The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made through analysis of financial stock data. To handle big data sets, current convention involves the use of the Moving Average. However, by utilizing the Wavelet Transform in place of the Moving Average to denoise stock signals, financial data can be smoothened and more accurately broken down. This newly transformed, denoised, and more stable stock data can be followed up by non-parametric statistical methods, such as Support Vector Regression (SVR) and Recurrent Neural Network (RNN) based Long Short-Term Memory (LSTM) networks to predict future stock prices. Through the implementation of these methods, one is left with a more accurate stock forecast, and in turn, increased profits.

We consider the problem of performing linear regression over a stream of $d$-dimensional examples, and show that any algorithm that uses a subquadratic amount of memory exhibits a slower rate of convergence than can be achieved without memory constraints. Specifically, consider a sequence of labeled examples $(a_1,b_1), (a_2,b_2)\ldots,$ with $a_i$ drawn independently from a $d$-dimensional isotropic Gaussian, and where $b_i = \langle a_i, x\rangle + \eta_i,$ for a fixed $x \in \mathbb{R}^d$ with $\|x\|_2 = 1$ and with independent noise $\eta_i$ drawn uniformly from the interval $[-2^{-d/5},2^{-d/5}].$ We show that any algorithm with at most $d^2/4$ bits of memory requires at least $\Omega(d \log \log \frac{1}{\epsilon})$ samples to approximate $x$ to $\ell_2$ error $\epsilon$ with probability of success at least $2/3$, for $\epsilon$ sufficiently small as a function of $d$. In contrast, for such $\epsilon$, $x$ can be recovered to error $\epsilon$ with probability $1-o(1)$ with memory $O\left(d^2 \log(1/\epsilon)\right)$ using $d$ examples. This represents the first nontrivial lower bounds for regression with super-linear memory, and may open the door for strong memory/sample tradeoffs for continuous optimization.

Implicit feedback is the simplest form of user feedback that can be used for item recommendation. It is easy to collect and is domain independent. However, there is a lack of negative examples. Previous work tackles this problem by assuming that users are not interested or not as much interested in the unconsumed items. Those assumptions are often severely violated since non-consumption can be due to factors like unawareness or lack of resources. Therefore, non-consumption by a user does not always mean disinterest or irrelevance. In this paper, we propose a novel method called Conformative Filtering (CoF) to address the issue. The motivating observation is that if there is a large group of users who share the same taste and none of them have consumed an item before, then it is likely that the item is not of interest to the group. We perform multidimensional clustering on implicit feedback data using hierarchical latent tree analysis (HLTA) to identify user `tastes' groups and make recommendations for a user based on her memberships in the groups and on the past behavior of the groups. Experiments on two real-world datasets from different domains show that CoF has superior performance compared to several common baselines.

A growing number of modern statistical learning problems involve estimating a large number of parameters from a (smaller) number of observations. In a subset of these problems (matrix completion, matrix compressed sensing, and multi-task learning) the unknown parameters form a high-dimensional matrix, and two popular approaches for the estimation are trace-norm regularized linear regression or alternating minimization. It is also known that these estimators satisfy certain optimal tail bounds under assumptions on rank, coherence, or spikiness of the unknown matrix. We study a general family of estimators and sampling distribution that include the above two estimators, and introduce a general notion of spikiness and rank for the unknown matrix. Next, we extend the existing literature on the analysis of these estimators and provide a unifying technique to prove tail bounds for the estimation error. We demonstrate the benefit of this generalization by studying its application to four problems of (1) matrix completion, (2) multi-task learning, (3) compressed sensing with Gaussian ensembles, and (4) compressed sensing with factored measurements. For (1) and (3), we recover matching tail bounds as those found in the literature, and for (2) and (4) we obtain (to the best of our knowledge) the first tail bounds. Our approach relies on a generic recipe to prove restricted strong convexity for the sampling operator of the trace regression, that only requires finding upper bounds on certain norms of the parameter matrix.

We introduce a principled and theoretically sound spectral method for $k$-way clustering in signed graphs, where the affinity measure between nodes takes either positive or negative values. Our approach is motivated by social balance theory, where the task of clustering aims to decompose the network into disjoint groups, such that individuals within the same group are connected by as many positive edges as possible, while individuals from different groups are connected by as many negative edges as possible. Our algorithm relies on a generalized eigenproblem formulation inspired by recent work on constrained clustering. We provide theoretical guarantees for our approach in the setting of a signed stochastic block model, by leveraging tools from matrix perturbation theory and random matrix theory. An extensive set of numerical experiments on both synthetic and real data shows that our approach compares favorably with state-of-the-art methods for signed clustering, especially for large number of clusters and sparse measurement graphs.

