Regression
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
Probabilistic electricity price forecasting (PEPF) is a key task for market participants in short-term electricity markets. The increasing availability of high-frequency data and the need for real-time decision-making in energy markets require online estimation methods for efficient model updating. We present an online, multivariate, regularized distributional regression model, allowing for the modeling of all distribution parameters conditional on explanatory variables. Our approach is based on the combination of the multivariate distributional regression and an efficient online learning algorithm based on online coordinate descent for LASSO-type regularization. Additionally, we propose to regularize the estimation along a path of increasingly complex dependence structures of the multivariate distribution, allowing for parsimonious estimation and early stopping. We validate our approach through one of the first forecasting studies focusing on multivariate probabilistic forecasting in the German day-ahead electricity market while using only online estimation methods. We compare our approach to online LASSO-ARX-models with adaptive marginal distribution and to online univariate distributional models combined with an adaptive Copula. We show that the multivariate distributional regression, which allows modeling all distribution parameters - including the mean and the dependence structure - conditional on explanatory variables such as renewable in-feed or past prices provide superior forecasting performance compared to modeling of the marginals only and keeping a static/unconditional dependence structure. Additionally, online estimation yields a speed-up by a factor of 80 to over 400 times compared to batch fitting.
A computational transition for detecting multivariate shuffled linear regression by low-degree polynomials
In this paper, we study the problem of multivariate shuffled linear regression, where the correspondence between predictors and responses in a linear model is obfuscated by a latent permutation. Specifically, we investigate the model $Y=\tfrac{1}{\sqrt{1+\sigma^2}}(\Pi_* X Q_* + \sigma Z)$, where $X$ is an $n*d$ standard Gaussian design matrix, $Z$ is an $n*m$ Gaussian noise matrix, $\Pi_*$ is an unknown $n*n$ permutation matrix, and $Q_*$ is an unknown $d*m$ on the Grassmanian manifold satisfying $Q_*^{\top} Q_* = \mathbb I_m$. Consider the hypothesis testing problem of distinguishing this model from the case where $X$ and $Y$ are independent Gaussian random matrices of sizes $n*d$ and $n*m$, respectively. Our results reveal a phase transition phenomenon in the performance of low-degree polynomial algorithms for this task. (1) When $m=o(d)$, we show that all degree-$D$ polynomials fail to distinguish these two models even when $\sigma=0$, provided with $D^4=o\big( \tfrac{d}{m} \big)$. (2) When $m=d$ and $\sigma=\omega(1)$, we show that all degree-$D$ polynomials fail to distinguish these two models provided with $D=o(\sigma)$. (3) When $m=d$ and $\sigma=o(1)$, we show that there exists a constant-degree polynomial that strongly distinguish these two models. These results establish a smooth transition in the effectiveness of low-degree polynomial algorithms for this problem, highlighting the interplay between the dimensions $m$ and $d$, the noise level $\sigma$, and the computational complexity of the testing task.
Automated Explanation of Machine Learning Models of Footballing Actions in Words
Rahimian, Pegah, Flisar, Jernej, Sumpter, David
While football analytics has changed the way teams and analysts assess performance, there remains a communication gap between machine learning practice and how coaching staff talk about football. Coaches and practitioners require actionable insights, which are not always provided by models. To bridge this gap, we show how to build wordalizations (a novel approach that leverages large language models) for shots in football. Specifically, we first build an expected goals model using logistic regression. We then use the co-efficients of this regression model to write sentences describing how factors (such as distance, angle and defensive pressure) contribute to the model's prediction. Finally, we use large language models to give an entertaining description of the shot. We describe our approach in a model card and provide an interactive open-source application describing shots in recent tournaments. We discuss how shot wordalisations might aid communication in coaching and football commentary, and give a further example of how the same approach can be applied to other actions in football.
Predicting Movie Production Years through Facial Recognition of Actors with Machine Learning
Abdalah, Asraa Muayed, Alkazaz, Noor Redha
This study used machine learning algorithms to identify actors and extract the age of actors from images taken randomly from movies. The use of images taken from Arab movies includes challenges such as non-uniform lighting, different and multiple poses for the actors and multiple elements with the actor or a group of actors. Additionally, the use of make-up, wigs, beards, and wearing different accessories and costumes made it difficult for the system to identify the personality of the same actor. The Arab Actors Dataset-AAD comprises 574 images sourced from various movies, encompassing both black and white as well as color compositions. The images depict complete scenes or fragments thereof. Multiple models were employed for feature extraction, and diverse machine learning algorithms were utilized during the classification and prediction stages to determine the most effective algorithm for handling such image types. The study demonstrated the effectiveness of the Logistic Regression model exhibited the best performance compared to other models in the training phase, as evidenced by its AUC, precision, CA and F1score values of 99%, 86%, 85.5% and 84.2% respectively. The findings of this study can be used to improve the precision and reliability of facial recognition technology for various uses as with movies search services, movie suggestion algorithms, and genre classification of movies.
$p$-Adic Polynomial Regression as Alternative to Neural Network for Approximating $p$-Adic Functions of Many Variables
A method for approximating continuous functions $\mathbb{Z}_{p}^{n}\rightarrow\mathbb{Z}_{p}$ by a linear superposition of continuous functions $\mathbb{Z}_{p}\rightarrow\mathbb{Z}_{p}$ is presented and a polynomial regression model is constructed that allows approximating such functions with any degree of accuracy. A physical interpretation of such a model is given and possible methods for its training are discussed. The proposed model can be considered as a simple alternative to possible $p$-adic models based on neural network architecture.
