We consider a dynamic pricing problem for repeated contextual second-price auctions with strategic buyers whose goals are to maximize their long-term time discounted utility. The seller has very limited information about buyers' overall demand curves, which depends on $d$-dimensional context vectors characterizing auctioned items, and a non-parametric market noise distribution that captures buyers' idiosyncratic tastes. The noise distribution and the relationship between the context vectors and buyers' demand curves are both unknown to the seller. We focus on designing the seller's learning policy to set contextual reserve prices where the seller's goal is to minimize his regret for revenue. We first propose a pricing policy when buyers are truthful and show that it achieves a $T$-period regret bound of $\tilde{\mathcal{O}}(\sqrt{dT})$ against a clairvoyant policy that has full information of the buyers' demand. Next, under the setting where buyers bid strategically to maximize their long-term discounted utility, we develop a variant of our first policy that is robust to strategic (corrupted) bids. This policy incorporates randomized "isolation" periods, during which a buyer is randomly chosen to solely participate in the auction. We show that this design allows the seller to control the number of periods in which buyers significantly corrupt their bids. Because of this nice property, our robust policy enjoys a $T$-period regret of $\tilde{\mathcal{O}}(\sqrt{dT})$, matching that under the truthful setting up to a constant factor that depends on the utility discount factor.

The rapid growth of text data has motivated the development of machine-learning based automatic text summarization strategies that concisely capture the essential ideas in a larger text. This study aimed to devise an extractive summarization method for A-133 Single Audits, which assess if recipients of federal grants are compliant with program requirements for use of federal funding. Currently, these voluminous audits must be manually analyzed by officials for oversight, risk management, and prioritization purposes. Automated summarization has the potential to streamline these processes. Analysis focused on the "Findings" section of ~20,000 Single Audits spanning 2016-2018. Following text preprocessing and GloVe embedding, sentence-level k-means clustering was performed to partition sentences by topic and to establish the importance of each sentence. For each audit, key summary sentences were extracted by proximity to cluster centroids. Summaries were judged by non-expert human evaluation and compared to human-generated summaries using the ROUGE metric. Though the goal was to fully automate summarization of A-133 audits, human input was required at various stages due to large variability in audit writing style, content, and context. Examples of human inputs include the number of clusters, the choice to keep or discard certain clusters based on their content relevance, and the definition of a top sentence. Overall, this approach made progress towards automated extractive summaries of A-133 audits, with future work to focus on full automation and improving summary consistency. This work highlights the inherent difficulty and subjective nature of automated summarization in a real-world application.

Classical stochastic models, such as the Erd os-R enyi, Barabasi-Albert, and the stochastic block model generate graphs based on a predefined set of parameters, such as the probability of edge formation within and between communities [1]. In contrast, modern approaches to graph generation based on deep learning, including NetGAN [2], GraphGAN [3], and GraphRNN [4], are flexible enough to learn multiple different properties of an input graph simultaneously. The graphs generated by these architectures may be used for downstream learning tasks such as data augmentation [5], recommendation [6], and link prediction [7]. Many real-world networks consist of entities with complex mutual interrelations. Such networks cannot be modeled effectively as graphs with simple pairwise relations, despite the fact that pairwise relations provide a wealth of information for learning. Studying higher-order relationships in a graph is fundamental for our understanding of the network behavior and function. Higher-order relationships are usually termed hyperedges (collections of more than two nodes) [8, 9] or network motifs (recurrent node connectivity patterns that are statistically significant compared to some ground truth random graph model) [10]. These higher-order structures are the actual building blocks of complex networks, as they capture fundamental functional properties.

--Brain networks have received considerable attention given the critical significance for understanding human brain organization, for investigating neurological disorders and for clinical diagnostic applications. Most existing works in brain network analysis focus on either structural or functional connectivity, which cannot leverage the complementary information from each other . Although multi-view learning methods have been proposed to learn from both networks (or views), these methods aim to reach a consensus among multiple views, and thus distinct intrinsic properties of each view may be ignored. How to jointly learn representations from structural and functional brain networks while preserving their inherent properties is a critical problem. In this paper, we propose a framework of Siamese community-preserving graph convolutional network (SCP-GCN) to learn the structural and functional joint embedding of brain networks. Specifically, we use graph convolutions to learn the structural and functional joint embedding, where the graph structure is defined with structural connectivity and node features are from the functional connectivity. Moreover, we propose to preserve the community structure of brain networks in the graph convolutions by considering the intra-community and inter-community properties in the learning process. Furthermore, we use Siamese architecture which models the pairwise similarity learning to guide the learning process. T o evaluate the proposed approach, we conduct extensive experiments on two real brain network datasets. The experimental results demonstrate the superior performance of the proposed approach in structural and functional joint embedding for neurological disorder analysis, indicating its promising value for clinical applications. This work was done when the author was at the University of Illinois at Chicago.

