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catch22: CAnonical Time-series CHaracteristics

arXiv.org Machine Learning

Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based representation of time series for a given application can be achieved through systematic comparison across a comprehensive time-series feature library, such as those in the hctsa toolbox. However, this approach is computationally expensive and involves evaluating many similar features, limiting the widespread adoption of feature-based representations of time series for real-world applications. In this work, we introduce a method to infer small sets of time-series features that (i) exhibit strong classification performance across a given collection of time-series problems, and (ii) are minimally redundant. Applying our method to a set of 93 time-series classification datasets (containing over 147000 time series) and using a filtered version of the hctsa feature library (4791 features), we introduce a generically useful set of 22 CAnonical Time-series CHaracteristics, catch22. This dimensionality reduction, from 4791 to 22, is associated with an approximately 1000-fold reduction in computation time and near linear scaling with time-series length, despite an average reduction in classification accuracy of just 7%. catch22 captures a diverse and interpretable signature of time series in terms of their properties, including linear and non-linear autocorrelation, successive differences, value distributions and outliers, and fluctuation scaling properties. We provide an efficient implementation of catch22, accessible from many programming environments, that facilitates feature-based time-series analysis for scientific, industrial, financial and medical applications using a common language of interpretable time-series properties.


Learning to Project in Multi-Objective Binary Linear Programming

arXiv.org Machine Learning

In this paper, we investigate the possibility of improving the performance of multi-objective optimization solution approaches using machine learning techniques. Specifically, we focus on multi-objective binary linear programs and employ one of the most effective and recently developed criterion space search algorithms, the so-called KSA, during our study. This algorithm computes all nondominated points of a problem with p objectives by searching on a projected criterion space, i.e., a (p-1)-dimensional criterion apace. We present an effective and fast learning approach to identify on which projected space the KSA should work. We also present several generic features/variables that can be used in machine learning techniques for identifying the best projected space. Finally, we present an effective bi-objective optimization based heuristic for selecting the best subset of the features to overcome the issue of overfitting in learning. Through an extensive computational study over 2000 instances of tri-objective Knapsack and Assignment problems, we demonstrate that an improvement of up to 12% in time can be achieved by the proposed learning method compared to a random selection of the projected space.


Benefits and Pitfalls of the Exponential Mechanism with Applications to Hilbert Spaces and Functional PCA

arXiv.org Machine Learning

The exponential mechanism is a fundamental tool of Differential Privacy (DP) due to its strong privacy guarantees and flexibility. We study its extension to settings with summaries based on infinite dimensional outputs such as with functional data analysis, shape analysis, and nonparametric statistics. We show that one can design the mechanism with respect to a specific base measure over the output space, such as a Guassian process. We provide a positive result that establishes a Central Limit Theorem for the exponential mechanism quite broadly. We also provide an apparent negative result, showing that the magnitude of the noise introduced for privacy is asymptotically non-negligible relative to the statistical estimation error. We develop an \ep-DP mechanism for functional principal component analysis, applicable in separable Hilbert spaces. We demonstrate its performance via simulations and applications to two datasets.


A Generalisation of AGM Contraction and Revision to Fragments of First-Order Logic

Journal of Artificial Intelligence Research

AGM contraction and revision assume an underlying logic that contains propositional logic. Consequently, this assumption excludes many useful logics such as the Horn fragment of propositional logic and most description logics. Our goal in this paper is to generalise AGM contraction and revision to (near-)arbitrary fragments of classical first-order logic. To this end, we first define a very general logic that captures these fragments. In so doing, we make the modest assumptions that a logic contains conjunction and that information is expressed by closed formulas or sentences. The resulting logic is called first-order conjunctive logic or FC logic for short. We then take as the point of departure the AGM approach of constructing contraction functions through epistemic entrenchment, that is the entrenchment-based contraction. We redefine entrenchment-based contraction in ways that apply to any FC logic, which we call FC contraction. We prove a representation theorem showing its compliance with all the AGM contraction postulates except for the controversial recovery postulate. We also give methods for constructing revision functions through epistemic entrenchment which we call FC revision; which also apply to any FC logic. We show that if the underlying FC logic contains tautologies then FC revision complies with all the AGM revision postulates. Finally, in the context of FC logic, we provide three methods for generating revision functions via a variant of the Levi Identity, which we call contraction, withdrawal and cut generated revision, and explore the notion of revision equivalence. We show that withdrawal and cut generated revision coincide with FC revision and so does contraction generated revision under a finiteness condition.


Embracing robotic automation during the evolution of finance

#artificialintelligence

The growth of'digital labour' will affect organisations for many years to come. In the short term, some organisations may struggle with disparate and uncoordinated automation initiatives, as well as fragmented underlying IT systems and applications. There will be continuing uncertainty over where to best start, when and how to invest in automation. This report, commissioned by ACCA (the Association of Chartered Certified Accountants), CA ANZ (Chartered Accountants Australia and New Zealand) in collaboration with KPMG, explores the significant opportunities automation presents for the finance function. The report shares results of a global survey and draws insights from leading organisations around the world on the adoption of robotics in finance.


