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 Ensemble Learning


SigOpt Mulch: An Intelligent System for AutoML of Gradient Boosted Trees

arXiv.org Artificial Intelligence

Gradient boosted trees (GBTs) are ubiquitous models used by researchers, machine learning (ML) practitioners, and data scientists because of their robust performance, interpretable behavior, and ease-of-use. One critical challenge in training GBTs is the tuning of their hyperparameters. In practice, selecting these hyperparameters is often done manually. Recently, the ML community has advocated for tuning hyperparameters through black-box optimization and developed state-of-the-art systems to do so. However, applying such systems to tune GBTs suffers from two drawbacks. First, these systems are not \textit{model-aware}, rather they are designed to apply to a \textit{generic} model; this leaves significant optimization performance on the table. Second, using these systems requires \textit{domain knowledge} such as the choice of hyperparameter search space, which is an antithesis to the automatic experimentation that black-box optimization aims to provide. In this paper, we present SigOpt Mulch, a model-aware hyperparameter tuning system specifically designed for automated tuning of GBTs that provides two improvements over existing systems. First, Mulch leverages powerful techniques in metalearning and multifidelity optimization to perform model-aware hyperparameter optimization. Second, it automates the process of learning performant hyperparameters by making intelligent decisions about the optimization search space, thus reducing the need for user domain knowledge. These innovations allow Mulch to identify good GBT hyperparameters far more efficiently -- and in a more seamless and user-friendly way -- than existing black-box hyperparameter tuning systems.


A Comparison of Machine Learning Methods for Data with High-Cardinality Categorical Variables

arXiv.org Artificial Intelligence

High-cardinality categorical variables are variables for which the number of different levels is large relative to the sample size of a data set or, equivalently, there is little data per level. Highcardinality categorical variables can pose difficulties for machine learning methods such as deep neural networks and tree-based models. A simple strategy for dealing with categorical variables is to use one-hot encoding or dummy variables. But this approach often does not work well for high-cardinality categorical variables due to the reasons described below. For neural networks, a frequently adopted solution is to use entity embeddings [Guo and Berkhahn, 2016] that map every level of a categorical variable into a low-dimensional Euclidean space. For tree-boosting, an alternative to one-hot encoding is to assign a number to every level of a categorical variable, and then consider this as a one-dimensional numeric variable. Another solution implemented in the LightGBM boosting library [Ke et al., 2017] works by partitioning all levels into two subsets using an approximate approach [Fisher, 1958] when finding splits in the tree-building algorithm. Further, the CatBoost boosting library [Prokhorenkova et al., 2018] implements an approach based on ordered target statistics calculated using random partitions of the training data for handling categorical predictor variables. Random effects [Laird et al., 1982, Pinheiro and Bates, 2006] can also be used as a tool for handling high-cardinality categorical variables.


A physics-constrained machine learning method for mapping gapless land surface temperature

arXiv.org Artificial Intelligence

More accurate, spatio-temporally, and physically consistent LST estimation has been a main interest in Earth system research. Developing physics-driven mechanism models and data-driven machine learning (ML) models are two major paradigms for gapless LST estimation, which have their respective advantages and disadvantages. In this paper, a physics-constrained ML model, which combines the strengths in the mechanism model and ML model, is proposed to generate gapless LST with physical meanings and high accuracy. The hybrid model employs ML as the primary architecture, under which the input variable physical constraints are incorporated to enhance the interpretability and extrapolation ability of the model. Specifically, the light gradient-boosting machine (LGBM) model, which uses only remote sensing data as input, serves as the pure ML model. Physical constraints (PCs) are coupled by further incorporating key Community Land Model (CLM) forcing data (cause) and CLM simulation data (effect) as inputs into the LGBM model. This integration forms the PC-LGBM model, which incorporates surface energy balance (SEB) constraints underlying the data in CLM-LST modeling within a biophysical framework. Compared with a pure physical method and pure ML methods, the PC-LGBM model improves the prediction accuracy and physical interpretability of LST. It also demonstrates a good extrapolation ability for the responses to extreme weather cases, suggesting that the PC-LGBM model enables not only empirical learning from data but also rationally derived from theory. The proposed method represents an innovative way to map accurate and physically interpretable gapless LST, and could provide insights to accelerate knowledge discovery in land surface processes and data mining in geographical parameter estimation.


Pricing European Options with Google AutoML, TensorFlow, and XGBoost

arXiv.org Artificial Intelligence

Researchers have been using Neural Networks and other related machine-learning techniques to price options since the early 1990s. After three decades of improvements in machine learning techniques, computational processing power, cloud computing, and data availability, this paper is able to provide a comparison of using Google Cloud's AutoML Regressor, TensorFlow Neural Networks, and XGBoost Gradient Boosting Decision Trees for pricing European Options. All three types of models were able to outperform the Black Scholes Model in terms of mean absolute error. These results showcase the potential of using historical data from an option's underlying asset for pricing European options, especially when using machine learning algorithms that learn complex patterns that traditional parametric models do not take into account.


