Road transportation is of critical importance for a nation, having profound effects in the economy, the health and life style of its people. With the growth of cities and populations come bigger demands for mobility and safety, creating new problems and magnifying those of the past. New tools are needed to face the challenge, to keep roads in good conditions, their users safe, and minimize the impact on the environment. This dissertation is concerned with road quality assessment and aggressive driving, two important problems in road transportation, approached in the context of Intelligent Transportation Systems by using Machine Learning techniques to analyze acceleration time series acquired with smartphone-based opportunistic sensing to automatically detect, classify, and characterize events of interest. Two aspects of road quality assessment are addressed: the detection and the characterization of road anomalies. For the first, the most widely cited works in the literature are compared and proposals capable of equal or better performance are presented, removing the reliance on threshold values and reducing the computational cost and dimensionality of previous proposals. For the second, new approaches for the estimation of pothole depth and the functional condition of speed reducers are showed. The new problem of pothole depth ranking is introduced, using a learning-to-rank approach to sort acceleration signals by the depth of the potholes that they reflect. The classification of aggressive driving maneuvers is done with automatic feature extraction, finding characteristically shaped subsequences in the signals as more effective discriminants than conventional descriptors calculated over time windows. Finally, all the previously mentioned tasks are combined to produce a robust road transport evaluation platform.

Data stream classification methods demonstrate promising performance on a single data stream by exploring the cohesion in the data stream. However, multiple data streams that involve several correlated data streams are common in many practical scenarios, which can be viewed as multi-task data streams. Instead of handling them separately, it is beneficial to consider the correlations among the multi-task data streams for data stream modeling tasks. In this regard, a novel classification method called double-coupling support vector machines (DC-SVM), is proposed for classifying them simultaneously. DC-SVM considers the external correlations between multiple data streams, while handling the internal relationship within the individual data stream. Experimental results on artificial and real-world multi-task data streams demonstrate that the proposed method outperforms traditional data stream classification methods.

Activity and motion analysis has the potential to be used as a diagnostic tool for mental disorders. However, to-date, little work has been performed in turning stratification measures of activity into useful symptom markers. The research presented in this thesis has focused on the identification of objective activity and behaviour metrics that could be useful for the analysis of mental health symptoms in the above mentioned dimensions. Particular attention is given to the analysis of objective differences between disorders, as well as identification of clinical episodes of mania and depression in bipolar patients, and deterioration in borderline personality disorder patients. A principled framework is proposed for mHealth monitoring of psychiatric patients, based on measurable changes in behaviour, represented in physical activity time series, collected via mobile and wearable devices. The framework defines methods for direct computational analysis of symptoms in disorganisation and psychomotor dimensions, as well as measures for indirect assessment of mood, using patterns of physical activity, sleep and circadian rhythms. The approach of computational behaviour analysis, proposed in this thesis, has the potential for early identification of clinical deterioration in ambulatory patients, and allows for the specification of distinct and measurable behavioural phenotypes, thus enabling better understanding and treatment of mental disorders.

Representation learning offers a powerful alternative to the oft painstaking process of manual feature engineering, and as a result, has enjoyed considerable success in recent years. This success is especially striking in the context of graph mining, since networks can take advantage of vast troves of sequential data to encode information about interactions between entities of interest. But how do we learn embeddings on networks that have higher-order and sequential dependencies? Existing network embedding methods naively assume the Markovian property (first-order dependency) for node interactions, which may not capture the time-dependent and longer-range underlying complex interactions of the raw data. To address the limitation of current methods, we propose a network embedding method for higher-order networks (HON). We demonstrate that the higher-order network embedding (HONEM) method is able to extract higher-order dependencies from HON to construct the higher-order neighborhood matrix of the network, while existing methods are not able to capture these higher-order dependencies. We show that our method outperforms other state-of-the-art methods in node classification, network reconstruction, link prediction, and visualization.

In this paper we propose an energy-efficient learning framework which exploits structural and functional similarities between a machine learning network and a general electrical network satisfying the Tellegen's theorem. The proposed formulation ensures that the network's active-power is dissipated only during the process of learning, whereas the network's reactive-power is maintained to be zero at all times. As a result, in steady-state, the learned parameters are stored and self-sustained by electrical resonance determined by the network's nodal inductances and capacitances. Based on this approach, this paper introduces three novel concepts: (a) A learning framework where the network's active-power dissipation is used as a regularization for a learning objective function that is subjected to zero total reactive-power constraint; (b) A dynamical system based on complex-domain, continuous-time growth transforms which optimizes the learning objective function and drives the network towards electrical resonance under steady-state operation; and (c) An annealing procedure that controls the trade-off between active-power dissipation and the speed of convergence. As a representative example, we show how the proposed framework can be used for designing resonant support vector machines (SVMs), where we show that the support-vectors correspond to an LC network with self-sustained oscillations. We also show that this resonant network dissipates less active-power compared to its non-resonant counterpart.

