We welcome applicants from a variety of backgrounds and an undergraduate degree in Computer Science is not required. Incoming students must have a strong background in computer science, including a solid understanding of complexity theory and good programming skills, as well as a good background in mathematics. Specifically, the first-year courses assume at least one year of college-level probability and statistics, as well as matrix algebra and multivariate calculus. For our introductory ML course, there's a self-assessment test [PDF] which will give you some idea about the background we expect students to have (for the MS you're looking at the "modest requirements"). Generally, you need to have some reasonable programming skills, with experience in Matlab/R/scipy-numpy especially helpful, and Java and Python being more useful than C, and a solid math background, especially in probability/statistics, linear algebra, and matrix and tensor calculus.

Bump hunting deals with finding in sample spaces meaningful data subsets known as bumps. These have traditionally been conceived as modal or concave regions in the graph of the underlying density function. We define an abstract bump construct based on curvature functionals of the probability density. Then, we explore several alternative characterizations involving derivatives up to second order. In particular, a suitable implementation of Good and Gaskins' original concave bumps is proposed in the multivariate case. Moreover, we bring to exploratory data analysis concepts like the mean curvature and the Laplacian that have produced good results in applied domains. Our methodology addresses the approximation of the curvature functional with a plug-in kernel density estimator. We provide theoretical results that assure the asymptotic consistency of bump boundaries in the Hausdorff distance with affordable convergence rates. We also present asymptotically valid and consistent confidence regions bounding curvature bumps. The theory is illustrated through several use cases in sports analytics with datasets from the NBA, MLB and NFL. We conclude that the different curvature instances effectively combine to generate insightful visualizations.

We study stochastic decentralized optimization for the problem of training machine learning models with large-scale distributed data. We extend the widely used EXTRA and DIGing methods with variance reduction (VR), and propose two methods: VR-EXTRA and VR-DIGing. The proposed VR-EXTRA requires the time of $O((\kappa_s+n)\log\frac{1}{\epsilon})$ stochastic gradient evaluations and $O((\kappa_b+\kappa_c)\log\frac{1}{\epsilon})$ communication rounds to reach precision $\epsilon$, which are the best complexities among the non-accelerated gradient-type methods, where $\kappa_s$ and $\kappa_b$ are the stochastic condition number and batch condition number for strongly convex and smooth problems, respectively, $\kappa_c$ is the condition number of the communication network, and $n$ is the sample size on each distributed node. The proposed VR-DIGing has a little higher communication cost of $O((\kappa_b+\kappa_c^2)\log\frac{1}{\epsilon})$. Our stochastic gradient computation complexities are the same as the ones of single-machine VR methods, such as SAG, SAGA, and SVRG, and our communication complexities keep the same as those of EXTRA and DIGing, respectively. To further speed up the convergence, we also propose the accelerated VR-EXTRA and VR-DIGing with both the optimal $O((\sqrt{n\kappa_s}+n)\log\frac{1}{\epsilon})$ stochastic gradient computation complexity and $O(\sqrt{\kappa_b\kappa_c}\log\frac{1}{\epsilon})$ communication complexity. Our stochastic gradient computation complexity is also the same as the ones of single-machine accelerated VR methods, such as Katyusha, and our communication complexity keeps the same as those of accelerated full batch decentralized methods, such as MSDA.

Understanding both these perspectives is critical for virtually all data science analysis algorithms. Ignoring the primary key column (this is not really a numeric feature, so makes less sense to…

Abstract--We discuss future directions of Blockchain as a collaborative value co-creation platform, in which network participants can gain extra insights that cannot be accessed when disconnected from the others. As such, we propose a decentralized machine learning framework that is carefully designed to respect the values of democracy, diversity, and privacy. Specifically, we propose a federated multi-task learning framework that integrates a privacy-preserving dynamic consensus algorithm. We show that a specific network topology called the expander graph dramatically improves the scalability of global consensus building. We conclude the paper by making some remarks on open problems.

