Non-parametric and distribution-free two-sample tests have been the foundation of many change point detection algorithms. However, randomness in the test statistic as a function of time makes them susceptible to false positives and localization ambiguity. We address these issues by deriving and applying filters matched to the expected temporal signatures of a change for various sliding window, two-sample tests under IID assumptions on the data. These filters are derived asymptotically with respect to the window size for the Wasserstein quantile test, the Wasserstein-1 distance test, Maximum Mean Discrepancy squared (MMD^2), and the Kolmogorov-Smirnov (KS) test. The matched filters are shown to have two important properties. First, they are distribution-free, and thus can be applied without prior knowledge of the underlying data distributions. Second, they are peak-preserving, which allows the filtered signal produced by our methods to maintain expected statistical significance. Through experiments on synthetic data as well as activity recognition benchmarks, we demonstrate the utility of this approach for mitigating false positives and improving the test precision. Our method allows for the localization of change points without the use of ad-hoc post-processing to remove redundant detections common to current methods. We further highlight the performance of statistical tests based on the Quantile-Quantile (Q-Q) function and show how the invariance property of the Q-Q function to order-preserving transformations allows these tests to detect change points of different scales with a single threshold within the same dataset.

With the recent implementation of the K to 12 Program, academic institutions, specifically, Colleges and Universities in the Philippines have been faced with difficulties in determining projected freshmen enrollees vis-a-vis decision-making factors for efficient resource management. Enrollment targets directly impacts success factors of Higher Education Institutions. This study covered an analysis of various characteristics of freshmen applicants affecting their admission status in a Philippine university. A predictive model was developed using Logistic Regression to evaluate the probability that an admitted student will pursue to enroll in the Institution or not. The dataset used was acquired from the University Admissions Office. The office designed an online application form to capture applicants' details. The online form was distributed to all student applicants, and most often, students, tend to provide incomplete information. Despite this fact, student characteristics, as well as geographic and demographic data based on the students' location are significant predictors of enrollment decision. The results of the study show that given limited information about prospective students, Higher Education Institutions can implement machine learning techniques to supplement management decisions and provide estimates of class sizes, in this way, it will allow the institution to optimize the allocation of resources and will have better control over net tuition revenue.

Credit scoring is a rapidly expanding analytical technique used by banks and other financial institutions. Academic studies on credit scoring provide a range of classification techniques used to differentiate between good and bad borrowers. The main contribution of this paper is to introduce a new method for credit scoring based on Gaussian Mixture Models. Our algorithm classifies consumers into groups which are labeled as positive or negative. Labels are estimated according to the probability associated with each class. We apply our model with real world databases from Australia, Japan, and Germany. Numerical results show that not only our model's performance is comparable to others, but also its flexibility avoids over-fitting even in the absence of standard cross validation techniques. The framework developed by this paper can provide a computationally efficient and powerful tool for assessment of consumer default risk in related financial institutions.

Transfer learning is a useful machine learning framework that allows one to build task-specific models (student models) without significantly incurring training costs using a single powerful model (teacher model) pre-trained with a large amount of data. The teacher model may contain private data, or interact with private inputs. We investigate if one can leak or infer such private information without interacting with the teacher model directly. We describe such inference attacks in the context of face recognition, an application of transfer learning that is highly sensitive to personal privacy. Under black-box and realistic settings, we show that existing inference techniques are ineffective, as interacting with individual training instances through the student models does not reveal information about the teacher. We then propose novel strategies to infer from aggregate-level information. Consequently, membership inference attacks on the teacher model are shown to be possible, even when the adversary has access only to the student models. We further demonstrate that sensitive attributes can be inferred, even in the case where the adversary has limited auxiliary information. Finally, defensive strategies are discussed and evaluated. Our extensive study indicates that information leakage is a real privacy threat to the transfer learning framework widely used in real-life situations.

We introduce a novel framework to quantify the importance of each input feature for model explainability. A user of our framework can choose between two modes: (a) global explanation: providing feature importance globally across all the data points; and (b) local explanation: providing feature importance locally for each individual data point. The core idea of our method comes from utilizing the Dirichlet distribution to define a distribution over the importance of input features. This particular distribution is useful in ranking the importance of the input features as a sample from this distribution is a probability vector (i.e., the vector components sum to 1), Thus, the ranking uncovered by our framework which provides a \textit{quantifiable explanation} of how significant each input feature is to a model's output. This quantifiable explainability differentiates our method from existing feature-selection methods, which simply determine whether a feature is relevant or not. Furthermore, a distribution over the explanation allows to define a closed-form divergence to measure the similarity between learned feature importance under different models. We use this divergence to study how the feature importance trade-offs with essential notions in modern machine learning, such as privacy and fairness. We show the effectiveness of our method on a variety of synthetic and real datasets, taking into account both tabular and image datasets.

