Your boss hands you a pile of a 100,000 unlabeled images and asks you to categorize whether they are sandals, pants, boots, etc. So now you have a massive set of unlabeled data and you need labels. Lots of companies are swimming with data, whether its transactional, IoT sensors, security logs, images, voice, or more, and its all unlabeled. With so little labeled data, it is a tedious and slow process for data scientists to build machine learning models in most all enterprises. Take Google's street view data. Gebru had to figure out how to label cars in 50 million images with very little labeled data.

The classification of complex data usually requires the composition of processing steps. Here, a major challenge is the selection of optimal algorithms for preprocessing and classification (including parameterizations). Nowadays, parts of the optimization process are automized but expert knowledge and manual work are still required. We present three steps to face this process and ease the optimization. Namely, we take a theoretical view on classical classifiers, provide an approach to interpret the classifier together with the preprocessing, and integrate both into one framework which enables a semiautomatic optimization of the processing chain and which interfaces numerous algorithms.

Due to the lack of information such as the space environment condition and resident space objects' (RSOs') body characteristics, current orbit predictions that are solely grounded on physics-based models may fail to achieve required accuracy for collision avoidance and have led to satellite collisions already. This paper presents a methodology to predict RSOs' trajectories with higher accuracy than that of the current methods. Inspired by the machine learning (ML) theory through which the models are learned based on large amounts of observed data and the prediction is conducted without explicitly modeling space objects and space environment, the proposed ML approach integrates physics-based orbit prediction algorithms with a learning-based process that focuses on reducing the prediction errors. Using a simulation-based space catalog environment as the test bed, the paper demonstrates three types of generalization capability for the proposed ML approach: 1) the ML model can be used to improve the same RSO's orbit information that is not available during the learning process but shares the same time interval as the training data; 2) the ML model can be used to improve predictions of the same RSO at future epochs; and 3) the ML model based on a RSO can be applied to other RSOs that share some common features.

SkySpark automatically analyzes building, energy and equipment data to identify issues, faults and opportunities for improved performance and operational savings. The new Machine Learning Tools provide support for supervised learning for prediction and forecasting through regression-based approaches, and classification using Support Vector Machine (SVM) techniques. "We have been working with select customers for almost a year as they tested our new machine learning tools. Their feedback helped us optimize the tools to make application as easy as possible. The results have been excellent and we are excited to announce their availability to the entire market. These tools further extend the capabilities of SkySpark and the range of solutions our partners are delivering to customers around the globe," said John Petze, Principal at SkyFoundry.

In this video I explain how SVM (Support Vector Machine) algorithm works to classify a linearly separable binary data set. The original presentation is available at http://prezi.com/jdtqiauncqww/?utm_ca...

Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the excellent learning performance of support vector machine, the technology has become a hot research topic in the field of machine learning, and it has been successfully applied in many fields. However, as a new technology, there are many limitations to support vector machines. There is a large amount of fuzzy information in the objective world. If the training of support vector machine contains noise and fuzzy information, the performance of the support vector machine will become very weak and powerless. As the complexity of many factors influence the stock price prediction, the prediction results of traditional support vector machine cannot meet people with precision, this study improved the traditional support vector machine fuzzy prediction algorithm is proposed to improve the new model precision. NASDAQ Stock Market, Standard & Poor's (S&P) Stock market are considered. Novel advanced- fuzzy support vector machine (NA-FSVM) is the proposed methodology.

Abstract Prevailing batch Bayesian optimisation methods allow all control variables to be freely altered at each iteration. Real-world experiments, however, often have physical limitations making it time-consuming to alter all settings for each recommendation in a batch. This gives rise to a unique problem in BO: in a recommended batch, a set of variables that are expensive to experimentally change need to be fixed, while the remaining control variables can be varied. We formulate this as a process-constrained batch Bayesian optimisation problem. We propose two algorithms, pc-BO(basic) and pc-BO(nested). pc-BO(basic) is simpler but lacks convergence guarantee. In contrast pc-BO(nested) is slightly more complex, but admits convergence analysis. We show that the regret of pc-BO(nested) is sublinear. We demonstrate the performance of both pc-BO(basic) and pc-BO(nested) by optimising benchmark test functions, tuning hyper-parameters of the SVM classifier, optimising the heat-treatment process for an Al-Sc alloy to achieve target hardness, and optimising the short polymer fibre production process.

Frank-Wolfe (FW) algorithms with linear convergence rates have recently achieved great efficiency in many applications. Garber and Meshi (2016) designed a new decomposition-invariant pairwise FW variant with favorable dependency on the domain geometry. Unfortunately, it applies only to a restricted class of polytopes and cannot achieve theoretical and practical efficiency at the same time. In this paper, we show that by employing an away-step update, similar rates can be generalized to arbitrary polytopes with strong empirical performance. A new "condition number" of the domain is introduced which allows leveraging the sparsity of the solution. We applied the method to a reformulation of SVM, and the linear convergence rate depends, for the first time, on the number of support vectors.

The study of representations invariant to common transformations of the data is important to learning. Most techniques have focused on local approximate invariance implemented within expensive optimization frameworks lacking explicit theoretical guarantees. In this paper, we study kernels that are invariant to a unitary group while having theoretical guarantees in addressing the important practical issue of unavailability of transformed versions of labelled data. A problem we call the Unlabeled Transformation Problem which is a special form of semi-supervised learning and one-shot learning. We present a theoretically motivated alternate approach to the invariant kernel SVM based on which we propose Max-Margin Invariant Features (MMIF) to solve this problem. As an illustration, we design an framework for face recognition and demonstrate the efficacy of our approach on a large scale semi-synthetic dataset with 153,000 images and a new challenging protocol on Labelled Faces in the Wild (LFW) while out-performing strong baselines.

The adoption of automated, data-driven decision making in an ever expanding range of applications has raised concerns about its potential unfairness towards certain social groups. In this context, a number of recent studies have focused on defining, detecting, and removing unfairness from data-driven decision systems. However, the existing notions of fairness, based on parity (equality) in treatment or outcomes for different social groups, tend to be quite stringent, limiting the overall decision making accuracy. In this paper, we draw inspiration from the fair-division and envy-freeness literature in economics and game theory and propose preference-based notions of fairness -- given the choice between various sets of decision treatments or outcomes, any group of users would collectively prefer its treatment or outcomes, regardless of the (dis)parity as compared to the other groups. Then, we introduce tractable proxies to design margin-based classifiers that satisfy these preference-based notions of fairness. Finally, we experiment with a variety of synthetic and real-world datasets and show that preference-based fairness allows for greater decision accuracy than parity-based fairness.