We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian standpoint, we investigate the MAP (maximum a posteriori) estimator from a penalized likelihood perspective that gives rise to a new non-convex penalty approximating the $\ell_0$ penalty. Optimal error rates for estimation consistency in terms of various matrix norms along with selection consistency for sparse structure recovery are shown for the unique MAP estimator under mild conditions. For fast and efficient computation, an EM algorithm is proposed to compute the MAP estimator of the precision matrix and (approximate) posterior probabilities on the edges of the underlying sparse structure. Through extensive simulation studies and a real application to a call center data, we have demonstrated the fine performance of our method compared with existing alternatives.

User and item features of side information are crucial for accurate recommendation. However, the large number of feature dimensions, e.g., usually larger than 10^7, results in expensive storage and computational cost. This prohibits fast recommendation especially on mobile applications where the computational resource is very limited. In this paper, we develop a generic feature-based recommendation model, called Discrete Factorization Machine (DFM), for fast and accurate recommendation. DFM binarizes the real-valued model parameters (e.g., float32) of every feature embedding into binary codes (e.g., boolean), and thus supports efficient storage and fast user-item score computation. To avoid the severe quantization loss of the binarization, we propose a convergent updating rule that resolves the challenging discrete optimization of DFM. Through extensive experiments on two real-world datasets, we show that 1) DFM consistently outperforms state-of-the-art binarized recommendation models, and 2) DFM shows very competitive performance compared to its real-valued version (FM), demonstrating the minimized quantization loss.

Neural networks in many varieties are touted as very powerful machine learning tools because of their ability to distill large amounts of information from different forms of data, extracting complex features and enabling powerful classification abilities. In this study, we use neural networks to extract features from both images and numeric data and use these extracted features as inputs for other machine learning models, namely support vector machines (SVMs) and k-nearest neighbor classifiers (KNNs), in order to see if neural-network-extracted features enhance the capabilities of these models. We tested 7 different neural network architectures in this manner, 4 for images and 3 for numeric data, training each for varying lengths of time and then comparing the results of the neural network independently to those of an SVM and KNN on the data, and finally comparing these results to models of SVM and KNN trained using features extracted via the neural network architecture. This process was repeated on 3 different image datasets and 2 different numeric datasets. The results show that, in many cases, the features extracted using the neural network significantly improve the capabilities of SVMs and KNNs compared to running these algorithms on the raw features, and in some cases also surpass the performance of the neural network alone. This in turn suggests that it may be a reasonable practice to use neural networks as a means to extract features for classification by other machine learning models for some datasets.

Semi-supervised learning (SSL) has become important in current data analysis applications, where the amount of unlabeled data is growing exponentially and user input remains limited by logistics and expense. Constrained clustering, as a subclass of SSL, makes use of user input in the form of relationships between data points (e.g., pairs of data points belonging to the same class or different classes) and can remarkably improve the performance of unsupervised clustering in order to reflect user-defined knowledge of the relationships between particular data points. Existing algorithms incorporate such user input, heuristically, as either hard constraints or soft penalties, which are separate from any generative or statistical aspect of the clustering model; this results in formulations that are suboptimal and not sufficiently general. In this paper, we propose a principled, generative approach to probabilistically model, without ad hoc penalties, the joint distribution given by user-defined pairwise relations. The proposed model accounts for general underlying distributions without assuming a specific form and relies on expectation-maximization for model fitting. For distributions in a standard form, the proposed approach results in a closed-form solution for updated parameters.

Causal inference from observational data is the goal of many health and social scientists. However, academic statistics has often frowned upon data analyses with a causal objective. The advent of data science provides a historical opportunity to redefine data analysis in such a way that it naturally accommodates causal inference from observational data. We argue that the scientific contributions of data science can be organized into three classes of tasks: description, prediction, and causal inference. An explicit classification of data science tasks is necessary to describe the role of subject-matter expert knowledge in data analysis. We discuss the implications of this classification for the use of data to guide decision making in the real world.

At Sentiance, we developed a platform that takes in smartphone sensor data such as accelerometer, gyroscope and location information, and extracts behavioral insights. Our AI platform learns about the user's patterns and is able to predict and explain why and when things happen, allowing our customers to coach their users and engage with them in the right way, at the right time. An important component of our platform is the venue mapping algorithm. The goal of the venue mapper is to figure out what venue you are visiting, given an often inaccurate location measurement coming from the smartphone's location subsystem. Figure 1: Left: Venue mapping means estimating which of the neighboring venues a user was actually visiting. Right: Human intuition helps us to quickly discard unlikely venues, such as the lifeguard station when a user is visiting the beach. Although venue mapping is a difficult problem altogether and will be material for a future blog post, a simple sense of human intuition based on the surrounding geography of the area often goes a long way.

Machine learning is increasingly shaping future of work and jobs. With an average salary of $120,000 (Glassdoor and Indeed), Machine Learning will help you to get one of the top-paying jobs. Machine Learning, provides computers the ability to automatically learn and improve from experience. Today, data scientists are generally divided among two languages, some prefer R, some prefer Python. Learning Machine Learning is a definite way to advance your career and will open doors to new Job opportunities.

Recent research has repeatedly shown that machine learning techniques can be applied to either whole files or file fragments to classify them for analysis. We build upon these techniques to show that for samples of un-labeled compiled computer object code, one can apply the same type of analysis to classify important aspects of the code, such as its target architecture and endianess. We show that using simple byte-value histograms we retain enough information about the opcodes within a sample to classify the target architecture with high accuracy, and then discuss heuristic-based features that exploit information within the operands to determine endianess. We introduce a dataset with over 16000 code samples from 20 architectures and experimentally show that by using our features, classifiers can achieve very high accuracy with relatively small sample sizes.

We present a framework for the partitioning of a spatial trajectory in a sequence of segments based on spatial density and temporal criteria. The result is a set of temporally separated clusters interleaved by sub-sequences of unclustered points. A major novelty is the proposal of an outlier or noise model based on the distinction between intra-cluster (local noise) and inter-cluster noise (transition): the local noise models the temporary absence from a residence while the transition the definitive departure towards a next residence. We analyze in detail the properties of the model and present a comprehensive solution for the extraction of temporally ordered clusters. The effectiveness of the solution is evaluated first qualitatively and next quantitatively by contrasting the segmentation with ground truth. The ground truth consists of a set of trajectories of labeled points simulating animal movement. Moreover, we show that the approach can streamline the discovery of additional derived patterns, by presenting a novel technique for the analysis of periodic movement. From a methodological perspective, a valuable aspect of this research is that it combines the theoretical investigation with the application and external validation of the segmentation framework. This paves the way to an effective deployment of the solution in broad and challenging fields such as e-science.

The automated recognition of music genres from audio information is a challenging problem, as genre labels are subjective and noisy. Artist labels are less subjective and less noisy, while certain artists may relate more strongly to certain genres. At the same time, at prediction time, it is not guaranteed that artist labels are available for a given audio segment. Therefore, in this work, we propose to apply the transfer learning framework, learning artist-related information which will be used at inference time for genre classification. We consider different types of artist-related information, expressed through artist group factors, which will allow for more efficient learning and stronger robustness to potential label noise. Furthermore, we investigate how to achieve the highest validation accuracy on the given FMA dataset, by experimenting with various kinds of transfer methods, including single-task transfer, multi-task transfer and finally multi-task learning.