Principal component regression (PCR) is a widely used two-stage procedure: principal component analysis (PCA), followed by regression in which the selected principal components are regarded as new explanatory variables in the model. Note that PCA is based only on the explanatory variables, so the principal components are not selected using the information on the response variable. In this paper, we propose a one-stage procedure for PCR in the framework of generalized linear models. The basic loss function is based on a combination of the regression loss and PCA loss. An estimate of the regression parameter is obtained as the minimizer of the basic loss function with a sparse penalty. We call the proposed method sparse principal component regression for generalized linear models (SPCR-glm). Taking the two loss function into consideration simultaneously, SPCR-glm enables us to obtain sparse principal component loadings that are related to a response variable. However, a combination of loss functions may cause a parameter identification problem, but this potential problem is avoided by virtue of the sparse penalty. Thus, the sparse penalty plays two roles in this method. The parameter estimation procedure is proposed using various update algorithms with the coordinate descent algorithm. We apply SPCR-glm to two real datasets, doctor visits data and mouse consomic strain data. SPCR-glm provides more easily interpretable principal component (PC) scores and clearer classification on PC plots than the usual PCA.

The article examines in some detail the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are equivalent to the standard stochastic gradient method with a re-scaled (larger) step-size value. The size of the re-scaling is determined by the value of the momentum parameter. The equivalence result is established for all time instants and not only in steady-state. The analysis is carried out for general strongly convex and smooth risk functions, and is not limited to quadratic risks. One notable conclusion is that the well-known bene ts of momentum constructions for deterministic optimization problems do not necessarily carry over to the adaptive online setting when small constant step-sizes are used to enable continuous adaptation and learn- ing in the presence of persistent gradient noise. From simulations, the equivalence between momentum and standard stochastic gradient methods is also observed for non-differentiable and non-convex problems.

We introduce Bayesian multi-tensor factorization, a model that is the first Bayesian formulation for joint factorization of multiple matrices and tensors. The research problem generalizes the joint matrix-tensor factorization problem to arbitrary sets of tensors of any depth, including matrices, can be interpreted as unsupervised multi-view learning from multiple data tensors, and can be generalized to relax the usual trilinear tensor factorization assumptions. The result is a factorization of the set of tensors into factors shared by any subsets of the tensors, and factors private to individual tensors. We demonstrate the performance against existing baselines in multiple tensor factorization tasks in structural toxicogenomics and functional neuroimaging.

We introduce a new approach for designing computationally efficient learning algorithms that are tolerant to noise, and demonstrate its effectiveness by designing algorithms with improved noise tolerance guarantees for learning linear separators. We consider both the malicious noise model and the adversarial label noise model. For malicious noise, where the adversary can corrupt both the label and the features, we provide a polynomial-time algorithm for learning linear separators in $\Re^d$ under isotropic log-concave distributions that can tolerate a nearly information-theoretically optimal noise rate of $\eta = \Omega(\epsilon)$. For the adversarial label noise model, where the distribution over the feature vectors is unchanged, and the overall probability of a noisy label is constrained to be at most $\eta$, we also give a polynomial-time algorithm for learning linear separators in $\Re^d$ under isotropic log-concave distributions that can handle a noise rate of $\eta = \Omega\left(\epsilon\right)$. We show that, in the active learning model, our algorithms achieve a label complexity whose dependence on the error parameter $\epsilon$ is polylogarithmic. This provides the first polynomial-time active learning algorithm for learning linear separators in the presence of malicious noise or adversarial label noise.

It is no doubt that the sub-field of machine learning / artificial intelligence has increasingly gained more popularity in the past couple of years. As Big Data is the hottest trend in the tech industry at the moment, machine learning is incredibly powerful to make predictions or calculated suggestions based on large amounts of data. Some of the most common examples of machine learning are Netflix's algorithms to make movie suggestions based on movies you have watched in the past or Amazon's algorithms that recommend books based on books you have bought before. So if you want to learn more about machine learning, how do you start? For me, my first introduction is when I took an Artificial Intelligence class when I was studying abroad in Copenhagen. My lecturer is a full-time Applied Math and CS professor at the Technical University of Denmark, in which his research areas are logic and artificial, focusing primarily on the use of logic to model human-like planning, reasoning and problem solving.

