The consequences of recent criticisms of statistical tests have breathed brand new life into some very old howlers, many of which have been discussed on this blog. What is not funny, though, is how standard notions such as frequentist error probabilities are being redefined in the process, and how we now have arguments built on equivocations. In fact, there are official guidebooks for the statistically perplexed giving inconsistent definitions to the same term (See for just 1 of many examples this post). How much more perplexed will that leave us! Since it's near the 5-year anniversary of this blog, tonight let's listen in to a new comedy hour mixing one from 3 years ago with some add-ons*.

Label ranking aims to learn a mapping from instances to rankings over a finite number of predefined labels. Random forest is a powerful and one of the most successfully general-purpose machine learning algorithms of modern times. In the literature, there seems no research has yet been done in applying random forest to label ranking. In this paper, We present a powerful random forest label ranking method which uses random decision trees to retrieve nearest neighbors that are not only similar in the feature space but also in the ranking space. We have developed a novel two-step rank aggregation strategy to effectively aggregate neighboring rankings discovered by the random forest into a final predicted ranking. Compared with existing methods, the new random forest method has many advantages including its intrinsically scalable tree data structure, highly parallel-able computational architecture and much superior performances. We present extensive experimental results to demonstrate that our new method achieves the best predictive accuracy performances compared with state-of-the-art methods for datasets with complete ranking and datasets with only partial ranking information.

We consider the setting where a collection of time series, modeled as random processes, evolve in a causal manner, and one is interested in learning the graph governing the relationships of these processes. A special case of wide interest and applicability is the setting where the noise is Gaussian and relationships are Markov and linear. We study this setting with two additional features: firstly, each random process has a hidden (latent) state, which we use to model the internal memory possessed by the variables (similar to hidden Markov models). Secondly, each variable can depend on its latent memory state through a random lag (rather than a fixed lag), thus modeling memory recall with differing lags at distinct times. Under this setting, we develop an estimator and prove that under a genericity assumption, the parameters of the model can be learned consistently. We also propose a practical adaption of this estimator, which demonstrates significant performance gains in both synthetic and real-world datasets.

Non-invasive myoelectric prostheses require a long training time to obtain satisfactory control dexterity. These training times could possibly be reduced by leveraging over training efforts by previous subjects. So-called domain adaptation algorithms formalize this strategy and have indeed been shown to significantly reduce the amount of required training data for intact subjects for myoelectric movements classification. It is not clear, however, whether these results extend also to amputees and, if so, whether prior information from amputees and intact subjects is equally useful. To overcome this problem, we evaluated several domain adaptation algorithms on data coming from both amputees and intact subjects. Our findings indicate that: (1) the use of previous experience from other subjects allows us to reduce the training time by about an order of magnitude; (2) this improvement holds regardless of whether an amputee exploits previous information from other amputees or from intact subjects.

This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly detection benchmarks that vary in their construction across several dimensions we deem important to real-world applications: (a) point difficulty, (b) relative frequency of anomalies, (c) clusteredness of anomalies, and (d) relevance of features. We apply a representative set of anomaly detection algorithms to this corpus, yielding a very large collection of experimental results. We analyze these results to understand many phenomena observed in previous work. First we observe the effects of experimental design on experimental results. Second, results are evaluated with two metrics, ROC Area Under the Curve and Average Precision. We employ statistical hypothesis testing to demonstrate the value (or lack thereof) of our benchmarks. We then offer several approaches to summarizing our experimental results, drawing several conclusions about the impact of our methodology as well as the strengths and weaknesses of some algorithms. Last, we compare results against a trivial solution as an alternate means of normalizing the reported performance of algorithms. The intended contributions of this article are many; in addition to providing a large publicly-available corpus of anomaly detection benchmarks, we provide an ontology for describing anomaly detection contexts, a methodology for controlling various aspects of benchmark creation, guidelines for future experimental design and a discussion of the many potential pitfalls of trying to measure success in this field.

