Performance Analysis
Causal Inference for Time series Analysis: Problems, Methods and Evaluation
Moraffah, Raha, Sheth, Paras, Karami, Mansooreh, Bhattacharya, Anchit, Wang, Qianru, Tahir, Anique, Raglin, Adrienne, Liu, Huan
Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been proposed to analyze this type of data. Time series data has been also used to study the effect of interventions over time. Moreover, in many fields of science, learning the causal structure of dynamic systems and time series data is considered an interesting task which plays an important role in scientific discoveries. Estimating the effect of an intervention and identifying the causal relations from the data can be performed via causal inference. Existing surveys on time series discuss traditional tasks such as classification and forecasting or explain the details of the approaches proposed to solve a specific task. In this paper, we focus on two causal inference tasks, i.e., treatment effect estimation and causal discovery for time series data, and provide a comprehensive review of the approaches in each task. Furthermore, we curate a list of commonly used evaluation metrics and datasets for each task and provide in-depth insight. These metrics and datasets can serve as benchmarks for research in the field.
Scale Normalized Image Pyramids with AutoFocus for Object Detection
Singh, Bharat, Najibi, Mahyar, Sharma, Abhishek, Davis, Larry S.
We present an efficient foveal framework to perform object detection. A scale normalized image pyramid (SNIP) is generated that, like human vision, only attends to objects within a fixed size range at different scales. Such a restriction of objects' size during training affords better learning of object-sensitive filters, and therefore, results in better accuracy. However, the use of an image pyramid increases the computational cost. Hence, we propose an efficient spatial sub-sampling scheme which only operates on fixed-size sub-regions likely to contain objects (as object locations are known during training). The resulting approach, referred to as Scale Normalized Image Pyramid with Efficient Resampling or SNIPER, yields up to 3 times speed-up during training. Unfortunately, as object locations are unknown during inference, the entire image pyramid still needs processing. To this end, we adopt a coarse-to-fine approach, and predict the locations and extent of object-like regions which will be processed in successive scales of the image pyramid. Intuitively, it's akin to our active human-vision that first skims over the field-of-view to spot interesting regions for further processing and only recognizes objects at the right resolution. The resulting algorithm is referred to as AutoFocus and results in a 2.5-5 times speed-up during inference when used with SNIP.
Patterns, predictions, and actions: A story about machine learning
Hardt, Moritz, Recht, Benjamin
This graduate textbook on machine learning tells a story of how patterns in data support predictions and consequential actions. Starting with the foundations of decision making, we cover representation, optimization, and generalization as the constituents of supervised learning. A chapter on datasets as benchmarks examines their histories and scientific bases. Self-contained introductions to causality, the practice of causal inference, sequential decision making, and reinforcement learning equip the reader with concepts and tools to reason about actions and their consequences. Throughout, the text discusses historical context and societal impact. We invite readers from all backgrounds; some experience with probability, calculus, and linear algebra suffices.
Classification of Imbalanced Credit scoring data sets Based on Ensemble Method with the Weighted-Hybrid-Sampling
Liua, Xiaofan, Zhanga, Zuoquan, Wanga, Di
In the era of big data, the utilization of credit-scoring models to determine the credit risk of applicants accurately becomes a trend in the future. The conventional machine learning on credit scoring data sets tends to have poor classification for the minority class, which may bring huge commercial harm to banks. In order to classify imbalanced data sets, we propose a new ensemble algorithm, namely, Weighted-Hybrid-Sampling-Boost (WHSBoost). In data sampling, we process the imbalanced data sets with weights by the Weighted-SMOTE method and the Weighted-Under-Sampling method, and thus obtain a balanced training sample data set with equal weight. In ensemble algorithm, each time we train the base classifier, the balanced data set is given by the method above. In order to verify the applicability and robustness of the WHSBoost algorithm, we performed experiments on the simulation data sets, real benchmark data sets and real credit scoring data sets, comparing WHSBoost with SMOTE, SMOTEBoost and HSBoost based on SVM, BPNN, DT and KNN.
Bootstrapping Statistical Inference for Off-Policy Evaluation
Hao, Botao, Ji, Xiang, Duan, Yaqi, Lu, Hao, Szepesvรกri, Csaba, Wang, Mengdi
Bootstrapping provides a flexible and effective approach for assessing the quality of batch reinforcement learning, yet its theoretical property is less understood. In this paper, we study the use of bootstrapping in off-policy evaluation (OPE), and in particular, we focus on the fitted Q-evaluation (FQE) that is known to be minimax-optimal in the tabular and linear-model cases. We propose a bootstrapping FQE method for inferring the distribution of the policy evaluation error and show that this method is asymptotically efficient and distributionally consistent for off-policy statistical inference. To overcome the computation limit of bootstrapping, we further adapt a subsampling procedure that improves the runtime by an order of magnitude. We numerically evaluate the bootrapping method in classical RL environments for confidence interval estimation, estimating the variance of off-policy evaluator, and estimating the correlation between multiple off-policy evaluators.
Baseline Pruning-Based Approach to Trojan Detection in Neural Networks
Bajcsy, Peter, Majurski, Michael
This paper addresses the problem of detecting trojans in neural networks (NNs) by analyzing systematically pruned NN models. Our pruning-based approach consists of three main steps. First, detect any deviations from the reference look-up tables of model file sizes and model graphs. Next, measure the accuracy of a set of systematically pruned NN models following multiple pruning schemas. Finally, classify a NN model as clean or poisoned by applying a mapping between accuracy measurements and NN model labels. This work outlines a theoretical and experimental framework for finding the optimal mapping over a large search space of pruning parameters. Based on our experiments using Round 1 and Round 2 TrojAI Challenge datasets, the approach achieves average classification accuracy of 69.73 % and 82.41% respectively with an average processing time of less than 60 s per model. For both datasets random guessing would produce 50% classification accuracy. Reference model graphs and source code are available from GitHub.
