Low-rank metric learning aims to learn better discrimination of data subject to low-rank constraints. It keeps the intrinsic low-rank structure of datasets and reduces the time cost and memory usage in metric learning. However, it is still a challenge for current methods to handle datasets with both high dimensions and large numbers of samples. To address this issue, we present a novel fast low-rank metric learning (FLRML) method.FLRML casts the low-rank metric learning problem into an unconstrained optimization on the Stiefel manifold, which can be efficiently solved by searching along the descent curves of the manifold.FLRML significantly reduces the complexity and memory usage in optimization, which makes the method scalable to both high dimensions and large numbers of samples.Furthermore, we introduce a mini-batch version of FLRML to make the method scalable to larger datasets which are hard to be loaded and decomposed in limited memory. The outperforming experimental results show that our method is with high accuracy and much faster than the state-of-the-art methods under several benchmarks with large numbers of high-dimensional data. Code has been made available at https://github.com/highan911/FLRML

Credit scoring models support loan approval decisions in the financial services industry. Lenders train these models on data from previously granted credit applications, where the borrowers' repayment behavior has been observed. This approach creates sample bias. The scoring model (i.e., classifier) is trained on accepted cases only. Applying the resulting model to screen credit applications from the population of all borrowers degrades model performance. Reject inference comprises techniques to overcome sampling bias through assigning labels to rejected cases. The paper makes two contributions. First, we propose a self-learning framework for reject inference. The framework is geared toward real-world credit scoring requirements through considering distinct training regimes for iterative labeling and model training. Second, we introduce a new measure to assess the effectiveness of reject inference strategies. Our measure leverages domain knowledge to avoid artificial labeling of rejected cases during strategy evaluation. We demonstrate this approach to offer a robust and operational assessment of reject inference strategies. Experiments on a real-world credit scoring data set confirm the superiority of the adjusted self-learning framework over regular self-learning and previous reject inference strategies. We also find strong evidence in favor of the proposed evaluation measure assessing reject inference strategies more reliably, raising the performance of the eventual credit scoring model.

Entity resolution (ER) (record linkage or de-duplication) is the process of merging together noisy databases, often in the absence of a unique identifier. A major advancement in ER methodology has been the application of Bayesian generative models. Such models provide a natural framework for clustering records to unobserved (latent) entities, while providing exact uncertainty quantification and tight performance bounds. Despite these advancements, existing models do not scale to realistically-sized databases (larger than 1000 records) and they do not incorporate probabilistic blocking. In this paper, we propose "distributed Bayesian linkage" or d-blink -- the first scalable and distributed end-to-end Bayesian model for ER, which propagates uncertainty in blocking, matching and merging. We make several novel contributions, including: (i) incorporating probabilistic blocking directly into the model through auxiliary partitions; (ii) support for missing values; (iii) a partially-collapsed Gibbs sampler; and (iv) a novel perturbation sampling algorithm (leveraging the Vose-Alias method) that enables fast updates of the entity attributes. Finally, we conduct experiments on five data sets which show that d-blink can achieve significant efficiency gains -- in excess of 300$\times$ -- when compared to existing non-distributed methods.

Efficient representation of patients is very important in the healthcare domain and can help with many tasks such as medical risk prediction. Many existing methods, such as diagnostic Cost Groups (DCG), rely on expert knowledge to build patient representation from medical data, which is resource consuming and non-scalable. Unsupervised machine learning algorithms are a good choice for automating the representation learning process. However, there is very little research focusing on onpatient-level representation learning directly from medical claims. In this paper, weproposed a novel patient vector learning architecture that learns high quality,fixed-length patient representation from claims data. We conducted several experiments to test the quality of our learned representation, and the empirical results show that our learned patient vectors are superior to vectors learned through other methods including a popular commercial model. Lastly, we provide potential clinical interpretation for using our representation on predictive tasks, as interpretability is vital in the healthcare domain

Explainable machine learning seeks to provide various stak ehold-ers withinsights into modelbehavior via feature importancescores, counterfactual explanations, and influential samples, among other techniques. Recent advances in this line of work, however, h ave gone without surveys of how organizations are using these te ch-niques in practice. This study explores how organizations v iew and use explainability for stakeholder consumption. We find that the majority of deployments are not for end users affected by t he model but for machine learning engineers, who use explainability to debug the model itself. There is a gap between explainability in practice and the goal of publictransparency, since explanations primarily serve internal stakeholders rather than external on es. Our study synthesizes the limitations with current explainabi lity techniques that hamper their use for end users. To facilitate end user interaction, we develop a framework for establishing clear goals for explainability, including a focus on normative desiderata.

In this article, we will implement linear regression in Python using scikit-learn and create a real demo and get insights from the results.

In this article, we will implement linear regression in Python using scikit-learn and create a real demo and get insights from the results. First of all, we shall discuss what is regression. The statistical methods which helps us to estimate or predict the unknown value of one variable from the known value of related variable is called regression. Determing the line of regression means determining the line of best fit. Linear regression is an algorithm that assumes that the relationship between two elements can be represented by a linear equation (y mx c) and based on that, predict values for any given input.

The discovery of information through data clustering and classification is becoming a key differentiator for competitive organizations. Machine learning applications are everywhere, from self-driving cars, engineering designs, biometrics, and trading strategies, to detection of genetic anomalies. The book begins with an introduction to the functional capabilities of the Scala programming language that are critical to the creation of machine learning algorithms such as dependency injection and implicits. Next, you'll learn about data preprocessing and filtering techniques. A review of the Akka framework and Apache Spark clusters concludes the tutorial.

Over three decades, the Internet has grown from a small network of computers used by research scientists to communicate and exchange data to a technology that has penetrated almost every aspect of our day-to-day lives. Today, it is hard to imagine a life without online access for business, shopping, and socialising. A technology that has connected humanity at a scale never before possible has also amplified some of our worst qualities. Online hate speech spreads virally across the globe with short- and long-term consequences for individuals and societies. These consequences are often difficult to measure and predict. Online social media websites and mobile apps have inadvertently become the platform for the spread and proliferation of hate speech.

Unsupervised recalibration (URC) is a general way to improve the accuracy of an already trained probabilistic classification or regression model upon encountering new data while deployed in the field. URC does not require any ground truth associated with the new field data. URC merely observes the model's predictions and recognizes when the training set is not representative of field data, and then corrects to remove any introduced bias. URC can be particularly useful when applied separately to different subpopulations observed in the field that were not considered as features when training the machine learning model. This makes it possible to exploit subpopulation information without retraining the model or even having ground truth for some or all subpopulations available. Additionally, if these subpopulations are the object of study, URC serves to determine the correct ground truth distributions for them, where naive aggregation methods, like averaging the model's predictions, systematically underestimate their differences.