This study considers that the collective route choices of travelers en route represent a resolution of their competition on network routes. Well understanding this competition and coordinating their route choices help mitigate urban traffic congestion. Even though existing studies have developed such mechanisms (e.g., the CRM [1]), we still lack the quantitative method to evaluate the coordination penitential and identify proper coordination groups (CG) to implement the CRM. Thus, they hit prohibitive computing difficulty when implemented with many opt-in travelers. Motived by this view, this study develops mathematical approaches to quantify the coordination potential between two and among multiple travelers. Next, we develop the adaptive centroid-based clustering algorithm (ACCA), which splits travelers en route in a local network into CGs, each with proper size and strong coordination potential. Moreover, the ACCA is statistically secured to stop at a local optimal clustering solution, which balances the inner-cluster and inter-cluster coordination potential. It can be implemented by parallel computation to accelerate its computing efficiency. Furthermore, we propose a clustering based coordinated routing mechanism (CB-CRM), which implements a CRM on each individual CG. The numerical experiments built upon both Sioux Falls and Hardee city networks show that the ACCA works efficiently to form proper coordination groups so that as compared to the CRM, the CB-CRM significantly improves computation efficiency with minor system performance loss in a large network. This merit becomes more apparent under high penetration and congested traffic condition. Last, the experiments validate the good features of the ACCA as well as the value of implementing parallel computation.

Monitoring physiological responses to hemodynamic stress can help in determining appropriate treatment and ensuring good patient outcomes. Physicians' intuition suggests that the human body has a number of physiological response patterns to hemorrhage which escalate as blood loss continues, however the exact etiology and phenotypes of such responses are not well known or understood only at a coarse level. Although previous research has shown that machine learning models can perform well in hemorrhage detection and survival prediction, it is unclear whether machine learning could help to identify and characterize the underlying physiological responses in raw vital sign data. We approach this problem by first transforming the high-dimensional vital sign time series into a tractable, lower-dimensional latent space using a dilated, causal convolutional encoder model trained purely unsupervised. Second, we identify informative clusters in the embeddings. By analyzing the clusters of latent embeddings and visualizing them over time, we hypothesize that the clusters correspond to the physiological response patterns that match physicians' intuition. Furthermore, we attempt to evaluate the latent embeddings using a variety of methods, such as predicting the cluster labels using explainable features.

Prospective display advertising poses a great challenge for large advertising platforms as the strongest predictive signals of users are not eligible to be used in the conversion prediction systems. To that end efforts are made to collect as much information as possible about each user from various data sources and to design powerful models that can capture weaker signals ultimately obtaining good quality of conversion prediction probability estimates. In this study we propose a novel time-aware approach to model heterogeneous sequences of users' activities and capture implicit signals of users' conversion intents. On two real-world datasets we show that our approach outperforms other, previously proposed approaches, while providing interpretability of signal impact to conversion probability.

The flourishing assessments of fairness measure in machine learning algorithms have shown that dimension reduction methods such as PCA treat data from different sensitive groups unfairly. In particular, by aggregating data of different groups, the reconstruction error of the learned subspace becomes biased towards some populations that might hurt or benefit those groups inherently, leading to an unfair representation. On the other hand, alleviating the bias to protect sensitive groups in learning the optimal projection, would lead to a higher reconstruction error overall. This introduces a trade-off between sensitive groups' sacrifices and benefits, and the overall reconstruction error. In this paper, in pursuit of achieving fairness criteria in PCA, we introduce a more efficient notion of Pareto fairness, cast the Pareto fair dimensionality reduction as a multi-objective optimization problem, and propose an adaptive gradient-based algorithm to solve it. Using the notion of Pareto optimality, we can guarantee that the solution of our proposed algorithm belongs to the Pareto frontier for all groups, which achieves the optimal trade-off between those aforementioned conflicting objectives. This framework can be efficiently generalized to multiple group sensitive features, as well. We provide convergence analysis of our algorithm for both convex and non-convex objectives and show its efficacy through empirical studies on different datasets, in comparison with the state-of-the-art algorithm.

Due to the increasing integration of solar power into the electrical grid, forecasting short-term solar irradiance has become key for many applications, e.g. In this context, as solar generators are geographically dispersed and ground measurements are not always easy to obtain, it is very important to have general models that can predict solar irradiance without the need of local data. In this paper, a model that can perform short-term forecasting of solar irradiance in any general location without the need of ground measurements is proposed. To do so, the model considers satellite-based measurements and weather-based forecasts, and employs a deep neural network structure that is able to generalize across locations; particularly, the network is trained only using a small subset of sites where ground data is available, and the model is able to generalize to a much larger number of locations where ground data does not exist. As a case study, 25 locations in The Netherlands are considered and the proposed model is compared against four local models that are individually trained for each location using ground measurements. Despite the general nature of the model, it is shown show that the proposed model is equal or better than the local models: when comparing the average performance across all the locations and prediction horizons, the proposed model obtains a 31.31% Introduction With the increasing integration of renewable sources into the electrical grid, accurate forecasting of renewable source generation has become one of the most important challenges across several applications. Among them, balancing the electrical grid via activation of reserves is arguably one of the most critical ones to ensure a stable system. In particular, due to their intermittent and unpredictable nature, the more renewables are integrated, the more complex the grid management becomes [1, 2]. This is the postprint of the article: Short-term forecasting of solar irradiance without local telemetry: a generalized model using satellite data, Solar Energy 173 (2018), 566-577 . Corresponding author Email address: j.lagogarcia@tudelft.nl (Jesus Lago) In particular, in addition to activation of reserves to manage the grid stability, short-term forecasts of solar irradiance are paramount for operational planning, switching sources, programming backup, short-term power trading, peak load matching, scheduling of power systems, congestion management, and cost reduction [2-4]. Solar irradiance forecasting The forecasting of solar irradiance can be typically divided between methods for global horizontal irradiance (GHI) and methods for direct normal irradiance (DNI) [5], with the latter being a component of the GHI (together with the diffuse solar irradiance). As in this work GHI is forecasted, [5] should be used for a complete review on methods for DNI.

