Filtering is a general name for inferring the states of a dynamical system given observations. The most common filtering approach is Gaussian Filtering (GF) where the distribution of the inferred states is a Gaussian whose mean is an affine function of the observations. There are two restrictions in this model: Gaussianity and Affinity. We propose a model to relax both these assumptions based on recent advances in implicit generative models. Empirical results show that the proposed method gives a significant advantage over GF and nonlinear methods based on fixed nonlinear kernels.

Characterizing statistical properties of solutions of inverse problems is essential for decision making. Bayesian inversion offers a tractable framework for this purpose, but current approaches are computationally unfeasible for most realistic imaging applications in the clinic. We introduce two novel deep learning based methods for solving large-scale inverse problems using Bayesian inversion: a sampling based method using a WGAN with a novel mini-discriminator and a direct approach that trains a neural network using a novel loss function. The performance of both methods is demonstrated on image reconstruction in ultra low dose 3D helical CT. We compute the posterior mean and standard deviation of the 3D images followed by a hypothesis test to assess whether a "dark spot" in the liver of a cancer stricken patient is present. Both methods are computationally efficient and our evaluation shows very promising performance that clearly supports the claim that Bayesian inversion is usable for 3D imaging in time critical applications.

Many real-world large-scale regression problems can be formulated as Multi-task Learning (MTL) problems with a massive number of tasks, as in retail and transportation domains. However, existing MTL methods still fail to offer both the generalization performance and the scalability for such problems. Scaling up MTL methods to problems with a tremendous number of tasks is a big challenge. Here, we propose a novel algorithm, named Convex Clustering Multi-Task regression Learning (CCMTL), which integrates with convex clustering on the k-nearest neighbor graph of the prediction models. Further, CCMTL efficiently solves the underlying convex problem with a newly proposed optimization method. CCMTL is accurate, efficient to train, and empirically scales linearly in the number of tasks. On both synthetic and real-world datasets, the proposed CCMTL outperforms seven state-of-the-art (SoA) multi-task learning methods in terms of prediction accuracy as well as computational efficiency. On a real-world retail dataset with 23, 812 tasks, CCMTL requires only around 30 seconds to train on a single thread, while the SoA methods need up to hours or even days.

The growing integration of distributed energy resources (DERs) in urban distribution grids raises various reliability issues due to DER's uncertain and complex behaviors. With a large-scale DER penetration, traditional outage detection methods, which rely on customers making phone calls and smart meters' "last gasp" signals, will have limited performance, because the renewable generators can supply powers after line outages and many urban grids are mesh so line outages do not affect power supply. To address these drawbacks, we propose a data-driven outage monitoring approach based on the stochastic time series analysis from micro phasor measurement unit ($\mu$PMU). Specifically, we prove via power flow analysis that the dependency of time-series voltage measurements exhibits significant statistical changes after line outages. This makes the theory on optimal change-point detection suitable to identify line outages via $\mu$PMUs with fast and accurate sampling. However, existing change point detection methods require post-outage voltage distribution unknown in distribution systems. Therefore, we design a maximum likelihood-based method to directly learn the distribution parameters from $\mu$PMU data. We prove that the estimated parameters-based detection still achieves the optimal performance, making it extremely useful for distribution grid outage identifications. Simulation results show highly accurate outage identification in eight distribution grids with 14 configurations with and without DERs using $\mu$PMU data.

Symmetric nonnegative matrix factorization (NMF), a special but important class of the general NMF, is demonstrated to be useful for data analysis and in particular for various clustering tasks. Unfortunately, designing fast algorithms for Symmetric NMF is not as easy as for the nonsymmetric counterpart, the latter admitting the splitting property that allows efficient alternating-type algorithms. To overcome this issue, we transfer the symmetric NMF to a nonsymmetric one, then we can adopt the idea from the state-of-the-art algorithms for nonsymmetric NMF to design fast algorithms solving symmetric NMF. We rigorously establish that solving nonsymmetric reformulation returns a solution for symmetric NMF and then apply fast alternating based algorithms for the corresponding reformulated problem. Furthermore, we show these fast algorithms admit strong convergence guarantee in the sense that the generated sequence is convergent at least at a sublinear rate and it converges globally to a critical point of the symmetric NMF. We conduct experiments on both synthetic data and image clustering to support our result.

Studies across many disciplines have shown that lexical choice can affect audience perception. For example, how users describe themselves in a social media profile can affect their perceived socio-economic status. However, we lack general methods for estimating the causal effect of lexical choice on the perception of a specific sentence. While randomized controlled trials may provide good estimates, they do not scale to the potentially millions of comparisons necessary to consider all lexical choices. Instead, in this paper, we first offer two classes of methods to estimate the effect on perception of changing one word to another in a given sentence. The first class of algorithms builds upon quasi-experimental designs to estimate individual treatment effects from observational data. The second class treats treatment effect estimation as a classification problem. We conduct experiments with three data sources (Yelp, Twitter, and Airbnb), finding that the algorithmic estimates align well with those produced by randomized-control trials. Additionally, we find that it is possible to transfer treatment effect classifiers across domains and still maintain high accuracy.

Reinforcement learning (RL) has recently been introduced to interactive recommender systems (IRS) because of its nature of learning from dynamic interactions and planning for long-run performance. As IRS is always with thousands of items to recommend (i.e., thousands of actions), most existing RL-based methods, however, fail to handle such a large discrete action space problem and thus become inefficient. The existing work that tries to deal with the large discrete action space problem by utilizing the deep deterministic policy gradient framework suffers from the inconsistency between the continuous action representation (the output of the actor network) and the real discrete action. To avoid such inconsistency and achieve high efficiency and recommendation effectiveness, in this paper, we propose a Tree-structured Policy Gradient Recommendation (TPGR) framework, where a balanced hierarchical clustering tree is built over the items and picking an item is formulated as seeking a path from the root to a certain leaf of the tree. Extensive experiments on carefully-designed environments based on two real-world datasets demonstrate that our model provides superior recommendation performance and significant efficiency improvement over state-of-the-art methods.

Citizen science projects are successful at gathering rich datasets for various applications. However, the data collected by citizen scientists are often biased --- in particular, aligned more with the citizens' preferences than with scientific objectives. We propose the Shift Compensation Network (SCN), an end-to-end learning scheme which learns the shift from the scientific objectives to the biased data while compensating for the shift by re-weighting the training data. Applied to bird observational data from the citizen science project eBird, we demonstrate how SCN quantifies the data distribution shift and outperforms supervised learning models that do not address the data bias. Compared with competing models in the context of covariate shift, we further demonstrate the advantage of SCN in both its effectiveness and its capability of handling massive high-dimensional data.

The first programming exercise "Twitter Sentiment Analysis in Python" is both fun and challenging, where you analyze tons of twitter message to find out the sentiments e.g.

In this machine learning tutorial, we are going to discuss the detailed what is Machine Learning and the difference between data mining and machine learning. Moreover, we will discuss different types of Machine Learning and different approaches to Machine Learning. Machine Learning is a science to make the machine capable of taking the decision itself. These systems also have the ability to learn from past experience or analyze historical data. It provides results according to its experience. So, let's start the Machine Learning Tutorial.