This paper is concerned with online targeted advertising on social networks. The main technical task we address is to estimate the activation probability for user pairs, which quantifies the influence one user may have on another towards purchasing decisions. This is a challenging task because one marketing episode typically involves a multitude of marketing campaigns/strategies of different products for highly diverse customers. In this paper, we propose what we believe is the first tensor-based contextual bandit framework for online targeted advertising. The proposed framework is designed to accommodate any number of feature vectors in the form of multi-mode tensor, thereby enabling to capture the heterogeneity that may exist over user preferences, products, and campaign strategies in a unified manner. To handle inter-dependency of tensor modes, we introduce an online variational algorithm with a mean-field approximation. We empirically confirm that the proposed TensorUCB algorithm achieves a significant improvement in influence maximization tasks over the benchmarks, which is attributable to its capability of capturing the user-product heterogeneity.

Identifying near duplicates within large, noisy text corpora has a myriad of applications that range from de-duplicating training datasets, reducing privacy risk, and evaluating test set leakage, to identifying reproduced news articles and literature within large corpora. Across these diverse applications, the overwhelming majority of work relies on N-grams. Limited efforts have been made to evaluate how well N-gram methods perform, in part because it is unclear how one could create an unbiased evaluation dataset for a massive corpus. This study uses the unique timeliness of historical news wires to create a 27,210 document dataset, with 122,876 positive duplicate pairs, for studying noise-robust de-duplication. The time-sensitivity of news makes comprehensive hand labelling feasible - despite the massive overall size of the corpus - as duplicates occur within a narrow date range. The study then develops and evaluates a range of de-duplication methods: hashing and N-gram overlap (which predominate in the literature), a contrastively trained bi-encoder, and a re-rank style approach combining a bi- and cross-encoder. The neural approaches significantly outperform hashing and N-gram overlap. We show that the bi-encoder scales well, de-duplicating a 10 million article corpus on a single GPU card in a matter of hours. The public release of our NEWS-COPY de-duplication dataset will facilitate further research and applications.

A coreset is a small set that can approximately preserve the structure of the original input data set. Therefore we can run our algorithm on a coreset so as to reduce the total computational complexity. Conventional coreset techniques assume that the input data set is available to process explicitly. However, this assumption may not hold in real-world scenarios. In this paper, we consider the problem of coresets construction over relational data. Namely, the data is decoupled into several relational tables, and it could be very expensive to directly materialize the data matrix by joining the tables. We propose a novel approach called ``aggregation tree with pseudo-cube'' that can build a coreset from bottom to up. Moreover, our approach can neatly circumvent several troublesome issues of relational learning problems [Khamis et al., PODS 2019]. Under some mild assumptions, we show that our coreset approach can be applied for the machine learning tasks, such as clustering, logistic regression and SVM.

There are still two problems in SDD causing some inaccurate results: (1) In the process of feature extraction, with the layer-by-layer acquisition of semantic information, local information is gradually lost, resulting into less representative feature maps; (2) During the Non-Maximum Suppression (NMS) algorithm due to inconsistency in classification and regression tasks, the classification confidence and predicted detection position cannot accurately indicate the position of the prediction boxes. Methods: In order to address these aforementioned issues, we propose a new architecture, a modified version of Single Shot Multibox Detector (SSD), named Precise Single Stage Detector (PSSD). Firstly, we improve the features by adding extra layers to SSD. Secondly, we construct a simple and effective feature enhancement module to expand the receptive field step by step for each layer and enhance its local and semantic information. Finally, we design a more efficient loss function to predict the IOU between the prediction boxes and ground truth boxes, and the threshold IOU guides classification training and attenuates the scores, which are used by the NMS algorithm. Main Results: Benefiting from the above optimization, the proposed model PSSD achieves exciting performance in real-time. Specifically, with the hardware of Titan Xp and the input size of 320 pix, PSSD achieves 33.8 mAP at 45 FPS speed on MS COCO benchmark and 81.28 mAP at 66 FPS speed on Pascal VOC 2007 outperforming state-of-the-art object detection models. Besides, the proposed model performs significantly well with larger input size. Under 512 pix, PSSD can obtain 37.2 mAP with 27 FPS on MS COCO and 82.82 mAP with 40 FPS on Pascal VOC 2007. The experiment results prove that the proposed model has a better trade-off between speed and accuracy.

