The lasso is the most famous sparse regression and feature selection method. One reason for its popularity is the speed at which the underlying optimization problem can be solved. Sorted L-One Penalized Estimation (SLOPE) is a generalization of the lasso with appealing statistical properties. In spite of this, the method has not yet reached widespread interest. A major reason for this is that current software packages that fit SLOPE rely on algorithms that perform poorly in high dimensions. To tackle this issue, we propose a new fast algorithm to solve the SLOPE optimization problem, which combines proximal gradient descent and proximal coordinate descent steps. We provide new results on the directional derivative of the SLOPE penalty and its related SLOPE thresholding operator, as well as provide convergence guarantees for our proposed solver. In extensive benchmarks on simulated and real data, we show that our method outperforms a long list of competing algorithms.

The most common ways to explore latent document dimensions are topic models and clustering methods. However, topic models have several drawbacks: e.g., they require us to choose the number of latent dimensions a priori, and the results are stochastic. Most clustering methods have the same issues and lack flexibility in various ways, such as not accounting for the influence of different topics on single documents, forcing word-descriptors to belong to a single topic (hard-clustering) or necessarily relying on word representations. We propose PROgressive SImilarity Thresholds - ProSiT, a deterministic and interpretable method, agnostic to the input format, that finds the optimal number of latent dimensions and only has two hyper-parameters, which can be set efficiently via grid search. We compare this method with a wide range of topic models and clustering methods on four benchmark data sets. In most setting, ProSiT matches or outperforms the other methods in terms six metrics of topic coherence and distinctiveness, producing replicable, deterministic results.

According to the World Health Organisation (WHO), 235 million people suffer from respiratory illnesses and four million people die annually due to air pollution. Regular lung health monitoring can lead to prognoses about deteriorating lung health conditions. This paper presents our system SpiroMask that retrofits a microphone in consumer-grade masks (N95 and cloth masks) for continuous lung health monitoring. We evaluate our approach on 48 participants (including 14 with lung health issues) and find that we can estimate parameters such as lung volume and respiration rate within the approved error range by the American Thoracic Society (ATS). Further, we show that our approach is robust to sensor placement inside the mask.

Modular Reinforcement Learning (RL) decentralizes the control of multi-joint robots by learning policies for each actuator. Previous work on modular RL has proven its ability to control morphologically different agents with a shared actuator policy. However, with the increase in the Degree of Freedom (DoF) of robots, training a morphology-generalizable modular controller becomes exponentially difficult. Motivated by the way the human central nervous system controls numerous muscles, we propose a Synergy-Oriented LeARning (SOLAR) framework that exploits the redundant nature of DoF in robot control. Actuators are grouped into synergies by an unsupervised learning method, and a synergy action is learned to control multiple actuators in synchrony. In this way, we achieve a low-rank control at the synergy level. We extensively evaluate our method on a variety of robot morphologies, and the results show its superior efficiency and generalizability, especially on robots with a large DoF like Humanoids++ and UNIMALs.

We develop an R package SPQR that implements the semi-parametric quantile regression (SPQR) method in Xu and Reich (2021). The method begins by fitting a flexible density regression model using monotonic splines whose weights are modeled as data-dependent functions using artificial neural networks. Subsequently, estimates of conditional density and quantile process can all be obtained. Unlike many approaches to quantile regression that assume a linear model, SPQR allows for virtually any relationship between the covariates and the response distribution including non-linear effects and different effects on different quantile levels. To increase the interpretability and transparency of SPQR, model-agnostic statistics developed by Apley and Zhu (2020) are used to estimate and visualize the covariate effects and their relative importance on the quantile function. In this article, we detail how this framework is implemented in SPQR and illustrate how this package should be used in practice through simulated and real data examples.

A characteristic feature of time-to-event data analysis is possible censoring of the event time. Most of the statistical learning methods for handling censored data are limited by the assumption of independent censoring, even if this can lead to biased predictions when the assumption does not hold. This paper introduces Clayton-boost, a boosting approach built upon the accelerated failure time model, which uses a Clayton copula to handle the dependency between the event and censoring distributions. By taking advantage of a copula, the independent censoring assumption is not needed any more. During comparisons with commonly used methods, Clayton-boost shows a strong ability to remove prediction bias at the presence of dependent censoring and outperforms the comparing methods either if the dependency strength or percentage censoring are considerable. The encouraging performance of Clayton-boost shows that there is indeed reasons to be critical about the independent censoring assumption, and that real-world data could highly benefit from modelling the potential dependency.

