Accuracy
Machine Unlearning: The Value of Imperfect Models
A project manager once told me that "any job worth doing is worth doing poorly." I understood exactly what she meant, and she knew that I would understand, especially when she preceded our conversation with these words: "I wouldn't say this to everyone, but I know you will understand what I mean." The message was clear to me because I was a perfectionist (and hopefully I have learned over the years to be less of a perfectionist thanks to my project manager's wise counsel). As a perfectionist, I would strive for 100% completion and perfection on every project, every analysis, and every report. It would take me longer than most people to finish the analysis and report, and my manager understood why.
Biologically Inspired Radio Signal Feature Extraction with Sparse Denoising Autoencoders
Migliori, Benjamin, Zeller-Townson, Riley, Grady, Daniel, Gebhardt, Daniel
Automatic modulation classification (AMC) is an important task for modern communication systems; however, it is a challenging problem when signal features and precise models for generating each modulation may be unknown. We present a new biologically-inspired AMC method without the need for models or manually specified features --- thus removing the requirement for expert prior knowledge. We accomplish this task using regularized stacked sparse denoising autoencoders (SSDAs). Our method selects efficient classification features directly from raw in-phase/quadrature (I/Q) radio signals in an unsupervised manner. These features are then used to construct higher-complexity abstract features which can be used for automatic modulation classification. We demonstrate this process using a dataset generated with a software defined radio, consisting of random input bits encoded in 100-sample segments of various common digital radio modulations. Our results show correct classification rates of > 99% at 7.5 dB signal-to-noise ratio (SNR) and > 92% at 0 dB SNR in a 6-way classification test. Our experiments demonstrate a dramatically new and broadly applicable mechanism for performing AMC and related tasks without the need for expert-defined or modulation-specific signal information.
Advanced analytics, big data, predictive modelling, deep learning
The purpose of testing analysis in predictive analytics is to compare the response of a predictive model against the actual target values in an independent testing set. There are several techniques that can be used for testing the performance of a predictive model. Receiver operating characteristic (ROC) curve is one of the most useful testing methods for binary classification problems, since it provides a comprehensive and visually attractive way to summarize the accuracy of predictions. By moving the decision threshold, we change the number of instances classified as positives and negatives. If the score of an instance is greater or equal to the threshold, then it will be classified as positive.
Classification of Big Data with Application to Imaging Genetics
Ulfarsson, Magnus O., Palsson, Frosti, Sigurdsson, Jakob, Sveinsson, Johannes R.
ECENT technological achievements and globalization have increased data acquisition capability in almost all corners of human activities, ranging from scientific and engineering endeavors such as genomics, medical imaging, remote sensing, economics and finance, and all the way to people's personal lives with the emergence of social media through the world wide web and mobile networks. The enormous growth of data creates daunting challenges, not only in finding out how to store and access the data, but more importantly, how to process and make sense of it. Also, since data collection is expensive, we are somehow obliged to make good use of the data at hand, so it is obvious that for further progress, the development of efficient algorithms for processing big data is very important. Big data is usually considered in terms of the number of observations n and the number of variables p measured on each observation. In many branches of science such as genetics and medical imaging, the number of variables is very large and is often much larger than the number of observations. This scenario is often denoted as p n.
Arimo Predictive Engine (tm) Shows Opportunity to Improve Investor Returns in Peer-to-Peer Lending - Arimo
Random forest model using Lending Club public dataset shows opportunity to improve adjusted return by 2.75% Arimo recently performed a study using a public dataset provided by Lending Club with the goal of showing how machine learning could improve investor returns. To do this we used the PredictiveEngine component of our Data Intelligence Platform, which provides the ability to easily build a variety of predictive machine learning models which scale transparently when deployed on distributed parallel computing platforms. Lending Club is an online peer-to-peer lending company that connects borrowers with investors who have capital to lend. When a loan application is submitted by a borrower, Lending Club reviews and decides whether to offer a loan at a risk-adjusted rate or to reject the application. As of the 3rd quarter of 2015, more than 12 billion in loans have been issued through Lending Club.
