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Piecewise Aggregate Approximation (PAA) is a competitive basic dimension reduction method for high-dimensional time series mining. When deployed, however, the limitations are obvious that some important information will be missed,…

Machine Learning · Computer Science 2019-07-02 Chunkai Zhang , Yingyang Chen , Ao Yin , Zhen Qin , Xing Zhang , Keli Zhang , Zoe L. Jiang

A representative model in integrative analysis of two high-dimensional correlated datasets is to decompose each data matrix into a low-rank common matrix generated by latent factors shared across datasets, a low-rank distinctive matrix…

Machine Learning · Statistics 2022-04-06 Hai Shu , Zhe Qu

Most of current anomaly detection models assume that the normal pattern remains same all the time. However, the normal patterns of Web services change dramatically and frequently. The model trained on old-distribution data is outdated after…

Machine Learning · Computer Science 2024-02-26 Feiyi Chen , Zhen Qin , Yingying Zhang , Shuiguang Deng , Yi Xiao , Guansong Pang , Qingsong Wen

Anomalies are cases that are in some way unusual and do not appear to fit the general patterns present in the dataset. Several conceptualizations exist to distinguish between different types of anomalies. However, these are either too…

Machine Learning · Computer Science 2021-07-06 Ralph Foorthuis

Anderson Acceleration (AA) is a method to accelerate the convergence of fixed point iterations for nonlinear, algebraic systems of equations. Due to the requirement of solving a least squares problem at each iteration and a reliance on…

Numerical Analysis · Mathematics 2023-05-08 Shelby Lockhart , David J. Gardner , Carol S. Woodward , Stephen Thomas , Luke N. Olson

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

This paper tackles the problem of decomposing binary data using matrix factorization. We consider the family of mean-parametrized Bernoulli models, a class of generative models that are well suited for modeling binary data and enables…

Machine Learning · Computer Science 2022-07-27 Paul Magron , Cédric Févotte

Heterogeneity is an unwanted variation when analyzing aggregated datasets from multiple sources. Though different methods have been proposed for heterogeneity adjustment, no systematic theory exists to justify these methods. In this work,…

Methodology · Statistics 2016-02-18 Jianqing Fan , Han Liu , Weichen Wang , Ziwei Zhu

Background: A universal unanswered question in neuroscience and machine learning is whether computers can decode the patterns of the human brain. Multi-Voxels Pattern Analysis (MVPA) is a critical tool for addressing this question. However,…

Machine Learning · Statistics 2017-10-06 Muhammad Yousefnezhad , Daoqiang Zhang

Discovering causal relations among observed variables in a given data set is a main topic in studies of statistics and artificial intelligence. Recently, some techniques to discover an identifiable causal structure have been explored based…

Machine Learning · Computer Science 2012-02-20 Takanori Inazumi , Takashi Washio , Shohei Shimizu , Joe Suzuki , Akihiro Yamamoto , Yoshinobu Kawahara

When modeling multivariate data, one might have an extra parameter of contextual information that could be used to treat some observations as more similar to others. For example, images of faces can vary by age, and one would expect the…

Computer Vision and Pattern Recognition · Computer Science 2018-02-06 Ajay Gupta , Adrian Barbu

Binary classification is one of the most common problem in machine learning. It consists in predicting whether a given element belongs to a particular class. In this paper, a new algorithm for binary classification is proposed using a…

Machine Learning · Computer Science 2019-03-12 Alexandre Quemy

Topological Data Analysis (TDA) is a novel statistical technique, particularly powerful for the analysis of large and high dimensional data sets. Much of TDA is based on the tool of persistent homology, represented visually via persistence…

Applications · Statistics 2017-11-07 Sarit Agami , Robert J. Adler

Topological Data Analysis (TDA) is an emergent field that aims to discover topological information hidden in a dataset. TDA tools have been commonly used to create filters and topological descriptors to improve Machine Learning (ML)…

Machine Learning · Computer Science 2021-02-09 Rolando Kindelan , José Frías , Mauricio Cerda , Nancy Hitschfeld

When a financial institution declines an application for credit, an adverse action (AA) is said to occur. The applicant is then entitled to an explanation for the negative decision. This paper focuses on credit decisions based on a…

Machine Learning · Statistics 2022-04-27 Vijayan N. Nair , Tianshu Feng , Linwei Hu , Zach Zhang , Jie Chen , Agus Sudjianto

Evaluating synthetic tabular data is challenging, since they can differ from the real data in so many ways. There exist numerous metrics of synthetic data quality, ranging from statistical distances to predictive performance, often…

Machine Learning · Computer Science 2025-04-30 Jan Kapar , Niklas Koenen , Martin Jullum

One of the most common pitfalls often found in high dimensional biological data sets are correlations between the features. This may lead to statistical and machine learning methodologies overvaluing or undervaluing these correlated…

Machine Learning · Computer Science 2021-11-18 Troy Maaslandand , João Pereira , Diogo Bastos , Marcus de Goffau , Max Nieuwdorp , Aeilko H. Zwinderman , Evgeni Levin

The AAA algorithm, introduced in 2018, computes best or near-best rational approximations to functions or data on subsets of the real line or the complex plane. It is much faster and more robust than previous algorithms for such problems…

Numerical Analysis · Mathematics 2023-12-07 Yuji Nakatsukasa , Olivier Sete , Lloyd N. Trefethen

Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to the case where all levels of a factor…

Methodology · Statistics 2013-03-15 Steven Geinitz , Reinhard Furrer

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

Optimization and Control · Mathematics 2020-12-08 Raghu Pasupathy , Yongjia Song