Regression
Exploiting Spline Models for the Training of Fully Connected Layers in Neural Network
Mo, Kanya, Zheng, Shen, Wang, Xiwei, Wang, Jinghua, Schewe, Klaus-Dieter
The fully connected (FC) layer, one of the most fundamental modules in artificial neural networks (ANN), is often considered difficult and inefficient to train due to issues including the risk of overfitting caused by its large amount of parameters. Based on previous work studying ANN from linear spline perspectives, we propose a spline-based approach that eases the difficulty of training FC layers. Given some dataset, we first obtain a continuous piece-wise linear (CPWL) fit through spline methods such as multivariate adaptive regression spline (MARS). Next, we construct an ANN model from the linear spline model and continue to train the ANN model on the dataset using gradient descent optimization algorithms. Our experimental results and theoretical analysis show that our approach reduces the computational cost, accelerates the convergence of FC layers, and significantly increases the interpretability of the resulting model (FC layers) compared with standard ANN training with random parameter initialization followed by gradient descent optimizations.
Investigating Trade-offs in Utility, Fairness and Differential Privacy in Neural Networks
Pannekoek, Marlotte, Spigler, Giacomo
To enable an ethical and legal use of machine learning algorithms, they must both be fair and protect the privacy of those whose data are being used. However, implementing privacy and fairness constraints might come at the cost of utility (Jayaraman & Evans, 2019; Gong et al., 2020). This paper investigates the privacy-utility-fairness trade-off in neural networks by comparing a Simple (S-NN), a Fair (F-NN), a Differentially Private (DP-NN), and a Differentially Private and Fair Neural Network (DPF-NN) to evaluate differences in performance on metrics for privacy (epsilon, delta), fairness (risk difference), and utility (accuracy). In the scenario with the highest considered privacy guarantees (epsilon = 0.1, delta = 0.00001), the DPF-NN was found to achieve better risk difference than all the other neural networks with only a marginally lower accuracy than the S-NN and DP-NN. This model is considered fair as it achieved a risk difference below the strict (0.05) and lenient (0.1) thresholds. However, while the accuracy of the proposed model improved on previous work from Xu, Yuan and Wu (2019), the risk difference was found to be worse.
Comparative Analysis of Machine Learning Approaches to Analyze and Predict the Covid-19 Outbreak
Naeem, Muhammad, Yu, Jian, Aamir, Muhammad, Khan, Sajjad Ahmad, Adeleye, Olayinka, Khan, Zardad
Background. Forecasting the time of forthcoming pandemic reduces the impact of diseases by taking precautionary steps such as public health messaging and raising the consciousness of doctors. With the continuous and rapid increase in the cumulative incidence of COVID-19, statistical and outbreak prediction models including various machine learning (ML) models are being used by the research community to track and predict the trend of the epidemic, and also in developing appropriate strategies to combat and manage its spread. Methods. In this paper, we present a comparative analysis of various ML approaches including Support Vector Machine, Random Forest, K-Nearest Neighbor and Artificial Neural Network in predicting the COVID-19 outbreak in the epidemiological domain. We first apply the autoregressive distributed lag (ARDL) method to identify and model the short and long-run relationships of the time-series COVID-19 datasets. That is, we determine the lags between a response variable and its respective explanatory time series variables as independent variables. Then, the resulting significant variables concerning their lags are used in the regression model selected by the ARDL for predicting and forecasting the trend of the epidemic. Results. Statistical measures i.e., Root Mean Square Error (RMSE), Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) are used for model accuracy. The values of MAPE for the best selected models for confirmed, recovered and deaths cases are 0.407, 0.094 and 0.124 respectively, which falls under the category of highly accurate forecasts. In addition, we computed fifteen days ahead forecast for the daily deaths, recover, and confirm patients and the cases fluctuated across time in all aspects. Besides, the results reveal the advantages of ML algorithms for supporting decision making of evolving short term policies.
Commuting Network Spillovers and COVID-19 Deaths Across US Counties
Seto, Christopher, Khademi, Aria, Graif, Corina, Honavar, Vasant G.
This study explored how population mobility flows form commuting networks across US counties and influence the spread of COVID-19. We utilized 3-level mixed effects negative binomial regression models to estimate the impact of network COVID-19 exposure on county confirmed cases and deaths over time. We also conducted weighting-based analyses to estimate the causal effect of network exposure. Results showed that commuting networks matter for COVID-19 deaths and cases, net of spatial proximity, socioeconomic, and demographic factors. Different local racial and ethnic concentrations are also associated with unequal outcomes. These findings suggest that commuting is an important causal mechanism in the spread of COVID-19 and highlight the significance of interconnected of communities. The results suggest that local level mitigation and prevention efforts are more effective when complemented by similar efforts in the network of connected places. Implications for research on inequality in health and flexible work arrangements are discussed.
Regression Oracles and Exploration Strategies for Short-Horizon Multi-Armed Bandits
Gray, Robert C., Zhu, Jichen, Ontañón, Santiago
This paper explores multi-armed bandit (MAB) strategies in very short horizon scenarios, i.e., when the bandit strategy is only allowed very few interactions with the environment. This is an understudied setting in the MAB literature with many applications in the context of games, such as player modeling. Specifically, we pursue three different ideas. First, we explore the use of regression oracles, which replace the simple average used in strategies such as epsilon-greedy with linear regression models. Second, we examine different exploration patterns such as forced exploration phases. Finally, we introduce a new variant of the UCB1 strategy called UCBT that has interesting properties and no tunable parameters. We present experimental results in a domain motivated by exergames, where the goal is to maximize a player's daily steps. Our results show that the combination of epsilon-greedy or epsilon-decreasing with regression oracles outperforms all other tested strategies in the short horizon setting.