In this paper, we focus on learning low-dimensional em-beddings of entity nodes from graph-structured data, where we can use the learned node embeddings for a downstream task of node classification. Existing node embedding models often suffer from a limitation of exploiting graph information to infer plausible embeddings of unseen nodes. To address this issue, we propose Caps2NE--a new unsupervised embedding model using a network of two capsule layers. Given a target node and its context nodes, Caps2NE applies a routing process to aggregate features of the context nodes at the first capsule layer, then feed these features into the second capsule layer to produce an embedding vector. This embedding vector is then used to infer a plausible embedding for the target node. Experimental results for the node classification task on six well-known benchmark datasets show that our Caps2NE obtains state-of-the-art performances.

Integrating ML models in software is of growing interest. Building accurate models requires right choice of hyperparameters for training procedures (learners), when the training dataset is given. AutoML tools provide APIs to automate the choice, which usually involve many trials of different hyperparameters for a given training dataset. Since training and evaluation of complex models can be time and resource consuming, existing AutoML solutions require long time or large resource to produce accurate models for large scale training data. That prevents AutoML to be embedded in a software which needs to repeatedly tune hyperparameters and produce models to be consumed by other components, such as large-scale data systems. We present a fast and lightweight hyperparameter optimization method FLO and use it to build an efficient AutoML solution. Our method optimizes for minimal evaluation cost instead of number of iterations to find accurate models. Our main idea is to leverage a holistic consideration of the relations among model complexity, evaluation cost and accuracy. FLO has a strong anytime performance and significantly outperforms Bayesian Optimization and random search for hyperparameter tuning on a large open source AutoML Benchmark. Our AutoML solution also outperforms top-ranked AutoML libraries in a majority of the tasks on this benchmark.

Text clustering is arguably one of the most important topics in modern data mining. Nevertheless, text data require tokenization which usually yields a very large and highly sparse term-document matrix, which is usually difficult to process using conventional machine learning algorithms. Methods such as Latent Semantic Analysis have helped mitigate this issue, but are nevertheless not completely stable in practice. As a result, we propose a new feature agglomeration method based on Nonnegative Matrix Factorization. NMF is employed to separate the terms into groups, and then each group`s term vectors are agglomerated into a new feature vector. Together, these feature vectors create a new feature space much more suitable for clustering. In addition, we propose a new deterministic initialization for spherical K-Means, which proves very useful for this specific type of data. In order to evaluate the proposed method, we compare it to some of the latest research done in this field, as well as some of the most practiced methods. In our experiments, we conclude that the proposed method either significantly improves clustering performance, or maintains the performance of other methods, while improving stability in results.

Advances in deep generative and density models have shown impressive capacity to model complex probability density functions in lower-dimensional space. Also, applying such models to high-dimensional image data to model the PDF has shown poor generalization, with out-of-distribution data being assigned equal or higher likelihood than in-sample data. Methods to deal with this have been proposed that deviate from a fully unsupervised approach, requiring large ensembles or additional knowledge about the data, not commonly available in the real-world. In this work, the previously offered reasoning behind these issues is challenged empirically, and it is shown that data-sets such as MNIST fashion/digits and CIFAR10/SVHN are trivially separable and have no overlap on their respective data manifolds that explains the higher OoD likelihood. Models like masked autoregressive flows and block neural autoregressive flows are shown to not suffer from OoD likelihood issues to the extent of GLOW, PixelCNN++, and real NVP. A new avenue is also explored which involves a change of basis to a new space of the same dimension with an orthonormal unitary basis of eigenvectors before modeling. In the test data-sets and models, this aids in pushing down the relative likelihood of the contrastive OoD data set and improve discrimination results. The significance of the density of the original space is maintained, while invertibility remains tractable. Finally, a look to the previous generation of generative models in the form of probabilistic principal component analysis is inspired, and revisited for the same data-sets and shown to work really well for discriminating anomalies based on likelihood in a fully unsupervised fashion compared with pixelCNN++, GLOW, and real NVP with less complexity and faster training. Also, dimensionality reduction using PCA is shown to improve anomaly detection in generative models.

We study the design of computationally efficient algorithms with provable guarantees, that are robust to adversarial (test time) perturbations. While there has been an proliferation of recent work on this topic due to its connections to test time robustness of deep networks, there is limited theoretical understanding of several basic questions like (i) when and how can one design provably robust learning algorithms? (ii) what is the price of achieving robustness to adversarial examples in a computationally efficient manner? The main contribution of this work is to exhibit a strong connection between achieving robustness to adversarial examples, and a rich class of polynomial optimization problems, thereby making progress on the above questions. In particular, we leverage this connection to (a) design computationally efficient robust algorithms with provable guarantees for a large class of hypothesis, namely linear classifiers and degree-2 polynomial threshold functions (PTFs), (b) give a precise characterization of the price of achieving robustness in a computationally efficient manner for these classes, (c) design efficient algorithms to certify robustness and generate adversarial attacks in a principled manner for 2-layer neural networks. We empirically demonstrate the effectiveness of these attacks on real data.