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 Ensemble Learning


Machine Learning for Soccer Match Result Prediction

arXiv.org Artificial Intelligence

Machine learning has become a common approach to predicting the outcomes of soccer matches, and the body of literature in this domain has grown substantially in the past decade and a half. This chapter discusses available datasets, the types of models and features, and ways of evaluating model performance in this application domain. The aim of this chapter is to give a broad overview of the current state and potential future developments in machine learning for soccer match results prediction, as a resource for those interested in conducting future studies in the area. Our main findings are that while gradient-boosted tree models such as CatBoost, applied to soccer-specific ratings such as pi-ratings, are currently the best-performing models on datasets containing only goals as the match features, there needs to be a more thorough comparison of the performance of deep learning models and Random Forest on a range of datasets with different types of features. Furthermore, new rating systems using both player- and team-level information and incorporating additional information from, e.g., spatiotemporal tracking and event data, could be investigated further. Finally, the interpretability of match result prediction models needs to be enhanced for them to be more useful for team management.


Grafting: Making Random Forests Consistent

arXiv.org Machine Learning

Despite their performance and widespread use, little is known about the theory of Random Forests. A major unanswered question is whether, or when, the Random Forest algorithm is consistent. The literature explores various variants of the classic Random Forest algorithm to address this question and known short-comings of the method. This paper is a contribution to this literature. Specifically, the suitability of grafting consistent estimators onto a shallow CART is explored. It is shown that this approach has a consistency guarantee and performs well in empirical settings.


SzCORE: A Seizure Community Open-source Research Evaluation framework for the validation of EEG-based automated seizure detection algorithms

arXiv.org Artificial Intelligence

The need for high-quality automated seizure detection algorithms based on electroencephalography (EEG) becomes ever more pressing with the increasing use of ambulatory and long-term EEG monitoring. Heterogeneity in validation methods of these algorithms influences the reported results and makes comprehensive evaluation and comparison challenging. This heterogeneity concerns in particular the choice of datasets, evaluation methodologies, and performance metrics. In this paper, we propose a unified framework designed to establish standardization in the validation of EEG-based seizure detection algorithms. Based on existing guidelines and recommendations, the framework introduces a set of recommendations and standards related to datasets, file formats, EEG data input content, seizure annotation input and output, cross-validation strategies, and performance metrics. We also propose the 10-20 seizure detection benchmark, a machine-learning benchmark based on public datasets converted to a standardized format. This benchmark defines the machine-learning task as well as reporting metrics. We illustrate the use of the benchmark by evaluating a set of existing seizure detection algorithms. The SzCORE (Seizure Community Open-source Research Evaluation) framework and benchmark are made publicly available along with an open-source software library to facilitate research use, while enabling rigorous evaluation of the clinical significance of the algorithms, fostering a collective effort to more optimally detect seizures to improve the lives of people with epilepsy.


Applied Causal Inference Powered by ML and AI

arXiv.org Machine Learning

This book aims to provide a working introduction to the emerging fusion of modern statistical inference - aka machine learning (ML) or artificial intelligence (AI) - and causal inference methods. The book is aimed at upper level undergraduates and master's-level students as well as doctoral students focusing on applied empirical research. A sufficient background for the core material is one semester of introductory econometrics and one semester of machine learning. We hope the book is also useful to empirical researchers looking to apply modern methods in their work. The book provides an overview of key ideas in both predictive inference and causal inference and shows how predictive tools are key ingredients to answering many causal questions.


