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 Ensemble Learning


Cross Feature Selection to Eliminate Spurious Interactions and Single Feature Dominance Explainable Boosting Machines

arXiv.org Artificial Intelligence

Interpretability is a crucial aspect of machine learning models that enables humans to understand and trust the decision-making process of these models. In many real-world applications, the interpretability of models is essential for legal, ethical, and practical reasons. For instance, in the banking domain, interpretability is critical for lenders and borrowers to understand the reasoning behind the acceptance or rejection of loan applications as per fair lending laws. However, achieving interpretability in machine learning models is challenging, especially for complex high-performance models. Hence Explainable Boosting Machines (EBMs) have been gaining popularity due to their interpretable and high-performance nature in various prediction tasks. However, these models can suffer from issues such as spurious interactions with redundant features and single-feature dominance across all interactions, which can affect the interpretability and reliability of the model's predictions. In this paper, we explore novel approaches to address these issues by utilizing alternate Cross-feature selection, ensemble features and model configuration alteration techniques. Our approach involves a multi-step feature selection procedure that selects a set of candidate features, ensemble features and then benchmark the same using the EBM model. We evaluate our method on three benchmark datasets and show that the alternate techniques outperform vanilla EBM methods, while providing better interpretability and feature selection stability, and improving the model's predictive performance. Moreover, we show that our approach can identify meaningful interactions and reduce the dominance of single features in the model's predictions, leading to more reliable and interpretable models. Index Terms- Interpretability, EBM's, ensemble, feature selection.


Quality Assessment of Photoplethysmography Signals For Cardiovascular Biomarkers Monitoring Using Wearable Devices

arXiv.org Artificial Intelligence

Photoplethysmography (PPG) is a non-invasive technology that measures changes in blood volume in the microvascular bed of tissue. It is commonly used in medical devices such as pulse oximeters and wrist worn heart rate monitors to monitor cardiovascular hemodynamics. PPG allows for the assessment of parameters (e.g., heart rate, pulse waveform, and peripheral perfusion) that can indicate conditions such as vasoconstriction or vasodilation, and provides information about microvascular blood flow, making it a valuable tool for monitoring cardiovascular health. However, PPG is subject to a number of sources of variations that can impact its accuracy and reliability, especially when using a wearable device for continuous monitoring, such as motion artifacts, skin pigmentation, and vasomotion. In this study, we extracted 27 statistical features from the PPG signal for training machine-learning models based on gradient boosting (XGBoost and CatBoost) and Random Forest (RF) algorithms to assess quality of PPG signals that were labeled as good or poor quality. We used the PPG time series from a publicly available dataset and evaluated the algorithm s performance using Sensitivity (Se), Positive Predicted Value (PPV), and F1-score (F1) metrics. Our model achieved Se, PPV, and F1-score of 94.4, 95.6, and 95.0 for XGBoost, 94.7, 95.9, and 95.3 for CatBoost, and 93.7, 91.3 and 92.5 for RF, respectively. Our findings are comparable to state-of-the-art reported in the literature but using a much simpler model, indicating that ML models are promising for developing remote, non-invasive, and continuous measurement devices.


Automatic Identification of Alzheimer's Disease using Lexical Features extracted from Language Samples

arXiv.org Artificial Intelligence

Objective: this study has a twofold goal. First, it aims to improve the understanding of the impact of Dementia of type Alzheimer's Disease (AD) on different aspects of the lexicon. Second, it aims to demonstrate that such aspects of the lexicon, when used as features of a machine learning classifier, can help achieve state-of-the-art performance in automatically identifying language samples produced by patients with AD. Methods: data is derived from the ADDreSS challenge, which is a part of the DementiaBank corpus. The used dataset consists of transcripts of Cookie Theft picture descriptions, produced by 54 subjects in the training part and 24 subjects in the test part. The number of narrative samples is 108 in the training set and 48 in the test set. First, the impact of AD on 99 selected lexical features is studied using both the training and testing parts of the dataset. Then some machine learning experiments were conducted on the task of classifying transcribed speech samples with text samples that were produced by people with AD from those produced by normal subjects. Several experiments were conducted to compare the different areas of lexical complexity, identify the subset of features that help achieve optimal performance, and study the impact of the size of the input on the classification. To evaluate the generalization of the models built on narrative speech, two generalization tests were conducted using written data from two British authors, Iris Murdoch and Agatha Christie, and the transcription of some speeches by former President Ronald Reagan. Results: using lexical features only, state-of-the-art classification, F1 and accuracies, of over 91% were achieved in categorizing language samples produced by individuals with AD from the ones produced by healthy control subjects. This confirms the substantial impact of AD on lexicon processing.


Real-time Traffic Classification for 5G NSA Encrypted Data Flows With Physical Channel Records

arXiv.org Artificial Intelligence

The classification of fifth-generation New-Radio (5G-NR) mobile network traffic is an emerging topic in the field of telecommunications. It can be utilized for quality of service (QoS) management and dynamic resource allocation. However, traditional approaches such as Deep Packet Inspection (DPI) can not be directly applied to encrypted data flows. Therefore, new real-time encrypted traffic classification algorithms need to be investigated to handle dynamic transmission. In this study, we examine the real-time encrypted 5G Non-Standalone (NSA) application-level traffic classification using physical channel records. Due to the vastness of their features, decision-tree-based gradient boosting algorithms are a viable approach for classification. We generate a noise-limited 5G NSA trace dataset with traffic from multiple applications. We develop a new pipeline to convert sequences of physical channel records into numerical vectors. A set of machine learning models are tested, and we propose our solution based on Light Gradient Boosting Machine (LGBM) due to its advantages in fast parallel training and low computational burden in practical scenarios. Our experiments demonstrate that our algorithm can achieve 95% accuracy on the classification task with a state-of-the-art response time as quick as 10ms.


A large sample theory for infinitesimal gradient boosting

arXiv.org Artificial Intelligence

Infinitesimal gradient boosting (Dombry and Duchamps, 2021) is defined as the vanishing-learning-rate limit of the popular tree-based gradient boosting algorithm from machine learning. It is characterized as the solution of a nonlinear ordinary differential equation in a infinite-dimensional function space where the infinitesimal boosting operator driving the dynamics depends on the training sample. We consider the asymptotic behavior of the model in the large sample limit and prove its convergence to a deterministic process. This population limit is again characterized by a differential equation that depends on the population distribution. We explore some properties of this population limit: we prove that the dynamics makes the test error decrease and we consider its long time behavior.


Physics-constrained Random Forests for Turbulence Model Uncertainty Estimation

arXiv.org Artificial Intelligence

Data-driven approaches, aided by high-fidelity simulations and Machine Learning (ML), are gaining popularity To achieve virtual certification for industrial design, in RANS turbulence modeling (Heyse et al., 2021; quantifying the uncertainties in simulationdriven Matha & Kucharczyk, 2022). The present study, which processes is crucial. We discuss a physicsconstrained was the foundation of the CFD application results in our approach to account for epistemic previous paper (Matha et al., 2023), focuses on the use of uncertainty of turbulence models. In order to data-driven methods in order to identify flow regions with eliminate user input, we incorporate a data-driven potential turbulence model prediction inaccuracies.


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.