Performance Analysis
Optimal change point detection in Gaussian processes
Keshavarz, Hossein, Scott, Clayton, Nguyen, XuanLong
We study the problem of detecting a change in the mean of one-dimensional Gaussian process data. This problem is investigated in the setting of increasing domain (customarily employed in time series analysis) and in the setting of fixed domain (typically arising in spatial data analysis). We propose a detection method based on the generalized likelihood ratio test (GLRT), and show that our method achieves nearly asymptotically optimal rate in the minimax sense, in both settings. The salient feature of the proposed method is that it exploits in an efficient way the data dependence captured by the Gaussian process covariance structure. When the covariance is not known, we propose the plug-in GLRT method and derive conditions under which the method remains asymptotically near optimal. By contrast, the standard CUSUM method, which does not account for the covariance structure, is shown to be asymptotically optimal only in the increasing domain. Our algorithms and accompanying theory are applicable to a wide variety of covariance structures, including the Matern class, the powered exponential class, and others. The plug-in GLRT method is shown to perform well for maximum likelihood estimators with a dense covariance matrix.
An Efficient Pseudo-likelihood Method for Sparse Binary Pairwise Markov Network Estimation
Geng, Sinong, Kuang, Zhaobin, Page, David
The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression problem. In this way, many insights and optimization procedures for sparse logistic regression can be applied to the learning of discrete Markov networks. Specifically, we use the coordinate descent algorithm for generalized linear models with convex penalties, combined with strong screening rules, to solve the pseudo-likelihood problem with $L_1$ regularization. Therefore a substantial speedup without losing any accuracy can be achieved. Furthermore, this method is more stable than the node-wise logistic regression approach on unbalanced high-dimensional data when penalized by small regularization parameters. Thorough numerical experiments on simulated data and real world data demonstrate the advantages of the proposed method.
Causality on Longitudinal Data: Stable Specification Search in Constrained Structural Equation Modeling
Rahmadi, Ridho, Groot, Perry, van Rijn, Marieke HC, Brand, Jan AJG van den, Heins, Marianne, Knoop, Hans, Heskes, Tom
A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for longitudinal data, that is robust for finite samples based on recent advances in stability selection using subsampling and selection algorithms. Our approach uses exploratory search but allows incorporation of prior knowledge, e.g., the absence of a particular causal relationship between two specific variables. We represent causal relationships using structural equation models. Models are scored along two objectives: the model fit and the model complexity. Since both objectives are often conflicting we apply a multi-objective evolutionary algorithm to search for Pareto optimal models. To handle the instability of small finite data samples, we repeatedly subsample the data and select those substructures (from the optimal models) that are both stable and parsimonious. These substructures can be visualized through a causal graph. Our more exploratory approach achieves at least comparable performance as, but often a significant improvement over state-of-the-art alternative approaches on a simulated data set with a known ground truth. We also present the results of our method on three real-world longitudinal data sets on chronic fatigue syndrome, Alzheimer disease, and chronic kidney disease. The findings obtained with our approach are generally in line with results from more hypothesis-driven analyses in earlier studies and suggest some novel relationships that deserve further research.
Carbon Black warns that artificial intelligence is not a silver bullet
The research, which Carbon Black says looked "Beyond the Hype" found that the roles of AI and ML in preventing cyber-attacks have been met with both hope and skepticism. The vast majority (93 percent) of the 400 security researchers interviewed while conducting this research said non-malware attacks pose more of a business risk than commodity malware attacks, and more importantly that these are often not stopped by traditional anti-virus offerings. Mike Viscuso, co-founder and CTO of Carbon Black told SC Media UK: "Researchers have reported seeing an increase in the number, and sophistication, of non-malware attacks. These attacks are specifically designed to evade file-based prevention mechanisms and leverage native operating system tools to keep attackers under the radar." One respondent explained: "Most users seem to be familiar with the idea that their computer or network may have accidentally become infected with a virus, but rarely consider a person who is actually attacking them in a more proactive and targeted manner."
