Markov Models
Xeggora: Exploiting Immune-to-Evidence Symmetries with Full Aggregation in Statistical Relational Models
Amirian, Mohammad Mahdi, Shiry Ghidary, Saeed
We present improvements in maximum a-posteriori inference for Markov Logic, a widely used SRL formalism. Inferring the most probable world for Markov Logic is NP-hard in general. Several approaches, including Cutting Plane Aggregation (CPA), perform inference through translation to Integer Linear Programs. Aggregation exploits context-specific symmetries independently of evidence and reduces the size of the program. We illustrate much more symmetries occurring in long ground clauses that are ignored by CPA and can be exploited by higher-order aggregations. We propose Full-Constraint-Aggregation, a superior algorithm to CPA which exploits the ignored symmetries via a lifted translation method and some constraint relaxations. RDBMS and heuristic techniques are involved to improve the overall performance. We introduce Xeggora as an evolutionary extension of RockIt, the query engine that uses CPA. Xeggora evaluation on real-world benchmarks shows progress in efficiency compared to RockIt especially for models with long formulas.
Towards automated feature engineering for credit card fraud detection using multi-perspective HMMs
Lucas, Yvan, Portier, Pierre-Edouard, Laporte, Lรฉa, He-Guelton, Liyun, Caelen, Olivier, Granitzer, Michael, Calabretto, Sylvie
Machine learning and data mining techniques have been used extensively in order to detect credit card frauds. However, most studies consider credit card transactions as isolated events and not as a sequence of transactions. In this framework, we model a sequence of credit card transactions from three different perspectives, namely (i) The sequence contains or doesn't contain a fraud (ii) The sequence is obtained by fixing the card-holder or the payment terminal (iii) It is a sequence of spent amount or of elapsed time between the current and previous transactions. Combinations of the three binary perspectives give eight sets of sequences from the (training) set of transactions. Each one of these sequences is modelled with a Hidden Markov Model (HMM). Each HMM associates a likelihood to a transaction given its sequence of previous transactions. These likelihoods are used as additional features in a Random Forest classifier for fraud detection. Our multiple perspectives HMM-based approach offers automated feature engineering to model temporal correlations so as to improve the effectiveness of the classification task and allows for an increase in the detection of fraudulent transactions when combined with the state of the art expert based feature engineering strategy for credit card fraud detection. In extension to previous works, we show that this approach goes beyond ecommerce transactions and provides a robust feature engineering over different datasets, hyperparameters and classifiers. Moreover, we compare strategies to deal with structural missing values.
Data Science Repo - Machine Learning, Stats, etc
A prevailing characteristic of data scientists is deep intellectual curiosity a trait that drives them to be passionate learners, always picking up new skills on their own volition. Many of these fascinating but difficult techniques of data science are grounded in hard math and machine learning e.g. Bayesian inference, nonparametric regression, neural net classifiers, hidden markov models, evolutionary algorithms, content/collaborative filters, NLP, etc. Data science is so broad and deep that even the most seasoned experts always have something new to learn; there is simply too much collective knowledge out there. The purpose of the "Data Science Knowledge Repo" is to provide a central resource that data scientists can revisit frequently to refresh knowledge or learn new skills. If you have any recommended additions guides, technical papers, and other resources email frank@datajobs.com.
Active Collaborative Sensing for Energy Breakdown
Jia, Yiling, Batra, Nipun, Wang, Hongning, Whitehouse, Kamin
Residential homes constitute roughly one-fourth of the total energy usage worldwide. Providing appliance-level energy breakdown has been shown to induce positive behavioral changes that can reduce energy consumption by 15%. Existing approaches for energy breakdown either require hardware installation in every target home or demand a large set of energy sensor data available for model training. However, very few homes in the world have installed sub-meters (sensors measuring individual appliance energy); and the cost of retrofitting a home with extensive sub-metering eats into the funds available for energy saving retrofits. As a result, strategically deploying sensing hardware to maximize the reconstruction accuracy of sub-metered readings in non-instrumented homes while minimizing deployment costs becomes necessary and promising. In this work, we develop an active learning solution based on low-rank tensor completion for energy breakdown. We propose to actively deploy energy sensors to appliances from selected homes, with a goal to improve the prediction accuracy of the completed tensor with minimum sensor deployment cost. We empirically evaluate our approach on the largest public energy dataset collected in Austin, Texas, USA, from 2013 to 2017. The results show that our approach gives better performance with a fixed number of sensors installed when compared to the state-of-the-art, which is also proven by our theoretical analysis.
Policy Certificates and Minimax-Optimal PAC Bounds for Episodic Reinforcement Learning
Designing reinforcement learning methods which find a good policy with as few samples as possible is a key goal of both empirical and theoretical research. On the theoretical side there are two main ways, regret- or PAC (probably approximately correct) bounds, to measure and guarantee sample-efficiency of a method. Ideally, we would like to have algorithms that have good performance according to both criteria, as they measure different aspects of sample efficiency and we have shown previously [1] that one cannot simply go from one to the other. In a specific setting called tabular episodic MDPs, a recent algorithm achieved close to optimal regret bounds [2] but there was no methods known to be close to optimal according to the PAC criterion despite a long line of research. In our work presented at ICML 2019, we close this gap with a new method that achieves minimax-optimal PAC (and regret) bounds which match the statistical worst-case lower bounds in the dominating terms.
