We study the $L_1$-regularized maximum likelihood estimator/estimation (MLE) problem for discrete Markov random fields (MRFs), where efficient and scalable learning requires both sparse regularization and approximate inference. To address these challenges, we consider a stochastic learning framework called stochastic proximal gradient (SPG; Honorio 2012a, Atchade et al. 2014,Miasojedow and Rejchel 2016). SPG is an inexact proximal gradient algorithm [Schmidtet al., 2011], whose inexactness stems from the stochastic oracle (Gibbs sampling) for gradient approximation - exact gradient evaluation is infeasible in general due to the NP-hard inference problem for discrete MRFs [Koller and Friedman, 2009]. Theoretically, we provide novel verifiable bounds to inspect and control the quality of gradient approximation. Empirically, we propose the tighten asymptotically (TAY) learning strategy based on the verifiable bounds to boost the performance of SPG.

This paper reviews current literature in the field of predictive maintenance from the system point of view. We differentiate the existing capabilities of condition estimation and failure risk forecasting as currently applied to simple components, from the capabilities needed to solve the same tasks for complex assets. System-level analysis faces more complex latent degradation states, it has to comprehensively account for active maintenance programs at each component level and consider coupling between different maintenance actions, while reflecting increased monetary and safety costs for system failures. As a result, methods that are effective for forecasting risk and informing maintenance decisions regarding individual components do not readily scale to provide reliable sub-system or system level insights. A novel holistic modeling approach is needed to incorporate available structural and physical knowledge and naturally handle the complexities of actively fielded and maintained assets.

Heavy rainfall events can cause major disruption to human activities. It is desirable to predict these events ahead of time so that decision makers can take action to protect life, property and prosperity. Nowcasting, or short-term forecasting from observations, remains an important tool in predicting these events. The essential goals of nowcasting are identical to those of all weather forecasting, with the only difference being the spatial and temporal scales involved. The World Meteorological Organization (WMO, 2016) distinguishes among the various forecasting time horizons as: "Usually forecasts for the next 0-2 hours are called nowcasting, from 2-12 hours very short-range forecasting (VSRF), and short-range forecasting beyond that; but the capabilities of the different ranges can vary upon variables and weather situations." Radar-based nowcasting emerged in an era of mainly synoptic and mesoscale weather prediction. Predicting rainfall during that time was a challenge for numerical weather prediction (NWP) models, since computational restrictions limited the resolution at which NWP models could operate. As a result, NWP models were able to capture mesoscale weather patterns such as fronts, but not the smaller-scale convective patterns that occur within mesoscale systems. Thus, these models had limited utility in predicting rainfall in the early hours of the forecast because of its dependence on the unrepresented small scales.

Gravitational Search Algorithm (GSA) and Particle Swarm Optimization (PSO) are nature-inspired, swarm-based optimization algorithms respectively. Though they have been widely used for single-objective optimization since their inception, they suffer from premature convergence. Even though the hybrids of GSA and PSO perform much better, the problem remains. Hence, to solve this issue we have proposed a fuzzy mutation model for two hybrid versions of PSO and GSA - Gravitational Particle Swarm (GPS) and PSOGSA. The developed algorithms are called Mutation based GPS (MGPS) and Mutation based PSOGSA (MPSOGSA). The mutation operator is based on a fuzzy model where the probability of mutation has been calculated based on the closeness of particle to population centroid and improvement in the particle value. We have evaluated these two new algorithms on 23 benchmark functions of three categories (unimodal, multi-modal and multi-modal with fixed dimension). The experimental outcome shows that our proposed model outperforms their corresponding ancestors, MGPS outperforms GPS 13 out of 23 times (56.52%) and MPSOGSA outperforms PSOGSA 17 times out of 23 (73.91 %). We have also compared our results against those of recent optimization algorithms such as Sine Cosine Algorithm (SCA), Opposition-Based SCA, and Volleyball Premier League Algorithm (VPL). In addition, we have applied our proposed algorithms on some classic engineering design problems and the outcomes are satisfactory. The related codes of the proposed algorithms can be found in this link: Fuzzy-Mutation-Embedded-Hybrids-of-GSA-and-PSO.

Canonical correlation analysis (CCA) is a classical and important multivariate technique for exploring the relationship between two sets of continuous variables. CCA has applications in many fields, such as genomics and neuroimaging. It can extract meaningful features as well as use these features for subsequent analysis. Although some sparse CCA methods have been developed to deal with high-dimensional problems, they are designed specifically for continuous data and do not consider the integer-valued data from next-generation sequencing platforms that exhibit very low counts for some important features. We propose a model-based probabilistic approach for correlation and canonical correlation estimation for two sparse count data sets (PSCCA). PSCCA demonstrates that correlations and canonical correlations estimated at the natural parameter level are more appropriate than traditional estimation methods applied to the raw data. We demonstrate through simulation studies that PSCCA outperforms other standard correlation approaches and sparse CCA approaches in estimating the true correlations and canonical correlations at the natural parameter level. We further apply the PSCCA method to study the association of miRNA and mRNA expression data sets from a squamous cell lung cancer study, finding that PSCCA can uncover a large number of strongly correlated pairs than standard correlation and other sparse CCA approaches.

