Discriminative Link Prediction using Local Links, Node Features and Community Structure

A link prediction (LP) algorithm is given a graph, and has to rank, for each node, other nodes that are candidates for new linkage. LP is strongly motivated by social search and recommendation applications. LP techniques often focus on global properties (graph conductance, hitting or commute times, Katz score) or local properties (Adamic-Adar and many variations, or node feature vectors), but rarely combine these signals. Furthermore, neither of these extremes exploit link densities at the intermediate level of communities. In this paper we describe a discriminative LP algorithm that exploits two new signals. First, a co-clustering algorithm provides community level link density estimates, which are used to qualify observed links with a surprise value. Second, links in the immediate neighborhood of the link to be predicted are not interpreted at face value, but through a local model of node feature similarities. These signals are combined into a discriminative link predictor. We evaluate the new predictor using five diverse data sets that are standard in the literature. We report on significant accuracy boosts compared to standard LP methods (including Adamic-Adar and random walk). Apart from the new predictor, another contribution is a rigorous protocol for benchmarking and reporting LP algorithms, which reveals the regions of strengths and weaknesses of all the predictors studied here, and establishes the new proposal as the most robust.Comment: 10 pages, 5 figure

EC3: Combining Clustering and Classification for Ensemble Learning

Classification and clustering algorithms have been proved to be successful individually in different contexts. Both of them have their own advantages and limitations. For instance, although classification algorithms are more powerful than clustering methods in predicting class labels of objects, they do not perform well when there is a lack of sufficient manually labeled reliable data. On the other hand, although clustering algorithms do not produce label information for objects, they provide supplementary constraints (e.g., if two objects are clustered together, it is more likely that the same label is assigned to both of them) that one can leverage for label prediction of a set of unknown objects. Therefore, systematic utilization of both these types of algorithms together can lead to better prediction performance. In this paper, We propose a novel algorithm, called EC3 that merges classification and clustering together in order to support both binary and multi-class classification. EC3 is based on a principled combination of multiple classification and multiple clustering methods using an optimization function. We theoretically show the convexity and optimality of the problem and solve it by block coordinate descent method. We additionally propose iEC3, a variant of EC3 that handles imbalanced training data. We perform an extensive experimental analysis by comparing EC3 and iEC3 with 14 baseline methods (7 well-known standalone classifiers, 5 ensemble classifiers, and 2 existing methods that merge classification and clustering) on 13 standard benchmark datasets. We show that our methods outperform other baselines for every single dataset, achieving at most 10% higher AUC. Moreover our methods are faster (1.21 times faster than the best baseline), more resilient to noise and class imbalance than the best baseline method.Comment: 14 pages, 7 figures, 11 table

An ontology enhanced parallel SVM for scalable spam filter training

This is the post-print version of the final paper published in Neurocomputing. The published article is available from the link below. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. Copyright @ 2013 Elsevier B.V.Spam, under a variety of shapes and forms, continues to inflict increased damage. Varying approaches including Support Vector Machine (SVM) techniques have been proposed for spam filter training and classification. However, SVM training is a computationally intensive process. This paper presents a MapReduce based parallel SVM algorithm for scalable spam filter training. By distributing, processing and optimizing the subsets of the training data across multiple participating computer nodes, the parallel SVM reduces the training time significantly. Ontology semantics are employed to minimize the impact of accuracy degradation when distributing the training data among a number of SVM classifiers. Experimental results show that ontology based augmentation improves the accuracy level of the parallel SVM beyond the original sequential counterpart

Heuristic Strategies in Finance – An Overview

This paper presents a survey on the application of heuristic optimization techniques in the broad field of finance. Heuristic algorithms have been extensively used to tackle complex financial problems, which traditional optimization techniques cannot efficiently solve. Heuristic optimization techniques are suitable for non-linear and non-convex multi-objective optimization problems. Due to their stochastic features and their ability to iteratively update candidate solutions, heuristics can explore the entire search space and reliably approximate the global optimum. This overview reviews the main heuristic strategies and their application to portfolio selection, model estimation, model selection and financial clustering.finance, heuristic optimization techniques, portfolio management, model selection, model estimation, clustering