Ensemble Learning
Predicting Real-time Crash Risks during Hurricane Evacuation Using Connected Vehicle Data
Syed, Zaheen E Muktadi, Hasan, Samiul
Hurricane evacuation, ordered to save lives of people of coastal regions, generates high traffic demand with increased crash risk. To mitigate such risk, transportation agencies need to anticipate highway locations with high crash risks to deploy appropriate countermeasures. With ubiquitous sensors and communication technologies, it is now possible to retrieve micro-level vehicular data containing individual vehicle trajectory and speed information. Such high-resolution vehicle data, potentially available in real time, can be used to assess prevailing traffic safety conditions. Using vehicle speed and acceleration profiles, potential crash risks can be predicted in real time. Previous studies on real-time crash risk prediction mainly used data from infrastructure-based sensors which may not cover many road segments. In this paper, we present methods to determine potential crash risks during hurricane evacuation from an emerging alternative data source known as connected vehicle data. Such data contain vehicle location, speed, and acceleration information collected at a very high frequency (less than 30 seconds). To predict potential crash risks, we utilized a dataset collected during the evacuation period of Hurricane Ida on Interstate-10 (I-10) in the state of Louisiana. Multiple machine learning models were trained considering weather features and different traffic characteristics extracted from the connected vehicle data in 5-minute intervals. The results indicate that the Gaussian Process Boosting (GPBoost) and Extreme Gradient Boosting (XGBoost) models perform better (recall = 0.91) than other models. The real-time connected vehicle data for crash risks assessment will allow traffic managers to efficiently utilize resources to proactively take safety measures.
Well-Calibrated Probabilistic Predictive Maintenance using Venn-Abers
Johansson, Ulf, Löfström, Tuwe, Sönströd, Cecilia
When using machine learning for fault detection, a common problem is the fact that most data sets are very unbalanced, with the minority class (a fault) being the interesting one. In this paper, we investigate the usage of Venn-Abers predictors, looking specifically at the effect on the minority class predictions. A key property of Venn-Abers predictors is that they output well-calibrated probability intervals. In the experiments, we apply Venn-Abers calibration to decision trees, random forests and XGBoost models, showing how both overconfident and underconfident models are corrected. In addition, the benefit of using the valid probability intervals produced by Venn-Abers for decision support is demonstrated. When using techniques producing opaque underlying models, e.g., random forest and XGBoost, each prediction will consist of not only the label, but also a valid probability interval, where the width is an indication of the confidence in the estimate. Adding Venn-Abers on top of a decision tree allows inspection and analysis of the model, to understand both the underlying relationship, and finding out in which parts of feature space that the model is accurate and/or confident.
Gradient boosting for convex cone predict and optimize problems
Recently there has been a growing body of research on decision-aware predictive modelling (see for example [5, 4, 15, 16, 18, 21, 25]). A traditional'predict, then optimize' framework treats the prediction estimation and decision optimization problem independently. As such, an'objective mismatch' [20] can occur whereby improved prediction accuracy does not result in improved decision accuracy. Conversely, the smart'predict, then optimize' (SPO) [15] framework optimizes prediction models in order to minimize the final downstream decision regret. To date, the SPO framework has been studied in a general setting for linear and decision tree regression models [15, 16]. In this paper we present dboost, a general purpose framework that combines the strength of gradient boosting with the SPO framework. Previous work [19] considers gradient boosting for integrated prediction and optimization problems but only considers a small subset of optimization problems with linear inequality constraints.
Arbitrarily Large Labelled Random Satisfiability Formulas for Machine Learning Training
Achlioptas, Dimitris, Daswaney, Amrit, Papakonstantinou, Periklis A.
Applying deep learning to solve real-life instances of hard combinatorial problems has tremendous potential. Research in this direction has focused on the Boolean satisfiability (SAT) problem, both because of its theoretical centrality and practical importance. A major roadblock faced, though, is that training sets are restricted to random formulas of size several orders of magnitude smaller than formulas of practical interest, raising serious concerns about generalization. This is because labeling random formulas of increasing size rapidly becomes intractable. By exploiting the probabilistic method in a fundamental way, we remove this roadblock entirely: we show how to generate correctly labeled random formulas of any desired size, without having to solve the underlying decision problem. Moreover, the difficulty of the classification task for the formulas produced by our generator is tunable by varying a simple scalar parameter. This opens up an entirely new level of sophistication for the machine learning methods that can be brought to bear on Satisfiability. Using our generator, we train existing state-of-the-art models for the task of predicting satisfiability on formulas with 10,000 variables. We find that they do no better than random guessing. As a first indication of what can be achieved with the new generator, we present a novel classifier that performs significantly better than random guessing 99% on the same datasets, for most difficulty levels. Crucially, unlike past approaches that learn based on syntactic features of a formula, our classifier performs its learning on a short prefix of a solver's computation, an approach that we expect to be of independent interest.
Extrapolation to complete basis-set limit in density-functional theory by quantile random-forest models
Speckhard, Daniel T., Carbogno, Christian, Ghiringhelli, Luca, Lubeck, Sven, Scheffler, Matthias, Draxl, Claudia
The numerical precision of density-functional-theory (DFT) calculations depends on a variety of computational parameters, one of the most critical being the basis-set size. The ultimate precision is reached with an infinitely large basis set, i.e., in the limit of a complete basis set (CBS). Our aim in this work is to find a machine-learning model that extrapolates finite basis-size calculations to the CBS limit. We start with a data set of 63 binary solids investigated with two all-electron DFT codes, exciting and FHI-aims, which employ very different types of basis sets. A quantile-random-forest model is used to estimate the total-energy correction with respect to a fully converged calculation as a function of the basis-set size. The random-forest model achieves a symmetric mean absolute percentage error of lower than 25% for both codes and outperforms previous approaches in the literature. Our approach also provides prediction intervals, which quantify the uncertainty of the models' predictions.