In machine learning applications for online product offerings and marketing strategies, there are often hundreds or thousands of features available to build such models. Feature selection is one essential method in such applications for multiple objectives: improving the prediction accuracy by eliminating irrelevant features, accelerating the model training and prediction speed, reducing the monitoring and maintenance workload for feature data pipeline, and providing better model interpretation and diagnosis capability. However, selecting an optimal feature subset from a large feature space is considered as an NP-complete problem. The mRMR (Minimum Redundancy and Maximum Relevance) feature selection framework solves this problem by selecting the relevant features while controlling for the redundancy within the selected features. This paper describes the approach to extend, evaluate, and implement the mRMR feature selection methods for classification problem in a marketing machine learning platform at Uber that automates creation and deployment of targeting and personalization models at scale. This study first extends the existing mRMR methods by introducing a non-linear feature redundancy measure and a model-based feature relevance measure. Then an extensive empirical evaluation is performed for eight different feature selection methods, using one synthetic dataset and three real-world marketing datasets at Uber to cover different use cases. Based on the empirical results, the selected mRMR method is implemented in production for the marketing machine learning platform. A description of the production implementation is provided and an online experiment deployed through the platform is discussed.

--Uplift modeling is an emerging machine learning approach for estimating the treatment effect at an individual or subgroup level. It can be used for optimizing the performance of interventions such as marketing campaigns and product designs. Uplift modeling can be used to estimate which users are likely to benefit from a treatment and then prioritize delivering or promoting the preferred experience to those users. An important but so far neglected use case for uplift modeling is an experiment with multiple treatment groups that have different costs, such as for example when different communication channels and promotion types are tested simultaneously. In this paper, we extend standard uplift models to support multiple treatment groups with different costs. We evaluate the performance of the proposed models using both synthetic and real data. We also describe a production implementation of the approach. Uplift modeling [1]-[8] is a technique to estimate and predict the individual-level or subgroup-level causal effects of different treatments in an experiment. This type of information is useful for designing and offering a personalized experience to improve user experience, satisfaction, and engagement. Uplift modeling is therefore commonly used in areas such as marketing, customer service, and product offering. It is helpful to think about uplift modeling in the context of randomized experiments (also known as A/B testing [9]-[11]). In a typical experiment, users are randomly assigned to each treatment group and causal effects are then estimated for the population.

A computer code can simulate a system's propagation of variation from random inputs to output measures of quality. Our aim here is to estimate a critical output tail probability or quantile without a large Monte Carlo experiment. Instead, we build a statistical surrogate for the input-output relationship with a modest number of evaluations and then sequentially add further runs, guided by a criterion to improve the estimate. We compare two criteria in the literature. Moreover, we investigate two practical questions: how to design the initial code runs and how to model the input distribution. Hence, we close the gap between the theory of sequential design and its application.

Multiple seasonal patterns play a key role in time series forecasting, especially for business time series where seasonal effects are often dramatic. Previous approaches including Fourier decomposition, exponential smoothing, and seasonal autoregressive integrated moving average (SARIMA) models do not reflect the distinct characteristics of each period in seasonal patterns, such as the unique behavior of specific days of the week in business data. We propose a multi-dimensional hierarchical model. Intermediate parameters for each seasonal period are first estimated, and a mixture of intermediate parameters is then taken, resulting in a model that successfully reflects the interactions between multiple seasonal patterns. Although this process reduces the data available for each parameter, a robust estimation can be obtained through a hierarchical Bayesian model implemented in Stan. Through this model, it becomes possible to consider both the characteristics of each seasonal period and the interactions among characteristics from multiple seasonal periods. Our new model achieved considerable improvements in prediction accuracy compared to previous models, including Fourier decomposition, which Prophet uses to model seasonality patterns. A comparison was performed on a real-world dataset of pallet transport from a national-scale logistic network.

This technical report records the experiments of applying multiple machine learning algorithms for predicting eating and food purchasing behaviors of free-living individuals. Data was collected with accelerometer, global positioning system (GPS), and body-worn cameras called SenseCam over a one week period in 81 individuals from a variety of ages and demographic backgrounds. These data were turned into minute-level features from sensors as well as engineered features that included time (e.g., time since last eating) and environmental context (e.g., distance to nearest grocery store). Algorithms include Logistic Regression, RBF-SVM, Random Forest, and Gradient Boosting. Our results show that the Gradient Boosting model has the highest mean accuracy score (0.7289) for predicting eating events before 0 to 4 minutes. For predicting food purchasing events, the RBF-SVM model (0.7395) outperforms others. For both prediction models, temporal and spatial features were important contributors to predicting eating and food purchasing events.