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 Statistical Learning


A Bayesian Dynamic Multilayered Block Network Model

arXiv.org Machine Learning

As network data become increasingly available, new opportunities arise to understand dynamic and multilayer network systems in many applied disciplines. Statistical modeling for multilayer networks is currently an active research area that aims to develop methods to carry out inference on such data. Recent contributions focus on latent space representation of the multilayer structure with underlying stochastic processes to account for network dynamics. Existing multilayer models are however typically limited to rather small networks. In this paper we introduce a dynamic multilayer block network model with a latent space represention for blocks rather than nodes. A block structure is natural for many real networks, such as social or transportation networks, where community structure naturally arises. A Gibbs sampler based on P\'olya-Gamma data augmentation is presented for the proposed model. Results from extensive simulations on synthetic data show that the inference algorithm scales well with the size of the network. We present a case study using real data from an airline system, a classic example of hub-and-spoke network.


Method and Dataset Mining in Scientific Papers

arXiv.org Machine Learning

Literature analysis facilitates researchers better understanding the development of science and technology. The conventional literature analysis focuses on the topics, authors, abstracts, keywords, references, etc., and rarely pays attention to the content of papers. In the field of machine learning, the involved methods (M) and datasets (D) are key information in papers. The extraction and mining of M and D are useful for discipline analysis and algorithm recommendation. In this paper, we propose a novel entity recognition model, called MDER, and constructe datasets from the papers of the PAKDD conferences (2009-2019). Some preliminary experiments are conducted to assess the extraction performance and the mining results are visualized.


Deep Networks with Adaptive Nystr\"om Approximation

arXiv.org Machine Learning

Recent work has focused on combining kernel methods and deep learning to exploit the best of the two approaches. Here, we introduce a new architecture of neural networks in which we replace the top dense layers of standard convolutional architectures with an approximation of a kernel function by relying on the Nystr{\"o}m approximation. Our approach is easy and highly flexible. It is compatible with any kernel function and it allows exploiting multiple kernels. We show that our architecture has the same performance than standard architecture on datasets like SVHN and CIFAR100. One benefit of the method lies in its limited number of learnable parameters which makes it particularly suited for small training set sizes, e.g. from 5 to 20 samples per class.


Spike-and-wave epileptiform discharge pattern detection based on Kendall's Tau-b coefficient

arXiv.org Machine Learning

Epilepsy is a n important public health issue. An appropriate epileptiform discharge pattern detectio n of this neurological disease is a typical problem in biomedical engineering. In this paper, a new method is proposed for spike - and - wave discharge pattern dete ction based on Kendall's Tau - b c oefficient. The proposed approach is demonstrated on a real data set containing spike - and - wave discharge signals, where our performance is evaluated in terms of high Specificity, rule in (SpPIn) with 94% for patient - specific spike - and - wave discharge detection and 83% for a general spike - and - wave discharge detection. Key words: Spike - and - wave discharge; Kendall's Tau - b c oefficient; Electroencephalography ( EEG); Epilepsy; high Specificity, rule in ( SpPIn) Introduction Electroencephalography (EEG) is widely used to record the electrical activity of the brain in neurological health centers.


Sparse and Low-Rank Tensor Regression via Parallel Proximal Method

arXiv.org Machine Learning

Motivated by applications in various scientific fields having demand of predicting relationship between higher-order (tensor) feature and univariate response, we propose a \underline{S}parse and \underline{L}ow-rank \underline{T}ensor \underline{R}egression model (SLTR). This model enforces sparsity and low-rankness of the tensor coefficient by directly applying $\ell_1$ norm and tensor nuclear norm on it respectively, such that (1) the structural information of tensor is preserved and (2) the data interpretation is convenient. To make the solving procedure scalable and efficient, SLTR makes use of the proximal gradient method to optimize two norm regularizers, which can be easily implemented parallelly. Additionally, a tighter convergence rate is proved over three-order tensor data. We evaluate SLTR on several simulated datasets and one fMRI dataset. Experiment results show that, compared with previous models, SLTR is able to obtain a solution no worse than others with much less time cost.



Learn R for Applied Statistics - Programmer Books

#artificialintelligence

Gain the R programming language fundamentals for doing the applied statistics useful for data exploration and analysis in data science and data mining. This book covers topics ranging from R syntax basics, descriptive statistics, and data visualizations to inferential statistics and regressions. After learning R's syntax, you will work through data visualizations such as histograms and boxplot charting, descriptive statistics, and inferential statistics such as t-test, chi-square test, ANOVA, non-parametric test, and linear regressions. Learn R for Applied Statistics is a timely skills-migration book that equips you with the R programming fundamentals and introduces you to applied statistics for data explorations. Those who are interested in data science, in particular data exploration using applied statistics, and the use of R programming for data visualizations.


Latent space conditioning for improved classification and anomaly detection

arXiv.org Machine Learning

We propose a new type of variational autoencoder to perform improved pre-processing for clustering and anomaly detection on data with a given label. Anomalies however are not known or labeled. We call our method conditional latent space variational autonencoder since it separates the latent space by conditioning on information within the data. The method fits one prior distribution to each class in the dataset, effectively expanding the prior distribution to include a Gaussian mixture model. Our approach is compared against the capabilities of a typical variational autoencoder by measuring their V-score during cluster formation with respect to the k-means and EM algorithms. For anomaly detection, we use a new metric composed of the mass-volume and excess-mass curves which can work in an unsupervised setting. We compare the results between established methods such as as isolation forest, local outlier factor and one-class support vector machine.


U-CNNpred: A Universal CNN-based Predictor for Stock Markets

arXiv.org Machine Learning

The performance of financial market prediction systems depends heavily on the quality of features it is using. While researchers have used various techniques for enhancing the stock specific features, less attention has been paid to extracting features that represent general mechanism of financial markets. In this paper, we investigate the importance of extracting such general features in stock market prediction domain and show how it can improve the performance of financial market prediction. We present a framework called U-CNNpred, that uses a CNN-based structure. A base model is trained in a specially designed layer-wise training procedure over a pool of historical data from many financial markets, in order to extract the common patterns from different markets. Our experiments, in which we have used hundreds of stocks in S\&P 500 as well as 14 famous indices around the world, show that this model can outperform baseline algorithms when predicting the directional movement of the markets for which it has been trained for. We also show that the base model can be fine-tuned for predicting new markets and achieve a better performance compared to the state of the art baseline algorithms that focus on constructing market-specific models from scratch.


Inducing Relational Knowledge from BERT

arXiv.org Artificial Intelligence

One of the most remarkable properties of word embeddings is the fact that they capture certain types of semantic and syntactic relationships. Recently, pre-trained language models such as BERT have achieved groundbreaking results across a wide range of Natural Language Processing tasks. However, it is unclear to what extent such models capture relational knowledge beyond what is already captured by standard word embeddings. To explore this question, we propose a methodology for distilling relational knowledge from a pre-trained language model. Starting from a few seed instances of a given relation, we first use a large text corpus to find sentences that are likely to express this relation. We then use a subset of these extracted sentences as templates. Finally, we fine-tune a language model to predict whether a given word pair is likely to be an instance of some relation, when given an instantiated template for that relation as input.