We propose a data-driven portfolio selection model that integrates side information, conditional estimation and robustness using the framework of distributionally robust optimization. Conditioning on the observed side information, the portfolio manager solves an allocation problem that minimizes the worst-case conditional risk-return trade-off, subject to all possible perturbations of the covariate-return probability distribution in an optimal transport ambiguity set. Despite the non-linearity of the objective function in the probability measure, we show that the distributionally robust portfolio allocation with side information problem can be reformulated as a finite-dimensional optimization problem. If portfolio decisions are made based on either the mean-variance or the mean-Conditional Value-at-Risk criterion, the resulting reformulation can be further simplified to second-order or semi-definite cone programs. Empirical studies in the US and Chinese equity markets demonstrate the advantage of our integrative framework against other benchmarks.

In practice, real data sets may have missing values or otherwise have only partially observed records that complicate the validity and application validity of standard statistical methodology. Missingness may result from diverse causes, with an underlying mechanism of one of three types: missing completely at random (MCAR), missing at random (MAR), or not missing at random (NMAR) [16]. Under MCAR, the probability that a case (record, sample, observation) is missing feature (variable, attribute, dimension) values does not depend on either the observed or missing feature values. When the probability that a case is missing feature values may depend on the observed feature values, but not the missing feature values, the mechanism is MAR. In the more extreme and challenging case of NMAR, the probability that a case is missing feature values depends on both observed and missing feature values. Notably, if the data are MCAR, they are also MAR; if the data are not MAR, then they are NMAR. Strategies for analysis of data with missing values are often critically dependent on the missingness mechanism, and clustering is no exception. For clustering problems, the most common (and often expedient) treatment of missing values is deletion, on either a case or feature basis, or imputation [17], [18].

This paper presents an architecture-friendly k-means clustering algorithm called SIVF for a large-scale and high-dimensional sparse data set. Algorithm efficiency on time is often measured by the number of costly operations such as similarity calculations. In practice, however, it depends greatly on how the algorithm adapts to an architecture of the computer system which it is executed on. Our proposed SIVF employs invariant centroid-pair based filter (ICP) to decrease the number of similarity calculations between a data object and centroids of all the clusters. To maximize the ICP performance, SIVF exploits for a centroid set an inverted-file that is structured so as to reduce pipeline hazards. We demonstrate in our experiments on real large-scale document data sets that SIVF operates at higher speed and with lower memory consumption than existing algorithms. Our performance analysis reveals that SIVF achieves the higher speed by suppressing performance degradation factors of the number of cache misses and branch mispredictions rather than less similarity calculations.

In this paper, we analyze the continuous armed bandit problems for nonconvex cost functions under certain smoothness and sublevel set assumptions. We first derive an upper bound on the expected cumulative regret of a simple bin splitting method. We then propose an adaptive bin splitting method, which can significantly improve the performance. Furthermore, a minimax lower bound is derived, which shows that our new adaptive method achieves locally minimax optimal expected cumulative regret.

Recently, there are unprecedented data growth originating from different online platforms which contribute to big data in terms of volume, velocity, variety and veracity (4Vs). Given this nature of big data which is unstructured, performing analytics to extract meaningful information is currently a great challenge to big data analytics. Collecting and analyzing unstructured textual data allows decision makers to study the escalation of comments/posts on our social media platforms. Hence, there is need for automatic big data analysis to overcome the noise and the non-reliability of these unstructured dataset from the digital media platforms. However, current machine learning algorithms used are performance driven focusing on the classification/prediction accuracy based on known properties learned from the training samples. With the learning task in a large dataset, most machine learning models are known to require high computational cost which eventually leads to computational complexity. In this work, two supervised machine learning algorithms are combined with text mining techniques to produce a hybrid model which consists of Na\"ive Bayes and support vector machines (SVM). This is to increase the efficiency and accuracy of the results obtained and also to reduce the computational cost and complexity. The system also provides an open platform where a group of persons with a common interest can share their comments/messages and these comments classified automatically as legal or illegal. This improves the quality of conversation among users. The hybrid model was developed using WEKA tools and Java programming language. The result shows that the hybrid model gave 96.76% accuracy as against the 61.45% and 69.21% of the Na\"ive Bayes and SVM models respectively.