Analysis of the Effectiveness of Face-Coverings on the Death Rate of COVID-19 Using Machine Learning
Lafzi, Ali, Boodaghi, Miad, Zamani, Siavash, Mohammadshafie, Niyousha
The recent outbreak of the COVID-19 shocked humanity leading to the death of millions of people worldwide. To stave off the spread of the virus, the authorities in the US, employed different strategies including the mask mandate (MM) order issued by the states' governors. Although most of the previous studies pointed in the direction that MM can be effective in hindering the spread of viral infections, the effectiveness of MM in reducing the degree of exposure to the virus and, consequently, death rates remains indeterminate. Indeed, the extent to which the degree of exposure to COVID-19 takes part in the lethality of the virus remains unclear. In the current work, we defined a parameter called the average death ratio as the monthly average of the ratio of the number of daily deaths to the total number of daily cases. We utilized survey data provided by New York Times to quantify people's abidance to the MM order. Additionally, we implicitly addressed the extent to which people abide by the MM order that may depend on some parameters like population, income, and political inclination. Using different machine learning classification algorithms we investigated how the decrease or increase in death ratio for the counties in the US West Coast correlates with the input parameters. Our results showed a promising score as high as 0.94 with algorithms like XGBoost, Random Forest, and Naive Bayes. To verify the model, the best performing algorithms were then utilized to analyze other states (Arizona, New Jersey, New York and Texas) as test cases. The findings show an acceptable trend, further confirming usability of the chosen features for prediction of similar cases.
The Limits of Computation in Solving Equity Trade-Offs in Machine Learning and Justice System Risk Assessment
This paper explores how different ideas of racial equity in machine learning, in justice settings in particular, can present trade-offs that are difficult to solve computationally. Machine learning is often used in justice settings to create risk assessments, which are used to determine interventions, resources, and punitive actions. Overall aspects and performance of these machine learning-based tools, such as distributions of scores, outcome rates by levels, and the frequency of false positives and true positives, can be problematic when examined by racial group. Models that produce different distributions of scores or produce a different relationship between level and outcome are problematic when those scores and levels are directly linked to the restriction of individual liberty and to the broader context of racial inequity. While computation can help highlight these aspects, data and computation are unlikely to solve them. This paper explores where values and mission might have to fill the spaces computation leaves.
Model Rectification via Unknown Unknowns Extraction from Deployment Samples
Abrahao, Bruno, Wang, Zheng, Ahmed, Haider, Zhu, Yuchen
Model deficiency that results from incomplete training data is a form of structural blindness that leads to costly errors, oftentimes with high confidence. During the training of classification tasks, underrepresented class-conditional distributions that a given hypothesis space can recognize results in a mismatch between the model and the target space. To mitigate the consequences of this discrepancy, we propose Random Test Sampling and Cross-Validation (RTSCV) as a general algorithmic framework that aims to perform a post-training model rectification at deployment time in a supervised way. RTSCV extracts unknown unknowns (u.u.s), i.e., examples from the class-conditional distributions that a classifier is oblivious to, and works in combination with a diverse family of modern prediction models. RTSCV augments the training set with a sample of the test set (or deployment data) and uses this redefined class layout to discover u.u.s via cross-validation, without relying on active learning or budgeted queries to an oracle. We contribute a theoretical analysis that establishes performance guarantees based on the design bases of modern classifiers. Our experimental evaluation demonstrates RTSCV's effectiveness, using 7 benchmark tabular and computer vision datasets, by reducing a performance gap as large as 41% from the respective pre-rectification models. Last we show that RTSCV consistently outperforms state-of-the-art approaches.
An Update of a Progressively Expanded Database for Automated Lung Sound Analysis
Hsu, Fu-Shun, Huang, Shang-Ran, Huang, Chien-Wen, Cheng, Yuan-Ren, Chen, Chun-Chieh, Hsiao, Jack, Chen, Chung-Wei, Lai, Feipei
A continuous real-time respiratory sound automated analysis system is needed in clinical practice. Previously, we established an open access lung sound database, HF_Lung_V1, and automated lung sound analysis algorithms capable of detecting inhalation, exhalation, continuous adventitious sounds (CASs) and discontinuous adventitious sounds (DASs). In this study, HF-Lung-V1 has been further expanded to HF-Lung-V2 with 1.45 times of increase in audio files. The convolutional neural network (CNN)-bidirectional gated recurrent unit (BiGRU) model was separately trained with training datasets of HF_Lung_V1 (V1_Train) and HF_Lung_V2 (V2_Train), and then were used for the performance comparisons of segment detection and event detection on both test datasets of HF_Lung_V1 (V1_Test) and HF_Lung_V2 (V2_Test). The performance of segment detection was measured by accuracy, predictive positive value (PPV), sensitivity, specificity, F1 score, receiver operating characteristic (ROC) curve and area under the curve (AUC), whereas that of event detection was evaluated with PPV, sensitivity, and F1 score. Results indicate that the model performance trained by V2_Train showed improvement on both V1_Test and V2_Test in inhalation, CASs and DASs, particularly in CASs, as well as on V1_Test in exhalation.