Quantifying uncertainty is an essential part of predictive modeling, especially in the context of high-stakes decision-making. While classification output includes data uncertainty by design in the form of class probabilities, the regression task generally aims only to predict the expected value of the target variable. Probabilistic extensions often assume parametric distributions around the expected value, optimizing the likelihood over the resulting explicit densities. However, using parametric distributions can limit practical applicability, making it difficult for models to capture skewed, multi-modal, or otherwise complex distributions. In this paper, we propose optimizing a novel nondeterministic neural network regression architecture for loss functions derived from a sample-based approximation of the continuous ranked probability score (CRPS), enabling a truly distribution-free approach by learning to sample from the target's aleatoric distribution, rather than predicting explicit densities. Our approach allows the model to learn well-calibrated, arbitrary uni- and multivariate output distributions. We evaluate the method on a variety of synthetic and real-world tasks, including uni- and multivariate problems, function inverse approximation, and standard regression uncertainty benchmarks. Finally, we make all experiment code publicly available.

In this paper, we present algorithms that learn and update temporal node embeddings on the fly for tracking and measuring node similarity over time in graph streams. Recently, several representation learning methods have been proposed that are capable of embedding nodes in a vector space in a way that captures the network structure. Most of the known techniques extract embeddings from static graph snapshots. By contrast, modeling the dynamics of the nodes in temporal networks requires evolving node representations. In order to update node representations that reflect the temporal changes in the local graph structure, we rely on ideas for data stream algorithms. For example, we assess neighborhood overlap by a MinHash fingerprint-based algorithm. To evaluate our methods, in addition to the standard link prediction task, we provide dynamic ground truth data for the quantitative evaluation of similarity search by using online updated node embeddings. In our experiments, we constructed tennis tournament Twitter mention graphs as edge streams and compiled dynamic ground truth by using tournament schedule as external source. Our new algorithms outperformed snapshot-based batch methods for both link prediction and similarity search.

Recommendation services bear great importance in e-commerce, shopping, tourism, and social media, as they aid the user in navigating through the items that are most relevant to their needs. In order to build recommender systems, organizations log the item consumption in their user sessions by using different sensors. For instance, Web sites use Web data loggers, museums and shopping centers rely on user in-door positioning systems to register user movement, and Location-Based Social Networks use Global Positioning System for out-door user tracking. Most organizations do not have a detailed history of previous activities or purchases by the user. Hence, in most cases recommenders propose items that are similar to the most recent ones viewed in the current user session. The corresponding task is called session based, and when only the last item is considered, it is referred to as item-to-item recommendation. A natural way of building next-item recommendations relies on item-to-item similarities and item-to-item transitions in the form of “people who viewed this, also viewed” lists. Such methods, however, depend on local information for the given item pairs, which can result in unstable results for items with short transaction history, especially in connection with the cold-start items that recently appeared and had no time yet to accumulate a sufficient number of transactions. In this paper, we give new algorithms by defining a global probabilistic similarity model of all the items based on Random Fields. We give a generative model for the item interactions based on arbitrary distance measures over the items, including explicit, implicit ratings and external metadata to estimate and predict item-to-item transition probabilities. We exploit our new model in two different item similarity algorithms, as well as a feature representation in a recurrent neural network based recommender. Our experiments on various publicly available data sets show that our new model outperforms simple similarity baseline methods and combines well with recent item-to-item and deep learning recommenders under several different performance metrics.