This paper addresses the problem of online learning in a dynamic setting. We consider a social network in which each individual observes a private signal about the underlying state of the world and communicates with her neighbors at each time period. Unlike many existing approaches, the underlying state is dynamic, and evolves according to a geometric random walk. We view the scenario as an optimization problem where agents aim to learn the true state while suffering the smallest possible loss. Based on the decomposition of the global loss function, we introduce two update mechanisms, each of which generates an estimate of the true state. We establish a tight bound on the rate of change of the underlying state, under which individuals can track the parameter with a bounded variance. Then, we characterize explicit expressions for the steady state mean-square deviation(MSD) of the estimates from the truth, per individual. We observe that only one of the estimators recovers the optimal MSD, which underscores the impact of the objective function decomposition on the learning quality. Finally, we provide an upper bound on the regret of the proposed methods, measured as an average of errors in estimating the parameter in a finite time.

Graphical models for structured domains are powerful tools, but the computational complexities of combinatorial prediction spaces can force restrictions on models, or require approximate inference in order to be tractable. Instead of working in a combinatorial space, we use hinge-loss Markov random fields (HL-MRFs), an expressive class of graphical models with log-concave density functions over continuous variables, which can represent confidences in discrete predictions. This paper demonstrates that HL-MRFs are general tools for fast and accurate structured prediction. We introduce the first inference algorithm that is both scalable and applicable to the full class of HL-MRFs, and show how to train HL-MRFs with several learning algorithms. Our experiments show that HL-MRFs match or surpass the predictive performance of state-of-the-art methods, including discrete models, in four application domains.

The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables. There is a trend in machine learning towards expressing Bayesian models as probabilistic programs. As a foundation for this kind of programming, we propose a core functional calculus with primitives for sampling prior distributions and observing variables. We define measure-transformer combinators inspired by theorems in measure theory, and use these to give a rigorous semantics to our core calculus. The original features of our semantics include its support for discrete, continuous, and hybrid measures, and, in particular, for observations of zero-probability events. We compile our core language to a small imperative language that is processed by an existing inference engine for factor graphs, which are data structures that enable many efficient inference algorithms. This allows efficient approximate inference of posterior marginal distributions, treating thousands of observations per second for large instances of realistic models.

We present the concept of Semantic Advertising which we see as the future of online advertising. Semantic Advertising is online advertising powered by semantic technology which essentially enables us to represent and reason with concepts and the meaning of things. This paper aims to 1) Define semantic advertising, 2) Place it in the context of broader and more widely used concepts such as the Semantic Web and Semantic Search, 3) Provide a survey of work in related areas such as context matching, and 4) Provide a perspective on successful emerging technologies and areas of future work. We base our work on our experience as a company developing semantic technologies aimed at realizing the full potential of online advertising.

We present five methods to the problem of network anomaly detection. These methods cover most of the common techniques in the anomaly detection field, including Statistical Hypothesis Tests (SHT), Support Vector Machines (SVM) and clustering analysis. We evaluate all methods in a simulated network that consists of nominal data, three flow-level anomalies and one packet-level attack. Through analyzing the results, we point out the advantages and disadvantages of each method and conclude that combining the results of the individual methods can yield improved anomaly detection results.

Software and hardware co-design and optimization of HPC systems has become intolerably complex, ad-hoc, time consuming and error prone due to enormous number of available design and optimization choices, complex interactions between all software and hardware components, and multiple strict requirements placed on performance, power consumption, size, reliability and cost. We present our novel long-term holistic and practical solution to this problem based on customizable, plugin-based, schema-free, heterogeneous, open-source Collective Mind repository and infrastructure with unified web interfaces and on-line advise system. This collaborative framework distributes analysis and multi-objective off-line and on-line auto-tuning of computer systems among many participants while utilizing any available smart phone, tablet, laptop, cluster or data center, and continuously observing, classifying and modeling their realistic behavior. Any unexpected behavior is analyzed using shared data mining and predictive modeling plugins or exposed to the community at cTuning.org for collaborative explanation, top-down complexity reduction, incremental problem decomposition and detection of correlating program, architecture or run-time properties (features). Gradually increasing optimization knowledge helps to continuously improve optimization heuristics of any compiler, predict optimizations for new programs or suggest efficient run-time (online) tuning and adaptation strategies depending on end-user requirements. We decided to share all our past research artifacts including hundreds of codelets, numerical applications, data sets, models, universal experimental analysis and auto-tuning pipelines, self-tuning machine learning based meta compiler, and unified statistical analysis and machine learning plugins in a public repository to initiate systematic, reproducible and collaborative research, development and experimentation with a new publication model where experiments and techniques are validated, ranked and improved by the community.