Recently emerging large-scale biomedical data pose exciting opportunities for scientific discoveries. However, the ultrahigh dimensionality and non-negligible measurement errors in the data may create difficulties in estimation. There are limited methods for high-dimensional covariates with measurement error, that usually require knowledge of the noise distribution and focus on linear or generalized linear models. In this work, we develop high-dimensional measurement error models for a class of Lipschitz loss functions that encompasses logistic regression, hinge loss and quantile regression, among others. Our estimator is designed to minimize the $L_1$ norm among all estimators belonging to suitable feasible sets, without requiring any knowledge of the noise distribution. Subsequently, we generalize these estimators to a Lasso analog version that is computationally scalable to higher dimensions. We derive theoretical guarantees in terms of finite sample statistical error bounds and sign consistency, even when the dimensionality increases exponentially with the sample size. Extensive simulation studies demonstrate superior performance compared to existing methods in classification and quantile regression problems. An application to a gender classification task based on brain functional connectivity in the Human Connectome Project data illustrates improved accuracy under our approach, and the ability to reliably identify significant brain connections that drive gender differences.

Abstract: In this paper, we suggest a way, how to use SIFT and SURF algorithms to extract the image features for anomaly detection. We use those feature vectors to train various classifiers on a real-world dataset in the semi -supervised (with a small number of faulty samples) manner with a large number of classifiers and in the one-class (with no faulty samples) manner using the SVDD and SVM classifier. We prove, that the SIFT and SURF algorithms could be used as feature extractors, that they could be used to train a semi-supervised and one-class classifier with an accuracy around 89% and that the performance of the one-class classifier could be comparable to the semi-supervised one. We also made our dataset and source code publicly available. Keywords: Anomaly detection, Object descriptors, Machine Learning, SIFT, SURF 1 INTRODUCTION The anomaly detection (AD) techniques are state-of the art methods for outliers detection in industrial, or medical diagnosis tasks.

Analytics of financial data is inherently a Big Data paradigm, as such data are collected over many assets, asset classes, countries, and time periods. This represents a challenge for modern machine learning models, as the number of model parameters needed to process such data grows exponentially with the data dimensions; an effect known as the Curse-of-Dimensionality. Recently, Tensor Decomposition (TD) techniques have shown promising results in reducing the computational costs associated with large-dimensional financial models while achieving comparable performance. However, tensor models are often unable to incorporate the underlying economic domain knowledge. To this end, we develop a novel Graph-Regularized Tensor Regression (GRTR) framework, whereby knowledge about cross-asset relations is incorporated into the model in the form of a graph Laplacian matrix. This is then used as a regularization tool to promote an economically meaningful structure within the model parameters. By virtue of tensor algebra, the proposed framework is shown to be fully interpretable, both coefficient-wise and dimension-wise. The GRTR model is validated in a multi-way financial forecasting setting and compared against competing models, and is shown to achieve improved performance at reduced computational costs. Detailed visualizations are provided to help the reader gain an intuitive understanding of the employed tensor operations.

We present a robot-to-human object handover algorithm and implement it on a 7-DOF arm equipped with a 3-finger mechanical hand. The system performs a fully autonomous and robust object handover to a human receiver in real-time. Our algorithm relies on two complementary sensor modalities: joint torque sensors on the arm and an eye-in-hand RGB-D camera for sensor feedback. Our approach is entirely implicit, i.e., there is no explicit communication between the robot and the human receiver. Information obtained via the aforementioned sensor modalities is used as inputs to their related deep neural networks. While the torque sensor network detects the human receiver's "intention" such as: pull, hold, or bump, the vision sensor network detects if the receiver's fingers have wrapped around the object. Networks' outputs are then fused, based on which a decision is made to either release the object or not. Despite substantive challenges in sensor feedback synchronization, object, and human hand detection, our system achieves robust robot-to-human handover with 98\% accuracy in our preliminary real experiments using human receivers.