Regression
Logistic-beta processes for modeling dependent random probabilities with beta marginals
Lee, Changwoo J., Zito, Alessandro, Sang, Huiyan, Dunson, David B.
The beta distribution serves as a canonical tool for modeling probabilities and is extensively used in statistics and machine learning, especially in the field of Bayesian nonparametrics. Despite its widespread use, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent random probabilities. We propose a novel stochastic process called the logistic-beta process, whose logistic transformation yields a stochastic process with common beta marginals. Similar to the Gaussian process, the logistic-beta process can model dependence on both discrete and continuous domains, such as space or time, and has a highly flexible dependence structure through correlation kernels. Moreover, its normal variance-mean mixture representation leads to highly effective posterior inference algorithms. The flexibility and computational benefits of logistic-beta processes are demonstrated through nonparametric binary regression simulation studies. Furthermore, we apply the logistic-beta process in modeling dependent Dirichlet processes, and illustrate its application and benefits through Bayesian density regression problems in a toxicology study.
Contextual Stochastic Vehicle Routing with Time Windows
Serrano, Breno, Florio, Alexandre M., Minner, Stefan, Schiffer, Maximilian, Vidal, Thibaut
We study the vehicle routing problem with time windows (VRPTW) and stochastic travel times, in which the decision-maker observes related contextual information, represented as feature variables, before making routing decisions. Despite the extensive literature on stochastic VRPs, the integration of feature variables has received limited attention in this context. We introduce the contextual stochastic VRPTW, which minimizes the total transportation cost and expected late arrival penalties conditioned on the observed features. Since the joint distribution of travel times and features is unknown, we present novel data-driven prescriptive models that use historical data to provide an approximate solution to the problem. We distinguish the prescriptive models between point-based approximation, sample average approximation, and penalty-based approximation, each taking a different perspective on dealing with stochastic travel times and features. We develop specialized branch-price-and-cut algorithms to solve these data-driven prescriptive models. In our computational experiments, we compare the out-of-sample cost performance of different methods on instances with up to one hundred customers. Our results show that, surprisingly, a feature-dependent sample average approximation outperforms existing and novel methods in most settings.
Clustering Techniques Selection for a Hybrid Regression Model: A Case Study Based on a Solar Thermal System
García-Ordás, María Teresa, Alaiz-Moretón, Héctor, Casteleiro-Roca, José-Luis, Jove, Esteban, Benítez-Andrades, José Alberto, García-Rodríguez, Isaías, Quintián, Héctor, Calvo-Rolle, José Luis
This work addresses the performance comparison between four clustering techniques with the objective of achieving strong hybrid models in supervised learning tasks. A real dataset from a bio-climatic house named Sotavento placed on experimental wind farm and located in Xermade (Lugo) in Galicia (Spain) has been collected. Authors have chosen the thermal solar generation system in order to study how works applying several cluster methods followed by a regression technique to predict the output temperature of the system. With the objective of defining the quality of each clustering method two possible solutions have been implemented. The first one is based on three unsupervised learning metrics (Silhouette, Calinski-Harabasz and Davies-Bouldin) while the second one, employs the most common error measurements for a regression algorithm such as Multi Layer Perceptron.
Low-Rank Approximation of Structural Redundancy for Self-Supervised Learning
We study the data-generating mechanism for reconstructive SSL to shed light on its effectiveness. With an infinite amount of labeled samples, we provide a sufficient and necessary condition for perfect linear approximation. The condition reveals a full-rank component that preserves the label classes of Y, along with a redundant component. Motivated by the condition, we propose to approximate the redundant component by a low-rank factorization and measure the approximation quality by introducing a new quantity $\epsilon_s$, parameterized by the rank of factorization s. We incorporate $\epsilon_s$ into the excess risk analysis under both linear regression and ridge regression settings, where the latter regularization approach is to handle scenarios when the dimension of the learned features is much larger than the number of labeled samples n for downstream tasks. We design three stylized experiments to compare SSL with supervised learning under different settings to support our theoretical findings.
Scalable Kernel Logistic Regression with Nystr\"om Approximation: Theoretical Analysis and Application to Discrete Choice Modelling
Martín-Baos, José Ángel, García-Ródenas, Ricardo, Rodriguez-Benitez, Luis, Bierlaire, Michel
The application of kernel-based Machine Learning (ML) techniques to discrete choice modelling using large datasets often faces challenges due to memory requirements and the considerable number of parameters involved in these models. This complexity hampers the efficient training of large-scale models. This paper addresses these problems of scalability by introducing the Nystr\"om approximation for Kernel Logistic Regression (KLR) on large datasets. The study begins by presenting a theoretical analysis in which: i) the set of KLR solutions is characterised, ii) an upper bound to the solution of KLR with Nystr\"om approximation is provided, and finally iii) a specialisation of the optimisation algorithms to Nystr\"om KLR is described. After this, the Nystr\"om KLR is computationally validated. Four landmark selection methods are tested, including basic uniform sampling, a k-means sampling strategy, and two non-uniform methods grounded in leverage scores. The performance of these strategies is evaluated using large-scale transport mode choice datasets and is compared with traditional methods such as Multinomial Logit (MNL) and contemporary ML techniques. The study also assesses the efficiency of various optimisation techniques for the proposed Nystr\"om KLR model. The performance of gradient descent, Momentum, Adam, and L-BFGS-B optimisation methods is examined on these datasets. Among these strategies, the k-means Nystr\"om KLR approach emerges as a successful solution for applying KLR to large datasets, particularly when combined with the L-BFGS-B and Adam optimisation methods. The results highlight the ability of this strategy to handle datasets exceeding 200,000 observations while maintaining robust performance.
