Watching movies is one of the most popular entertainments among people. Every year, a huge amount of money goes to the movie industry to release movies to the market. In this paper, we propose a multimodal model to predict the likability of movies using textual, visual and product features. With the help of these features, we capture different aspects of movies and feed them as inputs to binary and multi-class classification and regression models to predict IMDB rating of movies at early steps of production. We also propose our own dataset consisting of about 15000 movie subtitles along with their metadata and poster images. We achieve 76% and 63% weighted F-score for binary and multiclass classification respectively, and 0.7 mean square error for the regression model.

We examine the ability of a genetic algorithm to learn a predictive model that can estimate the likelihood that a physical therapist will receive annual Medicare payments above or below the industry median based on the physical therapist's practice parameters. We compare the performance of a canonical genetic algorithm and a self adaptive genetic algorithm with the performance of traditional logistic regression. Results show that both genetic algorithm approaches are competitive with logistic regression with the canonical genetic algorithm consistently outperforming logistic regression.

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of distribution calibration, and demonstrate its advantages over the existing definition of quantile calibration. We further propose a post-hoc approach to improving the predictions from previously trained regression models, using multi-output Gaussian Processes with a novel Beta link function. The proposed method is experimentally verified on a set of common regression models and shows improvements for both distribution-level and quantile-level calibration.

We consider the multi-class classification problem when the training data and the out-of-sample test data may have different distributions and propose a method called BCOPS (balanced and conformal optimized prediction set) that constructs a prediction set C(x) which tries to optimize out-of-sample performance, aiming to include the correct class as often as possible, but also detecting outliers x, for which the method returns no prediction (corresponding to C(x) equal to the empty set). BCOPS combines supervised-learning algorithms with the method of conformal prediction to minimize a misclassification loss averaged over the out-of-sample distribution. The constructed prediction sets have a finite-sample coverage guarantee without distributional assumptions. We also develop a variant of BCOPS in the online setting where we optimize the misclassification loss averaged over a proxy of the out-of-sample distribution. We also describe new methods for the evaluation of out-of-sample performance with mismatched data. We prove asymptotic consistency and efficiency of the proposed methods under suitable assumptions and illustrate our methods on real data examples.

In this paper, we study the sum rate maximization for successive zero-forcing dirty-paper coding (SZFDPC) with per-antenna power constraint (PAPC). Although SZFDPC is a low-complexity alternative to the optimal dirty paper coding (DPC), efficient algorithms to compute its sum rate are still open problems especially under practical PAPC. The existing solution to the considered problem is computationally inefficient due to employing high-complexity interior-point method. In this study, we propose two new low-complexity approaches to this important problem. More specifically, the first algorithm achieves the optimal solution by transforming the original problem in the broadcast channel into an equivalent problem in the multiple access channel, then the resulting problem is solved by alternating optimization together with successive convex approximation. We also derive a suboptimal solution based on machine learning to which simple linear regressions are applicable. The approaches are analyzed and validated extensively to demonstrate their superiors over the existing approach.

Linear regression is a classical paradigm in statistics. A new look at it is provided via the lens of universal learning. In applying universal learning to linear regression the hypotheses class represents the label $y\in {\cal R}$ as a linear combination of the feature vector $x^T\theta$ where $x\in {\cal R}^M$, within a Gaussian error. The Predictive Normalized Maximum Likelihood (pNML) solution for universal learning of individual data can be expressed analytically in this case, as well as its associated learnability measure. Interestingly, the situation where the number of parameters $M$ may even be larger than the number of training samples $N$ can be examined. As expected, in this case learnability cannot be attained in every situation; nevertheless, if the test vector resides mostly in a subspace spanned by the eigenvectors associated with the large eigenvalues of the empirical correlation matrix of the training data, linear regression can generalize despite the fact that it uses an ``over-parametrized'' model. We demonstrate the results with a simulation of fitting a polynomial to data with a possibly large polynomial degree.

Machine learning and deep learning have been widely embraced, and even more widely misunderstood. In this article, I'd like to step back and explain both machine learning and deep learning in basic terms, discuss some of the most common machine learning algorithms, and explain how those algorithms relate to the other pieces of the puzzle of creating predictive models from historical data. Recall that machine learning is a class of methods for automatically creating predictive models from data. Machine learning algorithms are the engines of machine learning, meaning it is the algorithms that turn a data set into a model. Which kind of algorithm works best (supervised, unsupervised, classification, regression, etc.) depends on the kind of problem you're solving, the computing resources available, and the nature of the data.

We propose a novel method designed for large-scale regression problems, namely the two-stage best-scored random forest (TBRF). "Best-scored" means to select one regression tree with the best empirical performance out of a certain number of purely random regression tree candidates, and "two-stage" means to divide the original random tree splitting procedure into two: In stage one, the feature space is partitioned into non-overlapping cells; in stage two, child trees grow separately on these cells. The strengths of this algorithm can be summarized as follows: First of all, the pure randomness in TBRF leads to the almost optimal learning rates, and also makes ensemble learning possible, which resolves the boundary discontinuities long plaguing the existing algorithms. Secondly, the two-stage procedure paves the way for parallel computing, leading to computational efficiency. Last but not least, TBRF can serve as an inclusive framework where different mainstream regression strategies such as linear predictor and least squares support vector machines (LS-SVMs) can also be incorporated as value assignment approaches on leaves of the child trees, depending on the characteristics of the underlying data sets. Numerical assessments on comparisons with other state-of-the-art methods on several large-scale real data sets validate the promising prediction accuracy and high computational efficiency of our algorithm.

Index structures are important for efficient data access, which have been widely used to improve the performance in many in-memory systems. Due to high in-memory overheads, traditional index structures become difficult to process the explosive growth of data, let alone providing low latency and high throughput performance with limited system resources. The promising learned indexes leverage deep-learning models to complement existing index structures and obtain significant memory savings. However, the learned indexes fail to become scalable due to the heavy inter-model dependency and expensive retraining. To address these problems, we propose a scalable learned index scheme to construct different linear regression models according to the data distribution. Moreover, the used models are independent so as to reduce the complexity of retraining and become easy to partition and store the data into different pages, blocks or distributed systems. Our experimental results show that compared with state-of-the-art schemes, AIDEL improves the insertion performance by about 2$\times$ and provides comparable lookup performance, while efficiently supporting scalability.

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are independent is, however, too strong. In many applications, these responses are collected on nodes of a network, or some spatial or temporal domain, and are dependent. Examples abound in financial and meteorological applications, and dependencies naturally arise in social networks through peer effects. Regression with dependent responses has thus received a lot of attention in the Statistics and Economics literature, but there are no strong consistency results unless multiple independent samples of the vectors of dependent responses can be collected from these models. We present computationally and statistically efficient methods for linear and logistic regression models when the response variables are dependent on a network. Given one sample from a networked linear or logistic regression model and under mild assumptions, we prove strong consistency results for recovering the vector of coefficients and the strength of the dependencies, recovering the rates of standard regression under independent observations. We use projected gradient descent on the negative log-likelihood, or negative log-pseudolikelihood, and establish their strong convexity and consistency using concentration of measure for dependent random variables.