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 Regression


Knowledge-Guided Additive Modeling For Supervised Regression

arXiv.org Artificial Intelligence

Learning processes by exploiting restricted domain knowledge is an important task across a plethora of scientific areas, with more and more hybrid methods combining data-driven and model-based approaches. However, while such hybrid methods have been tested in various scientific applications, they have been mostly tested on dynamical systems, with only limited study about the influence of each model component on global performance and parameter identification. In this work, we assess the performance of hybrid modeling against traditional machine learning methods on standard regression problems. We compare, on both synthetic and real regression problems, several approaches for training such hybrid models. We focus on hybrid methods that additively combine a parametric physical term with a machine learning term and investigate model-agnostic training procedures. We also introduce a new hybrid approach based on partial dependence functions. Experiments are carried out with different types of machine learning models, including tree-based models and artificial neural networks.


Performance Modeling of Data Storage Systems using Generative Models

arXiv.org Artificial Intelligence

High-precision modeling of systems is one of the main areas of industrial data analysis. Models of systems, their digital twins, are used to predict their behavior under various conditions. We have developed several models of a storage system using machine learning-based generative models. The system consists of several components: hard disk drive (HDD) and solid-state drive (SSD) storage pools with different RAID schemes and cache. Each storage component is represented by a probabilistic model that describes the probability distribution of the component performance in terms of IOPS and latency, depending on their configuration and external data load parameters. The results of the experiments demonstrate the errors of 4-10 % for IOPS and 3-16 % for latency predictions depending on the components and models of the system. The predictions show up to 0.99 Pearson correlation with Little's law, which can be used for unsupervised reliability checks of the models. In addition, we present novel data sets that can be used for benchmarking regression algorithms, conditional generative models, and uncertainty estimation methods in machine learning.


Local primordial non-Gaussianity from the large-scale clustering of photometric DESI luminous red galaxies

arXiv.org Artificial Intelligence

We use angular clustering of luminous red galaxies from the Dark Energy Spectroscopic Instrument (DESI) imaging surveys to constrain the local primordial non-Gaussianity parameter fNL. Our sample comprises over 12 million targets, covering 14,000 square degrees of the sky, with redshifts in the range 0.2< z < 1.35. We identify Galactic extinction, survey depth, and astronomical seeing as the primary sources of systematic error, and employ linear regression and artificial neural networks to alleviate non-cosmological excess clustering on large scales. Our methods are tested against log-normal simulations with and without fNL and systematics, showing superior performance of the neural network treatment in reducing remaining systematics. Assuming the universality relation, we find fNL $= 47^{+14(+29)}_{-11(-22)}$ at 68\%(95\%) confidence. With a more aggressive treatment, including regression against the full set of imaging maps, our maximum likelihood value shifts slightly to fNL$ \sim 50$ and the uncertainty on fNL increases due to the removal of large-scale clustering information. We apply a series of robustness tests (e.g., cuts on imaging, declination, or scales used) that show consistency in the obtained constraints. Despite extensive efforts to mitigate systematics, our measurements indicate fNL > 0 with a 99.9 percent confidence level. This outcome raises concerns as it could be attributed to unforeseen systematics, including calibration errors or uncertainties associated with low-\ell systematics in the extinction template. Alternatively, it could suggest a scale-dependent fNL model--causing significant non-Gaussianity around large-scale structure while leaving cosmic microwave background scales unaffected. Our results encourage further studies of fNL with DESI spectroscopic samples, where the inclusion of 3D clustering modes should help separate imaging systematics.


Dimension Reduction and MARS

arXiv.org Machine Learning

The multivariate adaptive regression spline (MARS) is one of the popular estimation methods for nonparametric multivariate regressions. However, as MARS is based on marginal splines, to incorporate interactions of covariates, products of the marginal splines must be used, which leads to an unmanageable number of basis functions when the order of interaction is high and results in low estimation efficiency. In this paper, we improve the performance of MARS by using linear combinations of the covariates which achieve sufficient dimension reduction. The special basis functions of MARS facilitate calculation of gradients of the regression function, and estimation of the linear combinations is obtained via eigen-analysis of the outer-product of the gradients. Under some technical conditions, the asymptotic theory is established for the proposed estimation method. Numerical studies including both simulation and empirical applications show its effectiveness in dimension reduction and improvement over MARS and other commonly-used nonparametric methods in regression estimation and prediction.


MDI+: A Flexible Random Forest-Based Feature Importance Framework

arXiv.org Artificial Intelligence

Mean decrease in impurity (MDI) is a popular feature importance measure for random forests (RFs). We show that the MDI for a feature $X_k$ in each tree in an RF is equivalent to the unnormalized $R^2$ value in a linear regression of the response on the collection of decision stumps that split on $X_k$. We use this interpretation to propose a flexible feature importance framework called MDI+. Specifically, MDI+ generalizes MDI by allowing the analyst to replace the linear regression model and $R^2$ metric with regularized generalized linear models (GLMs) and metrics better suited for the given data structure. Moreover, MDI+ incorporates additional features to mitigate known biases of decision trees against additive or smooth models. We further provide guidance on how practitioners can choose an appropriate GLM and metric based upon the Predictability, Computability, Stability framework for veridical data science. Extensive data-inspired simulations show that MDI+ significantly outperforms popular feature importance measures in identifying signal features. We also apply MDI+ to two real-world case studies on drug response prediction and breast cancer subtype classification. We show that MDI+ extracts well-established predictive genes with significantly greater stability compared to existing feature importance measures. All code and models are released in a full-fledged python package on Github.


