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 Regression


Forecasting Cryptocurrency Staking Rewards

arXiv.org Artificial Intelligence

This research explores a relatively unexplored area of predicting cryptocurrency staking rewards, offering potential insights to researchers and investors. We investigate two predictive methodologies: a) a straightforward sliding-window average, and b) linear regression models predicated on historical data. The findings reveal that ETH staking rewards can be forecasted with an RMSE within 0.7% and 1.1% of the mean value for 1-day and 7-day look-aheads respectively, using a 7-day sliding-window average approach. Additionally, we discern diverse prediction accuracies across various cryptocurrencies, including SOL, XTZ, ATOM, and MATIC. Linear regression is identified as superior to the moving-window average for perdicting in the short term for XTZ and ATOM. The results underscore the generally stable and predictable nature of staking rewards for most assets, with MATIC presenting a noteworthy exception.


Uncertainty-Aware Calibration of a Hot-Wire Anemometer With Gaussian Process Regression

arXiv.org Artificial Intelligence

Expensive ultrasonic anemometers are usually required to measure wind speed accurately. The aim of this work is to overcome the loss of accuracy of a low cost hot-wire anemometer caused by the changes of air temperature, by means of a probabilistic calibration using Gaussian Process Regression. Gaussian Process Regression is a non-parametric, Bayesian, and supervised learning method designed to make predictions of an unknown target variable as a function of one or more known input variables. Our approach is validated against real datasets, obtaining a good performance in inferring the actual wind speed values. By performing, before its real use in the field, a calibration of the hot-wire anemometer taking into account air temperature, permits that the wind speed can be estimated for the typical range of ambient temperatures, including a grounded uncertainty estimation for each speed measure.


On sparse regression, Lp-regularization, and automated model discovery

arXiv.org Artificial Intelligence

Sparse regression and feature extraction are the cornerstones of knowledge discovery from massive data. Their goal is to discover interpretable and predictive models that provide simple relationships among scientific variables. While the statistical tools for model discovery are well established in the context of linear regression, their generalization to nonlinear regression in material modeling is highly problem-specific and insufficiently understood. Here we explore the potential of neural networks for automatic model discovery and induce sparsity by a hybrid approach that combines two strategies: regularization and physical constraints. We integrate the concept of Lp regularization for subset selection with constitutive neural networks that leverage our domain knowledge in kinematics and thermodynamics. We train our networks with both, synthetic and real data, and perform several thousand discovery runs to infer common guidelines and trends: L2 regularization or ridge regression is unsuitable for model discovery; L1 regularization or lasso promotes sparsity, but induces strong bias that may aggressively change the results; only L0 regularization allows us to transparently fine-tune the trade-off between interpretability and predictability, simplicity and accuracy, and bias and variance. With these insights, we demonstrate that Lp regularized constitutive neural networks can simultaneously discover both, interpretable models and physically meaningful parameters. We anticipate that our findings will generalize to alternative discovery techniques such as sparse and symbolic regression, and to other domains such as biology, chemistry, or medicine. Our ability to automatically discover material models from data could have tremendous applications in generative material design and open new opportunities to manipulate matter, alter properties of existing materials, and discover new materials with user-defined properties.


Explainable Predictive Maintenance: A Survey of Current Methods, Challenges and Opportunities

arXiv.org Artificial Intelligence

Predictive maintenance is a well studied collection of techniques that aims to prolong the life of a mechanical system by using artificial intelligence and machine learning to predict the optimal time to perform maintenance. The methods allow maintainers of systems and hardware to reduce financial and time costs of upkeep. As these methods are adopted for more serious and potentially life-threatening applications, the human operators need trust the predictive system. This attracts the field of Explainable AI (XAI) to introduce explainability and interpretability into the predictive system. XAI brings methods to the field of predictive maintenance that can amplify trust in the users while maintaining well-performing systems. This survey on explainable predictive maintenance (XPM) discusses and presents the current methods of XAI as applied to predictive maintenance while following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) 2020 guidelines. We categorize the different XPM methods into groups that follow the XAI literature. Additionally, we include current challenges and a discussion on future research directions in XPM.


Online estimation of the inverse of the Hessian for stochastic optimization with application to universal stochastic Newton algorithms

arXiv.org Machine Learning

This paper addresses second-order stochastic optimization for estimating the minimizer of a convex function written as an expectation. A direct recursive estimation technique for the inverse Hessian matrix using a Robbins-Monro procedure is introduced. This approach enables to drastically reduces computational complexity. Above all, it allows to develop universal stochastic Newton methods and investigate the asymptotic efficiency of the proposed approach. This work so expands the application scope of secondorder algorithms in stochastic optimization.


Construction and Evaluation of Mandarin Multimodal Emotional Speech Database

arXiv.org Artificial Intelligence

A multi-modal emotional speech Mandarin database including articulatory kinematics, acoustics, glottal and facial micro-expressions is designed and established, which is described in detail from the aspects of corpus design, subject selection, recording details and data processing. Where signals are labeled with discrete emotion labels (neutral, happy, pleasant, indifferent, angry, sad, grief) and dimensional emotion labels (pleasure, arousal, dominance). In this paper, the validity of dimension annotation is verified by statistical analysis of dimension annotation data. The SCL-90 scale data of annotators are verified and combined with PAD annotation data for analysis, so as to explore the internal relationship between the outlier phenomenon in annotation and the psychological state of annotators. In order to verify the speech quality and emotion discrimination of the database, this paper uses 3 basic models of SVM, CNN and DNN to calculate the recognition rate of these seven emotions. The results show that the average recognition rate of seven emotions is about 82% when using acoustic data alone. When using glottal data alone, the average recognition rate is about 72%. Using kinematics data alone, the average recognition rate also reaches 55.7%. Therefore, the database is of high quality and can be used as an important source for speech analysis research, especially for the task of multimodal emotional speech analysis.


