WFWei Fan

Wei Fan

*This is an algorithmically generated author record based on publicly available information.

Wei Fan has a total of 15 co-authors. Here are the top co-authors by number of shared publications:


Latest Publications

  • RS-Forest: A Rapid Density Estimator for Streaming Anomaly Detection

    by Ke Wu, Kun Zhang, Wei Fan, Andrea Edwards, Philip S. Yu

    Anomaly detection in streaming data is of high interest in numerous application domains. In this paper, we propose a novel one-class semi-supervised algorithm to detect anomalies in streaming data. Underlying the algorithm is a fast and accurate density estimator implemented by multiple fully randomized space trees (RS-Trees), named RS-Forest. The piecewise constant density estimate of each RS-tree is defined on the tree node into which an instance falls. Each incoming instance in a data stream is scored by the density estimates averaged over all trees in the forest. Two strategies, statistical attribute range estimation of high probability guarantee and dual node profiles for rapid model update, are seamlessly integrated into RS Forestto systematically address the ever-evolving nature of data streams. We derive the theoretical upper bound for the proposed algorithm and analyze its asymptotic properties via bias-variance decomposition. Empirical comparisons to the state-of-the-art methods on multiple benchmark datasets demonstrate that the proposed method features high detection rate, fast response, and insensitivity to most of the parameter settings. Algorithm implementations and datasets are available upon request.


  • Classifying Imbalanced Data Streams via Dynamic Feature Group Weighting with Importance Sampling

    by Ke Wu, Andrea Edwards, Wei Fan, Jing Gao, Kun Zhang

    Data stream classification and imbalanced data learning are two important areas of data mining research. Each has been well studied to date with many interesting algorithms developed. However, only a few approaches reported in literature address the intersection of these two fields due to their complex interplay. In this work, we proposed an importance sampling driven, dynamic feature group weighting framework (DFGW-IS) for classifying data streams of imbalanced distribution. Two components are tightly incorporated into the proposed approach to address the intrinsic characteristics of concept-drifting, imbalanced streaming data. Specifically, the ever-evolving concepts are tackled by a weighted ensemble trained on a set of feature groups with each sub-classifier (i.e. a single classifier or an ensemble) weighed by its discriminative power and stable level. The un-even class distribution, on the other hand, is typically battled by the sub-classifier built in a specific feature group with the underlying distribution rebalanced by the importance sampling technique. We derived the theoretical upper bound for the generalization error of the proposed algorithm. We also studied the empirical performance of our method on a set of benchmark synthetic and real world data, and significant improvement has been achieved over the competing algorithms in terms of standard evaluation metrics and parallel running time. Algorithm implementations and datasets are available upon request.


  • Open Access

    Generalization Bounds for Representative Domain Adaptation

    by Chao Zhang, Lei Zhang, Wei Fan, Jieping Ye

    In this paper, we propose a novel framework to analyze the theoretical properties of the learning process for a representative type of domain adaptation, which combines data from multiple sources and one target (or briefly called representative domain adaptation). In particular, we use the integral probability metric to measure the difference between the distributions of two domains and meanwhile compare it with the H-divergence and the discrepancy distance. We develop the Hoeffding-type, the Bennett-type and the McDiarmid-type deviation inequalities for multiple domains respectively, and then present the symmetrization inequality for representative domain adaptation. Next, we use the derived inequalities to obtain the Hoeffding-type and the Bennett-type generalization bounds respectively, both of which are based on the uniform entropy number. Moreover, we present the generalization bounds based on the Rademacher complexity. Finally, we analyze the asymptotic convergence and the rate of convergence of the learning process for representative domain adaptation. We discuss the factors that affect the asymptotic behavior of the learning process and the numerical experiments support our theoretical findings as well. Meanwhile, we give a comparison with the existing results of domain adaptation and the classical results under the same-distribution assumption.

  • Open Access

    Inferring the expression variability of human transposable element-derived exons by linear model analysis of deep RNA sequencing data

    by Wensheng Zhang, Andrea Edwards, Wei Fan, Zhide Fang, Prescott Deininger, Kun Zhang

    The exonization of transposable elements (TEs) has proven to be a significant mechanism for the creation of novel exons. Existing knowledge of the retention patterns of TE exons in mRNAs were mainly established by the analysis of Expressed Sequence Tag (EST) data and microarray data.


  • A Multi-graph Spectral Framework for Mining Multi-source Anomalies

    by Jing Gao, Nan Du, Wei Fan, Deepak Turaga, Srinivasan Parthasarathy, Jiawei Han