A key challenge in the accurate prediction of viewers' emotional responses to video stimuli in real-world applications is accounting for person- and situation-specific variation. An important contextual influence shaping individuals' subjective experience of a video is the personal memories that it triggers in them. Prior research has found that this memory influence explains more variation in video-induced emotions than other contextual variables commonly used for personalizing predictions, such as viewers' demographics or personality. In this article, we show that (1) automatic analysis of text describing their video-triggered memories can account for variation in viewers' emotional responses, and (2) that combining such an analysis with that of a video's audiovisual content enhances the accuracy of automatic predictions. We discuss the relevance of these findings for improving on state of the art approaches to automated affective video analysis in personalized contexts.

Predicting a customer's propensity-to-pay at an early point in the revenue cycle can provide organisations many opportunities to improve the customer experience, reduce hardship and reduce the risk of impaired cash flow and occurrence of bad debt. With the advancements in data science; machine learning techniques can be used to build models to accurately predict a customer's propensity-to-pay. Creating effective machine learning models without access to large and detailed datasets presents some significant challenges. This paper presents a case-study, conducted on a dataset from an energy organisation, to explore the uncertainty around the creation of machine learning models that are able to predict residential customers entering financial hardship which then reduces their ability to pay energy bills. Incorrect predictions can result in inefficient resource allocation and vulnerable customers not being proactively identified. This study investigates machine learning models' ability to consider different contexts and estimate the uncertainty in the prediction. Seven models from four families of machine learning algorithms are investigated for their novel utilisation. A novel concept of utilising a Baysian Neural Network to the binary classification problem of propensity-to-pay energy bills is proposed and explored for deployment.

We propose a novel optimization framework to predict clinical severity from resting state fMRI (rs-fMRI) data. Our model consists of two coupled terms. The first term decomposes the correlation matrices into a sparse set of representative subnetworks that define a network manifold. These subnetworks are modeled as rank-one outer-products which correspond to the elemental patterns of co-activation across the brain; the subnetworks are combined via patient-specific non-negative coefficients. The second term is a linear regression model that uses the patient-specific coefficients to predict a measure of clinical severity. We validate our framework on two separate datasets in a ten fold cross validation setting. The first is a cohort of fifty-eight patients diagnosed with Autism Spectrum Disorder (ASD). The second dataset consists of sixty three patients from a publicly available ASD database. Our method outperforms standard semi-supervised frameworks, which employ conventional graph theoretic and statistical representation learning techniques to relate the rs-fMRI correlations to behavior. In contrast, our joint network optimization framework exploits the structure of the rs-fMRI correlation matrices to simultaneously capture group level effects and patient heterogeneity. Finally, we demonstrate that our proposed framework robustly identifies clinically relevant networks characteristic of ASD.

Determining the number of clusters that best partitions a dataset can be a challenging task because of 1) the lack of a priori information within an unsupervised learning framework; and 2) the absence of a unique clustering validation approach to evaluate clustering solutions. Here we present reval: a Python package that leverages stability-based relative clustering validation methods to determine best clustering solutions. Statistical software, both in R and Python, usually rely on internal validation metrics, such as the silhouette index, to select the number of clusters that best fits the data. Meanwhile, open-source software solutions that easily implement relative clustering techniques are lacking. Internal validation methods exploit characteristics of the data itself to produce a result, whereas relative approaches attempt to leverage the unknown underlying distribution of data points looking for a replicable and generalizable clustering solution. The implementation of relative validation solutions can further the theory of clustering by enriching the already available methods that can be used to investigate clustering results in different situations and for different data distributions. This work aims at contributing to this effort by developing a stability-based method that selects the best clustering solution as the one that replicates, via supervised learning, on unseen subsets of data. The package works with multiple clustering and classification algorithms, hence allowing further assessment of the stability of different clustering mechanisms.