Representation Learning for Weakly Supervised Relation Extraction

arXiv.org Artificial Intelligence

Recent years have seen rapid development in Information Extraction, as well as its subtask, Relation Extraction. Relation Extraction is able to detect semantic relations between entities in sentences. Currently, many efficient approaches have been applied to relation extraction tasks. Supervised learning approaches especially have good performance. However, there are still many difficult challenges. One of the most serious problems is that manually labeled data is difficult to acquire. In most cases, limited data for supervised approaches equals lousy performance. Thus here, under the situation with only limited training data, we focus on how to improve the performance of our supervised baseline system with unsupervised pre-training. Feature is one of the key components in improving the supervised approaches. Traditional approaches usually apply hand-crafted features, which require expert knowledge and expensive human labor. However, this type of feature might suffer from data sparsity: when the training set size is small, the model parameters might be poorly estimated. In this thesis, we present several novel unsupervised pre-training models to learn the distributed text representation features, which are encoded with rich syntactic-semantic patterns of relation expressions. The experiments have demonstrated that this type of feature, combine with the traditional hand-crafted features, could improve the performance of the logistic classification model for relation extraction, especially on the classification of relations with only minor training instances.


On the (In)Compatibility between Group Fairness and Individual Fairness

arXiv.org Artificial Intelligence

We study the compatibility between the optimal statistical parity solutions and individual fairness. While individual fairness seeks to treat similar individuals similarly, optimal statistical parity aims to provide similar treatment to individuals who share relative similarity within their respective sensitive groups. The two fairness perspectives, while both desirable from a fairness perspective, often come into conflict in applications. Our goal in this work is to analyze the existence of this conflict and its potential solution. In particular, we establish sufficient (sharp) conditions for the compatibility between the optimal (post-processing) statistical parity $L^2$ learning and the ($K$-Lipschitz or $(\epsilon,\delta)$) individual fairness requirements. Furthermore, when there exists a conflict between the two, we first relax the former to the Pareto frontier (or equivalently the optimal trade-off) between $L^2$ error and statistical disparity, and then analyze the compatibility between the frontier and the individual fairness requirements. Our analysis identifies regions along the Pareto frontier that satisfy individual fairness requirements. (Lastly, we provide individual fairness guarantees for the composition of a trained model and the optimal post-processing step so that one can determine the compatibility of the post-processed model.) This provides practitioners with a valuable approach to attain Pareto optimality for statistical parity while adhering to the constraints of individual fairness.


A comprehensive framework for multi-fidelity surrogate modeling with noisy data: a gray-box perspective

arXiv.org Machine Learning

Computer simulations (a.k.a. white-box models) are more indispensable than ever to model intricate engineering systems. However, computational models alone often fail to fully capture the complexities of reality. When physical experiments are accessible though, it is of interest to enhance the incomplete information offered by computational models. Gray-box modeling is concerned with the problem of merging information from data-driven (a.k.a. black-box) models and white-box (i.e., physics-based) models. In this paper, we propose to perform this task by using multi-fidelity surrogate models (MFSMs). A MFSM integrates information from models with varying computational fidelity into a new surrogate model. The multi-fidelity surrogate modeling framework we propose handles noise-contaminated data and is able to estimate the underlying noise-free high-fidelity function. Our methodology emphasizes on delivering precise estimates of the uncertainty in its predictions in the form of confidence and prediction intervals, by quantitatively incorporating the different types of uncertainty that affect the problem, arising from measurement noise and from lack of knowledge due to the limited experimental design budget on both the high- and low-fidelity models. Applied to gray-box modeling, our MFSM framework treats noisy experimental data as the high-fidelity and the white-box computational models as their low-fidelity counterparts. The effectiveness of our methodology is showcased through synthetic examples and a wind turbine application.


FedDriveScore: Federated Scoring Driving Behavior with a Mixture of Metric Distributions

arXiv.org Artificial Intelligence

Scoring the driving performance of various drivers on a unified scale, based on how safe or economical they drive on their daily trips, is essential for the driver profile task. Connected vehicles provide the opportunity to collect real-world driving data, which is advantageous for constructing scoring models. However, the lack of pre-labeled scores impede the use of supervised regression models and the data privacy issues hinder the way of traditionally data-centralized learning on the cloud side for model training. To address them, an unsupervised scoring method is presented without the need for labels while still preserving fairness and objectiveness compared to subjective scoring strategies. Subsequently, a federated learning framework based on vehicle-cloud collaboration is proposed as a privacy-friendly alternative to centralized learning. This framework includes a consistently federated version of the scoring method to reduce the performance degradation of the global scoring model caused by the statistical heterogeneous challenge of local data. Theoretical and experimental analysis demonstrate that our federated scoring model is consistent with the utility of the centrally learned counterpart and is effective in evaluating driving performance.