Neural Network classifiers have been used successfully in a wide range of applications. However, their underlying assumption of attack free environment has been defied by adversarial examples. Researchers tried to develop defenses; however, existing approaches are still far from providing effective solutions to this evolving problem. In this paper, we design a generative adversarial net (GAN) based zero knowledge adversarial training defense, dubbed ZK-GanDef, which does not consume adversarial examples during training. Therefore, ZK-GanDef is not only efficient in training but also adaptive to new adversarial examples. This advantage comes at the cost of small degradation in test accuracy compared to full knowledge approaches. Our experiments show that ZK-GanDef enhances test accuracy on adversarial examples by up-to 49.17% compared to zero knowledge approaches. More importantly, its test accuracy is close to that of the state-of-the-art full knowledge approaches (maximum degradation of 8.46%), while taking much less training time.

Meta-learning has been shown to be an effective strategy for few-shot learning. The key idea is to leverage a large number of similar few-shot tasks in order to meta-learn how to best initiate a (single) base-learner for novel few-shot tasks. While meta-learning how to initialize a base-learner has shown promising results, it is well known that hyperparameter settings such as the learning rate and the weighting of the regularization term are important to achieve best performance. We thus propose to also meta-learn these hyperparameters and in fact learn a time- and layer-varying scheme for learning a base-learner on novel tasks. Additionally, we propose to learn not only a single base-learner but an ensemble of several base-learners to obtain more robust results. While ensembles of learners have shown to improve performance in various settings, this is challenging for few-shot learning tasks due to the limited number of training samples. Therefore, our approach also aims to meta-learn how to effectively combine several base-learners. We conduct extensive experiments and report top performance for five-class few-shot recognition tasks on two challenging benchmarks: miniImageNet and Fewshot-CIFAR100 (FC100).

Extreme multi-label classification refers to supervised multi-label learning involving hundreds of thousand or even millions of labels. In this paper, we develop a shallow tree-based algorithm, called Bonsai, which promotes diversity of the label space and easily scales to millions of labels. Bonsai relaxes the two main constraints of the recently proposed tree-based algorithm, Parabel, which partitions labels at each tree node into exactly two child nodes, and imposes label balanced-ness between these nodes. Instead, Bonsai encourages diversity in the partitioning process by (i) allowing a much larger fan-out at each node, and (ii) maintaining the diversity of the label set further by enabling potentially imbalanced partitioning. By allowing such flexibility, it achieves the best of both worlds - fast training of tree-based methods, and prediction accuracy better than Parabel, and at par with one-vs-rest methods. As a result, Bonsai outperforms state-of-the-art one-vs-rest methods such as DiSMEC in terms of prediction accuracy, while being orders of magnitude faster to train. The code for \bonsai is available at https://github.com/xmc-aalto/bonsai.

Network embedding has proved extremely useful in a variety of network analysis tasks such as node classification, link prediction, and network visualization. Almost all the existing network embedding methods learn to map the node IDs to their corresponding node embeddings. This design principle, however, hinders the existing methods from being applied in real cases. Node ID is not generalizable and, thus, the existing methods have to pay great effort in cold-start problem. The heterogeneous network usually requires extra work to encode node types, as node type is not able to be identified by node ID. Node ID carries rare information, resulting in the criticism that the existing methods are not robust to noise. To address this issue, we introduce Compositional Network Embedding, a general inductive network representation learning framework that generates node embeddings by combining node features based on the principle of compositionally. Instead of directly optimizing an embedding lookup based on arbitrary node IDs, we learn a composition function that infers node embeddings by combining the corresponding node attribute embeddings through a graph-based loss. For evaluation, we conduct the experiments on link prediction under four different settings. The results verified the effectiveness and generalization ability of compositional network embeddings, especially on unseen nodes.

This paper introduces a novel approach for dengue fever classification based on online learning paradigms. The proposed approach is suitable for practical implementation as it enables learning using only a few training samples. With time, the proposed approach is capable of learning incrementally from the data collected without need for retraining the model or redeployment of the prediction engine. Additionally, we also provide a comprehensive evaluation of machine learning methods for prediction of dengue fever. The input to the proposed pipeline comprises of recorded patient symptoms and diagnostic investigations. Offline classifier models have been employed to obtain baseline scores to establish that the feature set is optimal for classification of dengue. The primary benefit of the online detection model presented in the paper is that it has been established to effectively identify patients with high likelihood of dengue disease, and experiments on scalability in terms of number of training and test samples validate the use of the proposed model.