Today's developers often hear about leveraging machine learning algorithms in order to build more intelligent applications, but many don't know where to start. One of the most important aspects of developing smart applications is to understand the underlying machine learning models, even if you aren't the person building them. Whether you are integrating a recommendation system into your app or building a chat bot, this guide will help you get started in understanding the basics of machine learning. This introduction to machine learning and list of resources is adapted from my October 2016 talk at ACT-W, a women's tech conference. While this is only a brief definition, machine learning means we can use statistical models and probabilistic algorithms to answer questions so we can make informative decisions based on our data.

The way I did it was that I tried to read all the [online documentation][doc link] and work with the examples as described there. While doing this I encountered many questions and asked around about them. In this process I felt the need of a tutorial for someone with background like mine. In this tutorial, I try to cover the things I found most relevant from my own experience, some of which are explained by the Azure Machine Learning Studio documentation and others are not. The purpose is to help you grasp the core elements of using Azure Machine Learning Studio in about 3-4 hours: managing workspace, fitting models, evaluating models, setting up web service, consuming web service, and running R scripts.

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that exploit the sparse spectral representation of a GP kernel. This paper presents such an effort to advance the state of the art of sparse spectrum GP models to achieve competitive predictive performance for massive datasets. Our generalized framework of stochastic variational Bayesian sparse spectrum GP (sVBSSGP) models addresses their shortcomings by adopting a Bayesian treatment of the spectral frequencies to avoid overfitting, modeling these frequencies jointly in its variational distribution to enable their interaction a posteriori, and exploiting local data for boosting the predictive performance. However, such structural improvements result in a variational lower bound that is intractable to be optimized. To resolve this, we exploit a variational parameterization trick to make it amenable to stochastic optimization. Interestingly, the resulting stochastic gradient has a linearly decomposable structure that can be exploited to refine our stochastic optimization method to incur constant time per iteration while preserving its property of being an unbiased estimator of the exact gradient of the variational lower bound. Empirical evaluation on real-world datasets shows that sVBSSGP outperforms state-of-the-art stochastic implementations of sparse GP models.

Benoît Frénay PReCISE Research Center Faculty of Computer Science University of Namur Namur, 5000 - Belgium benoit.frenay@unamur.be In order to be useful, visualizations need to be interpretable. This paper uses a userbased approach to combine and assess quality measures in order to better model user preferences. Results show that cluster separability measures are outperformed by a neighborhood conservation measure, even though the former are usually considered as intuitively representative of user motives. Moreover, combining measures, as opposed to using a single measure, further improves prediction performances.

Gaussian processes (GP) provide a prior over functions and allow finding complex regularities in data. Gaussian processes are successfully used for classification/regression problems and dimensionality reduction. In this work we consider the classification problem only. The complexity of standard methods for GP-classification scales cubically with the size of the training dataset. This complexity makes them inapplicable to big data problems. Therefore, a variety of methods were introduced to overcome this limitation. In the paper we focus on methods based on so called inducing inputs. This approach is based on variational inference and proposes a particular lower bound for marginal likelihood (evidence). This bound is then maximized w.r.t. parameters of kernel function of the Gaussian process, thus fitting the model to data. The computational complexity of this method is $O(nm^2)$, where $m$ is the number of inducing inputs used by the model and is assumed to be substantially smaller than the size of the dataset $n$. Recently, a new evidence lower bound for GP-classification problem was introduced. It allows using stochastic optimization, which makes it suitable for big data problems. However, the new lower bound depends on $O(m^2)$ variational parameter, which makes optimization challenging in case of big m. In this work we develop a new approach for training inducing input GP models for classification problems. Here we use quadratic approximation of several terms in the aforementioned evidence lower bound, obtaining analytical expressions for optimal values of most of the parameters in the optimization, thus sufficiently reducing the dimension of optimization space. In our experiments we achieve as well or better results, compared to the existing method. Moreover, our method doesn't require the user to manually set the learning rate, making it more practical, than the existing method.

Diffuse interface methods have recently been introduced for the task of semi-supervised learning. The underlying model is well-known in materials science but was extended to graphs using a Ginzburg--Landau functional and the graph Laplacian. We here generalize the previously proposed model by a non-smooth potential function. Additionally, we show that the diffuse interface method can be used for the segmentation of data coming from hypergraphs. For this we show that the graph Laplacian in almost all cases is derived from hypergraph information. Additionally, we show that the formerly introduced hypergraph Laplacian coming from a relaxed optimization problem is well suited to be used within the diffuse interface method. We present computational experiments for graph and hypergraph Laplacians.

