Multiple product attributes like dimensions, weight, fragility, liquid content etc. determine the package type used by e-commerce companies to ship products. Sub-optimal package types lead to damaged shipments, incurring huge damage related costs and adversely impacting the company's reputation for safe delivery. Items can be shipped in more protective packages to reduce damage costs, however this increases the shipment costs due to expensive packaging and higher transportation costs. In this work, we propose a multi-stage approach that trades-off between shipment and damage costs for each product, and accurately assigns the optimal package type using a scalable, computationally efficient linear time algorithm. A simple binary search algorithm is presented to find the hyper-parameter that balances between the shipment and damage costs. Our approach when applied to choosing package type for Amazon shipments, leads to significant cost savings of tens of millions of dollars in emerging marketplaces, by decreasing both the overall shipment cost and the number of in-transit damages. Our algorithm is live and deployed in the production system where, package types for more than 130,000 products have been modified based on the model's recommendation, realizing a reduction in damage rate of 24%.

Personal privacy information may be exposed with the unprecedented availability of datasets, so there is increasing requirement that statistical analysis of such datasets should protect individual privacy. As [6] describes, differential privacy addresses the paradox of learning nothing about an individual while learning useful information about a population. Over the past few years, differential privacy has been investigated in machine learning [1] and has been applied in the real world, see for example [8]. Recently, [3] formulates a general lower bound argument for minimax risks with differential privacy constraints, and applies this argument to high-dimensional mean estimation and linear regression problems. In this paper, three privacy preserving methods are proposed for median regression, which is a special case of quantile regression. Quantile regression was first introduced in [12], which aims to estimate and conduct inference about conditional quantile functions. In recent years, quantile regression has become a comprehensive method for statistical analysis of response models and it has been widely used in reality, such as survival analysis and economics, see for example, [14], [20] and [15]. The fact that the median regression takes least absolute deviation as its objective function to estimate parameters has been known among statisticians [12].

Due to its strong interpretability, linear regression is widely used in social science, from which significance test provides the significance level of models or coefficients in the traditional statistical inference. However, linear regression methods rely on the linear assumptions of the ground truth function, which do not necessarily hold in practice. As a result, even for simple non-linear cases, linear regression may fail to report the correct significance level. In this paper, we present a simple and effective assumption-free method for linear approximation in both linear and non-linear scenarios. First, we apply a machine learning method to fit the ground truth function on the training set and calculate its linear approximation. Afterward, we get the estimator by adding adjustments based on the validation set. We prove the concentration inequalities and asymptotic properties of our estimator, which leads to the corresponding significance test. Experimental results show that our estimator significantly outperforms linear regression for non-linear ground truth functions, indicating that our estimator might be a better tool for the significance test.

Topological Data Analysis (TDA) provides novel approaches that allow us to analyze the geometrical shapes and topological structures of a dataset. As one important application, TDA can be used for data visualization and dimension reduction. We follow the framework of circular coordinate representation, which allows us to perform dimension reduction and visualization for high-dimensional datasets on a torus using persistent cohomology. In this paper, we propose a method to adapt the circular coordinate framework to take into account sparsity in high-dimensional applications. We use a generalized penalty function instead of an $L_{2}$ penalty in the traditional circular coordinate algorithm. We provide simulation experiments and real data analysis to support our claim that circular coordinates with generalized penalty will accommodate the sparsity in high-dimensional datasets under different sampling schemes while preserving the topological structures.

We study the convergence rates of the EM algorithm for learning two-component mixed linear regression under all regimes of signal-to-noise ratio (SNR). We resolve a long-standing question that many recent results have attempted to tackle: we completely characterize the convergence behavior of EM, and show that the EM algorithm achieves minimax optimal sample complexity under all SNR regimes. In particular, when the SNR is sufficiently large, the EM updates converge to the true parameter $\theta^{*}$ at the standard parametric convergence rate $\mathcal{O}((d/n)^{1/2})$ after $\mathcal{O}(\log(n/d))$ iterations. In the regime where the SNR is above $\mathcal{O}((d/n)^{1/4})$ and below some constant, the EM iterates converge to a $\mathcal{O}({\rm SNR}^{-1} (d/n)^{1/2})$ neighborhood of the true parameter, when the number of iterations is of the order $\mathcal{O}({\rm SNR}^{-2} \log(n/d))$. In the low SNR regime where the SNR is below $\mathcal{O}((d/n)^{1/4})$, we show that EM converges to a $\mathcal{O}((d/n)^{1/4})$ neighborhood of the true parameters, after $\mathcal{O}((n/d)^{1/2})$ iterations. Notably, these results are achieved under mild conditions of either random initialization or an efficiently computable local initialization. By providing tight convergence guarantees of the EM algorithm in middle-to-low SNR regimes, we fill the remaining gap in the literature, and significantly, reveal that in low SNR, EM changes rate, matching the $n^{-1/4}$ rate of the MLE, a behavior that previous work had been unable to show.

