Recently I heard the strains of Bach's Sonata No 3 in G Minor (BWV 1029) Allegro, and as I pondered on the richness, harmony and texture of the sounds. I recalled I had heard this before listening to a live broadcast of the same piece of music on the BBC. It was Alissa Firsova's fantastic arrangement of the final movement of Bach's Viola da Gamba sonata in G minor performed by the Royal Philharmonic Orchestra conducted by Andrew Litton on 14th August 2010 at the Royal Albert Hall. I pulled out my phone and loaded Shazam I wanted to find out who had performed this particular piece. Shazam did its thing and in seconds I had the details of Glenn Gould Remastered Columbia Album, of course it had to be.

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of the $\ell_p$-balls. In this context, we analyze the Bayesian mean-square-error (MSE) for two types of estimators: (i) a linear estimator and (ii) a structured estimator composed of a linear operator followed by a Cartesian product of univariate nonlinear mappings. By construction, the complexity of the proposed nonlinear estimator is comparable to that of its linear counterpart since the nonlinear mapping can be implemented efficiently in hardware by means of look-up tables (LUTs). The proposed structure lends itself to neural networks and iterative shrinkage/thresholding-type algorithms restricted to a single iterate (e.g. due to imposed hardware or latency constraints). By resorting to an alternating minimization technique, we obtain a sequence of optimized linear operators and nonlinear mappings that converge in the MSE objective. The result is attractive for real-time applications where general iterative and convex optimization methods are infeasible.

We describe an application of machine learning to the problem of predicting preterm birth. We conduct a secondary analysis on a clinical trial dataset collected by the National In- stitute of Child Health and Human Development (NICHD) while focusing our attention on predicting different classes of preterm birth. We compare three approaches for deriving predictive models: a support vector machine (SVM) approach with linear and non-linear kernels, logistic regression with different model selection along with a model based on decision rules prescribed by physician experts for prediction of preterm birth. Our approach highlights the pre-processing methods applied to handle the inherent dynamics, noise and gaps in the data and describe techniques used to handle skewed class distributions. Empirical experiments demonstrate significant improvement in predicting preterm birth compared to past work.

We describe GTApprox -- a new tool for medium-scale surrogate modeling in industrial design. Compared to existing software, GTApprox brings several innovations: a few novel approximation algorithms, several advanced methods of automated model selection, novel options in the form of hints. We demonstrate the efficiency of GTApprox on a large collection of test problems. In addition, we describe several applications of GTApprox to real engineering problems. Keywords: 1. Introduction approximation, surrogate model, surrogate-based optimization Approximation problems (also known as regression problems) arise quite often in industrial design, and solutions of such problems are conventionally referred to as surrogate models [1]. The most common application of surrogate modeling in engineering is in connection to engineering optimization [2]. Indeed, on the one hand, design optimization plays a central role in the industrial design process; on the other hand, a single optimization step typically requires the optimizer to create or refresh a model of the response function whose optimum is sought, to be able to come up with a reasonable next design candidate. The surrogate models used in optimization range from simple local linear regression employed in the basic gradient-based optimization [3] to complex global models employed in the so-called Surrogate-Based Optimization (SBO) [4]. Aside from optimization, surrogate modeling is used in dimension reduction [5, 6], sensitivity analysis [7-10], and for visualization of response functions. Preprint submitted to February 23, 2018 Mathematically, the approximation problem can generally be described as follows. A great variety of surrogate modeling methods exist, with different assumptions on the underlying response functions, data sets, and model structure [11].

Knowledge graph construction consists of two tasks: extracting information from external resources (knowledge population) and inferring missing information through a statistical analysis on the extracted information (knowledge completion). In many cases, insufficient external resources in the knowledge population hinder the subsequent statistical inference. The gap between these two processes can be reduced by an incremental population approach. We propose a new probabilistic knowledge graph factorisation method that benefits from the path structure of existing knowledge (e.g. syllogism) and enables a common modelling approach to be used for both incremental population and knowledge completion tasks. More specifically, the probabilistic formulation allows us to develop an incremental population algorithm that trades off exploitation-exploration. Experiments on three benchmark datasets show that the balanced exploitation-exploration helps the incremental population, and the additional path structure helps to predict missing information in knowledge completion.

This paper reports applications of Difference of Convex functions (DC) programming to Learning from Demonstrations (LfD) and Reinforcement Learning (RL) with expert data. This is made possible because the norm of the Optimal Bellman Residual (OBR), which is at the heart of many RL and LfD algorithms, is DC. Improvement in performance is demonstrated on two specific algorithms, namely Reward-regularized Classification for Apprenticeship Learning (RCAL) and Reinforcement Learning with Expert Demonstrations (RLED), through experiments on generic Markov Decision Processes (MDP), called Garnets.

We address the task of simultaneous feature fusion and modeling of discrete ordinal outputs. We propose a novel Gaussian process(GP) auto-encoder modeling approach. In particular, we introduce GP encoders to project multiple observed features onto a latent space, while GP decoders are responsible for reconstructing the original features. Inference is performed in a novel variational framework, where the recovered latent representations are further constrained by the ordinal output labels. In this way, we seamlessly integrate the ordinal structure in the learned manifold, while attaining robust fusion of the input features. We demonstrate the representation abilities of our model on benchmark datasets from machine learning and affect analysis. We further evaluate the model on the tasks of feature fusion and joint ordinal prediction of facial action units. Our experiments demonstrate the benefits of the proposed approach compared to the state of the art.

The XGBoost library for gradient boosting uses is designed for efficient multi-core parallel processing. This allows it to efficiently use all of the CPU cores in your system when training. In this post you will discover the parallel processing capabilities of the XGBoost in Python. How to Best Tune Multithreading Support for XGBoost in Python Photo by Nicholas A. Tonelli, some rights reserved. XGBoost is the high performance implementation of gradient boosting that you can now access directly in Python.

For the sake of reproducibility, I'm giving you access to personalized Docker image for provisioning the environment. You should be able to run it on your operating system. If you don't want to (or can't) you will have to install all the required libraries manually. You should also have Git installed to download necessary course materials. The course starts now and never ends!

This column is by Matt Fogel, Co-Founder, Fuzzy.io Data science and machine learning have long been interests of mine, but now that I'm working on Fuzzy.ai I need to keep on top of all the news in both fields. My preferred way to do this is through listening to podcasts. I've listened to a bunch of machine learning and data science podcasts in the last few months, so I thought I'd share my favorites: Every other week, they release a 10–15 minute episode where hosts, Kyle and Linda Polich give a short primer on topics like k-means clustering, natural language processing and decision tree learning, often using analogies related to their pet parrot, Yoshi.