Ensembles over neural network weights trained from different random initialization, known as deep ensembles, achieve state-of-the-art accuracy and calibration. The recently introduced batch ensembles provide a drop-in replacement that is more parameter efficient. In this paper, we design ensembles not only over weights, but over hyperparameters to improve the state of the art in both settings. For best performance independent of budget, we propose hyper-deep ensembles, a simple procedure that involves a random search over different hyperparameters, themselves stratified across multiple random initializations. Its strong performance highlights the benefit of combining models with both weight and hyperparameter diversity. We further propose a parameter efficient version, hyper-batch ensembles, which builds on the layer structure of batch ensembles and self-tuning networks. The computational and memory costs of our method are notably lower than typical ensembles. On image classification tasks, with MLP, LeNet, ResNet 20 and Wide ResNet 28-10 architectures, we improve upon both deep and batch ensembles.

With the widespread adoption of machine learning in the real world, the impact of the discriminatory bias has attracted attention. In recent years, various methods to mitigate the bias have been proposed. However, most of them have not considered intersectional bias, which brings unfair situations where people belonging to specific subgroups of a protected group are treated worse when multiple sensitive attributes are taken into consideration. To mitigate this bias, in this paper, we propose a method called One-vs.-One Mitigation by applying a process of comparison between each pair of subgroups related to sensitive attributes to the fairness-aware machine learning for binary classification. We compare our method and the conventional fairness-aware binary classification methods in comprehensive settings using three approaches (pre-processing, in-processing, and post-processing), six metrics (the ratio and difference of demographic parity, equalized odds, and equal opportunity), and two real-world datasets (Adult and COMPAS). As a result, our method mitigates the intersectional bias much better than conventional methods in all the settings. With the result, we open up the potential of fairness-aware binary classification for solving more realistic problems occurring when there are multiple sensitive attributes.

Network estimation and variable selection have been extensively studied in the statistical literature, but only recently have those two challenges been addressed simultaneously. In this paper, we seek to develop a novel method to simultaneously estimate network interactions and associations to relevant covariates for count data, and specifically for compositional data, which have a fixed sum constraint. We use a hierarchical Bayesian model with latent layers and employ spike-and-slab priors for both edge and covariate selection. For posterior inference, we develop a variational inference scheme with an expectation maximization step, to enable efficient estimation. Through simulation studies, we demonstrate that the proposed model outperforms existing methods in its accuracy of network recovery. We show the practical utility of our model via an application to microbiome data. The human microbiome has been shown to contribute to many of the functions of the human body, and also to be linked with a number of diseases. In our application, we seek to better understand the interaction between microbes and relevant covariates, as well as the interaction of microbes with each other. We provide a Python implementation of our algorithm, called SINC (Simultaneous Inference for Networks and Covariates), available online.

The importance of asymmetries in prediction problems arising in economics has been recognized for a long time. In this paper, we focus on binary choice problems in a data-rich environment with general loss functions. In contrast to the asymmetric regression problems, the binary choice with general loss functions and high-dimensional datasets is challenging and not well understood. Econometricians have studied binary choice problems for a long time, but the literature does not offer computationally attractive solutions in data-rich environments. In contrast, the machine learning literature has many computationally attractive algorithms that form the basis for much of the automated procedures that are implemented in practice, but it is focused on symmetric loss functions that are independent of individual characteristics. One of the main contributions of our paper is to show that the theoretically valid predictions of binary outcomes with arbitrary loss functions can be achieved via a very simple reweighting of the logistic regression, or other state-of-the-art machine learning techniques, such as boosting or (deep) neural networks. We apply our analysis to racial justice in pretrial detention.

The healthcare system in Latin America (LATAM) has made significant improvements in the last few decades. Nevertheless, it still faces significant challenges, including poor access to healthcare services, insufficient resources, and inequalities in health that may lead to decreased life expectancy, lower quality of life, and poor economic growth. Digital Healthcare (DH) enables the convergence of innovative technology with recent advances in neuroscience, medicine, and public healthcare policy.a In this article, we discuss key DH efforts that can help address some of the challenges of the healthcare system in LATAM focusing on two countries: Brazil and Mexico. We chose to study DH in the context of Brazil and Mexico as both countries are good representatives of the situation of the healthcare system in LATAM and face similar challenges along with other LATAM countries. Brazil and Mexico have the largest economies in the region and account for approximately half of the population and geographic territory of LATAM.11