Performance Analysis
Fast, Accurate and Interpretable Time Series Classification Through Randomization
Cabello, Nestor, Naghizade, Elham, Qi, Jianzhong, Kulik, Lars
Time series classification (TSC) aims to predict the class label of a given time series, which is critical to a rich set of application areas such as economics and medicine. State-of-the-art TSC methods have mostly focused on classification accuracy and efficiency, without considering the interpretability of their classifications, which is an important property required by modern applications such as appliance modeling and legislation such as the European General Data Protection Regulation. To address this gap, we propose a novel TSC method - the Randomized-Supervised Time Series Forest (r-STSF). r-STSF is highly efficient, achieves state-of-the-art classification accuracy and enables interpretability. r-STSF takes an efficient interval-based approach to classify time series according to aggregate values of discriminatory sub-series (intervals). To achieve state-of-the-art accuracy, r-STSF builds an ensemble of randomized trees using the discriminatory sub-series. It uses four time series representations, nine aggregation functions and a supervised binary-inspired search combined with a feature ranking metric to identify highly discriminatory sub-series. The discriminatory sub-series enable interpretable classifications. Experiments on extensive datasets show that r-STSF achieves state-of-the-art accuracy while being orders of magnitude faster than most existing TSC methods. It is the only classifier from the state-of-the-art group that enables interpretability. Our findings also highlight that r-STSF is the best TSC method when classifying complex time series datasets.
Review of Low-Voltage Load Forecasting: Methods, Applications, and Recommendations
Haben, Stephen, Arora, Siddharth, Giasemidis, Georgios, Voss, Marcus, Greetham, Danica Vukadinovic
The increased digitalisation and monitoring of the energy system opens up numerous opportunities % and solutions which can help to decarbonise the energy system. Applications on low voltage (LV), localised networks, such as community energy markets and smart storage will facilitate decarbonisation, but they will require advanced control and management. Reliable forecasting will be a necessary component of many of these systems to anticipate key features and uncertainties. Despite this urgent need, there has not yet been an extensive investigation into the current state-of-the-art of low voltage level forecasts, other than at the smart meter level. This paper aims to provide a comprehensive overview of the landscape, current approaches, core applications, challenges and recommendations. Another aim of this paper is to facilitate the continued improvement and advancement in this area. To this end, the paper also surveys some of the most relevant and promising trends. It establishes an open, community-driven list of the known LV level open datasets to encourage further research and development.
Calibrating sufficiently
Binary classification, in the first place, deals with decision tools (classifiers) that facilitate the prediction of the classes of instances on the basis of the so-called features of the instances. Accordingly, the simplest classifiers are crisp (or discrete) in the sense of having the set {0, 1} as output range: 1 for'predict positive class', 0 for'predict negative class. Scoring (or soft) classifiers provide output in a continuous range, usually with the interpretation that high values indicate high likelihood of the instance belonging to the positive class, while low values suggest that membership of the negative class is more likely. In many applications of classification, there is a need for'calibrated' probabilistic classifiers which reflect the likelihood of the positive class given the features of an instance in a frequentist statistical sense (Platt, 2000; Zadrozny and Elkan, 2002; Cohen and Goldszmidt, 2004; Kull et al., 2017). How to best achieve good calibration and how to measure it are active research areas (Bรถken, 2021; Roelofs et al., 2020).
Improving Entropic Out-of-Distribution Detection using Isometric Distances and the Minimum Distance Score
Macรชdo, David, Ludermir, Teresa
Current out-of-distribution detection approaches usually present special requirements (e.g., collecting outlier data and hyperparameter validation) and produce side effects (classification accuracy drop and slow/inefficient inferences). Recently, entropic out-of-distribution detection has been proposed as a seamless approach (i.e., a solution that avoids all the previously mentioned drawbacks). The entropic out-of-distribution detection solution comprises the IsoMax loss for training and the entropic score for out-of-distribution detection. The IsoMax loss works as a SoftMax loss drop-in replacement because swapping the SoftMax loss with the IsoMax loss requires no changes in the model's architecture or training procedures/hyperparameters. In this paper, we propose to perform what we call an isometrization of the distances used in the IsoMax loss. Additionally, we propose to replace the entropic score with the minimum distance score. Our experiments showed that these simple modifications increase out-of-distribution detection performance while keeping the solution seamless.
The Dark Machines Anomaly Score Challenge: Benchmark Data and Model Independent Event Classification for the Large Hadron Collider
Aarrestad, T., van Beekveld, M., Bona, M., Boveia, A., Caron, S., Davies, J., De Simone, A., Doglioni, C., Duarte, J. M., Farbin, A., Gupta, H., Hendriks, L., Heinrich, L., Howarth, J., Jawahar, P., Jueid, A., Lastow, J., Leinweber, A., Mamuzic, J., Merรฉnyi, E., Morandini, A., Moskvitina, P., Nellist, C., Ngadiuba, J., Ostdiek, B., Pierini, M., Ravina, B., de Austri, R. Ruiz, Sekmen, S., Touranakou, M., Vaลกkeviฤiลซte, M., Vilalta, R., Vlimant, J. R., Verheyen, R., White, M., Wulff, E., Wallin, E., Wozniak, K. A., Zhang, Z.
