Prognostics and Health Management (PHM) is an emerging engineering discipline which is concerned with the analysis and prediction of equipment health and performance. One of the key challenges in PHM is to accurately predict impending failures in the equipment. In recent years, solutions for failure prediction have evolved from building complex physical models to the use of machine learning algorithms that leverage the data generated by the equipment. However, failure prediction problems pose a set of unique challenges that make direct application of traditional classification and prediction algorithms impractical. These challenges include the highly imbalanced training data, the extremely high cost of collecting more failure samples, and the complexity of the failure patterns. Traditional oversampling techniques will not be able to capture such complexity and accordingly result in overfitting the training data. This paper addresses these challenges by proposing a novel algorithm for failure prediction using Generative Adversarial Networks (GAN-FP). GAN-FP first utilizes two GAN networks to simultaneously generate training samples and build an inference network that can be used to predict failures for new samples. GAN-FP first adopts an infoGAN to generate realistic failure and non-failure samples, and initialize the weights of the first few layers of the inference network. The inference network is then tuned by optimizing a weighted loss objective using only real failure and non-failure samples. The inference network is further tuned using a second GAN whose purpose is to guarantee the consistency between the generated samples and corresponding labels. GAN-FP can be used for other imbalanced classification problems as well.

Learning network representations is a fundamental task for many graph applications such as link prediction, node classification, graph clustering, and graph visualization. Many real-world networks are interpreted as dynamic networks and evolve over time. Most existing graph embedding algorithms were developed for static graphs mainly and cannot capture the evolution of a large dynamic network. In this paper, we propose Dynamic joint V ariational Graph Au-toencoders (Dyn-VGAE) that can learn both local structures and temporal evolutionary patterns in a dynamic network. Dyn-VGAE provides a joint learning framework for computing temporal representations of all graph snapshots simultaneously. Each auto-encoder embeds a graph snapshot based on its local structure and can also learn temporal dependencies by collaborating with other autoen-coders. We conduct experimental studies on dynamic real-world graph datasets and the results demonstrate the effectiveness of the proposed method.

This work extends the randomized shortest paths model (RSP) by investigating the net flow RSP and adding capacity constraints on edge flows. The standard RSP is a model of movement, or spread, through a network interpolating between a random walk and a shortest path behavior. This framework assumes a unit flow injected into a source node and collected from a target node with flows minimizing the expected transportation cost together with a relative entropy regularization term. In this context, the present work first develops the net flow RSP model considering that edge flows in opposite directions neutralize each other (as in electrical networks) and proposes an algorithm for computing the expected routing costs between all pairs of nodes. This quantity is called the net flow RSP dissimilarity measure between nodes. Experimental comparisons on node clustering tasks show that the net flow RSP dissimilarity is competitive with other state-of-the-art techniques. In the second part of the paper, it is shown how to introduce capacity constraints on edge flows and a procedure solving this constrained problem by using Lagrangian duality is developed. These two extensions improve significantly the scope of applications of the RSP framework.

In display advertising, predicting the conversion rate, that is, the probability that a user takes a predefined action on an advertiser's website is fundamental in estimating the value of showing a user an advertisement. There are two troublesome difficulties in the conversion rate prediction due to the delayed feedback. First, some positive labels are not correctly observed in training data, because some conversions do not occur right after clicking the ads. Moreover, the delay mechanism is not uniform among instances; some positive feedback is much more frequently observed than the others. It is widely acknowledged that these problems cause a severe bias in the naive empirical average loss function for the conversion rate prediction. To overcome the challenges, we propose two unbiased estimators, one for the conversion rate prediction, and the other for the bias estimation. Subsequently, we propose an interactive learning algorithm named {\em Dual Learning Algorithm for Delayed Feedback (DLA-DF)} where a conversion rate predictor and a bias estimator are learned alternately. The proposed algorithm is the first of its kind to address the two major challenges in a theoretically principal way. Lastly, we conducted a simulation experiment to demonstrate that the proposed method outperforms the existing baselines and validate that the unbiased estimation approach is suitable for the delayed feedback problem.

We study the iteration complexity of stochastic gradient descent (SGD) for minimizing the gradient norm of smooth, possibly nonconvex functions. We provide several results, implying that the classical $\mathcal{O}(\epsilon^{-4})$ upper bound (for making the average gradient norm less than $\epsilon$) cannot be improved upon, unless a combination of additional assumptions is made. Notably, this holds even if we limit ourselves to convex quadratic functions. We also show that for nonconvex functions, the feasibility of minimizing gradients with SGD is surprisingly sensitive to the choice of optimality criteria.