Drought is a natural creeping threat with numerous damaging effects in various aspects of human life. Accurate drought prediction is a promising step in helping policy makers to set drought risk management strategies. To fulfill this purpose, choosing appropriate models plays an important role in predicting approach. In this study, different models of Artificial Neural Network (ANN) are employed to predict short and long-term of droughts by using Standardized Precipitation Index (SPI) at different time scales, including 3, 6, 12, 24 and 48 months in Tabriz city, Iran. To this end, different combination of calculated SPI and time series of various hydro-meteorological variables, such as precipitation, wind velocity, relative humidity and sunshine hours for years 1992 to 2010 are used to train the ANN models. In order to compare the models performances, some well-known measures, namely RMSE, Mean Absolute Error (MAE) and Correlation Coefficient (CC) are utilized in the present study. The results illustrate that the application of all hydro-meteorological variables significantly improves the prediction of SPI at different time scales.

Machine Learning (ML) models are often complex and difficult to interpret due to their 'black-box' characteristics. Interpretability of a ML model is usually defined as the degree to which a human can understand the cause of decisions reached by a ML model. Interpretability is of extremely high importance in many fields of healthcare due to high levels of risk related to decisions based on ML models. Calibration of the ML model outputs is another issue often overlooked in the application of ML models in practice. This paper represents an early work in examination of prediction model calibration impact on the interpretability of the results. We present a use case of a patient in diabetes screening prediction scenario and visualize results using three different techniques to demonstrate the differences between calibrated and uncalibrated regularized regression model.

Alzheimer's Disease (AD) ravages the cognitive ability of more than 5 million Americans and creates an enormous strain on the health care system. This paper proposes a machine learning predictive model for AD development without medical imaging and with fewer clinical visits and tests, in hopes of earlier and cheaper diagnoses. That earlier diagnoses could be critical in the effectiveness of any drug or medical treatment to cure this disease. Our model is trained and validated using demographic, biomarker and cognitive test data from two prominent research studies: Alzheimer's Disease Neuroimaging Initiative (ADNI) and Australian Imaging, Biomarker & Lifestyle Flagship Study of Aging (AIBL). We systematically explore different machine learning models, pre-processing methods and feature selection techniques. The most performant model demonstrates greater than 90% accuracy and recall in predicting AD, and the results generalize across sub-studies of ADNI and to the independent AIBL study. We also demonstrate that these results are robust to reducing the number of clinical visits or tests per visit. Using a metaclassification algorithm and longitudinal data analysis we are able to produce a "lean" diagnostic protocol with only 3 tests and 4 clinical visits that can predict Alzheimer's development with 87% accuracy and 79% recall. This novel work can be adapted into a practical early diagnostic tool for predicting the development of Alzheimer's that maximizes accuracy while minimizing the number of necessary diagnostic tests and clinical visits.

This article will discuss what I consider to be the three levels of data science competency, namely: level 1 (basic level); level 2 (intermediate level); and level 3 (advanced level). Competency increases from level 1 to 3. We shall use Python as the default language, even though other platforms such as R, SAS, and Matlab could be used as programming languages for data science. The views provided here are my views and are based on my own journey to data science. At level one, a data science aspirant should be able to work with datasets generally presented in comma-separated values (CSV) file format. They should have competency in data basics; data visualization; and linear regression.

The recent availability of massive volumes of data fosters the need to design computationally efficient algorithms for optimization in high dimensions. In large-scale machine learning, stochastic gradient descent algorithms are among the most effective optimization methods (Bottou, Curtis and Nocedal 2018). For general smooth convex functions, averaged SGD achieves the rate of convergence of O(1/ k) after k iterations (Nemirovski, Juditsky, Lan and Shapiro 2009). For strongly-convex functions, i.e. when the smallest eigenvalue of the Hessian matrix is bounded away from 0, the convergence rate after k iterations is O(1/k) (Nemirovski, Juditsky, Lan and Shapiro 2009). Variance-reduced SGD algorithms that optimize the sum of n convex functions are described in (Schmidt, Le Roux and Bach 2017, Shalev-Shwartz and Zhang 2013, Johnson and Zhang 2013), and related accelerated methods are analysed in (Shalev-Shwartz and Zhang 2014, Nitanda 2014, Lan and Zhou 2018, Scieur, dAspremont and Bach 2018). These methods enjoy linear convergence(a convergence rate that decreases exponentially with the number of iterations) in the strongly-convex case. For general smooth convex functions, the stochastic average gradient method (SAG) of Schmidt, Le Roux and Bach (2017) yields a convergence rate of O( n/k) after k iterations. This paper focuses on the least-squares regression, which often arises in scientific computing and data analysis, and is widely used for inference and prediction. Many of the modern machine learning techniques such as the logistic and ridge regressions, the lasso method and neural networks can be considered as extensions of the least-squares regression technique.