Granger Causality Network
We present a new framework for learning Granger causality networks for multivariate categorical time series, based on the mixture transition distribution (MTD) model. Traditionally, MTD is plagued by a nonconvex objective, non-identifiability, and presence of many local optima. To circumvent these problems, we recast inference in the MTD as a convex problem. The new formulation facilitates the application of MTD to high-dimensional multivariate time series. As a baseline, we also formulate a multi-output logistic autoregressive model (mLTD), which while a straightforward extension of autoregressive Bernoulli generalized linear models, has not been previously applied to the analysis of multivariate categorial time series. We develop novel identifiability conditions of the MTD model and compare them to those for mLTD. We further devise novel and efficient optimization algorithm for the MTD based on the new convex formulation, and compare the MTD and mLTD in both simulated and real data experiments. Our approach simultaneously provides a comparison of methods for network inference in categorical time series and opens the door to modern, regularized inference with the MTD model. …

Personalized Evolving Model for Social Network and Opinion (PENO)
Network dynamics has always been a meaningful topic deserving exploration in the realm of academy. previous network models contain two parts: (1) generating structure as per user property; (2) changing property as per network structure. Properties in these models, however, cannot be interpreted to concept in prevalent social theories or empirical truth. Also, they usually treat everyone in an uniform fashion. While such assumption is quite misguiding, and thus saliently limits their performance. To overcome these flaws, we devise a personalized evolving model for social network and opinion (PENO), where citizens’ ideology is revealed by variable opinions and four dimensions of personality are considered for each entity – leadership, openness, agreeableness, and neuroticism. Opinion propagates via social tie, tie generates from opinion affinity, and personalities integrally work with opinion and tie across evolution. To our best knowledge, PENO is the first attempt to introduce personality impact in network dynamics and verify social science with reasonable visualization during simulation. We also present its probabilistic graph and conceive iterative learning algorithm. Experiments show PENO outperforms several state-of-the-art baselines over two typical prediction tasks – congress voting prediction for legislative bills and friendship prediction on a book-commenting website. Finally, we discuss its scalability to do multi-task learning and transfer learning in daily scenarios. …

Eligibility Traces
Eligibility traces are one of the basic mechanisms of reinforcement learning. For example, in the popular TD(lambda) algorithm, the lambda refers to the use of an eligibility trace. Almost any temporal-difference (TD) method, such as Q-learning or Sarsa, can be combined with eligibility traces to obtain a more general method that may learn more efficiently.
There are two ways to view eligibility traces. The more theoretical view, which we emphasize here, is that they are a bridge from TD to Monte Carlo methods. When TD methods are augmented with eligibility traces, they produce a family of methods spanning a spectrum that has Monte Carlo methods at one end and one-step TD methods at the other. In between are intermediate methods that are often better than either extreme method. In this sense eligibility traces unify TD and Monte Carlo methods in a valuable and revealing way.
The other way to view eligibility traces is more mechanistic. From this perspective, an eligibility trace is a temporary record of the occurrence of an event, such as the visiting of a state or the taking of an action. The trace marks the memory parameters associated with the event as eligible for undergoing learning changes. When a TD error occurs, only the eligible states or actions are assigned credit or blame for the error. Thus, eligibility traces help bridge the gap between events and training information. Like TD methods themselves, eligibility traces are a basic mechanism for temporal credit assignment. …

Wasserstein CNN (WCNN)
Heterogeneous face recognition (HFR) aims to match facial images acquired from different sensing modalities with mission-critical applications in forensics, security and commercial sectors. However, HFR is a much more challenging problem than traditional face recognition because of large intra-class variations of heterogeneous face images and limited training samples of cross-modality face image pairs. This paper proposes a novel approach namely Wasserstein CNN (convolutional neural networks, or WCNN for short) to learn invariant features between near-infrared and visual face images (i.e. NIR-VIS face recognition). The low-level layers of WCNN are trained with widely available face images in visual spectrum. The high-level layer is divided into three parts, i.e., NIR layer, VIS layer and NIR-VIS shared layer. The first two layers aims to learn modality-specific features and NIR-VIS shared layer is designed to learn modality-invariant feature subspace. Wasserstein distance is introduced into NIR-VIS shared layer to measure the dissimilarity between heterogeneous feature distributions. So W-CNN learning aims to achieve the minimization of Wasserstein distance between NIR distribution and VIS distribution for invariant deep feature representation of heterogeneous face images. To avoid the over-fitting problem on small-scale heterogeneous face data, a correlation prior is introduced on the fully-connected layers of WCNN network to reduce parameter space. This prior is implemented by a low-rank constraint in an end-to-end network. The joint formulation leads to an alternating minimization for deep feature representation at training stage and an efficient computation for heterogeneous data at testing stage. Extensive experiments on three challenging NIR-VIS face recognition databases demonstrate the significant superiority of Wasserstein CNN over state-of-the-art methods. …