Statistical Learning
Data Scientist
Rapid7 is a leading provider of security data and analytics solutions that enable organizations to implement an active, analytics-driven approach to cyber security. We combine our extensive experience in security data and analytics and deep insight into attacker behaviors and techniques to make sense of the wealth of data available to organizations about their IT environments and users. Our solutions empower organizations to prevent attacks by providing visibility into vulnerabilities and to rapidly detect compromises, respond to breaches, and correct the underlying causes of attacks. Rapid7 is trusted by more than 4,150 organizations across 90 countries, including 34% of the Fortune 1000. To learn more about Rapid7 or get involved in our threat research, visit www.rapid7.com .
High-Dimensional Regularized Discriminant Analysis
Ramey, John A., Stein, Caleb K., Young, Phil D., Young, Dean M.
Regularized discriminant analysis (RDA), proposed by Friedman (1989), is a widely popular classifier that lacks interpretability and is impractical for high-dimensional data sets. Here, we present an interpretable and computationally efficient classifier called high-dimensional RDA (HDRDA), designed for the small-sample, high-dimensional setting. For HDRDA, we show that each training observation, regardless of class, contributes to the class covariance matrix, resulting in an interpretable estimator that borrows from the pooled sample covariance matrix. Moreover, we show that HDRDA is equivalent to a classifier in a reduced-feature space with dimension approximately equal to the training sample size. As a result, the matrix operations employed by HDRDA are computationally linear in the number of features, making the classifier well-suited for high-dimensional classification in practice. We demonstrate that HDRDA is often superior to several sparse and regularized classifiers in terms of classification accuracy with three artificial and six real high-dimensional data sets. Also, timing comparisons between our HDRDA implementation in the sparsediscrim R package and the standard RDA formulation in the klaR R package demonstrate that as the number of features increases, the computational runtime of HDRDA is drastically smaller than that of RDA.
A SMART Stochastic Algorithm for Nonconvex Optimization with Applications to Robust Machine Learning
Aravkin, Aleksandr, Davis, Damek
Noname manuscript No. (will be inserted by the editor) Abstract In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed model on the uncontaminated data that remains. To solve the resulting nonconvex optimization problem, we introduce a fast stochastic proximal-gradient algorithm that incorporates prior knowledge through nonsmooth regularization. Keywords Stochastic algorithms ยท Nonsmooth, nonconvex optimization ยท Trimmed estimators 1 Introduction Potential outliers in datasets can be identified in several ways. This work was funded by the Washington Research Foundation Data Science Professorship. This material is based upon work supported by the National Science Foundation under Award No. 1502405. A. Aravkin Department of Applied Mathematics University of Washington Seattle, WA 98195-4322, USA Email: saravkin@uw.edu For higher-dimensional data, several tests involving order statistics exist (so called L-estimators [23]), such as the three-sigma rule for Gaussian data, or trimming strategies for disregarding points that are furthest away from the mean. After potential outliers are removed from a dataset, models are fit on the remaining data. After fitting the model, potential outliers are again identified and removed and another model is fit [33].
Learning about Spanish dialects through Twitter
Gonรงalves, Bruno, Sรกnchez, David
This paper maps the large-scale variation of the Spanish language by employing a corpus based on geographically tagged Twitter messages. Lexical dialects are extracted from an analysis of variants of tens of concepts. The resulting maps show linguistic variation on an unprecedented scale across the globe. We discuss the properties of the main dialects within a machine learning approach and find that varieties spoken in urban areas have an international character in contrast to country areas where dialects show a more regional uniformity.
Shape-Based Approach to Household Load Curve Clustering and Prediction
Teeraratkul, Thanchanok, O'Neill, Daniel, Lall, Sanjay
Consumer Demand Response (DR) is an important research and industry problem, which seeks to categorize, predict and modify consumer's energy consumption. Unfortunately, traditional clustering methods have resulted in many hundreds of clusters, with a given consumer often associated with several clusters, making it difficult to classify consumers into stable representative groups and to predict individual energy consumption patterns. In this paper, we present a shape-based approach that better classifies and predicts consumer energy consumption behavior at the household level. The method is based on Dynamic Time Warping. DTW seeks an optimal alignment between energy consumption patterns reflecting the effect of hidden patterns of regular consumer behavior. Using real consumer 24-hour load curves from Opower Corporation, our method results in a 50% reduction in the number of representative groups and an improvement in prediction accuracy measured under DTW distance. We extend the approach to estimate which electrical devices will be used and in which hours.
Machine Perception Laboratory
The output of the face detector is scaled to 90x90 and fed directly to the facial expression analysis system (see Figure 1). The system is essentially the same as the one used for Automatic FACS coding. First the face image is passed through a bank of Gabor filters at 8 orientations and 9 scales (2-32 pixels/cycle at 0.5 octave steps). The filterbank representations are then channeled to a classifier to code the image in terms of a set of expression dimensions. We have found support vector machines to be very effective for classifying facial expressions (Littlewort et al., in press, Bartlett et al., 2003).
