Energy consumption plays a vital role in mobile App development for developers and end-users, and it is considered one of the most crucial factors for purchasing a smartphone. In addition, in terms of sustainability, it is essential to find methods to reduce the energy consumption of mobile devices since the extensive use of billions of smartphones worldwide significantly impacts the environment. Despite the existence of several energy-efficient programming practices in Android, the leading mobile ecosystem, machine learning-based energy prediction algorithms for mobile App development have yet to be reported. Therefore, this paper proposes a histogram-based gradient boosting classification machine (HGBC), boosted by a metaheuristic approach, for energy prediction in mobile App development. Our metaheuristic approach is responsible for two issues. First, it finds redundant and irrelevant features without any noticeable change in performance. Second, it performs a hyper-parameter tuning for the HGBC algorithm. Since our proposed metaheuristic approach is algorithm-independent, we selected 12 algorithms for the search strategy to find the optimal search algorithm. Our finding shows that a success-history-based parameter adaption for differential evolution with linear population size (L-SHADE) offers the best performance. It can improve performance and decrease the number of features effectively. Our extensive set of experiments clearly shows that our proposed approach can provide significant results for energy consumption prediction.

With the increasing popularity of Internet of Things (IoT) devices, there is a growing need for energy-efficient Machine Learning (ML) models that can run on constrained edge nodes. Decision tree ensembles, such as Random Forests (RFs) and Gradient Boosting (GBTs), are particularly suited for this task, given their relatively low complexity compared to other alternatives. However, their inference time and energy costs are still significant for edge hardware. Given that said costs grow linearly with the ensemble size, this paper proposes the use of dynamic ensembles, that adjust the number of executed trees based both on a latency/energy target and on the complexity of the processed input, to trade-off computational cost and accuracy. We focus on deploying these algorithms on multi-core low-power IoT devices, designing a tool that automatically converts a Python ensemble into optimized C code, and exploring several optimizations that account for the available parallelism and memory hierarchy. We extensively benchmark both static and dynamic RFs and GBTs on three state-of-the-art IoT-relevant datasets, using an 8-core ultra-lowpower System-on-Chip (SoC), GAP8, as the target platform. Thanks to the proposed early-stopping mechanisms, we achieve an energy reduction of up to 37.9% with respect to static GBTs (8.82 uJ vs 14.20 uJ per inference) and 41.7% with respect to static RFs (2.86 uJ vs 4.90 uJ per inference), without losing accuracy compared to the static model.

We introduce a machine-learning-based tool for the Lean proof assistant that suggests relevant premises for theorems being proved by a user. The design principles for the tool are (1) tight integration with the proof assistant, (2) ease of use and installation, (3) a lightweight and fast approach. For this purpose, we designed a custom version of the random forest model, trained in an online fashion. It is implemented directly in Lean, which was possible thanks to the rich and efficient metaprogramming features of Lean 4. The random forest is trained on data extracted from mathlib -- Lean's mathematics library. We experiment with various options for producing training features and labels. The advice from a trained model is accessible to the user via the suggest_premises tactic which can be called in an editor while constructing a proof interactively.

Diagnosis in PV systems aims to detect, locate and identify faults. Diagnosing these faults is vital to guarantee energy production and extend the useful life of PV power plants. In the literature, multiple machine learning approaches have been proposed for this purpose. However, few of these works have paid special attention to the detection of fine faults and the specialized process of extraction and selection of features for their classification. A fine fault is one whose characteristic signature is difficult to distinguish to that of a healthy panel. As a contribution to the detection of fine faults (especially of the snail trail type), this article proposes an innovative approach based on the Random Forest (RF) algorithm. This approach uses a complex feature extraction and selection method that improves the computational time of fault classification while maintaining high accuracy.

Understanding the differences between machine learning (ML) models is of interest in scenarios ranging from choosing amongst a set of competing models, to updating a deployed model with new training data. In these cases, we wish to go beyond differences in overall metrics such as accuracy to identify where in the feature space do the differences occur. We formalize this problem of model differencing as one of predicting a dissimilarity function of two ML models' outputs, subject to the representation of the differences being human-interpretable. Our solution is to learn a Joint Surrogate Tree (JST), which is composed of two conjoined decision tree surrogates for the two models. A JST provides an intuitive representation of differences and places the changes in the context of the models' decision logic. Context is important as it helps users to map differences to an underlying mental model of an AI system. We also propose a refinement procedure to increase the precision of a JST. We demonstrate, through an empirical evaluation, that such contextual differencing is concise and can be achieved with no loss in fidelity over naive approaches.

