We consider the problem of subset selection for $\ell_{p}$ subspace approximation, that is, to efficiently find a \emph{small} subset of data points such that solving the problem optimally for this subset gives a good approximation to solving the problem optimally for the original input. Previously known subset selection algorithms based on volume sampling and adaptive sampling \cite{DeshpandeV07}, for the general case of $p \in [1, \infty)$, require multiple passes over the data. In this paper, we give a one-pass subset selection with an additive approximation guarantee for $\ell_{p}$ subspace approximation, for any $p \in [1, \infty)$. Earlier subset selection algorithms that give a one-pass multiplicative $(1+\epsilon)$ approximation work under the special cases. Cohen \textit{et al.} \cite{CohenMM17} gives a one-pass subset section that offers multiplicative $(1+\epsilon)$ approximation guarantee for the special case of $\ell_{2}$ subspace approximation. Mahabadi \textit{et al.} \cite{MahabadiRWZ20} gives a one-pass \emph{noisy} subset selection with $(1+\epsilon)$ approximation guarantee for $\ell_{p}$ subspace approximation when $p \in \{1, 2\}$. Our subset selection algorithm gives a weaker, additive approximation guarantee, but it works for any $p \in [1, \infty)$.

We introduce a novel bias-variance decomposition for a range of strictly convex margin losses, including the logistic loss (minimized by the classic LogitBoost algorithm), as well as the squared margin loss and canonical boosting loss. Furthermore, we show that, for all strictly convex margin losses, the expected risk decomposes into the risk of a "central" model and a term quantifying variation in the functional margin with respect to variations in the training data. These decompositions provide a diagnostic tool for practitioners to understand model overfitting/underfitting, and have implications for additive ensemble models -- for example, when our bias-variance decomposition holds, there is a corresponding "ambiguity" decomposition, which can be used to quantify model diversity.

The current cancer treatment practice collects multimodal data, such as radiology images, histopathology slides, genomics and clinical data. The importance of these data sources taken individually has fostered the recent raise of radiomics and pathomics, i.e. the extraction of quantitative features from radiology and histopathology images routinely collected to predict clinical outcomes or to guide clinical decisions using artificial intelligence algorithms. Nevertheless, how to combine them into a single multimodal framework is still an open issue. In this work we therefore develop a multimodal late fusion approach that combines hand-crafted features computed from radiomics, pathomics and clinical data to predict radiation therapy treatment outcomes for non-small-cell lung cancer patients. Within this context, we investigate eight different late fusion rules (i.e. product, maximum, minimum, mean, decision template, Dempster-Shafer, majority voting, and confidence rule) and two patient-wise aggregation rules leveraging the richness of information given by computer tomography images and whole-slide scans. The experiments in leave-one-patient-out cross-validation on an in-house cohort of 33 patients show that the proposed multimodal paradigm with an AUC equal to $90.9\%$ outperforms each unimodal approach, suggesting that data integration can advance precision medicine. As a further contribution, we also compare the hand-crafted representations with features automatically computed by deep networks, and the late fusion paradigm with early fusion, another popular multimodal approach. In both cases, the experiments show that the proposed multimodal approach provides the best results.

The winners of the 2022 International Conference on Learning Representations (ICLR) outstanding paper awards have been announced. There are seven outstanding paper winners and three honourable mentions. The award winners will be presenting their work at the conference, which is taking place virtually, this week. Analytic-DPM: an analytic estimate of the optimal reverse variance in diffusion probabilistic models Fan Bao, Chongxuan Li, Jun Zhu, Bo Zhang Abstract: Diffusion probabilistic models (DPMs) represent a class of powerful generative models. Despite their success, the inference of DPMs is expensive since it generally needs to iterate over thousands of timesteps.

This resource is designed primarily for beginner to intermediate data scientists or analysts who are interested in identifying and applying machine learning algorithms to address the problems of their interest. A typical question asked by a beginner, when facing a wide variety of machine learning algorithms, is "which algorithm should I use?" Even an experienced data scientist cannot tell which algorithm will perform the best before trying different algorithms. We are not advocating a one-and-done approach, but we do hope to provide some guidance on which algorithms to try first depending on some clear factors. The machine learning algorithm cheat sheet helps you to choose from a variety of machine learning algorithms to find the appropriate algorithm for your specific problems.

