Customer volume prediction, which predicts the volume from a customer source to a service place, is a very important technique for location selection, market investigation, and other related applications. Most of traditional methods only make use of partial information for either supervised or unsupervised modeling, which cannot well integrate overall available knowledge. In this paper, we propose a method titled GR-NMF for jointly modeling both implicit correlations hidden inside customer volumes and explicit geographical knowledge via an integrated probabilistic framework. The effectiveness of GR-NMF in coupling all-round knowledge is verified over a real-life outpatient dataset under different scenarios. GR-NMF shows particularly evident advantages to all baselines in location selection with the cold-start challenge.

In this paper, we propose a robust transformation estimation method based on manifold regularization for non-rigid point set registration. The method iteratively recovers the point correspondence and estimates the spatial transformation between two point sets. The correspondence is established based on existing local feature descriptors which typically results in a number of outliers. To achieve an accurate estimate of the transformation from such putative point correspondence, we formulate the registration problem by a mixture model with a set of latent variables introduced to identify outliers, and a prior involving manifold regularization is imposed on the transformation to capture the underlying intrinsic geometry of the input data. The non-rigid transformation is specified in a reproducing kernel Hilbert space and a sparse approximation is adopted to achieve a fast implementation. Extensive experiments on both 2D and 3D data demonstrate that our method can yield superior results compared to other state-of-the-arts, especially in case of badly degraded data.

Hashing has been proven a promising technique for fast nearest neighbor search over massive databases. In many practical tasks it usually builds multiple hash tables for a desired level of recall performance. However, existing multi-table hashing methods suffer from the heavy table redundancy, without strong table complementarity and effective hash code learning. To address the problem, this paper proposes a multi-table learning method which pursues a specified number of complementary and informative hash tables from a perspective of ensemble learning. By regarding each hash table as a neighbor prediction model, the multi-table search procedure boils down to a linear assembly of predictions stemming from multiple tables. Therefore, a sequential updating and learning framework is naturally established in a boosting mechanism, theoretically guaranteeing the table complementarity and algorithmic convergence. Furthermore, each boosting round pursues the discriminative hash functions for each table by a discrete optimization in the binary code space. Extensive experiments carried out on two popular tasks including Euclidean and semantic nearest neighbor search demonstrate that the proposed boosted complementary hash-tables method enjoys the strong table complementarity and significantly outperforms the state-of-the-arts.

Kernel learning is a fundamental problem both in recent research and application of kernel methods. Existing kernel learning methods commonly use some measures of generalization errors to learn the optimal kernel in a convex (or conic) combination of prescribed basic kernels. However, the generalization bounds derived by these measures usually have slow convergence rates, and the basic kernels are finite and should be specified in advance. In this paper, we propose a new kernel learning method based on a novel measure of generalization error, called principal eigenvalue proportion (PEP), which can learn the optimal kernel with sharp generalization bounds over the convex hull of a possibly infinite set of basic kernels. We first derive sharp generalization bounds based on the PEP measure. Then we design two kernel learning algorithms for finite kernels and infinite kernels respectively, in which the derived sharp generalization bounds are exploited to guarantee faster convergence rates, moreover, basic kernels can be learned automatically for infinite kernel learning instead of being prescribed in advance. Theoretical analysis and empirical results demonstrate that the proposed kernel learning method outperforms the state-of-the-art kernel learning methods.

With benefits of low storage cost and fast query speed, cross-modal hashing has received considerable attention recently. However, almost all existing methods on cross-modal hashing cannot obtain powerful hash codes due to directly utilizing hand-crafted features or ignoring heterogeneous correlations across different modalities, which will greatly degrade the retrieval performance. In this paper, we propose a novel deep cross-modal hashing method to generate compact hash codes through an end-to-end deep learning architecture, which can effectively capture the intrinsic relationships between various modalities. Our architecture integrates different types of pairwise constraints to encourage the similarities of the hash codes from an intra-modal view and an inter-modal view, respectively. Moreover, additional decorrelation constraints are introduced to this architecture, thus enhancing the discriminative ability of each hash bit. Extensive experiments show that our proposed method yields state-of-the-art results on two cross-modal retrieval datasets.

We perform online interactive recommendation via a factorization-based bandit algorithm. Low-rank matrix completion is performed over an incrementally constructed user-item preference matrix, where an upper confidence bound based item selection strategy is developed to balance the exploit/explore trade-off during online learning. Observable contextual features and dependency among users (e.g., social influence) are leveraged to improve the algorithm's convergence rate and help conquer cold-start in recommendation. A high probability sublinear upper regret bound is proved for the developed algorithm, where considerable regret reduction is achieved on both user and item sides. Extensive experimentations on both simulations and large-scale real-world datasets confirmed the advantages of the proposed algorithm compared with several state-of-the-art factorization-based and bandit-based collaborative filtering methods.

