Modern high-dimensional methods often adopt the ``bet on sparsity'' principle, while in supervised multivariate learning statisticians may face ``dense'' problems with a large number of nonzero coefficients. This paper proposes a novel clustered reduced-rank learning (CRL) framework that imposes two joint matrix regularizations to automatically group the features in constructing predictive factors. CRL is more interpretable than low-rank modeling and relaxes the stringent sparsity assumption in variable selection. In this paper, new information-theoretical limits are presented to reveal the intrinsic cost of seeking for clusters, as well as the blessing from dimensionality in multivariate learning. Moreover, an efficient optimization algorithm is developed, which performs subspace learning and clustering with guaranteed convergence. The obtained fixed-point estimators, though not necessarily globally optimal, enjoy the desired statistical accuracy beyond the standard likelihood setup under some regularity conditions. Moreover, a new kind of information criterion, as well as its scale-free form, is proposed for cluster and rank selection, and has a rigorous theoretical support without assuming an infinite sample size. Extensive simulations and real-data experiments demonstrate the statistical accuracy and interpretability of the proposed method.

Clinical decision support tools rooted in machine learning and optimization can provide significant value to healthcare providers, including through better management of intensive care units. In particular, it is important that the patient discharge task addresses the nuanced trade-off between decreasing a patient's length of stay (and associated hospitalization costs) and the risk of readmission or even death following the discharge decision. This work introduces an end-to-end general framework for capturing this trade-off to recommend optimal discharge timing decisions given a patient's electronic health records. A data-driven approach is used to derive a parsimonious, discrete state space representation that captures a patient's physiological condition. Based on this model and a given cost function, an infinite-horizon discounted Markov decision process is formulated and solved numerically to compute an optimal discharge policy, whose value is assessed using off-policy evaluation strategies. Extensive numerical experiments are performed to validate the proposed framework using real-life intensive care unit patient data.

Pattern discovery in multidimensional data sets has been a subject of research since decades. There exists a wide spectrum of clustering algorithms that can be used for that purpose. However, their practical applications share in common the post-clustering phase, which concerns expert-based interpretation and analysis of the obtained results. We argue that this can be a bottleneck of the process, especially in the cases where domain knowledge exists prior to clustering. Such a situation requires not only a proper analysis of automatically discovered clusters, but also a conformance checking with existing knowledge. In this work, we present Knowledge Augmented Clustering (KnAC), which main goal is to confront expert-based labelling with automated clustering for the sake of updating and refining the former. Our solution does not depend on any ready clustering algorithm, nor introduce one. Instead KnAC can serve as an augmentation of an arbitrary clustering algorithm, making the approach robust and model-agnostic. We demonstrate the feasibility of our method on artificially, reproducible examples and on a real life use case scenario.

The main focus of information retrieval methods is to provide accurate and efficient results which are cost-effective too. LINGO (Label Induction Grouping Algorithm) is a clustering algorithm that aims to provide search results in form of quality clusters but also has a few limitations. In this paper, our focus is based on achieving results that are more meaningful and improving the overall performance of the algorithm. LINGO works on two main steps; Cluster Label Induction by using Latent Semantic Indexing technique (LSI) and Cluster content discovery by using the Vector Space Model (VSM). As LINGO uses VSM in cluster content discovery, our task is to replace VSM with LSI for cluster content discovery and to analyze the feasibility of using LSI with Okapi BM25. The next task is to compare the results of a modified method with the LINGO original method. The research is applied to five different text-based data sets to get more reliable results for every method. Research results show that LINGO produces 40-50% better results when using LSI for content Discovery. From theoretical evidence using Okapi BM25 for scoring method in LSI (LSI+Okapi BM25) for cluster content discovery instead of VSM, also results in better clusters generation in terms of scalability and performance when compares to both VSM and LSI's Results.

Minimizing privacy leakage while ensuring data utility is a critical problem to data holders in a privacy-preserving data publishing task. Most prior research concerns only with one type of data and resorts to a single obscuring method, \eg, obfuscation or generalization, to achieve a privacy-utility tradeoff, which is inadequate for protecting real-life heterogeneous data and is hard to defend ever-growing machine learning based inference attacks. This work takes a pilot study on privacy-preserving data publishing when both generalization and obfuscation operations are employed for heterogeneous data protection. To this end, we first propose novel measures for privacy and utility quantification and formulate the hybrid privacy-preserving data obscuring problem to account for the joint effect of generalization and obfuscation. We then design a novel hybrid protection mechanism called HyObscure, to cross-iteratively optimize the generalization and obfuscation operations for maximum privacy protection under a certain utility guarantee. The convergence of the iterative process and the privacy leakage bound of HyObscure are also provided in theory. Extensive experiments demonstrate that HyObscure significantly outperforms a variety of state-of-the-art baseline methods when facing various inference attacks under different scenarios. HyObscure also scales linearly to the data size and behaves robustly with varying key parameters.