Improve State-Level Wheat Yield Forecasts in Kazakhstan on GEOGLAM's EO Data by Leveraging A Simple Spatial-Aware Technique
Nhu, Anh Nhat, Sahajpal, Ritvik, Justice, Christina, Becker-Reshef, Inbal
Accurate yield forecasting is essential for making informed policies and long-term decisions for food security. Earth Observation (EO) data and machine learning algorithms play a key role in providing a comprehensive and timely view of crop conditions from field to national scales. However, machine learning algorithms' prediction accuracy is often harmed by spatial heterogeneity caused by exogenous factors not reflected in remote sensing data, such as differences in crop management strategies. In this paper, we propose and investigate a simple technique called state-wise additive bias to explicitly address the cross-region yield heterogeneity in Kazakhstan. Compared to baseline machine learning models (Random Forest, CatBoost, XGBoost), our method reduces the overall RMSE by 8.9\% and the highest state-wise RMSE by 28.37\%. The effectiveness of state-wise additive bias indicates machine learning's performance can be significantly improved by explicitly addressing the spatial heterogeneity, motivating future work on spatial-aware machine learning algorithms for yield forecasts as well as for general geospatial forecasting problems.
Adapting and Evaluating Influence-Estimation Methods for Gradient-Boosted Decision Trees
Brophy, Jonathan, Hammoudeh, Zayd, Lowd, Daniel
Influence estimation analyzes how changes to the training data can lead to different model predictions; this analysis can help us better understand these predictions, the models making those predictions, and the data sets they're trained on. However, most influence-estimation techniques are designed for deep learning models with continuous parameters. Gradient-boosted decision trees (GBDTs) are a powerful and widely-used class of models; however, these models are black boxes with opaque decision-making processes. In the pursuit of better understanding GBDT predictions and generally improving these models, we adapt recent and popular influence-estimation methods designed for deep learning models to GBDTs. Specifically, we adapt representer-point methods and TracIn, denoting our new methods TREX and BoostIn, respectively; source code is available at https://github.com/jjbrophy47/tree_influence. We compare these methods to LeafInfluence and other baselines using 5 different evaluation measures on 22 real-world data sets with 4 popular GBDT implementations. These experiments give us a comprehensive overview of how different approaches to influence estimation work in GBDT models. We find BoostIn is an efficient influence-estimation method for GBDTs that performs equally well or better than existing work while being four orders of magnitude faster. Our evaluation also suggests the gold-standard approach of leave-one-out (LOO) retraining consistently identifies the single-most influential training example but performs poorly at finding the most influential set of training examples for a given target prediction.
Yggdrasil Decision Forests: A Fast and Extensible Decision Forests Library
Guillame-Bert, Mathieu, Bruch, Sebastian, Stotz, Richard, Pfeifer, Jan
Yggdrasil Decision Forests is a library for the training, serving and interpretation of decision forest models, targeted both at research and production work, implemented in C++, and available in C++, command line interface, Python (under the name TensorFlow Decision Forests), JavaScript, Go, and Google Sheets (under the name Simple ML for Sheets). The library has been developed organically since 2018 following a set of four design principles applicable to machine learning libraries and frameworks: simplicity of use, safety of use, modularity and high-level abstraction, and integration with other machine learning libraries. In this paper, we describe those principles in detail and present how they have been used to guide the design of the library. We then showcase the use of our library on a set of classical machine learning problems. Finally, we report a benchmark comparing our library to related solutions.
Benchmarking state-of-the-art gradient boosting algorithms for classification
Florek, Piotr, Zagdański, Adam
This work explores the use of gradient boosting in the context of classification. Four popular implementations, including original GBM algorithm and selected state-of-the-art gradient boosting frameworks (i.e. XGBoost, LightGBM and CatBoost), have been thoroughly compared on several publicly available real-world datasets of sufficient diversity. In the study, special emphasis was placed on hyperparameter optimization, specifically comparing two tuning strategies, i.e. randomized search and Bayesian optimization using the Tree-stuctured Parzen Estimator. The performance of considered methods was investigated in terms of common classification accuracy metrics as well as runtime and tuning time. Additionally, obtained results have been validated using appropriate statistical testing. An attempt was made to indicate a gradient boosting variant showing the right balance between effectiveness, reliability and ease of use.
Feature space reduction method for ultrahigh-dimensional, multiclass data: Random forest-based multiround screening (RFMS)
Hanczár, Gergely, Stippinger, Marcell, Hanák, Dávid, Kurbucz, Marcell T., Törteli, Olivér M., Chripkó, Ágnes, Somogyvári, Zoltán
In recent years, numerous screening methods have been published for ultrahigh-dimensional data that contain hundreds of thousands of features; however, most of these features cannot handle data with thousands of classes. Prediction models built to authenticate users based on multichannel biometric data result in this type of problem. In this study, we present a novel method known as random forest-based multiround screening (RFMS) that can be effectively applied under such circumstances. The proposed algorithm divides the feature space into small subsets and executes a series of partial model builds. These partial models are used to implement tournament-based sorting and the selection of features based on their importance. To benchmark RFMS, a synthetic biometric feature space generator known as BiometricBlender is employed. Based on the results, the RFMS is on par with industry-standard feature screening methods while simultaneously possessing many advantages over these methods.