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 Markov Models


Exponential inequalities for nonstationary Markov Chains

arXiv.org Machine Learning

Exponential and concentration inequalities are corner stones of machine learning theory. The first distribution-free bounds on the Empirical Risk Minimiser (ERM), proven by Vapnik and Cervnonenkis in the early 70s, are based on Hoeffding's inequality, see Vapnik (1998). Model selection techniques rely heavily on concentration inequalities (Massart (2007)). We defer the reader to Boucheron et al. (2013) for an overview on concentration inequalities. However, all the results in these references are in the case of i.i.d random variables. Many extensions of Hoeffding and Bernstein's inequalities were proposed for dependent observations: see Catoni (2003); Bertail and Clรฉmenรงon (2010); Joulin and Ollivier (2010); Dedecker and Fan (2015); Fan et al. (2018) under


Learning End-to-End Goal-Oriented Dialog with Multiple Answers

arXiv.org Artificial Intelligence

In a dialog, there can be multiple valid next utterances at any point. The present end-to-end neural methods for dialog do not take this into account. They learn with the assumption that at any time there is only one correct next utterance. In this work, we focus on this problem in the goal-oriented dialog setting where there are different paths to reach a goal. We propose a new method, that uses a combination of supervised learning and reinforcement learning approaches to address this issue. We also propose a new and more effective testbed, permuted-bAbI dialog tasks, by introducing multiple valid next utterances to the original-bAbI dialog tasks, which allows evaluation of goal-oriented dialog systems in a more realistic setting. We show that there is a significant drop in performance of existing end-to-end neural methods from 81.5% per-dialog accuracy on original-bAbI dialog tasks to 30.3% on permuted-bAbI dialog tasks. We also show that our proposed method improves the performance and achieves 47.3% per-dialog accuracy on permuted-bAbI dialog tasks.


A Jointly Learned Context-Aware Place of Interest Embedding for Trip Recommendations

arXiv.org Machine Learning

Trip recommendation is an important location-based service that helps relieve users from the time and efforts for trip planning. It aims to recommend a sequence of places of interest (POIs) for a user to visit that maximizes the user's satisfaction. When adding a POI to a recommended trip, it is essential to understand the context of the recommendation, including the POI popularity, other POIs co-occurring in the trip, and the preferences of the user. These contextual factors are learned separately in existing studies, while in reality, they impact jointly on a user's choice of a POI to visit. In this study, we propose a POI embedding model to jointly learn the impact of these contextual factors. We call the learned POI embedding a context-aware POI embedding. To showcase the effectiveness of this embedding, we apply it to generate trip recommendations given a user and a time budget. We propose two trip recommendation algorithms based on our context-aware POI embedding. The first algorithm finds the exact optimal trip by transforming and solving the trip recommendation problem as an integer linear programming problem. To achieve a high computation efficiency, the second algorithm finds a heuristically optimal trip based on adaptive large neighborhood search. We perform extensive experiments on real datasets. The results show that our proposed algorithms consistently outperform state-of-the-art algorithms in trip recommendation quality, with an advantage of up to 43% in F1-score.


Predicting Extubation Readiness in Extreme Preterm Infants based on Patterns of Breathing

arXiv.org Machine Learning

Abstract-- Extremely preterm infants commonly require intubation and invasive mechanical ventilation after birth. While the duration of mechanical ventilation should be minimized in order to avoid complications, extubation failure is associated with increases in morbidities and mortality. As part of a prospective observational study aimed at developing an accurate predictor of extubation readiness, Markov and semi-Markov chain models were applied to gain insight into the respiratory patterns of these infants, with more robust timeseries modeling using semi-Markov models. This model revealed interesting similarities and differences between newborns who succeeded extubation and those who failed. The parameters of the model were further applied to predict extubation readiness via generative (joint likelihood) and discriminative (support vector machine) approaches. Results showed that up to 84% of infants who failed extubation could have been accurately identified prior to extubation.


A Semi-Markov Chain Approach to Modeling Respiratory Patterns Prior to Extubation in Preterm Infants

arXiv.org Machine Learning

After birth, extremely preterm infants often require specialized respiratory management in the form of invasive mechanical ventilation (IMV). Protracted IMV is associated with detrimental outcomes and morbidities. Premature extubation, on the other hand, would necessitate reintubation which is risky, technically challenging and could further lead to lung injury or disease. We present an approach to modeling respiratory patterns of infants who succeeded extubation and those who required reintubation which relies on Markov models. We compare the use of traditional Markov chains to semi-Markov models which emphasize cross-pattern transitions and timing information, and to multi-chain Markov models which can concisely represent non-stationarity in respiratory behavior over time. The models we developed expose specific, unique similarities as well as vital differences between the two populations.


