Predicting how a proposed cancer treatment will affect a given tumor can be cast as a machine learning problem, but the complexity of biological systems, the number of potentially relevant genomic and clinical features, and the lack of very large scale patient data repositories make this a unique challenge. "Pure data" approaches to this problem are underpowered to detect combinatorially complex interactions and are bound to uncover false correlations despite statistical precautions taken (1). To investigate this setting, we propose a method to integrate simulations, a strong form of prior knowledge, into machine learning, a combination which to date has been largely unexplored. The results of multiple simulations (under various uncertainty scenarios) are used to compute similarity measures between every pair of samples: sample pairs are given a high similarity score if they behave similarly under a wide range of simulation parameters. These similarity values, rather than the original high dimensional feature data, are used to train kernelized machine learning algorithms such as support vector machines, thus handling the curse-of-dimensionality that typically affects genomic machine learning. Using four synthetic datasets of complex systems--three biological models and one network flow optimization model--we demonstrate that when the number of training samples is small compared to the number of features, the simulation kernel approach dominates over no-prior-knowledge methods. In addition to biology and medicine, this approach should be applicable to other disciplines, such as weather forecasting, financial markets, and agricultural management, where predictive models are sought and informative yet approximate simulations are available. The Python SimKern software, the models (in MATLAB, Octave, and R), and the datasets are made freely available at https://github.com/davidcraft/SimKern .

Hyperparameters are critical in machine learning, as different hyperparameters often result in models with significantly different performance. Hyperparameters may be deemed confidential because of their commercial value and the confidentiality of the proprietary algorithms that the learner uses to learn them. In this work, we propose attacks on stealing the hyperparameters that are learned by a learner. We call our attacks hyperparameter stealing attacks. Our attacks are applicable to a variety of popular machine learning algorithms such as ridge regression, logistic regression, support vector machine, and neural network. We evaluate the effectiveness of our attacks both theoretically and empirically. For instance, we evaluate our attacks on Amazon Machine Learning. Our results demonstrate that our attacks can accurately steal hyperparameters. We also study countermeasures. Our results highlight the need for new defenses against our hyperparameter stealing attacks for certain machine learning algorithms.

Scaling clustering algorithms to massive data sets is a challenging task. Recently, several successful approaches based on data summarization methods, such as coresets and sketches, were proposed. While these techniques provide provably good and small summaries, they are inherently problem dependent -- the practitioner has to commit to a fixed clustering objective before even exploring the data. However, can one construct small data summaries for a wide range of clustering problems simultaneously? We affirmatively answer this question by proposing an efficient algorithm that constructs such one-shot summaries for a large family of k-clustering problems while retaining strong theoretical guarantees.

In many high-stakes ML applications, there are multiple decision-makers involved, both automated and human. The interaction between these agents often goes unaddressed in algorithmic development. In this work, we explore a simple version of this interaction with a two-stage framework containing an automated model and an external decision-maker. The model can choose to say IDK, and pass the decision downstream, as explored in rejection learning. We extend this concept by proposing learning to defer, which generalizes the rejection learning framework by considering the effect of the other agents in the decision-making process. We propose a learning algorithm which accounts for potential biases held by external decision-makers in a system. Experiments on real-world datasets demonstrate that learning to defer can make a system not only more accurate but also less biased. Even when operated by highly biased users, we show that deferring models can still greatly improve the fairness of the entire system.

We study approximations of the partition function of dense graphical models. Partition functions of graphical models play a fundamental role is statistical physics, in statistics and in machine learning. Two of the main methods for approximating the partition function are Markov Chain Monte Carlo and Variational Methods. An impressive body of work in mathematics, physics and theoretical computer science provides conditions under which Markov Chain Monte Carlo methods converge in polynomial time. These methods often lead to polynomial time approximation algorithms for the partition function in cases where the underlying model exhibits correlation decay. There are very few theoretical guarantees for the performance of variational methods. One exception is recent results by Risteski (2016) who considered dense graphical models and showed that using variational methods, it is possible to find an $O(\epsilon n)$ additive approximation to the log partition function in time $n^{O(1/\epsilon^2)}$ even in a regime where correlation decay does not hold. We show that under essentially the same conditions, an $O(\epsilon n)$ additive approximation of the log partition function can be found in constant time, independent of $n$. In particular, our results cover dense Ising and Potts models as well as dense graphical models with $k$-wise interaction. They also apply for low threshold rank models.

