In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new method called two-step preconditioning to achieve an approximate solution with a time complexity lower than that of the state-of-the-art techniques for the low precision case. Our idea can also be extended to the high precision case, which gives an alternative implementation to the Iterative Hessian Sketch (IHS) method with significantly improved time complexity. Experiments on benchmark and synthetic datasets suggest that our methods indeed outperform existing ones considerably in both the low and high precision cases.

Online audio advertising is a particular form of advertising used abundantly in online music streaming services. In these platforms, which tend to host tens of thousands of unique audio advertisements (ads), providing high quality ads ensures a better user experience and results in longer user engagement. Therefore, the automatic assessment of these ads is an important step toward audio ads ranking and better audio ads creation. In this paper we propose one way to measure the quality of the audio ads using a proxy metric called Long Click Rate (LCR), which is defined by the amount of time a user engages with the follow-up display ad (that is shown while the audio ad is playing) divided by the impressions. We later focus on predicting the audio ad quality using only acoustic features such as harmony, rhythm, and timbre of the audio, extracted from the raw waveform. We discuss how the characteristics of the sound can be connected to concepts such as the clarity of the audio ad message, its trustworthiness, etc. Finally, we propose a new deep learning model for audio ad quality prediction, which outperforms the other discussed models trained on hand-crafted features. To the best of our knowledge, this is the first large-scale audio ad quality prediction study.

To date, attribute discretization is typically performed by replacing the original set of continuous features with a transposed set of discrete ones. This paper provides support for a new idea that discretized features should often be used in addition to existing features and as such, datasets should be extended, and not replaced, by discretization. We also claim that discretization algorithms should be developed with the explicit purpose of enriching a non-discretized dataset with discretized values. We present such an algorithm, D-MIAT, a supervised algorithm that discretizes data based on Minority Interesting Attribute Thresholds. D-MIAT only generates new features when strong indications exist for one of the target values needing to be learned and thus is intended to be used in addition to the original data. We present extensive empirical results demonstrating the success of using D-MIAT on $ 28 $ benchmark datasets. We also demonstrate that $ 10 $ other discretization algorithms can also be used to generate features that yield improved performance when used in combination with the original non-discretized data. Our results show that the best predictive performance is attained using a combination of the original dataset with added features from a "standard" supervised discretization algorithm and D-MIAT.

We propose an extension of the canonical polyadic (CP) tensor model where one of the latent factors is allowed to vary through data slices in a constrained way. The components of the latent factors, which we want to retrieve from data, can vary from one slice to another up to a diffeomorphism. We suppose that the diffeomorphisms are also unknown, thus merging curve registration and tensor decomposition in one model, which we call registered CP. We present an algorithm to retrieve both the latent factors and the diffeomorphism, which is assumed to be in a parametrized form. At the end of the paper, we show simulation results comparing registered CP with other models from the literature.

In the past decades, intensive efforts have been put to design various loss functions and metric forms for metric learning problem. These improvements have shown promising results when the test data is similar to the training data. However, the trained models often fail to produce reliable distances on the ambiguous test pairs due to the distribution bias between training set and test set. To address this problem, the Adversarial Metric Learning (AML) is proposed in this paper, which automatically generates adversarial pairs to remedy the distribution bias and facilitate robust metric learning. Specifically, AML consists of two adversarial stages, i.e. confusion and distinguishment. In confusion stage, the ambiguous but critical adversarial data pairs are adaptively generated to mislead the learned metric. In distinguishment stage, a metric is exhaustively learned to try its best to distinguish both the adversarial pairs and the original training pairs. Thanks to the challenges posed by the confusion stage in such competing process, the AML model is able to grasp plentiful difficult knowledge that has not been contained by the original training pairs, so the discriminability of AML can be significantly improved. The entire model is formulated into optimization framework, of which the global convergence is theoretically proved. The experimental results on toy data and practical datasets clearly demonstrate the superiority of AML to the representative state-of-the-art metric learning methodologies.

Brain Electroencephalography (EEG) classification is widely applied to analyze cerebral diseases in recent years. Unfortunately, invalid/noisy EEGs degrade the diagnosis performance and most previously developed methods ignore the necessity of EEG selection for classification. To this end, this paper proposes a novel maximum weight clique-based EEG selection approach, named mwcEEGs, to map EEG selection to searching maximum similarity-weighted cliques from an improved Fr\'{e}chet distance-weighted undirected EEG graph simultaneously considering edge weights and vertex weights. Our mwcEEGs improves the classification performance by selecting intra-clique pairwise similar and inter-clique discriminative EEGs with similarity threshold $\delta$. Experimental results demonstrate the algorithm effectiveness compared with the state-of-the-art time series selection algorithms on real-world EEG datasets.

Along with developing of Peaceman-Rachford Splittling Method (PRSM), many batch algorithms based on it have been studied very deeply. But almost no algorithm focused on the performance of stochastic version of PRSM. In this paper, we propose a new stochastic algorithm based on PRSM, prove its convergence rate in ergodic sense, and test its performance on both artificial and real data. We show that our proposed algorithm, Stochastic Scalable PRSM (SS-PRSM), enjoys the $O(1/K)$ convergence rate, which is the same as those newest stochastic algorithms that based on ADMM but faster than general Stochastic ADMM (which is $O(1/\sqrt{K})$). Our algorithm also owns wide flexibility, outperforms many state-of-the-art stochastic algorithms coming from ADMM, and has low memory cost in large-scale splitting optimization problems.

Consider a left-truncated right-censored survival process whose evolution depends on time-varying covariates. Given functional data samples from the process, we propose a practical boosting procedure for estimating its log-intensity function. Our method does not require any separability assumptions like Cox proportional- or Aalen additive-hazards, thus it can flexibly capture time-covariate interactions. The estimator is consistent if the model is correctly specified; alternatively an oracle inequality can be demonstrated for tree-based models. We use the procedure to shed new light on a question from the operations literature concerning the effect of workload on service rates in an emergency department.

Sparse subspace clustering (SSC) is an elegant approach for unsupervised segmentation if the data points of each cluster are located in linear subspaces. This model applies, for instance, in motion segmentation if some restrictions on the camera model hold. SSC requires that problems based on the $l_1$-norm are solved to infer which points belong to the same subspace. If these unknown subspaces are well-separated this algorithm is guaranteed to succeed. The algorithm rests upon the assumption that points on the same subspace are well spread. The question what happens if this condition is violated has not yet been investigated. In this work, the effect of particular distributions on the same subspace will be analyzed. It will be shown that SSC fails to infer correct labels if points on the same subspace fall into more than one cluster.

This powerful quote by William Shakespeare applies well to techniques used in data science & analytics as well. Allow me to prove it using a short story. In May ' 2015, we conducted a Data Hackathon ( a data science competition) in Delhi-NCR, India. We gave participants the challenge to identify Human Activity Recognition Using Smartphones Data Set. The data set had 561 variables for training model used for the identification of Human activity in test data set.