WWE Survivor Series 2017 has quickly turned into a "must-see" pay-per-view. Below are predictions for every match on the WWE Survivor Series card. This could end up being a fun match, but make no mistake, Lesnar is going to win at Survivor Series. The man that defeated Braun Strowman clean less than two months ago isn't going to lose to the much smaller Styles. Don't be surprised if the blue brand's top champion doesn't get much offense in at all before being pinned.

Testing (conditional) independence of multivariate random variables is a task central to statistical inference and modelling in general - though unfortunately one for which to date there does not exist a practicable workflow. State-of-art workflows suffer from the need for heuristic or subjective manual choices, high computational complexity, or strong parametric assumptions. We address these problems by establishing a theoretical link between multivariate/conditional independence testing, and model comparison in the multivariate predictive modelling aka supervised learning task. This link allows advances in the extensively studied supervised learning workflow to be directly transferred to independence testing workflows - including automated tuning of machine learning type which addresses the need for a heuristic choice, the ability to quantitatively trade-off computational demand with accuracy, and the modern black-box philosophy for checking and interfacing. As a practical implementation of this link between the two workflows, we present a python package 'pcit', which implements our novel multivariate and conditional independence tests, interfacing the supervised learning API of the scikit-learn package. Theory and package also allow for straightforward independence test based learning of graphical model structure. We empirically show that our proposed predictive independence test outperform or are on par to current practice, and the derived graphical model structure learning algorithms asymptotically recover the 'true' graph. This paper, and the 'pcit' package accompanying it, thus provide powerful, scalable, generalizable, and easy-to-use methods for multivariate and conditional independence testing, as well as for graphical model structure learning.

We develop an approximate formula for evaluating a cross-validation estimator of predictive likelihood for multinomial logistic regression regularized by an $\ell_1$-norm. This allows us to avoid repeated optimizations required for literally conducting cross-validation; hence, the computational time can be significantly reduced. The formula is derived through a perturbative approach employing the largeness of the data size and the model dimensionality. Its usefulness is demonstrated on simulated data and the ISOLET dataset from the UCI machine learning repository.

When solving practical classification problems, a practitioner may be faced with class imbalance, meaning that one class has a significantly higher prevalence than the others (also called the majority class). Examples of imbalanced classification problems in the literature include [1], [2], [3], [4]. Class imbalance problems may be exacerbated in the future as we discover new methods to collect rare data and rate of data collection increases. In many class imbalance problems, the minority class is not only the interest, but also carries the higher misclassification cost, which complicates learning [5]. Machine learning classifiers try to find an optimal decision boundary that fits training data. As classifiers generally seek to find the simplest rule that partitions the training data, the simplest rule in imbalanced settings is often always predicting the majority class [6]. Results can be deceptive for such classifiers, as they may achieve high accuracy. For example, in a problem where a minority class occurs 0.1% of the time, an uninformed classifier can achieve 99.9% accuracy by simply always predicting observations as the majority. Thus, the naturally occurring target class distribution is not optimal for learning in highly imbalanced scenarios [7], [8], [9], [10].

Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less samples in average. For a binary detection problem, it is well known that for known density functions accumulating the likelihood ratio statistics is time optimal under a fixed error rate constraint. This paper considers the problem of learning a binary sequential detector from training samples when density functions are unavailable. We formulate the problem as a constrained likelihood ratio estimation which can be solved efficiently through convex optimization by imposing Reproducing Kernel Hilbert Space (RKHS) structure on the log-likelihood ratio function. In addition, we provide a computationally efficient approximated solution for large scale data set. The proposed algorithm, namely Wald-Kernel, is tested on a synthetic data set and two real world data sets, together with previous approaches for likelihood ratio estimation. Our empirical results show that the classifier trained through the proposed technique achieves smaller average sampling cost than previous approaches proposed in the literature for the same error rate.

The problem of class imbalance along with class-overlapping has become a major issue in the domain of supervised learning. Most supervised learning algorithms assume equal cardinality of the classes under consideration while optimizing the cost function and this assumption does not hold true for imbalanced datasets which results in sub-optimal classification. Therefore, various approaches, such as undersampling, oversampling, cost-sensitive learning and ensemble based methods have been proposed for dealing with imbalanced datasets. However, undersampling suffers from information loss, oversampling suffers from increased runtime and potential overfitting while cost-sensitive methods suffer due to inadequately defined cost assignment schemes. In this paper, we propose a novel boosting based method called LIUBoost. LIUBoost uses under sampling for balancing the datasets in every boosting iteration like RUSBoost while incorporating a cost term for every instance based on their hardness into the weight update formula minimizing the information loss introduced by undersampling. LIUBoost has been extensively evaluated on 18 imbalanced datasets and the results indicate significant improvement over existing best performing method RUSBoost.

