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Multi-view clustering has gained broad attention owing to its capacity to exploit complementary information across multiple data views. Although existing methods demonstrate delightful clustering performance, most of them are of high time…

Machine Learning · Computer Science 2023-03-06 Xinhang Wan , Xinwang Liu , Jiyuan Liu , Siwei Wang , Yi Wen , Weixuan Liang , En Zhu , Zhe Liu , Lu Zhou

A main task in data analysis is to organize data points into coherent groups or clusters. The stochastic block model is a probabilistic model for the cluster structure. This model prescribes different probabilities for the presence of edges…

Machine Learning · Computer Science 2020-09-24 Alexander Jung

Confusion matrices and derived metrics provide a comprehensive framework for the evaluation of model performance in machine learning. These are well-known and extensively employed in the supervised learning domain, particularly…

Machine Learning · Computer Science 2023-04-05 Pablo Andretta Jaskowiak , Ivan Gesteira Costa

With advances in information acquisition technologies, multi-view data become ubiquitous. Multi-view learning has thus become more and more popular in machine learning and data mining fields. Multi-view unsupervised or semi-supervised…

Machine Learning · Computer Science 2018-04-04 Guoqing Chao , Shiliang Sun , Jinbo Bi

We propose a clustering-based iterative algorithm to solve certain optimization problems in machine learning, where we start the algorithm by aggregating the original data, solving the problem on aggregated data, and then in subsequent…

Machine Learning · Statistics 2017-01-23 Young Woong Park , Diego Klabjan

Clustering is a powerful and extensively used data science tool. While clustering is generally thought of as an unsupervised learning technique, there are also supervised variations such as Spath's clusterwise regression that attempt to…

Machine Learning · Computer Science 2023-05-09 Aravinth Chembu , Scott Sanner

Ensuring that predicted probabilities align with observed frequencies is critical in high-stakes domains such as clinical decision support, autonomous driving and financial risk assessment. Existing calibration methods typically apply a…

Machine Learning · Computer Science 2026-05-26 Tomer Lavi , Bracha Shapira , Nadav Rappoport

In a wide variety of situations, anomalies in the behaviour of a complex system, whose health is monitored through the observation of a random vector X = (X1,. .. , X d) valued in R d , correspond to the simultaneous occurrence of extreme…

Methodology · Statistics 2019-07-18 Maël Chiapino , Stéphan Clémençon , Vincent Feuillard , Anne Sabourin

This article concerns the dimension reduction in regression for large data set. We introduce a new method based on the sliced inverse regression approach, called cluster-based regularized sliced inverse regression. Our method not only keeps…

Applications · Statistics 2013-12-03 Yue Yu , Zhihong Chen , Jie Yang

Support vector clustering (SVC) is a versatile clustering technique that is able to identify clusters of arbitrary shapes by exploiting the kernel trick. However, one hurdle that restricts the application of SVC lies in its sensitivity to…

Machine Learning · Computer Science 2016-08-10 Dong Huang , Chang-Dong Wang , Jian-Huang Lai , Yun Liang , Shan Bian , Yu Chen

We consider the problem of fast time-series data clustering. Building on previous work modeling the correlation-based Hamiltonian of spin variables we present an updated fast non-expensive Agglomerative Likelihood Clustering algorithm…

Computational Finance · Quantitative Finance 2022-03-22 Lionel Yelibi , Tim Gebbie

Quality assessments of models in unsupervised learning and clustering verification in particular have been a long-standing problem in the machine learning research. The lack of robust and universally applicable cluster validity scores often…

Machine Learning · Statistics 2018-03-30 Luzie Helfmann , Johannes von Lindheim , Mattes Mollenhauer , Ralf Banisch

In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…

Machine Learning · Statistics 2016-03-14 Niharika Gauraha , Swapan K. Parui

This paper presents a theory of error in cross-validation testing of algorithms for predicting real-valued attributes. The theory justifies the claim that predicting real-valued attributes requires balancing the conflicting demands of…

Machine Learning · Computer Science 2007-05-23 Peter D. Turney

Value at Risk (VaR) and stress testing are two of the most widely used approaches in portfolio risk management to estimate potential market value losses under adverse market moves. VaR quantifies potential loss in value over a specified…

Computational Finance · Quantitative Finance 2024-10-01 Krishan Mohan Nagpal

Data clustering is a fundamental problem with a wide range of applications. Standard methods, eg the $k$-means method, usually require solving a non-convex optimization problem. Recently, total variation based convex relaxation to the…

Optimization and Control · Mathematics 2018-08-29 Guodong Xu , Yu Xia , Hui Ji

Modern graph clustering applications require the analysis of large graphs and this can be computationally expensive. In this regard, local spectral graph clustering methods aim to identify well-connected clusters around a given "seed set"…

Optimization and Control · Mathematics 2017-12-08 Kimon Fountoulakis , Farbod Roosta-Khorasan , Julian Shun , Xiang Cheng , Michael W. Mahoney

Missing values frequently arise in modern biomedical studies due to various reasons, including missing tests or complex profiling technologies for different omics measurements. Missing values can complicate the application of clustering…

Machine Learning · Statistics 2019-02-27 Shahin Boluki , Siamak Zamani Dadaneh , Xiaoning Qian , Edward R. Dougherty

Nowadays Big Data are becoming more and more important. Many sectors of our economy are now guided by data-driven decision processes. Big Data and business intelligence applications are facilitated by the MapReduce programming model while,…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-06 Alessandro Maria Rizzi

The downfall of many supervised learning algorithms, such as neural networks, is the inherent need for a large amount of training data. Although there is a lot of buzz about big data, there is still the problem of doing classification from…

Machine Learning · Computer Science 2015-09-08 Armen Aghajanyan