Survival random forest is a popular machine learning tool for modeling censored survival data. However, there is currently no statistically valid and computationally feasible approach for estimating its confidence band. This paper proposes an unbiased confidence band estimation by extending recent developments in infinite-order incomplete U-statistics. The idea is to estimate the variance-covariance matrix of the cumulative hazard function prediction on a grid of time points. We then generate the confidence band by viewing the cumulative hazard function estimation as a Gaussian process whose distribution can be approximated through simulation. This approach is computationally easy to implement when the subsampling size of a tree is no larger than half of the total training sample size. Numerical studies show that our proposed method accurately estimates the confidence band and achieves desired coverage rate. We apply this method to veterans' administration lung cancer data.

Data acquisition processes for machine learning are often costly. To construct a high-performance prediction model with fewer data, a degree of difficulty in prediction is often deployed as the acquisition function in adding a new data point. The degree of difficulty is referred to as uncertainty in prediction models. We propose an uncertainty estimation method named a Distance-weighted Class Impurity without explicit use of prediction models. We estimated uncertainty using distances and class impurities around the location, and compared it with several methods based on prediction models for uncertainty estimation by active learning tasks. We verified that the Distance-weighted Class Impurity works effectively regardless of prediction models.

Current Instance Transfer Learning (ITL) methodologies use domain adaptation and sub-space transformation to achieve successful transfer learning. However, these methodologies, in their processes, sometimes overfit on the target dataset or suffer from negative transfer if the test dataset has a high variance. Boosting methodologies have been shown to reduce the risk of overfitting by iteratively re-weighing instances with high-residual. However, this balance is usually achieved with parameter optimization, as well as reducing the skewness in weights produced due to the size of the source dataset. While the former can be achieved, the latter is more challenging and can lead to negative transfer. We introduce a simpler and more robust fix to this problem by building upon the popular boosting ITL regression methodology, two-stage TrAdaBoost.R2. Our methodology,~\us{}, is a boosting and random-forest based ensemble methodology that utilizes importance sampling to reduce the skewness due to the source dataset. We show that~\us{}~performs better than competitive transfer learning methodologies $63\%$ of the time. It also displays consistency in its performance over diverse datasets with varying complexities, as opposed to the sporadic results observed for other transfer learning methodologies.

Forecasting electricity prices is a challenging task and an active area of research since the 1990s and the deregulation of the traditionally monopolistic and government-controlled power sectors. Although it aims at predicting both spot and forward prices, the vast majority of research is focused on short-term horizons which exhibit dynamics unlike in any other market. The reason is that power system stability calls for a constant balance between production and consumption, while being weather (both demand and supply) and business activity (demand only) dependent. The recent market innovations do not help in this respect. The rapid expansion of intermittent renewable energy sources is not offset by the costly increase of electricity storage capacities and modernization of the grid infrastructure. On the methodological side, this leads to three visible trends in electricity price forecasting research as of 2022. Firstly, there is a slow, but more noticeable with every year, tendency to consider not only point but also probabilistic (interval, density) or even path (also called ensemble) forecasts. Secondly, there is a clear shift from the relatively parsimonious econometric (or statistical) models towards more complex and harder to comprehend, but more versatile and eventually more accurate statistical/machine learning approaches. Thirdly, statistical error measures are nowadays regarded as only the first evaluation step. Since they may not necessarily reflect the economic value of reducing prediction errors, more and more often, they are complemented by case studies comparing profits from scheduling or trading strategies based on price forecasts obtained from different models.

Abstract--Artificial Intelligence (AI) has found its applications in a variety of environments ranging from data science to cybersecurity. AI helps break through the limitations of traditional algorithms and provides more efficient and flexible methods for solving problems. In this paper, we focus on the applications of artificial intelligence in authentication, which is used in a wide range of scenarios including facial recognition to access buildings, keystroke dynamics to unlock smartphones. With the emerging AI-assisted authentication schemes, our comprehensive survey provides an overall understanding on a high level, which paves the way for future research in this area. In contrast to other relevant surveys, our research is the first of its kind to focus on the roles of AI in authentication. Learning and neural networks are The traditional password-based authentication method has two main mechanisms used in AI. Learning is the process of slowly faded out due to its inadequate ...