Internet market makers are always facing intense competitive environment, where personalized price reductions or discounted coupons are provided for attracting more customers. Participants in such a price war scenario have to invest a lot to catch up with other competitors. However, such a huge cost of money may not always lead to an improvement of market share. This is mainly due to a lack of information about others' strategies or customers' willingness when participants develop their strategies. In order to obtain this hidden information through observable data, we study the relationship between companies and customers in the Internet price war. Theoretically, we provide a formalization of the problem as a stochastic game with imperfect and incomplete information. Then we develop a variant of Latent Dirichlet Allocation (LDA) to infer latent variables under the current market environment, which represents the preferences of customers and strategies of competitors. To our best knowledge, it is the first time that LDA is applied to game scenario. We conduct simulated experiments where our LDA model exhibits a significant improvement on finding strategies in the Internet price war by including all available market information of the market maker's competitors. And the model is applied to an open dataset for real business. Through comparisons on the likelihood of prediction for users' behavior and distribution distance between inferred opponent's strategy and the real one, our model is shown to be able to provide a better understanding for the market environment. Our work marks a successful learning method to infer latent information in the environment of price war by the LDA modeling, and sets an example for related competitive applications to follow.

A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse representation. There have been several studies for improving this problem such as the introduction of non-convex regularization terms. The important point is that this bias problem directly affects model selection in applications since a sparse representation cannot be selected by a prediction error based model selection even if it is a good representation. In this article, we considered to improve this problem by introducing a scaling that expands LASSO estimator to compensate excessive shrinkage, thus a large bias in LASSO estimator. We here gave an empirical value for the amount of scaling. There are two advantages of this scaling method as follows. Since the proposed scaling value is calculated by using LASSO estimator, we only need LASSO estimator that is obtained by a fast and stable optimization procedure such as LARS (Least Angle Regression) under LASSO modification or coordinate descent. And, the simplicity of our scaling method enables us to derive SURE (Stein's Unbiased Risk Estimate) under the modified LASSO estimator with scaling. Our scaling method together with model selection based on SURE is fully empirical and do not need additional hyper-parameters. In a simple numerical example, we verified that our scaling method actually improves LASSO and the SURE based model selection criterion can stably choose an appropriate sparse model.

Finding regions for which there is higher controversy among different classifiers is insightful with regards to the domain and our models. Such evaluation can falsify assumptions, assert some, or also, bring to the attention unknown phenomena. The present work describes an algorithm, which is based on the Exceptional Model Mining framework, and enables that kind of investigations. We explore several public datasets and show the usefulness of this approach in classification tasks. We show in this paper a few interesting observations about those well explored datasets, some of which are general knowledge, and other that as far as we know, were not reported before.

Distance is a numerical measurement of how far apart individuals are, i.e. a metrics used to measure proximity or similarity across individuals. Many distance metrics exist, and one is actually quite useful to crack our case, the Gower distance (1971). Gower distance is computed as the average of partial dissimilarities across individuals. Partial dissimilarities (d_ij f) computation depend on the type of variable being evaluated. This implies that a particular standardization will be applied to each feature, and the distance between two individuals is the average of all feature-specific distances.

This Machine Learning tutorial video is ideal for beginners to learn Machine Learning from scratch. By the end of this tutorial video, you will learn why Machine Learning is so important in our lives, what is Machine Learning, the various types of Machine Learning (Supervised, Unsupervised and Reinforcement learning), how do we choose the right Machine Learning solution, what are the different Machine Learning algorithms and how do they work (with simple examples and use-cases) and finally implement a Machine Learning project/ hands-on demo on Linear Regression Algorithm using Python. You can also go through the Slides here: https://goo.gl/aNmKbQ Machine Learning Articles: https://www.simplilearn.com/what-is-a... To gain in-depth knowledge of Machine Learning, check our Machine Learning certification training course: https://www.simplilearn.com/big-data-... #MachineLearningAlgorithms #Datasciencecourse #DataScience #SimplilearnMachineLearning #MachineLearningCourse - - - - - - - - About Simplilearn Machine Learning course: A form of artificial intelligence, Machine Learning is revolutionizing the world of computing as well as all people's digital interactions. Machine Learning powers such innovative automated technologies as recommendation engines, facial recognition, fraud protection and even self-driving cars.This Machine Learning course prepares engineers, data scientists and other professionals with knowledge and hands-on skills required for certification and job competency in Machine Learning.

Automatic arrival picking of certain seismic or microseismic phases has been studied for decades. However, automatic detection of continuous signal waveforms has been seldom addressed. In this paper, I propose a novel approach for automatically detecting the waveforms in the microseismic data. The waveform detection can be formulated into a classification-based machine learning (ML) problem, i.e., each data point in the microseismic record needs to be classified as either waveform or non-waveform. I use the classic K-means clustering based unsupervised machine learning algorithm to solve this problem.

