The Unbiased Learning-to-Rank framework has been recently proposed as a general approach to systematically remove biases, such as position bias, from learning-to-rank models. The method takes two steps - estimating click propensities and using them to train unbiased models. Most common methods proposed in the literature for estimating propensities involve some degree of intervention in the live search engine. An alternative approach proposed recently uses an Expectation Maximization (EM) algorithm to estimate propensities by using ranking features for estimating relevances. In this work we propose a novel method to directly estimate propensities which does not use any intervention in live search or rely on modeling relevance. Rather, we take advantage of the fact that the same query-document pair may naturally change ranks over time. This typically occurs for eCommerce search because of change of popularity of items over time, existence of time dependent ranking features, or addition or removal of items to the index (an item getting sold or a new item being listed). However, our method is general and can be applied to any search engine for which the rank of the same document may naturally change over time for the same query. We derive a simple likelihood function that depends on propensities only, and by maximizing the likelihood we are able to get estimates of the propensities. We apply this method to eBay search data to estimate click propensities for web and mobile search and compare these with estimates using the EM method. We also use simulated data to show that the method gives reliable estimates of the "true" simulated propensities. Finally, we train an unbiased learning-to-rank model for eBay search using the estimated propensities and show that it outperforms both baselines - one without position bias correction and one with position bias correction using the EM method.

Often the challenge associated with tasks like fraud and spam detection is the lack of all likely patterns needed to train suitable supervised learning models. This problem accentuates when the fraudulent patterns are not only scarce, they also change over time. Change in fraudulent pattern is because fraudsters continue to innovate novel ways to circumvent measures put in place to prevent fraud. Limited data and continuously changing patterns makes learning significantly difficult. We hypothesize that good behavior does not change with time and data points representing good behavior have consistent spatial signature under different groupings. Based on this hypothesis we are proposing an approach that detects outliers in large data sets by assigning a consistency score to each data point using an ensemble of clustering methods. Our main contribution is proposing a novel method that can detect outliers in large datasets and is robust to changing patterns. We also argue that area under the ROC curve, although a commonly used metric to evaluate outlier detection methods is not the right metric. Since outlier detection problems have a skewed distribution of classes, precision-recall curves are better suited because precision compares false positives to true positives (outliers) rather than true negatives (inliers) and therefore is not affected by the problem of class imbalance. We show empirically that area under the precision-recall curve is a better than ROC as an evaluation metric. The proposed approach is tested on the modified version of the Landsat satellite dataset, the modified version of the ann-thyroid dataset and a large real world credit card fraud detection dataset available through Kaggle where we show significant improvement over the baseline methods.

Often the challenge associated with tasks like fraud and spam detection[1] is the lack of all likely patterns needed to train suitable supervised learning models. In order to overcome this limitation, such tasks are attempted as outlier or anomaly detection tasks. We also hypothesize that out- liers have behavioral patterns that change over time. Limited data and continuously changing patterns makes learning significantly difficult. In this work we are proposing an approach that detects outliers in large data sets by relying on data points that are consistent. The primary contribution of this work is that it will quickly help retrieve samples for both consistent and non-outlier data sets and is also mindful of new outlier patterns. No prior knowledge of each set is required to extract the samples. The method consists of two phases, in the first phase, consistent data points (non- outliers) are retrieved by an ensemble method of unsupervised clustering techniques and in the second phase a one class classifier trained on the consistent data point set is ap- plied on the remaining sample set to identify the outliers. The approach is tested on three publicly available data sets and the performance scores are competitive.

This paper presents a parallel feature selection method for classification that scales up to very high dimensions and large data sizes. Our original method is inspired by group testing theory, under which the feature selection procedure consists of a collection of randomized tests to be performed in parallel. Each test corresponds to a subset of features, for which a scoring function may be applied to measure the relevance of the features in a classification task. We develop a general theory providing sufficient conditions under which true features are guaranteed to be correctly identified. Superior performance of our method is demonstrated on a challenging relation extraction task from a very large data set that have both redundant features and sample size in the order of millions. We present comprehensive comparisons with state-of-the-art feature selection methods on a range of data sets, for which our method exhibits competitive performance in terms of running time and accuracy. Moreover, it also yields substantial speedup when used as a pre-processing step for most other existing methods.