RQP-SGD: Differential Private Machine Learning through Noisy SGD and Randomized Quantization
Feng, Ce, Venkitasubramaniam, Parv
The rise of IoT devices has prompted the demand for deploying machine learning at-the-edge with real-time, efficient, and secure data processing. In this context, implementing machine learning (ML) models with real-valued weight parameters can prove to be impractical particularly for large models, and there is a need to train models with quantized discrete weights. At the same time, these low-dimensional models also need to preserve privacy of the underlying dataset. In this work, we present RQP-SGD, a new approach for privacy-preserving quantization to train machine learning models for low-memory ML-at-the-edge. This approach combines differentially private stochastic gradient descent (DP-SGD) with randomized quantization, providing a measurable privacy guarantee in machine learning. In particular, we study the utility convergence of implementing RQP-SGD on ML tasks with convex objectives and quantization constraints and demonstrate its efficacy over deterministic quantization. Through experiments conducted on two datasets, we show the practical effectiveness of RQP-SGD.
Revealing Multimodal Contrastive Representation Learning through Latent Partial Causal Models
Liu, Yuhang, Zhang, Zhen, Gong, Dong, Huang, Biwei, Gong, Mingming, Hengel, Anton van den, Zhang, Kun, Shi, Javen Qinfeng
One promising methods have proven successful across a range strategy in this context is to use data from one modality, e.g., of domains, partly due to their ability to generate text data, as a supervision signal in the interpretation of another, meaningful shared representations of complex e.g., image data (Mori et al., 1999; Wang et al., 2009; phenomena. To enhance the depth of analysis Ramanathan et al., 2013; He & Peng, 2017; Radford et al., and understanding of these acquired representations, 2021). The primary approach for achieving this is known we introduce a unified causal model specifically as multimodal contrastive representation learning, which designed for multimodal data. By examining focuses on optimizing a symmetric contrastive loss (Zhang this model, we show that multimodal contrastive et al., 2022; Radford et al., 2021), e.g., a symmetric adaptation representation learning excels at identifying latent of the standard contrastive loss (Wu et al., 2018; Tian coupled variables within the proposed unified et al., 2020; He et al., 2020; Chen et al., 2020). The learned model, up to linear or permutation transformations representations, guided by the symmetric contrastive loss, resulting from different assumptions. Our have been applied in a variety of applications, including findings illuminate the potential of pre-trained zero/few-shot learning (Radford et al., 2021; Zhou et al., multimodal models, e.g., CLIP, in learning disentangled 2022a), domain generalization (Zhou et al., 2022a;b), and representations through a surprisingly robustness to adversarial examples (Ban & Dong, 2022).
Leveraging AI for Enhanced Software Effort Estimation: A Comprehensive Study and Framework Proposal
Tran, Nhi, Tran, Tan, Nguyen, Nam
This paper presents an extensive study on the application of AI techniques for software effort estimation in the past five years from 2017 to 2023. By overcoming the limitations of traditional methods, the study aims to improve accuracy and reliability. Through performance evaluation and comparison with diverse Machine Learning models, including Artificial Neural Network (ANN), Support Vector Machine (SVM), Linear Regression, Random Forest and other techniques, the most effective method is identified. The proposed AI-based framework holds the potential to enhance project planning and resource allocation, contributing to the research area of software project effort estimation.
Individualized Multi-Treatment Response Curves Estimation using RBF-net with Shared Neurons
Estimation of heterogeneous treatment effects from observational data has become an important problem. It plays a crucial role in determining the individualized causal effects of a treatment, which then leads to a personalized assignment of optimal treatment (Wendling et al., 2018; Rekkas et al., 2020). Estimation of such heterogeneity however requires reasonable representations from each treatment subgroup. With the increasing availability of large-scale health outcome data such as electronic health records (EHR) data in recent years, it has become possible to develop individualized treatment strategies efficiently. This led to the development of several novel statistical methods, primarily tailored for binary treatment scenarios (Wendling et al., 2018; Cheng et al., 2020), with some accommodating multiple treatment settings (Brown et al., 2020; Chalkou et al., 2021). Most of these approaches are specifically designed for estimating population average treatment effects (ATEs) (Van Der Laan and Rubin, 2006; Chernozhukov et al., 2018; McCaffrey et al., 2013) and more recently, methods are being developed to estimate conditional average treatment effects (CATEs) (Taddy et al., 2016; Wager and Athey, 2018; Künzel et al., 2019; Nie and Wager, 2021). Here, we tackle a generic problem of heterogeneous treatment effect or CATE estimation in a multi-treatment setting, where the treatment responses may share some commonalities.
Machine learning applied to omics data
Calviño, Aida, Moreno-Ribera, Almudena, Pineda, Silvia
In this chapter we illustrate the use of some Machine Learning techniques in the context of omics data. More precisely, we review and evaluate the use of Random Forest and Penalized Multinomial Logistic Regression for integrative analysis of genomics and immunomics in pancreatic cancer. Furthermore, we propose the use of association rules with predictive purposes to overcome the low predictive power of the previously mentioned models. Finally, we apply the reviewed methods to a real data set from TCGA made of 107 tumoral pancreatic samples and 117,486 germline SNPs, showing the good performance of the proposed methods to predict the immunological infiltration in pancreatic cancer.