Consensus clustering and meta clustering are two important extensions of the classical clustering problem. Given a set of input clusterings of a given dataset, consensus clustering aims to find a single final clustering which is a better fit in some sense than the existing clusterings, and meta clustering aims to group similar input clusterings together so that users only need to examine a small number of different clusterings. In this paper, we present a new approach, MCC (stands for multiple consensus clustering), to explore multiple clustering views of a given dataset from the input clusterings by combining consensus clustering and meta clustering. In particular, given a set of input clusterings of a particular data set, MCC employs meta clustering to cluster the input clusterings and then uses consensus clustering to generate a consensus for each cluster of the input clusterings. Extensive experimental results on 11 real world data sets demonstrate the effectiveness of our proposed method.

We propose a novel model for generating graphs similar to a given example graph. Unlike standard approaches that compute features of graphs in Euclidean space, our approach obtains features on a surface of a hypersphere. We then utilize a von Mises-Fisher distribution, an exponential family distribution on the surface of a hypersphere, to define a model over possible feature values. While our approach bears similarity to a popular exponential random graph model (ERGM), unlike ERGMs, it does not suffer from degeneracy, a situation when a significant probability mass is placed on unrealistic graphs. We propose a parameter estimation approach for our model, and a procedure for drawing samples from the distribution. We evaluate the performance of our approach both on the small domain of all 8-node graphs as well as larger real-world social networks.

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both the joint probability density of the variables and the likelihood function of the (objective or subjective) observation are approximated by a special mixture model, in such a way that any desired conditional distribution can be directly obtained without numerical integration. We have developed an extended version of the expectation maximization (EM) algorithm to estimate the parameters of mixture models from uncertain training examples (indirect observations). As a consequence, any piece of exact or uncertain information about both input and output values is consistently handled in the inference and learning stages. This ability, extremely useful in certain situations, is not found in most alternative methods. The proposed framework is formally justified from standard probabilistic principles and illustrative examples are provided in the fields of nonparametric pattern classification, nonlinear regression and pattern completion. Finally, experiments on a real application and comparative results over standard databases provide empirical evidence of the utility of the method in a wide range of applications.

Joint analysis of data from multiple sources has the potential to improve our understanding of the underlying structures in complex data sets. For instance, in restaurant recommendation systems, recommendations can be based on rating histories of customers. In addition to rating histories, customers' social networks (e.g., Facebook friendships) and restaurant categories information (e.g., Thai or Italian) can also be used to make better recommendations. The task of fusing data, however, is challenging since data sets can be incomplete and heterogeneous, i.e., data consist of both matrices, e.g., the person by person social network matrix or the restaurant by category matrix, and higher-order tensors, e.g., the "ratings" tensor of the form restaurant by meal by person. In this paper, we are particularly interested in fusing data sets with the goal of capturing their underlying latent structures. We formulate this problem as a coupled matrix and tensor factorization (CMTF) problem where heterogeneous data sets are modeled by fitting outer-product models to higher-order tensors and matrices in a coupled manner. Unlike traditional approaches solving this problem using alternating algorithms, we propose an all-at-once optimization approach called CMTF-OPT (CMTF-OPTimization), which is a gradient-based optimization approach for joint analysis of matrices and higher-order tensors. We also extend the algorithm to handle coupled incomplete data sets. Using numerical experiments, we demonstrate that the proposed all-at-once approach is more accurate than the alternating least squares approach.

Kernel method is a very powerful tool in machine learning. The trick of kernel has been effectively and extensively applied in many areas of machine learning, such as support vector machine (SVM) and kernel principal component analysis (kernel PCA). Kernel trick is to define a kernel function which relies on the inner-product of data in the feature space without knowing these feature space data. In this paper, the kernel trick will be employed to extend the algorithm of spectrum sensing with leading eigenvector under the framework of PCA to a higher dimensional feature space. Namely, the leading eigenvector of the sample covariance matrix in the feature space is used for spectrum sensing without knowing the leading eigenvector explicitly. Spectrum sensing with leading eigenvector under the framework of kernel PCA is proposed with the inner-product as a measure of similarity. A modified kernel GLRT algorithm based on matched subspace model will be the first time applied to spectrum sensing. The experimental results on simulated sinusoidal signal show that spectrum sensing with kernel PCA is about 4 dB better than PCA, besides, kernel GLRT is also better than GLRT. The proposed algorithms are also tested on the measured DTV signal. The simulation results show that kernel methods are 4 dB better than the corresponding linear methods. The leading eigenvector of the sample covariance matrix learned by kernel PCA is more stable than that learned by PCA for different segments of DTV signal.

