Auto-Regressive Independent Process Analysis without Combinatorial Efforts

We treat the problem of searching for hidden multi-dimensional independent auto-regressive processes (Auto-Regressive Independent Process Analysis, AR-IPA). Independent Subspace Analysis (ISA) can be used to solve the AR-IPA task. The so-called separation theorem simplifies the ISA task considerably: the theorem enables one to reduce the task to 1-dimensional Blind Source Separation (BSS) task followed by the grouping of the coordinates. However, the grouping of the coordinates still involves 2 types of combinatorial problems: (i) the number of the independent subspaces and their dimensions, and then (ii) the permutation of the estimated coordinates are to be determined. Here, we generalize the separation theorem. We also show a non-combinatorial procedure, which under certain conditions can treat these 2 combinatorial problems. Numerical simulations have been conducted. We investigate problems that fulfill sufficient conditions of the theory and also others that do not. The success of the numerical simulations indicates that further generalizations of the separation theorem may be feasible

Maximum likelihood Linear Programming Data Fusion for Speaker Recognition

Biometric system performance can be improved by means of data fusion. Several kinds of information can be fused in order to obtain a more accurate classification (identification or verification) of an input sample. In this paper we present a method for computing the weights in a weighted sum fusion for score combinations, by means of a likelihood model. The maximum likelihood estimation is set as a linear programming problem. The scores are derived from a GMM classifier working on a different feature extractor. Our experimental results assesed the robustness of the system in front a changes on time (different sessions) and robustness in front a change of microphone. The improvements obtained were significantly better (error bars of two standard deviations) than a uniform weighted sum or a uniform weighted product or the best single classifier. The proposed method scales computationaly with the number of scores to be fussioned as the simplex method for linear programming

A Survey on Influence Maximization: From an ML-Based Combinatorial Optimization

Influence Maximization (IM) is a classical combinatorial optimization problem, which can be widely used in mobile networks, social computing, and recommendation systems. It aims at selecting a small number of users such that maximizing the influence spread across the online social network. Because of its potential commercial and academic value, there are a lot of researchers focusing on studying the IM problem from different perspectives. The main challenge comes from the NP-hardness of the IM problem and \#P-hardness of estimating the influence spread, thus traditional algorithms for overcoming them can be categorized into two classes: heuristic algorithms and approximation algorithms. However, there is no theoretical guarantee for heuristic algorithms, and the theoretical design is close to the limit. Therefore, it is almost impossible to further optimize and improve their performance. With the rapid development of artificial intelligence, the technology based on Machine Learning (ML) has achieved remarkable achievements in many fields. In view of this, in recent years, a number of new methods have emerged to solve combinatorial optimization problems by using ML-based techniques. These methods have the advantages of fast solving speed and strong generalization ability to unknown graphs, which provide a brand-new direction for solving combinatorial optimization problems. Therefore, we abandon the traditional algorithms based on iterative search and review the recent development of ML-based methods, especially Deep Reinforcement Learning, to solve the IM problem and other variants in social networks. We focus on summarizing the relevant background knowledge, basic principles, common methods, and applied research. Finally, the challenges that need to be solved urgently in future IM research are pointed out.Comment: 45 page

A Deep Instance Generative Framework for MILP Solvers Under Limited Data Availability

In the past few years, there has been an explosive surge in the use of machine learning (ML) techniques to address combinatorial optimization (CO) problems, especially mixed-integer linear programs (MILPs). Despite the achievements, the limited availability of real-world instances often leads to sub-optimal decisions and biased solver assessments, which motivates a suite of synthetic MILP instance generation techniques. However, existing methods either rely heavily on expert-designed formulations or struggle to capture the rich features of real-world instances. To tackle this problem, we propose G2MILP, the first deep generative framework for MILP instances. Specifically, G2MILP represents MILP instances as bipartite graphs, and applies a masked variational autoencoder to iteratively corrupt and replace parts of the original graphs to generate new ones. The appealing feature of G2MILP is that it can learn to generate novel and realistic MILP instances without prior expert-designed formulations, while preserving the structures and computational hardness of real-world datasets, simultaneously. Thus the generated instances can facilitate downstream tasks for enhancing MILP solvers under limited data availability. We design a suite of benchmarks to evaluate the quality of the generated MILP instances. Experiments demonstrate that our method can produce instances that closely resemble real-world datasets in terms of both structures and computational hardness. The deliverables are released at https://miralab-ustc.github.io/L2O-G2MILP

The Non-Linear Evolution of High Frequency Short Term Interest Rates

In this paper new results are documented regarding the short term evolution of global short term interest rates. Much work has been carried out concerning the evolution of interest rates over long time scales, on the order on one month or greater. However high frequency data has only been considered in a limited number of studies. In this study the evolution of the short term yield curve, on a day to day basis, is considered and results are presented that suggest that over these short time scales, short term interest rates exhibit non-linear autoregressive behaviour, in contradiction of the efficient markets hypothesis. In addition the high frequency data indicates that the observed co-movement across currencies of longer maturity interest rates result from a vector error correction process (VECM). Greater information on the nature of the process may be obtained by considering a non-linear VECM process. Based on the output of both non-linear uni-variate and multi-variate models, limited short term statistically significant predictions of the evolution of various short term interest rate instruments may be carried out.interest rates, non-linear, high frequency

Modeling gene regulatory networks through data integration

Modeling gene regulatory networks has become a problem of great interest in biology and medical research. Most common methods for learning regulatory dependencies rely on observations in the form of gene expression data. In this dissertation, computational models for gene regulation have been developed based on constrained regression by integrating comprehensive gene expression data for M. tuberculosis with genome-scale ChIP-Seq interaction data. The resulting models confirmed predictive power for expression in independent stress conditions and identified mechanisms driving hypoxic adaptation and lipid metabolism in M. tuberculosis. I then used the regulatory network model for M. tuberculosis to identify factors responding to stress conditions and drug treatments, revealing drug synergies and conditions that potentiate drug treatments. These results can guide and optimize design of drug treatments for this pathogen. I took the next step in this direction, by proposing a new probabilistic framework for learning modular structures in gene regulatory networks from gene expression and protein-DNA interaction data, combining the ideas of module networks and stochastic blockmodels. These models also capture combinatorial interactions between regulators. Comparisons with other network modeling methods that rely solely on expression data, showed the essentiality of integrating ChIP-Seq data in identifying direct regulatory links in M. tuberculosis. Moreover, this work demonstrates the theoretical advantages of integrating ChIP-Seq data for the class of widely-used module network models. The systems approach and statistical modeling presented in this dissertation can also be applied to problems in other organisms. A similar approach was taken to model the regulatory network controlling genes with circadian gene expression in Neurospora crassa, through integrating time-course expression data with ChIP-Seq data. The models explained combinatorial regulations leading to different phase differences in circadian rhythms. The Neurospora crassa network model also works as a tool to manipulate the phases of target genes