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Time series model selection with a meta-learning approach; evidence from a pool of forecasting algorithms
Barak, Sasan, Nasiri, Mahdi, Rostamzadeh, Mehrdad
One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the best forecasting method with consideration of the time series characteristics. In this paper, we propose a novel approach to focusing on some of the unanswered questions resulting from the use of meta-learning in time series forecasting. Therefore, three main gaps in previous works are addressed including, analyzing various subsets of top forecasters as inputs for meta-learners; evaluating the effect of forecasting error measures; and assessing the role of the dimensionality of the feature space on the forecasting errors of meta-learners. All of these objectives are achieved with the help of a diverse state-of-the-art pool of forecasters and meta-learners. For this purpose, first, a pool of forecasting algorithms is implemented on the NN5 competition dataset and ranked based on the two error measures. Then, six machine-learning classifiers known as meta-learners, are trained on the extracted features of the time series in order to assign the most suitable forecasting method for the various subsets of the pool of forecasters. Furthermore, two-dimensionality reduction methods are implemented in order to investigate the role of feature space dimension on the performance of meta-learners. In general, it was found that meta-learners were able to defeat all of the individual benchmark forecasters; this performance was improved even after applying the feature selection method.
Iterative Hard Thresholding for Low CP-rank Tensor Models
Grotheer, Rachel, Li, Shuang, Ma, Anna, Needell, Deanna, Qin, Jing
Recovery of low-rank matrices from a small number of linear measurements is now well-known to be possible under various model assumptions on the measurements. Such results demonstrate robustness and are backed with provable theoretical guarantees. However, extensions to tensor recovery have only recently began to be studied and developed, despite an abundance of practical tensor applications. Recently, a tensor variant of the Iterative Hard Thresholding method was proposed and theoretical results were obtained that guarantee exact recovery of tensors with low Tucker rank. In this paper, we utilize the same tensor version of the Restricted Isometry Property (RIP) to extend these results for tensors with low CANDECOMP/PARAFAC (CP) rank. In doing so, we leverage recent results on efficient approximations of CP decompositions that remove the need for challenging assumptions in prior works. We complement our theoretical findings with empirical results that showcase the potential of the approach.
Efficient Cross-Validation of Echo State Networks
Lukoลกeviฤius, Mantas, Uselis, Arnas
Echo State Networks (ESNs) are known for their fast and precise one-shot learning of time series. But they often need good hyper-parameter tuning for best performance. For this good validation is key, but usually, a single validation split is used. In this rather practical contribution we suggest several schemes for cross-validating ESNs and introduce an efficient algorithm for implementing them. The component that dominates the time complexity of the already quite fast ESN training remains constant (does not scale up with $k$) in our proposed method of doing $k$-fold cross-validation. The component that does scale linearly with $k$ starts dominating only in some not very common situations. Thus in many situations $k$-fold cross-validation of ESNs can be done for virtually the same time complexity as a simple single split validation. Space complexity can also remain the same. We also discuss when the proposed validation schemes for ESNs could be beneficial and empirically investigate them on several different real-world datasets.
A General Data Renewal Model for Prediction Algorithms in Industrial Data Analytics
Wang, Hongzhi, Yang, Yijie, Song, Yang
In industrial data analytics, one of the fundamental problems is to utilize the temporal correlation of the industrial data to make timely predictions in the production process, such as fault prediction and yield prediction. However, the traditional prediction models are fixed while the conditions of the machines change over time, thus making the errors of predictions increase with the lapse of time. In this paper, we propose a general data renewal model to deal with it. Combined with the similarity function and the loss function, it estimates the time of updating the existing prediction model, then updates it according to the evaluation function iteratively and adaptively. We have applied the data renewal model to two prediction algorithms. The experiments demonstrate that the data renewal model can effectively identify the changes of data, update and optimize the prediction model so as to improve the accuracy of prediction.
An End-to-End Encrypted Neural Network for Gradient Updates Transmission in Federated Learning
Federated learning is a distributed learning method to train a shared model by aggregating the locally-computed gradient updates. In federated learning, bandwidth and privacy are two main concerns of gradient updates transmission. This paper proposes an end-to-end encrypted neural network for gradient updates transmission. This network first encodes the input gradient updates to a lower-dimension space in each client, which significantly mitigates the pressure of data communication in federated learning. The encoded gradient updates are directly recovered as a whole, i.e. the aggregated gradient updates of the trained model, in the decoding layers of the network on the server. In this way, gradient updates encrypted in each client are not only prevented from interception during communication, but also unknown to the server. Based on the encrypted neural network, a novel federated learning framework is designed in real applications. Experimental results show that the proposed network can effectively achieve two goals, privacy protection and data compression, under a little sacrifice of the model accuracy in federated learning.
