Automated sentiment analysis and opinion mining is a complex process concerning the extraction of useful subjective information from text. The explosion of user generated content on the Web, especially the fact that millions of users, on a daily basis, express their opinions on products and services to blogs, wikis, social networks, message boards, etc., render the reliable, automated export of sentiments and opinions from unstructured text crucial for several commercial applications. In this paper, we present a novel hybrid vectorization approach for textual resources that combines a weighted variant of the popular Word2Vec representation (based on Term Frequency-Inverse Document Frequency) representation and with a Bag- of-Words representation and a vector of lexicon-based sentiment values. The proposed text representation approach is assessed through the application of several machine learning classification algorithms on a dataset that is used extensively in literature for sentiment detection. The classification accuracy derived through the proposed hybrid vectorization approach is higher than when its individual components are used for text represenation, and comparable with state-of-the-art sentiment detection methodologies.

Computerized adaptive testing (CAT) is an interesting and promising approach to testing human abilities. In our research we use Bayesian networks to create a model of tested humans. We collected data from paper tests performed with grammar school students. In this article we first provide the summary of data used for our experiments. We propose several different Bayesian networks, which we tested and compared by cross-validation. Interesting results were obtained and are discussed in the paper. The analysis has brought a clearer view on the model selection problem. Future research is outlined in the concluding part of the paper.

Kalman Filters are one of the most influential models of time-varying phenomena. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption in a variety of disciplines. Motivated by recent variational methods for learning deep generative models, we introduce a unified algorithm to efficiently learn a broad spectrum of Kalman filters. Of particular interest is the use of temporal generative models for counterfactual inference. We investigate the efficacy of such models for counterfactual inference, and to that end we introduce the "Healing MNIST" dataset where long-term structure, noise and actions are applied to sequences of digits. We show the efficacy of our method for modeling this dataset. We further show how our model can be used for counterfactual inference for patients, based on electronic health record data of 8,000 patients over 4.5 years.

This is a lecture note for the course DS-GA 3001 at the Center for Data Science , New York University in Fall, 2015. As the name of the course suggests, this lecture note introduces readers to a neural network based approach to natural language understanding/processing. In order to make it as self-contained as possible, I spend much time on describing basics of machine learning and neural networks, only after which how they are used for natural languages is introduced. On the language front, I almost solely focus on language modelling and machine translation, two of which I personally find most fascinating and most fundamental to natural language understanding.

Privacy preserving mechanisms such as differential privacy inject additional randomness in the form of noise in the data, beyond the sampling mechanism. Ignoring this additional noise can lead to inaccurate and invalid inferences. In this paper, we incorporate the privacy mechanism explicitly into the likelihood function by treating the original data as missing, with an end goal of estimating posterior distributions over model parameters. This leads to a principled way of performing valid statistical inference using private data, however, the corresponding likelihoods are intractable. In this paper, we derive fast and accurate variational approximations to tackle such intractable likelihoods that arise due to privacy. We focus on estimating posterior distributions of parameters of the naive Bayes log-linear model, where the sufficient statistics of this model are shared using a differentially private interface. Using a simulation study, we show that the posterior approximations outperform the naive method of ignoring the noise addition mechanism.

We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an option due to intractable gradients, KMC adaptively learns the target's gradient structure by fitting an exponential family model in a Reproducing Kernel Hilbert Space. Computational costs are reduced by two novel efficient approximations to this gradient. While being asymptotically exact, KMC mimics HMC in terms of sampling efficiency, and offers substantial mixing improvements over state-of-the-art gradient free samplers. We support our claims with experimental studies on both toy and real-world applications, including Approximate Bayesian Computation and exact-approximate MCMC.

We derive a statistical model for estimation of a dendrogram from single linkage hierarchical clustering (SLHC) that takes account of uncertainty through noise or corruption in the measurements of separation of data. Our focus is on just the estimation of the hierarchy of partitions afforded by the dendrogram, rather than the heights in the latter. The concept of estimating this "dendrogram structure'' is introduced, and an approximate maximum likelihood estimator (MLE) for the dendrogram structure is described. These ideas are illustrated by a simple Monte Carlo simulation that, at least for small data sets, suggests the method outperforms SLHC in the presence of noise.

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a novel construction of Gaussian process as a projection from fixed discrete frequencies to any continuous location. This leads to a valid stochastic process that has a theoretic support with the reduced rank in the spectral density, as well as a high-speed computing algorithm. Our method provides accurate estimates for the covariance parameters and concise form of predictive distribution for spatial prediction. For non-stationary data, we adopt the mixture framework with a customized spectral dependency structure. This enables clustering based on local stationarity, while maintains the joint Gaussianness. Our work is directly applicable in solving some of the challenges in the spatial data, such as large scale computation, anisotropic covariance, spatio-temporal modeling, etc. We illustrate the uses of the model via simulations and an application on a massive dataset.

We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain about the global maximizer of the objective. Well known strategies exist for suggesting a single evaluation point based on previous observations, while far fewer are known for selecting batches of points to evaluate in parallel. The few batch selection schemes that have been studied all resort to greedy methods to compute an optimal batch. To the best of our knowledge, PPES is the first non-greedy batch Bayesian optimization strategy. We demonstrate the benefit of this approach in optimization performance on both synthetic and real world applications, including problems in machine learning, rocket science and robotics.

In this paper we review the concepts of Bayesian evidence and Bayes factors, also known as log odds ratios, and their application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical techniques. Specific attention is paid to the Laplace approximation, variational Bayes, importance sampling, thermodynamic integration, and nested sampling and its recent variants. Analogies to statistical physics, from which many of these techniques originate, are discussed in order to provide readers with deeper insights that may lead to new techniques. The utility of Bayesian model testing in the domain sciences is demonstrated by presenting four specific practical examples considered within the context of signal processing in the areas of signal detection, sensor characterization, scientific model selection and molecular force characterization.