Assessing the effects of the energy transition and liberalization of energy markets on resource adequacy is an increasingly important and demanding task. The rising complexity in energy systems requires adequate methods for energy system modeling leading to increased computational requirements. Furthermore, with complexity, uncertainty increases likewise calling for probabilistic assessments and scenario analyses. To adequately and efficiently address these various requirements, new methods from the field of data science are needed to accelerate current methods. With our systematic literature review, we want to close the gap between the three disciplines (1) assessment of security of electricity supply, (2) artificial intelligence, and (3) design of experiments. For this, we conduct a large-scale quantitative review on selected fields of application and methods and make a synthesis that relates the different disciplines to each other. Among other findings, we identify metamodeling of complex security of electricity supply models using AI methods and applications of AI-based methods for forecasts of storage dispatch and (non-)availabilities as promising fields of application that have not sufficiently been covered, yet. We end with deriving a new methodological pipeline for adequately and efficiently addressing the present and upcoming challenges in the assessment of security of electricity supply.

We revisit the classic database of weighted-P4s which admit Calabi-Yau 3-fold hypersurfaces equipped with a diverse set of tools from the machine-learning toolbox. Unsupervised techniques identify an unanticipated almost linear dependence of the topological data on the weights. This then allows us to identify a previously unnoticed clustering in the Calabi-Yau data. Supervised techniques are successful in predicting the topological parameters of the hypersurface from its weights with an accuracy of R^2 > 95%. Supervised learning also allows us to identify weighted-P4s which admit Calabi-Yau hypersurfaces to 100% accuracy by making use of partitioning supported by the clustering behaviour.

We propose a new algorithm that learns from a set of input-output pairs. Our algorithm is designed for populations where the relation between the input variables and the output variable exhibits a heterogeneous behavior across the predictor space. The algorithm starts with generating subsets that are concentrated around random points in the input space. This is followed by training a local predictor for each subset. Those predictors are then combined in a novel way to yield an overall predictor. We call this algorithm "LEarning with Subset Stacking" or LESS, due to its resemblance to method of stacking regressors. We compare the testing performance of LESS with the state-of-the-art methods on several datasets. Our comparison shows that LESS is a competitive supervised learning method. Moreover, we observe that LESS is also efficient in terms of computation time and it allows a straightforward parallel implementation.

The main objective of this paper is to outline a theoretical framework to characterise humans' decision-making strategies under uncertainty, in particular active learning in a black-box optimization task and trading-off between information gathering (exploration) and reward seeking (exploitation). Humans' decisions making according to these two objectives can be modelled in terms of Pareto rationality. If a decision set contains a Pareto efficient strategy, a rational decision maker should always select the dominant strategy over its dominated alternatives. A distance from the Pareto frontier determines whether a choice is Pareto rational. To collect data about humans' strategies we have used a gaming application that shows the game field, with previous decisions and observations, as well as the score obtained. The key element in this paper is the representation of behavioural patterns of human learners as a discrete probability distribution. This maps the problem of the characterization of humans' behaviour into a space whose elements are probability distributions structured by a distance between histograms, namely the Wasserstein distance (WST). The distributional analysis gives new insights about human search strategies and their deviations from Pareto rationality. Since the uncertainty is one of the two objectives defining the Pareto frontier, the analysis has been performed for three different uncertainty quantification measures to identify which better explains the Pareto compliant behavioural patterns. Beside the analysis of individual patterns WST has also enabled a global analysis computing the barycenters and WST k-means clustering. A further analysis has been performed by a decision tree to relate non-Paretian behaviour, characterized by exasperated exploitation, to the dynamics of the evolution of the reward seeking process.

With unsupervised clustering, we aim to determine "natural" or "data-driven" groups in the data without using apriori knowledge about labels or categories. The challenge of using different unsupervised clustering methods is that it will result in different partitioning of the samples and thus different groupings since each method implicitly impose a structure on the data. Thus the question arises; What is a "good" clustering? Figure 2A depicts a bunch of samples in a 2-dimensional space. Intuitively we may describe it as a group of samples (aka the images) that are cluttered together. I would state that there are two clusters without using any label information.