Statistical Learning
A Recursive PLS (Partial Least Squares) based Approach for Enterprise Threat Management
Most of the existing solutions to enterprise threat management are preventive approaches prescribing means to prevent policy violations with varying degrees of success. In this paper we consider the complementary scenario where a number of security violations have already occurred, or security threats, or vulnerabilities have been reported and a security administrator needs to generate optimal response to these security events. We present a principled approach to study and model the human expertise in responding to the emergent threats owing to these security events. A recursive Partial Least Squares based adaptive learning model is defined using a factorial analysis of the security events together with a method for estimating the effect of global context dependent semantic information used by the security administrators. Presented model is theoretically optimal and operationally recursive in nature to deal with the set of security events being generated continuously. We discuss the underlying challenges and ways in which the model could be operationalized in centralized versus decentralized, and real-time versus batch processing modes.
signSGD: Compressed Optimisation for Non-Convex Problems
Bernstein, Jeremy, Wang, Yu-Xiang, Azizzadenesheli, Kamyar, Anandkumar, Anima
Training large neural networks requires distributing learning across multiple workers, where the cost of communicating gradients can be a significant bottleneck. signSGD alleviates this problem by transmitting just the sign of each minibatch stochastic gradient. We prove that it can get the best of both worlds: compressed gradients and SGD-level convergence rate. The relative $\ell_1/\ell_2$ geometry of gradients, noise and curvature informs whether signSGD or SGD is theoretically better suited to a particular problem. On the practical side we find that the momentum counterpart of signSGD is able to match the accuracy and convergence speed of Adam on deep Imagenet models. We extend our theory to the distributed setting, where the parameter server uses majority vote to aggregate gradient signs from each worker enabling 1-bit compression of worker-server communication in both directions. Using a theorem by Gauss we prove that majority vote can achieve the same reduction in variance as full precision distributed SGD. Thus, there is great promise for sign-based optimisation schemes to achieve fast communication and fast convergence. Code to reproduce experiments is to be found at https://github.com/jxbz/signSGD.
GraphRNN: Generating Realistic Graphs with Deep Auto-regressive Models
You, Jiaxuan, Ying, Rex, Ren, Xiang, Hamilton, William L., Leskovec, Jure
Modeling and generating graphs is fundamental for studying networks in biology, engineering, and social sciences. However, modeling complex distributions over graphs and then efficiently sampling from these distributions is challenging due to the non-unique, high-dimensional nature of graphs and the complex, non-local dependencies that exist between edges in a given graph. Here we propose GraphRNN, a deep autoregressive model that addresses the above challenges and approximates any distribution of graphs with minimal assumptions about their structure. GraphRNN learns to generate graphs by training on a representative set of graphs and decomposes the graph generation process into a sequence of node and edge formations, conditioned on the graph structure generated so far. In order to quantitatively evaluate the performance of GraphRNN, we introduce a benchmark suite of datasets, baselines and novel evaluation metrics based on Maximum Mean Discrepancy, which measure distances between sets of graphs. Our experiments show that GraphRNN significantly outperforms all baselines, learning to generate diverse graphs that match the structural characteristics of a target set, while also scaling to graphs 50 times larger than previous deep models.
Machine Learning Solutions with scikit-learn: 2-in-1
As the amount of data continues to grow at an almost incomprehensible rate, being able to understand and process data is becoming a key differentiator for IT professionals and data-scientists. The scikit-learn library is one of the most popular platforms for everyday Machine Learning and data science because it is built upon Python, a fully featured programming language. This comprehensive 2-in-1 course is a comprehensive, practical guide to master the basics and learn from real-life applications of machine learning. Learn how to build and evaluate the performance of efficient models using scikit-learn. This training program includes 2 complete courses, carefully chosen to give you the most comprehensive training possible.
Predicting the next Fibonacci number with Linear Regression in TensorFlow.js
Welcome to the first (or 0th) part of the series! Together we will explore the limits of what is possible (and probably impossible) with the current state of using JavaScript for Machine Learning in the browser! The complete source code can be found on GitHub if you want to follow along. Additionally, I've included a gist showing the complete JavaScript code at the end of the post. Here is a link to a Live Demo, you must open your browser console to see the results.
The Sparse Manifold Transform
Chen, Yubei, Paiton, Dylan M., Olshausen, Bruno A.