Before Brexit, one of the greatest causes of arguments amongst British families was the question of the nature of Jaffa Cakes. Some argue that their size and host environment (the biscuit aisle) should make them a biscuit in their own right. Others consider that their physical properties (e.g. they harden rather than soften on becoming stale) suggest that they are in fact cake. In order to finally put this debate to rest, we re-purpose technologies used to classify transient events. We train two classifiers (a Random Forest and a Support Vector Machine) on 100 recipes of traditional cakes and biscuits. Our classifiers have 95 percent and 91 percent accuracy respectively. Finally we feed two Jaffa Cake recipes to the algorithms and find that Jaffa Cakes are, without a doubt, cakes. Finally, we suggest a new theory as to why some believe Jaffa Cakes are biscuits.

We study the problem of dynamic visual reasoning on raw videos. This is a challenging problem; currently, state-of-the-art models often require dense supervision on physical object properties and events from simulation, which are impractical to obtain in real life. In this paper, we present the Dynamic Concept Learner (DCL), a unified framework that grounds physical objects and events from video and language. DCL first adopts a trajectory extractor to track each object over time and to represent it as a latent, object-centric feature vector. Building upon this object-centric representation, DCL learns to approximate the dynamic interaction among objects using graph networks. DCL further incorporates a semantic parser to parse questions into semantic programs and, finally, a program executor to run the program to answer the question, levering the learned dynamics model. After training, DCL can detect and associate objects across the frames, ground visual properties, and physical events, understand the causal relationship between events, make future and counterfactual predictions, and leverage these extracted presentations for answering queries. DCL achieves state-of-the-art performance on CLEVRER, a challenging causal video reasoning dataset, even without using ground-truth attributes and collision labels from simulations for training. We further test DCL on a newly proposed video-retrieval and event localization dataset derived from CLEVRER, showing its strong generalization capacity.

We are interested in multilayer graph clustering, which aims at dividing the graph nodes into categories or communities. To do so, we propose to learn a clustering-friendly embedding of the graph nodes by solving an optimization problem that involves a fidelity term to the layers of a given multilayer graph, and a regularization on the (single-layer) graph induced by the embedding. The fidelity term uses the contrastive loss to properly aggregate the observed layers into a representative embedding. The regularization pushes for a sparse and community-aware graph, and it is based on a measure of graph sparsification called "effective resistance", coupled with a penalization of the first few eigenvalues of the representative graph Laplacian matrix to favor the formation of communities. The proposed optimization problem is nonconvex but fully differentiable, and thus can be solved via the descent gradient method. Experiments show that our method leads to a significant improvement w.r.t. state-of-the-art multilayer graph clustering algorithms.

Human Activity Recognition (HAR) is considered a valuable research topic in the last few decades. Different types of machine learning models are used for this purpose, and this is a part of analyzing human behavior through machines. It is not a trivial task to analyze the data from wearable sensors for complex and high dimensions. Nowadays, researchers mostly use smartphones or smart home sensors to capture these data. In our paper, we analyze these data using machine learning models to recognize human activities, which are now widely used for many purposes such as physical and mental health monitoring. We apply different machine learning models and compare performances. We use Logistic Regression (LR) as the benchmark model for its simplicity and excellent performance on a dataset, and to compare, we take Decision Tree (DT), Support Vector Machine (SVM), Random Forest (RF), and Artificial Neural Network (ANN). Additionally, we select the best set of parameters for each model by grid search. We use the HAR dataset from the UCI Machine Learning Repository as a standard dataset to train and test the models. Throughout the analysis, we can see that the Support Vector Machine performed (average accuracy 96.33%) far better than the other methods. We also prove that the results are statistically significant by employing statistical significance test methods.

We introduce a machine learning-based method for fully automated diagnosis of sickle cell disease of poor-quality unstained images of a mobile microscope. Our method is capable of distinguishing between diseased, trait (carrier), and normal samples unlike the previous methods that are limited to distinguishing the normal from the abnormal samples only. The novelty of this method comes from distinguishing the trait and the diseased samples from challenging images that have been captured directly in the field. The proposed approach contains two parts, the segmentation part followed by the classification part. We use a random forest algorithm to segment such challenging images acquitted through a mobile phone-based microscope. Then, we train two classifiers based on a random forest (RF) and a support vector machine (SVM) for classification. The results show superior performances of both of the classifiers not only for images which have been captured in the lab, but also for the ones which have been acquired in the field itself.