Proximity preserving and structural role-based node embeddings became a prime workhorse of applied graph mining. Novel node embedding techniques are repetitively tested on the same benchmark datasets which led to a range of methods with questionable performance gains. In this paper, we propose Twitch Gamers a new social network dataset with multiple potential target attributes. Our descriptive analysis of the social network and node classification experiments illustrate that Twitch Gamers is suitable for assessing the predictive performance of novel proximity-preserving and structural role-based node embedding algorithms.

Energy-Based Models (EBMs), also known as non-normalized probabilistic models, specify probability density or mass functions up to an unknown normalizing constant. Unlike most other probabilistic models, EBMs do not place a restriction on the tractability of the normalizing constant, thus are more flexible to parameterize and can model a more expressive family of probability distributions. However, the unknown normalizing constant of EBMs makes training particularly difficult. Our goal is to provide a friendly introduction to modern approaches for EBM training. We start by explaining maximum likelihood training with Markov chain Monte Carlo (MCMC), and proceed to elaborate on MCMC-free approaches, including Score Matching (SM) and Noise Constrastive Estimation (NCE). We highlight theoretical connections among these three approaches, and end with a brief survey on alternative training methods, which are still under active research. Our tutorial is targeted at an audience with basic understanding of generative models who want to apply EBMs or start a research project in this direction.

We explore generalizations of some integrated learning and optimization frameworks for data-driven contextual stochastic optimization that can adapt to heteroscedasticity. We identify conditions on the stochastic program, data generation process, and the prediction setup under which these generalizations possess asymptotic and finite sample guarantees for a class of stochastic programs, including two-stage stochastic mixed-integer programs with continuous recourse. We verify that our assumptions hold for popular parametric and nonparametric regression methods.

Undirected probabilistic graphical models represent the conditional dependencies, or Markov properties, of a collection of random variables. Knowing the sparsity of such a graphical model is valuable for modeling multivariate distributions and for efficiently performing inference. While the problem of learning graph structure from data has been studied extensively for certain parametric families of distributions, most existing methods fail to consistently recover the graph structure for non-Gaussian data. Here we propose an algorithm for learning the Markov structure of continuous and non-Gaussian distributions. To characterize conditional independence, we introduce a score based on integrated Hessian information from the joint log-density, and we prove that this score upper bounds the conditional mutual information for a general class of distributions. To compute the score, our algorithm sing estimates the density using a deterministic coupling, induced by a triangular transport map, and iteratively exploits sparse structure in the map to reveal sparsity in the graph. For certain non-Gaussian datasets, we show that our algorithm recovers the graph structure even with a biased approximation to the density. Among other examples, we apply sing to learn the dependencies between the states of a chaotic dynamical system with local interactions.

Since 2014, the NIH funded iDASH (integrating Data for Analysis, Anonymization, SHaring) National Center for Biomedical Computing has hosted yearly competitions on the topic of private computing for genomic data. For one track of the 2020 iteration of this competition, participants were challenged to produce an approach to federated learning (FL) training of genomic cancer prediction models using differential privacy (DP), with submissions ranked according to held-out test accuracy for a given set of DP budgets. More precisely, in this track, we are tasked with training a supervised model for the prediction of breast cancer occurrence from genomic data split between two virtual centers while ensuring data privacy with respect to model transfer via DP. In this article, we present our 3rd place submission to this competition. During the competition, we encountered two main challenges discussed in this article: i) ensuring correctness of the privacy budget evaluation and ii) achieving an acceptable trade-off between prediction performance and privacy budget.

We propose a new modeling framework for highly multivariate spatial processes that synthesizes ideas from recent multiscale and spectral approaches with graphical models. The basis graphical lasso writes a univariate Gaussian process as a linear combination of basis functions weighted with entries of a Gaussian graphical vector whose graph is estimated from optimizing an $\ell_1$ penalized likelihood. This paper extends the setting to a multivariate Gaussian process where the basis functions are weighted with Gaussian graphical vectors. We motivate a model where the basis functions represent different levels of resolution and the graphical vectors for each level are assumed to be independent. Using an orthogonal basis grants linear complexity and memory usage in the number of spatial locations, the number of basis functions, and the number of realizations. An additional fusion penalty encourages a parsimonious conditional independence structure in the multilevel graphical model. We illustrate our method on a large climate ensemble from the National Center for Atmospheric Research's Community Atmosphere Model that involves 40 spatial processes.

