There has been appreciable progress in unsupervised network representation learning (UNRL) approaches over graphs recently with flexible random-walk approaches, new optimization objectives and deep architectures. However, there is no common ground for systematic comparison of embeddings to understand their behavior for different graphs and tasks. In this paper we theoretically group different approaches under a unifying framework and empirically investigate the effectiveness of different network representation methods. In particular, we argue that most of the UNRL approaches either explicitly or implicit model and exploit context information of a node. Consequently, we propose a framework that casts a variety of approaches -- random walk based, matrix factorization and deep learning based -- into a unified context-based optimization function. We systematically group the methods based on their similarities and differences. We study the differences among these methods in detail which we later use to explain their performance differences (on downstream tasks). We conduct a large-scale empirical study considering 9 popular and recent UNRL techniques and 11 real-world datasets with varying structural properties and two common tasks -- node classification and link prediction. We find that there is no single method that is a clear winner and that the choice of a suitable method is dictated by certain properties of the embedding methods, task and structural properties of the underlying graph. In addition we also report the common pitfalls in evaluation of UNRL methods and come up with suggestions for experimental design and interpretation of results.

Given a set of empirical observations, conditional density estimation aims to capture the statistical relationship between a conditional variable $\mathbf{x}$ and a dependent variable $\mathbf{y}$ by modeling their conditional probability $p(\mathbf{y}|\mathbf{x})$. The paper develops best practices for conditional density estimation for finance applications with neural networks, grounded on mathematical insights and empirical evaluations. In particular, we introduce a noise regularization and data normalization scheme, alleviating problems with over-fitting, initialization and hyper-parameter sensitivity of such estimators. We compare our proposed methodology with popular semi- and non-parametric density estimators, underpin its effectiveness in various benchmarks on simulated and Euro Stoxx 50 data and show its superior performance. Our methodology allows to obtain high-quality estimators for statistical expectations of higher moments, quantiles and non-linear return transformations, with very little assumptions about the return dynamic.

Credit scoring models based on accepted applications may be biased and their consequences can have a statistical and economic impact. Reject inference is the process of attempting to infer the creditworthiness status of the rejected applications. In this research, we use deep generative models to develop two new semi-supervised Bayesian models for reject inference in credit scoring, in which we model the data generating process to be dependent on a Gaussian mixture. The goal is to improve the classification accuracy in credit scoring models by adding reject applications. Our proposed models infer the unknown creditworthiness of the rejected applications by exact enumeration of the two possible outcomes of the loan (default or non-default). The efficient stochastic gradient optimization technique used in deep generative models makes our models suitable for large data sets. Finally, the experiments in this research show that our proposed models perform better than classical and alternative machine learning models for reject inference in credit scoring.

With the wide deployment of machine learning (ML) based systems for a variety of applications including medical, military, automotive, genomic, as well as multimedia and social networking, there is great potential for damage from adversarial learning (AL) attacks. In this paper, we provide a contemporary survey of AL, focused particularly on defenses against attacks on statistical classifiers. After introducing relevant terminology and the goals and range of possible knowledge of both attackers and defenders, we survey recent work on test-time evasion (TTE), data poisoning (DP), and reverse engineering (RE) attacks and particularly defenses against same. In so doing, we distinguish robust classification from anomaly detection (AD), unsupervised from supervised, and statistical hypothesis-based defenses from ones that do not have an explicit null (no attack) hypothesis; we identify the hyperparameters a particular method requires, its computational complexity, as well as the performance measures on which it was evaluated and the obtained quality. We then dig deeper, providing novel insights that challenge conventional AL wisdom and that target unresolved issues, including: 1) robust classification versus AD as a defense strategy; 2) the belief that attack success increases with attack strength, which ignores susceptibility to AD; 3) small perturbations for test-time evasion attacks: a fallacy or a requirement?; 4) validity of the universal assumption that a TTE attacker knows the ground-truth class for the example to be attacked; 5) black, grey, or white box attacks as the standard for defense evaluation; 6) susceptibility of query-based RE to an AD defense. We then present benchmark comparisons of several defenses against TTE, RE, and backdoor DP attacks on images. The paper concludes with a discussion of future work.

