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Off-Policy Evaluation of Probabilistic Identity Data in Lookalike Modeling

arXiv.org Machine Learning

We evaluate the impact of probabilistically-constructed digital identity data collected from Sep. to Dec. 2017 (approx.), in the context of Lookalike-targeted campaigns. The backbone of this study is a large set of probabilistically-constructed "identities", represented as small bags of cookies and mobile ad identifiers with associated metadata, that are likely all owned by the same underlying user. The identity data allows to generate "identity-based", rather than "identifier-based", user models, giving a fuller picture of the interests of the users underlying the identifiers. We employ off-policy techniques to evaluate the potential of identity-powered lookalike models without incurring the risk of allowing untested models to direct large amounts of ad spend or the large cost of performing A/B tests. We add to historical work on off-policy evaluation by noting a significant type of "finite-sample bias" that occurs for studies combining modestly-sized datasets and evaluation metrics involving rare events (e.g., conversions). We illustrate this bias using a simulation study that later informs the handling of inverse propensity weights in our analyses on real data. We demonstrate significant lift in identity-powered lookalikes versus an identity-ignorant baseline: on average ~70% lift in conversion rate. This rises to factors of ~(4-32)x for identifiers having little data themselves, but that can be inferred to belong to users with substantial data to aggregate across identifiers. This implies that identity-powered user modeling is especially important in the context of identifiers having very short lifespans (i.e., frequently churned cookies). Our work motivates and informs the use of probabilistically-constructed identities in marketing. It also deepens the canon of examples in which off-policy learning has been employed to evaluate the complex systems of the internet economy.


Learning Graph Embedding with Adversarial Training Methods

arXiv.org Machine Learning

Graph embedding aims to transfer a graph into vectors to facilitate subsequent graph analytics tasks like link prediction and graph clustering. Most approaches on graph embedding focus on preserving the graph structure or minimizing the reconstruction errors for graph data. They have mostly overlooked the embedding distribution of the latent codes, which unfortunately may lead to inferior representation in many cases. In this paper, we present a novel adversarially regularized framework for graph embedding. By employing the graph convolutional network as an encoder, our framework embeds the topological information and node content into a vector representation, from which a graph decoder is further built to reconstruct the input graph. The adversarial training principle is applied to enforce our latent codes to match a prior Gaussian or Uniform distribution. Based on this framework, we derive two variants of adversarial models, the adversarially regularized graph autoencoder (ARGA) and its variational version, adversarially regularized variational graph autoencoder (ARVGA), to learn the graph embedding effectively. We also exploit other potential variations of ARGA and ARVGA to get a deeper understanding on our designs. Experimental results compared among twelve algorithms for link prediction and twenty algorithms for graph clustering validate our solutions.


Imminent Collision Mitigation with Reinforcement Learning and Vision

arXiv.org Machine Learning

Abstract-- This work examines the role of reinforcement learning in reducing the severity of on-road collisions by controlling velocity and steering in situations in which contact is imminent. We construct a model, given camera images as input, that is capable of learning and predicting the dynamics of obstacles, cars and pedestrians, and train our policy using this model. Two policies that control both braking and steering are compared against a baseline where the only action taken is (conventional) braking in a straight line. The two policies are trained using two distinct reward structures, one where any and all collisions incur a fixed penalty, and a second one where the penalty is calculated based on already established delta-v models of injury severity. The results show that both policies exceed the performance of the baseline, with the policy trained using injury models having the highest performance.


Mapping Informal Settlements in Developing Countries using Machine Learning and Low Resolution Multi-spectral Data

arXiv.org Machine Learning

Informal settlements are home to the most socially and economically vulnerable people on the planet. In order to deliver effective economic and social aid, non-government organizations (NGOs), such as the United Nations Children's Fund (UNICEF), require detailed maps of the locations of informal settlements. However, data regarding informal and formal settlements is primarily unavailable and if available is often incomplete. This is due, in part, to the cost and complexity of gathering data on a large scale. An additional complication is that the definition of an informal settlement is also very broad, which makes it a non-trivial task to collect data. This also makes it challenging to teach a machine what to look for. Due to these challenges we provide three contributions in this work. 1) A brand new machine learning data-set, purposely developed for informal settlement detection that contains a series of low and very-high resolution imagery, with accompanying ground truth annotations marking the locations of known informal settlements. 2) We demonstrate that it is possible to detect informal settlements using freely available low-resolution (LR) data, in contrast to previous studies that use very-high resolution (VHR) satellite and aerial imagery, which is typically cost-prohibitive for NGOs. 3) We demonstrate two effective classification schemes on our curated data set, one that is cost-efficient for NGOs and another that is cost-prohibitive for NGOs, but has additional utility. We integrate these schemes into a semi-automated pipeline that converts either a LR or VHR satellite image into a binary map that encodes the locations of informal settlements. We evaluate and compare our methods.


