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Confidence intervals for AB-test

arXiv.org Machine Learning

AB-testing is a very popular technique in web companies since it makes it possible to accurately predict the impact of a modification with the simplicity of a random split across users. One of the critical aspects of an AB-test is its duration and it is important to reliably compute confidence intervals associated with the metric of interest to know when to stop the test. In this paper, we define a clean mathematical framework to model the AB-test process. We then propose three algorithms based on bootstrapping and on the central limit theorem to compute reliable confidence intervals which extend to other metrics than the common probabilities of success. They apply to both absolute and relative increments of the most used comparison metrics, including the number of occurrences of a particular event and a click-through rate implying a ratio.


Significant Subgraph Mining with Multiple Testing Correction

arXiv.org Machine Learning

The problem of finding itemsets that are statistically significantly enriched in a class of transactions is complicated by the need to correct for multiple hypothesis testing. Pruning untestable hypotheses was recently proposed as a strategy for this task of significant itemset mining. It was shown to lead to greater statistical power, the discovery of more truly significant itemsets, than the standard Bonferroni correction on real-world datasets. An open question, however, is whether this strategy of excluding untestable hypotheses also leads to greater statistical power in subgraph mining, in which the number of hypotheses is much larger than in itemset mining. Here we answer this question by an empirical investigation on eight popular graph benchmark datasets. We propose a new efficient search strategy, which always returns the same solution as the state-of-the-art approach and is approximately two orders of magnitude faster. Moreover, we exploit the dependence between subgraphs by considering the effective number of tests and thereby further increase the statistical power.


A New Intelligence Based Approach for Computer-Aided Diagnosis of Dengue Fever

arXiv.org Artificial Intelligence

Identification of the influential clinical symptoms and laboratory features that help in the diagnosis of dengue fever in early phase of the illness would aid in designing effective public health management and virological surveillance strategies. Keeping this as our main objective we develop in this paper, a new computational intelligence based methodology that predicts the diagnosis in real time, minimizing the number of false positives and false negatives. Our methodology consists of three major components (i) a novel missing value imputation procedure that can be applied on any data set consisting of categorical (nominal) and/or numeric (real or integer) (ii) a wrapper based features selection method with genetic search for extracting a subset of most influential symptoms that can diagnose the illness and (iii) an alternating decision tree method that employs boosting for generating highly accurate decision rules. The predictive models developed using our methodology are found to be more accurate than the state-of-the-art methodologies used in the diagnosis of the dengue fever.


High-Dimensional Longitudinal Classification with the Multinomial Fused Lasso

arXiv.org Machine Learning

We study regularized estimation in high-dimensional longitudinal classification problems, using the lasso and fused lasso regularizers. The constructed coefficient estimates are piecewise constant across the time dimension in the longitudinal problem, with adaptively selected change points (break points). We present an efficient algorithm for computing such estimates, based on proximal gradient descent. We apply our proposed technique to a longitudinal data set on Alzheimer's disease from the Cardiovascular Health Study Cognition Study, and use this data set to motivate and demonstrate several practical considerations such as the selection of tuning parameters, and the assessment of model stability.


Pairwise Rotation Hashing for High-dimensional Features

arXiv.org Machine Learning

Binary Hashing is widely used for effective approximate nearest neighbors search. Even though various binary hashing methods have been proposed, very few methods are feasible for extremely high-dimensional features often used in visual tasks today. We propose a novel highly sparse linear hashing method based on pairwise rotations. The encoding cost of the proposed algorithm is $\mathrm{O}(n \log n)$ for n-dimensional features, whereas that of the existing state-of-the-art method is typically $\mathrm{O}(n^2)$. The proposed method is also remarkably faster in the learning phase. Along with the efficiency, the retrieval accuracy is comparable to or slightly outperforming the state-of-the-art. Pairwise rotations used in our method are formulated from an analytical study of the trade-off relationship between quantization error and entropy of binary codes. Although these hashing criteria are widely used in previous researches, its analytical behavior is rarely studied. All building blocks of our algorithm are based on the analytical solution, and it thus provides a fairly simple and efficient procedure.


