Researchers and financial professionals require robust computerized tools that allow users to rapidly operationalize and assess the semantic textual content in financial news. However, existing methods commonly work at the document-level while deeper insights into the actual structure and the sentiment of individual sentences remain blurred. As a result, investors are required to apply the utmost attention and detailed, domain-specific knowledge in order to assess the information on a fine-grained basis. To facilitate this manual process, this paper proposes the use of distributed text representations and multi-instance learning to transfer information from the document-level to the sentence-level. Compared to alternative approaches, this method features superior predictive performance while preserving context and interpretability. Our analysis of a manually-labeled dataset yields a predictive accuracy of up to 69.90 %, exceeding the performance of alternative approaches by at least 3.80 percentage points. Accordingly, this study not only benefits investors with regard to their financial decision-making, but also helps companies to communicate their messages as intended.

Retrieving indexed documents, not by their topical content but their writing style opens the door for a number of applications in information retrieval (IR). One application is to retrieve textual content of a certain author X, where the queried IR system is provided beforehand with a set of reference texts of X. Authorship verification (AV), which is a research subject in the field of digital text forensics, is suitable for this purpose. The task of AV is to determine if two documents (i.e. an indexed and a reference document) have been written by the same author X. Even though AV represents a unary classification problem, a number of existing approaches consider it as a binary classification task. However, the underlying classification model of an AV method has a number of serious implications regarding its prerequisites, evaluability, and applicability. In our comprehensive literature review, we observed several misunderstandings regarding the differentiation of unary and binary AV approaches that require consideration. The objective of this paper is, therefore, to clarify these by proposing clear criteria and new properties that aim to improve the characterization of existing and future AV approaches. Given both, we investigate the applicability of eleven existing unary and binary AV methods as well as four generic unary classification algorithms on two self-compiled corpora. Furthermore, we highlight an important issue concerning the evaluation of AV methods based on fixed decision criterions, which has not been paid attention in previous AV studies.

PCA (principal component analysis) and its variants are ubiquitous techniques for matrix dimension reduction and reduced-dimension latent-factor extraction. For an arbitrary matrix, they cannot, on their own, determine the size of the reduced dimension, but rather must be given this as an input. NML (normalized maximum likelihood) is a universal implementation of the Minimal Description Length principle, which gives an objective compression-based criterion for model selection. This work applies NML to PCA. A direct attempt to do so would involve the distributions of singular values of random matrices, which is difficult. A reduction to linear regression with a noisy unitary covariate matrix, however, allows finding closed-form bounds on the NML of PCA.

Neural Networks (NN) have been proposed in the past as an effective means for both modeling and control of systems with very complex dynamics. However, despite the extensive research, NN-based controllers have not been adopted by the industry for safety critical systems. The primary reason is that systems with learning based controllers are notoriously hard to test and verify. Even harder is the analysis of such systems against system-level specifications. In this paper, we provide a gradient based method for searching the input space of a closed-loop control system in order to find adversarial samples against some system-level requirements. Our experimental results show that combined with randomized search, our method outperforms Simulated Annealing optimization.

We present the first accelerated randomized algorithm for solving linear systems in Euclidean spaces. One essential problem of this type is the matrix inversion problem. In particular, our algorithm can be specialized to invert positive definite matrices in such a way that all iterates (approximate solutions) generated by the algorithm are positive definite matrices themselves. This opens the way for many applications in the field of optimization and machine learning. As an application of our general theory, we develop the first accelerated (deterministic and stochastic) quasi-Newton updates. Our updates lead to provably more aggressive approximations of the inverse Hessian, and lead to speed-ups over classical non-accelerated rules in numerical experiments. Experiments with empirical risk minimization show that our rules can accelerate training of machine learning models.

