The goal of co-clustering is to simultaneously identify a clustering of rows as well as columns of a two dimensional data matrix. A number of co-clustering techniques have been proposed including information-theoretic co-clustering and the minimum sum-squared residue co-clustering method. However, most existing co-clustering algorithms are designed to find pairwise disjoint and exhaustive co-clusters while many real-world datasets contain not only a large overlap between co-clusters but also outliers which should not belong to any co-cluster. In this paper, we formulate the problem of Non-Exhaustive, Overlapping Co-Clustering where both of the row and column clusters are allowed to overlap with each other and outliers for each dimension of the data matrix are not assigned to any cluster. To solve this problem, we propose intuitive objective functions, and develop an an efficient iterative algorithm which we call the NEO-CC algorithm. We theoretically show that the NEO-CC algorithm monotonically decreases the proposed objective functions. Experimental results show that the NEO-CC algorithm is able to effectively capture the underlying co-clustering structure of real-world data, and thus outperforms state-of-the-art clustering and co-clustering methods. This manuscript includes an extended analysis of [21].

We develop conformal prediction methods for constructing valid predictive confidence sets in multiclass and multilabel problems without assumptions on the data generating distribution. A challenge here is that typical conformal prediction methods---which give marginal validity (coverage) guarantees---provide uneven coverage, in that they address easy examples at the expense of essentially ignoring difficult examples. By leveraging ideas from quantile regression, we build methods that always guarantee correct coverage but additionally provide (asymptotically optimal) conditional coverage for both multiclass and multilabel prediction problems. To address the potential challenge of exponentially large confidence sets in multilabel prediction, we build tree-structured classifiers that efficiently account for interactions between labels. Our methods can be bolted on top of any classification model---neural network, random forest, boosted tree---to guarantee its validity. We also provide an empirical evaluation suggesting the more robust coverage of our confidence sets.

In symbolic regression, the search for analytic models is typically driven purely by the prediction error observed on the training data samples. However, when the data samples do not sufficiently cover the input space, the prediction error does not provide sufficient guidance toward desired models. Standard symbolic regression techniques then yield models that are partially incorrect, for instance, in terms of their steady-state characteristics or local behavior. If these properties were considered already during the search process, more accurate and relevant models could be produced. We propose a multi-objective symbolic regression approach that is driven by both the training data and the prior knowledge of the properties the desired model should manifest. The properties given in the form of formal constraints are internally represented by a set of discrete data samples on which candidate models are exactly checked. The proposed approach was experimentally evaluated on three test problems with results clearly demonstrating its capability to evolve realistic models that fit the training data well while complying with the prior knowledge of the desired model characteristics at the same time. It outperforms standard symbolic regression by several orders of magnitude in terms of the mean squared deviation from a reference model.

Papers published at the Neural Information Processing Systems Conference.

The amount and size of spatiotemporal data sets from different domains have been rapidly increasing in the last years, which demands the development of robust and fast methods to analyze and extract information from them. In this paper, we propose a network-based model for spatiotemporal data analysis called chronnet. It consists of dividing a geometrical space into grid cells represented by nodes connected chronologically. The main goal of this model is to represent consecutive recurrent events between cells with strong links in the network. This representation permits the use of network science and graphing mining tools to extract information from spatiotemporal data. The chronnet construction process is fast, which makes it suitable for large data sets. In this paper, we describe how to use our model considering artificial and real data. For this purpose, we propose an artificial spatiotemporal data set generator to show how chronnets capture not just simple statistics, but also frequent patterns, spatial changes, outliers, and spatiotemporal clusters. Additionally, we analyze a real-world data set composed of global fire detections, in which we describe the frequency of fire events, outlier fire detections, and the seasonal activity, using a single chronnet.