Communication-Efficient l_0 Penalized Least Square
In this paper, we propose a communication-efficient penalized regression algorithm for high-dimensional sparse linear regression models with massive data. This approach incorporates an optimized distributed system communication algorithm, named CESDAR algorithm, based on the Enhanced Support Detection and Root finding algorithm. The CESDAR algorithm leverages data distributed across multiple machines to compute and update the active set and introduces the communication-efficient surrogate likelihood framework to approximate the optimal solution for the full sample on the active set, resulting in the avoidance of raw data transmission, which enhances privacy and data security, while significantly improving algorithm execution speed and substantially reducing communication costs. Notably, this approach achieves the same statistical accuracy as the global estimator. Furthermore, this paper explores an extended version of CESDAR and an adaptive version of CESDAR to enhance algorithmic speed and optimize parameter selection, respectively. Simulations and real data benchmarks experiments demonstrate the efficiency and accuracy of the CESDAR algorithm. Introduction The rapid development of data collection techniques has led to unprecedented growth and expansion in both the volume and dimensionality of data. The massive high-dimensional datasets entail high computational costs and memory constraints. Numerous methods have been utilized for variable selection and parameter estimation in the research domain, including LASSO [1], adaptive LASSO [2], the smoothly clipped absolute deviation (SCAD) penalty [3], the minimax concave penalty (MCP) [4] and so on.
Benchmarking Federated Machine Unlearning methods for Tabular Data
Xiao, Chenguang, Ghosh, Abhirup, Wu, Han, Wang, Shuo, van Thiel, Diederick
Machine unlearning, which enables a model to forget specific data upon request, is increasingly relevant in the era of privacy-centric machine learning, particularly within federated learning (FL) environments. This paper presents a pioneering study on benchmarking machine unlearning methods within a federated setting for tabular data, addressing the unique challenges posed by cross-silo FL where data privacy and communication efficiency are paramount. We explore unlearning at the feature and instance levels, employing both machine learning, random forest and logistic regression models. Our methodology benchmarks various unlearning algorithms, including fine-tuning and gradient-based approaches, across multiple datasets, with metrics focused on fidelity, certifiability, and computational efficiency. Experiments demonstrate that while fidelity remains high across methods, tree-based models excel in certifiability, ensuring exact unlearning, whereas gradient-based methods show improved computational efficiency. This study provides critical insights into the design and selection of unlearning algorithms tailored to the FL environment, offering a foundation for further research in privacy-preserving machine learning.
Enhancing stroke disease classification through machine learning models via a novel voting system by feature selection techniques
Hasan, Mahade, Yasmin, Farhana, Hassan, Md. Mehedi, Yu, Xue, Yeasmin, Soniya, Joshi, Herat, Islam, Sheikh Mohammed Shariful
Heart disease remains a leading cause of mortality and morbidity worldwide, necessitating the development of accurate and reliable predictive models to facilitate early detection and intervention. While state of the art work has focused on various machine learning approaches for predicting heart disease, but they could not able to achieve remarkable accuracy. In response to this need, we applied nine machine learning algorithms XGBoost, logistic regression, decision tree, random forest, k-nearest neighbors (KNN), support vector machine (SVM), gaussian na\"ive bayes (NB gaussian), adaptive boosting, and linear regression to predict heart disease based on a range of physiological indicators. Our approach involved feature selection techniques to identify the most relevant predictors, aimed at refining the models to enhance both performance and interpretability. The models were trained, incorporating processes such as grid search hyperparameter tuning, and cross-validation to minimize overfitting. Additionally, we have developed a novel voting system with feature selection techniques to advance heart disease classification. Furthermore, we have evaluated the models using key performance metrics including accuracy, precision, recall, F1-score, and the area under the receiver operating characteristic curve (ROC AUC). Among the models, XGBoost demonstrated exceptional performance, achieving 99% accuracy, precision, F1-Score, 98% recall, and 100% ROC AUC. This study offers a promising approach to early heart disease diagnosis and preventive healthcare.
A machine learning platform for development of low flammability polymers
Phan, Duy Nhat, Morgan, Alexander B., Poudel, Lokendra, Bhowmik, Rahul
Flammability index (FI) and cone calorimetry outcomes, such as maximum heat release rate, null me to igni null on, total smoke release, and fi re growth rate, are cri null cal factors in evalua null ng the fi re safety of polymers. However, predic null ng these proper null es is challenging due to the complexity of material behavior under heat exposure. In this work, we inves null gate the use of machine learning (ML) techniques to predict these fl ammability metrics. We generated synthe null c polymers using Synthe null c Data Vault to augment the experimental dataset. Our comprehensive ML inves null ga null on employed both our polymer descriptors and those generated by the RDkit library. Despite the challenges of limited experimental data, our models demonstrate the poten null al to accurately predict FI and cone calorimetry outcomes, which could be instrumental in designing safer polymers. Addi null onally, we developed POLYCOMPRED, a module integrated into the cloud based MatVerse pla null orm, providing an accessible, web based interface for fl ammability predic null on. This work provides not only the predic null ve modeling of polymer fl ammability but also an interac null ve analysis tool for the discovery and design of new materials with tailored fi re resistant proper null es. 2
Solving the Best Subset Selection Problem via Suboptimal Algorithms
Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the global optimal solution via an exact optimization method for a problem with dimensions of 1000s may take an impractical amount of CPU time. This suggests the importance of finding suboptimal procedures that can provide good approximate solutions using much less computational effort than exact methods. In this work, we introduce a new procedure and compare it with other popular suboptimal algorithms to solve the best subset selection problem. Extensive computational experiments using synthetic and real data have been performed. The results provide insights into the performance of these methods in different data settings. The new procedure is observed to be a competitive suboptimal algorithm for solving the best subset selection problem for high-dimensional data.