Multi-target prediction (MTP) is concerned with the simultaneous prediction of multiple target variables of diverse type. Due to its enormous application potential, it has developed into an active and rapidly expanding research field that combines several subfields of machine learning, including multivariate regression, multi-label classification, multi-task learning, dyadic prediction, zero-shot learning, network inference, and matrix completion. In this paper, we present a unifying view on MTP problems and methods. First, we formally discuss commonalities and differences between existing MTP problems. To this end, we introduce a general framework that covers the above subfields as special cases. As a second contribution, we provide a structured overview of MTP methods. This is accomplished by identifying a number of key properties, which distinguish such methods and determine their suitability for different types of problems. Finally, we also discuss a few challenges for future research.

Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data because they need to be calibrated, sparse, use small integer coefficients and obey application-specific constraints. In this paper, we present a new machine learning approach to learn risk scores. We formulate the risk score problem as a mixed integer nonlinear program, and present a new cutting plane algorithm for non-convex settings to efficiently recover its optimal solution. We improve our algorithm with specialized techniques to generate feasible solutions, narrow the optimality gap, and reduce data-related computation. Our approach can fit risk scores in a way that scales linearly in the number of samples, provides a certificate of optimality, and obeys real-world constraints without parameter tuning or post-processing. We illustrate the performance benefits of this approach through an extensive set of numerical experiments, where we compare risk scores built using our approach to those built using heuristic approaches. We also discuss the practical benefits of our approach through an application where we build a customized risk score for ICU seizure prediction in collaboration with the Massachusetts General Hospital.

Graph-structured data arise in wide applications, such as computer vision, bioinformatics, and social networks. Quantifying similarities among graphs is a fundamental problem. In this paper, we develop a framework for computing graph kernels, based on return probabilities of random walks. The advantages of our proposed kernels are that they can effectively exploit various node attributes, while being scalable to large datasets. We conduct extensive graph classification experiments to evaluate our graph kernels. The experimental results show that our graph kernels significantly outperform existing state-of-the-art approaches in both accuracy and computational efficiency.

We propose Information-Theoretic Active Learning (ITAL), a novel batch-mode active learning method for binary classification, and apply it for acquiring meaningful user feedback in the context of content-based image retrieval. Instead of combining different heuristics such as uncertainty, diversity, or density, our method is based on maximizing the mutual information between the predicted relevance of the images and the expected user feedback regarding the selected batch. We propose suitable approximations to this computationally demanding problem and also integrate an explicit model of user behavior that accounts for possible incorrect labels and unnameable instances. Furthermore, our approach does not only take the structure of the data but also the expected model output change caused by the user feedback into account. In contrast to other methods, ITAL turns out to be highly flexible and provides state-of-the-art performance across various datasets, such as MIRFLICKR and ImageNet.

A conceptually simple way to recognize images is to directly compare test-set data and training-set data. The accuracy of this approach is limited by the method of comparison used, and by the extent to which the training-set data covers the required configuration space. Here we show that this coverage can be substantially increased using simple strategies of coarse graining (replacing groups of images by their centroids) and sampling (using distinct sets of centroids in combination). We use the MNIST data set to show that coarse graining can be used to convert a subset of training images into about an order of magnitude fewer image centroids, with no loss of accuracy of classification of test-set images by direct (nearest-neighbor) classification. Distinct batches of centroids can be used in combination as a means of sampling configuration space, and can classify test-set data more accurately than can the unaltered training set. The approach works most naturally with multiple processors in parallel.

Clustering is concerned with coherently grouping observations without any explicit concept of true groupings. Spectral graph clustering - clustering the vertices of a graph based on their spectral embedding - is commonly approached via K-means (or, more generally, Gaussian mixture model) clustering composed with either Laplacian or Adjacency spectral embedding (LSE or ASE). Recent theoretical results provide new understanding of the problem and solutions, and lead us to a 'Two Truths' LSE vs. ASE spectral graph clustering phenomenon convincingly illustrated here via a diffusion MRI connectome data set: the different embedding methods yield different clustering results, with LSE capturing left hemisphere/right hemisphere affinity structure and ASE capturing gray matter/white matter core-periphery structure.

Variants of gradient descent (GD) dominate CNN loss minimization in computer vision. But, as we show, some powerful loss functions are practically useless only due to their poor optimization by GD. In the context of weakly-supervised CNN segmentation, we present a general ADM approach to regularized losses, which are inspired by well-known MRF/CRF models in "shallow" segmentation. While GD fails on the popular nearest-neighbor Potts loss, ADM splitting with $\alpha$-expansion solver significantly improves optimization of such grid CRF losses yielding state-of-the-art training quality. Denser CRF losses become amenable to basic GD, but they produce lower quality object boundaries in agreement with known noisy performance of dense CRF inference in shallow segmentation.

Network embedding algorithms are able to learn latent feature representations of nodes, transforming networks into lower dimensional vector representations. Typical key applications, which have effectively been addressed using network embeddings, include link prediction, multilabel classification and community detection. In this paper, we propose BiasedWalk, a scalable, unsupervised feature learning algorithm that is based on biased random walks to sample context information about each node in the network. Our random-walk based sampling can behave as Breath-First-Search (BFS) and Depth-First-Search (DFS) samplings with the goal to capture homophily and role equivalence between the nodes in the network. We have performed a detailed experimental evaluation comparing the performance of the proposed algorithm against various baseline methods, on several datasets and learning tasks. The experiment results show that the proposed method outperforms the baseline ones in most of the tasks and datasets.

Survival analysis is a hotspot in statistical research for modeling time-to-event information with data censorship handling, which has been widely used in many applications such as clinical research, information system and other fields with survivorship bias. Many works have been proposed for survival analysis ranging from traditional statistic methods to machine learning models. However, the existing methodologies either utilize counting-based statistics on the segmented data, or have a pre-assumption on the event probability distribution w.r.t. time. Moreover, few works consider sequential patterns within the feature space. In this paper, we propose a Deep Recurrent Survival Analysis model which combines deep learning for conditional probability prediction at fine-grained level of the data, and survival analysis for tackling the censorship. By capturing the time dependency through modeling the conditional probability of the event for each sample, our method predicts the likelihood of the true event occurrence and estimates the survival rate over time, i.e., the probability of the non-occurrence of the event, for the censored data. Meanwhile, without assuming any specific form of the event probability distribution, our model shows great advantages over the previous works on fitting various sophisticated data distributions. In the experiments on the three real-world tasks from different fields, our model significantly outperforms the state-of-the-art solutions under various metrics.

MixUp (Zhang et al. 2017), a data augmentation approach through mixing random samples, has been shown to be able to significantly improve the predictive accuracy of the current art of deep neural networks. The power of MixUp, however, is mostly established empirically and its working and effectiveness have not been explained in any depth. In this paper, we develop a theoretical understanding for MixUp as a form of out-of-manifold regularization, which constrains the model on the input space beyond the data manifold. This analytical study also enables us to identify MixUp's limitation caused by manifold intrusion, where synthetic samples collide with real examples of the manifold. Such intrusion gives rise to over regularization and thereby under-fitting. To address this issue, we further propose a novel regularizer, where mixing policies are adaptively learned from the data and a manifold intrusion loss is embraced as to avoid collision with the data manifold. We empirically show, using several benchmark datasets, our regularizer's effectiveness in terms of over regularization avoiding and accuracy improvement upon current art of deep classification models and MixUp.