Ensemble Learning
FACT: High-Dimensional Random Forests Inference
Chi, Chien-Ming, Fan, Yingying, Lv, Jinchi
Quantifying the usefulness of individual features in random forests learning can greatly enhance its interpretability. Existing studies have shown that some popularly used feature importance measures for random forests suffer from the bias issue. In addition, there lack comprehensive size and power analyses for most of these existing methods. In this paper, we approach the problem via hypothesis testing, and suggest a framework of the self-normalized feature-residual correlation test (FACT) for evaluating the significance of a given feature in the random forests model with bias-resistance property, where our null hypothesis concerns whether the feature is conditionally independent of the response given all other features. Such an endeavor on random forests inference is empowered by some recent developments on high-dimensional random forests consistency. Under a fairly general high-dimensional nonparametric model setting with dependent features, we formally establish that FACT can provide theoretically justified feature importance test with controlled type I error and enjoy appealing power property. The theoretical results and finite-sample advantages of the newly suggested method are illustrated with several simulation examples and an economic forecasting application.
An Interpretable Machine Learning Framework to Understand Bikeshare Demand before and during the COVID-19 Pandemic in New York City
Uddin, Majbah, Hwang, Ho-Ling, Hasnine, Md Sami
In recent years, bikesharing systems have become increasingly popular as affordable and sustainable micromobility solutions. Advanced mathematical models such as machine learning are required to generate good forecasts for bikeshare demand. To this end, this study proposes a machine learning modeling framework to estimate hourly demand in a large-scale bikesharing system. Two Extreme Gradient Boosting models were developed: one using data from before the COVID-19 pandemic (March 2019 to February 2020) and the other using data from during the pandemic (March 2020 to February 2021). Furthermore, a model interpretation framework based on SHapley Additive exPlanations was implemented. Based on the relative importance of the explanatory variables considered in this study, share of female users and hour of day were the two most important explanatory variables in both models. However, the month variable had higher importance in the pandemic model than in the pre-pandemic model.
Exploring and Analyzing Wildland Fire Data Via Machine Learning Techniques
Dulal, Dipak, Charney, Joseph J., Gallagher, Michael, Navasca, Carmeliza, Skowronski, Nicholas
This research project investigated the correlation between a 10 Hz time series of thermocouple temperatures and turbulent kinetic energy (TKE) computed from wind speeds collected from a small experimental prescribed burn at the Silas Little Experimental Forest in New Jersey, USA. The primary objective of this project was to explore the potential for using thermocouple temperatures as predictors for estimating the TKE produced by a wildland fire. Machine learning models, including Deep Neural Networks, Random Forest Regressor, Gradient Boosting, and Gaussian Process Regressor, are employed to assess the potential for thermocouple temperature perturbations to predict TKE values. Data visualization and correlation analyses reveal patterns and relationships between thermocouple temperatures and TKE, providing insight into the underlying dynamics. The project achieves high accuracy in predicting TKE by employing various machine learning models despite a weak correlation between the predictors and the target variable. The results demonstrate significant success, particularly from regression models, in accurately estimating the TKE. The research findings contribute to fire behavior and smoke modeling science, emphasizing the importance of incorporating machine learning approaches and identifying complex relationships between fine-scale fire behavior and turbulence. Accurate TKE estimation using thermocouple temperatures allows for the refinement of models that can inform decision-making in fire management strategies, facilitate effective risk mitigation, and optimize fire management efforts. This project highlights the valuable role of machine learning techniques in analyzing wildland fire data, showcasing their potential to advance fire research and management practices.
IoT-Based Environmental Control System for Fish Farms with Sensor Integration and Machine Learning Decision Support
Dhinakaran, D., Gopalakrishnan, S., Manigandan, M. D., Anish, T. P.
