The above quotation becomes the basis of what is present in this article, studying natural language processing in individual personality. Personality is defined as the characteristic set of behaviours, cognitions, and emotional patterns [1] as well as thinking patterns [2], and its external appearance can be seen in writing, speech, decision and other aspects of the social and personal lives of people. Language is the most prominent and the most available aspects of individuals' personality. Meanwhile, written text is one of the most utilized appearance of language. Developing the Internet based infrastructure such as social media, e-mails, and different texting contexts, have made the language appearance of people more available. Consequently, considering the increasing of internet based communications, it would be so exciting to became aware of individuals' personality, inspite of their absence. Therefore, the involvement of computers in determining the personality of people seems necessary and turned into a study field in computer science. Automatic Personality Prediction (or Perception) (APP) is the automatic prediction of the personality of individuals and usually done by computers.

Information bottleneck (IB) depicts a trade-off between the accuracy and conciseness of encoded representations. IB has succeeded in explaining the objective and behavior of neural networks (NNs) as well as learning better representations. However, there are still critics of the universality of IB, e.g., phase transition usually fades away, representation compression is not causally related to generalization, and IB is trivial in deterministic cases. In this work, we build a new IB based on the trade-off between the accuracy and complexity of learned weights of NNs. We argue that this new IB represents a more solid connection to the objective of NNs since the information stored in weights (IIW) bounds their PAC-Bayes generalization capability, hence we name it as PAC-Bayes IB (PIB). On IIW, we can identify the phase transition phenomenon in general cases and solidify the causality between compression and generalization. We then derive a tractable solution of PIB and design a stochastic inference algorithm by Markov chain Monte Carlo sampling. We empirically verify our claims through extensive experiments. We also substantiate the superiority of the proposed algorithm on training NNs.

It is well-known that machine learning protocols typically under-utilize information on the probability distributions of feature vectors and related data, and instead directly compute regression or classification functions of feature vectors. In this paper we introduce a set of novel features for identifying underlying stochastic behavior of input data using the Karhunen-Lo\'{e}ve (KL) expansion, where classification is treated as detection of anomalies from a (nominal) signal class. These features are constructed from the recent Functional Data Analysis (FDA) theory for anomaly detection. The related signal decomposition is an exact hierarchical tensor product expansion with known optimality properties for approximating stochastic processes (random fields) with finite dimensional function spaces. In principle these primary low dimensional spaces can capture most of the stochastic behavior of `underlying signals' in a given nominal class, and can reject signals in alternative classes as stochastic anomalies. Using a hierarchical finite dimensional KL expansion of the nominal class, a series of orthogonal nested subspaces is constructed for detecting anomalous signal components. Projection coefficients of input data in these subspaces are then used to train an ML classifier. However, due to the split of the signal into nominal and anomalous projection components, clearer separation surfaces of the classes arise. In fact we show that with a sufficiently accurate estimation of the covariance structure of the nominal class, a sharp classification can be obtained. We carefully formulate this concept and demonstrate it on a number of high-dimensional datasets in cancer diagnostics. This method leads to a significant increase in precision and accuracy over the current top benchmarks for the Global Cancer Map (GCM) gene expression network dataset.

Many causal inference approaches have focused on identifying an individual's outcome change due to a potential treatment, or the individual treatment effect (ITE), from observational studies. Rather than only estimating the ITE, we propose Collaborating Causal Networks (CCN) to estimate the full potential outcome distributions. This modification facilitates estimating the utility of each treatment and allows for individual variation in utility functions (e.g., variability in risk tolerance). We show that CCN learns distributions that asymptotically capture the correct potential outcome distributions under standard causal inference assumptions. Furthermore, we develop a new adjustment approach that is empirically effective in alleviating sample imbalance between treatment groups in observational studies. We evaluate CCN by extensive empirical experiments and demonstrate improved distribution estimates compared to existing Bayesian and Generative Adversarial Network-based methods. Additionally, CCN empirically improves decisions over a variety of utility functions.

