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Cross validation in sparse linear regression with piecewise continuous nonconvex penalties and its acceleration

arXiv.org Machine Learning

We investigate the signal reconstruction performance of sparse linear regression in the presence of noise when piecewise continuous nonconvex penalties are used. Among such penalties, we focus on the smoothly clipped absolute deviation (SCAD) penalty. The contributions of this study are three-fold: We first present a theoretical analysis of a typical reconstruction performance, using the replica method, under the assumption that each component of the design matrix is given as an independent and identically distributed (i.i.d.) Gaussian variable. This clarifies the superiority of the SCAD estimator compared with $\ell_1$ in a wide parameter range, although the nonconvex nature of the penalty tends to lead to solution multiplicity in certain regions. This multiplicity is shown to be connected to replica symmetry breaking in the spin-glass theory, and associated phase diagrams are given. We also show that the global minimum of the mean square error between the estimator and the true signal is located in the replica symmetric phase. Second, we develop an approximate formula efficiently computing the cross-validation error without actually conducting the cross-validation, which is also applicable to the non-i.i.d. design matrices. It is shown that this formula is only applicable to the unique solution region and tends to be unstable in the multiple solution region. We implement instability detection procedures, which allows the approximate formula to stand alone and resultantly enables us to draw phase diagrams for any specific dataset. Third, we propose an annealing procedure, called nonconvexity annealing, to obtain the solution path efficiently. Numerical simulations are conducted on simulated datasets to examine these results to verify the consistency of the theoretical results and the efficiency of the approximate formula and nonconvexity annealing.


AI, Live Video And Your Smartphone Camera

#artificialintelligence

Badri is the Senior Vice President, Technology at Vonage - Video Engineering. As I speak with business leaders from around the world, I'm continually surprised by two important realities that seem to go unnoticed and that are poised to transform the way companies engage with their customers. First, while artificial intelligence (AI) remains a buzzword, many people are still unaware of how advanced algorithms have become. We're not talking about a collaborative filtering algorithm that predicts which Netflix shows you'll want to watch next. Today's algorithms are able to mimic human decision-making on tasks as complex as composing music and predicting what topics are of interest to your Congressional representatives.


Machine Learning Model for Early Sepsis Risk Stratification - Infectious Disease Advisor

#artificialintelligence

A new sepsis screening tool developed using machine learning was timelier and more discriminating than several benchmark screening tools, according to data published in the Annals of Emergency Medicine. The new tool, the Risk of Sepsis (RoS) score, was developed using machine learning and compared with benchmark sepsis-screening tools such as the systemic inflammatory response syndrome, sequential organ failure assessment, quick sequential organ failure assessment, modified early warning score, and national early warning score. Investigators used retrospective electronic health record data from adult patients from 49 urban community hospital emergency departments over a 22-month period to derive and test the model. A total of 2,759,529 records were obtained using the Rhee, et al1 standard for clinical surveillance criteria as the definition of sepsis and the primary target for developing the model. The selection process consisted of 3 stages: (1) existing models for sepsis screening were reviewed, (2) consultation with local subject matter experts, and (3) supervised machine learning called gradient boosting.


Saec: Similarity-Aware Embedding Compression in Recommendation Systems

arXiv.org Machine Learning

Production recommendation systems rely on embedding methods to represent various features. An impeding challenge in practice is that the large embedding matrix incurs substantial memory footprint in serving as the number of features grows over time. We propose a similarity-aware embedding matrix compression method called Saec to address this challenge. Saec clusters similar features within a field to reduce the embedding matrix size. Saec also adopts a fast clustering optimization based on feature frequency to drastically improve clustering time. We implement and evaluate Saec on Numerous, the production distributed machine learning system in Tencent, with 10-day worth of feature data from QQ mobile browser. Testbed experiments show that Saec reduces the number of embedding vectors by two orders of magnitude, compresses the embedding size by ~27x, and delivers the same AUC and log loss performance.


Effect Inference from Two-Group Data with Sampling Bias

arXiv.org Machine Learning

In many applications, different populations are compared using data that are sampled in a biased manner. Under sampling biases, standard methods that estimate the difference between the population means yield unreliable inferences. Here we develop an inference method that is resilient to sampling biases and is able to control the false positive errors under moderate bias levels in contrast to the standard approach. We demonstrate the method using synthetic and real biomarker data.


