Ensemble Learning
Ensemble learning for blending gridded satellite and gauge-measured precipitation data
Papacharalampous, Georgia, Tyralis, Hristos, Doulamis, Nikolaos, Doulamis, Anastasios
Regression algorithms are regularly used for improving the accuracy of satellite precipitation products. In this context, satellite precipitation and topography data are the predictor variables, and gauged-measured precipitation data are the dependent variables. Alongside this, it is increasingly recognised in many fields that combinations of algorithms through ensemble learning can lead to substantial predictive performance improvements. Still, a sufficient number of ensemble learners for improving the accuracy of satellite precipitation products and their large-scale comparison are currently missing from the literature. In this study, we work towards filling in this specific gap by proposing 11 new ensemble learners in the field and by extensively comparing them. We apply the ensemble learners to monthly data from the PERSIANN (Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks) and IMERG (Integrated Multi-satellitE Retrievals for GPM) gridded datasets that span over a 15-year period and over the entire the contiguous United States (CONUS). We also use gauge-measured precipitation data from the Global Historical Climatology Network monthly database, version 2 (GHCNm). The ensemble learners combine the predictions of six machine learning regression algorithms (base learners), namely the multivariate adaptive regression splines (MARS), multivariate adaptive polynomial splines (poly-MARS), random forests (RF), gradient boosting machines (GBM), extreme gradient boosting (XGBoost) and Bayesian regularized neural networks (BRNN), and each of them is based on a different combiner. The combiners include the equal-weight combiner, the median combiner, two best learners and seven variants of a sophisticated stacking method. The latter stacks a regression algorithm on top of the base learners to combine their independent predictions...
Inference with Mondrian Random Forests
Cattaneo, Matias D., Klusowski, Jason M., Underwood, William G.
Random forests, first introduced by Breiman (2001), are a workhorse in modern machine learning for classification and regression tasks. Their desirable traits include computational efficiency (via parallelization and greedy heuristics) in big data settings, simplicity of configuration and amenability to tuning parameter selection, ability to adapt to latent structure in high-dimensional data sets, and flexibility in handling mixed data types. Random forests have achieved great empirical successes in many fields of study, including healthcare, finance, online commerce, text analysis, bioinformatics, image classification, and ecology. Since Breiman introduced random forests over twenty years ago, the study of their statistical properties remains an active area of research: see Scornet et al. (2015), Chi et al. (2022), Klusowski and Tian (2023), and references therein, for a sample of recent developments. Many fundamental questions about Breiman's random forests remain unanswered, owing in part to the subtle ingredients present in the estimation procedure which make standard analytical tools ineffective. These technical difficulties stem from the way the constituent trees greedily partition the covariate space, utilizing both the covariate and response data. This creates complicated dependencies on the data that are often exceedingly hard to untangle without overly stringent assumptions, thereby hampering theoretical progress.
Real-Time Event Detection with Random Forests and Temporal Convolutional Networks for More Sustainable Petroleum Industry
Qu, Yuanwei, Zhou, Baifan, Waaler, Arild, Cameron, David
The petroleum industry is crucial for modern society, but the production process is complex and risky. During the production, accidents or failures, resulting from undesired production events, can cause severe environmental and economic damage. Previous studies have investigated machine learning (ML) methods for undesired event detection. However, the prediction of event probability in real-time was insufficiently addressed, which is essential since it is important to undertake early intervention when an event is expected to happen. This paper proposes two ML approaches, random forests and temporal convolutional networks, to detect undesired events in real-time. Results show that our approaches can effectively classify event types and predict the probability of their appearance, addressing the challenges uncovered in previous studies and providing a more effective solution for failure event management during the production.