Towards Global Remote Discharge Estimation: Using the Few to Estimate The Many

arXiv.org Machine Learning

Learning hydrologic models for accurate riverine flood prediction at scale is a challenge of great importance. One of the key difficulties is the need to rely on in-situ river discharge measurements, which can be quite scarce and unreliable, particularly in regions where floods cause the most damage every year. Accordingly, in this work we tackle the problem of river discharge estimation at different river locations. A core characteristic of the data at hand (e.g. satellite measurements) is that we have few measurements for many locations, all sharing the same physics that underlie the water discharge. We capture this scenario in a simple but powerful common mechanism regression (CMR) model with a local component as well as a shared one which captures the global discharge mechanism. The resulting learning objective is non-convex, but we show that we can find its global optimum by leveraging the power of joining local measurements across sites. In particular, using a spectral initialization with provable near-optimal accuracy, we can find the optimum using standard descent methods. We demonstrate the efficacy of our approach for the problem of discharge estimation using simulations.


Learning a Generator Model from Terminal Bus Data

arXiv.org Machine Learning

Abstract--In this work we investigate approaches to reconstruct generator models from measurements available at the generator terminal bus using machine learning (ML) techniques. The goal is to develop an emulator which is trained online and is capable of fast predictive computations. The training is illustrated on synthetic data generated based on available open-source dynamical generator model. Two ML techniques were developed and tested: (a) standard vector auto-regressive (VAR) model; and (b) novel customized long short-term memory (LSTM) deep learning model. Tradeoffs in reconstruction ability between computationally light but linear AR model and powerful but computationally demanding LSTM model are established and analyzed.


Low-Cost Device Prototype for Automatic Medical Diagnosis Using Deep Learning Methods

arXiv.org Machine Learning

This paper introduces a novel low-cost device prototype for the automatic diagnosis of diseases, utilizing inputted symptoms and personal background. The engineering goal is to solve the problem of limited healthcare access with a single device. Diagnosing diseases automatically is an immense challenge, owing to their variable properties and symptoms. On the other hand, Neural Networks have developed into a powerful tool in the field of machine learning, one that is showing to be extremely promising at computing diagnosis even with inconsistent variables. In this research, a cheap device was created to allow for straightforward diagnosis and treatment of human diseases. By utilizing Deep Neural Networks (DNNs) and Convolutional Neural Networks (CNNs), outfitted on a Raspberry Pi Zero processor ($5), the device is able to detect up to 1537 different diseases and conditions and utilize a CNN for on-device visual diagnostics. The user can input the symptoms using the buttons on the device and can take pictures using the same mechanism. The algorithm processes inputted symptoms, providing diagnosis and possible treatment options for common conditions. The purpose of this work was to be able to diagnose diseases through an affordable processor with high accuracy, as it is currently achieving an accuracy of 90% for Top-5 symptom-based diagnoses, and 91% for visual skin diseases. The NNs achieve performance far above any other tested system, and its efficiency and ease of use will prove it to be a helpful tool for people around the world. This device could potentially provide low-cost universal access to vital diagnostics and treatment options.


Sparse Learning in reproducing kernel Hilbert space

arXiv.org Machine Learning

Sparse learning aims to learn the sparse structure of the true target function from the collected data, which plays a crucial role in high dimensional data analysis. This article proposes a unified and universal method for learning sparsity of M-estimators within a rich family of loss functions in a reproducing kernel Hilbert space (RKHS). The family of loss functions interested is very rich, including most commonly used ones in literature. More importantly, the proposed method is motivated by some nice properties in the induced RKHS, and is computationally efficient for large-scale data, and can be further improved through parallel computing. The asymptotic estimation and selection consistencies of the proposed method are established for a general loss function under mild conditions. It works for general loss function, admits general dependence structure, allows for efficient computation, and with theoretical guarantee. The superior performance of our proposed method is also supported by a variety of simulated examples and a real application in the human breast cancer study (GSE20194).


Adversarial Learning of a Sampler Based on an Unnormalized Distribution

arXiv.org Machine Learning

We investigate adversarial learning in the case when only an unnormalized form of the density can be accessed, rather than samples. With insights so garnered, adversarial learning is extended to the case for which one has access to an unnormalized form u(x) of the target density function, but no samples. Further, new concepts in GAN regularization are developed, based on learning from samples or from u(x). The proposed method is compared to alternative approaches, with encouraging results demonstrated across a range of applications, including deep soft Q-learning.


Modified Multidimensional Scaling and High Dimensional Clustering

arXiv.org Machine Learning

Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a unified framework that includes low, moderate and high dimensions, we study multidimensional scaling in the setting of clustering noisy data. Our results suggest that, the classical multidimensional scaling can be modified to further improve the quality of embedded samples, especially when the noise level increases. To this end, we propose {\it modified multidimensional scaling} which applies a nonlinear transformation to the sample eigenvalues. The nonlinear transformation depends on the dimensionality, sample size and moment of noise. We show that modified multidimensional scaling followed by various clustering algorithms can achieve exact recovery, i.e., all the cluster labels can be recovered correctly with probability tending to one. Numerical simulations and two real data applications lend strong support to our proposed methodology.