Quantification of uncertainty is one of the most promising approaches to establish safe machine learning. Despite its importance, it is far from being generally solved, especially for neural networks. One of the most commonly used approaches so far is Monte Carlo dropout, which is computationally cheap and easy to apply in practice. However, it can underestimate the uncertainty. We propose a new objective, referred to as second-moment loss (SML), to address this issue. While the full network is encouraged to model the mean, the dropout networks are explicitly used to optimize the model variance. We intensively study the performance of the new objective on various UCI regression datasets. Comparing to the state-of-the-art of deep ensembles, SML leads to comparable prediction accuracies and uncertainty estimates while only requiring a single model. Under distribution shift, we observe moderate improvements. As a side result, we introduce an intuitive Wasserstein distance-based uncertainty measure that is non-saturating and thus allows to resolve quality differences between any two uncertainty estimates.

Nearest neighbor methods have become popular in official statistics, mainly in imputation or in statistical matching problems; they play a key role in machine learning too, where a high number of variants have been proposed. The choice of the distance function depends mainly on the type of the selected variables. Unfortunately, relatively few options permit to handle mixed type variables, a situation frequently encountered in official statistics. The most popular distance for mixed type variables is derived as the complement of the Gower's similarity coefficient; it is appealing because ranges between 0 and 1 and allows to handle missing values. Unfortunately, the unweighted standard setting the contribution of the single variables to the overall Gower's distance is unbalanced because of the different nature of the variables themselves. This article tries to address the main drawbacks that affect the overall unweighted Gower's distance by suggesting some modifications in calculating the distance on the interval and ratio scaled variables. Simple modifications try to attenuate the impact of outliers on the scaled Manhattan distance; other modifications, relying on the kernel density estimation methods attempt to reduce the unbalanced contribution of the different types of variables. The performance of the proposals is evaluated in simulations mimicking the imputation of missing values through nearest neighbor distance hotdeck method.

Cyber-physical systems (CPS) and Internet-of-Things (IoT) devices are increasingly being deployed across multiple functionalities, ranging from healthcare devices and wearables to critical infrastructures, e.g., nuclear power plants, autonomous vehicles, smart cities, and smart homes. These devices are inherently not secure across their comprehensive software, hardware, and network stacks, thus presenting a large attack surface that can be exploited by hackers. In this article, we present an innovative technique for detecting unknown system vulnerabilities, managing these vulnerabilities, and improving incident response when such vulnerabilities are exploited. The novelty of this approach lies in extracting intelligence from known real-world CPS/IoT attacks, representing them in the form of regular expressions, and employing machine learning (ML) techniques on this ensemble of regular expressions to generate new attack vectors and security vulnerabilities. Our results show that 10 new attack vectors and 122 new vulnerability exploits can be successfully generated that have the potential to exploit a CPS or an IoT ecosystem. The ML methodology achieves an accuracy of 97.4% and enables us to predict these attacks efficiently with an 87.2% reduction in the search space. We demonstrate the application of our method to the hacking of the in-vehicle network of a connected car. To defend against the known attacks and possible novel exploits, we discuss a defense-in-depth mechanism for various classes of attacks and the classification of data targeted by such attacks. This defense mechanism optimizes the cost of security measures based on the sensitivity of the protected resource, thus incentivizing its adoption in real-world CPS/IoT by cybersecurity practitioners.

We consider off-policy policy evaluation with function approximation (FA) in average-reward MDPs, where the goal is to estimate both the reward rate and the differential value function. For this problem, bootstrapping is necessary and, along with off-policy learning and FA, results in the deadly triad (Sutton & Barto, 2018). To address the deadly triad, we propose two novel algorithms, reproducing the celebrated success of Gradient TD algorithms in the average-reward setting. In terms of estimating the differential value function, the algorithms are the first convergent off-policy linear function approximation algorithms. In terms of estimating the reward rate, the algorithms are the first convergent off-policy linear function approximation algorithms that do not require estimating the density ratio. We demonstrate empirically the advantage of the proposed algorithms, as well as their nonlinear variants, over a competitive density-ratio-based approach, in a simple domain as well as challenging robot simulation tasks.