Despite impressive state-of-the-art performance on a wide variety of machine learning tasks in multiple applications, deep learning methods can produce over-confident predictions, particularly with limited training data. Therefore, quantifying uncertainty is particularly important in critical applications such as anomaly or lesion detection and clinical diagnosis, where a realistic assessment of uncertainty is essential in determining surgical margins, disease status and appropriate treatment. In this work, we focus on using quantile regression to estimate aleatoric uncertainty and use it for estimating uncertainty in both supervised and unsupervised lesion detection problems. In the unsupervised settings, we apply quantile regression to a lesion detection task using Variational AutoEncoder (VAE). The VAE models the output as a conditionally independent Gaussian characterized by means and variances for each output dimension. Unfortunately, joint optimization of both mean and variance in the VAE leads to the well-known problem of shrinkage or underestimation of variance. We describe an alternative VAE model, Quantile-Regression VAE (QR-VAE), that avoids this variance shrinkage problem by estimating conditional quantiles for the given input image. Using the estimated quantiles, we compute the conditional mean and variance for input images under the conditionally Gaussian model. We then compute reconstruction probability using this model as a principled approach to outlier or anomaly detection applications. In the supervised setting, we develop binary quantile regression (BQR) for the supervised lesion segmentation task. BQR segmentation can capture uncertainty in label boundaries. We show how quantile regression can be used to characterize expert disagreement in the location of lesion boundaries.

Estimating feature importance is a significant aspect of explaining data-based models. Besides explaining the model itself, an equally relevant question is which features are important in the underlying data generating process. We present a Shapley value based framework for inferring the importance of individual features, including uncertainty in the estimator. We build upon the recently published feature importance measure of SAGE (Shapley additive global importance) and introduce sub-SAGE which can be estimated without resampling for tree-based models. We argue that the uncertainties can be estimated from bootstrapping and demonstrate the approach for tree ensemble methods. The framework is exemplified on synthetic data as well as high-dimensional genomics data.

What is High Demensional Data? How does it affect your Machine Learning models? Have you ever wondered why your model isn't meeting your expectations and you have tried hyper-tuning the parameters until the ends of the earth, with no improvements? Understanding your data and your model may be key. Underneath such an immense and complicated hood, you may be concerned that there are few to no ways of gaining more insight into your data, as well as your model.

EM (Expectation-Maximisation) Algorithm is the go to algorithm whenever we have to do parameter estimation with hidden variables, such as in hidden Markov Chains. For some reason, it is often poorly explained and students end up confused as to what exactly are we maximising in the E-step and M-steps. Here is my attempt at a (hopefully) clear and step by step explanation on exactly how EM Algorithm works.

Building a machine learning model requires a series of steps, from data preparation, data cleaning, feature engineering, model building to model deployment. Therefore, it can take a lot of time for a data scientist to create a solution that solves a business problem. To help speed up the process, you can use Pycaret, an open-source library. Pycaret can help you perform all the end-to-end processes of ML faster with few lines of code. Pycaret is an open-source, low code library in python that aims to automate the development of machine learning models.

Artificial intelligence (AI) is not a new kid on the block anymore and the field is developing at a constantly increasing pace. Pretty much every day there is some kind of new development, be it a research paper announcing a new or improved machine learning algorithm, a new library for one of the most popular programming languages (Python/R/Julia), etc. In the past, many of those advances did not make it to mainstream media. But that is also changing rapidly. Some of the recent examples include the AlphaGo beating the 18-time world champion at Go [1], using Deep Learning to generate realistic faces of humans that never existed [2], or the spread of Deep Fakes -- images or videos placing people in situations that never actually happened.

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet informative Bayesian multi-task regression paradigm. Multi-task GP (MTGP) provides not only the prediction mean but also the associated prediction variance to quantify uncertainty, thus gaining popularity in various scenarios. The linear model of coregionalization (LMC) is a well-known MTGP paradigm which exploits the dependency of tasks through linear combination of several independent and diverse GPs. The LMC however suffers from high model complexity and limited model capability when handling complicated multi-task cases. To this end, we develop the neural embedding of coregionalization that transforms the latent GPs into a high-dimensional latent space to induce rich yet diverse behaviors. Furthermore, we use advanced variational inference as well as sparse approximation to devise a tight and compact evidence lower bound (ELBO) for higher quality of scalable model inference. Extensive numerical experiments have been conducted to verify the higher prediction quality and better generalization of our model, named NSVLMC, on various real-world multi-task datasets and the cross-fluid modeling of unsteady fluidized bed.

A deep clustering network is desired for data streams because of its aptitude in extracting natural features thus bypassing the laborious feature engineering step. While automatic construction of the deep networks in streaming environments remains an open issue, it is also hindered by the expensive labeling cost of data streams rendering the increasing demand for unsupervised approaches. This paper presents an unsupervised approach of deep clustering network construction on the fly via simultaneous deep learning and clustering termed Autonomous Deep Clustering Network (ADCN). It combines the feature extraction layer and autonomous fully connected layer in which both network width and depth are self-evolved from data streams based on the bias-variance decomposition of reconstruction loss. The self-clustering mechanism is performed in the deep embedding space of every fully connected layer while the final output is inferred via the summation of cluster prediction score. Further, a latent-based regularization is incorporated to resolve the catastrophic forgetting issue. A rigorous numerical study has shown that ADCN produces better performance compared to its counterparts while offering fully autonomous construction of ADCN structure in streaming environments with the absence of any labeled samples for model updates. To support the reproducible research initiative, codes, supplementary material, and raw results of ADCN are made available in \url{https://tinyurl.com/AutonomousDCN}.

Being able to recommend links between users in online social networks is important for users to connect with like-minded individuals as well as for the platforms themselves and third parties leveraging social media information to grow their business. Predictions are typically based on unsupervised or supervised learning, often leveraging simple yet effective graph topological information, such as the number of common neighbors. However, we argue that richer information about personal social structure of individuals might lead to better predictions. In this paper, we propose to leverage well-established social cognitive theories to improve link prediction performance. According to these theories, individuals arrange their social relationships along, on average, five concentric circles of decreasing intimacy. We postulate that relationships in different circles have different importance in predicting new links. In order to validate this claim, we focus on popular feature-extraction prediction algorithms (both unsupervised and supervised) and we extend them to include social-circles awareness. We validate the prediction performance of these circle-aware algorithms against several benchmarks (including their baseline versions as well as node-embedding- and GNN-based link prediction), leveraging two Twitter datasets comprising a community of video gamers and generic users. We show that social-awareness generally provides significant improvements in the prediction performance, beating also state-of-the-art solutions like node2vec and SEAL, and without increasing the computational complexity. Finally, we show that social-awareness can be used in place of using a classifier (which may be costly or impractical) for targeting a specific category of users.

Deep learning approaches have achieved great success in the field of Natural Language Processing (NLP). However, deep neural models often suffer from overfitting and data scarcity problems that are pervasive in NLP tasks. In recent years, Multi-Task Learning (MTL), which can leverage useful information of related tasks to achieve simultaneous performance improvement on multiple related tasks, has been used to handle these problems. In this paper, we give an overview of the use of MTL in NLP tasks. We first review MTL architectures used in NLP tasks and categorize them into four classes, including the parallel architecture, hierarchical architecture, modular architecture, and generative adversarial architecture. Then we present optimization techniques on loss construction, data sampling, and task scheduling to properly train a multi-task model. After presenting applications of MTL in a variety of NLP tasks, we introduce some benchmark datasets. Finally, we make a conclusion and discuss several possible research directions in this field.