Regression
Weakly Supervised Regression with Interval Targets
Cheng, Xin, Cao, Yuzhou, Li, Ximing, An, Bo, Feng, Lei
This paper investigates an interesting weakly supervised regression setting called regression with interval targets (RIT). Although some of the previous methods on relevant regression settings can be adapted to RIT, they are not statistically consistent, and thus their empirical performance is not guaranteed. In this paper, we provide a thorough study on RIT. First, we proposed a novel statistical model to describe the data generation process for RIT and demonstrate its validity. Second, we analyze a simple selection method for RIT, which selects a particular value in the interval as the target value to train the model. Third, we propose a statistically consistent limiting method for RIT to train the model by limiting the predictions to the interval. We further derive an estimation error bound for our limiting method. Finally, extensive experiments on various datasets demonstrate the effectiveness of our proposed method.
Multi-study R-learner for Heterogeneous Treatment Effect Estimation
Shyr, Cathy, Ren, Boyu, Patil, Prasad, Parmigiani, Giovanni
Estimating heterogeneous treatment effects is crucial for informing personalized treatment strategies and policies. While multiple studies can improve the accuracy and generalizability of results, leveraging them for estimation is statistically challenging. Existing approaches often assume identical heterogeneous treatment effects across studies, but this may be violated due to various sources of between-study heterogeneity, including differences in study design, confounders, and sample characteristics. To this end, we propose a unifying framework for multi-study heterogeneous treatment effect estimation that is robust to between-study heterogeneity in the nuisance functions and treatment effects. Our approach, the multi-study R-learner, extends the R-learner to obtain principled statistical estimation with modern machine learning (ML) in the multi-study setting. The multi-study R-learner is easy to implement and flexible in its ability to incorporate ML for estimating heterogeneous treatment effects, nuisance functions, and membership probabilities, which borrow strength across heterogeneous studies. It achieves robustness in confounding adjustment through its loss function and can leverage both randomized controlled trials and observational studies. We provide asymptotic guarantees for the proposed method in the case of series estimation and illustrate using real cancer data that it has the lowest estimation error compared to existing approaches in the presence of between-study heterogeneity.
A Comprehensive Modeling Approach for Crop Yield Forecasts using AI-based Methods and Crop Simulation Models
Cunha, Renato Luiz de Freitas, Silva, Bruno, Avegliano, Priscilla Barreira
Numerous solutions for yield estimation are either based on data-driven models, or on crop-simulation models (CSMs). Researchers tend to build data-driven models using nationwide crop information databases provided by agencies such as the USDA. On the opposite side of the spectrum, CSMs require fine data that may be hard to generalize from a handful of fields. In this paper, we propose a comprehensive approach for yield forecasting that combines data-driven solutions, crop simulation models, and model surrogates to support multiple user-profiles and needs when dealing with crop management decision-making. To achieve this goal, we have developed a solution to calibrate CSMs at scale, a surrogate model of a CSM assuring faster execution, and a neural network-based approach that performs efficient risk assessment in such settings. Our data-driven modeling approach outperforms previous works with yield correlation predictions close to 91\%. The crop simulation modeling architecture achieved 6% error; the proposed crop simulation model surrogate performs predictions almost 100 times faster than the adopted crop simulator with similar accuracy levels.
On the Interplay of Subset Selection and Informed Graph Neural Networks
Breustedt, Niklas, Climaco, Paolo, Garcke, Jochen, Hamaekers, Jan, Kutyniok, Gitta, Lorenz, Dirk A., Oerder, Rick, Shukla, Chirag Varun
Machine learning techniques paired with the availability of massive datasets dramatically enhance our ability to explore the chemical compound space by providing fast and accurate predictions of molecular properties. However, learning on large datasets is strongly limited by the availability of computational resources and can be infeasible in some scenarios. Moreover, the instances in the datasets may not yet be labelled and generating the labels can be costly, as in the case of quantum chemistry computations. Thus, there is a need to select small training subsets from large pools of unlabelled data points and to develop reliable ML methods that can effectively learn from small training sets. This work focuses on predicting the molecules atomization energy in the QM9 dataset. We investigate the advantages of employing domain knowledge-based data sampling methods for an efficient training set selection combined with informed ML techniques. In particular, we show how maximizing molecular diversity in the training set selection process increases the robustness of linear and nonlinear regression techniques such as kernel methods and graph neural networks. We also check the reliability of the predictions made by the graph neural network with a model-agnostic explainer based on the rate distortion explanation framework.
