Regression
Minimax Optimal Regression over Sobolev Spaces via Laplacian Eigenmaps on Neighborhood Graphs
Green, Alden, Balakrishnan, Sivaraman, Tibshirani, Ryan J.
In this paper we study the statistical properties of Principal Components Regression with Laplacian Eigenmaps (PCR-LE), a method for nonparametric regression based on Laplacian Eigenmaps (LE). PCR-LE works by projecting a vector of observed responses ${\bf Y} = (Y_1,\ldots,Y_n)$ onto a subspace spanned by certain eigenvectors of a neighborhood graph Laplacian. We show that PCR-LE achieves minimax rates of convergence for random design regression over Sobolev spaces. Under sufficient smoothness conditions on the design density $p$, PCR-LE achieves the optimal rates for both estimation (where the optimal rate in squared $L^2$ norm is known to be $n^{-2s/(2s + d)}$) and goodness-of-fit testing ($n^{-4s/(4s + d)}$). We also show that PCR-LE is \emph{manifold adaptive}: that is, we consider the situation where the design is supported on a manifold of small intrinsic dimension $m$, and give upper bounds establishing that PCR-LE achieves the faster minimax estimation ($n^{-2s/(2s + m)}$) and testing ($n^{-4s/(4s + m)}$) rates of convergence. Interestingly, these rates are almost always much faster than the known rates of convergence of graph Laplacian eigenvectors to their population-level limits; in other words, for this problem regression with estimated features appears to be much easier, statistically speaking, than estimating the features itself. We support these theoretical results with empirical evidence.
Scrutinizing XAI using linear ground-truth data with suppressor variables
Wilming, Rick, Budding, Céline, Müller, Klaus-Robert, Haufe, Stefan
Machine learning (ML) is increasingly often used to inform high-stakes decisions. As complex ML models (e.g., deep neural networks) are often considered black boxes, a wealth of procedures has been developed to shed light on their inner workings and the ways in which their predictions come about, defining the field of 'explainable AI' (XAI). Saliency methods rank input features according to some measure of 'importance'. Such methods are difficult to validate since a formal definition of feature importance is, thus far, lacking. It has been demonstrated that some saliency methods can highlight features that have no statistical association with the prediction target (suppressor variables). To avoid misinterpretations due to such behavior, we propose the actual presence of such an association as a necessary condition and objective preliminary definition for feature importance. We carefully crafted a ground-truth dataset in which all statistical dependencies are well-defined and linear, serving as a benchmark to study the problem of suppressor variables. We evaluate common explanation methods including LRP, DTD, PatternNet, PatternAttribution, LIME, Anchors, SHAP, and permutation-based methods with respect to our objective definition. We show that most of these methods are unable to distinguish important features from suppressors in this setting.
The Three Stages of Learning Dynamics in High-Dimensional Kernel Methods
Ghosh, Nikhil, Mei, Song, Yu, Bin
To understand how deep learning works, it is crucial to understand the training dynamics of neural networks. Several interesting hypotheses about these dynamics have been made based on empirically observed phenomena, but there exists a limited theoretical understanding of when and why such phenomena occur. In this paper, we consider the training dynamics of gradient flow on kernel least-squares objectives, which is a limiting dynamics of SGD trained neural networks. Using precise high-dimensional asymptotics, we characterize the dynamics of the fitted model in two "worlds": in the Oracle World the model is trained on the population distribution and in the Empirical World the model is trained on a sampled dataset. We show that under mild conditions on the kernel and $L^2$ target regression function the training dynamics undergo three stages characterized by the behaviors of the models in the two worlds. Our theoretical results also mathematically formalize some interesting deep learning phenomena. Specifically, in our setting we show that SGD progressively learns more complex functions and that there is a "deep bootstrap" phenomenon: during the second stage, the test error of both worlds remain close despite the empirical training error being much smaller. Finally, we give a concrete example comparing the dynamics of two different kernels which shows that faster training is not necessary for better generalization.