We describe the outcome of a data challenge conducted as part of the Dark Machines Initiative and the Les Houches 2019 workshop on Physics at TeV colliders. The challenged aims at detecting signals of new physics at the LHC using unsupervised machine learning algorithms. First, we propose how an anomaly score could be implemented to define model-independent signal regions in LHC searches. We define and describe a large benchmark dataset, consisting of >1 Billion simulated LHC events corresponding to $10~\rm{fb}^{-1}$ of proton-proton collisions at a center-of-mass energy of 13 TeV. We then review a wide range of anomaly detection and density estimation algorithms, developed in the context of the data challenge, and we measure their performance in a set of realistic analysis environments. We draw a number of useful conclusions that will aid the development of unsupervised new physics searches during the third run of the LHC, and provide our benchmark dataset for future studies at https://www.phenoMLdata.org. Code to reproduce the analysis is provided at https://github.com/bostdiek/DarkMachines-UnsupervisedChallenge.
Robust Regularization with Adversarial Labelling of Perturbed Samples
Guo, Xiaohui, Zhang, Richong, Zheng, Yaowei, Mao, Yongyi
Recent researches have suggested that the predictive accuracy of neural network may contend with its adversarial robustness. This presents challenges in designing effective regularization schemes that also provide strong adversarial robustness. Revisiting Vicinal Risk Minimization (VRM) as a unifying regularization principle, we propose Adversarial Labelling of Perturbed Samples (ALPS) as a regularization scheme that aims at improving the generalization ability and adversarial robustness of the trained model. ALPS trains neural networks with synthetic samples formed by perturbing each authentic input sample towards another one along with an adversarially assigned label. The ALPS regularization objective is formulated as a min-max problem, in which the outer problem is minimizing an upper-bound of the VRM loss, and the inner problem is L$_1$-ball constrained adversarial labelling on perturbed sample. The analytic solution to the induced inner maximization problem is elegantly derived, which enables computational efficiency. Experiments on the SVHN, CIFAR-10, CIFAR-100 and Tiny-ImageNet datasets show that the ALPS has a state-of-the-art regularization performance while also serving as an effective adversarial training scheme.
Detecting Adversarial Examples with Bayesian Neural Network
Li, Yao, Tang, Tongyi, Hsieh, Cho-Jui, Lee, Thomas C. M.
In this paper, we propose a new framework to detect adversarial examples motivated by the observations that random components can improve the smoothness of predictors and make it easier to simulate output distribution of deep neural network. With these observations, we propose a novel Bayesian adversarial example detector, short for BATer, to improve the performance of adversarial example detection. In specific, we study the distributional difference of hidden layer output between natural and adversarial examples, and propose to use the randomness of Bayesian neural network (BNN) to simulate hidden layer output distribution and leverage the distribution dispersion to detect adversarial examples. The advantage of BNN is that the output is stochastic while neural networks without random components do not have such characteristics. Empirical results on several benchmark datasets against popular attacks show that the proposed BATer outperforms the state-of-the-art detectors in adversarial example detection.
California County Hopes Artificial Intelligence Can Mitigate Wildfire Risk
At this time of year, periodic rain showers on the north coast of California give way to months of daily sunshine and a wildfire risk that grows in severity until the next fall rains arrive. In Sonoma County, a new set of eyes is watching over the forest. Those eyes will be able to tap into an artificial intelligence program to make sure emergency dispatchers are alerted to actual fires instead of mist rising off the forest floor or steam from the region's numerous natural geysers. The county has entered into a $300,000 contract with South Korea technology firm Alchera to provide artificial intelligence software that can alert fire dispatchers to the precise location of flames or smoke. The two-year pilot project is funded through $3 million in hazard mitigation grants that the Federal Emergency Management Agency awarded to the county.
Characterizing the SLOPE Trade-off: A Variational Perspective and the Donoho-Tanner Limit
Bu, Zhiqi, Klusowski, Jason, Rush, Cynthia, Su, Weijie J.
Sorted l1 regularization has been incorporated into many methods for solving high-dimensional statistical estimation problems, including the SLOPE estimator in linear regression. In this paper, we study how this relatively new regularization technique improves variable selection by characterizing the optimal SLOPE trade-off between the false discovery proportion (FDP) and true positive proportion (TPP) or, equivalently, between measures of type I error and power. Assuming a regime of linear sparsity and working under Gaussian random designs, we obtain an upper bound on the optimal trade-off for SLOPE, showing its capability of breaking the Donoho-Tanner power limit. To put it into perspective, this limit is the highest possible power that the Lasso, which is perhaps the most popular l1-based method, can achieve even with arbitrarily strong effect sizes. Next, we derive a tight lower bound that delineates the fundamental limit of sorted l1 regularization in optimally trading the FDP off for the TPP. Finally, we show that on any problem instance, SLOPE with a certain regularization sequence outperforms the Lasso, in the sense of having a smaller FDP, larger TPP and smaller l2 estimation risk simultaneously. Our proofs are based on a novel technique that reduces a variational calculus problem to a class of infinite-dimensional convex optimization problems and a very recent result from approximate message passing theory.
Cross-Referencing Self-Training Network for Sound Event Detection in Audio Mixtures
Park, Sangwook, Han, David K., Elhilali, Mounya
Sound event detection is an important facet of audio tagging that aims to identify sounds of interest and define both the sound category and time boundaries for each sound event in a continuous recording. With advances in deep neural networks, there has been tremendous improvement in the performance of sound event detection systems, although at the expense of costly data collection and labeling efforts. In fact, current state-of-the-art methods employ supervised training methods that leverage large amounts of data samples and corresponding labels in order to facilitate identification of sound category and time stamps of events. As an alternative, the current study proposes a semi-supervised method for generating pseudo-labels from unsupervised data using a student-teacher scheme that balances self-training and cross-training. Additionally, this paper explores post-processing which extracts sound intervals from network prediction, for further improvement in sound event detection performance. The proposed approach is evaluated on sound event detection task for the DCASE2020 challenge. The results of these methods on both "validation" and "public evaluation" sets of DESED database show significant improvement compared to the state-of-the art systems in semi-supervised learning.