Stochastic Gradient Descent has been widely studied with classification accuracy as a performance measure. However, these stochastic algorithms cannot be directly used when non-decomposable pairwise performance measures are used such as Area under the ROC curve (AUC) which is a common performance metric when the classes are imbalanced. There have been several algorithms proposed for optimizing AUC as a performance metric, and one of the recent being a stochastic proximal gradient algorithm (SPAM). But the downside of the stochastic methods is that they suffer from high variance leading to slower convergence. To combat this issue, several variance reduced methods have been proposed with faster convergence guarantees than vanilla stochastic gradient descent. Again, these variance reduced methods are not directly applicable when non-decomposable performance measures are used. In this paper, we develop a Variance Reduced Stochastic Proximal algorithm for AUC Maximization (\textsc{VRSPAM}) and perform a theoretical analysis as well as empirical analysis to show that our algorithm converges faster than SPAM which is the previous state-of-the-art for the AUC maximization problem.

We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The proposed model can be viewed as a zero-sum game between a statistician choosing an estimator---that is, a measurable function of the observation---and a fictitious adversary choosing a prior---that is, a pair of signal and noise distributions ranging over independent Wasserstein balls---with the goal to minimize and maximize the expected squared estimation error, respectively. We show that if the Wasserstein balls are centered at normal distributions, then the zero-sum game admits a Nash equilibrium, where the players' optimal strategies are given by an {\em affine} estimator and a {\em normal} prior, respectively. We further prove that this Nash equilibrium can be computed by solving a tractable convex program. Finally, we develop a Frank-Wolfe algorithm that can solve this convex program orders of magnitude faster than state-of-the-art general purpose solvers. We show that this algorithm enjoys a linear convergence rate and that its direction-finding subproblems can be solved in quasi-closed form.

Convex clustering is a recent stable alternative to hierarchical clustering. It formulates the recovery of progressively coalescing clusters as a regularized convex problem. While convex clustering was originally designed for handling Euclidean distances between data points, in a growing number of applications, the data is directly characterized by a similarity matrix or weighted graph. In this paper, we extend the robust hierarchical clustering approach to these broader classes of similarities. Having defined an appropriate convex objective, the crux of this adaptation lies in our ability to provide: (a) an efficient recovery of the regularization path and (b) an empirical demonstration of the use of our method. We address the first challenge through a proximal dual algorithm, for which we characterize both the theoretical efficiency as well as the empirical performance on a set of experiments. Finally, we highlight the potential of our method by showing its application to several real-life datasets, thus providing a natural extension to the current scope of applications of convex clustering.

Privacy concerns have led to the development of privacy-preserving approaches for learning models from sensitive data. Yet, in practice, even models learned with privacy guarantees can inadvertently memorize unique training examples or leak sensitive features. To identify such privacy violations, existing model auditing techniques use finite adversaries defined as machine learning models with (a) access to some finite side information (e.g., a small auditing dataset), and (b) finite capacity (e.g., a fixed neural network architecture). Our work investigates the requirements under which an unsuccessful attempt to identify privacy violations by a finite adversary implies that no stronger adversary can succeed at such a task. We do so via parameters that quantify the capabilities of the finite adversary, including the size of the neural network employed by such an adversary and the amount of side information it has access to as well as the regularity of the (perhaps privacy-guaranteeing) audited model.

In order to improve the efficiency and sustainability of electricity systems, most countries worldwide are deploying advanced metering infrastructures, and in particular household smart meters, in the residential sector. This technology is able to record electricity load time series at a very high frequency rates, information that can be exploited to develop new clustering models to group individual households by similar consumptions patterns. To this end, in this work we propose three hierarchical clustering methodologies that allow capturing different characteristics of the time series. These are based on a set of "dissimilarity" measures computed over different features: quantile auto-covariances, and simple and partial autocorrelations. The main advantage is that they allow summarizing each time series in a few representative features so that they are computationally efficient, robust against outliers, easy to automatize, and scalable to hundreds of thousands of smart meters series. We evaluate the performance of each clustering model in a real-world smart meter dataset with thousands of half-hourly time series. The results show how the obtained clusters identify relevant consumption behaviors of households and capture part of their geo-demographic segmentation. Moreover, we apply a supervised classification procedure to explore which features are more relevant to define each cluster.

--Thermal dynamics modeling has been a critical issue in building heating, ventilation, and air-conditioning (HV AC) systems, which can significantly affect the control and maintenance strategies. Due to the uniqueness of each specific building, traditional thermal dynamics modeling approaches heavily depending on physics knowledge cannot generalize well. This study proposes a deep supervised domain adaptation (DSDA) method for thermal dynamics modeling of building indoor temperature evolution and energy consumption. A long short term memory network based Sequence to Sequence scheme is pre-trained based on a large amount of data collected from a building and then adapted to another building which has a limited amount of data by applying the model fine-tuning. We use four publicly available datasets: SML and AHU for temperature evolution, long-term datasets from two different commercial buildings, termed as Building 1 and Building 2 for energy consumption. We show that the deep supervised domain adaptation is effective to adapt the pre-trained model from one building to another building and has better predictive performance than learning from scratch with only a limited amount of data.