Performance Analysis
Learning to Predict with Highly Granular Temporal Data: Estimating individual behavioral profiles with smart meter data
Ushakova, Anastasia, Mikhaylov, Slava J.
Big spatio-temporal datasets, available through both open and administrative data sources, offer significant potential for social science research. The magnitude of the data allows for increased resolution and analysis at individual level. While there are recent advances in forecasting techniques for highly granular temporal data, little attention is given to segmenting the time series and finding homogeneous patterns. In this paper, it is proposed to estimate behavioral profiles of individuals' activities over time using Gaussian Process-based models. In particular, the aim is to investigate how individuals or groups may be clustered according to the model parameters. Such a Bayesian non-parametric method is then tested by looking at the predictability of the segments using a combination of models to fit different parts of the temporal profiles. Model validity is then tested on a set of holdout data. The dataset consists of half hourly energy consumption records from smart meters from more than 100,000 households in the UK and covers the period from 2015 to 2016. The methodological approach developed in the paper may be easily applied to datasets of similar structure and granularity, for example social media data, and may lead to improved accuracy in the prediction of social dynamics and behavior.
Dynamic classifier chains for multi-label learning
Trajdos, Pawel, Kurzynski, Marek
In this paper, we deal with the task of building a dynamic ensemble of chain classifiers for multi-label classification. To do so, we proposed two concepts of classifier chains algorithms that are able to change label order of the chain without rebuilding the entire model. Such modes allows anticipating the instance-specific chain order without a significant increase in computational burden. The proposed chain models are built using the Naive Bayes classifier and nearest neighbour approach as a base single-label classifiers. To take the benefits of the proposed algorithms, we developed a simple heuristic that allows the system to find relatively good label order. The heuristic sort labels according to the label-specific classification quality gained during the validation phase. The heuristic tries to minimise the phenomenon of error propagation in the chain. The experimental results showed that the proposed model based on Naive Bayes classifier the above-mentioned heuristic is an efficient tool for building dynamic chain classifiers.
Training large margin host-pathogen protein-protein interaction predictors
Basit, Abdul Hannan, Abbasi, Wajid Arshad, Asif, Amina, Minhas, Fayyaz Ul Amir Afsar
Detection of protein-protein interactions (PPIs) plays a vital role in molecular biology. Particularly, infections are caused by the interactions of host and pathogen proteins. It is important to identify host-pathogen interactions (HPIs) to discover new drugs to counter infectious diseases. Conventional wet lab PPI prediction techniques have limitations in terms of large scale application and budget. Hence, computational approaches are developed to predict PPIs. This study aims to develop large margin machine learning models to predict interspecies PPIs with a special interest in host-pathogen protein interactions (HPIs). Especially, we focus on seeking answers to three queries that arise while developing an HPI predictor. 1) How should we select negative samples? 2) What should be the size of negative samples as compared to the positive samples? 3) What type of margin violation penalty should be used to train the predictor? We compare two available methods for negative sampling. Moreover, we propose a new method of assigning weights to each training example in weighted SVM depending on the distance of the negative examples from the positive examples. We have also developed a web server for our HPI predictor called HoPItor (Host Pathogen Interaction predicTOR) that can predict interactions between human and viral proteins. This webserver can be accessed at the URL: http://faculty.pieas.edu.pk/fayyaz/software.html#HoPItor.
Adapt DevOps to cognitive and artificial intelligence systems
These new applications require a new way of thinking about the development process. Traditional application development has been enhanced by the idea of DevOps, which forces operational considerations into development time, execution, and process. In this tutorial, we outline a "cognitive DevOps" process that refines and adapts the best parts of DevOps for new cognitive applications. Specifically, we cover applying DevOps to the training process of cognitive systems including training data, modeling, and performance evaluation. A cognitive or artificial intelligence (AI) system fundamentally exhibits capabilities such as understanding, reasoning, and learning from data. At a deeper level, the system is built upon a combination of various types of cognitive tasks, which, when combined, make up a part of the overall cognitive application. The science upon which a cognitive system is built includes, but is not limited to, machine learning (ML) including deep learning and natural language processing.
BET on Independence
We study the problem of nonparametric dependence detection. Many existing methods suffer severe power loss due to non-uniform consistency, which we illustrate with a paradox. To avoid such power loss, we approach the nonparametric test of independence through the new framework of binary expansion statistics (BEStat) and binary expansion testing (BET), which examine dependence through a novel binary expansion filtration approximation of the copula. Through a Hadamard-Walsh transform, we find that the cross interactions of binary variables in the filtration are complete sufficient statistics for dependence. These interactions are also uncorrelated under the null. By utilizing these interactions, the BET avoids the problem of non-uniform consistency and improves upon a wide class of commonly used methods (a) by achieving the minimax rate in sample size requirement for specified power and (b) by providing clear interpretations of global and local relationships upon rejection of independence. The binary expansion approach also connects the test statistics with the current computing system to facilitate efficient bitwise implementation. We illustrate the BET by a study of the distribution of stars in the night sky and by an exploratory data analysis of the TCGA breast cancer data.
