Bayesian Learning
Implicit Feedback Deep Collaborative Filtering Product Recommendation System
Bhaskar, Karthik Raja Kalaiselvi, Kundur, Deepa, Lawryshyn, Yuri
Abstract--In this paper, several Collaborative Filtering (CF) approaches with latent variable methods were studied using user-item interactions to capture important hidden variations of the sparse customer purchasing behaviors. The latent factors are used to generalize the purchasing pattern of the customers and to provide product recommendations. CF with Neural Collaborative Filtering (NCF) was shown to produce the highest Normalized Discounted Cumulative Gain (NDCG) performance on the real-world proprietary dataset provided by a large parts supply company. Different hyperparameters were tested using Bayesian Optimization (BO) for applicability in the CF framework. External data sources like click-data and metrics like Clickthrough Rate (CTR) were reviewed for potential extensions to the work presented. The work shown in this paper provides techniques the Company can use to provide product recommendations to enhance revenues, attract new customers, and gain advantages over competitors. With today's ever-increasing ease of access to the internet more advertisements, attract new clients, and retain existing and information, we have reached a point of information clients [6].
Bayesian Inverse Reinforcement Learning for Collective Animal Movement
Schafer, Toryn L. J., Wikle, Christopher K., Hooten, Mevin B.
Agent-based methods allow for defining simple rules that generate complex group behaviors. The governing rules of such models are typically set a priori and parameters are tuned from observed behavior trajectories. Instead of making simplifying assumptions across all anticipated scenarios, inverse reinforcement learning provides inference on the short-term (local) rules governing long term behavior policies by using properties of a Markov decision process. We use the computationally efficient linearly-solvable Markov decision process to learn the local rules governing collective movement for a simulation of the self propelled-particle (SPP) model and a data application for a captive guppy population. The estimation of the behavioral decision costs is done in a Bayesian framework with basis function smoothing. We recover the true costs in the SPP simulation and find the guppies value collective movement more than targeted movement toward shelter.
Convergence Rates of Empirical Bayes Posterior Distributions: A Variational Perspective
We study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference. We show that as long as the hyperparameter set is discrete, the empirical Bayes posterior distribution induced by the maximum marginal likelihood estimator can be regarded as a variational approximation to a hierarchical Bayes posterior distribution. This connection between empirical Bayes and variational Bayes allows us to leverage the recent results in the variational Bayes literature, and directly obtains the convergence rates of empirical Bayes posterior distributions from a variational perspective. For a more general hyperparameter set that is not necessarily discrete, we introduce a new technique called "prior decomposition" to deal with prior distributions that can be written as convex combinations of probability measures whose supports are low-dimensional subspaces. This leads to generalized versions of the classical "prior mass and testing" conditions for the convergence rates of empirical Bayes. Our theory is applied to a number of statistical estimation problems including nonparametric density estimation and sparse linear regression.
A Rigorous Machine Learning Analysis Pipeline for Biomedical Binary Classification: Application in Pancreatic Cancer Nested Case-control Studies with Implications for Bias Assessments
Urbanowicz, Ryan J., Suri, Pranshu, Cui, Yuhan, Moore, Jason H., Ruth, Karen, Stolzenberg-Solomon, Rachael, Lynch, Shannon M.
