Variable selection plays an important role in the high-dimensional data analysis. However the high-dimensional data often induces the strongly correlated variables problem. In this paper, we propose Elastic Net procedure for partially linear models and prove the group effect of its estimate. By a simulation study, we show that the strongly correlated variables problem can be better handled by the Elastic Net procedure than Lasso, ALasso and Ridge. Based on an empirical analysis, we can get that the Elastic Net procedure is particularly useful when the number of predictors $p$ is much bigger than the sample size $n$.

It is well known that Sparse PCA (Sparse Principal Component Analysis) is NP-hard to solve exactly on worst-case instances. What is the complexity of solving Sparse PCA approximately? Our contributions include: 1) a simple and efficient algorithm that achieves an $n^{-1/3}$-approximation; 2) NP-hardness of approximation to within $(1-\varepsilon)$, for some small constant $\varepsilon > 0$; 3) SSE-hardness of approximation to within any constant factor; and 4) an $\exp\exp\left(\Omega\left(\sqrt{\log \log n}\right)\right)$ ("quasi-quasi-polynomial") gap for the standard semidefinite program.

Adaptive Monte Carlo schemes developed over the last years usually seek to ensure ergodicity of the sampling process in line with MCMC tradition. This poses constraints on what is possible in terms of adaptation. In the general case ergodicity can only be guaranteed if adaptation is diminished at a certain rate. Importance Sampling approaches offer a way to circumvent this limitation and design sampling algorithms that keep adapting. Here I present a gradient informed variant of SMC (and its special case Population Monte Carlo) for static problems.

With the wealth of high-throughput sequencing data generated by recent large-scale consortia, predictive gene expression modelling has become an important tool for integrative analysis of transcriptomic and epigenetic data. However, sequencing data-sets are characteristically large, and previously modelling frameworks are typically inefficient and unable to leverage multi-core or distributed processing architectures. In this study, we detail an efficient and parallelised MapReduce implementation of gene expression modelling. We leverage the computational efficiency of this framework to provide an integrative analysis of over fifty histone modification data-sets across a variety of cancerous and non-cancerous cell-lines. Our results demonstrate that the genome-wide relationships between histone modifications and mRNA transcription are lineage, tissue and karyotype-invariant, and that models trained on matched epigenetic/transcriptomic data from non-cancerous cell-lines are able to predict cancerous expression with equivalent genome-wide fidelity.

In this study we present a kernel based convolution model to characterize neural responses to natural sounds by decoding their time-varying acoustic features. The model allows to decode natural sounds from high-dimensional neural recordings, such as magnetoencephalography (MEG), that track timing and location of human cortical signalling noninvasively across multiple channels. We used the MEG responses recorded from subjects listening to acoustically different environmental sounds. By decoding the stimulus frequencies from the responses, our model was able to accurately distinguish between two different sounds that it had never encountered before with 70% accuracy. Convolution models typically decode frequencies that appear at a certain time point in the sound signal by using neural responses from that time point until a certain fixed duration of the response. Using our model, we evaluated several fixed durations (time-lags) of the neural responses and observed auditory MEG responses to be most sensitive to spectral content of the sounds at time-lags of 250 ms to 500 ms. The proposed model should be useful for determining what aspects of natural sounds are represented by high-dimensional neural responses and may reveal novel properties of neural signals.

Pseudo-Boolean constraints, also known as 0-1 Integer Linear Constraints, are used to model many real-world problems. A common approach to solve these constraints is to encode them into a SAT formula. The runtime of the SAT solver on such formula is sensitive to the manner in which the given pseudo-Boolean constraints are encoded. In this paper, we propose generalized Totalizer encoding (GTE), which is an arc-consistency preserving extension of the Totalizer encoding to pseudo-Boolean constraints. Unlike some other encodings, the number of auxiliary variables required for GTE does not depend on the magnitudes of the coefficients. Instead, it depends on the number of distinct combinations of these coefficients. We show the superiority of GTE with respect to other encodings when large pseudo-Boolean constraints have low number of distinct coefficients. Our experimental results also show that GTE remains competitive even when the pseudo-Boolean constraints do not have this characteristic.

