HI-Tree: Mining High Influence Patterns Using External and Internal Utility Values

We propose an efficient algorithm, called HI-Tree, for mining high influence patterns for an incremental dataset. In traditional pattern mining, one would find the complete set of patterns and then apply a post-pruning step to it. The size of the complete mining results is typically prohibitively large, despite the fact that only a small percentage of high utility patterns are interesting. Thus it is inefficient to wait for the mining algorithm to complete and then apply feature selection to post-process the large number of resulting patterns. Instead of generating the complete set of frequent patterns we are able to directly mine patterns with high utility values in an incremental manner. In this paper we propose a novel utility measure called an influence factor using the concepts of external utility and internal utility of an item. The influence factor for an item takes into consideration its connectivity with its neighborhood as well as its importance within a transaction. The measure is especially useful in problem domains utilizing network or interaction characteristics amongst items such as in a social network or web click-stream data. We compared our technique against state of the art incremental mining techniques and show that our technique has better rule generation and runtime performance

Algorithm selection on data streams

We explore the possibilities of meta-learning on data streams, in particular algorithm selection. In a first experiment we calculate the characteristics of a small sample of a data stream, and try to predict which classifier performs best on the entire stream. This yields promising results and interesting patterns. In a second experiment, we build a meta-classifier that predicts, based on measurable data characteristics in a window of the data stream, the best classifier for the next window. The results show that this meta-algorithm is very competitive with state of the art ensembles, such as OzaBag, OzaBoost and Leveraged Bagging. The results of all experiments are made publicly available in an online experiment database, for the purpose of verifiability, reproducibility and generalizability

SURGE: Continuous Detection of Bursty Regions Over a Stream of Spatial Objects

With the proliferation of mobile devices and location-based services, continuous generation of massive volume of streaming spatial objects (i.e., geo-tagged data) opens up new opportunities to address real-world problems by analyzing them. In this paper, we present a novel continuous bursty region detection problem that aims to continuously detect a bursty region of a given size in a specified geographical area from a stream of spatial objects. Specifically, a bursty region shows maximum spike in the number of spatial objects in a given time window. The problem is useful in addressing several real-world challenges such as surge pricing problem in online transportation and disease outbreak detection. To solve the problem, we propose an exact solution and two approximate solutions, and the approximation ratio is $\frac{1-\alpha}{4}$ in terms of the burst score, where $\alpha$ is a parameter to control the burst score. We further extend these solutions to support detection of top-$k$ bursty regions. Extensive experiments with real-world data are conducted to demonstrate the efficiency and effectiveness of our solutions

Making Good on LSTMs' Unfulfilled Promise

LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task. We examine an alternative called Continual Learning (CL), a memory-augmented approach, which can provide transparent explanations, i.e. which memory did what and when. This work has implications for many financial applications including credit, time-varying fairness in decision making and more. We make three important new observations. Firstly, as well as being more explainable, time-series CL approaches outperform LSTMs as well as a simple sliding window learner using feed-forward neural networks (FFNN). Secondly, we show that CL based on a sliding window learner (FFNN) is more effective than CL based on a sequential learner (LSTM). Thirdly, we examine how real-world, time-series noise impacts several similarity approaches used in CL memory addressing. We provide these insights using an approach called Continual Learning Augmentation (CLA) tested on a complex real-world problem, emerging market equities investment decision making. CLA provides a test-bed as it can be based on different types of time-series learners, allowing testing of LSTM and FFNN learners side by side. CLA is also used to test several distance approaches used in a memory recall-gate: Euclidean distance (ED), dynamic time warping (DTW), auto-encoders (AE) and a novel hybrid approach, warp-AE. We find that ED under-performs DTW and AE but warp-AE shows the best overall performance in a real-world financial task