Machine learning predicts long-term mortality after acute myocardial infarction using systolic time intervals and routinely collected clinical data

arXiv.org Artificial Intelligence

Precise estimation of cardiac patients' current and future comorbidities is an important factor in prioritizing continuous physiological monitoring and new therapies. ML models have shown satisfactory performance in short-term mortality prediction of patients with heart disease, while their utility in long-term predictions is limited. This study aims to investigate the performance of tree-based ML models on long-term mortality prediction and the effect of two recently introduced biomarkers on long-term mortality. This study utilized publicly available data from CCHIA at the Ministry of Health and Welfare, Taiwan, China. Medical records were used to gather demographic and clinical data, including age, gender, BMI, percutaneous coronary intervention (PCI) status, and comorbidities such as hypertension, dyslipidemia, ST-segment elevation myocardial infarction (STEMI), and non-STEMI. Using medical and demographic records as well as two recently introduced biomarkers, brachial pre-ejection period (bPEP) and brachial ejection time (bET), collected from 139 patients with acute myocardial infarction, we investigated the performance of advanced ensemble tree-based ML algorithms (random forest, AdaBoost, and XGBoost) to predict all-cause mortality within 14 years. The developed ML models achieved significantly better performance compared to the baseline LR (C-Statistic, 0.80 for random forest, 0.79 for AdaBoost, and 0.78 for XGBoost, vs 0.77 for LR) (P-RF<0.001, PAdaBoost<0.001, PXGBoost<0.05). Adding bPEP and bET to our feature set significantly improved the algorithms' performance, leading to an absolute increase in C-Statistic of up to 0.03 (C-Statistic, 0.83 for random forest, 0.82 for AdaBoost, and 0.80 for XGBoost, vs 0.74 for LR) (P-RF<0.001, PAdaBoost<0.001, PXGBoost<0.05). This advancement may enable better treatment prioritization for high-risk individuals.


Beyond Beats: A Recipe to Song Popularity? A machine learning approach

arXiv.org Artificial Intelligence

Music popularity prediction has garnered significant attention in both industry and academia, fuelled by the rise of data-driven algorithms and streaming platforms like Spotify. This study aims to explore the predictive power of various machine learning models in forecasting song popularity using a dataset comprising 30,000 songs spanning different genres from 1957 to 2020. Methods: We employ Ordinary Least Squares (OLS), Multivariate Adaptive Regression Splines (MARS), Random Forest, and XGBoost algorithms to analyse song characteristics and their impact on popularity. Results: Ordinary Least Squares (OLS) regression analysis reveals genre as the primary influencer of popularity, with notable trends over time. MARS modelling highlights the complex relationship between variables, particularly with features like instrumentalness and duration. Random Forest and XGBoost models underscore the importance of genre, especially EDM, in predicting popularity. Despite variations in performance, Random Forest emerges as the most effective model, improving prediction accuracy by 7.1% compared to average scores. Despite the importance of genre, predicting song popularity remains challenging, as observed variations in music-related features suggest complex interactions between genre and other factors. Consequently, while certain characteristics like loudness and song duration may impact popularity scores, accurately predicting song success remains elusive.


Trained Random Forests Completely Reveal your Dataset

arXiv.org Artificial Intelligence

We introduce an optimization-based reconstruction attack capable of completely or near-completely reconstructing a dataset utilized for training a random forest. Notably, our approach relies solely on information readily available in commonly used libraries such as scikit-learn. To achieve this, we formulate the reconstruction problem as a combinatorial problem under a maximum likelihood objective. We demonstrate that this problem is NP-hard, though solvable at scale using constraint programming -- an approach rooted in constraint propagation and solution-domain reduction. Through an extensive computational investigation, we demonstrate that random forests trained without bootstrap aggregation but with feature randomization are susceptible to a complete reconstruction. This holds true even with a small number of trees. Even with bootstrap aggregation, the majority of the data can also be reconstructed. These findings underscore a critical vulnerability inherent in widely adopted ensemble methods, warranting attention and mitigation. Although the potential for such reconstruction attacks has been discussed in privacy research, our study provides clear empirical evidence of their practicability.