Forecasting the future traffic flow distribution in an area is an importance issue for traffic management in an intelligent transportation system. The key challenge of traffic prediction is to capture spatial and temporal relations between future traffic flows and historical traffic due to highly dynamical patterns of human activities. Most existing methods explore such relations by fusing spatial and temporal features extracted from multi-source data. However, they neglect position information which helps distinguish patterns on different positions. In this paper, we propose a position-aware neural network that integrates data features and position information. Our approach employs the inception backbone network to capture rich features of traffic distribution on the whole area. The novelty lies in that under the backbone network, we apply position embedding technique used in neural language processing to represent position information as embedding vectors which are learned during the training. With these embedding vectors, we design positionaware convolution which allows different kernels to process features of different positions. Extensive experiments on two real-world datasets show that our approach outperforms previous methods even with fewer data sources.

We focus our attention on the problem of generating adversarial perturbations based on the gradient in image classification domain; substantial pixel perturbations make features learned by deep neural networks changed in clean images which fool deep neural models into making incorrect predictions. However, large-scale pixel modification in the image directly makes the changes visible although attack process success. To find the optimal perturbations which can quantify the boundary distance directly between clean images and adversarial examples in latent space, we propose a novel method for integrated adversarial perturbations generation, which formulate adversarial perturbations in the adaptive and integrated gradient level. Our approach calls few adaptive gradient operators to seek the decision boundary between original images and corresponding adversarial examples directly. We compare our proposed method for crafting adversarial perturbations with other state-of-the-art gradient-based attack methods. Experimental results suggest that adversarial samples generated by our approach show excellent efficiency in fooling deep neural classification networks with lower pixel modification and good transferability on image classification models.

The existing approaches to intrinsic dimension estimation usually are not reliable when the data are nonlinearly embedded in the high dimensional space. In this work, we show that the explicit accounting to geometric properties of unknown support leads to the polynomial correction to the standard maximum likelihood estimate of intrinsic dimension for flat manifolds. The proposed algorithm (GeoMLE) realizes the correction by regression of standard MLEs based on distances to nearest neighbors for different sizes of neighborhoods. Moreover, the proposed approach also efficiently handles the case of nonuniform sampling of the manifold. We perform numerous experiments on different synthetic and real-world datasets. The results show that our algorithm achieves state-of-the-art performance, while also being computationally efficient and robust to noise in the data.

Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for Bayesian estimation of mixed multinomial logit (MMNL) models. It has been established that VB is substantially faster than MCMC at practically no compromises in predictive accuracy. In this paper, we address two critical gaps concerning the usage and understanding of VB for MMNL. First, extant VB methods are limited to utility specifications involving only individual-specific taste parameters. Second, the finite-sample properties of VB estimators and the relative performance of VB, MCMC and maximum simulated likelihood estimation (MSLE) are not known. To address the former, this study extends several VB methods for MMNL to admit utility specifications including both fixed and random utility parameters. To address the latter, we conduct an extensive simulation-based evaluation to benchmark the extended VB methods against MCMC and MSLE in terms of estimation times, parameter recovery and predictive accuracy. The results suggest that all VB variants perform as well as MCMC and MSLE at prediction and recovery of all model parameters with the exception of the covariance matrix of the multivariate normal mixing distribution. In particular, VB with nonconjugate variational message passing and the delta-method (VB-NCVMP-Delta) is relatively accurate and up to 15 times faster than MCMC and MSLE. On the whole, VB-NCVMP-Delta is most suitable for applications in which fast predictions are paramount, while MCMC should be preferred in applications in which accurate inferences are most important.

Networks evolve continuously over time with the addition, deletion, and changing of links and nodes. Such temporal networks (or edge streams) consist of a sequence of timestamped edges and are seemingly ubiquitous. Despite the importance of accurately modeling the temporal information, most embedding methods ignore it entirely or approximate the temporal network using a sequence of static snapshot graphs. In this work, we introduce the notion of \emph{temporal walks} for learning dynamic embeddings from temporal networks. Temporal walks capture the temporally valid interactions (\eg, flow of information, spread of disease) in the dynamic network in a lossless fashion. Based on the notion of temporal walks, we describe a general class of embeddings called continuous-time dynamic network embeddings (CTDNEs) that completely avoid the issues and problems that arise when approximating the temporal network as a sequence of static snapshot graphs. Unlike previous work, CTDNEs learn dynamic node embeddings directly from the temporal network at the finest temporal granularity and thus use only temporally valid information. As such CTDNEs naturally support online learning of the node embeddings in a streaming real-time fashion. The experiments demonstrate the effectiveness of this class of embedding methods for prediction in temporal networks.

I still remember the day 1 of my very first job fifteen years ago. I had just finished my graduate studies and joined a global investment bank as an analyst. On my first day, I kept straightening my tie and trying to remember everything that I had studied. Meanwhile, deep down, I wondered if I was good enough for the corporate world. The only thing that you need to know is the regression modeling!"