On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex multi-dimensional integrals that are not amenable to analytical solution. While basic sequential Monte-Carlo (SMC) or particle filtering (PF) algorithms for simultaneous estimation exist, it is well recognized that there is a need for making these on-line algorithms non-degenerate, fast and applicable to processes with missing measurements. To overcome the deficiencies in traditional algorithms, this work proposes a Bayesian approach to on-line state and parameter estimation. Its extension to handle missing data in real-time is also provided. The simultaneous estimation is performed by filtering an extended vector of states and parameters using an adaptive sequential-importance-resampling (SIR) filter with a kernel density estimation method. The approach uses an on-line optimization algorithm based on Kullback-Leibler (KL) divergence to allow adaptation of the SIR filter for combined state-parameter estimation. An optimal tuning rule to control the width of the kernel and the variance of the artificial noise added to the parameters is also proposed. The approach is illustrated through numerical examples.

In this paper, we study statistical classification accuracy of two different Markov field environments for pixelwise image segmentation, considering the labels of the image as hidden states and solving the estimation of such labels as a solution of the MAP equation. The emission distribution is assumed the same in all models, and the difference lays in the Markovian prior hypothesis made over the labeling random field. The a priori labeling knowledge will be modeled with a) a second order anisotropic Markov Mesh and b) a classical isotropic Potts model. Under such models, we will consider three different segmentation procedures, 2D Path Constrained Viterbi training for the Hidden Markov Mesh, a Graph Cut based segmentation for the first order isotropic Potts model, and ICM (Iterated Conditional Modes) for the second order isotropic Potts model. We provide a unified view of all three methods, and investigate goodness of fit for classification, studying the influence of parameter estimation, computational gain, and extent of automation in the statistical measures Overall Accuracy, Relative Improvement and Kappa coefficient, allowing robust and accurate statistical analysis on synthetic and real-life experimental data coming from the field of Dental Diagnostic Radiography. All algorithms, using the learned parameters, generate good segmentations with little interaction when the images have a clear multimodal histogram. Suboptimal learning proves to be frail in the case of non-distinctive modes, which limits the complexity of usable models, and hence the achievable error rate as well. All Matlab code written is provided in a toolbox available for download from our website, following the Reproducible Research Paradigm.

We present a system and a set of techniques for learning linear predictors with convex losses on terascale datasets, with trillions of features, {The number of features here refers to the number of non-zero entries in the data matrix.} billions of training examples and millions of parameters in an hour using a cluster of 1000 machines. Individually none of the component techniques are new, but the careful synthesis required to obtain an efficient implementation is. The result is, up to our knowledge, the most scalable and efficient linear learning system reported in the literature (as of 2011 when our experiments were conducted). We describe and thoroughly evaluate the components of the system, showing the importance of the various design choices.

We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional noisy data. Our method, Minimum Distance Lasso (MD-Lasso), combines minimum distance functionals, customarily used in nonparametric estimation for their robustness, with l1-regularization for high-dimensional regression. The geometry of MD-Lasso is key to its consistency and robustness. The estimator is governed by a scaling parameter that caps the influence of outliers: the loss per observation is locally convex and close to quadratic for small squared residuals, and flattens for squared residuals larger than the scaling parameter. As the parameter approaches infinity, the estimator becomes equivalent to least-squares Lasso. MD-Lasso enjoys fast convergence rates under mild conditions on the model error distribution, which hold for any of the solutions in a convexity region around the true parameter and in certain cases for every solution. Remarkably, a first-order optimization method is able to produce iterates very close to the consistent solutions, with geometric convergence and regardless of the initialization. A connection is established with re-weighted least-squares that intuitively explains MD-Lasso robustness. The merits of our method are demonstrated through simulation and eQTL data analysis.

In AI and Web communities, modularity-based graph clustering algorithms are being applied to various applications. However, existing algorithms are not applied to large graphs because they have to scan all vertices/edges iteratively. The goal of this paper is to efficiently compute clusters with high modularity from extremely large graphs with more than a few billion edges. The heart of our solution is to compute clusters by incrementally pruning unnecessary vertices/edges and optimizing the order of vertex selections. Our experiments show that our proposal outperforms all other modularity-based algorithms in terms of computation time, and it finds clusters with high modularity.

A major challenge for stochastic optimization is the cost of updating model parameters especially when the number of parameters is large. Updating parameters frequently can prove to be computationally or monetarily expensive. In this paper, we introduce an efficient primal-dual based online algorithm that performs lazy updates to the parameter vector and show that its performance is competitive with reasonable strategies which have the benefit of hindsight. We demonstrate the effectiveness of our algorithm in the online portfolio selection domain where a trader has to pay proportional transaction costs every time his portfolio is updated. Our Online Lazy Updates (OLU) algorithm takes into account the transaction costs while computing an optimal portfolio which results in sparse updates to the portfolio vector. We successfully establish the robustness and scalability of our lazy portfolio selection algorithm with extensive theoretical and experimental results on two real-world datasets.

We build turn-taking models for autonomous characters in language-based interactions with small groups of children. Two models explore the use of support vector machines given the same multimodal features, but different methods for collecting turn-taking labels.

Detection of cognitive impairment, especially at the early stages, is critical. Such detection has traditionally been performed manually by one or more clinicians based on reports and test results. Machine learning algorithms offer an alternative method of detection that may provide an automated process and valuable insights into diagnosis and classification. In this paper, we explore the use of neuropsychological and demographic data to predict Clinical Dementia Rating (CDR) scores (no dementia, very mild dementia, dementia) and clinical diagnoses (cognitively healthy, mild cognitive impairment, dementia) through the implementation of four machine learning algorithms, naïve Bayes (NB), C4.5 decision tree (DT), back-propagation neural network (NN), and support vector machine (SVM). Additionally, a feature selection method for reducing the number of neuropsychological and demographic data needed to make an accurate diagnosis was investigated. The NB classifier provided the best accuracies, while the SVM classifier proved to offer some of the lowest accuracies. We also illustrate that with the use of feature selection, accuracies can be improved. The experiments reported in this paper indicate that artificial intelligence techniques can be used to automate aspects of clinical diagnosis of individuals with cognitive impairment.

In many  stochastic optimization algorithms there is a hyperparameter that controls how the next sampling distribution is determined from the current data set of samples of the objective function. This hyperparameter controls the exploration/exploitation trade-off of the next sample. Typically heuristic "rules of thumb" are used to set that hyperparameter, e.g., a pre-fixed annealing schedule. We show how machine learning provides more principled alternatives to (adaptively) set that hyperparameter, and demonstrate that these alternatives can substantially improve optimization performance.

While recent Machine Learning (ML) based techniques for activity recognition show great promise, there remain a number of questions with respect to the relative merits of these techniques. To provide a better understanding of the relative strengths of contemporary Activity Recognition methods, in this paper we present a comparative analysis of Hidden Markov Model, Bayesian, and Support Vector Machine based human activity recognition models. The study builds on both pre-existing and newly annotated data which includes interleaved activities. Results demonstrate that while Support Vector Machine based techniques perform well for all data sets considered, simple representations of sensor histories regularly outperform more complex count based models.