Support Vector Algorithms for Optimizing the Partial Area Under the ROC Curve
Narasimhan, Harikrishna, Agarwal, Shivani
The area under the ROC curve (AUC) is a widely used performance measure in machine learning. Increasingly, however, in several applications, ranging from ranking to biometric screening to medicine, performance is measured not in terms of the full area under the ROC curve, but in terms of the \emph{partial} area under the ROC curve between two false positive rates. In this paper, we develop support vector algorithms for directly optimizing the partial AUC between any two false positive rates. Our methods are based on minimizing a suitable proxy or surrogate objective for the partial AUC error. In the case of the full AUC, one can readily construct and optimize convex surrogates by expressing the performance measure as a summation of pairwise terms. The partial AUC, on the other hand, does not admit such a simple decomposable structure, making it more challenging to design and optimize (tight) convex surrogates for this measure. Our approach builds on the structural SVM framework of Joachims (2005) to design convex surrogates for partial AUC, and solves the resulting optimization problem using a cutting plane solver. Unlike the full AUC, where the combinatorial optimization needed in each iteration of the cutting plane solver can be decomposed and solved efficiently, the corresponding problem for the partial AUC is harder to decompose. One of our main contributions is a polynomial time algorithm for solving the combinatorial optimization problem associated with partial AUC. We also develop an approach for optimizing a tighter non-convex hinge loss based surrogate for the partial AUC using difference-of-convex programming. Our experiments on a variety of real-world and benchmark tasks confirm the efficacy of the proposed methods.
How do neurons operate on sparse distributed representations? A mathematical theory of sparsity, neurons and active dendrites
We propose a formal mathematical model for sparse representations and active dendrites in neocortex. Our model is inspired by recent experimental findings on active dendritic processing and NMDA spikes in pyramidal neurons. These experimental and modeling studies suggest that the basic unit of pattern memory in the neocortex is instantiated by small clusters of synapses operated on by localized non-linear dendritic processes. We derive a number of scaling laws that characterize the accuracy of such dendrites in detecting activation patterns in a neuronal population under adverse conditions. We introduce the union property which shows that synapses for multiple patterns can be randomly mixed together within a segment and still lead to highly accurate recognition. We describe simulation results that provide further insight into sparse representations as well as two primary results. First we show that pattern recognition by a neuron with active dendrites can be extremely accurate and robust with high dimensional sparse inputs even when using a tiny number of synapses to recognize large patterns. Second, equations representing recognition accuracy of a dendrite predict optimal NMDA spiking thresholds under a generous set of assumptions. The prediction tightly matches NMDA spiking thresholds measured in the literature. Our model matches many of the known properties of pyramidal neurons. As such the theory provides a mathematical framework for understanding the benefits and limits of sparse representations in cortical networks.
Manufacturing Downtime Cost Reduction with Predictive Maintenance - Arimo
Manufacturers often have to deal with up to 800 hours of downtime annually. On average an automotive manufacturer's TDC is 22,000 per minute; that is 1.3M per month! With the advance of predictive analytics, TDC can easily be reduced however only 14% of the manufacturing industry is taking advantage of its big data, according to a recent survey from MESA. Predictive maintenance is realized through the application of sophisticated machine learning techniques to equipment condition data collected in real-time or near real-time. It is now the new standard for reducing cost, risk and lost production in manufacturing facilities.
Innovated scalable efficient estimation in ultra-large Gaussian graphical models
Large-scale precision matrix estimation is of fundamental importance yet challenging in many contemporary applications for recovering Gaussian graphical models. In this paper, we suggest a new approach of innovated scalable efficient estimation (ISEE) for estimating large precision matrix. Motivated by the innovated transformation, we convert the original problem into that of large covariance matrix estimation. The suggested method combines the strengths of recent advances in high-dimensional sparse modeling and large covariance matrix estimation. Compared to existing approaches, our method is scalable and can deal with much larger precision matrices with simple tuning. Under mild regularity conditions, we establish that this procedure can recover the underlying graphical structure with significant probability and provide efficient estimation of link strengths. Both computational and theoretical advantages of the procedure are evidenced through simulation and real data examples.
The AI system that can detect 85% of cyber attacks, with a little human help
MIT scientists have built a hybrid human/artificial intelligence (AI) machine that they claim can learn how to detect 85% of cyber attacks – that's roughly three times better than previous benchmarks – while reducing false positive rates by a factor of 5. Nitesh Chawla, professor of computer science at Notre Dame University, said in a statement from MIT that the machine "has the potential to become a line of defense against attacks such as fraud, service abuse and account takeover." Researchers from MIT's Computer Science and Artificial Intelligence Laboratory (CSAIL) and the machine-learning startup PatternEx demonstrated the platform, called AI2, in a paper titled "AI2: Training a big data machine to defend". As the researchers describe the current state of the art, today's security systems are typically driven by either humans – so-called "analyst-driven solutions" – or by machine. The problem with security systems based on fixed rules is that they miss attacks that don't match those rules. Machine-learning approaches, as the name suggests, rely on an adaptive process that can trigger annoying numbers of false positives.