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample means given the observations. However, in many real applications with skewed and extreme data, least squares cannot explain their central tendency or tail distributions, yielding undesired estimates. In this paper, we propose expectile matrix factorization by introducing asymmetric least squares, a key concept in expectile regression analysis, into the matrix factorization framework. We propose an efficient algorithm to solve the new problem based on alternating minimization and quadratic programming. We prove that our algorithm converges to a global optimum and exactly recovers the true underlying low-rank matrices when noise is zero. For synthetic data with skewed noise and a real-world dataset containing web service response times, the proposed scheme achieves lower recovery errors than the existing matrix factorization method based on least squares in a wide range of settings.

Multiway data, described by tensors, are common in real-world applications. For example, online advertising click logs can be represented by a three-mode tensor (user, advertisement, context). The analysis of tensors is closely related to many important applications, such as click-through-rate (CTR) prediction, anomaly detection and product recommendation. Despite the success of existing tensor analysis approaches, such as Tucker, CANDECOMP/PARAFAC and infinite Tucker decompositions, they are either not enough powerful to capture complex hidden relationships in data, or not scalable to handle real-world large data. In addition, they may suffer from the extreme sparsity in real data, i.e., when the portion of nonzero entries is extremely low; they lack of principled ways to discover other patterns — such as an unknown number of latent clusters — which are critical for data mining tasks such as anomaly detection and market targeting. To address these challenges, I used nonparametric Bayesian techniques, such as Gaussian processes (GP) and Dirichlet processes (DP), to model highly nonlinear interactions and to extract hidden patterns in tensors; I derived tractable variational evidence lower bounds, based on which I developed scalable, distributed or online approximate inference algorithms. Experiments on both simulation and real-world large data have demonstrated the effect of my propoaed approaches.

We introduce a novel supervised metric learning algorithm named parameter free large margin nearest neighbor (PFLMNN) which can be seen as an improvement of the classical large margin nearest neighbor (LMNN) algorithm. The contributions of our work consist of two aspects. First, our method discards the costterm which shrinks the distances between inquiry input and its k target neighbors (the k nearest neighbors with same labels as inquiry input) in LMNN, and only focuses on improving the action to push the imposters (the samples with different labels form the inquiry input) apart out of the neighborhood of inquiry. As a result, our method does not have the parameter needed to tune on the validating set, which makes it more convenient to use. Second, by leveraging the geometry information of the imposters, we construct a novel cost function to penalize the smalldistances between each inquiry and its imposters. Different from LMNN considering every imposter located in the neighborhood of each inquiry, our method only takes care of the nearest imposters. Because when the nearest imposter is pushed out of the neighborhood of its inquiry, other imposters would be all out. In this way, the constraints in our model are much less than that of LMNN, which makes our method much easier to find the optimal distance metric. Consequently, our method not only learns a better distance metric than LMNN, but also runs faster than LMNN. Extensive experiments on different data sets with various sizes and difficulties are conducted, and the results have shown that, compared with LMNN, PFLMNN achieves better classification results.

Feature selection is a fundamental problem in machine learning and data mining. The majority of feature selection algorithms are designed for running on a single machine (centralized setting) and they are less applicable to very large datasets. Although there are some distributed methods to tackle this problem, most of them are distributing the data horizontally which are not suitable for datasets with a large number of features and few number of instances. Thus, in this paper, we introduce a novel vertically distributable feature selection method in order to speed up this process and be able to handle very large datasets in a scalable manner. In general, feature selection methods aim at selecting relevant and non-redundant features (Minimum Redundancy and Maximum Relevance). It is much harder to consider redundancy in a vertically distributed setting than a centralized setting since there is no global access to the whole data. To the best of our knowledge, this is the first attempt toward solving the feature selection problem with a vertically distributed filter method which handles the redundancy with consistently comparable results with centralized methods. In this paper, we formalize the feature selection problem as a diversity maximization problem by introducing a mutual-information-based metric distance on the features. We show the effectiveness of our method by performing an extensive empirical study. In particular, we show that our distributed method outperforms state-of-the-art centralized feature selection algorithms on a variety of datasets. From a theoretical point of view, we have proved that the used greedy algorithm in our method achieves an approximation factor of 1/4 for the diversity maximization problem in a distributed setting with high probability. Furthermore, we improve this to 8/25 expected approximation using multiplicity in our distribution.