With the advent of huges volumes of data produced in the form of fast streams, real-time machine learning has become a challenge of relevance emerging in a plethora of real-world applications. Processing such fast streams often demands high memory and processing resources. In addition, they can be affected by non-stationary phenomena (concept drift), by which learning methods have to detect changes in the distribution of streaming data, and adapt to these evolving conditions. A lack of efficient and scalable solutions is particularly noted in real-time scenarios where computing resources are severely constrained, as it occurs in networks of small, numerous, interconnected processing units (such as the so-called Smart Dust, Utility Fog, or Swarm Robotics paradigms). In this work we propose LUNAR, a streamified version of cellular automata devised to successfully meet the aforementioned requirements. It is able to act as a real incremental learner while adapting to drifting conditions. Extensive simulations with synthetic and real data will provide evidence of its competitive behavior in terms of classification performance when compared to long-established and successful online learning methods.

Customer segmentation is the technique of diving customers into groups based on their purchase patterns to identify who are the most profitable groups. In segmenting customers, various criteria can also be used depending on the market such as geographic, demographic characteristics or behavior bases. This technique assumes that groups with different features require different approaches to marketing and wants to figure out the groups who can boost their profitability the most. Today, we are going to discuss how to do customer segmentation analysis with the online retail dataset from UCI ML repo. This analysis will be focused on two steps getting the RFM values and making clusters with K-means algorithms.

This post is part of "AI education", a series of posts that review and explore educational content on data science and machine learning. But with so many educational books, video tutorials and online courses on data science and machine learning, finding the right starting point can be quite confusing. Readers often ask me for advice on the best roadmap for becoming a data scientist. To be frank, there's no one-size-fits-all approach, and it all depends on the skills you already have. In this post, I will review three very good introductory books on data science and machine learning.

Many times you will have heard about what Machine Learning is. This Machine Learning is nothing more than a set of algorithms given to a computer to predict values or classify based on categories. You don't really need to be a math expert to start designing your first Machine Learning models. That's why today I'm going to teach you how to create your first Machine Learning model with the help of Python. First, we must install the library if we do not already have it installed.

One of the main strengths of online algorithms is their ability to adapt to arbitrary data sequences. This is especially important in nonparametric settings, where regret is measured against rich classes of comparator functions that are able to fit complex environments. Although such hard comparators and complex environments may exhibit local regularities, efficient algorithms whose performance can provably take advantage of these local patterns are hardly known. We fill this gap introducing efficient online algorithms (based on a single versatile master algorithm) that adapt to: (1) local Lipschitzness of the competitor function, (2) local metric dimension of the instance sequence, (3) local performance of the predictor across different regions of the instance space. Extending previous approaches, we design algorithms that dynamically grow hierarchical packings of the instance space, and whose prunings correspond to different "locality profiles" for the problem at hand. Using a technique based on tree experts, we simultaneously and efficiently compete against all such prunings, and prove regret bounds scaling with quantities associated with all three types of local regularities. When competing against "simple" locality profiles, our technique delivers regret bounds that are significantly better than those proven using the previous approach. On the other hand, the time dependence of our bounds is not worse than that obtained by ignoring any local regularities.

The explosive growth of fake news has eroded the credibility of medias and governments. Fake news detection has become an urgent task. News articles along with other related components like news creators and news subjects can be modeled as a heterogeneous information network (HIN for short). In this paper, we focus on studying the HIN- based fake news detection problem. We propose a novel fake news detection framework, namely Hierarchical Graph Attention Network (HGAT) which employs a novel hierarchical attention mechanism to detect fake news by classifying news article nodes in the HIN. This method can effectively learn information from different types of related nodes through node-level and schema-level attention. Experiments with real-world fake news data show that our model can outperform text-based models and other network-based models. Besides, the experiments also demonstrate the expandability and potential of HGAT for heterogeneous graphs representation learning in the future.