Finding Common Characteristics Among NBA Playoff and Championship Teams: A Machine Learning Approach
In this paper, we employ machine learning techniques to analyze seventeen seasons (1999-2000 to 2015-2016) of NBA regular season data from every team to determine the common characteristics among NBA playoff teams. Each team was characterized by 26 predictor variables and one binary response variable taking on a value of "TRUE" if a team had made the playoffs, and value of "FALSE" if a team had missed the playoffs. After fitting an initial classification tree to this problem, this tree was then pruned which decreased the test error rate. Further to this, a random forest of classification trees was grown which provided a very accurate model from which a variable importance plot was generated to determine which predictor variables had the greatest influence on the response variable. The result of this work was the conclusion that the most important factors in characterizing a team's playoff eligibility are a team's opponent number of assists per game, a team's opponent number of made two point shots per game, and a team's number of steals per game. This seems to suggest that defensive factors as opposed to offensive factors are the most important characteristics shared among NBA playoff teams. We then use neural networks to classify championship teams based on regular season data. From this, we show that the most important factor in a team not winning a championship is that team's opponent number of made three-point shots per game. This once again implies that defensive characteristics are of great importance in not only determining a team's playoff eligibility, but certainly, one can conclude that a lack of perimeter defense negatively impacts a team's championship chances in a given season. Further, it is shown that made two-point shots and defensive rebounding are by far the most important factor in a team's chances at winning a championship in a given season.
Scalable Bayesian Rule Lists
Yang, Hongyu, Rudin, Cynthia, Seltzer, Margo
We present an algorithm for building probabilistic rule lists that is two orders of magnitude faster than previous work. Rule list algorithms are competitors for decision tree algorithms. They are associative classifiers, in that they are built from pre-mined association rules. They have a logical structure that is a sequence of IF-THEN rules, identical to a decision list or one-sided decision tree. Instead of using greedy splitting and pruning like decision tree algorithms, we fully optimize over rule lists, striking a practical balance between accuracy, interpretability, and computational speed. The algorithm presented here uses a mixture of theoretical bounds (tight enough to have practical implications as a screening or bounding procedure), computational reuse, and highly tuned language libraries to achieve computational efficiency. Currently, for many practical problems, this method achieves better accuracy and sparsity than decision trees; further, in many cases, the computational time is practical and often less than that of decision trees. The result is a probabilistic classifier (which estimates P(y = 1|x) for each x) that optimizes the posterior of a Bayesian hierarchical model over rule lists.
Multilabel Classification with R Package mlr
Probst, Philipp, Au, Quay, Casalicchio, Giuseppe, Stachl, Clemens, Bischl, Bernd
We implemented several multilabel classification algorithms in the machine learning package mlr. The implemented methods are binary relevance, classifier chains, nested stacking, dependent binary relevance and stacking, which can be used with any base learner that is accessible in mlr. Moreover, there is access to the multilabel classification versions of randomForestSRC and rFerns. All these methods can be easily compared by different implemented multilabel performance measures and resampling methods in the standardized mlr framework. In a benchmark experiment with several multilabel datasets, the performance of the different methods is evaluated.
WWE WrestleMania 33: Live Stream Info, Free Kickoff Show, PPV Details For 2017 Show
The biggest WWE event of 2017 is finally here. WrestleMania 33 gets underway Sunday afternoon at Camping World Stadium in Orlando, marking the unofficial end of the wrestling season. Fans can watch WrestleMania 33 with a live stream on WWE Network, for which a subscription costs $9.99 per month. New subscribers, however, will get their first month for free, including WrestleMania 33. Buying WrestleMania 33 on pay-per-view costs $64.99, and it has a 7 p.m. EDT start time. Eleven matches are scheduled for the PPV, but the other two WrestleMania 33 matches can be seen for free by anyone.
Distilling Information Reliability and Source Trustworthiness from Digital Traces
Tabibian, Behzad, Valera, Isabel, Farajtabar, Mehrdad, Song, Le, Schölkopf, Bernhard, Gomez-Rodriguez, Manuel
Online knowledge repositories typically rely on their users or dedicated editors to evaluate the reliability of their content. These evaluations can be viewed as noisy measurements of both information reliability and information source trustworthiness. Can we leverage these noisy evaluations, often biased, to distill a robust, unbiased and interpretable measure of both notions? In this paper, we argue that the temporal traces left by these noisy evaluations give cues on the reliability of the information and the trustworthiness of the sources. Then, we propose a temporal point process modeling framework that links these temporal traces to robust, unbiased and interpretable notions of information reliability and source trustworthiness. Furthermore, we develop an efficient convex optimization procedure to learn the parameters of the model from historical traces. Experiments on real-world data gathered from Wikipedia and Stack Overflow show that our modeling framework accurately predicts evaluation events, provides an interpretable measure of information reliability and source trustworthiness, and yields interesting insights about real-world events.
Naive Bayes Example using Golf Dataset
The following notebook works through a really simple example of a Naive Bayes implementation. The aim of this machine learning application is to predict whether or not to play golf based on Weather conditions. Here we are going to read in the golf.csv This will read our CSV file into a pandas data frame. As with any Data Science application, data cleansing and feature selection play a vital role.