In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be constructed from given data. In contrast, some studies, including this paper, used the trees to represent stochastic data observation processes behind given data. Moreover, they derived the statistically optimal prediction, which is robust against overfitting, based on the Bayesian decision theory by assuming a prior distribution for the trees. However, these studies still have a problem in computing this Bayes optimal prediction because it involves an infeasible summation for all division patterns of a feature space, which is represented by the trees and some parameters. In particular, an open problem is a summation with respect to combinations of division axes, i.e., the assignment of features to inner nodes of the tree. We solve this by a Markov chain Monte Carlo method, whose step size is adaptively tuned according to a posterior distribution for the trees.

Early identification of high risk heart failure (HF) patients is key to timely allocation of life-saving therapies. Hemodynamic assessments can facilitate risk stratification and enhance understanding of HF trajectories. However, risk assessment for HF is a complex, multi-faceted decision-making process that can be challenging. Previous risk models for HF do not integrate invasive hemodynamics or support missing data, and use statistical methods prone to bias or machine learning methods that are not interpretable. To address these limitations, this paper presents CARNA, a hemodynamic risk stratification and phenotyping framework for advanced HF that takes advantage of the explainability and expressivity of machine learned Multi-Valued Decision Diagrams (MVDDs). This interpretable framework learns risk scores that predict the probability of patient outcomes, and outputs descriptive patient phenotypes (sets of features and thresholds) that characterize each predicted risk score. CARNA incorporates invasive hemodynamics and can make predictions on missing data. The CARNA models were trained and validated using a total of five advanced HF patient cohorts collected from previous trials, and compared with six established HF risk scores and three traditional ML risk models. CARNA provides robust risk stratification, outperforming all previous benchmarks. Although focused on advanced HF, the CARNA framework is general purpose and can be used to learn risk stratifications for other diseases and medical applications.

When using machine learning for fault detection, a common problem is the fact that most data sets are very unbalanced, with the minority class (a fault) being the interesting one. In this paper, we investigate the usage of Venn-Abers predictors, looking specifically at the effect on the minority class predictions. A key property of Venn-Abers predictors is that they output well-calibrated probability intervals. In the experiments, we apply Venn-Abers calibration to decision trees, random forests and XGBoost models, showing how both overconfident and underconfident models are corrected. In addition, the benefit of using the valid probability intervals produced by Venn-Abers for decision support is demonstrated. When using techniques producing opaque underlying models, e.g., random forest and XGBoost, each prediction will consist of not only the label, but also a valid probability interval, where the width is an indication of the confidence in the estimate. Adding Venn-Abers on top of a decision tree allows inspection and analysis of the model, to understand both the underlying relationship, and finding out in which parts of feature space that the model is accurate and/or confident.

The increased predictive power of machine learning models comes at the cost of increased complexity and loss of interpretability, particularly in comparison to parametric statistical models. This trade-off has led to the emergence of eXplainable AI (XAI) which provides methods, such as local explanations (LEs) and local variable attributions (LVAs), to shed light on how a model use predictors to arrive at a prediction. These provide a point estimate of the linear variable importance in the vicinity of a single observation. However, LVAs tend not to effectively handle association between predictors. To understand how the interaction between predictors affects the variable importance estimate, we can convert LVAs into linear projections and use the radial tour. This is also useful for learning how a model has made a mistake, or the effect of outliers, or the clustering of observations. The approach is illustrated with examples from categorical (penguin species, chocolate types) and quantitative (soccer/football salaries, house prices) response models. The methods are implemented in the R package cheem, available on CRAN.

One of the most popular ML algorithms, AdaBoost, can be derived from the dual of a relative entropy minimization problem subject to the fact that the positive weights on the examples sum to one. Essentially, harder examples receive higher probabilities. We generalize this setup to the recently introduced {\it tempered exponential measure}s (TEMs) where normalization is enforced on a specific power of the measure and not the measure itself. TEMs are indexed by a parameter $t$ and generalize exponential families ($t=1$). Our algorithm, $t$-AdaBoost, recovers AdaBoost~as a special case ($t=1$). We show that $t$-AdaBoost retains AdaBoost's celebrated exponential convergence rate when $t\in [0,1)$ while allowing a slight improvement of the rate's hidden constant compared to $t=1$. $t$-AdaBoost partially computes on a generalization of classical arithmetic over the reals and brings notable properties like guaranteed bounded leveraging coefficients for $t\in [0,1)$. From the loss that $t$-AdaBoost minimizes (a generalization of the exponential loss), we show how to derive a new family of {\it tempered} losses for the induction of domain-partitioning classifiers like decision trees. Crucially, strict properness is ensured for all while their boosting rates span the full known spectrum. Experiments using $t$-AdaBoost+trees display that significant leverage can be achieved by tuning $t$.