Continual Prediction from EHR Data for Inpatient Acute Kidney Injury

arXiv.org Machine Learning

Acute kidney injury (AKI) commonly occurs in hospitalized patients and can lead to serious medical complications. In order to optimally predict AKI before it develops at any time during a hospital stay, we present a novel framework in which AKI is continually predicted automatically from EHR data over the entire hospital stay instead of at only one particular time. The continual model predicts AKI every time a patients AKI-relevant variable changes in the EHR. Thus the model is not only independent of a particular time for making predictions, but it can also leverage the latest values of all the AKI-relevant patient variables for making predictions. Using data of 44,691 hospital stays of duration longer than 24 hours we evaluated our continual prediction model and compared it with the traditional one-time prediction models. Excluding hospitals stays in which AKI occurred within 24 hours from admission, the one-time prediction model predicting at 24 hours from admission obtained area under ROC curve (AUC) of 0.653 while the continual prediction model obtained AUC of 0.724. The one-time prediction model that predicts at 24 hours obviously cannot predict AKI incidences that occur within 24 hours of admission which when included in the evaluation reduced its AUC to 0.57. In comparison, the continual prediction model had AUC of 0.709. The continual prediction model also did better than all other one-time prediction models predicting at other fixed times. By being able to take into account the latest values of AKI-relevant patient variables and by not being limited to a particular time of prediction, the continual prediction model out-performed one-time prediction models in predicting AKI.


A Dictionary-Based Generalization of Robust PCA Part II: Applications to Hyperspectral Demixing

arXiv.org Machine Learning

We consider the task of localizing targets of interest in a hyperspectral (HS) image based on their spectral signature(s), by posing the problem as two distinct convex demixing task(s). With applications ranging from remote sensing to surveillance, this task of target detection leverages the fact that each material/object possesses its own characteristic spectral response, depending upon its composition. However, since $\textit{signatures}$ of different materials are often correlated, matched filtering-based approaches may not be apply here. To this end, we model a HS image as a superposition of a low-rank component and a dictionary sparse component, wherein the dictionary consists of the $\textit{a priori}$ known characteristic spectral responses of the target we wish to localize, and develop techniques for two different sparsity structures, resulting from different model assumptions. We also present the corresponding recovery guarantees, leveraging our recent theoretical results from a companion paper. Finally, we analyze the performance of the proposed approach via experimental evaluations on real HS datasets for a classification task, and compare its performance with related techniques.


Unmasking Clever Hans Predictors and Assessing What Machines Really Learn

arXiv.org Artificial Intelligence

Current learning machines have successfully solved hard application problems, reaching high accuracy and displaying seemingly "intelligent" behavior. Here we apply recent techniques for explaining decisions of state-of-the-art learning machines and analyze various tasks from computer vision and arcade games. This showcases a spectrum of problem-solving behaviors ranging from naive and short-sighted, to well-informed and strategic. We observe that standard performance evaluation metrics can be oblivious to distinguishing these diverse problem solving behaviors. Furthermore, we propose our semi-automated Spectral Relevance Analysis that provides a practically effective way of characterizing and validating the behavior of nonlinear learning machines. This helps to assess whether a learned model indeed delivers reliably for the problem that it was conceived for. Furthermore, our work intends to add a voice of caution to the ongoing excitement about machine intelligence and pledges to evaluate and judge some of these recent successes in a more nuanced manner.


Grammar Based Directed Testing of Machine Learning Systems

arXiv.org Artificial Intelligence

The massive progress of machine learning has seen its application over a variety of domains in the past decade. But how do we develop a systematic, scalable and modular strategy to validate machine-learning systems? We present, to the best of our knowledge, the first approach, which provides a systematic test framework for machine-learning systems that accepts grammar-based inputs. Our OGMA approach automatically discovers erroneous behaviours in classifiers and leverages these erroneous behaviours to improve the respective models. OGMA leverages inherent robustness properties present in any well trained machine-learning model to direct test generation and thus, implementing a scalable test generation methodology. To evaluate our OGMA approach, we have tested it on three real world natural language processing (NLP) classifiers. We have found thousands of erroneous behaviours in these systems. We also compare OGMA with a random test generation approach and observe that OGMA is more effective than such random test generation by up to 489%.


Learning to See the Wood for the Trees: Deep Laser Localization in Urban and Natural Environments on a CPU

arXiv.org Artificial Intelligence

Localization in challenging, natural environments such as forests or woodlands is an important capability for many applications from guiding a robot navigating along a forest trail to monitoring vegetation growth with handheld sensors. In this work we explore laser-based localization in both urban and natural environments, which is suitable for online applications. We propose a deep learning approach capable of learning meaningful descriptors directly from 3D point clouds by comparing triplets (anchor, positive and negative examples). The approach learns a feature space representation for a set of segmented point clouds that are matched between a current and previous observations. Our learning method is tailored towards loop closure detection resulting in a small model which can be deployed using only a CPU. The proposed learning method would allow the full pipeline to run on robots with limited computational payload such as drones, quadrupeds or UGVs.