This book presents a methodology and philosophy of empirical science based on large scale lossless data compression. In this view a theory is scientific if it can be used to build a data compression program, and it is valuable if it can compress a standard benchmark database to a small size, taking into account the length of the compressor itself. This methodology therefore includes an Occam principle as well as a solution to the problem of demarcation. Because of the fundamental difficulty of lossless compression, this type of research must be empirical in nature: compression can only be achieved by discovering and characterizing empirical regularities in the data. Because of this, the philosophy provides a way to reformulate fields such as computer vision and computational linguistics as empirical sciences: the former by attempting to compress databases of natural images, the latter by attempting to compress large text databases. The book argues that the rigor and objectivity of the compression principle should set the stage for systematic progress in these fields. The argument is especially strong in the context of computer vision, which is plagued by chronic problems of evaluation. The book also considers the field of machine learning. Here the traditional approach requires that the models proposed to solve learning problems be extremely simple, in order to avoid overfitting. However, the world may contain intrinsically complex phenomena, which would require complex models to understand. The compression philosophy can justify complex models because of the large quantity of data being modeled (if the target database is 100 Gb, it is easy to justify a 10 Mb model). The complex models and abstractions learned on the basis of the raw data (images, language, etc) can then be reused to solve any specific learning problem, such as face recognition or machine translation.

The article proposes an expert system for detection, and subsequent investigation, of groups of collaborating automobile insurance fraudsters. The system is described and examined in great detail, several technical difficulties in detecting fraud are also considered, for it to be applicable in practice. Opposed to many other approaches, the system uses networks for representation of data. Networks are the most natural representation of such a relational domain, allowing formulation and analysis of complex relations between entities. Fraudulent entities are found by employing a novel assessment algorithm, \textit{Iterative Assessment Algorithm} (\textit{IAA}), also presented in the article. Besides intrinsic attributes of entities, the algorithm explores also the relations between entities. The prototype was evaluated and rigorously analyzed on real world data. Results show that automobile insurance fraud can be efficiently detected with the proposed system and that appropriate data representation is vital.

The goal of our research is to find patterns of EEG activity that will allow us to correctly identify seizures in living rats using machine learning techniques. Features are extracted from the EEG to characterize the signal over time. We perform model selection to reduce the set of features, as the goal is to have the algorithm running on a small personal device. The chosen features are used within a supervised classifier, based on randomized forests, in order to separate the different brain states. One of the challenges of this research is to detect all seizures, while preserving a low false positive rate, and low detection latency. We present results showing we can achieve this using data from three separate animals. The long-term goal of this research is to use this seizure detection method as part of a closed-loop adaptive neuro-stimulation device to reduce the incidence and duration of seizures.

In this article, we advocate the ensemble approach for variable selection. We point out that the stochastic mechanism used to generate the variable-selection ensemble (VSE) must be picked with care. We construct a VSE using a stochastic stepwise algorithm, and compare its performance with numerous state-of-the-art algorithms.

A computational challenge to validate the candidate disease genes identified in a high-throughput genomic study is to elucidate the associations between the set of candidate genes and disease phenotypes. The conventional gene set enrichment analysis often fails to reveal associations between disease phenotypes and the gene sets with a short list of poorly annotated genes, because the existing annotations of disease causative genes are incomplete. We propose a network-based computational approach called rcNet to discover the associations between gene sets and disease phenotypes. Assuming coherent associations between the genes ranked by their relevance to the query gene set, and the disease phenotypes ranked by their relevance to the hidden target disease phenotypes of the query gene set, we formulate a learning framework maximizing the rank coherence with respect to the known disease phenotype-gene associations. An efficient algorithm coupling ridge regression with label propagation, and two variants are introduced to find the optimal solution of the framework. We evaluated the rcNet algorithms and existing baseline methods with both leave-one-out cross-validation and a task of predicting recently discovered disease-gene associations in OMIM. The experiments demonstrated that the rcNet algorithms achieved the best overall rankings compared to the baselines. To further validate the reproducibility of the performance, we applied the algorithms to identify the target diseases of novel candidate disease genes obtained from recent studies of GWAS, DNA copy number variation analysis, and gene expression profiling. The algorithms ranked the target disease of the candidate genes at the top of the rank list in many cases across all the three case studies. The rcNet algorithms are available as a webtool for disease and gene set association analysis at http://compbio.cs.umn.edu/dgsa_rcNet.