Preventive Leak Detection for High Pressure Gas Transmission Networks
Zhang, Rui (IBM, T.J. Watson Research Center) | Huang, Jefferson (Cornell University) | Kumar, Tarun (IBM, T.J. Watson Research Center)
Recent developments in SCADA (Supervisory Control and Data Acquisition) systems for physical infrastructure, such as high pressure gas pipeline systems and electric grids, have generated enormous amounts of time series data. This data brings great opportunities for advanced knowledge discovery and data mining methods to identify system failures faster and earlier than operation experts. This paper presents our effort in collaboration with a utility company to solve a grand challenge; namely, to use advanced data mining methods to detect leaks on a high pressure gas transmission system. Leak detection models with unsupervised learning tasks were developed analyzing billions of data records to identify leaks of different sizes and impacts, with very low false positive rates. In particular, our solution was able to identify small leaks leading to rupture events. The model also identified small leaks not identifiable with current detection systems. Such high-fidelity early identification enables operation personnel to take preventive measures against possible catastrophic events. We then formulate several generic detection methods with models derived from time series anomaly detection methods. We show that our leak detection models are superior to the SCADA alarm system, a mass balance model and other generic time series anomaly detection models in terms of both detection accuracy and computation time.
Intelligent and Affectively Aligned Evaluation of Online Health Information for Older Adults
Robillard, Julie M (University of British Columbia) | Alhothali, Areej (University of Waterloo) | Varma, Sunjay (University of Waterloo) | Hoey, Jesse (University of Waterloo)
Online health resources aimed at older adults can have a significant impact on patient-physician relationships and on health outcomes. High quality online resources that are delivered in an ethical, emotionally aligned way can increase trust and reduce negative health outcomes such as anxiety. In contrast, low quality or misaligned resources can lead to harmful consequences such as inappropriate use of health care services and poor health decision-making. This paper investigates mechanisms for ensuring both quality and alignment of online health resources and interventions. First, the recently proposed QUEST evaluation instrument is examined. QUEST assesses the quality of online health information along six validated dimensions (authorship, attribution, conflict of interest, currency, complementarity, tone). A decision tree classifier is learned that is able to predict one criteria of the QUEST tool, complementarity, with an F1-score of 0.9 on a manually annotated dataset of 50 articles giving advice about Alzheimer disease. A social-psychological theory of affective (emotional) alignment is then presented, and demonstrated to gauge older adults emotional interpretations of eight examples of health recommendation systems related to Alzheimer disease (online memory tests). The paper concludes with a synthesizing view and a vision for the future of this important societal challenge.
Unsupervised Multi-Manifold Clustering by Learning Deep Representation
Chen, Dongdong (Sichuan Univerisity) | Lv, Jiancheng (Sichuan University) | Zhang, Yi (Sichuan University)
In this paper, we propose a novel deep manifold clustering (DMC) method for learning effective deep representations and partitioning a dataset into clusters where each cluster contains data points from a single nonlinear manifold. Different from other previous research efforts, we adopt deep neural network to classify and parameterize unlabeled data which lie on multiple manifolds. Firstly, motivated by the observation that nearby points lie on the local of manifold should possess similar representations, a locality preserving objective is defined to iteratively explore data relation and learn structure preserving representations. Secondly, by finding the corresponding cluster centers from the representations, a clustering-oriented objective is then proposed to guide the model to extract both discriminative and cluster-specific representations. Finally, by integrating two objectives into a single model with a unified cost function and optimizing it by using back propagation, we can obtain not only more powerful representations, but also more precise clusters of data. In addition, our model can be intuitively extended to cluster out-of-sample datum. The experimental results and comparisons with existing state-of-the-art methods show that the proposed method consistently achieves the best performance on various benchmark datasets.
Data Driven Resource Allocation for Distributed Learning
Dick, Travis (Carnegie Mellon University) | Li, Mu (Carnegie Mellon University ) | Pillutla, Venkata Krishna (University of Washington) | White, Colin (Carnegie Mellon University) | Balcan, Maria Florina (Carnegie Mellon University) | Smola, Alex (Carnegie Mellon University and AWS Deep Learning)
In distributed machine learning, data is dispatched to multiple machines for processing. Motivated by the fact that similar data points often belong to the same or similar classes, and more generally, classification rules of high accuracy tend to be "locally simple but globally complex" (Vapnik and Bottou 1993), we propose data dependent dispatching that takes advantage of such structure. We present an in-depth analysis of this model, providing new algorithms with provable worst-case guarantees, analysis proving existing scalable heuristics perform well in natural non worst-case conditions, and techniques for extending a dispatching rule from a small sample to the entire distribution. We overcome novel technical challenges to satisfy important conditions for accurate distributed learning, including fault tolerance and balancedness. We empirically compare our approach with baselines based on random partitioning, balanced partition trees, and locality sensitive hashing, showing that we achieve significantly higher accuracy on both synthetic and real world image and advertising datasets. We also demonstrate that our technique strongly scales with the available computing power.