We first present our work in machine translation, during which we used aligned sentences to train a neural network to embed n-grams of different languages into an $d$-dimensional space, such that n-grams that are the translation of each other are close with respect to some metric. Good n-grams to n-grams translation results were achieved, but full sentences translation is still problematic. We realized that learning semantics of sentences and documents was the key for solving a lot of natural language processing problems, and thus moved to the second part of our work: sentence compression. We introduce a flexible neural network architecture for learning embeddings of words and sentences that extract their semantics, propose an efficient implementation in the Torch framework and present embedding results comparable to the ones obtained with classical neural language models, while being more powerful.

This article deals with Part family formation problem which is believed to be moderately complicated to be solved in polynomial time in the vicinity of Group Technology (GT). In the past literature researchers investigated that the part family formation techniques are principally based on production flow analysis (PFA) which usually considers operational requirements, sequences and time. Part Coding Analysis (PCA) is merely considered in GT which is believed to be the proficient method to identify the part families. PCA classifies parts by allotting them to different families based on their resemblances in: (1) design characteristics such as shape and size, and/or (2) manufacturing characteristics (machining requirements). A novel approach based on simulated annealing namely SAPFOCS is adopted in this study to develop effective part families exploiting the PCA technique. Thereafter Taguchi's orthogonal design method is employed to solve the critical issues on the subject of parameters selection for the proposed metaheuristic algorithm. The adopted technique is therefore tested on 5 different datasets of size 5 {\times} 9 to 27 {\times} 9 and the obtained results are compared with C-Linkage clustering technique. The experimental results reported that the proposed metaheuristic algorithm is extremely effective in terms of the quality of the solution obtained and has outperformed C-Linkage algorithm in most instances.

While loopy belief propagation (LBP) performs reasonably well for inference in some Gaussian graphical models with cycles, its performance is unsatisfactory for many others. In particular for some models LBP does not converge, and in general when it does converge, the computed variances are incorrect (except for cycle-free graphs for which belief propagation (BP) is non-iterative and exact). In this paper we propose {\em feedback message passing} (FMP), a message-passing algorithm that makes use of a special set of vertices (called a {\em feedback vertex set} or {\em FVS}) whose removal results in a cycle-free graph. In FMP, standard BP is employed several times on the cycle-free subgraph excluding the FVS while a special message-passing scheme is used for the nodes in the FVS. The computational complexity of exact inference is $O(k^2n)$, where $k$ is the number of feedback nodes, and $n$ is the total number of nodes. When the size of the FVS is very large, FMP is intractable. Hence we propose {\em approximate FMP}, where a pseudo-FVS is used instead of an FVS, and where inference in the non-cycle-free graph obtained by removing the pseudo-FVS is carried out approximately using LBP. We show that, when approximate FMP converges, it yields exact means and variances on the pseudo-FVS and exact means throughout the remainder of the graph. We also provide theoretical results on the convergence and accuracy of approximate FMP. In particular, we prove error bounds on variance computation. Based on these theoretical results, we design efficient algorithms to select a pseudo-FVS of bounded size. The choice of the pseudo-FVS allows us to explicitly trade off between efficiency and accuracy. Experimental results show that using a pseudo-FVS of size no larger than $\log(n)$, this procedure converges much more often, more quickly, and provides more accurate results than LBP on the entire graph.

We present a novel factor analysis method that can be applied to the discovery of common factors shared among trajectories in multivariate time series data. These factors satisfy a precedence-ordering property: certain factors are recruited only after some other factors are activated. Precedence-ordering arise in applications where variables are activated in a specific order, which is unknown. The proposed method is based on a linear model that accounts for each factor's inherent delays and relative order. We present an algorithm to fit the model in an unsupervised manner using techniques from convex and non-convex optimization that enforce sparsity of the factor scores and consistent precedence-order of the factor loadings. We illustrate the Order-Preserving Factor Analysis (OPFA) method for the problem of extracting precedence-ordered factors from a longitudinal (time course) study of gene expression data.

In many physical, statistical, biological and other investigations it is desirable to approximate a system of points by objects of lower dimension and/or complexity. For this purpose, Karl Pearson invented principal component analysis in 1901 and found 'lines and planes of closest fit to system of points'. The famous k-means algorithm solves the approximation problem too, but by finite sets instead of lines and planes. This chapter gives a brief practical introduction into the methods of construction of general principal objects, i.e. objects embedded in the 'middle' of the multidimensional data set. As a basis, the unifying framework of mean squared distance approximation of finite datasets is selected. Principal graphs and manifolds are constructed as generalisations of principal components and k-means principal points. For this purpose, the family of expectation/maximisation algorithms with nearest generalisations is presented. Construction of principal graphs with controlled complexity is based on the graph grammar approach.