Betancourt, Brenda, Zanella, Giacomo, Miller, Jeffrey W., Wallach, Hanna, Zaidi, Abbas, Steorts, Rebecca C.

Most generative models for clustering implicitly assume that the number of data points in each cluster grows linearly with the total number of data points. Finite mixture models, Dirichlet process mixture models, and Pitman-Yor process mixture models make this assumption, as do all other infinitely exchangeable clustering models. However, for some applications, this assumption is inappropriate. For example, when performing entity resolution, the size of each cluster should be unrelated to the size of the data set, and each cluster should contain a negligible fraction of the total number of data points. These applications require models that yield clusters whose sizes grow sublinearly with the size of the data set. We address this requirement by defining the microclustering property and introducing a new class of models that can exhibit this property. We compare models within this class to two commonly used clustering models using four entity-resolution data sets.

This paper reports on the findings of an ongoing project to investigate techniques to diagnose complex dynamical systems that are modeled as hybrid systems. In particular, we examine continuous systems with embedded supervisory controllers which experience abrupt, partial or full failure of component devices. The problem we address is: given a hybrid model of system behavior, a history of executed controller actions, and a history of observations, including an observation of behavior that is aberrant relative to the model of expected behavior, determine what fault occurred to have caused the aberrant behavior. Determining a diagnosis can be cast as a search problem to find the most likely model for the data. Unfortunately, the search space is extremely large. To reduce search space size and to identify an initial set of candidate diagnoses, we propose to exploit techniques originally applied to qualitative diagnosis of continuous systems. We refine these diagnoses using parameter estimation and model fitting techniques. As a motivating case study, we have examined the problem of diagnosing NASA's Sprint AERCam, a small spherical robotic camera unit with 12 thrusters that enable both linear and rotational motion.

van der Hoeven, Dirk, van Erven, Tim, Kotłowski, Wojciech

A standard introduction to online learning might place Online Gradient Descent at its center and then proceed to develop generalizations and extensions like Online Mirror Descent and second-order methods. Here we explore the alternative approach of putting exponential weights (EW) first. We show that many standard methods and their regret bounds then follow as a special case by plugging in suitable surrogate losses and playing the EW posterior mean. For instance, we easily recover Online Gradient Descent by using EW with a Gaussian prior on linearized losses, and, more generally, all instances of Online Mirror Descent based on regular Bregman divergences also correspond to EW with a prior that depends on the mirror map. Furthermore, appropriate quadratic surrogate losses naturally give rise to Online Gradient Descent for strongly convex losses and to Online Newton Step. We further interpret several recent adaptive methods (iProd, Squint, and a variation of Coin Betting for experts) as a series of closely related reductions to exp-concave surrogate losses that are then handled by Exponential Weights. Finally, a benefit of our EW interpretation is that it opens up the possibility of sampling from the EW posterior distribution instead of playing the mean. As already observed by Bubeck and Eldan, this recovers the best-known rate in Online Bandit Linear Optimization.

Zanella, Giacomo, Betancourt, Brenda, Wallach, Hanna, Miller, Jeffrey, Zaidi, Abbas, Steorts, Rebecca C.

Most generative models for clustering implicitly assume that the number of data points in each cluster grows linearly with the total number of data points. Finite mixture models, Dirichlet process mixture models, and Pitman--Yor process mixture models make this assumption, as do all other infinitely exchangeable clustering models. However, for some applications, this assumption is inappropriate. For example, when performing entity resolution, the size of each cluster should be unrelated to the size of the data set, and each cluster should contain a negligible fraction of the total number of data points. These applications require models that yield clusters whose sizes grow sublinearly with the size of the data set. We address this requirement by defining the microclustering property and introducing a new class of models that can exhibit this property. We compare models within this class to two commonly used clustering models using four entity-resolution data sets.

Wang, Baiyang (Northwestern University) | Klabjan, Diego (Northwestern University)

We consider the problem of modeling temporal textual data taking endogenous and exogenous processes into account. Such text documents arise in real world applications, including job advertisements and economic news articles, which are influenced by the fluctuations of the general economy. We propose a hierarchical Bayesian topic model which imposes a "group-correlated" hierarchical structure on the evolution of topics over time incorporating both processes, and show that this model can be estimated from Markov chain Monte Carlo sampling methods. We further demonstrate that this model captures the intrinsic relationships between the topic distribution and the time-dependent factors, and compare its performance with latent Dirichlet allocation (LDA) and two other related models. The model is applied to two collections of documents to illustrate its empirical performance: online job advertisements from DirectEmployers Association and journalists' postings on BusinessInsider.com.