How are the people in the photos judged? Analysis of brain activity when assessing levels of trust and attractiveness
Bartosik, Bernadetta, Wojcik, Grzegorz M., Kawiak, Andrzej, Brzezicka, Aneta
Trust is the foundation of every area of life. Without it, it is difficult to build lasting relationships. Unfortunately, in recent years, trust has been severely damaged by the spread of fake news and disinformation, which has become a serious social problem. In addition to trust, the factor influencing interpersonal relationships is perceived attractiveness, which is currently created to a large extent by digital media. Understanding the principles of judging others can be helpful in fighting prejudice and rebuilding trust in society. One way to learn about people's choices is to record their brain activity as they make choices. The article presents an experiment in which the faces of different people were presented, and the participants' task was to assess how much they can trust a given person and how attractive they are. During the study, the EEG signal was recorded, which was used to build models of logistic regression classifiers. In addition, the most active areas of the brain that participate in the assessment of trust and attractiveness of the face were indicated.
Performance Evaluation and Comparison of a New Regression Algorithm
Gooljar, Sabina, Manohar, Kris, Hosein, Patrick
In recent years, Machine Learning algorithms, in particular supervised learning techniques, have been shown to be very effective in solving regression problems. We compare the performance of a newly proposed regression algorithm against four conventional machine learning algorithms namely, Decision Trees, Random Forest, k-Nearest Neighbours and XG Boost. The proposed algorithm was presented in detail in a previous paper but detailed comparisons were not included. We do an in-depth comparison, using the Mean Absolute Error (MAE) as the performance metric, on a diverse set of datasets to illustrate the great potential and robustness of the proposed approach. The reader is free to replicate our results since we have provided the source code in a GitHub repository while the datasets are publicly available.
On Consistency and Asymptotic Normality of Least Absolute Deviation Estimators for 2-dimensional Sinusoidal Model
Roy, Saptarshi, Mitra, Amit, Archak, N K
Estimation of the parameters of a 2-dimensional sinusoidal model is a fundamental problem in digital signal processing and time series analysis. In this paper, we propose a robust least absolute deviation (LAD) estimators for parameter estimation. The proposed methodology provides a robust alternative to non-robust estimation techniques like the least squares estimators, in situations where outliers are present in the data or in the presence of heavy tailed noise. We study important asymptotic properties of the LAD estimators and establish the strong consistency and asymptotic normality of the LAD estimators of the signal parameters of a 2-dimensional sinusoidal model. We further illustrate the advantage of using LAD estimators over least squares estimators through extensive simulation studies. Data analysis of a 2-dimensional texture data indicates practical applicability of the proposed LAD approach.
Predicting Wireless Channel Quality by means of Moving Averages and Regression Models
Formis, Gabriele, Scanzio, Stefano, Cena, Gianluca, Valenzano, Adriano
The ability to reliably predict the future quality of a wireless channel, as seen by the media access control layer, is a key enabler to improve performance of future industrial networks that do not rely on wires. Knowing in advance how much channel behavior may change can speed up procedures for adaptively selecting the best channel, making the network more deterministic, reliable, and less energy-hungry, possibly improving device roaming capabilities at the same time. To this aim, popular approaches based on moving averages and regression were compared, using multiple key performance indicators, on data captured from a real Wi-Fi setup. Moreover, a simple technique based on a linear combination of outcomes from different techniques was presented and analyzed, to further reduce the prediction error, and some considerations about lower bounds on achievable errors have been reported. We found that the best model is the exponential moving average, which managed to predict the frame delivery ratio with a 2.10\% average error and, at the same time, has lower computational complexity and memory consumption than the other models we analyzed.
Nonparametric regression using over-parameterized shallow ReLU neural networks
It is shown that over-parameterized neural networks can achieve minimax optimal rates of convergence (up to logarithmic factors) for learning functions from certain smooth function classes, if the weights are suitably constrained or regularized. Specifically, we consider the nonparametric regression of estimating an unknown $d$-variate function by using shallow ReLU neural networks. It is assumed that the regression function is from the H\"older space with smoothness $\alpha<(d+3)/2$ or a variation space corresponding to shallow neural networks, which can be viewed as an infinitely wide neural network. In this setting, we prove that least squares estimators based on shallow neural networks with certain norm constraints on the weights are minimax optimal, if the network width is sufficiently large. As a byproduct, we derive a new size-independent bound for the local Rademacher complexity of shallow ReLU neural networks, which may be of independent interest.
Specifying and Solving Robust Empirical Risk Minimization Problems Using CVXPY
Luxenberg, Eric, Malik, Dhruv, Li, Yuanzhi, Singh, Aarti, Boyd, Stephen
We consider robust empirical risk minimization (ERM), where model parameters are chosen to minimize the worst-case empirical loss when each data point varies over a given convex uncertainty set. In some simple cases, such problems can be expressed in an analytical form. In general the problem can be made tractable via dualization, which turns a min-max problem into a min-min problem. Dualization requires expertise and is tedious and error-prone. We demonstrate how CVXPY can be used to automate this dualization procedure in a user-friendly manner. Our framework allows practitioners to specify and solve robust ERM problems with a general class of convex losses, capturing many standard regression and classification problems. Users can easily specify any complex uncertainty set that is representable via disciplined convex programming (DCP) constraints.