In response to the burgeoning global demand for seafood and the challenges of managing fish farms, we introduce an innovative IoT based environmental control system that integrates sensor technology and advanced machine learning decision support. Deploying a network of wireless sensors within the fish farm, we continuously collect real-time data on crucial environmental parameters, including water temperature, pH levels, humidity, and fish behavior. This data undergoes meticulous preprocessing to ensure its reliability, including imputation, outlier detection, feature engineering, and synchronization. At the heart of our system are four distinct machine learning algorithms: Random Forests predict and optimize water temperature and pH levels for the fish, fostering their health and growth; Support Vector Machines (SVMs) function as an early warning system, promptly detecting diseases and parasites in fish; Gradient Boosting Machines (GBMs) dynamically fine-tune the feeding schedule based on real-time environmental conditions, promoting resource efficiency and fish productivity; Neural Networks manage the operation of critical equipment like water pumps and heaters to maintain the desired environmental conditions within the farm. These machine learning algorithms collaboratively make real-time decisions to ensure that the fish farm's environmental conditions align with predefined specifications, leading to improved fish health and productivity while simultaneously reducing resource wastage, thereby contributing to increased profitability and sustainability. This research article showcases the power of data-driven decision support in fish farming, promising to meet the growing demand for seafood while emphasizing environmental responsibility and economic viability, thus revolutionizing the future of fish farming.
RELand: Risk Estimation of Landmines via Interpretable Invariant Risk Minimization
Rubio, Mateo Dulce, Zeng, Siqi, Wang, Qi, Alvarado, Didier, Moreno, Francisco, Heidari, Hoda, Fang, Fei
Landmines remain a threat to war-affected communities for years after conflicts have ended, partly due to the laborious nature of demining tasks. Humanitarian demining operations begin by collecting relevant information from the sites to be cleared, which is then analyzed by human experts to determine the potential risk of remaining landmines. In this paper, we propose RELand system to support these tasks, which consists of three major components. We (1) provide general feature engineering and label assigning guidelines to enhance datasets for landmine risk modeling, which are widely applicable to global demining routines, (2) formulate landmine presence as a classification problem and design a novel interpretable model based on sparse feature masking and invariant risk minimization, and run extensive evaluation under proper protocols that resemble real-world demining operations to show a significant improvement over the state-of-the-art, and (3) build an interactive web interface to suggest priority areas for demining organizations. We are currently collaborating with a humanitarian demining NGO in Colombia that is using our system as part of their field operations in two areas recently prioritized for demining.
TabRepo: A Large Scale Repository of Tabular Model Evaluations and its AutoML Applications
Salinas, David, Erickson, Nick
We introduce TabRepo, a new dataset of tabular model evaluations and predictions. TabRepo contains the predictions and metrics of 1206 models evaluated on 200 classification and regression datasets. We illustrate the benefit of our dataset in multiple ways. First, we show that it allows to perform analysis such as comparing Hyperparameter Optimization against current AutoML systems while also considering ensembling at no cost by using precomputed model predictions. Second, we show that our dataset can be readily leveraged to perform transfer-learning. In particular, we show that applying standard transfer-learning techniques allows to outperform current state-of-the-art tabular systems in accuracy, runtime and latency. Machine learning on structured tabular data has a long history due to its wide range of practical applications. Significant progress has been achieved through improving supervised learning models, with key method landmarks including SVM (Hearst et al., 1998), Random Forest (Breiman, 2001) and Gradient Boosted Trees (Friedman, 2001). While the performance of base models is still being improved by a steady stream of research, their performance has saturated and state-of-the-art methods now leverage AutoML techniques (He et al., 2021) or new paradigms such as the pretraining of transformer models (Hollmann et al., 2022). AutoML solutions currently dominate tabular prediction benchmarks (Erickson et al., 2020; Gijsbers et al., 2022). Auto-Sklearn (Feurer et al., 2015a; 2020) was an early approach that proposed to select pipelines to ensemble from the Sklearn library and meta-learn the hyperparameter-optimization (HPO) with offline evaluations.
