Agglomerative Info-Clustering
An agglomerative clustering of random variables is proposed, where clusters of random variables sharing the maximum amount of multivariate mutual information are merged successively to form larger clusters. Compared to the previous info-clustering algorithms, the agglomerative approach allows the computation to stop earlier when clusters of desired size and accuracy are obtained. An efficient algorithm is also derived based on the submodularity of entropy and the duality between the principal sequence of partitions and the principal sequence for submodular functions. …

TensOrMachine
Boolean tensor decomposition approximates data of multi-way binary relationships as product of interpretable low-rank binary factors, following the rules of Boolean algebra. Here, we present its first probabilistic treatment. We facilitate scalable sampling-based posterior inference by exploitation of the combinatorial structure of the factor conditionals. Maximum a posteriori decompositions feature higher accuracies than existing techniques throughout a wide range of simulated conditions. Moreover, the probabilistic approach facilitates the treatment of missing data and enables model selection with much greater accuracy. We investigate three real-world data-sets. First, temporal interaction networks in a hospital ward and behavioural data of university students demonstrate the inference of instructive latent patterns. Next, we decompose a tensor with more than 10 billion data points, indicating relations of gene expression in cancer patients. Not only does this demonstrate scalability, it also provides an entirely novel perspective on relational properties of continuous data and, in the present example, on the molecular heterogeneity of cancer. Our implementation is available on GitHub: https://…/LogicalFactorisationMachines. …

HARVEST Algorithm
Feature selection with high-dimensional data and a very small proportion of relevant features poses a severe challenge to standard statistical methods. We have developed a new approach (HARVEST) that is straightforward to apply, albeit somewhat computer-intensive. This algorithm can be used to pre-screen a large number of features to identify those that are potentially useful. The basic idea is to evaluate each feature in the context of many random subsets of other features. HARVEST is predicated on the assumption that an irrelevant feature can add no real predictive value, regardless of which other features are included in the subset. Motivated by this idea, we have derived a simple statistical test for feature relevance. Empirical analyses and simulations produced so far indicate that the HARVEST algorithm is highly effective in predictive analytics, both in science and business. …

Affinity
In the field of social networking services, finding similar users based on profile data is common practice. Smartphones harbor sensor and personal context data that can be used for user profiling. Yet, one vast source of personal data, that is text messaging data, has hardly been studied for user profiling. We see three reasons for this: First, private text messaging data is not shared due to their intimate character. Second, the definition of an appropriate privacy-preserving similarity measure is non-trivial. Third, assessing the quality of a similarity measure on text messaging data representing a potentially infinite set of topics is non-trivial. In order to overcome these obstacles we propose affinity, a system that assesses the similarity between text messaging histories of users reliably and efficiently in a privacy-preserving manner. Private texting data stays on user devices and data for comparison is compared in a latent format that neither allows to reconstruct the comparison words nor any original private plain text. We evaluate our approach by calculating similarities between Twitter histories of 60 US senators. The resulting similarity network reaches an average 85.0% accuracy on a political party classification task. …