Statistical Learning
You Must Have Clicked on this Ad by Mistake! Data-Driven Identification of Accidental Clicks on Mobile Ads with Applications to Advertiser Cost Discounting and Click-Through Rate Prediction
Tolomei, Gabriele, Lalmas, Mounia, Farahat, Ayman, Haines, Andrew
In the cost per click (CPC) pricing model, an advertiser pays an ad network only when a user clicks on an ad; in turn, the ad network gives a share of that revenue to the publisher where the ad was impressed. Still, advertisers may be unsatisfied with ad networks charging them for "valueless" clicks, or so-called accidental clicks. [...] Charging advertisers for such clicks is detrimental in the long term as the advertiser may decide to run their campaigns on other ad networks. In addition, machine-learned click models trained to predict which ad will bring the highest revenue may overestimate an ad click-through rate, and as a consequence negatively impacting revenue for both the ad network and the publisher. In this work, we propose a data-driven method to detect accidental clicks from the perspective of the ad network. We collect observations of time spent by users on a large set of ad landing pages - i.e., dwell time. We notice that the majority of per-ad distributions of dwell time fit to a mixture of distributions, where each component may correspond to a particular type of clicks, the first one being accidental. We then estimate dwell time thresholds of accidental clicks from that component. Using our method to identify accidental clicks, we then propose a technique that smoothly discounts the advertiser's cost of accidental clicks at billing time. Experiments conducted on a large dataset of ads served on Yahoo mobile apps confirm that our thresholds are stable over time, and revenue loss in the short term is marginal. We also compare the performance of an existing machine-learned click model trained on all ad clicks with that of the same model trained only on non-accidental clicks. There, we observe an increase in both ad click-through rate (+3.9%) and revenue (+0.2%) on ads served by the Yahoo Gemini network when using the latter. [...]
Predicting Gross Movie Revenue
'There is no terror in the bang, only is the anticipation of it' - Alfred Hitchcock. Yet there is everything in correctly anticipating the bang a movie would make in the box-office. Movies make a high profile, billion dollar industry and prediction of movie revenue can be very lucrative. Predicted revenues can be used for planning both the production and distribution stages. For example, projected gross revenue can be used to plan the remuneration of the actors and crew members as well as other parts of the budget [1]. Success or failure of a movie can depend on many factors: star-power, release date, budget, MPAA (Motion Picture Association of America) rating, plot and the highly unpredictable human reactions. The enormity of the number of exogenous variables makes manual revenue prediction process extremely difficult. However, in the era of computer and data sciences, volumes of data can be efficiently processed and modelled. Hence the tough job of predicting gross revenue of a movie can be simplified with the help of modern computing power and the historical data available as movie databases [2].
Hyperbolic Entailment Cones for Learning Hierarchical Embeddings
Ganea, Octavian-Eugen, Bécigneul, Gary, Hofmann, Thomas
Learning graph representations via low-dimensional embeddings that preserve relevant network properties is an important class of problems in machine learning. We here present a novel method to embed directed acyclic graphs. Following prior work, we first advocate for using hyperbolic spaces which provably model tree-like structures better than Euclidean geometry. Second, we view hierarchical relations as partial orders defined using a family of nested geodesically convex cones. We prove that these entailment cones admit an optimal shape with a closed form expression both in the Euclidean and hyperbolic spaces. Moreover, they canonically define the embedding learning process. Experiments show significant improvements of our method over strong recent baselines both in terms of representational capacity and generalization.
Evaluating Hospital Case Cost Prediction Models Using Azure Machine Learning Studio
Ability for accurate hospital case cost modelling and prediction is critical for efficient health care financial management and budgetary planning. A variety of regression machine learning algorithms are known to be effective for health care cost predictions. The purpose of this experiment was to build an Azure Machine Learning Studio tool for rapid assessment of multiple types of regression models. The tool offers environment for comparing 14 types of regression models in a unified experiment: linear regression, Bayesian linear regression, decision forest regression, boosted decision tree regression, neural network regression, Poisson regression, Gaussian processes for regression, gradient boosted machine, nonlinear least squares regression, projection pursuit regression, random forest regression, robust regression, robust regression with mm-type estimators, support vector regression. The tool presents assessment results arranged by model accuracy in a single table using five performance metrics. Evaluation of regression machine learning models for performing hospital case cost prediction demonstrated advantage of robust regression model, boosted decision tree regression and decision forest regression. The operational tool has been published to the web and openly available for experiments and extensions.
Real-Time Prediction of the Duration of Distribution System Outages
Jaech, Aaron, Zhang, Baosen, Ostendorf, Mari, Kirschen, Daniel S.
