Patients with diabetes must continually monitor their blood glucose levels and adjust insulin doses, striving to keep blood glucose levels as close to normal as possible. Blood glucose levels that deviate from the normal range can lead to serious short-term and long-term complications. An automatic prediction model that warned people of imminent changes in their blood glucose levels would enable them to take preventive action. In this paper, we describe a solution that uses a generic physiological model of blood glucose dynamics to generate informative features for a Support Vector Regression model that is trained on patient specific data. The new model outperforms diabetes experts at predicting blood glucose levels and could be used to anticipate almost a quarter of hypoglycemic events 30 minutes in advance. Although the corresponding precision is currently just 42%, most false alarms are in near-hypoglycemic regions and therefore patients responding to these hypoglycemia alerts would not be harmed by intervention.

The use of machine-learning in neuroimaging offers new perspectives in early diagnosis and prognosis of brain diseases. Although such multivariate methods can capture complex relationships in the data, traditional approaches provide irregular (l2 penalty) or scattered (l1 penalty) predictive pattern with a very limited relevance. A penalty like Total Variation (TV) that exploits the natural 3D structure of the images can increase the spatial coherence of the weight map. However, TV penalization leads to non-smooth optimization problems that are hard to minimize. We propose an optimization framework that minimizes any combination of l1, l2, and TV penalties while preserving the exact l1 penalty. This algorithm uses Nesterov's smoothing technique to approximate the TV penalty with a smooth function such that the loss and the penalties are minimized with an exact accelerated proximal gradient algorithm. We propose an original continuation algorithm that uses successively smaller values of the smoothing parameter to reach a prescribed precision while achieving the best possible convergence rate. This algorithm can be used with other losses or penalties. The algorithm is applied on a classification problem on the ADNI dataset. We observe that the TV penalty does not necessarily improve the prediction but provides a major breakthrough in terms of support recovery of the predictive brain regions.

Joint learning of similar tasks has been a popular trend in visual recognition and proven to be beneficial. Between-task similarity often provides useful cues, such as feature sharing, for learning visual classifiers. By contrast, the competition relationship between visual recognition tasks (e.g., content independent writer identification and handwriting recognition) remains largely under-explored. A key challenge in visual recognition is to select the most discriminating features and remove irrelevant features related to intra-class variations. With the help of auxiliary competing tasks, we can identify such features within a joint learning model exploiting the competition relationship.Motivated by this intuition, we propose a novel way to exploit competition relationship for solving visual recognition problems. Specifically, given a target task and its competing tasks, we jointly model them by a generalized additive regression model with a competition constraint. This constraint effectively discourages choosing of irrelevant features (weak learners) that support the auxiliary competing tasks. We name the proposed algorithm CompBoost. In our study, CompBoost is applied to two visual recognition applications: (1) content-independent writer identification from handwriting scripts by exploiting competing tasks of handwriting recognition, and (2) actor-independent facial expression recognition by exploiting competing tasks of face recognition. In both experiments our approach demonstrates promising performance gains by exploiting the between-task competition.

This paper presents the beginnings of an automatic statistician, focusing on regression problems. Our system explores an open-ended space of statistical models to discover a good explanation of a data set, and then produces a detailed report with figures and natural-language text. Our approach treats unknown regression functions nonparametrically using Gaussian processes, which has two important consequences. First, Gaussian processes can model functions in terms of high-level properties (e.g. smoothness, trends, periodicity, changepoints). Taken together with the compositional structure of our language of models this allows us to automatically describe functions in simple terms. Second, the use of flexible nonparametric models and a rich language for composing them in an open-ended manner also results in state-of-the-art extrapolation performance evaluated over 13 real time series data sets from various domains.

For expressive ontology languages such as OWL 2 DL, classification is a computationally expensive task—2NEXPTIME-complete in the worst case. Hence, it is highly desirable to be able to accurately estimate classification time, especially for large and complex ontologies. Recently, machine learning techniques have been successfully applied to predicting the reasoning hardness category for a given (ontology, reasoner) pair. In this paper, we further develop predictive models to estimate actual classification time using regression techniques, with ontology metrics as features. Our large-scale experiments on 6 state-of-the-art OWL 2 DL reasoners and more than 450 significantly diverse ontologies demonstrate that the prediction models achieve high accuracy, good generalizability and statistical significance. Such prediction models have a wide range of applications. We demonstrate how they can be used to efficiently and accurately identify performance hotspots in a large and complex ontology, an otherwise very time-consuming and resource-intensive task.