We propose a novel multibody dynamics simulation framework that can efficiently deal with large-dimensionality and complementarity multi-contact conditions. Typical contact simulation approaches perform contact impulse-level fixed-point iteration (IL-FPI), which has high time-complexity from large-size matrix inversion and multiplication, as well as susceptibility to ill-conditioned contact situations. To circumvent this, we propose a novel framework based on velocity-level fixed-point iteration (VL-FPI), which, by utilizing a certain surrogate dynamics and contact nodalization (with virtual nodes), can achieve not only inter-contact decoupling but also their inter-axes decoupling (i.e., contact diagonalization). This then enables us to one-shot/parallel-solve the contact problem during each VL-FPI iteration-loop, while the surrogate dynamics structure allows us to circumvent large-size/dense matrix inversion/multiplication, thereby, significantly speeding up the simulation time with improved convergence property. We theoretically show that the solution of our framework is consistent with that of the original problem and, further, elucidate mathematical conditions for the convergence of our proposed solver. Performance and properties of our proposed simulation framework are also demonstrated and experimentally-validated for various large-dimensional/multi-contact scenarios including deformable objects.

A major challenge for causal inference from time-series data is the trade-off between computational feasibility and accuracy. Motivated by process motifs for lagged covariance in an autoregressive model with slow mean-reversion, we propose to infer networks of causal relations via pairwise edge measure (PEMs) that one can easily compute from lagged correlation matrices. Motivated by contributions of process motifs to covariance and lagged variance, we formulate two PEMs that correct for confounding factors and for reverse causation. To demonstrate the performance of our PEMs, we consider network interference from simulations of linear stochastic processes, and we show that our proposed PEMs can infer networks accurately and efficiently. Specifically, for slightly autocorrelated time-series data, our approach achieves accuracies higher than or similar to Granger causality, transfer entropy, and convergent crossmapping -- but with much shorter computation time than possible with any of these methods. Our fast and accurate PEMs are easy-to-implement methods for network inference with a clear theoretical underpinning. They provide promising alternatives to current paradigms for the inference of linear models from time-series data, including Granger causality, vector-autoregression, and sparse inverse covariance estimation.

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically. This tutorial provides an in-depth introduction to Markov chains, and explores their connection to graphs and random walks. We utilize tools from linear algebra and graph theory to describe the transition matrices of different types of Markov chains, with a particular focus on exploring properties of the eigenvalues and eigenvectors corresponding to these matrices. The results presented are relevant to a number of methods in machine learning and data mining, which we describe at various stages. Rather than being a novel academic study in its own right, this text presents a collection of known results, together with some new concepts. Moreover, the tutorial focuses on offering intuition to readers rather than formal understanding, and only assumes basic exposure to concepts from linear algebra and probability theory. It is therefore accessible to students and researchers from a wide variety of disciplines.

The Statsbot team has invited Peter Mills to tell you about data structures for machine learning approaches. So you've decided to move beyond canned algorithms and start to code your own machine learning methods. Maybe you've got an idea for a cool new way of clustering data, or maybe you are frustrated by the limitations in your favorite statistical classification package. In either case, the better your knowledge of data structures and algorithms, the easier time you'll have when it comes time to code up. I don't think the data structures used in machine learning are significantly different than those used in other areas of software development.

Compared to the existing function-based models in deep generative modeling, the recently proposed diffusion models have achieved outstanding performance with a stochastic-process-based approach. But a long sampling time is required for this approach due to many timesteps for discretization. Schr\"odinger bridge (SB)-based models attempt to tackle this problem by training bidirectional stochastic processes between distributions. However, they still have a slow sampling speed compared to generative models such as generative adversarial networks. And due to the training of the bidirectional stochastic processes, they require a relatively long training time. Therefore, this study tried to reduce the number of timesteps and training time required and proposed regularization terms to the existing SB models to make the bidirectional stochastic processes consistent and stable with a reduced number of timesteps. Each regularization term was integrated into a single term to enable more efficient training in computation time and memory usage. Applying this regularized stochastic process to various generation tasks, the desired translations between different distributions were obtained, and accordingly, the possibility of generative modeling based on a stochastic process with faster sampling speed could be confirmed. The code is available at https://github.com/KiUngSong/RSB.