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with conventional stochastic variance reduced gradient (SVRG) algorithm that uses two reference points to construct a semi-stochastic gradient with diminishing variance in each iteration, our algorithm uses $K+1$ nested reference points to build a semi-stochastic gradient to further reduce its variance in each iteration. For smooth nonconvex functions, the proposed algorithm converges to an $\epsilon$-approximate first-order stationary point (i.e., $\|\nabla F(\mathbf{x})\|_2\leq \epsilon$) within $\tilde O(n\land \epsilon^{-2}+\epsilon^{-3}\land n^{1/2}\epsilon^{-2})$\footnote{$\tilde O(\cdot)$ hides the logarithmic factors, and $a\land b$ means $\min(a,b)$.} number of stochastic gradient evaluations. This improves the best known gradient complexity of SVRG $O(n+n^{2/3}\epsilon^{-2})$ and that of SCSG $O(n\land \epsilon^{-2}+\epsilon^{-10/3}\land n^{2/3}\epsilon^{-2})$. For gradient dominated functions, our algorithm also achieves better gradient complexity than the state-of-the-art algorithms. Thorough experimental results on different nonconvex optimization problems back up our theory.

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with conventional stochastic variance reduced gradient (SVRG) algorithm that uses two reference points to construct a semi-stochastic gradient with diminishing variance in each iteration, our algorithm uses $K+1$ nested reference points to build a semi-stochastic gradient to further reduce its variance in each iteration. For smooth nonconvex functions, the proposed algorithm converges to an $\epsilon$-approximate first-order stationary point (i.e., $\|\nabla F(\mathbf{x})\|_2\leq \epsilon$) within $\tilde O(n\land \epsilon^{-2}+\epsilon^{-3}\land n^{1/2}\epsilon^{-2})$\footnote{$\tilde O(\cdot)$ hides the logarithmic factors, and $a\land b$ means $\min(a,b)$.} number of stochastic gradient evaluations. This improves the best known gradient complexity of SVRG $O(n+n^{2/3}\epsilon^{-2})$ and that of SCSG $O(n\land \epsilon^{-2}+\epsilon^{-10/3}\land n^{2/3}\epsilon^{-2})$. For gradient dominated functions, our algorithm also achieves better gradient complexity than the state-of-the-art algorithms. Thorough experimental results on different nonconvex optimization problems back up our theory.

In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model selection is becoming increasingly important. Automating the selection and tuning of machine learning pipelines, which can include different data pre-processing methods and machine learning models, has long been one of the goals of the machine learning community. In this paper, we propose to solve this meta-learning task by combining ideas from collaborative filtering and Bayesian optimization. Specifically, we use a probabilistic matrix factorization model to transfer knowledge across experiments performed in hundreds of different datasets and use an acquisition function to guide the exploration of the space of possible ML pipelines. In our experiments, we show that our approach quickly identifies high-performing pipelines across a wide range of datasets, significantly outperforming the current state-of-the-art.

Can we learn a binary classifier from only positive data, without any negative data or unlabeled data? We show that if one can equip positive data with confidence (positive-confidence), one can successfully learn a binary classifier, which we name positive-confidence (Pconf) classification. Our work is related to one-class classification which is aimed at "describing" the positive class by clustering-related methods, but one-class classification does not have the ability to tune hyper-parameters and their aim is not on "discriminating" positive and negative classes. For the Pconf classification problem, we provide a simple empirical risk minimization framework that is model-independent and optimization-independent. We theoretically establish the consistency and an estimation error bound, and demonstrate the usefulness of the proposed method for training deep neural networks through experiments.

Sparse Principal Component Analysis (SPCA) and Sparse Linear Regression (SLR) have a wide range of applications and have attracted a tremendous amount of attention in the last two decades as canonical examples of statistical problems in high dimension. A variety of algorithms have been proposed for both SPCA and SLR, but an explicit connection between the two had not been made. We show how to efficiently transform a black-box solver for SLR into an algorithm for SPCA: assuming the SLR solver satisfies prediction error guarantees achieved by existing efficient algorithms such as those based on the Lasso, the SPCA algorithm derived from it achieves near state of the art guarantees for testing and for support recovery for the single spiked covariance model as obtained by the current best polynomial-time algorithms. Our reduction not only highlights the inherent similarity between the two problems, but also, from a practical standpoint, allows one to obtain a collection of algorithms for SPCA directly from known algorithms for SLR. We provide experimental results on simulated data comparing our proposed framework to other algorithms for SPCA.