Item cold-start is a classical issue in recommender systems that affects anime and manga recommendations as well. This problem can be framed as follows: how to predict whether a user will like a manga that received few ratings from the community? Content-based techniques can alleviate this issue but require extra information, that is usually expensive to gather. In this paper, we use a deep learning technique, Illustration2Vec, to easily extract tag information from the manga and anime posters (e.g., sword, or ponytail). We propose BALSE (Blended Alternate Least Squares with Explanation), a new model for collaborative filtering, that benefits from this extra information to recommend mangas. We show, using real data from an online manga recommender system called Mangaki, that our model improves substantially the quality of recommendations, especially for less-known manga, and is able to provide an interpretation of the taste of the users.

How do you find the underlying structure of a dataset? How do you summarize it and group it most usefully? How do you effectively represent data in a compressed format? These are the goals of unsupervised learning, which is called "unsupervised" because you start with unlabeled data (there's no Y). The two unsupervised learning tasks we will explore are clustering the data into groups by similarity and reducing dimensionality to compress the data while maintaining its structure and usefulness.

Prophet is an open source forecasting tool built by Facebook. It can be used for time series modeling and forecasting trends into the future. Prophet is interesting because it's both sophisticated and quite easy to use, so it's possible to generate very good forecasts with relatively little effort or domain knowledge in time series analysis. There are a few requirements you'll need to meet in order to use the library. It uses PyStan to do all of its inference, so PyStan has to be installed.

After a couple of AI winters and periods of false hope over the past four decades, rapid advances in data storage and computer processing power have dramatically changed the game in recent years. Artificial intelligence is the study of agents that perceive the world around them, form plans, and make decisions to achieve their goals. Meanwhile, we're continuing to make foundational advances towards human-level artificial general intelligence (AGI), also known as strong AI. The definition of an AGI is an artificial intelligence that can successfully perform any intellectual task that a human being can, including learning, planning and decision-making under uncertainty, communicating in natural language, making jokes, manipulating people, trading stocks, or… reprogramming itself.

Decentralised analytics company Cindicator has undertaken a pilot project with the Moscow Stock Exchange, which showed the platform was able to drive an estimated 47% yield per annum for an experimental investment portfolio. Cindictor, which recently raised $500,000 (£386,000) in seed investment, forecasts financial case outcomes combining data from 15,000 non-professional analysts and AI mechanics, to provide hedge funds and institutional investors with precise forecasts. The pilot project saw a pool of 863 independent non-professional analysts' predicted price points for four futures daily. Based on answers to 56 questions, the platform powered around 100 deals, more than 80% of which turned out profitable. In 15 days, a model portfolio increased by 2.81% in value, which equals a 47% yield per annum.

We present a practical way of introducing convolutional structure into Gaussian processes, making them more suited to high-dimensional inputs like images. The main contribution of our work is the construction of an inter-domain inducing point approximation that is well-tailored to the convolutional kernel. This allows us to gain the generalisation benefit of a convolutional kernel, together with fast but accurate posterior inference. We investigate several variations of the convolutional kernel, and apply it to MNIST and CIFAR-10, which have both been known to be challenging for Gaussian processes. We also show how the marginal likelihood can be used to find an optimal weighting between convolutional and RBF kernels to further improve performance. We hope that this illustration of the usefulness of a marginal likelihood will help automate discovering architectures in larger models.

The presence of missing entries in data often creates challenges for pattern recognition algorithms. Traditional algorithms for clustering data assume that all the feature values are known for every data point. We propose a method to cluster data in the presence of missing information. Unlike conventional clustering techniques where every feature is known for each point, our algorithm can handle cases where a few feature values are unknown for every point. For this more challenging problem, we provide theoretical guarantees for clustering using a $\ell_0$ fusion penalty based optimization problem. Furthermore, we propose an algorithm to solve a relaxation of this problem using saturating non-convex fusion penalties. It is observed that this algorithm produces solutions that degrade gradually with an increase in the fraction of missing feature values. We demonstrate the utility of the proposed method using a simulated dataset, the Wine dataset and also an under-sampled cardiac MRI dataset. It is shown that the proposed method is a promising clustering technique for datasets with large fractions of missing entries.

A composite loss framework is proposed for low-rank modeling of data consisting of interesting and common values, such as excess zeros or missing values. The methodology is motivated by the generalized low-rank framework and the hurdle method which is commonly used to analyze zero-inflated counts. The model is demonstrated on a manufacturing data set and applied to the problem of missing value imputation.

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the concept of an asymptotically linear estimator and the associated influence function leads to optimal sampling procedures for a wide class of popular models. Furthermore, for linear regression models which have well-studied procedures for non-uniform sub-sampling, we show our optimal influence function based method outperforms previous approaches. We empirically show the improved performance of our method on real datasets.

We consider the problem of bandit optimization, inspired by stochastic optimization and online learning problems with bandit feedback. In this problem, the objective is to minimize a global loss function of all the actions, not necessarily a cumulative loss. This framework allows us to study a very general class of problems, with applications in statistics, machine learning, and other fields. To solve this problem, we analyze the Upper-Confidence Frank-Wolfe algorithm, inspired by techniques for bandits and convex optimization. We give theoretical guarantees for the performance of this algorithm over various classes of functions, and discuss the optimality of these results.