Much of the focus in machine learning research is placed in creating new architectures and optimization methods, but the overall loss function is seldom questioned. This paper interprets machine learning from a multi-objective optimization perspective, showing the limitations of the default linear combination of loss functions over a data set and introducing the hypervolume indicator as an alternative. It is shown that the gradient of the hypervolume is defined by a self-adjusting weighted mean of the individual loss gradients, making it similar to the gradient of a weighted mean loss but without requiring the weights to be defined a priori. This enables an inner boosting-like behavior, where the current model is used to automatically place higher weights on samples with higher losses but without requiring the use of multiple models. Results on a denoising autoencoder show that the new formulation is able to achieve better mean loss than the direct optimization of the mean loss, providing evidence to the conjecture that self-adjusting the weights creates a smoother loss surface.

Given a similarity graph between items, correlation clustering (CC) groups similar items together and dissimilar ones apart. One of the most popular CC algorithms is KwikCluster: an algorithm that serially clusters neighborhoods of vertices, and obtains a 3-approximation ratio. Unfortunately, KwikCluster in practice requires a large number of clustering rounds, a potential bottleneck for large graphs. We present C4 and ClusterWild!, two algorithms for parallel correlation clustering that run in a polylogarithmic number of rounds and achieve nearly linear speedups, provably. C4 uses concurrency control to enforce serializability of a parallel clustering process, and guarantees a 3-approximation ratio. ClusterWild! is a coordination free algorithm that abandons consistency for the benefit of better scaling; this leads to a provably small loss in the 3-approximation ratio. We provide extensive experimental results for both algorithms, where we outperform the state of the art, both in terms of clustering accuracy and running time. We show that our algorithms can cluster billion-edge graphs in under 5 seconds on 32 cores, while achieving a 15x speedup.

We consider the problem of learning a dictionary matrix from a number of observed signals, which are assumed to be generated via a linear model with a common underlying dictionary. In particular, we derive lower bounds on the minimum achievable worst case mean squared error (MSE), regardless of computational complexity of the dictionary learning (DL) schemes. By casting DL as a classical (or frequentist) estimation problem, the lower bounds on the worst case MSE are derived by following an established information-theoretic approach to minimax estimation. The main conceptual contribution of this paper is the adaption of the information-theoretic approach to minimax estimation for the DL problem in order to derive lower bounds on the worst case MSE of any DL scheme. We derive three different lower bounds applying to different generative models for the observed signals. The first bound applies to a wide range of models, it only requires the existence of a covariance matrix of the (unknown) underlying coefficient vector. By specializing this bound to the case of sparse coefficient distributions, and assuming the true dictionary satisfies the restricted isometry property, we obtain a lower bound on the worst case MSE of DL schemes in terms of a signal to noise ratio (SNR). The third bound applies to a more restrictive subclass of coefficient distributions by requiring the non-zero coefficients to be Gaussian. While, compared with the previous two bounds, the applicability of this final bound is the most limited it is the tightest of the three bounds in the low SNR regime.

Multiplex networks, a special type of multilayer networks, are increasingly applied in many domains ranging from social media analytics to biology. A common task in these applications concerns the detection of community structures. Many existing algorithms for community detection in multiplexes attempt to detect communities which are shared by all layers. In this article we propose a community detection algorithm, LART (Locally Adaptive Random Transitions), for the detection of communities that are shared by either some or all the layers in the multiplex. The algorithm is based on a random walk on the multiplex, and the transition probabilities defining the random walk are allowed to depend on the local topological similarity between layers at any given node so as to facilitate the exploration of communities across layers. Based on this random walk, a node dissimilarity measure is derived and nodes are clustered based on this distance in a hierarchical fashion. We present experimental results using networks simulated under various scenarios to showcase the performance of LART in comparison to related community detection algorithms.