DROP: Dimensionality Reduction Optimization for Time Series

Dimensionality reduction is a critical step in scaling machine learning pipelines. Principal component analysis (PCA) is a standard tool for dimensionality reduction, but performing PCA over a full dataset can be prohibitively expensive. As a result, theoretical work has studied the effectiveness of iterative, stochastic PCA methods that operate over data samples. However, termination conditions for stochastic PCA either execute for a predetermined number of iterations, or until convergence of the solution, frequently sampling too many or too few datapoints for end-to-end runtime improvements. We show how accounting for downstream analytics operations during DR via PCA allows stochastic methods to efficiently terminate after operating over small (e.g., 1%) subsamples of input data, reducing whole workload runtime. Leveraging this, we propose DROP, a DR optimizer that enables speedups of up to 5x over Singular-Value-Decomposition-based PCA techniques, and exceeds conventional approaches like FFT and PAA by up to 16x in end-to-end workloads

Second-order Temporal Pooling for Action Recognition

Deep learning models for video-based action recognition usually generate features for short clips (consisting of a few frames); such clip-level features are aggregated to video-level representations by computing statistics on these features. Typically zero-th (max) or the first-order (average) statistics are used. In this paper, we explore the benefits of using second-order statistics. Specifically, we propose a novel end-to-end learnable feature aggregation scheme, dubbed temporal correlation pooling that generates an action descriptor for a video sequence by capturing the similarities between the temporal evolution of clip-level CNN features computed across the video. Such a descriptor, while being computationally cheap, also naturally encodes the co-activations of multiple CNN features, thereby providing a richer characterization of actions than their first-order counterparts. We also propose higher-order extensions of this scheme by computing correlations after embedding the CNN features in a reproducing kernel Hilbert space. We provide experiments on benchmark datasets such as HMDB-51 and UCF-101, fine-grained datasets such as MPII Cooking activities and JHMDB, as well as the recent Kinetics-600. Our results demonstrate the advantages of higher-order pooling schemes that when combined with hand-crafted features (as is standard practice) achieves state-of-the-art accuracy.Comment: Accepted in the International Journal of Computer Vision (IJCV

Personalized Purchase Prediction of Market Baskets with Wasserstein-Based Sequence Matching

Personalization in marketing aims at improving the shopping experience of customers by tailoring services to individuals. In order to achieve this, businesses must be able to make personalized predictions regarding the next purchase. That is, one must forecast the exact list of items that will comprise the next purchase, i.e., the so-called market basket. Despite its relevance to firm operations, this problem has received surprisingly little attention in prior research, largely due to its inherent complexity. In fact, state-of-the-art approaches are limited to intuitive decision rules for pattern extraction. However, the simplicity of the pre-coded rules impedes performance, since decision rules operate in an autoregressive fashion: the rules can only make inferences from past purchases of a single customer without taking into account the knowledge transfer that takes place between customers. In contrast, our research overcomes the limitations of pre-set rules by contributing a novel predictor of market baskets from sequential purchase histories: our predictions are based on similarity matching in order to identify similar purchase habits among the complete shopping histories of all customers. Our contributions are as follows: (1) We propose similarity matching based on subsequential dynamic time warping (SDTW) as a novel predictor of market baskets. Thereby, we can effectively identify cross-customer patterns. (2) We leverage the Wasserstein distance for measuring the similarity among embedded purchase histories. (3) We develop a fast approximation algorithm for computing a lower bound of the Wasserstein distance in our setting. An extensive series of computational experiments demonstrates the effectiveness of our approach. The accuracy of identifying the exact market baskets based on state-of-the-art decision rules from the literature is outperformed by a factor of 4.0.Comment: Accepted for oral presentation at 25th ACM SIGKDD Conference on Knowledge Discovery and Data Mining (KDD 2019

Document Filtering for Long-tail Entities

Filtering relevant documents with respect to entities is an essential task in the context of knowledge base construction and maintenance. It entails processing a time-ordered stream of documents that might be relevant to an entity in order to select only those that contain vital information. State-of-the-art approaches to document filtering for popular entities are entity-dependent: they rely on and are also trained on the specifics of differentiating features for each specific entity. Moreover, these approaches tend to use so-called extrinsic information such as Wikipedia page views and related entities which is typically only available only for popular head entities. Entity-dependent approaches based on such signals are therefore ill-suited as filtering methods for long-tail entities. In this paper we propose a document filtering method for long-tail entities that is entity-independent and thus also generalizes to unseen or rarely seen entities. It is based on intrinsic features, i.e., features that are derived from the documents in which the entities are mentioned. We propose a set of features that capture informativeness, entity-saliency, and timeliness. In particular, we introduce features based on entity aspect similarities, relation patterns, and temporal expressions and combine these with standard features for document filtering. Experiments following the TREC KBA 2014 setup on a publicly available dataset show that our model is able to improve the filtering performance for long-tail entities over several baselines. Results of applying the model to unseen entities are promising, indicating that the model is able to learn the general characteristics of a vital document. The overall performance across all entities---i.e., not just long-tail entities---improves upon the state-of-the-art without depending on any entity-specific training data.Comment: CIKM2016, Proceedings of the 25th ACM International Conference on Information and Knowledge Management. 201