Principal components analysis (PCA) is a standard tool for identifying good low-dimensional approximations to data in high dimension. Many data sets of interest contain private or sensitive information about individuals. Algorithms which operate on such data should be sensitive to the privacy risks in publishing their outputs. Differential privacy is a framework for developing tradeoffs between privacy and the utility of these outputs. In this paper we investigate the theory and empirical performance of differentially private approximations to PCA and propose a new method which explicitly optimizes the utility of the output. We show that the sample complexity of the proposed method differs from the existing procedure in the scaling with the data dimension, and that our method is nearly optimal in terms of this scaling. We furthermore illustrate our results, showing that on real data there is a large performance gap between the existing method and our method.

Penetration Testing is a methodology for assessing network security, by generating and executing possible hacking attacks. Doing so automatically allows for regular and systematic testing. A key question is how to generate the attacks. This is naturally formulated as planning under uncertainty, i.e., under incomplete knowledge about the network configuration. Previous work uses classical planning, and requires costly pre-processes reducing this uncertainty by extensive application of scanning methods. By contrast, we herein model the attack planning problem in terms of partially observable Markov decision processes (POMDP). This allows to reason about the knowledge available, and to intelligently employ scanning actions as part of the attack. As one would expect, this accurate solution does not scale. We devise a method that relies on POMDPs to find good attacks on individual machines, which are then composed into an attack on the network as a whole. This decomposition exploits network structure to the extent possible, making targeted approximations (only) where needed. Evaluating this method on a suitably adapted industrial test suite, we demonstrate its effectiveness in both runtime and solution quality.

Graph comparison plays a major role in many network applications. We often need a similarity metric for comparing networks according to their structural properties. Various network features - such as degree distribution and clustering coefficient - provide measurements for comparing networks from different points of view, but a global and integrated distance metric is still missing. In this paper, we employ distance metric learning algorithms in order to construct an integrated distance metric for comparing structural properties of complex networks. According to natural witnesses of network similarities (such as network categories) the distance metric is learned by the means of a dataset of some labeled real networks. For evaluating our proposed method which is called NetDistance, we applied it as the distance metric in K-nearest-neighbors classification. Empirical results show that NetDistance outperforms previous methods, at least 20 percent, with respect to precision.

Simple diffusion processes on networks have been used to model, analyze and predict diverse phenomena such as spread of diseases, information and memes. More often than not, the underlying network data is noisy and sampled. This prompts the following natural question: how sensitive are the diffusion dynamics and subsequent conclusions to uncertainty in the network structure? In this paper, we consider two popular diffusion models: Independent cascades (IC) model and Linear threshold (LT) model. We study how the expected number of vertices that are influenced/infected, given some initial conditions, are affected by network perturbation. By rigorous analysis under the assumption of a reasonable perturbation model we establish the following main results. (1) For the IC model, we characterize the susceptibility to network perturbation in terms of the critical probability for phase transition of the network. We find the expected number of infections is quite stable, unless the the transmission probability is close to the critical probability. (2) We show that the standard LT model with uniform edge weights is relatively stable under network perturbations. (3) Empirically, the transient behavior, i.e., the time series of the number of infections, in both models appears to be more sensitive to network perturbations. We also study these questions using extensive simulations on diverse real world networks, and find that our theoretical predictions for both models match the empirical observations quite closely.