On the Statistical Benefits of Curriculum Learning
Curriculum learning (CL) is a commonly used machine learning training strategy. However, we still lack a clear theoretical understanding of CL's benefits. In this paper, we study the benefits of CL in the multitask linear regression problem under both structured and unstructured settings. For both settings, we derive the minimax rates for CL with the oracle that provides the optimal curriculum and without the oracle, where the agent has to adaptively learn a good curriculum. Our results reveal that adaptive learning can be fundamentally harder than the oracle learning in the unstructured setting, but it merely introduces a small extra term in the structured setting. To connect theory with practice, we provide justification for a popular empirical method that selects tasks with highest local prediction gain by comparing its guarantees with the minimax rates mentioned above.
Differential privacy and robust statistics in high dimensions
Liu, Xiyang, Kong, Weihao, Oh, Sewoong
We introduce a universal framework for characterizing the statistical efficiency of a statistical estimation problem with differential privacy guarantees. Our framework, which we call High-dimensional Propose-Test-Release (HPTR), builds upon three crucial components: the exponential mechanism, robust statistics, and the Propose-Test-Release mechanism. Gluing all these together is the concept of resilience, which is central to robust statistical estimation. Resilience guides the design of the algorithm, the sensitivity analysis, and the success probability analysis of the test step in Propose-Test-Release. The key insight is that if we design an exponential mechanism that accesses the data only via one-dimensional robust statistics, then the resulting local sensitivity can be dramatically reduced. Using resilience, we can provide tight local sensitivity bounds. These tight bounds readily translate into near-optimal utility guarantees in several cases. We give a general recipe for applying HPTR to a given instance of a statistical estimation problem and demonstrate it on canonical problems of mean estimation, linear regression, covariance estimation, and principal component analysis. We introduce a general utility analysis technique that proves that HPTR nearly achieves the optimal sample complexity under several scenarios studied in the literature.
Machine Learning Regression Masterclass in Python
Artificial Intelligence (AI) revolution is here! The technology is progressing at a massive scale and is being widely adopted in the Healthcare, defense, banking, gaming, transportation and robotics industries. Machine Learning is a subfield of Artificial Intelligence that enables machines to improve at a given task with experience. Machine Learning is an extremely hot topic; the demand for experienced machine learning engineers and data scientists has been steadily growing in the past 5 years. According to a report released by Research and Markets, the global AI and machine learning technology sectors are expected to grow from $1.4B to $8.8B by 2022 and it is predicted that AI tech sector will create around 2.3 million jobs by 2020.
A Guide to Multilevel Modeling in Machine Learning
Multilevel modeling is a technique for dealing with data that has been clustered or grouped. Data with repeated measures can also be analyzed using multilevel modeling. For example, If we are testing the blood pressure of a group of patients on a weekly basis, we can think of the succeeding measurements as being grouped inside the individual subjects. It can handle data with different measurement periods from one subject to the next. A multilevel model in machine learning can be applied in such cases that models the parameters that vary at more than one level.
20 Machine Learning Projects That Will Get You Hired in 2021
Without much ado, let's explore some more ML project ideas that will not just make your portfolio look good but will also significantly improve your machine learning skills. This is a curated list of some of the best machine learning projects for students, aspiring machine learning practitioners, and individuals from non-technical domains. You can work on these projects regardless of your background, as long as you have some coding and know-how of machine learning skills. This is a list of beginner and advanced-level machine learning projects. If you are new to the data industry and have little experience with real-life projects, start with beginner-level ML projects before moving on to the more challenging ones.
Classification of the Chess Endgame problem using Logistic Regression, Decision Trees, and Neural Networks
In this study we worked on the classification of the Chess Endgame problem using different algorithms like logistic regression, decision trees and neural networks. Our experiments indicates that the Neural Networks provides the best accuracy (85%) then the decision trees (79%). We did these experiments using Microsoft Azure Machine Learning as a case-study on using Visual Programming in classification. Our experiments demonstrates that this tool is powerful and save a lot of time, also it could be improved with more features that increase the usability and reduce the learning curve. We also developed an application for dataset visualization using a new programming language called Ring, our experiments demonstrates that this language have simple design like Python while integrates RAD tools like Visual Basic which is good for GUI development in the open-source world