It is critical that any data preparation performed on a training dataset is also performed on a new dataset in the future. This may include a test dataset when evaluating a model or new data from the domain when using a model to make predictions. Typically, the model fit on the training dataset is saved for later use. The correct solution to preparing new data for the model in the future is to also save any data preparation objects, like data scaling methods, to file along with the model. In this tutorial, you will discover how to save a model and data preparation object to file for later use.

This is not answerable without knowing something about the data itself and where it comes from and what it means. But it sounds like you're trying to do something awfully dubious. It sounds like you're trying to come up with labels for free, with a purely automated method. You'll need to obtain labels from some ground-truth source of data (e.g., human labelling; retrospective analysis); no amount of pure algorithms can replace that. See Efficiently labelling training data in machine learning.

Graph Neural Networks (GNNs) have proved to be an effective representation learning framework for graph-structured data, and have achieved state-of-the-art performance on all sorts of practical tasks, such as node classification, link prediction and graph classification. Among the variants of GNNs, Graph Attention Networks (GATs) learn to assign dense attention coefficients over all neighbors of a node for feature aggregation, and improve the performance of many graph learning tasks. However, real-world graphs are often very large and noisy, and GATs are plagued to overfitting if not regularized properly. In this paper, we propose Sparse Graph Attention Networks (SGATs) that learn sparse attention coefficients under an $L_0$-norm regularization, and the learned sparse attentions are then used for all GNN layers, resulting in an edge-sparsified graph. By doing so, we can identify noisy / insignificant edges, and thus focus computation on more important portion of a graph. Extensive experiments on synthetic and real-world graph learning benchmarks demonstrate the superior performance of SGATs. In particular, SGATs can remove about 50\%-80\% edges from large graphs, such as PPI and Reddit, while retaining similar classification accuracies. Furthermore, the removed edges can be interpreted intuitively and quantitatively. To the best of our knowledge, this is the first graph learning algorithm that sparsifies graphs for the purpose of identifying important relationship between nodes and for robust training.

Bipartite ranking is an important supervised learning problem; however, unlike regression or classification, it has a quadratic dependence on the number of samples. To circumvent the prohibitive sample cost, many recent work focus on stochastic gradient-based methods. In this paper we consider an alternative approach, which leverages the structure of the widely-adopted pairwise squared loss, to obtain a stochastic and low cost algorithm that does not require stochastic gradients or learning rates. Using a novel uniform risk bound---based on matrix and vector concentration inequalities---we show that the sample size required for competitive performance against the all-pairs batch algorithm does not have a quadratic dependence. Generalization bounds for both the batch and low cost stochastic algorithms are presented. Experimental results show significant speed gain against the batch algorithm, as well as competitive performance against state-of-the-art bipartite ranking algorithms on real datasets.

Graph embedding methods transform high-dimensional and complex graph contents into low-dimensional representations. They are useful for a wide range of graph analysis tasks including link prediction, node classification, recommendation and visualization. Most existing approaches represent graph nodes as point vectors in a low-dimensional embedding space, ignoring the uncertainty present in the real-world graphs. Furthermore, many real-world graphs are large-scale and rich in content (e.g. node attributes). In this work, we propose GLACE, a novel, scalable graph embedding method that preserves both graph structure and node attributes effectively and efficiently in an end-to-end manner. GLACE effectively models uncertainty through Gaussian embeddings, and supports inductive inference of new nodes based on their attributes. In our comprehensive experiments, we evaluate GLACE on real-world graphs, and the results demonstrate that GLACE significantly outperforms state-of-the-art embedding methods on multiple graph analysis tasks.

We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to capture the structure of the data. The proposed model has a latent (i.e., factor analysis) model to represents the main technological trends (a.k.a., factors), and adds a sparse component that captures the remaining ad-hoc dependence. Parameter estimation is carried out through the construction of a joint-likelihood function of edges and properly chosen penalty terms. The convexity of the objective function allows us to develop an efficient algorithm, while the penalty terms push towards a low-dimensional latent component and a sparse graphical structure. Simulation results show that the proposed method works well in practical situations. The proposed method has been applied to a real application, which contains a citation network of statisticians (Ji and Jin, 2016). Some interesting findings are reported.

