Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing technology, using Bayesian optimization in a parallel computing environment remains a challenge for the non-expert. In this report, I review the state-of-the-art in parallel and scalable Bayesian optimization methods. In addition, I propose practical ways to avoid a few of the pitfalls of Bayesian optimization, such as oversampling of edge parameters and over-exploitation of high performance parameters. Finally, I provide relatively simple, heuristic algorithms, along with their open source software implementations, that can be immediately and easily deployed in any computing environment.

When analyzing empirical data, we often find that global linear models overestimate the number of parameters required. In such cases, we may ask whether the data lies on or near a manifold or a set of manifolds (a so-called multi-manifold) of lower dimension than the ambient space. This question can be phrased as a (multi-) manifold hypothesis. The identification of such intrinsic multiscale features is a cornerstone of data analysis and representation and has given rise to a large body of work on manifold learning. In this work, we review key results on multi-scale data analysis and intrinsic dimension followed by the introduction of a heuristic, multiscale framework for testing the multi-manifold hypothesis. Our method implements a hypothesis test on a set of spline-interpolated manifolds constructed from variance-based intrinsic dimensions. The workflow is suitable for empirical data analysis as we demonstrate on two use cases.

Noname manuscript No. (will be inserted by the editor) Abstract In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is incomplete, which forbids the direct application of existing modelling tools for complete rankings. Our contribution is a novel way to extend kernel methods for complete rankings to partial rankings, via consistent Monte Carlo estimators of Gram matrices. These Monte Carlo kernel estimators are based on extending kernel mean embeddings to the embedding of a set of full rankings consistent with an observed partial ranking. They form a computationally tractable alternative to previous approaches for partial rankings data. We also present a novel variance reduction scheme based on an antithetic variate construction between permutations to obtain an improved estimator. An overview of the existing kernels and metrics for permutations is also provided. Keywords Reproducing Kernel Hilbert Space; Partial rankings; Monte Carlo; Antithetic variates; Gram matrix 1 Motivation Permutations play a fundamental role in statistical modelling and machine learning applications involving rank-M.

Real-world data such as digital images, MRI scans and electroencephalography signals are naturally represented as matrices with structural information. Most existing classifiers aim to capture these structures by regularizing the regression matrix to be low-rank or sparse. Some other methodologies introduce factorization technique to explore nonlinear relationships of matrix data in kernel space. In this paper, we propose a multi-distance support matrix machine (MDSMM), which provides a principled way of solving matrix classification problems. The multi-distance is introduced to capture the correlation within matrix data, by means of intrinsic information in rows and columns of input data. A complex hyperplane is established upon these values to separate distinct classes. We further study the generalization bounds for i.i.d. processes and non i.i.d. process based on both SVM and SMM classifiers. For typical hypothesis classes where matrix norms are constrained, MDSMM achieves a faster learning rate than traditional classifiers. We also provide a more general approach for samples without prior knowledge. We demonstrate the merits of the proposed method by conducting exhaustive experiments on both simulation study and a number of real-word datasets.

Recurrent neural networks are very popular and effective at solving difficult sequence problems such as language translation, creation of artificial music, and video prediction. New architectures, such as Sequence to Sequences networks by Sutskever et al. (2014) and Memory Networks by Sukhbaatar et al. (2015) are used to solve problems in language translation and answer questions using a large memory bank. However, these problems generally have training data with given sequence outputs (for example, a model translating a sentence from English to 1 Spanish). Because input and output sequences are known a priori for these problems, it is possible to solve them with a fixed model architecture. A fixed model architecture is effective for sequences, but there are a number of problems related to multiple time series datasets that do not have a natural sequence size.

No methods currently exist for making arbitrary neural networks fair. In this work we introduce GRAD, a new and simplified method to producing fair neural networks that can be used for auto-encoding fair representations or directly with predictive networks. It is easy to implement and add to existing architectures, has only one (insensitive) hyper-parameter, and provides improved individual and group fairness. We use the flexibility of GRAD to demonstrate multi-attribute protection.

Predictive analysis in business process monitoring aims at forecasting the future information of a running business process. The prediction is typically made based on the model extracted from historical process execution logs (event logs). In practice, different business domains might require different kinds of predictions. Hence, it is important to have a means for properly specifying the desired prediction tasks, and a mechanism to deal with these various prediction tasks. Although there have been many studies in this area, they mostly focus on a specific prediction task. This work introduces a language for specifying the desired prediction tasks, and this language allows us to express various kinds of prediction tasks. This work also presents a mechanism for automatically creating the corresponding prediction model based on the given specification. Thus, different from previous studies, our approach enables us to deal with various kinds of prediction tasks based on the given specification. A prototype implementing our approach has been developed and experiments using a real-life event log have been conducted.

R is an open source programming language and software environment for statistical computing and graphics. R was created in 1992 and is supported by the R Foundation for Statistical Computing. R is widely used among statisticians and data miners for data analysis. The popularity of R has increased in the recent years. Here's a list of the best R tutorials, books and courses to help you learn R programming language in 2018.

Topic discovery has witnessed a significant growth as a field of data mining at large. In particular, time-evolving topic discovery, where the evolution of a topic is taken into account has been instrumental in understanding the historical context of an emerging topic in a dynamic corpus. Traditionally, time-evolving topic discovery has focused on this notion of time. However, especially in settings where content is contributed by a community or a crowd, an orthogonal notion of time is the one that pertains to the level of expertise of the content creator: the more experienced the creator, the more advanced the topic. In this paper, we propose a novel time-evolving topic discovery method which, in addition to the extracted topics, is able to identify the evolution of that topic over time, as well as the level of difficulty of that topic, as it is inferred by the level of expertise of its main contributors. Our method is based on a novel formulation of Constrained Coupled Matrix-Tensor Factorization, which adopts constraints well-motivated for, and, as we demonstrate, are essential for high-quality topic discovery. We qualitatively evaluate our approach using real data from the Physics and also Programming Stack Exchange forum, and we were able to identify topics of varying levels of difficulty which can be linked to external events, such as the announcement of gravitational waves by the LIGO lab in Physics forum. We provide a quantitative evaluation of our method by conducting a user study where experts were asked to judge the coherence and quality of the extracted topics. Finally, our proposed method has implications for automatic curriculum design using the extracted topics, where the notion of the level of difficulty is necessary for the proper modeling of prerequisites and advanced concepts.

New technologies have enabled the investigation of biology and human health at an unprecedented scale and in multiple dimensions. These dimensions include myriad properties describing genome, epigenome, transcriptome, microbiome, phenotype, and lifestyle. No single data type, however, can capture the complexity of all the factors relevant to understanding a phenomenon such as a disease. Integrative methods that combine data from multiple technologies have thus emerged as critical statistical and computational approaches. The key challenge in developing such approaches is the identification of effective models to provide a comprehensive and relevant systems view. An ideal method can answer a biological or medical question, identifying important features and predicting outcomes, by harnessing heterogeneous data across several dimensions of biological variation. In this Review, we describe the principles of data integration and discuss current methods and available implementations. We provide examples of successful data integration in biology and medicine. Finally, we discuss current challenges in biomedical integrative methods and our perspective on the future development of the field.