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 Bayesian Learning


December 2019: "Top 40" New R Packages

#artificialintelligence

One hundred fifty-two packages made it to CRAN in December. Here are my "Top 40" picks in ten categories: Data, Genomics, Machine Learning, Mathematics, Medicine, Science, Statistics, Time Series, Utilities, and Visualization. Look here for more information as well as the vignette. Loads and creates spatial data, including layers and tools that are relevant to the activities of the Commission for the Conservation of Antarctic Marine Living Resources ( CCAMLR). Have a look at the vignette.


Survey of Network Intrusion Detection Methods from the Perspective of the Knowledge Discovery in Databases Process

arXiv.org Artificial Intelligence

The identification of cyberattacks which target information and communication systems has been a focus of the research community for years. Network intrusion detection is a complex problem which presents a diverse number of challenges. Many attacks currently remain undetected, while newer ones emerge due to the proliferation of connected devices and the evolution of communication technology. In this survey, we review the methods that have been applied to network data with the purpose of developing an intrusion detector, but contrary to previous reviews in the area, we analyze them from the perspective of the Knowledge Discovery in Databases (KDD) process. As such, we discuss the techniques used for the capture, preparation and transformation of the data, as well as, the data mining and evaluation methods. In addition, we also present the characteristics and motivations behind the use of each of these techniques and propose more adequate and up-to-date taxonomies and definitions for intrusion detectors based on the terminology used in the area of data mining and KDD. Special importance is given to the evaluation procedures followed to assess the different detectors, discussing their applicability in current real networks. Finally, as a result of this literature review, we investigate some open issues which will need to be considered for further research in the area of network security.


A Primer on Domain Adaptation

arXiv.org Machine Learning

Standard supervised machine learning assumes that the distribution of the source samples used to train an algorithm is the same as the one of the target samples on which it is supposed to make predictions. However, as any data scientist will confirm, this is hardly ever the case in practice. The set of statistical and numerical methods that deal with such situations is known as domain adaptation, a field with a long and rich history. The myriad of methods available and the unfortunate lack of a clear and universally accepted terminology can however make the topic rather daunting for the newcomer. Therefore, rather than aiming at completeness, which leads to exhibiting a tedious catalog of methods, this pedagogical review aims at a coherent presentation of four important special cases: (1) \emph{prior shift}, a situation in which training samples were selected according to their labels without any knowledge of their actual distribution in the target, (2) \emph{covariate shift} which deals with a situation where training examples were picked according to their features but with some selection bias, (3) \emph{concept shift} where the dependence of the labels on the features defers between the source and the target, and last but not least (4) \emph{subspace mapping} which deals with a situation where features in the target have been subjected to an unknown distortion with respect to the source features. In each case we first build an intuition, next we provide the appropriate mathematical framework and eventually we describe a practical application.


Bayesian nonparametric shared multi-sequence time series segmentation

arXiv.org Machine Learning

In this paper, we introduce a method for segmenting time series data using tools from Bayesian nonparametrics. We consider the task of temporal segmentation of a set of time series data into representative stationary segments. We use Gaussian process (GP) priors to impose our knowledge about the characteristics of the underlying stationary segments, and use a nonparametric distribution to partition the sequences into such segments, formulated in terms of a prior distribution on segment length. Given the segmentation, the model can be viewed as a variant of a Gaussian mixture model where the mixture components are described using the covariance function of a GP. We demonstrate the effectiveness of our model on synthetic data as well as on real time-series data of heartbeats where the task is to segment the indicative types of beats and to classify the heartbeat recordings into classes that correspond to healthy and abnormal heart sounds.


Feature selection in machine learning: R\'enyi min-entropy vs Shannon entropy

arXiv.org Machine Learning

Feature selection, in the context of machine learning, is the process of separating the highly predictive feature from those that might be irrelevant or redundant. Information theory has been recognized as a useful concept for this task, as the prediction power stems from the correlation, i.e., the mutual information, between features and labels. Many algorithms for feature selection in the literature have adopted the Shannon-entropy-based mutual information. In this paper, we explore the possibility of using R enyi min-entropy instead. In particular, we propose an algorithm based on a notion of conditional R enyi min-entropy that has been recently adopted in the field of security and privacy, and which is strictly related to the Bayes error. We prove that in general the two approaches are incomparable, in the sense that we show that we can construct datasets on which the R enyi-based algorithm performs better than the corresponding Shannon-based one, and datasets on which the situation is reversed. In practice, however, when considering datasets of real data, it seems that the R enyi-based algorithm tends to outperform the other one. We have effectuate several experiments on the BASE-HOCK, SEMEION, and GISETTE datasets, and in all of them we have indeed observed that the R enyi-based algorithm gives better results.