Living-off-The-Land Reverse-Shell Detection by Informed Data Augmentation

arXiv.org Artificial Intelligence

The living-off-the-land (LOTL) offensive methodologies rely on the perpetration of malicious actions through chains of commands executed by legitimate applications, identifiable exclusively by analysis of system logs. LOTL techniques are well hidden inside the stream of events generated by common legitimate activities, moreover threat actors often camouflage activity through obfuscation, making them particularly difficult to detect without incurring in plenty of false alarms, even using machine learning. To improve the performance of models in such an harsh environment, we propose an augmentation framework to enhance and diversify the presence of LOTL malicious activity inside legitimate logs. Guided by threat intelligence, we generate a dataset by injecting attack templates known to be employed in the wild, further enriched by malleable patterns of legitimate activities to replicate the behavior of evasive threat actors. We conduct an extensive ablation study to understand which models better handle our augmented dataset, also manipulated to mimic the presence of model-agnostic evasion and poisoning attacks. Our results suggest that augmentation is needed to maintain high-predictive capabilities, robustness to attack is achieved through specific hardening techniques like adversarial training, and it is possible to deploy near-real-time models with almost-zero false alarms.


Comparative Analysis of XGBoost and Minirocket Algortihms for Human Activity Recognition

arXiv.org Artificial Intelligence

Human Activity Recognition (HAR) has been extensively studied, with recent emphasis on the implementation of advanced Machine Learning (ML) and Deep Learning (DL) algorithms for accurate classification. This study investigates the efficacy of two ML algorithms, eXtreme Gradient Boosting (XGBoost) and MiniRocket, in the realm of HAR using data collected from smartphone sensors. The experiments are conducted on a dataset obtained from the UCI repository, comprising accelerometer and gyroscope signals captured from 30 volunteers performing various activities while wearing a smartphone. The dataset undergoes preprocessing, including noise filtering and feature extraction, before being utilized for training and testing the classifiers. Monte Carlo cross-validation is employed to evaluate the models' robustness. The findings reveal that both XGBoost and MiniRocket attain accuracy, F1 score, and AUC values as high as 0.99 in activity classification. XGBoost exhibits a slightly superior performance compared to MiniRocket. Notably, both algorithms surpass the performance of other ML and DL algorithms reported in the literature for HAR tasks. Additionally, the study compares the computational efficiency of the two algorithms, revealing XGBoost's advantage in terms of training time. Furthermore, the performance of MiniRocket, which achieves accuracy and F1 values of 0.94, and an AUC value of 0.96 using raw data and utilizing only one channel from the sensors, highlights the potential of directly leveraging unprocessed signals. It also suggests potential advantages that could be gained by utilizing sensor fusion or channel fusion techniques. Overall, this research sheds light on the effectiveness and computational characteristics of XGBoost and MiniRocket in HAR tasks, providing insights for future studies in activity recognition using smartphone sensor data.


Ensemble Methodology:Innovations in Credit Default Prediction Using LightGBM, XGBoost, and LocalEnsemble

arXiv.org Artificial Intelligence

In the realm of consumer lending, accurate credit default prediction stands as a critical element in risk mitigation and lending decision optimization. Extensive research has sought continuous improvement in existing models to enhance customer experiences and ensure the sound economic functioning of lending institutions. This study responds to the evolving landscape of credit default prediction, challenging conventional models and introducing innovative approaches. By building upon foundational research and recent innovations, our work aims to redefine the standards of accuracy in credit default prediction, setting a new benchmark for the industry. To overcome these challenges, we present an Ensemble Methods framework comprising LightGBM, XGBoost, and LocalEnsemble modules, each making unique contributions to amplify diversity and improve generalization. By utilizing distinct feature sets, our methodology directly tackles limitations identified in previous studies, with the overarching goal of establishing a novel standard for credit default prediction accuracy. Our experimental findings validate the effectiveness of the ensemble model on the dataset, signifying substantial contributions to the field. This innovative approach not only addresses existing obstacles but also sets a precedent for advancing the accuracy and robustness of credit default prediction models.