We consider the parametric learning problem, where the objective of the learner is determined by a parametric loss function. Employing empirical risk minimization with possibly regularization, the inferred parameter vector will be biased toward the training samples. Such bias is measured by the cross validation procedure in practice where the data set is partitioned into a training set used for training and a validation set, which is not used in training and is left to measure the out-of-sample performance. A classical cross validation strategy is the leave-one-out cross validation (LOOCV) where one sample is left out for validation and training is done on the rest of the samples that are presented to the learner, and this process is repeated on all of the samples. LOOCV is rarely used in practice due to the high computational complexity. In this paper, we first develop a computationally efficient approximate LOOCV (ALOOCV) and provide theoretical guarantees for its performance. Then we use ALOOCV to provide an optimization algorithm for finding the regularizer in the empirical risk minimization framework. In our numerical experiments, we illustrate the accuracy and efficiency of ALOOCV as well as our proposed framework for the optimization of the regularizer.

The power of Pentaho Data Integration (PDI) for data access, blending and governance has been demonstrated and documented numerous times. However, perhaps less well known is how PDI as a platform, with all its data munging[1] power, is ideally suited to orchestrate and automate up to three stages of the CRISP-DM[2] life-cycle for the data science practitioner: generic data preparation/feature engineering, predictive modeling, and model deployment. By "generic data preparation" we are referring to the process of connecting to (potentially) multiple heterogeneous data sources and then joining, blending, cleaning, filtering, deriving and denormalizing data so that it ready for consumption by machine learning (ML) algorithms. Further ML-specific data transformations, such as supervised discretization, one-hot encoding etc. can then be applied as needed in an ML tool. For the data scientist, PDI can be used to remove the repetitive drudgery involved with manually performing similar data preparation processes repetitively, from one dataset to the next.

Motivation: A major challenge in the development of machine learning based methods in computational biology is that data may not be accurately labeled due to the time and resources required for experimentally annotating properties of proteins and DNA sequences. Standard supervised learning algorithms assume accurate instance-level labeling of training data. Multiple instance learning is a paradigm for handling such labeling ambiguities. However, the widely used large-margin classification methods for multiple instance learning are heuristic in nature with high computational requirements. In this paper, we present stochastic sub-gradient optimization large margin algorithms for multiple instance classification and ranking, and provide them in a software suite called pyLEMMINGS. Results: We have tested pyLEMMINGS on a number of bioinformatics problems as well as benchmark datasets. pyLEMMINGS has successfully been able to identify functionally important segments of proteins: binding sites in Calmodulin binding proteins, prion forming regions, and amyloid cores. pyLEMMINGS achieves state-of-the-art performance in all these tasks, demonstrating the value of multiple instance learning. Furthermore, our method has shown more than 100-fold improvement in terms of running time as compared to heuristic solutions with improved accuracy over benchmark datasets. Availability and Implementation: pyLEMMINGS python package is available for download at: http://faculty.pieas.edu.pk/fayyaz/software.html#pylemmings.

Excellent ranking power along with well calibrated probability estimates are needed in many classification tasks. In this paper, we introduce a technique, Calibrated Boosting-Forest that captures both. This novel technique is an ensemble of gradient boosting machines that can support both continuous and binary labels. While offering superior ranking power over any individual regression or classification model, Calibrated Boosting-Forest is able to preserve well calibrated posterior probabilities. Along with these benefits, we provide an alternative to the tedious step of tuning gradient boosting machines. We demonstrate that tuning Calibrated Boosting-Forest can be reduced to a simple hyper-parameter selection. We further establish that increasing this hyper-parameter improves the ranking performance under a diminishing return. We examine the effectiveness of Calibrated Boosting-Forest on ligand-based virtual screening where both continuous and binary labels are available and compare the performance of Calibrated Boosting-Forest with logistic regression, gradient boosting machine and deep learning. Calibrated Boosting-Forest achieved an approximately 48% improvement compared to a state-of-art deep learning model. Moreover, it achieved around 95% improvement on probability quality measurement compared to the best individual gradient boosting machine. Calibrated Boosting-Forest offers a benchmark demonstration that in the field of ligand-based virtual screening, deep learning is not the universally dominant machine learning model and good calibrated probabilities can better facilitate virtual screening process.