In this article, I will show you how to classify clothes from the Fashion MNIST data set using the python programming language and a machine learning technique called Artificial Neural Networks! If you prefer not to read this article and would like a video representation of it, you can check out the video below. It goes through everything in this article with a little more detail and will help make it easy for you to start programming your own Artificial Neural Network (ANN) model even if you don't have the programming language Python installed on your computer. Or you can use both the video and this article as supplementary materials for learning about ANN's! First I will write a description of what this program will do.

In the time series classification domain, shapelets are small time series that are discriminative for a certain class. It has been shown that classifiers are able to achieve state-of-the-art results on a plethora of datasets by taking as input distances from the input time series to different discriminative shapelets. Additionally, these shapelets can easily be visualized and thus possess an interpretable characteristic, making them very appealing in critical domains, such as the health care domain, where longitudinal data is ubiquitous. In this study, a new paradigm for shapelet discovery is proposed, which is based upon evolutionary computation. The advantages of the proposed approach are that (i) it is gradient-free, which could allow to escape from local optima more easily and to find suited candidates more easily and supports non-differentiable objectives, (ii) no brute-force search is required, which drastically reduces the computational complexity by several orders of magnitude, (iii) the total amount of shapelets and length of each of these shapelets are evolved jointly with the shapelets themselves, alleviating the need to specify this beforehand, (iv) entire sets are evaluated at once as opposed to single shapelets, which results in smaller final sets with less similar shapelets that result in similar predictive performances, and (v) discovered shapelets do not need to be a subsequence of the input time series. We present the results of experiments which validate the enumerated advantages.

Texture is one of the most-studied visual attribute for image characterization since the 1960s. However, most hand-crafted descriptors are monochromatic, focusing on the gray scale images and discarding the color information. In this context, this work focus on a new method for color texture analysis considering all color channels in a more intrinsic approach. Our proposal consists of modeling color images as directed complex networks that we named Spatio-Spectral Network (SSN). Its topology includes within-channel edges that cover spatial patterns throughout individual image color channels, while between-channel edges tackle spectral properties of channel pairs in an opponent fashion. Image descriptors are obtained through a concise topological characterization of the modeled network in a multiscale approach with radially symmetric neighborhoods. Experiments with four datasets cover several aspects of color-texture analysis, and results demonstrate that SSN overcomes all the compared literature methods, including known deep convolutional networks, and also has the most stable performance between datasets, achieving $98.5(\pm1.1)$ of average accuracy against $97.1(\pm1.3)$ of MCND and $96.8(\pm3.2)$ of AlexNet. Additionally, an experiment verifies the performance of the methods under different color spaces, where results show that SSN also has higher performance and robustness.

We outline new approaches to incorporate ideas from convolutional networks into wave-based least-squares imaging. The aim is to combine hand-crafted constraints with deep convolutional networks allowing us to directly train a network capable of generating samples from the posterior. The main contributions include combination of weak deep priors with hard handcrafted constraints and a possible new way to sample the posterior.

Fake engagement is one of the significant problems in Online Social Networks (OSNs) which is used to increase the popularity of an account in an inorganic manner. The detection of fake engagement is crucial because it leads to loss of money for businesses, wrong audience targeting in advertising, wrong product predictions systems, and unhealthy social network environment. This study is related with the detection of fake and automated accounts which leads to fake engagement on Instagram. As far as we know, there is no publicly available dataset for fake and automated accounts. For this purpose, two datasets have been generated for the detection of fake and automated accounts. For the detection of these accounts, machine learning algorithms like Naive Bayes, logistic regression, support vector machines and neural networks are applied. Additionally, for the detection of automated accounts, cost sensitive genetic algorithm is applied because of the unnatural bias in the dataset. To deal with the unevenness problem in the fake dataset, Smote-nc algorithm is implemented. For the automated and fake account detection problem, 86% and 96% are obtained, respectively.