Node representation learning for signed directed networks has received considerable attention in many real-world applications such as link sign prediction, node classification and node recommendation. The challenge lies in how to adequately encode the complex topological information of the networks. Recent studies mainly focus on preserving the first-order network topology which indicates the closeness relationships of nodes. However, these methods generally fail to capture the high-order topology which indicates the local structures of nodes and serves as an essential characteristic of the network topology. In addition, for the first-order topology, the additional value of non-existent links is largely ignored. In this paper, we propose to learn more representative node embeddings by simultaneously capturing the first-order and high-order topology in signed directed networks. In particular, we reformulate the representation learning problem on signed directed networks from a variational auto-encoding perspective and further develop a decoupled variational embedding (DVE) method. DVE leverages a specially designed auto-encoder structure to capture both the first-order and high-order topology of signed directed networks, and thus learns more representative node embedding. Extensive experiments are conducted on three widely used real-world datasets. Comprehensive results on both link sign prediction and node recommendation task demonstrate the effectiveness of DVE. Qualitative results and analysis are also given to provide a better understanding of DVE.

In this paper we propose a new family of algorithms for training adversarially robust deep neural networks. We formulate a new loss function that uses an entropic regularization. Our loss function considers the contribution of adversarial samples which are drawn from a specially designed distribution that assigns high probability to points with high loss from the immediate neighborhood of training samples. Our data entropy guided SGD approach is designed to search for adversarially robust valleys of the loss landscape. We observe that our approach generalizes better in terms of classification accuracy robustness as compared to state of art approaches based on projected gradient descent.

Machine learning provides a promising avenue for incorporating rich sensing modalities into autonomous systems. However, our coarse understanding of how ML systems fail limits the adoption of data-driven techniques in real-world applications. In particular, applications involving feedback require that errors do not accumulate and lead to instability. In this work, we propose and analyze a baseline method for incorporating a learning-enabled component into closed-loop control, providing bounds on the sample complexity of a reference tracking problem. Much recent work on developing guarantees for learning and control has focused on the case that dynamics are unknown [Dean et al., 2017, Simchowitz and Foster, 2020, Mania et al., 2020].

Effective non-parametric density estimation is a key challenge in high-dimensional multivariate data analysis. In this paper,we propose a novel approach that builds upon tensor factorization tools. Any multivariate density can be represented by its characteristic function, via the Fourier transform. If the sought density is compactly supported, then its characteristic function can be approximated, within controllable error, by a finite tensor of leading Fourier coefficients, whose size de-pends on the smoothness of the underlying density. This tensor can be naturally estimated from observed realizations of the random vector of interest, via sample averaging. In order to circumvent the curse of dimensionality, we introduce a low-rank model of this characteristic tensor, which significantly improves the density estimate especially for high-dimensional data and/or in the sample-starved regime. By virtue of uniqueness of low-rank tensor decomposition, under certain conditions, our method enables learning the true data-generating distribution. We demonstrate the very promising performance of the proposed method using several measured datasets.

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient phase in which iterates move towards a region of interest, and a stationary phase in which iterates remain bounded in that region around a minimum point. We construct a statistical diagnostic test for convergence to the stationary phase using the inner product between successive gradients and demonstrate that the proposed diagnostic works well. We theoretically and empirically characterize how momentum can affect the test statistic of the diagnostic, and how the test statistic captures a relatively sparse signal within the gradients in convergence. Finally, we demonstrate an application to automatically tune the learning rate by reducing it each time stationarity is detected, and show the procedure is robust to mis-specified initial rates.

The linear conditional expectation (LCE) provides a best linear (or rather, affine) estimate of the conditional expectation and hence plays an important r\^ole in approximate Bayesian inference, especially the Bayes linear approach. This article establishes the analytical properties of the LCE in an infinite-dimensional Hilbert space context. In addition, working in the space of affine Hilbert--Schmidt operators, we establish a regularisation procedure for this LCE. As an important application, we obtain a simple alternative derivation and intuitive justification of the conditional mean embedding formula, a concept widely used in machine learning to perform the conditioning of random variables by embedding them into reproducing kernel Hilbert spaces.