Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have difficulties in accommodating big datasets, categorical inputs, and multiple responses, which has become a common challenge for a growing number of data-driven design applications. In this paper, we propose a GP model that utilizes latent variables and functions obtained through variational inference to address the aforementioned challenges simultaneously. The method is built upon the latent variable Gaussian process (LVGP) model where categorical factors are mapped into a continuous latent space to enable GP modeling of mixed-variable datasets. By extending variational inference to LVGP models, the large training dataset is replaced by a small set of inducing points to address the scalability issue. Output response vectors are represented by a linear combination of independent latent functions, forming a flexible kernel structure to handle multiple responses that might have distinct behaviors. Comparative studies demonstrate that the proposed method scales well for large datasets with over 10^4 data points, while outperforming state-of-the-art machine learning methods without requiring much hyperparameter tuning. In addition, an interpretable latent space is obtained to draw insights into the effect of categorical factors, such as those associated with building blocks of architectures and element choices in metamaterial and materials design. Our approach is demonstrated for machine learning of ternary oxide materials and topology optimization of a multiscale compliant mechanism with aperiodic microstructures and multiple materials.

Federated Learning (FL) is a promising framework that has great potentials in privacy preservation and in lowering the computation load at the cloud. FedAvg and FedProx are two widely adopted algorithms. However, recent work raised concerns on these two methods: (1) their fixed points do not correspond to the stationary points of the original optimization problem, and (2) the common model found might not generalize well locally. In this paper, we alleviate these concerns. Towards this, we adopt the statistical learning perspective yet allow the distributions to be heterogeneous and the local data to be unbalanced. We show, in the general kernel regression setting, that both FedAvg and FedProx converge to the minimax-optimal error rates. Moreover, when the kernel function has a finite rank, the convergence is exponentially fast. Our results further analytically quantify the impact of the model heterogeneity and characterize the federation gain - the reduction of the estimation error for a worker to join the federated learning compared to the best local estimator. To the best of our knowledge, we are the first to show the achievability of minimax error rates under FedAvg and FedProx, and the first to characterize the gains in joining FL. Numerical experiments further corroborate our theoretical findings on the statistical optimality of FedAvg and FedProx and the federation gains.

We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random order. Focusing on the scenario where the cumulative loss function is (strongly) convex, yet individual loss functions are smooth but might be non-convex, we give algorithms that achieve the optimal bounds and significantly outperform the results of \citet{garber2020online}, completely removing the dimension dependence and improving their scaling with respect to the strong convexity parameter. Our analysis relies on novel connections between algorithmic stability and generalization for sampling without-replacement analogous to those studied in the with-replacement i.i.d.~setting, as well as on a refined average stability analysis of stochastic gradient descent.

Finding anomalous snapshots from a graph has garnered huge attention recently. Existing studies address the problem using shallow learning mechanisms such as subspace selection, ego-network, or community analysis. These models do not take into account the multifaceted interactions between the structure and attributes in the network. In this paper, we propose GraphAnoGAN, an anomalous snapshot ranking framework, which consists of two core components -- generative and discriminative models. Specifically, the generative model learns to approximate the distribution of anomalous samples from the candidate set of graph snapshots, and the discriminative model detects whether the sampled snapshot is from the ground-truth or not. Experiments on 4 real-world networks show that GraphAnoGAN outperforms 6 baselines with a significant margin (28.29% and 22.01% higher precision and recall, respectively compared to the best baseline, averaged across all datasets).

Capturing the playing style of professional soccer coaches is a complex, and yet barely explored, task in sports analytics. Nowadays, the availability of digital data describing every relevant spatio-temporal aspect of soccer matches, allows for capturing and analyzing the playing style of players, teams, and coaches in an automatic way. In this paper, we present coach2vec, a workflow to capture the playing style of professional coaches using match event streams and artificial intelligence. Coach2vec extracts ball possessions from each match, clusters them based on their similarity, and reconstructs the typical ball possessions of coaches. Then, it uses an autoencoder, a type of artificial neural network, to obtain a concise representation (encoding) of the playing style of each coach. Our experiments, conducted on soccer-logs describing the last four seasons of the Italian first division, reveal interesting similarities between prominent coaches, paving the road to the simulation of playing styles and the quantitative comparison of professional coaches.