We investigate a clustering problem with data from a mixture of Gaussians that share a common but unknown, and potentially ill-conditioned, covariance matrix. We start by considering Gaussian mixtures with two equally-sized components and derive a Max-Cut integer program based on maximum likelihood estimation. We prove its solutions achieve the optimal misclassification rate when the number of samples grows linearly in the dimension, up to a logarithmic factor. However, solving the Max-cut problem appears to be computationally intractable. To overcome this, we develop an efficient spectral algorithm that attains the optimal rate but requires a quadratic sample size. Although this sample complexity is worse than that of the Max-cut problem, we conjecture that no polynomial-time method can perform better. Furthermore, we gather numerical and theoretical evidence that supports the existence of a statistical-computational gap. Finally, we generalize the Max-Cut program to a $k$-means program that handles multi-component mixtures with possibly unequal weights. It enjoys similar optimality guarantees for mixtures of distributions that satisfy a transportation-cost inequality, encompassing Gaussian and strongly log-concave distributions.

The Gumbel-max trick is a method to draw a sample from a categorical distribution, given by its unnormalized (log-)probabilities. Over the past years, the machine learning community has proposed several extensions of this trick to facilitate, e.g., drawing multiple samples, sampling from structured domains, or gradient estimation for error backpropagation in neural network optimization. The goal of this survey article is to present background about the Gumbel-max trick, and to provide a structured overview of its extensions to ease algorithm selection. Moreover, it presents a comprehensive outline of (machine learning) literature in which Gumbel-based algorithms have been leveraged, reviews commonly-made design choices, and sketches a future perspective.

This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of stochastic systems affected by external manipulation (interventions). This thesis contributes to the research areas concerning the estimation of causal effects, causal structure learning, and distributionally robust (out-of-distribution generalizing) prediction methods. We present novel and consistent linear and non-linear causal effects estimators in instrumental variable settings that employ data-dependent mean squared prediction error regularization. Our proposed estimators show, in certain settings, mean squared error improvements compared to both canonical and state-of-the-art estimators. We show that recent research on distributionally robust prediction methods has connections to well-studied estimators from econometrics. This connection leads us to prove that general K-class estimators possess distributional robustness properties. We, furthermore, propose a general framework for distributional robustness with respect to intervention-induced distributions. In this framework, we derive sufficient conditions for the identifiability of distributionally robust prediction methods and present impossibility results that show the necessity of several of these conditions. We present a new structure learning method applicable in additive noise models with directed trees as causal graphs. We prove consistency in a vanishing identifiability setup and provide a method for testing substructure hypotheses with asymptotic family-wise error control that remains valid post-selection. Finally, we present heuristic ideas for learning summary graphs of nonlinear time-series models.

Analyzing multi-way measurements with variations across one mode of the dataset is a challenge in various fields including data mining, neuroscience and chemometrics. For example, measurements may evolve over time or have unaligned time profiles. The PARAFAC2 model has been successfully used to analyze such data by allowing the underlying factor matrices in one mode (i.e., the evolving mode) to change across slices. The traditional approach to fit a PARAFAC2 model is to use an alternating least squares-based algorithm, which handles the constant cross-product constraint of the PARAFAC2 model by implicitly estimating the evolving factor matrices. This approach makes imposing regularization on these factor matrices challenging. There is currently no algorithm to flexibly impose such regularization with general penalty functions and hard constraints. In order to address this challenge and to avoid the implicit estimation, in this paper, we propose an algorithm for fitting PARAFAC2 based on alternating optimization with the alternating direction method of multipliers (AO-ADMM). With numerical experiments on simulated data, we show that the proposed PARAFAC2 AO-ADMM approach allows for flexible constraints, recovers the underlying patterns accurately, and is computationally efficient compared to the state-of-the-art. We also apply our model to a real-world chromatography dataset, and show that constraining the evolving mode improves the interpretability of the extracted patterns.

From USA Forensic Science Service; 6 types of glass; defined in terms of their oxide content (i.e. The study of the classification of types of glass was motivated by the criminological investigation. At the scene of the crime, the glass left can be used as evidence…if it is correctly identified! Convert String data to Numeric format so we can process the data in Apache Spark ML Library. Welcome to this project on predicting the type of Glass in Apache Spark Machine Learning using Databricks platform community edition server which allows you to execute your spark code, free of cost on their server just by registering through email id.

The linear model is named so because of the linear relationship between the input (independent variable) and the output (dependent variable). Even though we know it's of a high probability that the real-world data shows nonlinearity, people usually keep regarding the linear model as one of the top choices. The reasons for that are mainly two things. First, with acceptable approximation, the linear model is one of the simplest models to interpret. Second, the low complexity of the linear model makes it very unlikely to overfit the data, especially when you have small n (sample size) and large p ( variable number).