Finding Differentially Covarying Needles in a Temporally Evolving Haystack: A Scan Statistics Perspective
Mehta, Ronak, Kim, Hyunwoo J., Wang, Shulei, Johnson, Sterling C., Yuan, Ming, Singh, Vikas
Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for analyzing group-level differences, i.e., in identifying if trends of estimated objects (e.g., covariance or precision matrices) are different across disparate conditions (e.g., gender or disease). Often, poor effect sizes make detecting the differential signal over the full set of features difficult: for example, dependencies between only a subset of features may manifest differently across groups. In this work, we first give a parametric model for estimating trends in the space of SPD matrices as a function of one or more covariates. We then generalize scan statistics to graph structures, to search over distinct subsets of features (graph partitions) whose temporal dependency structure may show statistically significant group-wise differences. We theoretically analyze the Family Wise Error Rate (FWER) and bounds on Type 1 and Type 2 error. On a cohort of individuals with risk factors for Alzheimer's disease (but otherwise cognitively healthy), we find scientifically interesting group differences where the default analysis, i.e., models estimated on the full graph, do not survive reasonable significance thresholds.
Concept Drift Detection and Adaptation with Hierarchical Hypothesis Testing
Yu, Shujian, Abraham, Zubin, Wang, Heng, Shah, Mohak, Príncipe, José C.
Effective techniques for analyzing and detecting changes in streaming data, especially in the era of big data, pose new challenges to the machine learning and the statistics community [1], [2]. As a result, early approaches for detecting statistical changes in a time series (such as change point detection), have had to be extended for online detection of changes in a multivariate data streams [3], [4]. Some of these techniques for detecting the intrinsic change in the relationship of the incoming data streams have been applied to numerous real-world applications, such as fraud detection, user preference prediction and email filtering, [5], [6]. Online classification is another common task performed on streaming multivariate time series data that takes advantage of these statistical relationships to predict a class label at each time index [7]. If the underlying source generating the data is not stationary, the optimal decision rule for the classifier would change over time - a phenomena known as concept drift [8]. Given the impact of concept drift on the predictive performance of an online classifier, there is a need to detect these concept drifts as early as possible. The inability of change point detection approaches to detect these concept drifts, has motivated the need for concept drift detection approaches that not only monitor the join distribution of a multivariate data stream but also changes in its relationship to the class labels of the streaming data. Shujian Yu and José C. Príncipe are with the Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL 32611, USA.
NeuralFDR: Learning Discovery Thresholds from Hypothesis Features
Xia, Fei, Zhang, Martin J., Zou, James, Tse, David
As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses testing, where for each hypothesis, we observe a p-value along with a set of features specific to that hypothesis. For example, in genetic association studies, each hypothesis tests the correlation between a variant and the trait. We have a rich set of features for each variant (e.g. its location, conservation, epigenetics etc.) which could inform how likely the variant is to have a true association. However popular testing approaches, such as Benjamini-Hochberg's procedure (BH) and independent hypothesis weighting (IHW), either ignore these features or assume that the features are categorical or uni-variate. We propose a new algorithm, NeuralFDR, which automatically learns a discovery threshold as a function of all the hypothesis features. We parametrize the discovery threshold as a neural network, which enables flexible handling of multi-dimensional discrete and continuous features as well as efficient end-to-end optimization. We prove that NeuralFDR has strong false discovery rate (FDR) guarantees, and show that it makes substantially more discoveries in synthetic and real datasets. Moreover, we demonstrate that the learned discovery threshold is directly interpretable.
Prediction Scores as a Window into Classifier Behavior
Katehara, Medha, Beauxis-Aussalet, Emma, Alsallakh, Bilal
Most multi-class classifiers make their prediction for a test sample by scoring the classes and selecting the one with the highest score. Analyzing these prediction scores is useful to understand the classifier behavior and to assess its reliability. We present an interactive visualization that facilitates per-class analysis of these scores. Our system, called Classilist, enables relating these scores to the classification correctness and to the underlying samples and their features. We illustrate how such analysis reveals varying behavior of different classifiers.
Data Analytics for Internal Audit Data Mining Blog - www.dataminingblog.com
This is a guest post from Marcel Baumgartner, Data Analytics Expert at Nestlé S.A. Large publicly listed companies not only have external auditors who check the books, but often also a large community of internal auditors. These collaborators provide the company with a sufficient level of assurance in terms of adherence to internal and external rules and guidelines. This covers financial aspects (spend, invoices, investments, …), human resources (working time, payroll, …) but also production related aspects (e.g. One of the strongest trends observed in internal auditing communities is the more and more widespread use of Data Analytics. The term refers to the use of data, statistical methods and statistical thinking as a way of working, in addition to traditional auditing methods like interviews, document and process reviews, etc.