Learning Graphical Models
DPSCREEN: Dynamic Personalized Screening
Kartik Ahuja, William Zame, Mihaela van der Schaar
Screening is important for the diagnosis and treatment of a wide variety of diseases. A good screening policy should be personalized to the features of the patient and to the dynamic history of the patient (including the history of screening). The growth of electronic health records data has led to the development of many models to predict the onset and progression of different diseases. However, there has been limited work to address the personalized screening for these different diseases. In this work, we develop the first framework to construct screening policies for a large class of disease models.
Diffusion Approximations for Online Principal Component Estimation and Global Convergence
Chris Junchi Li, Mengdi Wang, Han Liu, Tong Zhang
In this paper, we propose to adopt the diffusion approximation tools to study the dynamics of Oja's iteration which is an online stochastic gradient descent method for the principal component analysis. Oja's iteration maintains a running estimate of the true principal component from streaming data and enjoys less temporal and spatial complexities. We show that the Oja's iteration for the top eigenvector generates a continuous-state discrete-time Markov chain over the unit sphere. We characterize the Oja's iteration in three phases using diffusion approximation and weak convergence tools. Our three-phase analysis further provides a finite-sample error bound for the running estimate, which matches the minimax information lower bound for principal component analysis under the additional assumption of bounded samples.
Introspective Classification with Convolutional Nets
Long Jin, Justin Lazarow, Zhuowen Tu
We propose introspective convolutional networks (ICN) that emphasize the importance of having convolutional neural networks empowered with generative capabilities. We employ a reclassification-by-synthesis algorithm to perform training using a formulation stemmed from the Bayes theory. Our ICN tries to iteratively: (1) synthesize pseudo-negative samples; and (2) enhance itself by improving the classification. The single CNN classifier learned is at the same time generative -- being able to directly synthesize new samples within its own discriminative model. We conduct experiments on benchmark datasets including MNIST, CIFAR-10, and SVHN using state-of-the-art CNN architectures, and observe improved classification results.
Stochastic Gradient Richardson-Romberg Markov Chain Monte Carlo
Alain Durmus, Umut Simsekli, Eric Moulines, Roland Badeau, Gaël RICHARD
Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) algorithms have become increasingly popular for Bayesian inference in large-scale applications. Even though these methods have proved useful in several scenarios, their performance is often limited by their bias. In this study, we propose a novel sampling algorithm that aims to reduce the bias of SG-MCMC while keeping the variance at a reasonable level. Our approach is based on a numerical sequence acceleration method, namely the Richardson-Romberg extrapolation, which simply boils down to running almost the same SG-MCMC algorithm twice in parallel with different step sizes. We illustrate our framework on the popular Stochastic Gradient Langevin Dynamics (SGLD) algorithm and propose a novel SG-MCMC algorithm referred to as Stochastic Gradient Richardson-Romberg Langevin Dynamics (SGRRLD). We provide formal theoretical analysis and show that SGRRLD is asymptotically consistent, satisfies a central limit theorem, and its non-asymptotic bias and the mean squared-error can be bounded. Our results show that SGRRLD attains higher rates of convergence than SGLD in both finite-time and asymptotically, and it achieves the theoretical accuracy of the methods that are based on higher-order integrators. We support our findings using both synthetic and real data experiments.
MARLadona - Towards Cooperative Team Play Using Multi-Agent Reinforcement Learning
Li, Zichong, Bjelonic, Filip, Klemm, Victor, Hutter, Marco
Robot soccer, in its full complexity, poses an unsolved research challenge. Current solutions heavily rely on engineered heuristic strategies, which lack robustness and adaptability. Deep reinforcement learning has gained significant traction in various complex robotics tasks such as locomotion, manipulation, and competitive games (e.g., AlphaZero, OpenAI Five), making it a promising solution to the robot soccer problem. This paper introduces MARLadona. A decentralized multi-agent reinforcement learning (MARL) training pipeline capable of producing agents with sophisticated team play behavior, bridging the shortcomings of heuristic methods. Further, we created an open-source multi-agent soccer environment based on Isaac Gym. Utilizing our MARL framework and a modified a global entity encoder as our core architecture, our approach achieves a 66.8% win rate against HELIOS agent, which employs a state-of-the-art heuristic strategy. Furthermore, we provided an in-depth analysis of the policy behavior and interpreted the agent's intention using the critic network.
Hawk: An Efficient NALM System for Accurate Low-Power Appliance Recognition
Wang, Zijian, Zhang, Xingzhou, Wang, Yifan, Peng, Xiaohui, Xu, Zhiwei
Non-intrusive Appliance Load Monitoring (NALM) aims to recognize individual appliance usage from the main meter without indoor sensors. However, existing systems struggle to balance dataset construction efficiency and event/state recognition accuracy, especially for low-power appliance recognition. This paper introduces Hawk, an efficient and accurate NALM system that operates in two stages: dataset construction and event recognition. In the data construction stage, we efficiently collect a balanced and diverse dataset, HawkDATA, based on balanced Gray code and enable automatic data annotations via a sampling synchronization strategy called shared perceptible time. During the event recognition stage, our algorithm integrates steady-state differential pre-processing and voting-based post-processing for accurate event recognition from the aggregate current. Experimental results show that HawkDATA takes only 1/71.5 of the collection time to collect 6.34x more appliance state combinations than the baseline. In HawkDATA and a widely used dataset, Hawk achieves an average F1 score of 93.94% for state recognition and 97.07% for event recognition, which is a 47. 98% and 11. 57% increase over SOTA algorithms. Furthermore, selected appliance subsets and the model trained from HawkDATA are deployed in two real-world scenarios with many unknown background appliances. The average F1 scores of event recognition are 96.02% and 94.76%. Hawk's source code and HawkDATA are accessible at https://github.com/WZiJ/SenSys24-Hawk.
Combining Structural and Unstructured Data: A Topic-based Finite Mixture Model for Insurance Claim Prediction
Hou, Yanxi, Xia, Xiaolan, Gao, Guangyuan
Modeling insurance claim amounts and classifying claims into different risk levels are critical yet challenging tasks. Traditional predictive models for insurance claims often overlook the valuable information embedded in claim descriptions. This paper introduces a novel approach by developing a joint mixture model that integrates both claim descriptions and claim amounts. Our method establishes a probabilistic link between textual descriptions and loss amounts, enhancing the accuracy of claims clustering and prediction. In our proposed model, the latent topic/component indicator serves as a proxy for both the thematic content of the claim description and the component of loss distributions. Specifically, conditioned on the topic/component indicator, the claim description follows a multinomial distribution, while the claim amount follows a component loss distribution. We propose two methods for model calibration: an EM algorithm for maximum a posteriori estimates, and an MH-within-Gibbs sampler algorithm for the posterior distribution. The empirical study demonstrates that the proposed methods work effectively, providing interpretable claims clustering and prediction.