Amazon's Scout is cute but it won't bring humans and robots closer

Engadget

With the introduction of its latest delivery drone iteration, the Scout, Amazon is once again reassuring the shopping public that automated package delivery services are just just around the corner. Just as they've been promising since 2013, when founder Jeff Bezos went on 60 Minutes and claimed that the technology would be commonplace within 5 years. But unfortunately for his predictions, the march of progress rarely sticks to a set schedule. Over the past half decade, a litany of companies worldwide have sought to build and deploy dozens of drone-based delivery services, with varying degrees of success. Last May, Ele.me, Alibaba's online meal ordering service, began using drones in Jinshan Industrial Park to get meals to mouths in just 20 minutes, a fraction of the time it'd take a human courier to drive through Shanghai traffic.


Learning Choice Functions

arXiv.org Machine Learning

We study the problem of learning choice functions, which play an important role in various domains of application, most notably in the field of economics. Formally, a choice function is a mapping from sets to sets: Given a set of choice alternatives as input, a choice function identifies a subset of most preferred elements. Learning choice functions from suitable training data comes with a number of challenges. For example, the sets provided as input and the subsets produced as output can be of any size. Moreover, since the order in which alternatives are presented is irrelevant, a choice function should be symmetric. Perhaps most importantly, choice functions are naturally context-dependent, in the sense that the preference in favor of an alternative may depend on what other options are available. We formalize the problem of learning choice functions and present two general approaches based on two representations of context-dependent utility functions. Both approaches are instantiated by means of appropriate neural network architectures, and their performance is demonstrated on suitable benchmark tasks.


Decentralized Online Learning: Take Benefits from Others' Data without Sharing Your Own to Track Global Trend

arXiv.org Machine Learning

Decentralized Online Learning (online learning in decentralized networks) attracts more and more attention, since it is believed that Decentralized Online Learning can help the data providers cooperatively better solve their online problems without sharing their private data to a third party or other providers. Typically, the cooperation is achieved by letting the data providers exchange their models between neighbors, e.g., recommendation model. However, the best regret bound for a decentralized online learning algorithm is $\Ocal{n\sqrt{T}}$, where $n$ is the number of nodes (or users) and $T$ is the number of iterations. This is clearly insignificant since this bound can be achieved \emph{without} any communication in the networks. This reminds us to ask a fundamental question: \emph{Can people really get benefit from the decentralized online learning by exchanging information?} In this paper, we studied when and why the communication can help the decentralized online learning to reduce the regret. Specifically, each loss function is characterized by two components: the adversarial component and the stochastic component. Under this characterization, we show that decentralized online gradient (DOG) enjoys a regret bound $\Ocal{n\sqrt{T}G + \sqrt{nT}\sigma}$, where $G$ measures the magnitude of the adversarial component in the private data (or equivalently the local loss function) and $\sigma$ measures the randomness within the private data. This regret suggests that people can get benefits from the randomness in the private data by exchanging private information. Another important contribution of this paper is to consider the dynamic regret -- a more practical regret to track users' interest dynamics. Empirical studies are also conducted to validate our analysis.


Differentially Private Markov Chain Monte Carlo

arXiv.org Machine Learning

Recent developments in differentially private (DP) machine learning and DP Bayesian learning have enabled learning under strong privacy guarantees for the training data subjects. In this paper, we further extend the applicability of DP Bayesian learning by presenting the first general DP Markov chain Monte Carlo (MCMC) algorithm whose privacy-guarantees are not subject to unrealistic assumptions on Markov chain convergence and that is applicable to posterior inference in arbitrary models. Our algorithm is based on a decomposition of the Barker acceptance test that allows evaluating the R\'enyi DP privacy cost of the accept-reject choice. We further show how to improve the DP guarantee through data subsampling and approximate acceptance tests.


On the Expressive Power of Deep Fully Circulant Neural Networks

arXiv.org Machine Learning

In this paper, we study deep fully circulant neural networks, that is deep neural networks in which all weight matrices are circulant ones. We show that these networks outperform the recently introduced deep networks with other types of structured layers. Besides introducing principled techniques for training these models, we provide theoretical guarantees regarding their expressivity. Indeed, we prove that the function space spanned by circulant networks of bounded depth includes the one spanned by dense networks with specific properties on their rank. We conduct a thorough experimental study to compare the performance of deep fully circulant networks with state of the art models based on structured matrices and with dense models. We show that our models achieve better accuracy than their structured alternatives while required 2x fewer weights as the next best approach. Finally we train deep fully circulant networks to build a compact and accurate models on a real world video classification dataset with over 3.8 million training examples.