Uncovering anomalies in attributed networks has recently gained popularity due to its importance in unveiling outliers and flagging adversarial behavior in a gamut of data and network science applications including {the Internet of Things (IoT)}, finance, security, to list a few. The present work deals with uncovering anomalous edges in attributed graphs using two distinct formulations with complementary strengths, which can be easily distributed, and hence efficient. The first relies on decomposing the graph data matrix into low rank plus sparse components to markedly improve performance. The second broadens the scope of the first by performing robust recovery of the unperturbed graph, which enhances the anomaly identification performance. The novel methods not only capture anomalous edges linking nodes of different communities, but also spurious connections between any two nodes with different features. Experiments conducted on real and synthetic data corroborate the effectiveness of both methods in the anomaly identification task.

Though word embeddings and topics are complementary representations, several past works have only used pretrained word embeddings in (neural) topic modeling to address data sparsity in short-text or small collection of documents. This work presents a novel neural topic modeling framework using multi-view embedding spaces: (1) pretrained topic-embeddings, and (2) pretrained word-embeddings (context insensitive from Glove and context-sensitive from BERT models) jointly from one or many sources to improve topic quality and better deal with polysemy. In doing so, we first build respective pools of pretrained topic (i.e., TopicPool) and word embeddings (i.e., WordPool). We then identify one or more relevant source domain(s) and transfer knowledge to guide meaningful learning in the sparse target domain. Within neural topic modeling, we quantify the quality of topics and document representations via generalization (perplexity), interpretability (topic coherence) and information retrieval (IR) using short-text, long-text, small and large document collections from news and medical domains. Introducing the multi-source multi-view embedding spaces, we have shown state-of-the-art neural topic modeling using 6 source (high-resource) and 5 target (low-resource) corpora.

Patient flow analysis can be studied from a clinical and or operational perspective using simulation. Traditional statistical methods such as stochastic distribution methods have been used to construct patient flow simulation submodels such as patient inflow, Length of Stay (LoS), Cost of Treatment (CoT) and Clinical Pathway (CP) models. However, patient inflow demonstrates seasonality, trend and variation over time. LoS, CoT and CP are significantly determined by attributes of patients and clinical and laboratory test results. For this reason, patient flow simulation models constructed using traditional statistical methods are criticized for ignoring heterogeneity and their contribution to personalized and value based healthcare. On the other hand, machine learning methods have proven to be efficient to study and predict admission rate, LoS, CoT, and CP. This paper, hence, describes why coupling machine learning with patient flow simulation is important and proposes a conceptual architecture that shows how to integrate machine learning with patient flow simulation.

The modelling of Earth observation data is a challenging problem, typically approached by either purely mechanistic or purely data-driven methods. Mechanistic models encode the domain knowledge and physical rules governing the system. Such models, however, need the correct specification of all interactions between variables in the problem and the appropriate parameterization is a challenge in itself. On the other hand, machine learning approaches are flexible data-driven tools, able to approximate arbitrarily complex functions, but lack interpretability and struggle when data is scarce or in extrapolation regimes. In this paper, we argue that hybrid learning schemes that combine both approaches can address all these issues efficiently. We introduce Gaussian process (GP) convolution models for hybrid modelling in Earth observation (EO) problems. We specifically propose the use of a class of GP convolution models called latent force models (LFMs) for EO time series modelling, analysis and understanding. LFMs are hybrid models that incorporate physical knowledge encoded in differential equations into a multioutput GP model. LFMs can transfer information across time-series, cope with missing observations, infer explicit latent functions forcing the system, and learn parameterizations which are very helpful for system analysis and interpretability. We consider time series of soil moisture from active (ASCAT) and passive (SMOS, AMSR2) microwave satellites. We show how assuming a first order differential equation as governing equation, the model automatically estimates the e-folding time or decay rate related to soil moisture persistence and discovers latent forces related to precipitation. The proposed hybrid methodology reconciles the two main approaches in remote sensing parameter estimation by blending statistical learning and mechanistic modeling.

Federated learning (FL) is an emerging distributed machine learning paradigm that protects privacy and tackles the problem of isolated data islands. At present, there are two main communication strategies of FL: synchronous FL and asynchronous FL. The advantages of synchronous FL are that the model has high precision and fast convergence speed. However, this synchronous communication strategy has the risk that the central server waits too long for the devices, namely, the straggler effect which has a negative impact on some time-critical applications. Asynchronous FL has a natural advantage in mitigating the straggler effect, but there are threats of model quality degradation and server crash. Therefore, we combine the advantages of these two strategies to propose a clustered semi-asynchronous federated learning (CSAFL) framework. We evaluate CSAFL based on four imbalanced federated datasets in a non-IID setting and compare CSAFL to the baseline methods. The experimental results show that CSAFL significantly improves test accuracy by more than +5% on the four datasets compared to TA-FedAvg. In particular, CSAFL improves absolute test accuracy by +34.4% on non-IID FEMNIST compared to TA-FedAvg.

