Automatic Bayesian Density Analysis

Making sense of a dataset in an automatic and unsupervised fashion is a challenging problem in statistics and AI. Classical approaches for {exploratory data analysis} are usually not flexible enough to deal with the uncertainty inherent to real-world data: they are often restricted to fixed latent interaction models and homogeneous likelihoods; they are sensitive to missing, corrupt and anomalous data; moreover, their expressiveness generally comes at the price of intractable inference. As a result, supervision from statisticians is usually needed to find the right model for the data. However, since domain experts are not necessarily also experts in statistics, we propose Automatic Bayesian Density Analysis (ABDA) to make exploratory data analysis accessible at large. Specifically, ABDA allows for automatic and efficient missing value estimation, statistical data type and likelihood discovery, anomaly detection and dependency structure mining, on top of providing accurate density estimation. Extensive empirical evidence shows that ABDA is a suitable tool for automatic exploratory analysis of mixed continuous and discrete tabular data.Comment: In proceedings of the Thirty-Third AAAI Conference on Artificial Intelligence (AAAI-19

Leveraging Node Attributes for Incomplete Relational Data

Relational data are usually highly incomplete in practice, which inspires us to leverage side information to improve the performance of community detection and link prediction. This paper presents a Bayesian probabilistic approach that incorporates various kinds of node attributes encoded in binary form in relational models with Poisson likelihood. Our method works flexibly with both directed and undirected relational networks. The inference can be done by efficient Gibbs sampling which leverages sparsity of both networks and node attributes. Extensive experiments show that our models achieve the state-of-the-art link prediction results, especially with highly incomplete relational data.Comment: Appearing in ICML 201

Modeling Individual Cyclic Variation in Human Behavior

Cycles are fundamental to human health and behavior. However, modeling cycles in time series data is challenging because in most cases the cycles are not labeled or directly observed and need to be inferred from multidimensional measurements taken over time. Here, we present CyHMMs, a cyclic hidden Markov model method for detecting and modeling cycles in a collection of multidimensional heterogeneous time series data. In contrast to previous cycle modeling methods, CyHMMs deal with a number of challenges encountered in modeling real-world cycles: they can model multivariate data with discrete and continuous dimensions; they explicitly model and are robust to missing data; and they can share information across individuals to model variation both within and between individual time series. Experiments on synthetic and real-world health-tracking data demonstrate that CyHMMs infer cycle lengths more accurately than existing methods, with 58% lower error on simulated data and 63% lower error on real-world data compared to the best-performing baseline. CyHMMs can also perform functions which baselines cannot: they can model the progression of individual features/symptoms over the course of the cycle, identify the most variable features, and cluster individual time series into groups with distinct characteristics. Applying CyHMMs to two real-world health-tracking datasets -- of menstrual cycle symptoms and physical activity tracking data -- yields important insights including which symptoms to expect at each point during the cycle. We also find that people fall into several groups with distinct cycle patterns, and that these groups differ along dimensions not provided to the model. For example, by modeling missing data in the menstrual cycles dataset, we are able to discover a medically relevant group of birth control users even though information on birth control is not given to the model.Comment: Accepted at WWW 201