Transfer learning uses relevant auxiliary data to help the learning task in a target domain where labeled data is usually insufficient to train an accurate model. Given appropriate auxiliary data, researchers have proposed many transfer learning models. How to find such auxiliary data, however, is of little research so far. In this paper, we focus on the problem of auxiliary data retrieval, and propose a transfer learning framework that effectively selects helpful auxiliary data from an open knowledge space (e.g. the World Wide Web). Because there is no need of manually selecting auxiliary data for different target domain tasks, we call our framework Source Free Transfer Learning (SFTL). For each target domain task, SFTL framework iteratively queries for the helpful auxiliary data based on the learned model and then updates the model using the retrieved auxiliary data. We highlight the automatic constructions of queries and the robustness of the SFTL framework. Our experiments on 20NewsGroup dataset and a Google search snippets dataset suggest that the framework is capable of achieving comparable performance to those state-of-the-art methods with dedicated selections of auxiliary data.

Sensitive data such as medical records and business reports usually contains valuable information that can be used to build prediction models. However, designing learning models by directly using sensitive data might result in severe privacy and copyright issues. In this paper, we propose a novel matrix completion based framework that aims to tackle two challenging issues simultaneously: i) handling missing and noisy sensitive data, and ii) preserving the privacy of the sensitive data during the learning process. In particular, the proposed framework is able to mask the sensitive data while ensuring that the transformed data are still usable for training regression models. We show that two key properties, namely model preserving and privacy preserving, are satisfied by the transformed data obtained from the proposed framework. In model preserving, we guarantee that the linear regression model built from the masked data approximates the regression model learned from the original data in a perfect way. In privacy preserving, we ensure that the original sensitive data cannot be recovered since the transformation procedure is irreversible. Given these two characteristics, the transformed data can be safely released to any learners for designing prediction models without revealing any private content. Our empirical studies with a synthesized dataset and multiple sensitive benchmark datasets verify our theoretical claim as well as the effectiveness of the proposed framework.

In this work, we propose a novel node splitting method for regression trees and incorporate it into the regression forest framework. Unlike traditional binary splitting, where the splitting rule is selected from a predefined set of binary splitting rules via trial-and-error, the proposed node splitting method first finds clusters of the training data which at least locally minimize the empirical loss without considering the input space. Then splitting rules which preserve the found clusters as much as possible are determined by casting the problem into a classification problem. Consequently, our new node splitting method enjoys more freedom in choosing the splitting rules, resulting in more efficient tree structures. In addition to the Euclidean target space, we present a variant which can naturally deal with a circular target space by the proper use of circular statistics. We apply the regression forest employing our node splitting to head pose estimation (Euclidean target space) and car direction estimation (circular target space) and demonstrate that the proposed method significantly outperforms state-of-the-art methods (38.5% and 22.5% error reduction respectively).

Regularized linear regression under the $\ell_1$ penalty, such as the Lasso, has been shown to be effective in variable selection and sparse modeling. The sampling distribution of an $\ell_1$-penalized estimator $\hat{\beta}$ is hard to determine as the estimator is defined by an optimization problem that in general can only be solved numerically and many of its components may be exactly zero. Let $S$ be the subgradient of the $\ell_1$ norm of the coefficient vector $\beta$ evaluated at $\hat{\beta}$. We find that the joint sampling distribution of $\hat{\beta}$ and $S$, together called an augmented estimator, is much more tractable and has a closed-form density under a normal error distribution in both low-dimensional ($p\leq n$) and high-dimensional ($p>n$) settings. Given $\beta$ and the error variance $\sigma^2$, one may employ standard Monte Carlo methods, such as Markov chain Monte Carlo and importance sampling, to draw samples from the distribution of the augmented estimator and calculate expectations with respect to the sampling distribution of $\hat{\beta}$. We develop a few concrete Monte Carlo algorithms and demonstrate with numerical examples that our approach may offer huge advantages and great flexibility in studying sampling distributions in $\ell_1$-penalized linear regression. We also establish nonasymptotic bounds on the difference between the true sampling distribution of $\hat{\beta}$ and its estimator obtained by plugging in estimated parameters, which justifies the validity of Monte Carlo simulation from an estimated sampling distribution even when $p\gg n\to \infty$.

Our goal is to build robust optimization problems for making decisions based on complex data from the past. In robust optimization (RO) generally, the goal is to create a policy for decision-making that is robust to our uncertainty about the future. In particular, we want our policy to best handle the the worst possible situation that could arise, out of an uncertainty set of possible situations. Classically, the uncertainty set is simply chosen by the user, or it might be estimated in overly simplistic ways with strong assumptions; whereas in this work, we learn the uncertainty set from data collected in the past. The past data are drawn randomly from an (unknown) possibly complicated high-dimensional distribution. We propose a new uncertainty set design and show how tools from statistical learning theory can be employed to provide probabilistic guarantees on the robustness of the policy.