We present a signal representation framework called the {\em sparse manifold transform} that combines key ideas from sparse coding, manifold learning and slow feature analysis. It turns non-linear transformations in the primary sensory signal space into linear interpolations in a representational embedding space while maintaining approximate invertibility. The sparse manifold transform is an unsupervised and generative framework that explicitly and simultaneously models the sparse discreteness and low-dimensional manifold structure found in natural scenes. When stacked, it also models hierarchical composition. We provide a theoretical description of the transform and demonstrate properties of the learned representation on both synthetic data and natural videos.
Finding Local Minima via Stochastic Nested Variance Reduction
Zhou, Dongruo, Xu, Pan, Gu, Quanquan
We propose two algorithms that can find local minima faster than the state-of-the-art algorithms in both finite-sum and general stochastic nonconvex optimization. At the core of the proposed algorithms is $\text{One-epoch-SNVRG}^+$ using stochastic nested variance reduction (Zhou et al., 2018a), which outperforms the state-of-the-art variance reduction algorithms such as SCSG (Lei et al., 2017). In particular, for finite-sum optimization problems, the proposed $\text{SNVRG}^{+}+\text{Neon2}^{\text{finite}}$ algorithm achieves $\tilde{O}(n^{1/2}\epsilon^{-2}+n\epsilon_H^{-3}+n^{3/4}\epsilon_H^{-7/2})$ gradient complexity to converge to an $(\epsilon, \epsilon_H)$-second-order stationary point, which outperforms $\text{SVRG}+\text{Neon2}^{\text{finite}}$ (Allen-Zhu and Li, 2017) , the best existing algorithm, in a wide regime. For general stochastic optimization problems, the proposed $\text{SNVRG}^{+}+\text{Neon2}^{\text{online}}$ achieves $\tilde{O}(\epsilon^{-3}+\epsilon_H^{-5}+\epsilon^{-2}\epsilon_H^{-3})$ gradient complexity, which is better than both $\text{SVRG}+\text{Neon2}^{\text{online}}$ (Allen-Zhu and Li, 2017) and Natasha2 (Allen-Zhu, 2017) in certain regimes. Furthermore, we explore the acceleration brought by third-order smoothness of the objective function.
Forecasting Internally Displaced Population Migration Patterns in Syria and Yemen
Huynh, Benjamin Q., Basu, Sanjay
Armed conflict has led to an unprecedented number of internally displaced persons (IDPs) - individuals who are forced out of their homes but remain within their country. IDPs often urgently require shelter, food, and healthcare, yet prediction of when large fluxes of IDPs will cross into an area remains a major challenge for aid delivery organizations. Accurate forecasting of IDP migration would empower humanitarian aid groups to more effectively allocate resources during conflicts. We show that monthly flow of IDPs from province to province in both Syria and Yemen can be accurately forecasted one month in advance, using publicly available data. We model monthly IDP flow using data on food price, fuel price, wage, geospatial, and news data. We find that machine learning approaches can more accurately forecast migration trends than baseline persistence models. Our findings thus potentially enable proactive aid allocation for IDPs in anticipation of forecasted arrivals.
Using NLP on news headlines to predict index trends
This paper attempts to provide a state of the art in trend prediction using news headlines. We present the research done on predicting DJIA trends using Natural Language Processing. We will explain the different algorithms we have used as well as the various embedding techniques attempted. We rely on statistical and deep learning models in order to extract information from the corpuses.
Hierarchical Graph Clustering using Node Pair Sampling
Bonald, Thomas, Charpentier, Bertrand, Galland, Alexis, Hollocou, Alexandre
Many datasets can be represented as graphs, being the graph explicitely embedded in data (e.g., the friendship relation of a social network) or built through some suitable similarity measure between data items (e.g., the number of papers coauthored by two researchers). Such graphs often exhibit a complex, multi-scale community structure where each node is invoved in many groups of nodes, so-called communities, of different sizes. One of the most popular graph clustering algorithm is known as Louvain in name of the university of its inventors [Blondel et al., 2008]. It is based on the greedy maximization of the modularity, a classical objective function introduced in [Newman and Girvan, 2004]. The Louvain algorithm is fast, memory-efficient, and provides meaningful clusters in practice. It does not enable an analysis of the graph at different scales, however [Fortunato and Barthelemy, 2007, Lancichinetti and Fortunato, 2011].