Bias Mitigation for Machine Learning Classifiers: A Comprehensive Survey
Hort, Max, Chen, Zhenpeng, Zhang, Jie M., Harman, Mark, Sarro, Federica
This paper provides a comprehensive survey of bias mitigation methods for achieving fairness in Machine Learning (ML) models. We collect a total of 341 publications concerning bias mitigation for ML classifiers. These methods can be distinguished based on their intervention procedure (i.e., pre-processing, in-processing, post-processing) and the technique they apply. We investigate how existing bias mitigation methods are evaluated in the literature. In particular, we consider datasets, metrics and benchmarking. Based on the gathered insights (e.g., What is the most popular fairness metric? How many datasets are used for evaluating bias mitigation methods?), we hope to support practitioners in making informed choices when developing and evaluating new bias mitigation methods.
A Supervised Embedding and Clustering Anomaly Detection method for classification of Mobile Network Faults
Mosayebi, R., Kia, H., Raki, A. Kianpour
The paper introduces Supervised Embedding and Clustering Anomaly Detection (SEMC-AD), a method designed to efficiently identify faulty alarm logs in a mobile network and alleviate the challenges of manual monitoring caused by the growing volume of alarm logs. SEMC-AD employs a supervised embedding approach based on deep neural networks, utilizing historical alarm logs and their labels to extract numerical representations for each log, effectively addressing the issue of imbalanced classification due to a small proportion of anomalies in the dataset without employing one-hot encoding. The robustness of the embedding is evaluated by plotting the two most significant principle components of the embedded alarm logs, revealing that anomalies form distinct clusters with similar embeddings. Multivariate normal Gaussian clustering is then applied to these components, identifying clusters with a high ratio of anomalies to normal alarms (above 90%) and labeling them as the anomaly group. To classify new alarm logs, we check if their embedded vectors' two most significant principle components fall within the anomaly-labeled clusters. If so, the log is classified as an anomaly. Performance evaluation demonstrates that SEMC-AD outperforms conventional random forest and gradient boosting methods without embedding. SEMC-AD achieves 99% anomaly detection, whereas random forest and XGBoost only detect 86% and 81% of anomalies, respectively. While supervised classification methods may excel in labeled datasets, the results demonstrate that SEMC-AD is more efficient in classifying anomalies in datasets with numerous categorical features, significantly enhancing anomaly detection, reducing operator burden, and improving network maintenance.
A New Transformation Approach for Uplift Modeling with Binary Outcome
Li, Kun, Tian, Jiang, Xiang, Xiaojia
Uplift modeling has been used effectively in fields such as marketing and customer retention, to target those customers who are more likely to respond due to the campaign or treatment. Essentially, it is a machine learning technique that predicts the gain from performing some action with respect to not taking it. A popular class of uplift models is the transformation approach that redefines the target variable with the original treatment indicator. These transformation approaches only need to train and predict the difference in outcomes directly. The main drawback of these approaches is that in general it does not use the information in the treatment indicator beyond the construction of the transformed outcome and usually is not efficient. In this paper, we design a novel transformed outcome for the case of the binary target variable and unlock the full value of the samples with zero outcome. From a practical perspective, our new approach is flexible and easy to use. Experimental results on synthetic and real-world datasets obviously show that our new approach outperforms the traditional one. At present, our new approach has already been applied to precision marketing in a China nation-wide financial holdings group.