The Learning of Fuzzy Cognitive Maps With Noisy Data: A Rapid and Robust Learning Method With Maximum Entropy
Feng, Guoliang, Lu, Wei, Pedrycz, Witold, Yang, Jianhua, Liu, Xiaodong
Numerous learning methods for fuzzy cognitive maps (FCMs), such as the Hebbian-based and the population-based learning methods, have been developed for modeling and simulating dynamic systems. However, these methods are faced with several obvious limitations. Most of these models are extremely time consuming when learning the large-scale FCMs with hundreds of nodes. Furthermore, the FCMs learned by those algorithms lack robustness when the experimental data contain noise. In addition, reasonable distribution of the weights is rarely considered in these algorithms, which could result in the reduction of the performance of the resulting FCM. In this article, a straightforward, rapid, and robust learning method is proposed to learn FCMs from noisy data, especially, to learn large-scale FCMs. The crux of the proposed algorithm is to equivalently transform the learning problem of FCMs to a classic-constrained convex optimization problem in which the least-squares term ensures the robustness of the well-learned FCM and the maximum entropy term regularizes the distribution of the weights of the well-learned FCM. A series of experiments covering two frequently used activation functions (the sigmoid and hyperbolic tangent functions) are performed on both synthetic datasets with noise and real-world datasets. The experimental results show that the proposed method is rapid and robust against data containing noise and that the well-learned weights have better distribution. In addition, the FCMs learned by the proposed method also exhibit superior performance in comparison with the existing methods. Index Terms-Fuzzy cognitive maps (FCMs), maximum entropy, noisy data, rapid and robust learning.
LEAP nets for power grid perturbations
Donnot, Benjamin, Donon, Balthazar, Guyon, Isabelle, Liu, Zhengying, Marot, Antoine, Panciatici, Patrick, Schoenauer, Marc
We propose a novel neural network embedding approach to model power transmission grids, in which high voltage lines are disconnected and reconnected with one-another from time to time, either accidentally or willfully. We call our architecture LEAP net, for Latent Encoding of Atypical Perturbation. Our method implements a form of transfer learning, permitting to train on a few source domains, then generalize to new target domains, without learning on any example of that domain. We evaluate the viability of this technique to rapidly assess curative actions that human operators take in emergency situations, using real historical data, from the French high voltage power grid.Figure 1: Electricity is transported from production nodes (top) to consumption nodes (bottom), through lines (green and red edges) connected at substations (black circles), forming a transmission grid of a given topology ฯ . Injections x ( x 1, x 2, x 3, x 4) (production or consumption) add up to zero.
NL-LinkNet: Toward Lighter but More Accurate Road Extraction with Non-Local Operations
Wang, Yooseung, Seo, Junghoon, Jeon, Taegyun
Road extraction from very high resolution satellite images is one of the most important topics in the field of remote sensing. For the road segmentation problem, spatial properties of the data can usually be captured using Convolutional Neural Networks. However, this approach only considers a few local neighborhoods at a time and has difficulty capturing long-range dependencies. In order to overcome the problem, we propose Non-Local LinkNet with non-local blocks that can grasp relations between global features. It enables each spatial feature point to refer to all other contextual information and results in more accurate road segmentation. In detail, our method achieved 65.00\% mIOU scores on the DeepGlobe 2018 Road Extraction Challenge dataset. Our best model outperformed D-LinkNet, 1st-ranked solution, by a significant gap of mIOU 0.88\% with much less number of parameters. We also present empirical analyses on proper usage of non-local blocks for the baseline model.
Implicit Deep Learning
Ghaoui, Laurent El, Gu, Fangda, Travacca, Bertrand, Askari, Armin
We define a new class of "implicit" deep learning prediction rules that generalize the recursive rules of feedforward neural networks. These models are based on the solution of a fixed-point equation involving a single a vector of hidden features, which is thus only implicitly defined. The new framework greatly simplifies the notation of deep learning, and opens up new possibilities, in terms of novel architectures and algorithms, robustness analysis and design, interpretability, sparsity, and network architecture optimization.
Estimation of Spectral Clustering Hyper Parameters
Robust automation of analysis procedures capable of handling diverse data sets is critical for high data throughput experiments at the Linac Coherent Light Source (LCLS). One challenge encountered in this process is determining the number of clusters required for the execution of conventional clustering algorithms. It is demonstrated here that bi-cross validation of the inverted and regularized Laplacian, used in the spectral clustering algorithm, yields a robust minimum at the predicted number of clusters and kernel hyper parameters. These results indicate that the process of estimating the number of clusters should not be divorced from the process of estimating other hyper parameters. Applying this method to LCLS xray scattering data demonstrates the ability to identify clusters of dropped shots without manually setting boundaries on detector fluence and provides a path towards identifying rare events.