Machine Learning for Spatiotemporal Sequence Forecasting: A Survey

arXiv.org Machine Learning

Spatiotemporal systems are common in the real-world. Forecasting the multi-step future of these spatiotemporal systems based on the past observations, or, Spatiotemporal Sequence Forecasting (STSF), is a significant and challenging problem. Although lots of real-world problems can be viewed as STSF and many research works have proposed machine learning based methods for them, no existing work has summarized and compared these methods from a unified perspective. This survey aims to provide a systematic review of machine learning for STSF. In this survey, we define the STSF problem and classify it into three subcategories: Trajectory Forecasting of Moving Point Cloud (TF-MPC), STSF on Regular Grid (STSF-RG) and STSF on Irregular Grid (STSF-IG). We then introduce the two major challenges of STSF: 1) how to learn a model for multi-step forecasting and 2) how to adequately model the spatial and temporal structures. After that, we review the existing works for solving these challenges, including the general learning strategies for multi-step forecasting, the classical machine learning based methods for STSF, and the deep learning based methods for STSF. We also compare these methods and point out some potential research directions.


Scalable Population Synthesis with Deep Generative Modeling

arXiv.org Machine Learning

Population synthesis is concerned with the generation of synthetic yet realistic representations of populations. It is a fundamental problem in the modeling of transport where the synthetic populations of micro agents represent a key input to most agent-based models. In this paper, a new methodological framework for how to grow pools of micro agents is presented. This is accomplished by adopting a deep generative modeling approach from machine learning based on a Variational Autoencoder (VAE) framework. Compared to the previous population synthesis approaches based on Iterative Proportional Fitting (IPF), Markov Chain Monte Carlo (MCMC) sampling or traditional generative models, the proposed method allows unparalleled scalability with respect to the number and types of attributes. In contrast to the approaches that rely on approximating the joint distribution in the observed data space, VAE learns its compressed latent representation. The advantage of the compressed representation is that it avoids the problem of the generated samples being trapped in local minima when the number of attributes becomes large. The problem is illustrated using the Danish National Travel Survey data, where the Gibbs sampler fails to generate a population with 21 attributes (corresponding to the 121-dimensional joint distribution). At the same time, VAE shows acceptable performance when 47 attributes (corresponding to the 357-dimensional joint distribution) are used. Moreover, VAE allows for growing agents that are virtually different from those in the original data but have similar statistical properties and correlation structure. The presented approach will help modelers to generate better and richer populations with a high level of detail, including smaller zones, personal details and travel preferences.


Learning to Dialogue via Complex Hindsight Experience Replay

arXiv.org Artificial Intelligence

Reinforcement learning methods have been used for learning dialogue policies from the experience of conversations. However, learning an effective dialogue policy frequently requires prohibitively many conversations. This is partly because of the sparse rewards in dialogues, and the relatively small number of successful dialogues in early learning phase. Hindsight experience replay (HER) enables an agent to learn from failure, but the vanilla HER is inapplicable to dialogue domains due to dialogue goals being implicit (c.f., explicit goals in manipulation tasks). In this work, we develop two complex HER methods providing different trade-offs between complexity and performance. Experiments were conducted using a realistic user simulator. Results suggest that our HER methods perform better than standard and prioritized experience replay methods (as applied to deep Q-networks) in learning rate, and that our two complex HER methods can be combined to produce the best performance.


Data Consistency Approach to Model Validation

arXiv.org Machine Learning

In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The contribution in this paper is a general criterion to evaluate the consistency of a set of statistical models with respect to observed data. This is achieved by automatically gauging the models' ability to generate data that is similar to the observed data. Importantly, the criterion follows from the model class itself and is therefore directly applicable to a broad range of inference problems with varying data types. The proposed data consistency criterion is illustrated and evaluated using three synthetic and two real data sets.


Classification-Based Machine Learning for Finance

#artificialintelligence

Finally, a comprehensive hands-on machine learning course with specific focus on classification based models for the investment community and passionate investors. In the past few years, there has been a massive adoption and growth in the use of data science, artificial intelligence and machine learning to find alpha. However, information on and application of machine learning to investment are scarce. This course has been designed to address that. It is meant to spark your creative juices and get you started in this space.