Practical considerations for variable screening in the Super Learner
Williamson, Brian D., King, Drew, Huang, Ying
Estimating a prediction function is a fundamental component of many data analyses. The Super Learner ensemble, a particular implementation of stacking, has desirable theoretical properties and has been used successfully in many applications. Dimension reduction can be accomplished by using variable screening algorithms, including the lasso, within the ensemble prior to fitting other prediction algorithms. However, the performance of a Super Learner using the lasso for dimension reduction has not been fully explored in cases where the lasso is known to perform poorly. We provide empirical results that suggest that a diverse set of candidate screening algorithms should be used to protect against poor performance of any one screen, similar to the guidance for choosing a library of prediction algorithms for the Super Learner.
On Subagging Boosted Probit Model Trees
With the insight of variance-bias decomposition, we design a new hybrid bagging-boosting algorithm named SBPMT for classification problems. For the boosting part of SBPMT, we propose a new tree model called Probit Model Tree (PMT) as base classifiers in AdaBoost procedure. For the bagging part, instead of subsampling from the dataset at each step of boosting, we perform boosted PMTs on each subagged dataset and combine them into a powerful "committee", which can be viewed an incomplete U-statistic. Our theoretical analysis shows that (1) SBPMT is consistent under certain assumptions, (2) Increase the subagging times can reduce the generalization error of SBPMT to some extent and (3) Large number of ProbitBoost iterations in PMT can benefit the performance of SBPMT with fewer steps in the AdaBoost part. Those three properties are verified by a famous simulation designed by Mease and Wyner (2008). The last two points also provide a useful guidance in model tuning. A comparison of performance with other state-of-the-art classification methods illustrates that the proposed SBPMT algorithm has competitive prediction power in general and performs significantly better in some cases.
Ransomware Detection and Classification using Machine Learning
Kunku, Kavitha, Zaman, ANK, Roy, Kaushik
Vicious assaults, malware, and various ransomware pose a cybersecurity threat, causing considerable damage to computer structures, servers, and mobile and web apps across various industries and businesses. These safety concerns are important and must be addressed immediately. Ransomware detection and classification are critical for guaranteeing rapid reaction and prevention. This study uses the XGBoost classifier and Random Forest (RF) algorithms to detect and classify ransomware attacks. This approach involves analyzing the behaviour of ransomware and extracting relevant features that can help distinguish between different ransomware families. The models are evaluated on a dataset of ransomware attacks and demonstrate their effectiveness in accurately detecting and classifying ransomware. The results show that the XGBoost classifier, Random Forest Classifiers, can effectively detect and classify different ransomware attacks with high accuracy, thereby providing a valuable tool for enhancing cybersecurity.
Scalable Probabilistic Forecasting in Retail with Gradient Boosted Trees: A Practitioner's Approach
Long, Xueying, Bui, Quang, Oktavian, Grady, Schmidt, Daniel F., Bergmeir, Christoph, Godahewa, Rakshitha, Lee, Seong Per, Zhao, Kaifeng, Condylis, Paul
The recent M5 competition has advanced the state-of-the-art in retail forecasting. However, we notice important differences between the competition challenge and the challenges we face in a large e-commerce company. The datasets in our scenario are larger (hundreds of thousands of time series), and e-commerce can afford to have a larger assortment than brick-and-mortar retailers, leading to more intermittent data. To scale to larger dataset sizes with feasible computational effort, firstly, we investigate a two-layer hierarchy and propose a top-down approach to forecasting at an aggregated level with less amount of series and intermittency, and then disaggregating to obtain the decision-level forecasts. Probabilistic forecasts are generated under distributional assumptions. Secondly, direct training at the lower level with subsamples can also be an alternative way of scaling. Performance of modelling with subsets is evaluated with the main dataset. Apart from a proprietary dataset, the proposed scalable methods are evaluated using the Favorita dataset and the M5 dataset. We are able to show the differences in characteristics of the e-commerce and brick-and-mortar retail datasets. Notably, our top-down forecasting framework enters the top 50 of the original M5 competition, even with models trained at a higher level under a much simpler setting.