Spatiotemporal systems are common in the real-world. Forecasting the multi-step future of these spatiotemporal systems based on the past observations, or, Spatiotemporal Sequence Forecasting (STSF), is a significant and challenging problem. Although lots of real-world problems can be viewed as STSF and many research works have proposed machine learning based methods for them, no existing work has summarized and compared these methods from a unified perspective. This survey aims to provide a systematic review of machine learning for STSF. In this survey, we define the STSF problem and classify it into three subcategories: Trajectory Forecasting of Moving Point Cloud (TF-MPC), STSF on Regular Grid (STSF-RG) and STSF on Irregular Grid (STSF-IG). We then introduce the two major challenges of STSF: 1) how to learn a model for multi-step forecasting and 2) how to adequately model the spatial and temporal structures. After that, we review the existing works for solving these challenges, including the general learning strategies for multi-step forecasting, the classical machine learning based methods for STSF, and the deep learning based methods for STSF. We also compare these methods and point out some potential research directions.

Bayesian optimization (BO) is a popular algorithm for solving challenging optimization tasks. It is designed for problems where the objective function is expensive to evaluate, perhaps not available in exact form, without gradient information and possibly returning noisy values. Different versions of the algorithm vary in the choice of the acquisition function, which recommends the point to query the objective at next. Initially, researchers focused on improvement-based acquisitions, while recently the attention has shifted to more computationally expensive information-theoretical measures. In this paper we present two major contributions to the literature. First, we propose a new improvement-based acquisition function that recommends query points where the improvement is expected to be high with high confidence. The proposed algorithm is evaluated on a large set of benchmark functions from the global optimization literature, where it turns out to perform at least as well as current state-of-the-art acquisition functions, and often better. This suggests that it is a powerful default choice for BO. The novel policy is then compared to widely used global optimization solvers in order to confirm that BO methods reduce the computational costs of the optimization by keeping the number of function evaluations small. The second main contribution represents an application to precision medicine, where the interest lies in the estimation of parameters of a partial differential equations model of the human pulmonary blood circulation system. Once inferred, these parameters can help clinicians in diagnosing a patient with pulmonary hypertension without going through the standard invasive procedure of right heart catheterization, which can lead to side effects and complications (e.g. severe pain, internal bleeding, thrombosis).

A deep neural network is a hierarchical nonlinear model transforming input signals to output signals. Its input-output relation is considered to be stochastic, being described for a given input by a parameterized conditional probability distribution of outputs. The space of parameters consisting of weights and biases is a Riemannian manifold, where the metric is defined by the Fisher information matrix. The natural gradient method uses the steepest descent direction in a Riemannian manifold, so it is effective in learning, avoiding plateaus. It requires inversion of the Fisher information matrix, however, which is practically impossible when the matrix has a huge number of dimensions. Many methods for approximating the natural gradient have therefore been introduced. The present paper uses statistical neurodynamical method to reveal the properties of the Fisher information matrix in a net of random connections under the mean field approximation. We prove that the Fisher information matrix is unit-wise block diagonal supplemented by small order terms of off-block-diagonal elements, which provides a justification for the quasi-diagonal natural gradient method by Y. Ollivier. A unitwise block-diagonal Fisher metrix reduces to the tensor product of the Fisher information matrices of single units. We further prove that the Fisher information matrix of a single unit has a simple reduced form, a sum of a diagonal matrix and a rank 2 matrix of weight-bias correlations. We obtain the inverse of Fisher information explicitly. We then have an explicit form of the natural gradient, without relying on the numerical matrix inversion, which drastically speeds up stochastic gradient learning.

Abstract--We propose channel charting (CC), a novel framework in which a multi-antenna network element learns a chart of the radio geometry in its surrounding area. The channel chart captures the local spatial geometry of the area so that points that are close in space will also be close in the channel chart and vice versa. CC works in a fully unsupervised manner, i.e., learning is only based on channel state information (CSI) that is passively collected at a single point in space, but from multiple transmit locations in the area over time. The method then extracts channel features that characterize large-scale fading properties of the wireless channel. Finally, the channel charts are generated with tools from dimensionality reduction, manifold learning, and deep neural networks. The network element performing CC may be, for example, a multi-antenna base-station in a cellular system and the charted area in the served cell. Logical relationships related to the position and movement of a transmitter, e.g., a user equipment (UE), in the cell can then be directly deduced from comparing measured radio channel characteristics to the channel chart. The unsupervised nature of CC enables a range of new applications in UE localization, network planning, user scheduling, multipoint connectivity, handover, cell search, user grouping, and other cognitive tasks that rely on CSI and UE movement relative to the base-station, without the need of information from global navigation satellite systems. UTURE wireless communication systems must sustain a massive increase in traffic volumes, number of terminals, and reliability/latency requirements [2], [3]. C. Studer, S. Medjkouh, and E. Gönültaş are with the School of Electrical and Computer Engineering, Cornell University, Ithaca, NY; email: studer@cornell.edu, T. Goldstein is with the Department of Computer Science, University of Maryland, College Park, MD; email: tomg@cs.umd.edu O. Tirkkonen was a visiting professor at the School of Electrical and Computer Engineering, Cornell University, Ithaca, NY, and is now at the School of Electrical Engineering, Aalto University, Finland; email: olav.tirkkonen@aalto.fi The work of CS, SM, and EG was supported in part by Xilinx Inc., and by the US NSF under grants ECCS-1408006, CCF-1535897, CAREER CCF-1652065, and CNS-1717559.