Machine learning (ML) offers a collection of powerful approaches for detecting and modeling associations, often applied to data having a large number of features and/or complex associations. Currently, there are many tools to facilitate implementing custom ML analyses (e.g. scikit-learn). Interest is also increasing in automated ML packages, which can make it easier for non-experts to apply ML and have the potential to improve model performance. ML permeates most subfields of biomedical research with varying levels of rigor and correct usage. Tremendous opportunities offered by ML are frequently offset by the challenge of assembling comprehensive analysis pipelines, and the ease of ML misuse. In this work we have laid out and assembled a complete, rigorous ML analysis pipeline focused on binary classification (i.e. case/control prediction), and applied this pipeline to both simulated and real world data. At a high level, this 'automated' but customizable pipeline includes a) exploratory analysis, b) data cleaning and transformation, c) feature selection, d) model training with 9 established ML algorithms, each with hyperparameter optimization, and e) thorough evaluation, including appropriate metrics, statistical analyses, and novel visualizations. This pipeline organizes the many subtle complexities of ML pipeline assembly to illustrate best practices to avoid bias and ensure reproducibility. Additionally, this pipeline is the first to compare established ML algorithms to 'ExSTraCS', a rule-based ML algorithm with the unique capability of interpretably modeling heterogeneous patterns of association. While designed to be widely applicable we apply this pipeline to an epidemiological investigation of established and newly identified risk factors for pancreatic cancer to evaluate how different sources of bias might be handled by ML algorithms.
A Hybrid Deep Learning Model for Predictive Flood Warning and Situation Awareness using Channel Network Sensors Data
Dong, Shangjia, Yu, Tianbo, Farahmand, Hamed, Mostafavi, Ali
The objective of this study is to create and test a hybrid deep learning model, FastGRNN-FCN (Fast, Accurate, Stable and Tiny Gated Recurrent Neural Network-Fully Convolutional Network), for urban flood prediction and situation awareness using channel network sensors data. The study used Harris County, Texas as the testbed, and obtained channel sensor data from three historical flood events (e.g., 2016 Tax Day Flood, 2016 Memorial Day flood, and 2017 Hurricane Harvey Flood) for training and validating the hybrid deep learning model. The flood data are divided into a multivariate time series and used as the model input. Each input comprises nine variables, including information of the studied channel sensor and its predecessor and successor sensors in the channel network. Precision-recall curve and F-measure are used to identify the optimal set of model parameters. The optimal model with a weight of 1 and a critical threshold of 0.59 are obtained through one hundred iterations based on examining different weights and thresholds. The test accuracy and F-measure eventually reach 97.8% and 0.792, respectively. The model is then tested in predicting the 2019 Imelda flood in Houston and the results show an excellent match with the empirical flood. The results show that the model enables accurate prediction of the spatial-temporal flood propagation and recession and provides emergency response officials with a predictive flood warning tool for prioritizing the flood response and resource allocation strategies.
Stabilizing Invertible Neural Networks Using Mixture Models
Hagemann, Paul, Neumayer, Sebastian
Reconstructing parameters of physical models is an important task in science. Usually, such problems are severely under determined and sophisticated reconstruction techniques are necessary. Whereas classical regularisation methods focus on finding just the most desirable or most likely solution of an inverse problem, more recent methods focus on analyzing the complete distribution of possible parameters. In particular, this provides us with a way to quantify how trustworthy the obtained solution is. Among the most popular methods for uncertainty quantification are Bayesian methods [16], which build up on evaluating the posterior using Bayes theorem, and Markov Chain Monte Carlo (MCMC) [38].
Information Theoretic Meta Learning with Gaussian Processes
Titsias, Michalis K., Nikoloutsopoulos, Sotirios, Galashov, Alexandre
We formulate meta learning using information theoretic concepts such as mutual information and the information bottleneck. The idea is to learn a stochastic representation or encoding of the task description, given by a training or support set, that is highly informative about predicting the validation set. By making use of variational approximations to the mutual information, we derive a general and tractable framework for meta learning. We particularly develop new memorybased meta learning algorithms based on Gaussian processes and derive extensions that combine memory and gradient-based meta learning. We demonstrate our method on few-shot regression and classification by using standard benchmarks such as Omniglot, mini-Imagenet and Augmented Omniglot. Such systems require training deep neural networks from a set of tasks drawn from a common distribution, where each task is described by a small amount of experience, typically divided into a training or support set and a validation set. By sharing information across tasks the neural network can learn to rapidly adapt to new tasks and generalize from few examples at test time. Several few-shot learning algorithms use memory-based (Vinyals et al., 2016; Ravi & Larochelle, 2017) or gradient-based procedures (Finn et al., 2017; Nichol et al., 2018), with the gradient-based model agnostic meta learning algorithm (MAML) by Finn et al. (2017) being very influential in the literature. Despite the success of specific schemes, one fundamental issue in meta learning is concerned with deriving unified principles that can allow to relate different approaches and invent new schemes.