A Ranking Approach to Fair Classification
Schoeffer, Jakob, Kuehl, Niklas, Valera, Isabel
Algorithmic decision systems are increasingly used in areas such as hiring, school admission, or loan approval. Typically, these systems rely on labeled data for training a classification model. However, in many scenarios, ground-truth labels are unavailable, and instead we have only access to imperfect labels as the result of (potentially biased) human-made decisions. Despite being imperfect, historical decisions often contain some useful information on the unobserved true labels. In this paper, we focus on scenarios where only imperfect labels are available and propose a new fair ranking-based decision system, as an alternative to traditional classification algorithms. Our approach is both intuitive and easy to implement, and thus particularly suitable for adoption in real-world settings. More in detail, we introduce a distance-based decision criterion, which incorporates useful information from historical decisions and accounts for unwanted correlation between protected and legitimate features. Through extensive experiments on synthetic and real-world data, we show that our method is fair, as it a) assigns the desirable outcome to the most qualified individuals, and b) removes the effect of stereotypes in decision-making, thereby outperforming traditional classification algorithms. Additionally, we are able to show theoretically that our method is consistent with a prominent concept of individual fairness which states that "similar individuals should be treated similarly."
RaSE: A Variable Screening Framework via Random Subspace Ensembles
With the rapid advancement of computing power and technology, high-dimensional data become ubiquitous in many disciplines such as genomics, image analysis, and tomography. With high-dimensional data, the number of variables p could be much larger than the sample size n. What makes statistical inference possible is the sparsity assumption, which assumes only a few variables have contributions to the response. Under this sparsity assumption, there has been a rich literature on the topic of variable selection, including LASSO (Tibshirani, 1996), SCAD (Fan and Li, 2001), elastic net (Zou and Hastie, 2005), and MCP (Zhang, 2010). Despite of the success of these methods in many applications, for the ultra-high dimensional scenario where the dimension p grows exponentially with n, they may not work well due to the "curse of dimensionality" in terms of simultaneous challenges to computational expediency, statistical accuracy, and algorithmic stability (Fan and Lv, 2008).
Ising Model Selection Using $\ell_{1}$-Regularized Linear Regression
Meng, Xiangming, Obuchi, Tomoyuki, Kabashima, Yoshiyuki
We theoretically investigate the performance of $\ell_{1}$-regularized linear regression ($\ell_1$-LinR) for the problem of Ising model selection using the replica method from statistical mechanics. The regular random graph is considered under paramagnetic assumption. Our results show that despite model misspecification, the $\ell_1$-LinR estimator can successfully recover the graph structure of the Ising model with $N$ variables using $M=\mathcal{O}\left(\log N\right)$ samples, which is of the same order as that of $\ell_{1}$-regularized logistic regression. Moreover, we provide a computationally efficient method to accurately predict the non-asymptotic performance of the $\ell_1$-LinR estimator with moderate $M$ and $N$. Simulations show an excellent agreement between theoretical predictions and experimental results, which supports our findings.
Online nonparametric regression with Sobolev kernels
Zadorozhnyi, Oleksandr, Gaillard, Pierre, Gerschinovitz, Sebastien, Rudi, Alessandro
In this work we investigate the variation of the online kernelized ridge regression algorithm in the setting of $d-$dimensional adversarial nonparametric regression. We derive the regret upper bounds on the classes of Sobolev spaces $W_{p}^{\beta}(\mathcal{X})$, $p\geq 2, \beta>\frac{d}{p}$. The upper bounds are supported by the minimax regret analysis, which reveals that in the cases $\beta> \frac{d}{2}$ or $p=\infty$ these rates are (essentially) optimal. Finally, we compare the performance of the kernelized ridge regression forecaster to the known non-parametric forecasters in terms of the regret rates and their computational complexity as well as to the excess risk rates in the setting of statistical (i.i.d.) nonparametric regression.
Advanced Stationary and Non-Stationary Kernel Designs for Domain-Aware Gaussian Processes
Noack, Marcus M., Sethian, James A.
Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The mathematical methods we discuss in this paper are an extension of the Gaussian-process framework. We are proposing advanced kernel designs that only allow for functions with certain desirable characteristics to be elements of the reproducing kernel Hilbert space (RKHS) that underlies all kernel methods and serves as the sample space for Gaussian process regression. These desirable characteristics reflect the underlying physics; two obvious examples are symmetry and periodicity constraints. In addition, non-stationary kernel designs can be defined in the same framework to yield flexible multi-task Gaussian processes. We will show the impact of advanced kernel designs on Gaussian processes using several synthetic and two scientific data sets. The results show that including domain knowledge, communicated through advanced kernel designs, has a significant impact on the accuracy and relevance of the function approximation. Gaussian processes (GPs) [14] provide a powerful mathematical framework for function approximation from data. The associated technique is generally referred to as Gaussian process regression (GPR). GPs are flexible, robust, non-parametric and naturally include uncertainty quantification.