Conversational machine reading (CMR) tools allow users to give a description of their scenario and pose a question to them [1] [2]. The CMR tool then processes the rule text in relation to the user scenario and question and either picks an appropriate answer from the set of possible answers A {Yes, No, Irrelevant} or chooses to seek futher clarification before giving an answer from the set A [3]. A number of systems [2] [3] [4] [5] have been developed with a goal to improve the precision of the answers given to the user. However, all the existing tools apply supervised learning technique which require manually labeled dataset. For every new rule text, the supervised techniques will require that a labeled dataset be created. The task of manually labeling dataset is tedious and error prone [6].

We present a new method for counterfactual explanations (CFEs) based on Bayesian optimisation that applies to both classification and regression models. Our method is a globally convergent search algorithm with support for arbitrary regression models and constraints like feature sparsity and actionable recourse, and furthermore can answer multiple counterfactual questions in parallel while learning from previous queries. We formulate CFE search for regression models in a rigorous mathematical framework using differentiable potentials, which resolves robustness issues in threshold-based objectives. We prove that in this framework, (a) verifying the existence of counterfactuals is NP-complete; and (b) that finding instances using such potentials is CLS-complete. We describe a unified algorithm for CFEs using a specialised acquisition function that composes both expected improvement and an exponential-polynomial (EP) family with desirable properties. Our evaluation on real-world benchmark domains demonstrate high sample-efficiency and precision.

Identifying the failure modes of cloud computing systems is a difficult and time-consuming task, due to the growing complexity of such systems, and the large volume and noisiness of failure data. This paper presents a novel approach for analyzing failure data from cloud systems, in order to relieve human analysts from manually fine-tuning the data for feature engineering. The approach leverages Deep Embedded Clustering (DEC), a family of unsupervised clustering algorithms based on deep learning, which uses an autoencoder to optimize data dimensionality and inter-cluster variance. We applied the approach in the context of the OpenStack cloud computing platform, both on the raw failure data and in combination with an anomaly detection pre-processing algorithm. The results show that the performance of the proposed approach, in terms of purity of clusters, is comparable to, or in some cases even better than manually fine-tuned clustering, thus avoiding the need for deep domain knowledge and reducing the effort to perform the analysis. In all cases, the proposed approach provides better performance than unsupervised clustering when no feature engineering is applied to the data. Moreover, the distribution of failure modes from the proposed approach is closer to the actual frequency of the failure modes.

We propose a method that meta-learns a knowledge on matrix factorization from various matrices, and uses the knowledge for factorizing unseen matrices. The proposed method uses a neural network that takes a matrix as input, and generates prior distributions of factorized matrices of the given matrix. The neural network is meta-learned such that the expected imputation error is minimized when the factorized matrices are adapted to each matrix by a maximum a posteriori (MAP) estimation. We use a gradient descent method for the MAP estimation, which enables us to backpropagate the expected imputation error through the gradient descent steps for updating neural network parameters since each gradient descent step is written in a closed form and is differentiable. The proposed method can meta-learn from matrices even when their rows and columns are not shared, and their sizes are different from each other. In our experiments with three user-item rating datasets, we demonstrate that our proposed method can impute the missing values from a limited number of observations in unseen matrices after being trained with different matrices.

This article will talk about Logistic Regression, a method for classifying the data in Machine Learning. Logistic regression is generally used where we have to classify the data into two or more classes. One is binary and the other is multi-class logistic regression. As the name suggests, the binary class has 2 classes that are Yes/No, True/False, 0/1, etc. In multi-class classification, there are more than 2 classes for classifying data. " Logistic Regression is a classification algorithm for categorical variables like Yes/No, True/False, 0/1, etc."