Particle-Gibbs Sampling For Bayesian Feature Allocation Models

arXiv.org Machine Learning

Bayesian feature allocation models are a popular tool for modelling data with a combinatorial latent structure. Exact inference in these models is generally intractable and so practitioners typically apply Markov Chain Monte Carlo (MCMC) methods for posterior inference. The most widely used MCMC strategies rely on an element wise Gibbs update of the feature allocation matrix. These element wise updates can be inefficient as features are typically strongly correlated. To overcome this problem we have developed a Gibbs sampler that can update an entire row of the feature allocation matrix in a single move. However, this sampler is impractical for models with a large number of features as the computational complexity scales exponentially in the number of features. We develop a Particle Gibbs sampler that targets the same distribution as the row wise Gibbs updates, but has computational complexity that only grows linearly in the number of features. We compare the performance of our proposed methods to the standard Gibbs sampler using synthetic data from a range of feature allocation models. Our results suggest that row wise updates using the PG methodology can significantly improve the performance of samplers for feature allocation models.


The role of surrogate models in the development of digital twins of dynamic systems

arXiv.org Machine Learning

Digital twin technology has significant promise, relevance and potential of widespread applicability in various industrial sectors such as aerospace, infrastructure and automotive. However, the adoption of this technology has been slower due to the lack of clarity for specific applications. A discrete damped dynamic system is used in this paper to explore the concept of a digital twin. As digital twins are also expected to exploit data and computational methods, there is a compelling case for the use of surrogate models in this context. Motivated by this synergy, we have explored the possibility of using surrogate models within the digital twin technology. In particular, the use of Gaussian process (GP) emulator within the digital twin technology is explored. GP has the inherent capability of addressing noise and sparse data and hence, makes a compelling case to be used within the digital twin framework. Cases involving stiffness variation and mass variation are considered, individually and jointly along with different levels of noise and sparsity in data. Our numerical simulation results clearly demonstrate that surrogate models such as GP emulators have the potential to be an effective tool for the development of digital twins. Aspects related to data quality and sampling rate are analysed. Key concepts introduced in this paper are summarised and ideas for urgent future research needs are proposed.


Machine Learning using Python : Learn Hands-On

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Learn to use Python, the ideal programming language for Machine Learning, with this comprehensive course from Hands-On System. Python plays a important role in the adoption of Machine Learning (ML) in the business environment. Now a day's Machine Learning is one of the most sought after skills in industry. After completion of this course students will understand and apply the concepts of machine learning and applied statistics for real world problems. The topics we will be covering in this course are: Python libraries for data manipulation and visualization such as numpy, matplotlib and pandas.


Sparse Semi-supervised Heterogeneous Interbattery Bayesian Analysis

arXiv.org Machine Learning

The Bayesian approach to feature extraction, known as factor analysis (FA), has been widely studied in machine learning to obtain a latent representation of the data. An adequate selection of the probabilities and priors of these bayesian models allows the model to better adapt to the data nature (i.e. heterogeneity, sparsity), obtaining a more representative latent space. The objective of this article is to propose a general FA framework capable of modelling any problem. To do so, we start from the Bayesian Inter-Battery Factor Analysis (BIBFA) model, enhancing it with new functionalities to be able to work with heterogeneous data, include feature selection, and handle missing values as well as semi-supervised problems. The performance of the proposed model, Sparse Semi-supervised Heterogeneous Interbattery Bayesian Analysis (SSHIBA) has been tested on 4 different scenarios to evaluate each one of its novelties, showing not only a great versatility and an interpretability gain, but also outperforming most of the state-of-the-art algorithms.


Adventures With Artificial Intelligence and Machine Learning

#artificialintelligence

Since October of last year I have had the opportunity to work with an startup working on automated machine learning and I thought that I would share some thoughts on the experience and the details of what one might want to consider around the start of a journey with a "data scientist in a box". I'll start by saying that machine learning and'artificial intelligence has almost forced itself into my work several times in the past eighteen months, all in slightly different ways. The first brush was back in June 2018 when one of the developers I was working with wanted to demonstrate to me a scoring model for loan applications based on the analysis of some other transactional data that indicated loans that had been previously granted. The model had no explanation and no details other than the fact that it allowed you to stitch together a transactional dataset which it assessed using a naïve Bayes algorithm. We had a run at showing this to a wider audience but the palate for examination seemed low and I suspect that in the end the real reason was we didn't have real data and only had a conceptual problem to be solved.