Predicting Accident Severity: An Analysis Of Factors Affecting Accident Severity Using Random Forest Model
Adefabi, Adekunle, Olisah, Somtobe, Obunadike, Callistus, Oyetubo, Oluwatosin, Taiwo, Esther, Tella, Edward
Road accidents have significant economic and societal costs, with a small number of severe accidents accounting for a large portion of these costs. Predicting accident severity can help in the proactive approach to road safety by identifying potential unsafe road conditions and taking well-informed actions to reduce the number of severe accidents. This study investigates the effectiveness of the Random Forest machine learning algorithm for predicting the severity of an accident. The model is trained on a dataset of accident records from a large metropolitan area and evaluated using various metrics. Hyperparameters and feature selection are optimized to improve the model's performance. The results show that the Random Forest model is an effective tool for predicting accident severity with an accuracy of over 80%. The study also identifies the top six most important variables in the model, which include wind speed, pressure, humidity, visibility, clear conditions, and cloud cover. The fitted model has an Area Under the Curve of 80%, a recall of 79.2%, a precision of 97.1%, and an F1 score of 87.3%. These results suggest that the proposed model has higher performance in explaining the target variable, which is the accident severity class. Overall, the study provides evidence that the Random Forest model is a viable and reliable tool for predicting accident severity and can be used to help reduce the number of fatalities and injuries due to road accidents in the United States
Boosted Control Functions
Gnecco, Nicola, Peters, Jonas, Engelke, Sebastian, Pfister, Niklas
Modern machine learning methods and the availability of large-scale data opened the door to accurately predict target quantities from large sets of covariates. However, existing prediction methods can perform poorly when the training and testing data are different, especially in the presence of hidden confounding. While hidden confounding is well studied for causal effect estimation (e.g., instrumental variables), this is not the case for prediction tasks. This work aims to bridge this gap by addressing predictions under different training and testing distributions in the presence of unobserved confounding. In particular, we establish a novel connection between the field of distribution generalization from machine learning, and simultaneous equation models and control function from econometrics. Central to our contribution are simultaneous equation models for distribution generalization (SIMDGs) which describe the data-generating process under a set of distributional shifts. Within this framework, we propose a strong notion of invariance for a predictive model and compare it with existing (weaker) versions. Building on the control function approach from instrumental variable regression, we propose the boosted control function (BCF) as a target of inference and prove its ability to successfully predict even in intervened versions of the underlying SIMDG. We provide necessary and sufficient conditions for identifying the BCF and show that it is worst-case optimal. We introduce the ControlTwicing algorithm to estimate the BCF and analyze its predictive performance on simulated and real world data.
Robust-GBDT: A Novel Gradient Boosting Model for Noise-Robust Classification
Luo, Jiaqi, Quan, Yuedong, Xu, Shixin
Robust boosting algorithms have emerged as alternative solutions to traditional boosting techniques for addressing label noise in classification tasks. However, these methods have predominantly focused on binary classification, limiting their applicability to multi-class tasks. Furthermore, they encounter challenges with imbalanced datasets, missing values, and computational efficiency. In this paper, we establish that the loss function employed in advanced Gradient Boosting Decision Trees (GBDT), particularly Newton's method-based GBDT, need not necessarily exhibit global convexity. Instead, the loss function only requires convexity within a specific region. Consequently, these GBDT models can leverage the benefits of nonconvex robust loss functions, making them resilient to noise. Building upon this theoretical insight, we introduce a new noise-robust boosting model called Robust-GBDT, which seamlessly integrates the advanced GBDT framework with robust losses. Additionally, we enhance the existing robust loss functions and introduce a novel robust loss function, Robust Focal Loss, designed to address class imbalance. As a result, Robust-GBDT generates more accurate predictions, significantly enhancing its generalization capabilities, especially in scenarios marked by label noise and class imbalance. Furthermore, Robust-GBDT is user-friendly and can easily integrate existing open-source code, enabling it to effectively handle complex datasets while improving computational efficiency. Numerous experiments confirm the superiority of Robust-GBDT over other noise-robust methods.
Overview of AdaBoost : Reconciling its views to better understand its dynamics
Boosting methods have been introduced in the late 1980's. They were born following the theoritical aspect of PAC learning. The main idea of boosting methods is to combine weak learners to obtain a strong learner. The weak learners are obtained iteratively by an heuristic which tries to correct the mistakes of the previous weak learner. In 1995, Freund and Schapire [18] introduced AdaBoost, a boosting algorithm that is still widely used today. Since then, many views of the algorithm have been proposed to properly tame its dynamics. In this paper, we will try to cover all the views that one can have on AdaBoost. We will start with the original view of Freund and Schapire before covering the different views and unify them with the same formalism. We hope this paper will help the non-expert reader to better understand the dynamics of AdaBoost and how the different views are equivalent and related to each other.