Machine learning algorithms are extremely computationally intensive and time consuming when they must be trained on large amounts of data. Typical processors are not optimized for machine learning applications and therefore offer limited performance. Therefore, both academia an industry is focused on the development of specialized architectures for the efficient acceleration of machine learning applications. FPGAs are programmable chips that can be configured with tailored-made architectures optimized for specific applications. As FPGAs are optimized for specific tasks, they offer higher performance and lower energy consumption compared with general purpose CPUs or GPUs.

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The Private Aggregation of Teacher Ensembles (PATE) is an important private machine learning framework. It combines multiple learning models used as teachers for a student model that learns to predict an output chosen by noisy voting among the teachers. The resulting model satisfies differential privacy and has been shown effective in learning high-quality private models in semisupervised settings or when one wishes to protect the data labels. This paper asks whether this privacy-preserving framework introduces or exacerbates bias and unfairness and shows that PATE can introduce accuracy disparity among individuals and groups of individuals. The paper analyzes which algorithmic and data properties are responsible for the disproportionate impacts, why these aspects are affecting different groups disproportionately, and proposes guidelines to mitigate these effects. The proposed approach is evaluated on several datasets and settings.

As the demand for data science professionals grows rapidly, students are looking for data science crash courses to gain the necessary knowledge and high-end skills needed to tackle real-world challenges. Here are the top data science courses for data aspirants to pursue. The program features a five-course series formulated to boost the foundation of data scientists in the areas of machine learning, data science, and statistics. This course is best suited for students wanting to learn big data analysis. The course gives you a deep understanding of statistics, data analysis techniques, machine learning algorithms, and probability.

Statistical data analysis is a procedure of performing various statistical operations. It is a kind of quantitative research, which seeks to quantify the data, and typically, applies some form of statistical analysis. Quantitative data involves descriptive data, such as survey data and observational data. Statistical data analysis generally involves some form of statistical tools, which a layman cannot perform without having any statistical knowledge. Linear Regression, is the technique that is used to predict a target variable by providing the best linear relationship among the dependent and independent variables where best fit indicates the sum of all the distances amidst the shape and actual observations at each data point is as minimum as achievable.

Echo-sounder data registered by buoys attached to drifting FADs provide a very valuable source of information on populations of tuna and their behaviour. This value increases when these data are supplemented with oceanographic data coming from CMEMS. We use these sources to develop Tuna-AI, a Machine Learning model aimed at predicting tuna biomass under a given buoy, which uses a 3-day window of echo-sounder data to capture the daily spatio-temporal patterns characteristic of tuna schools. As the supervised signal for training, we employ more than 5000 set events with their corresponding tuna catch reported by the AGAC tuna purse seine fleet.

There's no denying that the area of machine learning or artificial intelligence has grown in prominence in recent years. Machine learning is very effective for making predictions or calculating suggestions based on vast quantities of data, which is the trendiest topic in the tech sector right now. In this article, we will discuss the top 10 ML algorithms for newbies. Any other algorithm in computer programming can be connected to a machine learning method. An ML algorithm is a data-driven process for developing a production-ready ML model.

In many applications, we have access to the complete dataset but are only interested in the prediction of a particular region of predictor variables. A standard approach is to find the globally best modeling method from a set of candidate methods. However, it is perhaps rare in reality that one candidate method is uniformly better than the others. A natural approach for this scenario is to apply a weighted $L_2$ loss in performance assessment to reflect the region-specific interest. We propose a targeted cross-validation (TCV) to select models or procedures based on a general weighted $L_2$ loss. We show that the TCV is consistent in selecting the best performing candidate under the weighted $L_2$ loss. Experimental studies are used to demonstrate the use of TCV and its potential advantage over the global CV or the approach of using only local data for modeling a local region. Previous investigations on CV have relied on the condition that when the sample size is large enough, the ranking of two candidates stays the same. However, in many applications with the setup of changing data-generating processes or highly adaptive modeling methods, the relative performance of the methods is not static as the sample size varies. Even with a fixed data-generating process, it is possible that the ranking of two methods switches infinitely many times. In this work, we broaden the concept of the selection consistency by allowing the best candidate to switch as the sample size varies, and then establish the consistency of the TCV. This flexible framework can be applied to high-dimensional and complex machine learning scenarios where the relative performances of modeling procedures are dynamic.

Despite the recent progress in the field of causal inference, to date there is no agreed upon methodology to glean treatment effect estimation from observational data. The consequence on clinical practice is that, when lacking results from a randomized trial, medical personnel is left without guidance on what seems to be effective in a real-world scenario. This article showcases a pragmatic methodology to obtain preliminary estimation of treatment effect from observational studies. Our approach was tested on the estimation of treatment effect of the proning maneuver on oxygenation levels, on a cohort of COVID-19 Intensive Care patients. We modeled our study design on a recent RCT for proning (the PROSEVA trial). Linear regression, propensity score models such as blocking and DR-IPW, BART and two versions of Counterfactual Regression were employed to provide estimates on observational data comprising first wave COVID-19 ICU patient data from 25 Dutch hospitals. 6371 data points, from 745 mechanically ventilated patients, were included in the study. Estimates for the early effect of proning -- P/F ratio from 2 to 8 hours after proning -- ranged between 14.54 and 20.11 mm Hg depending on the model. Estimates for the late effect of proning -- oxygenation from 12 to 24 hours after proning -- ranged between 13.53 and 15.26 mm Hg. All confidence interval being strictly above zero indicated that the effect of proning on oxygenation for COVID-19 patient was positive and comparable in magnitude to the effect on non COVID-19 patients. These results provide further evidence on the effectiveness of proning on the treatment of COVID-19 patients. This study, along with the accompanying open-source code, provides a blueprint for treatment effect estimation in scenarios where RCT data is lacking. Funding: SIDN fund, CovidPredict consortium, Pacmed.

In this paper, we study the contextual dynamic pricing problem where the market value of a product is linear in its observed features plus some market noise. Products are sold one at a time, and only a binary response indicating success or failure of a sale is observed. Our model setting is similar to Javanmard and Nazerzadeh [2019] except that we expand the demand curve to a semiparametric model and need to learn dynamically both parametric and nonparametric components. We propose a dynamic statistical learning and decision-making policy that combines semiparametric estimation from a generalized linear model with an unknown link and online decision-making to minimize regret (maximize revenue). Under mild conditions, we show that for a market noise c.d.f. $F(\cdot)$ with $m$-th order derivative ($m\geq 2$), our policy achieves a regret upper bound of $\tilde{O}_{d}(T^{\frac{2m+1}{4m-1}})$, where $T$ is time horizon and $\tilde{O}_{d}$ is the order that hides logarithmic terms and the dimensionality of feature $d$. The upper bound is further reduced to $\tilde{O}_{d}(\sqrt{T})$ if $F$ is super smooth whose Fourier transform decays exponentially. In terms of dependence on the horizon $T$, these upper bounds are close to $\Omega(\sqrt{T})$, the lower bound where $F$ belongs to a parametric class. We further generalize these results to the case with dynamically dependent product features under the strong mixing condition.