JoinBoost: Grow Trees Over Normalized Data Using Only SQL

arXiv.org Artificial Intelligence

Although dominant for tabular data, ML libraries that train tree models over normalized databases (e.g., LightGBM, XGBoost) require the data to be denormalized as a single table, materialized, and exported. This process is not scalable, slow, and poses security risks. In-DB ML aims to train models within DBMSes to avoid data movement and provide data governance. Rather than modify a DBMS to support In-DB ML, is it possible to offer competitive tree training performance to specialized ML libraries...with only SQL? We present JoinBoost, a Python library that rewrites tree training algorithms over normalized databases into pure SQL. It is portable to any DBMS, offers performance competitive with specialized ML libraries, and scales with the underlying DBMS capabilities. JoinBoost extends prior work from both algorithmic and systems perspectives. Algorithmically, we support factorized gradient boosting, by updating the $Y$ variable to the residual in the non-materialized join result. Although this view update problem is generally ambiguous, we identify addition-to-multiplication preserving, the key property of variance semi-ring to support rmse, the most widely used criterion. System-wise, we identify residual updates as a performance bottleneck. Such overhead can be natively minimized on columnar DBMSes by creating a new column of residual values and adding it as a projection. We validate this with two implementations on DuckDB, with no or minimal modifications to its internals for portability. Our experiment shows that JoinBoost is 3x (1.1x) faster for random forests (gradient boosting) compared to LightGBM, and over an order magnitude faster than state-of-the-art In-DB ML systems. Further, JoinBoost scales well beyond LightGBM in terms of the # features, DB size (TPC-DS SF=1000), and join graph complexity (galaxy schemas).


A Comparative Study of Machine Learning Algorithms for Anomaly Detection in Industrial Environments: Performance and Environmental Impact

arXiv.org Artificial Intelligence

In the context of Industry 4.0, the use of artificial intelligence (AI) and machine learning for anomaly detection is being hampered by high computational requirements and associated environmental effects. This study seeks to address the demands of high-performance machine learning models with environmental sustainability, contributing to the emerging discourse on 'Green AI.' An extensive variety of machine learning algorithms, coupled with various Multilayer Perceptron (MLP) configurations, were meticulously evaluated. Our investigation encapsulated a comprehensive suite of evaluation metrics, comprising Accuracy, Area Under the Curve (AUC), Recall, Precision, F1 Score, Kappa Statistic, Matthews Correlation Coefficient (MCC), and F1 Macro. Simultaneously, the environmental footprint of these models was gauged through considerations of time duration, CO2 equivalent, and energy consumption during the training, cross-validation, and inference phases. Traditional machine learning algorithms, such as Decision Trees and Random Forests, demonstrate robust efficiency and performance. However, superior outcomes were obtained with optimised MLP configurations, albeit with a commensurate increase in resource consumption. The study incorporated a multi-objective optimisation approach, invoking Pareto optimality principles, to highlight the trade-offs between a model's performance and its environmental impact. The insights derived underscore the imperative of striking a balance between model performance, complexity, and environmental implications, thus offering valuable directions for future work in the development of environmentally conscious machine learning models for industrial applications.


The Effect of Balancing Methods on Model Behavior in Imbalanced Classification Problems

arXiv.org Artificial Intelligence

Imbalanced data poses a significant challenge in classification as model performance is affected by insufficient learning from minority classes. Balancing methods are often used to address this problem. However, such techniques can lead to problems such as overfitting or loss of information. This study addresses a more challenging aspect of balancing methods - their impact on model behavior. To capture these changes, Explainable Artificial Intelligence tools are used to compare models trained on datasets before and after balancing. In addition to the variable importance method, this study uses the partial dependence profile and accumulated local effects techniques. Real and simulated datasets are tested, and an open-source Python package edgaro is developed to facilitate this analysis. The results obtained show significant changes in model behavior due to balancing methods, which can lead to biased models toward a balanced distribution. These findings confirm that balancing analysis should go beyond model performance comparisons to achieve higher reliability of machine learning models. Therefore, we propose a new method performance gain plot for informed data balancing strategy to make an optimal selection of balancing method by analyzing the measure of change in model behavior versus performance gain.


Medoid splits for efficient random forests in metric spaces

arXiv.org Machine Learning

This paper revisits an adaptation of the random forest algorithm for Fr\'echet regression, addressing the challenge of regression in the context of random objects in metric spaces. Recognizing the limitations of previous approaches, we introduce a new splitting rule that circumvents the computationally expensive operation of Fr\'echet means by substituting with a medoid-based approach. We validate this approach by demonstrating its asymptotic equivalence to Fr\'echet mean-based procedures and establish the consistency of the associated regression estimator. The paper provides a sound theoretical framework and a more efficient computational approach to Fr\'echet regression, broadening its application to non-standard data types and complex use cases.


"That Is a Suspicious Reaction!": Interpreting Logits Variation to Detect NLP Adversarial Attacks

arXiv.org Artificial Intelligence

Adversarial attacks are a major challenge faced by current machine learning research. These purposely crafted inputs fool even the most advanced models, precluding their deployment in safety-critical applications. Extensive research in computer vision has been carried to develop reliable defense strategies. However, the same issue remains less explored in natural language processing. Our work presents a model-agnostic detector of adversarial text examples. The approach identifies patterns in the logits of the target classifier when perturbing the input text. The proposed detector improves the current state-of-the-art performance in recognizing adversarial inputs and exhibits strong generalization capabilities across different NLP models, datasets, and word-level attacks.


A Meta-analytical Comparison of Naive Bayes and Random Forest for Software Defect Prediction

arXiv.org Artificial Intelligence

Is there a statistical difference between Naive Bayes and Random Forest in terms of recall, f-measure, and precision for predicting software defects? By utilizing systematic literature review and meta-analysis, we are answering this question. We conducted a systematic literature review by establishing criteria to search and choose papers, resulting in five studies. After that, using the meta-data and forest-plots of five chosen papers, we conducted a meta-analysis to compare the two models. The results have shown that there is no significant statistical evidence that Naive Bayes perform differently from Random Forest in terms of recall, f-measure, and precision.