We introduce a Maximum Entropy model able to capture the statistics of melodies in music. The model can be used to generate new melodies that emulate the style of the musical corpus which was used to train it. Instead of using the $n-$body interactions of $(n-1)-$order Markov models, traditionally used in automatic music generation, we use a $k-$nearest neighbour model with pairwise interactions only. In that way, we keep the number of parameters low and avoid over-fitting problems typical of Markov models. We show that long-range musical phrases don't need to be explicitly enforced using high-order Markov interactions, but can instead emerge from multiple, competing, pairwise interactions. We validate our Maximum Entropy model by contrasting how much the generated sequences capture the style of the original corpus without plagiarizing it. To this end we use a data-compression approach to discriminate the levels of borrowing and innovation featured by the artificial sequences. The results show that our modelling scheme outperforms both fixed-order and variable-order Markov models. This shows that, despite being based only on pairwise interactions, this Maximum Entropy scheme opens the possibility to generate musically sensible alterations of the original phrases, providing a way to generate innovation.

Th is study presents a rapid multiple incremental and decremental mechanism ba sed on Weight - Error Curves (WECs) fo r support - vector a nalysi s . To ha ndle rapidly increas ing amounts of data, recursion - free computation is proposed for predicting the Lagrangian multipliers of new samples . This study examines the characteristics of Ridge S upport V ector M odels, including Ridge S upport V ector Machines and Regression, subsequently devis ing a recursion - free function derived from WECs . With this proposed function, a ll of the new Lagrang ian multipliers can be computed at once without using any gradual step sizes. Moreover, such a function can relax a constraint, where the increment of new multiple Lagrang ian multipliers should be the same in the previous work, thereby easily satisfying the requirement of Karush - Kuhn - Tucker (KKT) conditions . The proposed mechanism no longer requires t ypical time - consuming bookkeeping strategies, which compute the step size by checking all the training samples in each incremental round. Experiments were carried out on open datasets for evaluating our work. The results showed that the computation al speed was successfully enhanced, better than the baselines. Besides, the accuracy still remained. These findings revealed that the proposed method was appropriate for incremental/decremental learning, thereby demonstrating the effectiveness of the propose d idea.

Due to the stochastic SASE operating principles and other technical issues the output pulses are subject to large fluctuations, making it necessary to characterize the x-ray pulses on every shot for data sorting purposes. We present a technique that applies machine learning tools to predict x-ray pulse properties using simple electron beam and x-ray parameters as input. Using this technique at the Linac Coherent Light Source (LCLS), we report mean errors below 0.3 eV for the prediction of the photon energy at 530 eV and below 1.6 fs for the prediction of the delay between two x-ray pulses. We also demonstrate spectral shape prediction with a mean agreement of 97%. This approach could potentially be used at the next generation of high-repetition-rate XFELs to provide accurate knowledge of complex x-ray pulses at the full repetition rate. I. INTRODUCTION X-ray free-electron lasers (XFELs) 1-3 are emerging as one of the most versatile tools in x-ray research, becoming widely used by the scientific community, as well as industry, in many fields including physics, chemistry, biology, and material science. Their brightness, coherence, tun-ability, and ability to generate pairs of few-fs multicolor pulses for pump-probe experiments 4-7 make them ideal sources to perform diffract-before-destroy imaging 8, resonant x-ray spectroscopy 9, and a range of time resolved measurements of picosecond to few-femtosecond dynamics in molecules and atoms 10-16 . A drawback to XFELs is their current poor stability. XFELs are driven by single-pass electron linear accelerators (LINAC) typically several hundred meters in length.

Linear regression is one of the first things you should try if you're modeling a linear relationship (actually, non-linear relationships too!). It's fairly simple, and probably the first thing to learn when tackling machine learning.

Batch Normalization basically means that we normalize each activation individually. Training Deep Neural Networks is complicated by the fact that the distribution of each layer's inputs changes during training, as the parameters of the previous layers change. This slows down the training by requiring lower learning rates and careful parameter initialization, and makes it notoriously hard to train models with saturating nonlinearities. We refer to this phenomenon as internal covariate shift. Their paper is a fascinting deep dive into the math of how layers are affected by the input, and how this covariate shift can be reduced by applying batch normalizations. Using batch normalization means we can use higher learning rates (since gradients do not explode or vanish), making the network more resilient.