In many casual inference problems, the subject or unit of analysis belongs to a group, indexed by z, and is associated with a continuous outcome (or response) y. For instance, groups z {0,1} may correspond to'not receiving' or'receiving' medication. The inferential question is then typically posed in counterfactual terms: "What would the outcome have been, had the unit belonged to a different group z z?" The ability to address this question using observational data is relevant in a wide variety of fields, including clinical trials, epidemiology, econometrics, policy evaluation, etc. [1] Each unit is typically associated with a range of covariates (or features), collected in a vector x, which may affect its outcome and/or group selection. When x contains all variables that simultaneously affect both y and z, it is possible to provide causal interpretations from observed data. The onus is on the researcher to include such potentially confounding variables [2]. Under this standard condition, the dependencies between group, outcome and covariates can be encoded by a graph as in Figure 1 along with an associated joint distribution p(x, y, z).

The Wallenius distribution is a generalisation of the Hypergeometric distribution where weights are assigned to balls of different colours. This naturally defines a model for ranking categories which can be used for classification purposes. Since, in general, the resulting likelihood is not analytically available, we adopt an approximate Bayesian computational (ABC) approach for estimating the importance of the categories. We illustrate the performance of the estimation procedure on simulated datasets. Finally, we use the new model for analysing two datasets about movies ratings and Italian academic statisticians' journal preferences. The latter is a novel dataset collected by the authors.

Scientific disciplines, such as Behavioural Psychology, Anthropology and recently Social Signal Processing are concerned with the systematic exploration of human behaviour. A typical work-flow includes the manual annotation (also called coding) of social signals in multi-modal corpora of considerable size. For the involved annotators this defines an exhausting and time-consuming task. In the article at hand we present a novel method and also provide the tools to speed up the coding procedure. To this end, we suggest and evaluate the use of Cooperative Machine Learning (CML) techniques to reduce manual labelling efforts by combining the power of computational capabilities and human intelligence. The proposed CML strategy starts with a small number of labelled instances and concentrates on predicting local parts first. Afterwards, a session-independent classification model is created to finish the remaining parts of the database. Confidence values are computed to guide the manual inspection and correction of the predictions. To bring the proposed approach into application we introduce NOVA - an open-source tool for collaborative and machine-aided annotations. In particular, it gives labellers immediate access to CML strategies and directly provides visual feedback on the results. Our experiments show that the proposed method has the potential to significantly reduce human labelling efforts.

Distributed Support Vector Machines (DSVM) have been developed to solve large-scale classification problems in networked systems with a large number of sensors and control units. However, the systems become more vulnerable as detection and defense are increasingly difficult and expensive. This work aims to develop secure and resilient DSVM algorithms under adversarial environments in which an attacker can manipulate the training data to achieve his objective. We establish a game-theoretic framework to capture the conflicting interests between an adversary and a set of distributed data processing units. The Nash equilibrium of the game allows predicting the outcome of learning algorithms in adversarial environments, and enhancing the resilience of the machine learning through dynamic distributed learning algorithms. We prove that the convergence of the distributed algorithm is guaranteed without assumptions on the training data or network topologies. Numerical experiments are conducted to corroborate the results. We show that network topology plays an important role in the security of DSVM. Networks with fewer nodes and higher average degrees are more secure. Moreover, a balanced network is found to be less vulnerable to attacks.

In my last blog, I discussed k-Nearest Neighbor machine learning algorithms with an example that was hopefully easy to understand for beginners. During the summer of 2017 I began a five-part series on types of machine learning. That series included more details about K-means clustering, Singular Value Decomposition, Principal Component Analysis, Apriori and Frequent Pattern-Growth. Today I want to expand on the ideas presented in my Naive Bayes "Data Science in 90 Seconds" You Tube video and continue the discussion in plain language. If you recall from earlier discussions, unsupervised machine learning is the'task of inferring a function to describe hidden structure from unlabeled data'.

The KMeans algorithm clusters data by trying to separate samples in n groups of equal variance, minimizing a criterion known as the inertia or within-cluster sum-of-squares. This algorithm requires the number of clusters to be specified. It scales well to large number of samples and has been used across a large range of application areas in many different fields. The k-means algorithm divides a set of samples into disjoint clusters, each described by the mean of the samples in the cluster. The means are commonly called the cluster "centroids"; note that they are not, in general, points from, although they live in the same space.

This is part one of a three-part tutorial series in which you will use R to perform a variety of analytic tasks on a case study of musical lyrics by the legendary artist, Prince. Musical lyrics may represent an artist's perspective, but popular songs reveal what society wants to hear. Lyric analysis is no easy task. Because it is often structured so differently than prose, it requires caution with assumptions and a uniquely discriminant choice of analytic techniques. Musical lyrics permeate our lives and influence our thoughts with subtle ubiquity. The concept of Predictive Lyrics is beginning to buzz and is more prevalent as a subject of research papers and graduate theses. This case study will just touch on a few pieces of this emerging subject. To celebrate the inspiring and diverse body of work left behind by Prince, you will explore the sometimes obvious, but often hidden, messages in his lyrics. However, you don't have to like Prince's music to appreciate the influence he had on the development of many genres globally. Rolling Stone magazine listed Prince as the 18th best songwriter of all time, just behind the likes of Bob Dylan, John Lennon, Paul Simon, Joni Mitchell and Stevie Wonder. Lyric analysis is slowly finding its way into data science communities as the possibility of predicting "Hit Songs" approaches reality. Prince was a man bursting with music - a wildly prolific songwriter, a virtuoso on guitars, keyboards and drums and a master architect of funk, rock, R&B and pop, even as his music defied genres. In this tutorial, Part One of the series, you'll utilize text mining techniques on a set of lyrics using the tidy text framework.

Bayesian optimization has become a standard technique for hyperparameter optimization, including data-intensive models such as deep neural networks that may take days or weeks to train. We consider the setting where previous optimization runs are available, and we wish to use their results to warm-start a new optimization run. We develop an ensemble model that can incorporate the results of past optimization runs, while avoiding the poor scaling that comes with putting all results into a single Gaussian process model. The ensemble combines models from past runs according to estimates of their generalization performance on the current optimization. Results from a large collection of hyperparameter optimization benchmark problems and from optimization of a production computer vision platform at Facebook show that the ensemble can substantially reduce the time it takes to obtain near-optimal configurations, and is useful for warm-starting expensive searches or running quick re-optimizations.

"Deep neural networks for object detection" (PDF).

Bayesian optimization has been successful at global optimization of expensive-to-evaluate multimodal objective functions. However, unlike most optimization methods, Bayesian optimization typically does not use derivative information. In this paper we show how Bayesian optimization can exploit derivative information to decrease the number of objective function evaluations required for good performance. In particular, we develop a novel Bayesian optimization algorithm, the derivative-enabled knowledge-gradient (dKG), for which we show one-step Bayes-optimality, asymptotic consistency, and greater one-step value of information than is possible in the derivative-free setting. Our procedure accommodates noisy and incomplete derivative information, comes in both sequential and batch forms, and can optionally reduce the computational cost of inference through automatically selected retention of a single directional derivative. We also compute the d-KG acquisition function and its gradient using a novel fast discretization-free technique. We show d-KG provides state-of-the-art performance compared to a wide range of optimization procedures with and without gradients, on benchmarks including logistic regression, deep learning, kernel learning, and k-nearest neighbors.