Reasoning with Probabilistic Logics

arXiv.org Artificial Intelligence

The interest in the combination of probability with logics for modeling the world has rapidly increased in the last few years. One of the most effective approaches is the Distribution Semantics which was adopted by many logic programming languages and in Descripion Logics. In this paper, we illustrate the work we have done in this research field by presenting a probabilistic semantics for description logics and reasoning and learning algorithms. In particular, we present in detail the system TRILL P, which computes the probability of queries w.r.t. probabilistic knowledge bases, which has been implemented in Prolog. Note: An extended abstract / full version of a paper accepted to be presented at the Doctoral Consortium of the 30th International Conference on Logic Programming (ICLP 2014), July 19-22, Vienna, Austria


Deep Distributed Random Samplings for Supervised Learning: An Alternative to Random Forests?

arXiv.org Machine Learning

In (\cite{zhang2014nonlinear,zhang2014nonlinear2}), we have viewed machine learning as a coding and dimensionality reduction problem, and further proposed a simple unsupervised dimensionality reduction method, entitled deep distributed random samplings (DDRS). In this paper, we further extend it to supervised learning incrementally. The key idea here is to incorporate label information into the coding process by reformulating that each center in DDRS has multiple output units indicating which class the center belongs to. The supervised learning method seems somewhat similar with random forests (\cite{breiman2001random}), here we emphasize their differences as follows. (i) Each layer of our method considers the relationship between part of the data points in training data with all training data points, while random forests focus on building each decision tree on only part of training data points independently. (ii) Our method builds gradually-narrowed network by sampling less and less data points, while random forests builds gradually-narrowed network by merging subclasses. (iii) Our method is trained more straightforward from bottom layer to top layer, while random forests build each tree from top layer to bottom layer by splitting. (iv) Our method encodes output targets implicitly in sparse codes, while random forests encode output targets by remembering the class attributes of the activated nodes. Therefore, our method is a simpler, more straightforward, and maybe a better alternative choice, though both methods use two very basic elements---randomization and nearest neighbor optimization---as the core. This preprint is used to protect the incremental idea from (\cite{zhang2014nonlinear,zhang2014nonlinear2}). Full empirical evaluation will be announced carefully later.


Sequential Probability Assignment with Binary Alphabets and Large Classes of Experts

arXiv.org Machine Learning

We analyze the problem of sequential probability assignment for binary outcomes with side information and logarithmic loss, where regret---or, redundancy---is measured with respect to a (possibly infinite) class of experts. We provide upper and lower bounds for minimax regret in terms of sequential complexities of the class. These complexities were recently shown to give matching (up to logarithmic factors) upper and lower bounds for sequential prediction with general convex Lipschitz loss functions (Rakhlin and Sridharan, 2015). To deal with unbounded gradients of the logarithmic loss, we present a new analysis that employs a sequential chaining technique with a Bernstein-type bound. The introduced complexities are intrinsic to the problem of sequential probability assignment, as illustrated by our lower bound. We also consider an example of a large class of experts parametrized by vectors in a high-dimensional Euclidean ball (or a Hilbert ball). The typical discretization approach fails, while our techniques give a non-trivial bound. For this problem we also present an algorithm based on regularization with a self-concordant barrier. This algorithm is of an independent interest, as it requires a bound on the function values rather than gradients.


Understanding Kernel Ridge Regression: Common behaviors from simple functions to density functionals

arXiv.org Machine Learning

Accurate approximations to density functionals have recently been obtained via machine learning (ML). By applying ML to a simple function of one variable without any random sampling, we extract the qualitative dependence of errors on hyperparameters. We find universal features of the behavior in extreme limits, including both very small and very large length scales, and the noise-free limit. We show how such features arise in ML models of density functionals.


The Bayesian Echo Chamber: Modeling Social Influence via Linguistic Accommodation

arXiv.org Machine Learning

We present the Bayesian Echo Chamber, a new Bayesian generative model for social interaction data. By modeling the evolution of people's language usage over time, this model discovers latent influence relationships between them. Unlike previous work on inferring influence, which has primarily focused on simple temporal dynamics evidenced via turn-taking behavior, our model captures more nuanced influence relationships, evidenced via linguistic accommodation patterns in interaction content. The model, which is based on a discrete analog of the multivariate Hawkes process, permits a fully Bayesian inference algorithm. We validate our model's ability to discover latent influence patterns using transcripts of arguments heard by the US Supreme Court and the movie "12 Angry Men." We showcase our model's capabilities by using it to infer latent influence patterns from Federal Open Market Committee meeting transcripts, demonstrating state-of-the-art performance at uncovering social dynamics in group discussions.