maps confirm that the model correctly focuses on the characteristic parts of paintings. To help address the second question, we conduct network analysis on the influences among styles and artists by extracting 512 features from the best-performing classification model. Through 2D and 3D T-SNE visualizations, we observe clear chronological patterns of development and separation among the art styles. The network analysis also appears to show anticipated artist level connections from an art historical perspective. This technique appears to help identify some previously unknown linkages that may shed light upon new directions for further exploration by art historians. We hope that humans and machines working in concert may bring new opportunities to the field.

Force myography to control robotic upper extremity prostheses: a feasibility study.

Bayesian neural networks (BNN) are the probabilistic model that combines the strengths of both neural network (NN) and stochastic processes. As a result, BNN can combat overfitting and perform well in applications where data is limited. Earthquake rupture study is such a problem where data is insufficient, and scientists have to rely on many trial and error numerical or physical models. Lack of resources and computational expenses, often, it becomes hard to determine the reasons behind the earthquake rupture. In this work, a BNN has been used (1) to combat the small data problem and (2) to find out the parameter combinations responsible for earthquake rupture and (3) to estimate the uncertainty associated with earthquake rupture. Two thousand rupture simulations are used to train and test the model. A simple 2D rupture geometry is considered where the fault has a Gaussian geometric heterogeneity at the center, and eight parameters vary in each simulation. The test F1-score of BNN (0.8334), which is 2.34% higher than plain NN score. Results show that the parameters of rupture propagation have higher uncertainty than the rupture arrest. Normal stresses play a vital role in determining rupture propagation and are also the highest source of uncertainty, followed by the dynamic friction coefficient. Shear stress has a moderate role, whereas the geometric features such as the width and height of the fault are least significant and uncertain.

Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted researchers to apply these methods to asset price prediction. The majority of literature has been devoted to predicting either the actual asset price or the direction of price movement. In this paper, we study a hitherto little explored question of predicting significant changes in stock price based on previous changes using machine learning algorithms. We are particularly interested in the performance of neural network classifiers in the given context. To this end, we construct and test three neural network models including multi-layer perceptron, convolutional net, and long short term memory net. As benchmark models we use random forest and relative strength index methods. The models are tested using 10-year daily stock price data of four major US public companies. Test results show that predicting significant changes in stock price can be accomplished with a high degree of accuracy. In particular, we obtain substantially better results than similar studies that forecast the direction of price change.

This paper introduces EQShapelets (EarthQuake Shapelets) a time-series shape-based approach embedded in machine learning to autonomously detect earthquakes. It promises to overcome the challenges in the field of seismology related to automated detection and cataloging of earthquakes. EQShapelets are amplitude and phase-independent, i.e., their detection sensitivity is irrespective of the magnitude of the earthquake and the time of occurrence. They are also robust to noise and other spurious signals. The detection capability of EQShapelets is tested on one week of continuous seismic data provided by the Northern California Seismic Network (NCSN) obtained from a station in central California near the Calaveras Fault. EQShapelets combined with a Random Forest classifier, detected all of the cataloged earthquakes and 281 uncataloged events with lower false detection rate thus offering a better performance than autocorrelation and FAST algorithms. The primary advantage of EQShapelets over competing methods is the interpretability and insight it offers. Shape-based approaches are intuitive, visually meaningful and offers immediate insight into the problem domain that goes beyond their use in accurate detection. EQShapelets, if implemented at a large scale, can significantly reduce catalog completeness magnitudes and can serve as an effective tool for near real-time earthquake monitoring and cataloging.

In this paper, we propose a fast surrogate leverage weighted sampling strategy to generate refined random Fourier features for kernel approximation. Compared to the current state-of-the-art method that uses the leverage weighted scheme [Li-ICML2019], our new strategy is simpler and more effective. It uses kernel alignment to guide the sampling process and it can avoid the matrix inversion operator when we compute the leverage function. Given n observations and s random features, our strategy can reduce the time complexity from O(ns^2+s^3) to O(ns^2), while achieving comparable (or even slightly better) prediction performance when applied to kernel ridge regression (KRR). In addition, we provide theoretical guarantees on the generalization performance of our approach, and in particular characterize the number of random features required to achieve statistical guarantees in KRR. Experiments on several benchmark datasets demonstrate that our algorithm achieves comparable prediction performance and takes less time cost when compared to [Li-ICML2019].

It is a particularly well-suited approach to better understand the underlying structure of data when scientific understanding of the data is at an early stage. BN modelling is designed to sort out directly from indirectly related variables and offers a far richer modelling framework than classical approaches in epidemiology like, e.g., regression techniques or extensions thereof. In contrast to structural equation modelling (Hair, Black, Babin, Anderson, Tatham et al. 1998), which requires expert knowledge to design the model, the Additive Bayesian Network (ABN) method is a data-driven approach (Lewis and Ward 2013; Kratzer, Pittavino, Lewis, and Furrer 2019b). It does not rely on expert knowledge, but it can possiarXiv:1911.09006v1

Neural networks have demonstrated unmatched performance in a range of classification tasks. Despite numerous efforts of the research community, novelty detection remains one of the significant limitations of neural networks. The ability to identify previously unseen inputs as novel is crucial for our understanding of the decisions made by neural networks. At runtime, inputs not falling into any of the categories learned during training cannot be classified correctly by the neural network. Existing approaches treat the neural network as a black box and try to detect novel inputs based on the confidence of the output predictions. However, neural networks are not trained to reduce their confidence for novel inputs, which limits the effectiveness of these approaches. We propose a framework to monitor a neural network by observing the hidden layers. We employ a common abstraction from program analysis - boxes - to identify novel behaviors in the monitored layers, i.e., inputs that cause behaviors outside the box. For each neuron, the boxes range over the values seen in training. The framework is efficient and flexible to achieve a desired trade-off between raising false warnings and detecting novel inputs. We illustrate the performance and the robustness to variability in the unknown classes on popular image-classification benchmarks.