Data-driven techniques for identifying disease subtypes using medical records can greatly benefit the management of patients' health and unravel the underpinnings of diseases. Clinical patient records are typically collected from disparate sources and result in high-dimensional data comprising of multiple likelihoods with noisy and missing values. Probabilistic methods capable of analysing large-scale patient records have a central role in biomedical research and are expected to become even more important when data-driven personalised medicine will be established in clinical practise. In this work we propose an unsupervised, generative model that can identify clustering among patients in a latent space while making use of all available data (i.e. in a heterogeneous data setting with noisy and missing values). We make use of the Gaussian process latent variable models (GPLVM) and deep neural networks to create a non-linear dimensionality reduction technique for heterogeneous data. The effectiveness of our model is demonstrated on clinical data of Parkinson's disease patients treated at the HUS Helsinki University Hospital. We demonstrate sub-groups from the heterogeneous patient data, evaluate the robustness of the findings, and interpret cluster characteristics.

Machine learning has automated much of financial fraud detection, notifying firms of, or even blocking, questionable transactions instantly. However, data imbalance starves traditionally trained models of the content necessary to detect fraud. This study examines three separate factors of credit card fraud detection via machine learning. First, it assesses the potential for different sampling methods, undersampling and Synthetic Minority Oversampling Technique (SMOTE), to improve algorithm performance in data-starved environments. Additionally, five industry-practical machine learning algorithms are evaluated on total fraud cost savings in addition to traditional statistical metrics. Finally, an ensemble of individual models is trained with a genetic algorithm to attempt to generate higher cost efficiency than its components. Monte Carlo performance distributions discerned random undersampling outperformed SMOTE in lowering fraud costs, and that an ensemble was unable to outperform its individual parts. Most notably,the F-1 Score, a traditional metric often used to measure performance with imbalanced data, was uncorrelated with derived cost efficiency. Assuming a realistic cost structure can be derived, cost-based metrics provide an essential supplement to objective statistical evaluation.

Automated machine learning pre-processing steps (feature normalization, handling missing data, converting text to numeric, etc.) become part of the underlying model. When using the model for predictions, the same pre-processing steps applied during training are applied to your input data automatically.

This would equip you with the knowledge and confidence you need to transform your organization into an innovative, efficient, and sustainable company of the future.

We are living in a world of constant progress on the technological ground, and looking at how computing is getting advanced day after day. We can also predict what is to come in the days ahead. The algorithm of machine learning, also called model is a mathematical expression that represents information or data in the context of any particular problem, which is often a business problem. The main aim is to go from data to insight. For instance, if an eCommerce retailer wants to anticipate sales for the next quarter for his/ her business, they might use a machine-learning algorithm to predict sales based on past sales and various other relevant & crucial data.

Smartwatches are increasingly being used to recognize human daily life activities. These devices may employ different kind of machine learning (ML) solutions. One of such ML models is Gradient Boosting Machine (GBM) which has shown an excellent performance in the literature. The GBM can be trained on available data set before it is deployed on any device. However, this data set may not represent every kind of human behavior in real life. For example, a ML model to detect elder and young persons running activity may give different results because of differences in their activity patterns. This may result in decrease in the accuracy of activity recognition. Therefore, a transfer learning based method is proposed in which user-specific performance can be improved significantly by doing on-device calibration of GBM by just tuning its parameters without retraining its estimators. Results show that this method can significantly improve the user-based accuracy for activity recognition.

We present improvements in maximum a-posteriori inference for Markov Logic, a widely used SRL formalism. Inferring the most probable world for Markov Logic is NP-hard in general. Several approaches, including Cutting Plane Aggregation (CPA), perform inference through translation to Integer Linear Programs. Aggregation exploits context-specific symmetries independently of evidence and reduces the size of the program. We illustrate much more symmetries occurring in long ground clauses that are ignored by CPA and can be exploited by higher-order aggregations. We propose Full-Constraint-Aggregation, a superior algorithm to CPA which exploits the ignored symmetries via a lifted translation method and some constraint relaxations. RDBMS and heuristic techniques are involved to improve the overall performance. We introduce Xeggora as an evolutionary extension of RockIt, the query engine that uses CPA. Xeggora evaluation on real-world benchmarks shows progress in efficiency compared to RockIt especially for models with long formulas.

When a robot acquires new information, ideally it would immediately be capable of using that information to understand its environment. While deep neural networks are now widely used by robots for inferring semantic information, conventional neural networks suffer from catastrophic forgetting when they are incrementally updated, with new knowledge overwriting established representations. While a variety of approaches have been developed that attempt to mitigate catastrophic forgetting in the incremental batch learning scenario, in which an agent learns a large collection of labeled samples at once, streaming learning has been much less studied in the robotics and deep learning communities. In streaming learning, an agent learns instances one-by-one and can be tested at any time. Here, we revisit streaming linear discriminant analysis, which has been widely used in the data mining research community. By combining streaming linear discriminant analysis with deep learning, we are able to outperform both incremental batch learning and streaming learning algorithms on both ImageNet-1K and CORe50.

Graph Convolutional Networks (GCNs) have been widely studied for graph data representation and learning. The graph convolution operation in GCNs can usually be regarded as a composition of feature aggregation/propagation and transformation. Existing GCNs generally conduct feature aggregation on a fixed neighborhood graph in which each node computes its representation by aggregating the feature representations of all its neighbors (biased by its own representation). However, this fixed aggregation strategy is not guaranteed to be optimal for GCN based graph learning and also can be affected by some graph structure noises, such as incorrect or undesired edge connections. To address these issues, we propose a novel Graph mask Convolutional Network (GmCN) in which nodes can adaptively select the optimal neighbors in their feature aggregation to better serve GCN learning. More importantly, GmCN can be theoretically interpreted by a unified regularization framework, based on which we derive a simple update algorithm to determine the optimal mask adaptively in GmCN training process. Experiments on several datasets demonstrate the effectiveness of GmCN.

To detect the irregular trade behaviors in the stock market is the important problem in machine learning field. These irregular trade behaviors are obviously illegal. To detect these irregular trade behaviors in the stock market, data scientists normally employ the supervised learning techniques. In this paper, we employ the three graph Laplacian based semi-supervised ranking methods to solve the irregular trade behavior detection problem. Experimental results show that that the un-normalized and symmetric normalized graph Laplacian based semi-supervised ranking methods outperform the random walk Laplacian based semi-supervised ranking method.