We introduce a new dynamical system for sequentially observed multivariate count data.

A new model, named as deep dynamic poisson factorization model, is proposed in this paper for analyzing sequential count vectors.

Federated Learning (FL) is a powerful framework for privacy-preserving distributed learning. It enables multiple clients to collaboratively train a global model without sharing raw data. However, handling noisy labels in FL remains a major challenge due to heterogeneous data distributions and communication constraints, which can severely degrade model performance. T o address this issue, we propose FedEFC, a novel method designed to tackle the impact of noisy labels in FL. FedEFC mitigates this issue through two key techniques: (1) prestopping, which prevents overfitting to mislabeled data by dynamically halting training at an optimal point, and (2) loss correction, which adjusts model updates to account for label noise. In particular, we develop an effective loss correction tailored to the unique challenges of FL, including data heterogeneity and decentralized training. Furthermore, we provide a theoretical analysis, leveraging the composite proper loss property, to demonstrate that the FL objective function under noisy label distributions can be aligned with the clean label distribution. Extensive experimental results validate the effectiveness of our approach, showing that it consistently outperforms existing FL techniques in mitigating the impact of noisy labels, particularly under heterogeneous data settings (e.g., achieving up to 41.64% relative performance improvement over the existing loss correction method).

Temporal networks observed continuously over time through timestamped relational events data are commonly encountered in application settings including online social media communications, financial transactions, and international relations. Temporal networks often exhibit community structure and strong dependence patterns among node pairs. This dependence can be modeled through mutual excitations, where an interaction event from a sender to a receiver node increases the possibility of future events among other node pairs. We provide statistical results for a class of models that we call dependent community Hawkes (DCH) models, which combine the stochastic block model with mutually exciting Hawkes processes for modeling both community structure and dependence among node pairs, respectively. We derive a non-asymptotic upper bound on the misclustering error of spectral clustering on the event count matrix as a function of the number of nodes and communities, time duration, and the amount of dependence in the model. Our result leverages recent results on bounding an appropriate distance between a multivariate Hawkes process count vector and a Gaussian vector, along with results from random matrix theory. We also propose a DCH model that incorporates only self and reciprocal excitation along with highly scalable parameter estimation using a Generalized Method of Moments (GMM) estimator that we demonstrate to be consistent for growing network size and time duration.

A new model, named as deep dynamic poisson factorization model, is proposed in this paper for analyzing sequential count vectors. The model based on the Poisson Factor Analysis method captures dependence among time steps by neural networks, representing the implicit distributions. Local complicated relationship is obtained from local implicit distribution, and deep latent structure is exploited to get the long-time dependence. Variational inference on latent variables and gradient descent based on the loss functions derived from variational distribution is performed in our inference. Synthetic datasets and real-world datasets are applied to the proposed model and our results show good predicting and fitting performance with interpretable latent structure.

We introduce a new dynamical system for sequentially observed multivariate count data. This model is based on the gamma-Poisson construction--a natural choice for count data--and relies on a novel Bayesian nonparametric prior that ties and shrinks the model parameters, thus avoiding overfitting. We present an efficient MCMC inference algorithm that advances recent work on augmentation schemes for inference in negative binomial models. Finally, we demonstrate the model's inductive bias using a variety of real-world data sets, showing that it exhibits superior predictive performance over other models and infers highly interpretable latent structure.

I participated in an open-source program LGMSOC-21 as a contributor. I contributed a recommendation system that uses content-based filtering to recommend items to users. It uses item features to filter content. Tokenize features using the count vectorizer this will create a count matrix. Then convert the count matrix into a cosine matrix. Pick up the top items based on the cosine matrix to recommend.

In this article we describe a new Hermite series based sequential estimator for the Spearman's rank correlation coefficient and provide algorithms applicable in both the stationary and non-stationary settings. To treat the non-stationary setting, we introduce a novel, exponentially weighted estimator for the Spearman's rank correlation, which allows the local nonparametric correlation of a bivariate data stream to be tracked. To the best of our knowledge this is the first algorithm to be proposed for estimating a time-varying Spearman's rank correlation that does not rely on a moving window approach. We explore the practical effectiveness of the Hermite series based estimators through real data and simulation studies demonstrating good practical performance. The simulation studies in particular reveal competitive performance compared to an existing algorithm. The potential applications of this work are manifold. The Hermite series based Spearman's rank correlation estimator can be applied to fast and robust online calculation of correlation which may vary over time. Possible machine learning applications include, amongst others, fast feature selection and hierarchical clustering on massive data sets.