We consider the Steiner tree problem on graphs where we are given a set of nodes and the goal is to find a tree sub-graph of minimum weight that contains all nodes in the given set, potentially including additional nodes. This is a classical NP-hard combinatorial optimisation problem. In recent years, a machine learning framework called learning-to-prune has been successfully used for solving a diverse range of combinatorial optimisation problems. In this paper, we use this learning framework on the Steiner tree problem and show that even on this problem, the learning-to-prune framework results in computing near-optimal solutions at a fraction of the time required by commercial ILP solvers. Our results underscore the potential of the learning-to-prune framework in solving various combinatorial optimisation problems.

The emerging Graph Convolutional Network (GCN) has now been widely used in many domains, and it is challenging to improve the efficiencies of applications by accelerating the GCN trainings. For the sparsity nature and exploding scales of input real-world graphs, state-of-the-art GCN training systems (e.g., GNNAdvisor) employ graph processing techniques to accelerate the message exchanging (i.e. aggregations) among the graph vertices. Nevertheless, these systems treat both the aggregation stages of forward and backward propagation phases as all-active graph processing procedures that indiscriminately conduct computation on all vertices of an input graph. In this paper, we first point out that in a GCN training problem with a given training set, the aggregation stages of its backward propagation phase (called as backward aggregations in this paper) can be converted to partially-active graph processing procedures, which conduct computation on only partial vertices of the input graph. By leveraging such a finding, we propose an execution path preparing method that collects and coalesces the data used during backward propagations of GCN training conducted on GPUs. The experimental results show that compared with GNNAdvisor, our approach improves the performance of the backward aggregation of GCN trainings on typical real-world graphs by 1.48x~5.65x. Moreover, the execution path preparing can be conducted either before the training (during preprocessing) or on-the-fly with the training. When used during preprocessing, our approach improves the overall GCN training by 1.05x~1.37x. And when used on-the-fly, our approach improves the overall GCN training by 1.03x~1.35x.

Subsampling is a computationally effective approach to extract information from massive data sets when computing resources are limited. After a subsample is taken from the full data, most available methods use an inverse probability weighted (IPW) objective function to estimate the model parameters. The IPW estimator does not fully utilize the information in the selected subsample. In this paper, we propose to use the maximum sampled conditional likelihood estimator (MSCLE) based on the sampled data. We established the asymptotic normality of the MSCLE and prove that its asymptotic variance covariance matrix is the smallest among a class of asymptotically unbiased estimators, including the IPW estimator. We further discuss the asymptotic results with the L-optimal subsampling probabilities and illustrate the estimation procedure with generalized linear models. Numerical experiments are provided to evaluate the practical performance of the proposed method.

Criminals have become increasingly experienced in using cryptocurrencies, such as Bitcoin, for money laundering. The use of cryptocurrencies can hide criminal identities and transfer hundreds of millions of dollars of dirty funds through their criminal digital wallets. However, this is considered a paradox because cryptocurrencies are goldmines for open-source intelligence, giving law enforcement agencies more power when conducting forensic analyses. This paper proposed Inspection-L, a graph neural network (GNN) framework based on a self-supervised Deep Graph Infomax (DGI) and Graph Isomorphism Network (GIN), with supervised learning algorithms, namely Random Forest (RF), to detect illicit transactions for anti-money laundering (AML). To the best of our knowledge, our proposal is the first to apply self-supervised GNNs to the problem of AML in Bitcoin. The proposed method was evaluated on the Elliptic dataset and shows that our approach outperforms the state-of-the-art in terms of key classification metrics, which demonstrates the potential of self-supervised GNN in the detection of illicit cryptocurrency transactions.

Stock price analysis involves different methods such as fundamental analysis and technical analysis which is based on data related to price movement of the stock in the past. Price of the stock is affected by various factors such as company's performance, current status of economy and political factor. These factors play an important role in supply and demand of the stock which makes the price to be volatile in the short term. Investors and stock traders aim to book profit through buying and selling the stocks. There are different statistical and data science tools are being used to predict the stock price.

These days I get pinged almost every week, and often more frequently than that, about another paper that just came out claiming a new approach to Neural Networks for tabular data that, among other things, handily beats XGBoost. I've now come to consider this entire genre of ML "research" as tantamount to quackery, due to the really poor quality of considerations that go into most of the work in this category. So I usually don't even bother to check the claims. Nonetheless, there is this little voice in my head that goes something like "well Bojan, maybe you are overreacting, and maybe you are lettign your own biases get the best of you. Why don't you take a look and see what's going on." So this week I did exactly that.