Steven Levy has published an in-depth article about Apple's artificial intelligence and machine learning efforts, after meeting with senior executives Craig Federighi, Eddy Cue, Phil Schiller, and two Siri scientists at the company's headquarters. Apple provided Levy with a closer look at how machine learning is deeply integrated into Apple software and services, led by Siri, which the article reveals has been powered by a neural-net based system since 2014. Apple said the backend change greatly improved the personal assistant's accuracy. "This was one of those things where the jump was so significant that you do the test again to make sure that somebody didn't drop a decimal place," says Eddy Cue, Apple's senior vice president of internet software and services.Alex Acero, who leads the Siri speech team at Apple, said Siri's error rate has been lowered by more than a factor of two in many cases. "The error rate has been cut by a factor of two in all the languages, more than a factor of two in many cases," says Acero. "That's mostly due to deep learning and the way we have optimized it -- not just the algorithm itself but in the context of the whole end-to-end product."Acero

This was the most often asked question at this year's Blackhat Conference 2016, especially for anyone with even a scent of Machine Learning algorithms in their product. With the biggest issue facing the SOC being the inability to sift through 1,000's of alerts per day due to a shortage in employees. It doesn't take a genius to get to the question of what it's going to cost me in man hours to sift through a new mouse-traps false positives. How many more Junior Analyst do I need to add to my team to look over my box? In the last five years I've watched more and more SOCs being built on the backs of Junior Security Analyst.

Naive Bayes classifiers, a family of classifiers that are based on the popular Bayes' probability theorem, are known for creating simple yet well performing models, especially in the fields of document classification and disease prediction. In this first part of a series, we will take a look at the theory of naive Bayes classifiers and introduce the basic concepts of text classification. In following articles, we will implement those concepts to train a naive Bayes spam filter and apply naive Bayes to song classification based on lyrics. Starting more than half a century ago, scientists became very serious about addressing the question: "Can we build a model that learns from available data and automatically makes the right decisions and predictions?" Looking back, this sounds almost like a rhetoric question, and the answer can be found in numerous applications that are emerging from the fields of pattern classification, machine learning, and artificial intelligence. Data from various sensoring devices combined with powerful learning algorithms and domain knowledge led to many great inventions that we now take for granted in our everyday life: Internet queries via search engines like Google, text recognition at the post office, barcode scanners at the supermarket, the diagnosis of diseases, speech recognition by Siri or Google Now on our mobile phone, just to name a few.

In this short tutorial I want to provide a short overview of some of my favorite Python tools for common procedures as entry points for general pattern classification and machine learning tasks, and various other data analyses. In this section want to recommend a way for installing the required Python-packages packages if you have not done so, yet. Otherwise you can skip this part. Although they can be installed step-by-step "manually", but I highly recommend you to take a look at the Anaconda Python distribution for scientific computing. Anaconda is distributed by Continuum Analytics, but it is completely free and includes more than 195 packages for science and data analysis as of today.

A Support Vector Machine (SVM) is a classification method that samples hyperplanes which separate between two or multiple classes. Eventually, the hyperplane with the highest margin is retained, where "margin" is defined as the minimum distance from sample points to the hyperplane. The sample point(s) that form margin are called support vectors and establish the final SVM model. Bayes classifiers are based on a statistical model (i.e., Bayes theorem: calculating posterior probabilities based on the prior probability and the so-called likelihood). A Naive Bayes classifier assumes that all attributes are conditionally independent, thereby, computing the likelihood is simplified to the product of the conditional probabilities of observing individual attributes given a particular class label. Artificial Neural Networks (ANN) are graph-like classifiers that mimic the structure of a human or animal "brain" where the interconnected nodes represent the neurons. Decision tree classifiers are tree like graphs, where nodes in the graph test certain conditions on a particular set of features, and branches split the decision towards the leaf nodes. Leaves represent lowest level in the graph and determine the class labels. Optimal tree are trained by minimizing Gini impurity, or maximizing information gain.