Resting-state functional Magnetic Resonance Imaging (RfMRI) holds the promise to reveal functional biomarkers of neuropsychiatric disorders. However, extracting such biomarkers is challenging for complex multifaceted neuropathologies, such as autism spectrum disorders. Large multi-site datasets increase sample sizes to compensate for this complexity, at the cost of uncontrolled heterogeneity. This heterogeneity raises new challenges, akin to those face in realistic diagnostic applications. Here, we demonstrate the feasibility of inter-site classification of neuropsychiatric status, with an application to the Autism Brain Imaging Data Exchange (ABIDE) database, a large (N 871) multi-site autism dataset. For this purpose, we investigate pipelines that extract the most predictive biomarkers from the data. These RfMRI pipelines build participant-specific connectomes from functionally-defined brain areas. Connectomes are then compared across participants to learn patterns of connectivity that differentiate typical controls from individuals with autism. We predict this neuropsychiatric status for participants from the same acquisition sites or different, unseen, ones. Good choices of methods for the various steps of the pipeline lead to 67% prediction accuracy on the full ABIDE data, which is significantly better than previously reported results. We perform extensive validation on multiple subsets of the data defined by different inclusion criteria. These enables detailed analysis of the factors contributing to successful connectome-based prediction. First, prediction accuracy improves as we include more subjects, up to the maximum amount of subjects available. Second, the definition of functional brain areas is of paramount importance for biomarker discovery: brain areas extracted from large RfMRI datasets outperform reference atlases in the classification tasks. Keywords: 1. Introduction data heterogeneity, resting-state fMRI, data pipelines, biomarkers, connectome, autism spectrum disorders In psychiatry, as in other fields of medicine, both the standardized observation of signs, as well as the symptom profile are critical for diagnosis. However, compared to other fields of medicine, psychiatry lacks accompanying objective markers that could lead to more refined diagnoses and targeted treatment [1]. Advances in noninvasive brain imaging techniques and analyses (e. g. [2, 3]) are showing great promise for uncovering patterns of brain structure and function that can be used as objective measures of mental illness.

We study statistical inference and robust solution methods for stochastic optimization problems, focusing on giving calibrated and adaptive confidence intervals for optimal values and solutions for a range of stochastic problems. As part of this, we develop a generalized empirical likelihood framework---based on distributional uncertainty sets constructed from nonparametric $f$-divergence balls---for Hadamard differentiable functionals, and in particular, stochastic optimization problems. As consequences of this theory, we provide principled methods of choosing distributional uncertainty regions so as to provide calibrated one- and two-sided confidence intervals. We also give an asymptotic expansion for our distributionally robust formulation, showing how robustification regularizes problems by their variance. Finally, we show that optimizers of the distributionally robust formulations we study enjoy (essentially) the same consistency properties as those in classical sample average approximations.

Functional brain networks are well described and estimated from data with Gaussian Graphical Models (GGMs), e.g. using sparse inverse covariance estimators. Comparing functional connectivity of subjects in two populations calls for comparing these estimated GGMs. Our goal is to identify differences in GGMs known to have similar structure. We characterize the uncertainty of differences with confidence intervals obtained using a parametric distribution on parameters of a sparse estimator. Sparse penalties enable statistical guarantees and interpretable models even in high-dimensional and low-sample settings. Characterizing the distributions of sparse models is inherently challenging as the penalties produce a biased estimator. Recent work invokes the sparsity assumptions to effectively remove the bias from a sparse estimator such as the lasso. These distributions can be used to give confidence intervals on edges in GGMs, and by extension their differences. However, in the case of comparing GGMs, these estimators do not make use of any assumed joint structure among the GGMs. Inspired by priors from brain functional connectivity we derive the distribution of parameter differences under a joint penalty when parameters are known to be sparse in the difference. This leads us to introduce the debiased multi-task fused lasso, whose distribution can be characterized in an efficient manner. We then show how the debiased lasso and multi-task fused lasso can be used to obtain confidence intervals on edge differences in GGMs. We validate the techniques proposed on a set of synthetic examples as well as neuro-imaging dataset created for the study of autism.

We consider the problem of learning from distributed data in the agnostic setting, i.e., in the presence of arbitrary forms of noise. Our main contribution is a general distributed boosting-based procedure for learning an arbitrary concept space, that is simultaneously noise tolerant, communication efficient, and computationally efficient. This improves significantly over prior works that were either communication efficient only in noise-free scenarios or computationally prohibitive. Empirical results on large synthetic and real-world datasets demonstrate the effectiveness and scalability of the proposed approach.