Privacy-preserving machine learning algorithms are crucial for the increasingly common setting in which personal data, such as medical or financial records, are analyzed. We provide general techniques to produce privacy-preserving approximations of classifiers learned via (regularized) empirical risk minimization (ERM). These algorithms are private under the $\epsilon$-differential privacy definition due to Dwork et al. (2006). First we apply the output perturbation ideas of Dwork et al. (2006), to ERM classification. Then we propose a new method, objective perturbation, for privacy-preserving machine learning algorithm design. This method entails perturbing the objective function before optimizing over classifiers. If the loss and regularizer satisfy certain convexity and differentiability criteria, we prove theoretical results showing that our algorithms preserve privacy, and provide generalization bounds for linear and nonlinear kernels. We further present a privacy-preserving technique for tuning the parameters in general machine learning algorithms, thereby providing end-to-end privacy guarantees for the training process. We apply these results to produce privacy-preserving analogues of regularized logistic regression and support vector machines. We obtain encouraging results from evaluating their performance on real demographic and benchmark data sets. Our results show that both theoretically and empirically, objective perturbation is superior to the previous state-of-the-art, output perturbation, in managing the inherent tradeoff between privacy and learning performance.

Inspired by biological vision systems, the over-complete local features with huge cardinality are increasingly used for face recognition during the last decades. Accordingly, feature selection has become more and more important and plays a critical role for face data description and recognition. In this paper, we propose a trainable feature selection algorithm based on the regularized frame for face recognition. By enforcing a sparsity penalty term on the minimum squared error (MSE) criterion, we cast the feature selection problem into a combinatorial sparse approximation problem, which can be solved by greedy methods or convex relaxation methods. Moreover, based on the same frame, we propose a sparse Ho-Kashyap (HK) procedure to obtain simultaneously the optimal sparse solution and the corresponding margin vector of the MSE criterion. The proposed methods are used for selecting the most informative Gabor features of face images for recognition and the experimental results on benchmark face databases demonstrate the effectiveness of the proposed methods.

Unsupervised two-view learning, or detection of dependencies between two paired data sets, is typically done by some variant of canonical correlation analysis (CCA). CCA searches for a linear projection for each view, such that the correlations between the projections are maximized. The solution is invariant to any linear transformation of either or both of the views; for tasks with small sample size such flexibility implies overfitting, which is even worse for more flexible nonparametric or kernel-based dependency discovery methods. We develop variants which reduce the degrees of freedom by assuming constraints on similarity of the projections in the two views. A particular example is provided by a cancer gene discovery application where chromosomal distance affects the dependencies between gene copy number and activity levels. Similarity constraints are shown to improve detection performance of known cancer genes.

A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To address this issue, we further extend the correlation learning to marginal nonparametric learning. Our nonparametric independence screening is called NIS, a specific member of the sure independence screening. Several closely related variable screening procedures are proposed. Under the nonparametric additive models, it is shown that under some mild technical conditions, the proposed independence screening methods enjoy a sure screening property. The extent to which the dimensionality can be reduced by independence screening is also explicitly quantified. As a methodological extension, an iterative nonparametric independence screening (INIS) is also proposed to enhance the finite sample performance for fitting sparse additive models. The simulation results and a real data analysis demonstrate that the proposed procedure works well with moderate sample size and large dimension and performs better than competing methods.

Performing effective preference-based data retrieval requires detailed and preferentially meaningful structurized information about the current user as well as the items under consideration. A common problem is that representations of items often only consist of mere technical attributes, which do not resemble human perception. This is particularly true for integral items such as movies or songs. It is often claimed that meaningful item features could be extracted from collaborative rating data, which is becoming available through social networking services. However, there is only anecdotal evidence supporting this claim; but if it is true, the extracted information could very valuable for preference-based data retrieval. In this paper, we propose a methodology to systematically check this common claim. We performed a preliminary investigation on a large collection of movie ratings and present initial evidence.