Anh Tong and Jaesik Choi Ulsan National Institute of Science and Technology Ulsan, 44919 Korea { anhth,jaesik } @unist.ac.kr Abstract Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages make possible to build unified frameworks to compute interesting probabilities of various large, real-world problems. When the structure of model is given, constructing a probabilistic program is rather straightforward. Thus, main focus have been to learn the best model parameters and compute marginal probabilities. In this paper, we provide a new perspective to build expressive probabilistic program from continue time series data when the structure of model is not given. The intuition behind of our method is to find a descriptive covariance structure of time series data in nonparametric Gaussian process regression. We report that such descriptive covariance structure efficiently derives a probabilistic programming description accurately.

The field of mobile health aims to leverage recent advances in wearable on-body sensing technology and smart phone computing capabilities to develop systems that can monitor health states and deliver just-in-time adaptive interventions. However, existing work has largely focused on analyzing collected data in the off-line setting. In this paper, we propose a novel approach to learning shallow detection cascades developed explicitly for use in a real-time wearable-phone or wearable-phone-cloud systems. We apply our approach to the problem of cigarette smoking detection from a combination of wrist-worn actigraphy data and respiration chest band data using two and three stage cascades.

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and stabilizes the dynamics thus providing a practical approach to difficult anisotropic sampling problems in high dimensions. Numerical experiments with model problems demonstrate that dramatic potential speedups, compared to various alternative schemes, are attainable.

We present algorithms for the detection of a class of heart arrhythmias with the goal of eventual adoption by practicing cardiologists. In clinical practice, detection is based on a small number of meaningful features extracted from the heartbeat cycle. However, techniques proposed in the literature use high dimensional vectors consisting of morphological, and time based features for detection. Using electrocardiogram (ECG) signals, we found smaller subsets of features sufficient to detect arrhythmias with high accuracy. The features were found by an iterative step-wise feature selection method. We depart from common literature in the following aspects: 1. As opposed to a high dimensional feature vectors, we use a small set of features with meaningful clinical interpretation, 2. we eliminate the necessity of short-duration patient-specific ECG data to append to the global training data for classification 3. We apply semi-parametric classification procedures (in an ensemble framework) for arrhythmia detection, and 4. our approach is based on a reduced sampling rate of ~ 115 Hz as opposed to 360 Hz in standard literature.

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual mixing concepts may not be appropriate for measuring the dependence among these observations. By employing the $\mathcal{C}$-mixing concept to measure the dependence, we conduct statistical analysis on the consistency and convergence of the kernel density estimator. Our main results are as follows: First, we show that with properly chosen bandwidth, the kernel density estimator is universally consistent under $L_1$-norm; Second, we establish convergence rates for the estimator with respect to several classes of dynamical systems under $L_1$-norm. In the analysis, the density function $f$ is only assumed to be H\"{o}lder continuous which is a weak assumption in the literature of nonparametric density estimation and also more realistic in the dynamical system context. Last but not least, we prove that the same convergence rates of the estimator under $L_\infty$-norm and $L_1$-norm can be achieved when the density function is H\"{o}lder continuous, compactly supported and bounded. The bandwidth selection problem of the kernel density estimator for dynamical system is also discussed in our study via numerical simulations.

In this work, we consider a manufactory process which can be described by a multiple-instance logistic regression model. In order to compute the maximum likelihood estimation of the unknown coefficient, an expectation-maximization algorithm is proposed, and the proposed modeling approach can be extended to identify the important covariates by adding the coefficient penalty term into the likelihood function. In addition to essential technical details, we demonstrate the usefulness of the proposed method by simulations and real examples.

Effective placement of charging stations plays a key role in Electric Vehicle (EV) adoption. In the placement problem, given a set of candidate sites, an optimal subset needs to be selected with respect to the concerns of both (a) the charging station service provider, such as the demand at the candidate sites and the budget for deployment, and (b) the EV user, such as charging station reachability and short waiting times at the station. This work addresses these concerns, making the following three novel contributions: (i) a supervised multi-view learning framework using Canonical Correlation Analysis (CCA) for demand prediction at candidate sites, using multiple datasets such as points of interest information, traffic density, and the historical usage at existing charging stations; (ii) a mixed-packing-and- covering optimization framework that models competing concerns of the service provider and EV users; (iii) an iterative heuristic to solve these problems by alternately invoking knapsack and set cover algorithms. The performance of the demand prediction model and the placement optimization heuristic are evaluated using real world data.

Our next meetup will be a series of presentations on hyperparameter optimization and how to use various software packages to find a set of optimal hyperparameters for your machine learning model. Model selection via hyperparameter optimization is an important part of machine learning and we will discuss both the very basic and sophisticated methods for tuning models. Speaker: Erin Craig Title: Hyperparameter Optimization: Grid Search and Bayesian Optimization Abstract: When building a model, how do you select its hyperparameters? Grid search and bayesian optimization are two common methods for hyperparameter optimization; each with its own set of strengths and drawbacks. We begin this talk with a brief overview of these two methods, and then look at a case study to compare results of manual tuning, grid search and Bayesian optimization when predicting 30-day readmission from electronic health records.

Note: I posted this question to stackoverflow as well. Support Vector Machines, k-Neighbors Classifiers, Neural Networks, Decision Trees, ...) on the same training set and collects a bunch of performance metrics for each model. Now, most of these are your standard run-of-the-mill metrics like precision, recall, overall accuracy and all that, but some are more complex (or should I say "different"?), for example: I want to find a good way of ranking these models based on user-specified weights for a subset of the aforementioned performance metrics. If a user's goal was to find the model that was least "complex" while still achieving reasonable precision, they would likely assign a higher weight to the "no. of preprocessing steps" attribute and see which model gets ranked highest (probably model 2, but it really depends on the concrete values of the weights of course). So, in short, I am faced with a so-called Multiple-criteria decision-making (MCDM) problem, and I need to solve it.

We propose and analyze sequential design methods for the problem of ranking several response surfaces. Namely, given $L \ge 2$ response surfaces over a continuous input space $\cal X$, the aim is to efficiently find the index of the minimal response across the entire $\cal X$. The response surfaces are not known and have to be noisily sampled one-at-a-time. This setting is motivated by stochastic control applications and requires joint experimental design both in space and response-index dimensions. To generate sequential design heuristics we investigate stepwise uncertainty reduction approaches, as well as sampling based on posterior classification complexity. We also make connections between our continuous-input formulation and the discrete framework of pure regret in multi-armed bandits. To model the response surfaces we utilize kriging surrogates. Several numerical examples using both synthetic data and an epidemics control problem are provided to illustrate our approach and the efficacy of respective adaptive designs.