Information regarding the location of power distribution grid can be extracted from the power signature embedded in the multimedia signals (e.g., audio, video data) recorded near electrical activities. This implicit mechanism of identifying the origin-of-recording can be a very promising tool for multimedia forensics and security applications. In this work, we have developed a novel grid-of-origin identification system from media recording that consists of a number of support vector machine (SVM) followed by pole-matching (PM) classifiers. First, we determine the nominal frequency of the grid (50 or 60 Hz) based on the spectral observation. Then an SVM classifier, trained for the detection of a grid with a particular nominal frequency, narrows down the list of possible grids on the basis of di ff erent discriminating features extracted from the electric network frequency (ENF) signal. The decision of the SVM classifier is then passed to the PM classifier that detects the final grid based on the minimum distance between the estimated poles of test and training grids. Thus, we start from the problem of classifying grids with di fferent nominal frequencies and simplify the problem of classification in three stages based on nominal frequency, SVM and finally using PM classifier. This cascaded system of classification ensures better accuracy (15 .57% Keywords: Location forensics, ENF, nominal frequency, SVM, AR model, pole-matching classifier. 1. Introduction With the proliferation of terrorism, child pornography [1] or abuse on women, location forensics has become an important area of research in the 21 Success in identifying such locations properly can ease the process of getting hold of the criminals involved.

This paper studies the optimality of kernel methods in high-dimensional data clustering. Recent works have studied the large sample performance of kernel clustering in the high-dimensional regime, where Euclidean distance becomes less informative. However, it is unknown whether popular methods, such as kernel k-means, are optimal in this regime. We consider the problem of high-dimensional Gaussian clustering and show that, with the exponential kernel function, the sufficient conditions for partial recovery of clusters using the NP-hard kernel k-means objective matches the known information-theoretic limit up to a factor of $\sqrt{2}$ for large $k$. It also exactly matches the known upper bounds for the non-kernel setting. We also show that a semi-definite relaxation of the kernel k-means procedure matches up to constant factors, the spectral threshold, below which no polynomial-time algorithm is known to succeed. This is the first work that provides such optimality guarantees for the kernel k-means as well as its convex relaxation. Our proofs demonstrate the utility of the less known polynomial concentration results for random variables with exponentially decaying tails in a higher-order analysis of kernel methods.

Deep metric learning has yielded impressive results in tasks such as clustering and image retrieval by leveraging neural networks to obtain highly discriminative feature embeddings, which can be used to group samples into different classes. Much research has been devoted to the design of smart loss functions or data mining strategies for training such networks. Most methods consider only pairs or triplets of samples within a mini-batch to compute the loss function, which is commonly based on the distance between embeddings. We propose Group Loss, a loss function based on a differentiable label-propagation method that enforces embedding similarity across all samples of a group while promoting, at the same time, low-density regions amongst data points belonging to different groups. Guided by the smoothness assumption that "similar objects should belong to the same group", the proposed loss trains the neural network for a classification task, enforcing a consistent labelling amongst samples within a class. We show state-of-the-art results on clustering and image retrieval on several datasets, and show the potential of our method when combined with other techniques such as ensembles

Hierarchical forecasting (HF) is needed in many situations in the supply chain (SC) because managers often need different levels of forecasts at different levels of SC to make a decision. Top-Down (TD), Bottom-Up (BU) and Optimal Combination (COM) are common HF models. These approaches are static and often ignore the dynamics of the series while disaggregating them. Consequently, they may fail to perform well if the investigated group of time series are subject to large changes such as during the periods of promotional sales. We address the HF problem of predicting real-world sales time series that are highly impacted by promotion. We use three machine learning (ML) models to capture sales variations over time. Artificial neural networks (ANN), extreme gradient boosting (XGboost), and support vector regression (SVR) algorithms are used to estimate the proportions of lower-level time series from the upper level. We perform an in-depth analysis of 61 groups of time series with different volatilities and show that ML models are competitive and outperform some well-established models in the literature.