arXiv subjects

Jilles Vreeken

Publications and source records attributed to Jilles Vreeken.

62 records · Page 4Linked to original sources

arXiv2016

Generating Realistic Synthetic Population Datasets

Modern studies of societal phenomena rely on the availability of large datasets capturing attributes and activities of synthetic, city-level, populations. For instance, in epidemiology, synthetic population datasets are necessary to study disease propagation and intervention measures before implementation. In social science, synthetic population datasets are needed to understand how policy decisions might affect preferences and behaviors of individuals. In public health, synthetic population datasets are necessary to capture diagnostic and procedural characteristics of patient records without violating confidentialities of individuals. To generate such datasets over a large set of categorical variables, we propose the use of the maximum entropy principle to formalize a generative model such that in a statistically well-founded way we can optimally utilize given prior information about the data, and are unbiased otherwise. An efficient inference algorithm is designed to estimate the maximum entropy model, and we demonstrate how our approach is adept at estimating underlying data distributions. We evaluate this approach against both simulated data and on US census datasets, and demonstrate its feasibility using an epidemic simulation application.

cs.DB↗

arXiv2016

Beauty and Brains: Detecting Anomalous Pattern Co-Occurrences

Our world is filled with both beautiful and brainy people, but how often does a Nobel Prize winner also wins a beauty pageant? Let us assume that someone who is both very beautiful and very smart is more rare than what we would expect from the combination of the number of beautiful and brainy people. Of course there will still always be some individuals that defy this stereotype; these beautiful brainy people are exactly the class of anomaly we focus on in this paper. They do not posses intrinsically rare qualities, it is the unexpected combination of factors that makes them stand out. In this paper we define the above described class of anomaly and propose a method to quickly identify them in transaction data. Further, as we take a pattern set based approach, our method readily explains why a transaction is anomalous. The effectiveness of our method is thoroughly verified with a wide range of experiments on both real world and synthetic data.

cs.AI↗

arXiv2016

Keeping it Short and Simple: Summarising Complex Event Sequences with Multivariate Patterns

We study how to obtain concise descriptions of discrete multivariate sequential data. In particular, how to do so in terms of rich multivariate sequential patterns that can capture potentially highly interesting (cor)relations between sequences. To this end we allow our pattern language to span over the domains (alphabets) of all sequences, allow patterns to overlap temporally, as well as allow for gaps in their occurrences. We formalise our goal by the Minimum Description Length principle, by which our objective is to discover the set of patterns that provides the most succinct description of the data. To discover high-quality pattern sets directly from data, we introduce DITTO, a highly efficient algorithm that approximates the ideal result very well. Experiments show that DITTO correctly discovers the patterns planted in synthetic data. Moreover, it scales favourably with the length of the data, the number of attributes, the alphabet sizes. On real data, ranging from sensor networks to annotated text, DITTO discovers easily interpretable summaries that provide clear insight in both the univariate and multivariate structure.

cs.AI↗

arXiv2015

Canonical Divergence Analysis

We aim to analyze the relation between two random vectors that may potentially have both different number of attributes as well as realizations, and which may even not have a joint distribution. This problem arises in many practical domains, including biology and architecture. Existing techniques assume the vectors to have the same domain or to be jointly distributed, and hence are not applicable. To address this, we propose Canonical Divergence Analysis (CDA). We introduce three instantiations, each of which permits practical implementation. Extensive empirical evaluation shows the potential of our method.

stat.ML↗

arXiv2015

Flexibly Mining Better Subgroups

In subgroup discovery, also known as supervised pattern mining, discovering high quality one-dimensional subgroups and refinements of these is a crucial task. For nominal attributes, this is relatively straightforward, as we can consider individual attribute values as binary features. For numerical attributes, the task is more challenging as individual numeric values are not reliable statistics. Instead, we can consider combinations of adjacent values, i.e. bins. Existing binning strategies, however, are not tailored for subgroup discovery. That is, they do not directly optimize for the quality of subgroups, therewith potentially degrading the mining result. To address this issue, we propose FLEXI. In short, with FLEXI we propose to use optimal binning to find high quality binary features for both numeric and ordinal attributes. We instantiate FLEXI with various quality measures and show how to achieve efficiency accordingly. Experiments on both synthetic and real-world data sets show that FLEXI outperforms state of the art with up to 25 times improvement in subgroup quality.

stat.ML↗

arXiv2015

Linear-time Detection of Non-linear Changes in Massively High Dimensional Time Series

Change detection in multivariate time series has applications in many domains, including health care and network monitoring. A common approach to detect changes is to compare the divergence between the distributions of a reference window and a test window. When the number of dimensions is very large, however, the naive approach has both quality and efficiency issues: to ensure robustness the window size needs to be large, which not only leads to missed alarms but also increases runtime. To this end, we propose LIGHT, a linear-time algorithm for robustly detecting non-linear changes in massively high dimensional time series. Importantly, LIGHT provides high flexibility in choosing the window size, allowing the domain expert to fit the level of details required. To do such, we 1) perform scalable PCA to reduce dimensionality, 2) perform scalable factorization of the joint distribution, and 3) scalably compute divergences between these lower dimensional distributions. Extensive empirical evaluation on both synthetic and real-world data show that LIGHT outperforms state of the art with up to 100% improvement in both quality and efficiency.

stat.ML↗

arXiv2015

Universal Dependency Analysis

Most data is multi-dimensional. Discovering whether any subset of dimensions, or subspaces, of such data is significantly correlated is a core task in data mining. To do so, we require a measure that quantifies how correlated a subspace is. For practical use, such a measure should be universal in the sense that it captures correlation in subspaces of any dimensionality and allows to meaningfully compare correlation scores across different subspaces, regardless how many dimensions they have and what specific statistical properties their dimensions possess. Further, it would be nice if the measure can non-parametrically and efficiently capture both linear and non-linear correlations. In this paper, we propose UDS, a multivariate correlation measure that fulfills all of these desiderata. In short, we define \uds based on cumulative entropy and propose a principled normalization scheme to bring its scores across different subspaces to the same domain, enabling universal correlation assessment. UDS is purely non-parametric as we make no assumption on data distributions nor types of correlation. To compute it on empirical data, we introduce an efficient and non-parametric method. Extensive experiments show that UDS outperforms state of the art.

stat.ML↗

arXiv2014

VoG: Summarizing and Understanding Large Graphs

How can we succinctly describe a million-node graph with a few simple sentences? How can we measure the "importance" of a set of discovered subgraphs in a large graph? These are exactly the problems we focus on. Our main ideas are to construct a "vocabulary" of subgraph-types that often occur in real graphs (e.g., stars, cliques, chains), and from a set of subgraphs, find the most succinct description of a graph in terms of this vocabulary. We measure success in a well-founded way by means of the Minimum Description Length (MDL) principle: a subgraph is included in the summary if it decreases the total description length of the graph. Our contributions are three-fold: (a) formulation: we provide a principled encoding scheme to choose vocabulary subgraphs; (b) algorithm: we develop \method, an efficient method to minimize the description cost, and (c) applicability: we report experimental results on multi-million-edge real graphs, including Flickr and the Notre Dame web graph.

cs.SI↗