As a response to the increasing linkages between the macroeconomy and the financial sector, as well as the expanding interconnectedness of the global economy, empirical macroeconomic models have increased both in complexity and size. For that reason, estimation of modern models that inform macroeconomic decisions - such as linear and nonlinear versions of dynamic stochastic general equilibrium (DSGE) and vector autoregressive (VAR) models - many times relies on Bayesian inference via powerful Markov chain Monte Carlo (MCMC) methods. 1 However, existing posterior simulation algorithms cannot scale up to very high-dimensions due to the computational inefficiency and the larger numerical error associated with repeated sampling via Monte Carlo; see Angelino et al. (2016) for a thorough review of such computational issues from a machine learning and high-dimensional data perspective. In that respect, while Bayesian inference is a natural probabilistic framework for learning about parameters by utilizing all information in the data likelihood and prior, computational restrictions might make it less suitable for supporting real-time decision-making in very high dimensions. This paper introduces to the econometric literature the framework of factor graphs (Kschischang et al., 2001) for the purpose of designing computationally efficient, and easy to maintain, Bayesian estimation algorithms. The focus is not only on "faster" posterior inference broadly interpreted, but on designing algorithms that have such low complexity that are future-proof and can be used in high-dimensional econometric problems with possibly thousands or millions of coefficients.

The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from analytical mechanics with Gaussian process regression to improve the model's data efficiency and constraint integrity. The result is a Gaussian process model that incorporates a priori constraint knowledge such that its predictions adhere to Gauss' principle of least constraint. In return, predictions of the system's acceleration naturally respect potentially non-ideal (non-)holonomic equality constraints. As corollary results, our model enables to infer the acceleration of the unconstrained system from data of the constrained system and enables knowledge transfer between differing constraint configurations.

It is becoming evident each and every day that machine learning algorithms are achieving impressive results in domains in which it is hard to specify a set of rules for their procedures. Examples of this phenomenon include industries like finance [49, 5], transportation [37], education [42, 22], health care [23] and tasks like image recognition [41, 16, 17], machine translation [43, 7], and speech recognition [46, 24, 53, 50]. Motivated by the ease of adoption and the increased availability of affordable computational power (especially cloud computing services), machine learning algorithms are being explored in almost every commercial application and are offering great promise for the future of automation. Facing such a vast adoption across multiple disciplines, some of their weaknesses are exposed and sometimes exploited by malicious actors. For example, a common challenge to these algorithms is "generalization" or "robustness", which is the ability of the algorithm to maintain performance whenever dealing with data coming from a different distribution with which it was trained. For a long period of time, the sole focus of machine learning researchers was improving the performance of machine learning systems (true positive rate, accuracy, etc.). Nowadays, the robustness of these systems can no longer be ignored; many of them have been shown to be highly vulnerable to intentional adversarial attacks.

When self-adaptive systems encounter changes within their surrounding environments, they enact tactics to perform necessary adaptations. For example, a self-adaptive cloud-based system may have a tactic that initiates additional computing resources when response time thresholds are surpassed, or there may be a tactic to activate a specific security measure when an intrusion is detected. In real-world environments, these tactics frequently experience tactic volatility which is variable behavior during the execution of the tactic. Unfortunately, current self-adaptive approaches do not account for tactic volatility in their decision-making processes, and merely assume that tactics do not experience volatility. This limitation creates uncertainty in the decision-making process and may adversely impact the system's ability to effectively and efficiently adapt. Additionally, many processes do not properly account for volatility that may effect the system's Service Level Agreement (SLA). This can limit the system's ability to act proactively, especially when utilizing tactics that contain latency. To address the challenge of sufficiently accounting for tactic volatility, we propose a Tactic Volatility Aware (TVA) solution. Using Multiple Regression Analysis (MRA), TVA enables self-adaptive systems to accurately estimate the cost and time required to execute tactics. TVA also utilizes Autoregressive Integrated Moving Average (ARIMA) for time series forecasting, allowing the system to proactively maintain specifications.

Data science is a cornerstone of current business practices. A major obstacle to its adoption is that most data analysis techniques are beyond the reach of typical end-users. Spreadsheets are a prime example of this phenomenon: despite being central in all sorts of data processing pipelines, the functionality necessary for processing and analyzing spreadsheets is hidden behind the high wall of spreadsheet formulas, which most end-users can neither write nor understand [Chambers and Scaffidi, 2010]. As a result, spreadsheets are often manipulated and analyzed manually. This increases the chance of making mistakes and prevents scaling beyond small data sets. Lowering the barrier to entry for specifying and solving data science tasks would help ameliorating these issues. Making data science tools more accessible would lower the cost of designing data processing pipelines and taking datadriven decisions. At the same time, accessible data science tools can prevent non-experts from relying on fragile heuristics and improvised solutions. The question we ask is then: is it possible to enable nontechnical end-users to specify and solve data science tasks that match their needs?