Classifier Combination Approach for Question Classification for Bengali Question Answering System
Banerjee, Somnath, Naskar, Sudip Kumar, Rosso, Paolo, Bandyopadhyay, Sivaji
Question classification (QC) is a prime constituent of automated question answering system. The work presented here demonstrates that the combination of multiple models achieve better classification performance than those obtained with existing individual models for the question classification task in Bengali. We have exploited state-of-the-art multiple model combination techniques, i.e., ensemble, stacking and voting, to increase QC accuracy. Lexical, syntactic and semantic features of Bengali questions are used for four well-known classifiers, namely Naïve Bayes, kernel Naïve Bayes, Rule Induction, and Decision Tree, which serve as our base learners. Single-layer question-class taxonomy with 8 coarse-grained classes is extended to two-layer taxonomy by adding 69 fine-grained classes. We carried out the experiments both on single-layer and two-layer taxonomies. Experimental results confirmed that classifier combination approaches outperform single classifier classification approaches by 4.02% for coarse-grained question classes. Overall, the stacking approach produces the best results for fine-grained classification and achieves 87.79% of accuracy. The approach presented here could be used in other Indo-Aryan or Indic languages to develop a question answering system. Both theoretical [22, 23] and empirical [24-26] studies confirm that the classifier combination approach is generally more accurate than any of the individual classifiers making up the ensemble. Furthermore, a number of studies [27, 30] were successfully carried out on classifier combination methods for the QC task which outperformed the individual classifiers.
Self-regularizing Property of Nonparametric Maximum Likelihood Estimator in Mixture Models
Introduced by Kiefer and Wolfowitz \cite{KW56}, the nonparametric maximum likelihood estimator (NPMLE) is a widely used methodology for learning mixture odels and empirical Bayes estimation. Sidestepping the non-convexity in mixture likelihood, the NPMLE estimates the mixing distribution by maximizing the total likelihood over the space of probability measures, which can be viewed as an extreme form of overparameterization. In this paper we discover a surprising property of the NPMLE solution. Consider, for example, a Gaussian mixture model on the real line with a subgaussian mixing distribution. Leveraging complex-analytic techniques, we show that with high probability the NPMLE based on a sample of size $n$ has $O(\log n)$ atoms (mass points), significantly improving the deterministic upper bound of $n$ due to Lindsay \cite{lindsay1983geometry1}. Notably, any such Gaussian mixture is statistically indistinguishable from a finite one with $O(\log n)$ components (and this is tight for certain mixtures). Thus, absent any explicit form of model selection, NPMLE automatically chooses the right model complexity, a property we term \emph{self-regularization}. Extensions to other exponential families are given. As a statistical application, we show that this structural property can be harnessed to bootstrap existing Hellinger risk bound of the (parametric) MLE for finite Gaussian mixtures to the NPMLE for general Gaussian mixtures, recovering a result of Zhang \cite{zhang2009generalized}.
Density Fixing: Simple yet Effective Regularization Method based on the Class Prior
Kimura, Masanari, Izawa, Ryohei
Machine learning models suffer from overfitting, which is caused by a lack of labeled data. To tackle this problem, we proposed a framework of regularization methods, called density-fixing, that can be used commonly for supervised and semi-supervised learning. Our proposed regularization method improves the generalization performance by forcing the model to approximate the class's prior distribution or the frequency of occurrence. This regularization term is naturally derived from the formula of maximum likelihood estimation and is theoretically justified. We further provide the several theoretical analyses of the proposed method including asymptotic behavior. Our experimental results on multiple benchmark datasets are sufficient to support our argument, and we suggest that this simple and effective regularization method is useful in real-world machine learning problems.