In this paper, we present a new deep learning architecture for addressing the problem of supervised learning with sparse and irregularly sampled multivariate time series. The architecture is based on the use of a semi-parametric interpolation network followed by the application of a prediction network. The interpolation network allows for information to be shared across multiple dimensions of a multivariate time series during the interpolation stage, while any standard deep learning model can be used for the prediction network. This work is motivated by the analysis of physiological time series data in electronic health records, which are sparse, irregularly sampled, and multivariate. We investigate the performance of this architecture on both classification and regression tasks, showing that our approach outperforms a range of baseline and recently proposed models. Over the last several years, there has been significant progress in developing specialized models and architectures that can accommodate sparse and irregularly sampled time series as input (Marlin et al., 2012; Li & Marlin, 2015; 2016; Lipton et al., 2016; Futoma et al., 2017; Che et al., 2018a). An irregularly sampled time series is a sequence of samples with irregular intervals between their observation times. Irregularly sampled data are considered to be sparse when the intervals between successive observations are often large. Of particular interest in the supervised learning setting are methods that perform end-to-end learning directly using multivariate sparse and irregularly sampled time series as input without the need for a separate interpolation or imputation step. In this work, we present a new model architecture for supervised learning with multivariate sparse and irregularly sampled data: Interpolation-Prediction Networks. The architecture is based on the use of several semi-parametric interpolation layers organized into an interpolation network, followed by the application of a prediction network that can leverage any standard deep learning model. In this work, we use GRU networks (Chung et al., 2014) as the prediction network.

We consider saddle point problems which objective functions are the average of $n$ strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence guarantees. However, these methods have a slow convergence when the condition number of the problem is very large. In this paper, we propose a stochastic proximal point algorithm, which accelerates the variance reduction method SAGA for saddle point problems. Compared with the catalyst framework, our algorithm reduces a logarithmic term of condition number for the iteration complexity. We adopt our algorithm to policy evaluation and the empirical results show that our method is much more efficient than state-of-the-art methods.

Graph Laplacians computed from weighted adjacency matrices are widely used to identify geometric structure in data, and clusters in particular; their spectral properties play a central role in a number of unsupervised and semi-supervised learning algorithms. When suitably scaled, graph Laplacians approach limiting continuum operators in the large data limit. Studying these limiting operators, therefore, sheds light on learning algorithms. This paper is devoted to the study of a parameterized family of divergence form elliptic operators that arise as the large data limit of graph Laplacians. The link between a three-parameter family of graph Laplacians and a three-parameter family of differential operators is explained. The spectral properties of these differential perators are analyzed in the situation where the data comprises two nearly separated clusters, in a sense which is made precise. In particular, we investigate how the spectral gap depends on the three parameters entering the graph Laplacian and on a parameter measuring the size of the perturbation from the perfectly clustered case. Numerical results are presented which exemplify and extend the analysis; in particular the computations study situations with more than two clusters. The findings provide insight into parameter choices made in learning algorithms which are based on weighted adjacency matrices; they also provide the basis for analysis of the consistency of various unsupervised and semi-supervised learning algorithms, in the large data limit.

Many biological learning systems such as the mushroom body, hippocampus, and cerebellum are built from sparsely connected networks of neurons. For a new understanding of such networks, we study the function spaces induced by sparse random features and characterize what functions may and may not be learned. A network with $d$ inputs per neuron is found to be equivalent to an additive model of order $d$, whereas with a degree distribution the network combines additive terms of different orders. We identify three specific advantages of sparsity: additive function approximation is a powerful inductive bias that limits the curse of dimensionality, sparse networks are stable to outlier noise in the inputs, and sparse random features are scalable. Thus, even simple brain architectures can be powerful function approximators. Finally, we hope that this work helps popularize kernel theories of networks among computational neuroscientists.

We study the problem of estimating high dimensional models with underlying sparse structures while preserving the privacy of each training example. We develop a differentially private high-dimensional sparse learning framework using the idea of knowledge transfer. More specifically, we propose to distill the knowledge from a "teacher" estimator trained on a private dataset, by creating a new dataset from auxiliary features, and then train a differentially private "student" estimator using this new dataset. In addition, we establish the linear convergence rate as well as the utility guarantee for our proposed method. For sparse linear regression and sparse logistic regression, our method achieves improved utility guarantees compared with the best known results (Kifer et al., 2012; Wang and Gu, 2019). We further demonstrate the superiority of our framework through both synthetic and real-world data experiments.