Initial investigation of an encoder-decoder end-to-end TTS framework using marginalization of monotonic hard latent alignments
Yasuda, Yusuke, Wang, Xin, Yamagishi, Junichi
End-to-end text-to-speech (TTS) synthesis is a method that directly converts input text to output acoustic features using a single network. A recent advance of end-to-end TTS is due to a key technique called attention mechanisms, and all successful methods proposed so far have been based on soft attention mechanisms. However, although network structures are becoming increasingly complex, end-to-end TTS systems with soft attention mechanisms may still fail to learn and to predict accurate alignment between the input and output. This may be because the soft attention mechanisms are too flexible. Therefore, we propose an approach that has more explicit but natural constraints suitable for speech signals to make alignment learning and prediction of end-to-end TTS systems more robust. The proposed system, with the constrained alignment scheme borrowed from segment-to-segment neural transduction (SSNT), directly calculates the joint probability of acoustic features and alignment given an input text. The alignment is designed to be hard and monotonically increase by considering the speech nature, and it is treated as a latent variable and marginalized during training. During prediction, both the alignment and acoustic features can be generated from the probabilistic distributions. The advantages of our approach are that we can simplify many modules for the soft attention and that we can train the end-to-end TTS model using a single likelihood function. As far as we know, our approach is the first end-to-end TTS without a soft attention mechanism.
Solve fraud detection problem by using graph based learning methods
Tran, Loc, Tran, Tuan, Tran, Linh, Mai, An
Preprint submitted to RGN Publications on 21 /5/2018 Abstract The credit cards' fraud transactions detection is the important problem in machine learning field. To detect the credit cards' fraud transactions help reduce the significant loss of the credit cards' holders and the banks. To detect the credit cards' fraud transactions, data scientists normally employ the un - supervised learning techniques and supervised learning technique. In this paper, we employ the graph p - Laplacian based semi - supervised learning methods combi ned with the under - sampling technique such as Cluster Centroids to solve the credit cards' fraud transactions detection problem. Experimental results show that that the graph p - Laplacian semi - supervised learning method s outper form the current state of art graph Laplacian based semi - supervised learning method ( p 2). 2010 AMS Classi fi cation: 05C85 Keywords and phrases: graph p - Laplacian, credit card, fraud detection, semi - supervised learning Article type: Research article 1 Introduction While purchasing online, the transactions can be done by using credit cards that are issued by the bank.
Solving Discounted Stochastic Two-Player Games with Near-Optimal Time and Sample Complexity
Sidford, Aaron, Wang, Mengdi, Yang, Lin F., Ye, Yinyu
In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with discount factor $\gamma\in(0,1)$ we provide an algorithm that computes an $\epsilon$-optimal strategy with high-probability given $\tilde{O}((1 - \gamma)^{-3} \epsilon^{-2})$ samples from the transition function for each state-action-pair. Our algorithm runs in time nearly linear in the number of samples and uses space nearly linear in the number of state-action pairs. As stochastic games generalize Markov decision processes (MDPs) our runtime and sample complexities are optimal due to Azar et al (2013). We achieve our results by showing how to generalize a near-optimal Q-learning based algorithms for MDP, in particular Sidford et al (2018), to two-player strategy computation algorithms. This overcomes limitations of standard Q-learning and strategy iteration or alternating minimization based approaches and we hope will pave the way for future reinforcement learning results by facilitating the extension of MDP results to multi-agent settings with little loss.
Neural Networks for Relational Data
Kaur, Navdeep, Kunapuli, Gautam, Joshi, Saket, Kersting, Kristian, Natarajan, Sriraam
While deep networks have been enormously successful over the last decade, they rely on flat-feature vector representations, which makes them unsuitable for richly structured domains such as those arising in applications like social network analysis. Such domains rely on relational representations to capture complex relationships between entities and their attributes. Thus, we consider the problem of learning neural networks for relational data. We distinguish ourselves from current approaches that rely on expert hand-coded rules by learning relational random-walk-based features to capture local structural interactions and the resulting network architecture. We further exploit parameter tying of the network weights of the resulting relational neural network, where instances of the same type share parameters. Our experimental results across several standard relational data sets demonstrate the effectiveness of the proposed approach over multiple neural net baselines as well as state-of-the-art statistical relational models.
STMARL: A Spatio-Temporal Multi-Agent Reinforcement Learning Approach for Traffic Light Control
Wang, Yanan, Xu, Tong, Niu, Xin, Tan, Chang, Chen, Enhong, Xiong, Hui
The development of intelligent traffic light control systems is essential for smart transportation management. While some efforts have been made to optimize the use of individual traffic lights in an isolated way, related studies have largely ignored the fact that the use of multi-intersection traffic lights is spatially influenced and there is a temporal dependency of historical traffic status for current traffic light control. To that end, in this paper, we propose a novel SpatioTemporal Multi-Agent Reinforcement Learning (STMARL) framework for effectively capturing the spatio-temporal dependency of multiple related traffic lights and control these traffic lights in a coordinating way. Specifically, we first construct the traffic light adjacency graph based on the spatial structure among traffic lights. Then, historical traffic records will be integrated with current traffic status via Recurrent Neural Network structure. Moreover, based on the temporally-dependent traffic information, we design a Graph Neural Network based model to represent relationships among multiple traffic lights, and the decision for each traffic light will be made in a distributed way by the deep Q-learning method. Finally, the experimental results on both synthetic and real-world data have demonstrated the effectiveness of our STMARL framework, which also provides an insightful understanding of the influence mechanism among multi-intersection traffic lights.