A hybrid machine learning framework for clad characteristics prediction in metal additive manufacturing

arXiv.org Artificial Intelligence

During the past decade, metal additive manufacturing (MAM) has experienced significant developments and gained much attention due to its ability to fabricate complex parts, manufacture products with functionally graded materials, minimize waste, and enable low-cost customization. Despite these advantages, predicting the impact of processing parameters on the characteristics of an MAM printed clad is challenging due to the complex nature of MAM processes. Machine learning (ML) techniques can help connect the physics underlying the process and processing parameters to the clad characteristics. In this study, we introduce a hybrid approach which involves utilizing the data provided by a calibrated multi-physics computational fluid dynamic (CFD) model and experimental research for preparing the essential big dataset, and then uses a comprehensive framework consisting of various ML models to predict and understand clad characteristics. We first compile an extensive dataset by fusing experimental data into the data generated using the developed CFD model for this study. This dataset comprises critical clad characteristics, including geometrical features such as width, height, and depth, labels identifying clad quality, and processing parameters. Second, we use two sets of processing parameters for training the ML models: machine setting parameters and physics-aware parameters, along with versatile ML models and reliable evaluation metrics to create a comprehensive and scalable learning framework for predicting clad geometry and quality. This framework can serve as a basis for clad characteristics control and process optimization. The framework resolves many challenges of conventional modeling methods in MAM by solving t the issue of data scarcity using a hybrid approach and introducing an efficient, accurate, and scalable platform for clad characteristics prediction and optimization.


Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning

arXiv.org Machine Learning

We suggest double/debiased machine learning estimators of direct and indirect quantile treatment effects under a selection-on-observables assumption. This permits disentangling the causal effect of a binary treatment at a specific outcome rank into an indirect component that operates through an intermediate variable called mediator and an (unmediated) direct impact. The proposed method is based on the efficient score functions of the cumulative distribution functions of potential outcomes, which are robust to certain misspecifications of the nuisance parameters, i.e., the outcome, treatment, and mediator models. We estimate these nuisance parameters by machine learning and use cross-fitting to reduce overfitting bias in the estimation of direct and indirect quantile treatment effects. We establish uniform consistency and asymptotic normality of our effect estimators. We also propose a multiplier bootstrap for statistical inference and show the validity of the multiplier bootstrap. Finally, we investigate the finite sample performance of our method in a simulation study and apply it to empirical data from the National Job Corp Study to assess the direct and indirect earnings effects of training.


Bivariate vine copula based regression, bivariate level and quantile curves

arXiv.org Machine Learning

The statistical analysis of univariate quantiles is a well developed research topic. However, there is a need for research in multivariate quantiles. We construct bivariate (conditional) quantiles using the level curves of vine copula based bivariate regression model. Vine copulas are graph theoretical models identified by a sequence of linked trees, which allow for separate modelling of marginal distributions and the dependence structure. We introduce a novel graph structure model (given by a tree sequence) specifically designed for a symmetric treatment of two responses in a predictive regression setting. We establish computational tractability of the model and a straight forward way of obtaining different conditional distributions. Using vine copulas the typical shortfalls of regression, as the need for transformations or interactions of predictors, collinearity or quantile crossings are avoided. We illustrate the copula based bivariate level curves for different copula distributions and show how they can be adjusted to form valid quantile curves. We apply our approach to weather measurements from Seoul, Korea. This data example emphasizes the benefits of the joint bivariate response modelling in contrast to two separate univariate regressions or by assuming conditional independence, for bivariate response data set in the presence of conditional dependence.


A CNN regression model to estimate buildings height maps using Sentinel-1 SAR and Sentinel-2 MSI time series

arXiv.org Artificial Intelligence

Accurate estimation of building heights is essential for urban planning, infrastructure management, and environmental analysis. In this study, we propose a supervised Multimodal Building Height Regression Network (MBHR-Net) for estimating building heights at 10m spatial resolution using Sentinel-1 (S1) and Sentinel-2 (S2) satellite time series. S1 provides Synthetic Aperture Radar (SAR) data that offers valuable information on building structures, while S2 provides multispectral data that is sensitive to different land cover types, vegetation phenology, and building shadows. Our MBHR-Net aims to extract meaningful features from the S1 and S2 images to learn complex spatio-temporal relationships between image patterns and building heights. The model is trained and tested in 10 cities in the Netherlands. Root Mean Squared Error (RMSE), Intersection over Union (IOU), and R-squared (R2) score metrics are used to evaluate the performance of the model. The preliminary results (3.73m RMSE, 0.95 IoU, 0.61 R2) demonstrate the effectiveness of our deep learning model in accurately estimating building heights, showcasing its potential for urban planning, environmental impact analysis, and other related applications.


Interpretable Symbolic Regression for Data Science: Analysis of the 2022 Competition

arXiv.org Artificial Intelligence

Symbolic regression searches for analytic expressions that accurately describe studied phenomena. The main attraction of this approach is that it returns an interpretable model that can be insightful to users. Historically, the majority of algorithms for symbolic regression have been based on evolutionary algorithms. However, there has been a recent surge of new proposals that instead utilize approaches such as enumeration algorithms, mixed linear integer programming, neural networks, and Bayesian optimization. In order to assess how well these new approaches behave on a set of common challenges often faced in real-world data, we hosted a competition at the 2022 Genetic and Evolutionary Computation Conference consisting of different synthetic and real-world datasets which were blind to entrants. For the real-world track, we assessed interpretability in a realistic way by using a domain expert to judge the trustworthiness of candidate models.We present an in-depth analysis of the results obtained in this competition, discuss current challenges of symbolic regression algorithms and highlight possible improvements for future competitions.