In a recent work, we presented a discriminative backend for speaker verification that achieved good out-of-the-box calibration performance on most tested conditions containing varying levels of mismatch to the training conditions. This backend mimics the standard PLDA-based backend process used in most current speaker verification systems, including the calibration stage. All parameters of the backend are jointly trained to optimize the binary cross-entropy for the speaker verification task. Calibration robustness is achieved by making the parameters of the calibration stage a function of vectors representing the conditions of the signal, which are extracted using a model trained to predict condition labels. In this work, we propose a simplified version of this backend where the vectors used to compute the calibration parameters are estimated within the backend, without the need for a condition prediction model. We show that this simplified method provides similar performance to the previously proposed method while being simpler to implement, and having less requirements on the training data. Further, we provide an analysis of different aspects of the method including the effect of initialization, the nature of the vectors used to compute the calibration parameters, and the effect that the random seed and the number of training epochs has on performance. We also compare the proposed method with the trial-based calibration (TBC) method that, to our knowledge, was the state-of-the-art for achieving good calibration across varying conditions. We show that the proposed method outperforms TBC while also being several orders of magnitude faster to run, comparable to the standard PLDA baseline.

Current stateof-the-art first-order algorithms find an approximate Nash equilibrium using Õ(κ x κ y) [Tseng, 1995] or Õ(min{κ x κy, κ x κ y }) [Alkousa et al., 2019] gradient evaluations, where κ x and κ y are the condition numbers for the strong-convexity and strong-concavity assumptions. A gap remains between these results and the best existing lower bound Ω( κ x κ y) due to Zhang et al. [2019]. This paper presents the first algorithm with Õ( κ x κ y) gradient complexity, matching the lower bound up to logarithmic factors. Our new algorithm is designed based on an accelerated proximal point method and an accelerated solver for minimax proximal steps. It can be easily extended to the settings of strongly-convex-concave, convex-concave, nonconvex-strongly-concave, and nonconvexconcave functions. This paper also presents algorithms that match or outperform all existing methods in these settings in terms of gradient complexity, up to logarithmic factors.

In machine learning, boosting is one of the most popular methods that designed to combine multiple base learners to a superior one. The well-known Boosted Decision Tree classifier, has been widely adopted in many areas. In the big data era, the data held by individual and entities, like personal images, browsing history and census information, are more likely to contain sensitive information. The privacy concern raises when such data leaves the hand of the owners and be further explored or mined. Such privacy issue demands that the machine learning algorithm should be privacy aware. Recently, Local Differential Privacy is proposed as an effective privacy protection approach, which offers a strong guarantee to the data owners, as the data is perturbed before any further usage, and the true values never leave the hands of the owners. Thus the machine learning algorithm with the private data instances is of great value and importance. In this paper, we are interested in developing the privacy-preserving boosting algorithm that a data user is allowed to build a classifier without knowing or deriving the exact value of each data samples. Our experiments demonstrate the effectiveness of the proposed boosting algorithm and the high utility of the learned classifiers.

Mobile crowdsensing has gained significant attention in recent years and has become a critical paradigm for emerging Internet of Things applications. The sensing devices continuously generate a significant quantity of data, which provide tremendous opportunities to develop innovative intelligent applications. To utilize these data to train machine learning models while not compromising user privacy, federated learning has become a promising solution. However, there is little understanding of whether federated learning algorithms are guaranteed to converge. We reconsider model averaging in federated learning and formulate it as a gradient-based method with biased gradients. This novel perspective assists analysis of its convergence rate and provides a new direction for more acceleration. We prove for the first time that the federated averaging algorithm is guaranteed to converge for non-convex problems, without imposing additional assumptions. We further propose a novel accelerated federated learning algorithm and provide a convergence guarantee. Simulated federated learning experiments are conducted to train deep neural networks on benchmark datasets, and experimental results show that our proposed method converges faster than previous approaches.