We propose an adaptation of the Random Forest algorithm to estimate the conditional distribution of a possibly multivariate response. We suggest a new splitting criterion based on the MMD two-sample test, which is suitable for detecting heterogeneity in multivariate distributions. The weights provided by the forest can be conveniently used as an input to other methods in order to locally solve various learning problems. The code is available as \texttt{R}-package \texttt{drf}.

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been thoroughly compared with both analysts' consensus estimation and traditional statistical models. As a result, our model has already been proved to be capable of serving as a favorable auxiliary tool for analysts to conduct better predictions on company fundamentals. Compared with previous traditional statistical models being widely adopted in the industry like Logistic Regression, our method has already achieved satisfactory advancement on both the prediction accuracy and speed. Meanwhile, we are also confident enough that there are still vast potentialities for this model to evolve, where we do hope that in the near future, the machine learning model could generate even better performances compared with professional analysts.

This lecture discusses how decision trees can be used to represent predictor functions. Variations of the basic decision tree model provide some of the most powerful machine learning methods curren... Alexander Jung uploaded a video 1 week ago Classification Methods - Duration: 46 minutes. Our focus is on linear regression methods which can be expanded by feature constructions. Guest lecture of Prof. Minna Huotilainen on learning processes in human brains. Alexander Jung subscribed to a channel 3 weeks ago Playing For Change - Channel PFC is a movement created to inspire and connect the world through music. The idea for this project came from a common belief that music has the power to break down boundaries and overcome distances SubscribeSubscribedUnsubscribe1.9M This video explains how network Lasso can be used to learn localized linear models that allow "personalized" predictions for individual data points within a network.

"Just as electricity transformed almost every industry 100 years ago, today I actually have hard time thinking of an industry that I don't think AI (Artificial Intelligence) will transform in the next several years" -- Andrew NG I have long been fascinated with these algorithms, capable of something that we can as humans barely begin to comprehend. However, even with all these resources one of the biggest setbacks any ML practitioner has ever faced would be tuning the model's hyperparameters. A hyperparameter is a parameter whose value is used to control the learning process. By contrast, the values of other parameters (typically node weights) are learned. The same kind of machine learning model can be trained on different constraints, learning rates or kernels and other such parameters to generalize to different datasets, and hence these instructions have to be tuned so that the model can optimally solve the machine learning problem.

The weighted constraint satisfaction problem (WCSP) is a powerful mathematical framework for combinatorial optimization. The branch and bound search paradigm is very successful in solving the WCSP but critically depends on the ordering in which variables are instantiated. In this paper, we introduce a new framework for dynamic variable ordering for solving the WCSP. This framework is inspired by regression decision tree learning. Variables are ordered dynamically based on samples of random assignments of values to variables as well as their corresponding total weights. Within this framework, we propose four variable ordering heuristics (sdr, inv-sdr, rr and inv-rr). We compare them with many other state-of-the-art dynamic variable ordering heuristics, and show that sdr and rr outperform them on many real-world and random benchmark instances.

Many environments currently employ machine learning models for data processing and analytics that were built using a limited number of training data points. Once deployed, the models are exposed to significant amounts of previously-unseen data, not all of which is representative of the original, limited training data. However, updating these deployed models can be difficult due to logistical, bandwidth, time, hardware, and/or data sensitivity constraints. We propose a framework, Self-Updating Models with Error Remediation (SUMER), in which a deployed model updates itself as new data becomes available. SUMER uses techniques from semi-supervised learning and noise remediation to iteratively retrain a deployed model using intelligently-chosen predictions from the model as the labels for new training iterations. A key component of SUMER is the notion of error remediation as self-labeled data can be susceptible to the propagation of errors. We investigate the use of SUMER across various data sets and iterations. We find that self-updating models (SUMs) generally perform better than models that do not attempt to self-update when presented with additional previously-unseen data. This performance gap is accentuated in cases where there is only limited amounts of initial training data. We also find that the performance of SUMER is generally better than the performance of SUMs, demonstrating a benefit in applying error remediation. Consequently, SUMER can autonomously enhance the operational capabilities of existing data processing systems by intelligently updating models in dynamic environments.

Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for obtaining an interpretable predictive model, we develop a forward variable selection method using the continuous ranked probability score (CRPS) as the loss function. Our stepwise procedure leads to a smallest set of variables that optimizes the CRPS risk by performing at each step a hypothesis test on a significant decrease in CRPS risk. We provide mathematical motivation for our method by proving that in population sense the method attains the optimal set. Additionally, we show that the test is consistent provided that the random forest estimator of a quantile function is consistent. In a simulation study, we compare the performance of our method with an existing variable selection method, for different sample sizes and different correlation strength of covariates. Our method is observed to have a much lower false positive rate. We also demonstrate an application of our method to statistical post-processing of daily maximum temperature forecasts in the Netherlands. Our method selects about 10% covariates while retaining the same predictive power.

Adversarial Robustness 360 Toolbox (ART) is a Python library supporting developers and researchers in defending Machine Learning models (Deep Neural Networks, Gradient Boosted Decision Trees, Support Vector Machines, Random Forests, Logistic Regression, Gaussian Processes, Decision Trees, Scikit-learn Pipelines, etc.) against adversarial threats and helps making AI systems more secure and trustworthy. Machine Learning models are vulnerable to adversarial examples, which are inputs (images, texts, tabular data, etc.) deliberately modified to produce a desired response by the Machine Learning model. ART provides the tools to build and deploy defenses and test them with adversarial attacks. Defending Machine Learning models involves certifying and verifying model robustness and model hardening with approaches such as pre-processing inputs, augmenting training data with adversarial samples, and leveraging runtime detection methods to flag any inputs that might have been modified by an adversary. The attacks implemented in ART allow creating adversarial attacks against Machine Learning models which are required to test defenses with state-of-the-art threat models.

Data science is the current powerhouse for organizations, turning mountains of data into actionable business insights that impact every part of the business, including customer experience, revenue, operations, risk management and other functions. Data science has the potential to dramatically accelerate digital transformation initiatives, delivering greater performance and advantages over the competition. However, not all data science platforms and methodologies are created equal. The ability to use data science to make predictions and take decisions that optimize business outcome requires transparency and accountability. There are several underlying factors such as trust, having confidence in the prediction and understanding how the technology works, but fundamentally it comes down to whether the platform uses a black-box or white-box model approach.

Machine learning is revolutionizing biology by facilitating the prediction of outcomes from complex patterns found in massive data sets. Large biological data sets, like those generated by transcriptome or microbiome studies,measure many relevant components that interact in vivo with one another in modular ways.Identifying the high-order interactions that machine learning models use to make predictions would facilitate the development of hypotheses linking combinations of measured components to outcome. By using the structure of random forests, a new algorithmic approach, termed JigSaw,was developed to aid in the discovery of patterns that could explain predictions made by the forest. By examining the patterns of individual decision trees JigSaw identifies high-order interactions between measured features that are strongly associated with a particular outcome and identifies the relevant decision thresholds. JigSaw's effectiveness was tested in simulation studies where it was able to recover multiple ground truth patterns;even in the presence of significant noise. It was then used to find patterns associated with outcomes in two real world data sets.It was first used to identify patterns clinical measurements associated with heart disease. It was then used to find patterns associated with breast cancer using metabolites measured in the blood. In heart disease, JigSaw identified several three-way interactions that combine to explain most of the heart disease records (66%) with high precision (93%). In breast cancer, three two-way interactions were recovered that can be combined to explain almost all records (92%) with good precision (79%). JigSaw is an efficient method for exploring high-dimensional feature spaces for rules that explain statistical associations with a given outcome and can inspire the generation of testable hypotheses.