W e derive streamlined mean field variational Bayes algorithms for fitting linear mixed models with crossed random effects. In the most general situation, where the dimensions of the crossed groups are arbitrarily large, streamlining is hindered by lack of sparseness in the underlying least squares system. Because of this fact we also consider a hierarchy of relaxations of the mean field product restriction. The least stringent product restriction delivers a high degree of inferential accuracy . However, this accuracy must be mitigated against its higher storage and computing demands. Faster sparse storage and computing alternatives are also provided, but come with the price of diminished inferential accuracy . This article provides full algorithmic details of three variational inference strategies, presents detailed empirical results on their pros and cons and, thus, guides the users on their choice of variational inference approach depending on the problem size and computing resources. Keywords: Mean field variational Bayes; item response theory; Rasch analysis; scalable statistical methodology; sparse least squares systems.

The Social Internet of Things (SIoT), integration of Internet of Things and Social networks paradigms, has been introduced to build a network of smart nodes which are capable of establishing social links. In order to deal with misbehavioral service provider nodes, service requestor nodes must evaluate their trustworthiness levels. In this paper, we propose a novel trust management mechanism in the SIoT to predict the most reliable service provider for a service requestor, that leads to reduce the risk of exposing to malicious nodes. We model an SIoT with a flexible bipartite graph (containing two sets of nodes: service providers and requestors), then build the corresponding social network among service requestor nodes, using Hellinger distance. After that, we develop a social trust model, by using nodes' centrality and similarity measures, to extract behavioral trust between the network nodes. Finally, a matrix factorization technique is designed to extract latent features of SIoT nodes to mitigate the data sparsity and cold start problems. We analyze the effect of parameters in the proposed trust prediction mechanism on prediction accuracy. The results indicate that feedbacks from the neighboring nodes of a specific service requestor with high Hellinger similarity in our mechanism outperforms the best existing methods. We also show that utilizing social trust model, which only considers the similarity measure, significantly improves the accuracy of the prediction mechanism. Furthermore, we evaluate the effectiveness of the proposed trust management system through a real-world SIoT application. Our results demonstrate that the proposed mechanism is resilient to different types of network attacks and it can accurately find the proper service provider with high trustworthiness.

Computing expected predictions has many interesting applications in areas such as fairness, handling missing values, and data analysis. Unfortunately, computing expectations of a discriminative model with respect to a probability distribution defined by an arbitrary generative model has been proven to be hard in general. In fact, the task is intractable even for simple models such as logistic regression and a naive Bayes distribution. In this paper, we identify a pair of generative and discriminative models that enables tractable computation of expectations of the latter with respect to the former, as well as moments of any order, in case of regression. Specifically, we consider expressive probabilistic circuits with certain structural constraints that support tractable probabilistic inference. Moreover, we exploit the tractable computation of high-order moments to derive an algorithm to approximate the expectations, for classification scenarios in which exact computations are intractable. We evaluate the effectiveness of our exact and approximate algorithms in handling missing data during prediction time where they prove to be competitive to standard imputation techniques on a variety of datasets. Finally, we illustrate how expected prediction framework can be used to reason about the behaviour of discriminative models.

Efficient dispatching rule in manufacturing industry is key to ensure product on-time delivery and minimum past-due and inventory cost. Manufacturing, especially in the developed world, is moving towards on-demand manufacturing meaning a high mix, low volume product mix. This requires efficient dispatching that can work in dynamic and stochastic environments, meaning it allows for quick response to new orders received and can work over a disparate set of shop floor settings. In this paper we address this problem of dispatching in manufacturing. Using reinforcement learning (RL), we propose a new design to formulate the shop floor state as a 2-D matrix, incorporate job slack time into state representation, and design lateness and tardiness rewards function for dispatching purpose. However, maintaining a separate RL model for each production line on a manufacturing shop floor is costly and often infeasible. To address this, we enhance our deep RL model with an approach for dispatching policy transfer. This increases policy generalization and saves time and cost for model training and data collection. Experiments show that: (1) our approach performs the best in terms of total discounted reward and average lateness, tardiness, (2) the proposed policy transfer approach reduces training time and increases policy generalization.

The foreseen growing role of outsourced machine learning services is raising concerns about the privacy of user data. Several technical solutions are being proposed to address the issue. Hardware security modules in cloud data centres appear limited to enterprise customers due to their complexity, while general multi-party computation techniques require a large number of message exchanges. This paper proposes a variety of protocols for privacy-preserving regression and classification that (i) only require additively homomorphic encryption algorithms, (ii) limit interactions to a mere request and response, and (iii) that can be used directly for important machine-learning algorithms such as logistic regression and SVM classification. The basic protocols are then extended and applied to feed-forward neural networks.