We propose in this paper a differentiable learning loss between time series, building upon the celebrated dynamic time warping (DTW) discrepancy. Unlike the Euclidean distance, DTW can compare time series of variable size and is robust to shifts or dilatations across the time dimension. To compute DTW, one typically solves a minimal-cost alignment problem between two time series using dynamic programming. Our work takes advantage of a smoothed formulation of DTW, called soft-DTW, that computes the soft-minimum of all alignment costs. We show in this paper that soft-DTW is a differentiable loss function, and that both its value and gradient can be computed with quadratic time/space complexity (DTW has quadratic time but linear space complexity). We show that this regularization is particularly well suited to average and cluster time series under the DTW geometry, a task for which our proposal significantly outperforms existing baselines (Petitjean et al., 2011). Next, we propose to tune the parameters of a machine that outputs time series by minimizing its fit with ground-truth labels in a soft-DTW sense.

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness conditions. Based on projected gradient descent and the double thresholding operator, our proposed generic algorithm is guaranteed to converge to the unknown low-rank and sparse matrices at a locally linear rate, while matching the best-known robustness guarantee (i.e., tolerance for sparsity). At the core of our theory is a novel structural Lipschitz gradient condition for low-rank plus sparse matrices, which is essential for proving the linear convergence rate of our algorithm, and we believe is of independent interest to prove fast rates for general superposition-structured models. We illustrate the application of our framework through two concrete examples: robust matrix sensing and robust PCA. Experiments on both synthetic and real datasets corroborate our theory.

Stein's method for measuring convergence to a continuous target distribution relies on an operator characterizing the target and Stein factor bounds on the solutions of an associated differential equation. While such operators and bounds are readily available for a diversity of univariate targets, few multivariate targets have been analyzed. We introduce a new class of characterizing operators based on Ito diffusions and develop explicit multivariate Stein factor bounds for any target with a fast-coupling Ito diffusion. As example applications, we develop computable and convergence-determining diffusion Stein discrepancies for log-concave, heavy-tailed, and multimodal targets and use these quality measures to select the hyperparameters of biased Markov chain Monte Carlo (MCMC) samplers, compare random and deterministic quadrature rules, and quantify bias-variance tradeoffs in approximate MCMC. Our results establish a near-linear relationship between diffusion Stein discrepancies and Wasserstein distances, improving upon past work even for strongly log-concave targets. The exposed relationship between Stein factors and Markov process coupling may be of independent interest.

Since, MICE assumes missing at random values. Let's seed missing values in our data set using prodNA function. You can access this function by installing missForest package.

Social network analysis provides meaningful information about behavior of network members that can be used for diverse applications such as classification, link prediction. However, network analysis is computationally expensive because of feature learning for different applications. In recent years, many researches have focused on feature learning methods in social networks. Network embedding represents the network in a lower dimensional representation space with the same properties which presents a compressed representation of the network. In this paper, we introduce a novel algorithm named "CARE" for network embedding that can be used for different types of networks including weighted, directed and complex. Current methods try to preserve local neighborhood information of nodes, whereas the proposed method utilizes local neighborhood and community information of network nodes to cover both local and global structure of social networks. CARE builds customized paths, which are consisted of local and global structure of network nodes, as a basis for network embedding and uses the Skip-gram model to learn representation vector of nodes. Subsequently, stochastic gradient descent is applied to optimize our objective function and learn the final representation of nodes. Our method can be scalable when new nodes are appended to network without information loss. Parallelize generation of customized random walks is also used for speeding up CARE. We evaluate the performance of CARE on multi label classification and link prediction tasks. Experimental results on various networks indicate that the proposed method outperforms others in both Micro and Macro-f1 measures for different size of training data.