12,394 research outputs found
Longitudinal LASSO: Jointly Learning Features and Temporal Contingency for Outcome Prediction
Longitudinal analysis is important in many disciplines, such as the study of
behavioral transitions in social science. Only very recently, feature selection
has drawn adequate attention in the context of longitudinal modeling. Standard
techniques, such as generalized estimating equations, have been modified to
select features by imposing sparsity-inducing regularizers. However, they do
not explicitly model how a dependent variable relies on features measured at
proximal time points. Recent graphical Granger modeling can select features in
lagged time points but ignores the temporal correlations within an individual's
repeated measurements. We propose an approach to automatically and
simultaneously determine both the relevant features and the relevant temporal
points that impact the current outcome of the dependent variable. Meanwhile,
the proposed model takes into account the non-{\em i.i.d} nature of the data by
estimating the within-individual correlations. This approach decomposes model
parameters into a summation of two components and imposes separate block-wise
LASSO penalties to each component when building a linear model in terms of the
past measurements of features. One component is used to select features
whereas the other is used to select temporal contingent points. An accelerated
gradient descent algorithm is developed to efficiently solve the related
optimization problem with detailed convergence analysis and asymptotic
analysis. Computational results on both synthetic and real world problems
demonstrate the superior performance of the proposed approach over existing
techniques.Comment: Proceedings of the 21th ACM SIGKDD International Conference on
Knowledge Discovery and Data Mining. ACM, 201
Predictive User Modeling with Actionable Attributes
Different machine learning techniques have been proposed and used for
modeling individual and group user needs, interests and preferences. In the
traditional predictive modeling instances are described by observable
variables, called attributes. The goal is to learn a model for predicting the
target variable for unseen instances. For example, for marketing purposes a
company consider profiling a new user based on her observed web browsing
behavior, referral keywords or other relevant information. In many real world
applications the values of some attributes are not only observable, but can be
actively decided by a decision maker. Furthermore, in some of such applications
the decision maker is interested not only to generate accurate predictions, but
to maximize the probability of the desired outcome. For example, a direct
marketing manager can choose which type of a special offer to send to a client
(actionable attribute), hoping that the right choice will result in a positive
response with a higher probability. We study how to learn to choose the value
of an actionable attribute in order to maximize the probability of a desired
outcome in predictive modeling. We emphasize that not all instances are equally
sensitive to changes in actions. Accurate choice of an action is critical for
those instances, which are on the borderline (e.g. users who do not have a
strong opinion one way or the other). We formulate three supervised learning
approaches for learning to select the value of an actionable attribute at an
instance level. We also introduce a focused training procedure which puts more
emphasis on the situations where varying the action is the most likely to take
the effect. The proof of concept experimental validation on two real-world case
studies in web analytics and e-learning domains highlights the potential of the
proposed approaches
Jefferson Digital Commons quarterly report: October-December 2018
This quarterly report includes: Articles Dissertations From the Archives Grand Rounds and Lectures Industrial Design Capstones Journals and Newsletters LabArchives Launch Masters of Public Health Capstones Posters Reports Videos What People are Saying About the Jefferson Digital Common
The reduced form as an empirical tool: a cautionary tale from the financial veil
An analysis of the limitations of the reduced-form empirical strategy as a method of testing the Modigliani-Miller model of corporate financial structure, demonstrating that an empirical strategy that is not closely tied to an underlying economic theory of behavior will usually yield estimates that are too imprecise or too unreliable to form a basis for policy.Corporations - Finance ; Investments
Optimizing simulation on shared-memory platforms: The smart cities case
Modern advancements in computing architectures have been accompanied by new emergent paradigms to run Parallel Discrete Event Simulation models efficiently. Indeed, many new paradigms to effectively use the available underlying hardware have been proposed in the literature. Among these, the Share-Everything paradigm tackles massively-parallel shared-memory machines, in order to support speculative simulation by taking into account the limits and benefits related to this family of architectures. Previous results have shown how this paradigm outperforms traditional speculative strategies (such as data-separated Time Warp systems) whenever the granularity of executed events is small. In this paper, we show performance implications of this simulation-engine organization when the simulation models have a variable granularity. To this end, we have selected a traffic model, tailored for smart cities-oriented simulation. Our assessment illustrates the effects of the various tuning parameters related to the approach, opening to a higher understanding of this innovative paradigm
- …