A methodology to perform topological regularization via information filtering network is introduced. This methodology can be directly applied to sparse modeling with the vast family of elliptical probability distributions. It can also be directly implemented for $L_0$ norm regularized multicollinear regression. In this paper, I describe in detail an application to sparse modeling with multivariate Student-t. A specific $L_0$ norm regularized expectation-maximization likelihood maximization procedure is proposed for this sparse Student-t case. Examples with real data from stock prices log-returns and from artificially generated data demonstrate applicability, performances, and potentials of this methodology.

Neural networks have seen limited use in prediction for high-dimensional data with small sample sizes, because they tend to overfit and require tuning many more hyperparameters than existing off-the-shelf machine learning methods. With small modifications to the network architecture and training procedure, we show that dense neural networks can be a practical data analysis tool in these settings. The proposed method, Ensemble by Averaging Sparse-Input Hierarchical networks (EASIER-net), appropriately prunes the network structure by tuning only two L1-penalty parameters, one that controls the input sparsity and another that controls the number of hidden layers and nodes. The method selects variables from the true support if the irrelevant covariates are only weakly correlated with the response; otherwise, it exhibits a grouping effect, where strongly correlated covariates are selected at similar rates. On a collection of real-world datasets with different sizes, EASIER-net selected network architectures in a data-adaptive manner and achieved higher prediction accuracy than off-the-shelf methods on average.

Fuzzy rule-based model is a powerful tool for imitating the human way of thinking and solving uncertainty-related problems as it allows for understandable and interpretable rule bases. The objective of this paper is to study the applicability of fuzzy rule-based modelling to quantify soil classification for engineering purposes by qualitatively considering soil index properties. The classification system of the Highway Research Board is considered to illustrate a fuzzy rule-based model. The soil's index properties are fuzzified using triangular functions, and the fuzzy membership values are calculated. Fuzzy arithmetical operators are then applied to the membership values obtained for classification. Fuzzy decision tree classification algorithm is used to derive fuzzy if-then rules to quantify qualitative soil classification. The proposed system is implemented in MATLAB. The results obtained are checked and the implementation of the proposed model is measured against the outcomes of the laboratory tests.

Motivation: Real-world data often contain measurements with both continuous and discrete values. Despite the availability of many libraries, data sets with mixed data types require intensive pre-processing steps, and it remains a challenge to describe the relationships between variables. The data understanding phase is an important step in the data mining process, however, without making any assumptions on the data, the search space is super-exponential in the number of variables. Methods: We propose graphical hypergeometric networks (HNet), a method to test associations across variables for significance using statistical inference. The aim is to determine a network using only the significant associations in order to shed light on the complex relationships across variables. HNet processes raw unstructured data sets and outputs a network that consists of (partially) directed or undirected edges between the nodes (i.e., variables). To evaluate the accuracy of HNet, we used well known data sets and in addition generated data sets with known ground truth. The performance of HNet is compared to Bayesian structure learning. Results: We demonstrate that HNet showed high accuracy and performance in the detection of node links. In the case of the Alarm data set we can demonstrate on average an MCC score of 0.33 + 0.0002 (P<1x10-6), whereas Bayesian structure learning resulted in an average MCC score of 0.52 + 0.006 (P<1x10-11), and randomly assigning edges resulted in a MCC score of 0.004 + 0.0003 (P=0.49). Conclusions: HNet can process raw unstructured data sets, allows analysis of mixed data types, it easily scales up in number of variables, and allows detailed examination of the detected associations. Availability: https://erdogant.github.io/hnet/

Bayesian optimisation is a popular approach for optimising expensive black-box functions. The next location to be evaluated is selected via maximising an acquisition function that balances exploitation and exploration. Gaussian processes, the surrogate models of choice in Bayesian optimisation, are often used with a constant prior mean function equal to the arithmetic mean of the observed function values. We show that the rate of convergence can depend sensitively on the choice of mean function. We empirically investigate 8 mean functions (constant functions equal to the arithmetic mean, minimum, median and maximum of the observed function evaluations, linear, quadratic polynomials, random forests and RBF networks), using 10 synthetic test problems and two real-world problems, and using the Expected Improvement and Upper Confidence Bound acquisition functions. We find that for design dimensions $\ge5$ using a constant mean function equal to the worst observed quality value is consistently the best choice on the synthetic problems considered. We argue that this worst-observed-quality function promotes exploitation leading to more rapid convergence. However, for the real-world tasks the more complex mean functions capable of modelling the fitness landscape may be effective, although there is no clearly optimum choice.