Outages are fairly common in power distribution networks [1], [2], and this number is increasing in some countries because of aging infrastructure and changing weather patterns [3], [4]. While good design and maintenance reduce the number of outages, they cannot be eliminated completely. When an outage is required to perform maintenance or upgrade the equipment, the utility can minimize the disruption of service to customers by carefully planning the deployment of the crews and the sequence of operations. On the other hand, a fault in the system usually causes an unplanned outages, which can lead to long service interruptions and significant inconvenience to the customers. Therefore, reducing the number of unplanned outages and better managing their duration is a priority for most utilities [5]. The first step towards mitigating the negative consequences of unplanned outages is to gain a better understanding of their number and duration, as well as the number of customers affected.
Hospital Readmission Prediction - Applying Hierarchical Sparsity Norms for Interpretable Models
Jiang, Jialiang, Hewner, Sharon, Chandola, Varun
Hospital readmissions have become one of the key measures of healthcare quality. Preventable readmissions have been identified as one of the primary targets for reducing costs and improving healthcare delivery. However, most data driven studies for understanding readmissions have produced black box classification and predictive models with moderate performance, which precludes them from being used effectively within the decision support systems in the hospitals. In this paper we present an application of structured sparsity-inducing norms for predicting readmission risk for patients based on their disease history and demographics. Most existing studies have focused on hospital utilization, test results, etc., to assign a readmission label to each episode of hospitalization. However, we focus on assigning a readmission risk label to a patient based on their disease history. Our emphasis is on interpreting the models to improve the understanding of the readmission problem. To achieve this, we exploit the domain induced hierarchical structure available for the disease codes which are the features for the classification algorithm. We use a tree based sparsity-inducing regularization strategy that explicitly uses the domain hierarchy. The resulting model not only outperforms standard regularization procedures but is also highly sparse and interpretable. We analyze the model and identify several significant factors that have an effect on readmission risk. Some of these factors conform to existing beliefs, e.g., impact of surgical complications and infections during hospital stay. Other factors, such as the impact of mental disorder and substance abuse on readmission, provide empirical evidence for several pre-existing but unverified hypotheses. The analysis also reveals previously undiscovered connections such as the influence of socioeconomic factors like lack of housing and malnutrition.
Socioeconomic Dependencies of Linguistic Patterns in Twitter: A Multivariate Analysis
Abitbol, Jacob Levy, Karsai, Márton, Magué, Jean-Philippe, Chevrot, Jean-Pierre, Fleury, Eric
Our usage of language is not solely reliant on cognition but is arguably determined by myriad external factors leading to a global variability of linguistic patterns. This issue, which lies at the core of sociolinguistics and is backed by many small-scale studies on face-to-face communication, is addressed here by constructing a dataset combining the largest French Twitter corpus to date with detailed socioeconomic maps obtained from national census in France. We show how key linguistic variables measured in individual Twitter streams depend on factors like socioeconomic status, location, time, and the social network of individuals. We found that (i) people of higher socioeconomic status, active to a greater degree during the daytime, use a more standard language; (ii) the southern part of the country is more prone to use more standard language than the northern one, while locally the used variety or dialect is determined by the spatial distribution of socioeconomic status; and (iii) individuals connected in the social network are closer linguistically than disconnected ones, even after the effects of status homophily have been removed. Our results inform sociolinguistic theory and may inspire novel learning methods for the inference of socioeconomic status of people from the way they tweet.
Average performance analysis of the stochastic gradient method for online PCA
Chretien, Stephane, Guyeux, Christophe, HO, Zhen-Wai Olivier
This paper studies the complexity of the stochastic gradient algorithm for PCA when the data are observed in a streaming setting. We also propose an online approach for selecting the learning rate. Simulation experiments confirm the practical relevance of the plain stochastic gradient approach and that drastic improvements can be achieved by learning the learning rate.
Large-Scale Cox Process Inference using Variational Fourier Features
Gaussian process modulated Poisson processes provide a flexible framework for modelling spatiotemporal point patterns. So far this had been restricted to one dimension, binning to a pre-determined grid, or small data sets of up to a few thousand data points. Here we introduce Cox process inference based on Fourier features. This sparse representation induces global rather than local constraints on the function space and is computationally efficient. This allows us to formulate a grid-free approximation that scales well with the number of data points and the size of the domain. We demonstrate that this allows MCMC approximations to the non-Gaussian posterior. We also find that, in practice, Fourier features have more consistent optimization behavior than previous approaches. Our approximate Bayesian method can fit over 100,000 events with complex spatiotemporal patterns in three dimensions on a single GPU.
A Constant Step Stochastic Douglas-Rachford Algorithm with Application to Non Separable Regularizations
Salim, Adil, Bianchi, Pascal, Hachem, Walid
ABSTRACT The Douglas Rachford algorithm is an algorithm that converges to a minimizer of a sum of two convex functions. The algorithm consists in fixed point iterations involving computations of the proximity operators of the two functions separately. The paper investigates a stochastic version of the algorithm where both functions are random and the step size is constant. We establish that the iterates of the algorithm stay close to the set of solution with high probability when the step size is small enough. Application to structured regularization is considered.