$\alpha$-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show that such distortions, if tuned appropriately, reduce the Kullback-Leibler (KL) divergence from the true, but perhaps infeasible, posterior distribution when there is potential parametric model misspecification. To make this point, we derive a Bernstein-von Mises theorem showing convergence in total variation distance of $\alpha$-posteriors and their variational approximations to limiting Gaussian distributions. We use these distributions to evaluate the KL divergence between true and reported posteriors. We show this divergence is minimized by choosing $\alpha$ strictly smaller than one, assuming there is a vanishingly small probability of model misspecification. The optimized value becomes smaller as the the misspecification becomes more severe. The optimized KL divergence increases logarithmically in the degree of misspecification and not linearly as with the usual posterior.

Annotating the right set of data amongst all available data points is a key challenge in many machine learning applications. Batch active learning is a popular approach to address this, in which batches of unlabeled data points are selected for annotation, while an underlying learning algorithm gets subsequently updated. Increasingly larger batches are particularly appealing in settings where data can be annotated in parallel, and model training is computationally expensive. A key challenge here is scale - typical active learning methods rely on diversity techniques, which select a diverse set of data points to annotate, from an unlabeled pool. In this work, we introduce Active Data Shapley (ADS) -- a filtering layer for batch active learning that significantly increases the efficiency of active learning by pre-selecting, using a linear time computation, the highest-value points from an unlabeled dataset. Using the notion of the Shapley value of data, our method estimates the value of unlabeled data points with regards to the prediction task at hand. We show that ADS is particularly effective when the pool of unlabeled data exhibits real-world caveats: noise, heterogeneity, and domain shift. We run experiments demonstrating that when ADS is used to pre-select the highest-ranking portion of an unlabeled dataset, the efficiency of state-of-the-art batch active learning methods increases by an average factor of 6x, while preserving performance effectiveness.

Going beyond correlations, the understanding and identification of causal relationships in observational time series, an important subfield of Causal Discovery, poses a major challenge. The lack of access to a well-defined ground truth for real-world data creates the need to rely on synthetic data for the evaluation of these methods. Existing benchmarks are limited in their scope, as they either are restricted to a "static" selection of data sets, or do not allow for a granular assessment of the methods' performance when commonly made assumptions are violated. We propose a flexible and simple to use framework for generating time series data, which is aimed at developing, evaluating, and benchmarking time series causal discovery methods. In particular, the framework can be used to fine tune novel methods on vast amounts of data, without "overfitting" them to a benchmark, but rather so they perform well in real-world use cases. Using our framework, we evaluate prominent time series causal discovery methods and demonstrate a notable degradation in performance when their assumptions are invalidated and their sensitivity to choice of hyperparameters. Finally, we propose future research directions and how our framework can support both researchers and practitioners.

Machine and statistical learning algorithms can be reliably automated and applied at scale. Therefore, they can constitute a considerable asset for designing practical forecasting systems, such as those related to urban water demand. Quantile regression algorithms are statistical and machine learning algorithms that can provide probabilistic forecasts in a straightforward way, and have not been applied so far for urban water demand forecasting. In this work, we aim to fill this gap by automating and extensively comparing several quantile-regression-based practical systems for probabilistic one-day ahead urban water demand forecasting. For designing the practical systems, we use five individual algorithms (i.e., the quantile regression, linear boosting, generalized random forest, gradient boosting machine and quantile regression neural network algorithms), their mean combiner and their median combiner. The comparison is conducted by exploiting a large urban water flow dataset, as well as several types of hydrometeorological time series (which are considered as exogenous predictor variables in the forecasting setting). The results mostly favour the practical systems designed using the linear boosting algorithm, probably due to the presence of trends in the urban water flow time series. The forecasts of the mean and median combiners are also found to be skilful in general terms.

Hawkes processes are a popular means of modeling the event times of self-exciting phenomena, such as earthquake strikes or tweets on a topical subject. Classically, these models are fit to historical event time data via likelihood maximization. However, in many scenarios, the exact times of historical events are not recorded for either privacy (e.g., patient admittance to hospitals) or technical limitations (e.g., most transport data records the volume of vehicles passing loop detectors but not the individual times). The interval-censored setting denotes when only the aggregate counts of events at specific time intervals are observed. Fitting the parameters of interval-censored Hawkes processes requires designing new training objectives that do not rely on the exact event times. In this paper, we propose a model to estimate the parameters of a Hawkes process in interval-censored settings. Our model builds upon the existing Hawkes Intensity Process (HIP) of in several important directions. First, we observe that while HIP is formulated in terms of expected intensities, it is more natural to work instead with expected counts; further, one can express the latter as the solution to an integral equation closely related to the defining equation of HIP. Second, we show how a non-homogeneous Poisson approximation to the Hawkes process admits a tractable likelihood in the interval-censored setting; this approximation recovers the original HIP objective as a special case, and allows for the use of a broader class of Bregman divergences as loss function. Third, we explicate how to compute a tighter approximation to the ground truth in the likelihood. Finally, we show how our model can incorporate information about varying interval lengths. Experiments on synthetic and real-world data confirm our HIPPer model outperforms HIP and several other baselines on the task of interval-censored inference.