Regression
Bayesian Product Ranking at Wayfair Wayfair
Given sufficient data, we could just use the logistic regression model without further changes. Wayfair handled more than 9 million orders last quarter alone, which initially might sound like more than enough. However, those orders were spread out among millions of products, yielding just a few orders per product at most. Small integers like these can be extremely noisy, so we always have to worry that one product simply seems better than another because of random chance. For example, it is hard to tell if a product that happened to attract three orders is actually any better than one that happened to attract two, or if it just got lucky.
Lasso for hierarchical polynomial models
Maruri-Aguilar, Hugo, Lunagomez, Simon
In a polynomial regression model, the divisibility conditions implicit in polynomial hierarchy give way to a natural construction of constraints for the model parameters. We use this principle to derive versions of strong and weak hierarchy and to extend existing work in the literature, which at the moment is only concerned with models of degree two. We discuss how to estimate parameters in lasso using standard quadratic programming techniques and apply our proposal to both simulated data and examples from the literature. The proposed methodology compares favorably with existing techniques in terms of low validation error and model size.
R2DE: a NLP approach to estimating IRT parameters of newly generated questions
Benedetto, Luca, Cappelli, Andrea, Turrin, Roberto, Cremonesi, Paolo
The main objective of exams consists in performing an assessment of students' expertise on a specific subject. Such expertise, also referred to as skill or knowledge level, can then be leveraged in different ways (e.g., to assign a grade to the students, to understand whether a student might need some support, etc.). Similarly, the questions appearing in the exams have to be assessed in some way before being used to evaluate students. Standard approaches to questions' assessment are either subjective (e.g., assessment by human experts) or introduce a long delay in the process of question generation (e.g., pretesting with real students). In this work we introduce R2DE (which is a Regressor for Difficulty and Discrimination Estimation), a model capable of assessing newly generated multiple-choice questions by looking at the text of the question and the text of the possible choices. In particular, it can estimate the difficulty and the discrimination of each question, as they are defined in Item Response Theory. We also present the results of extensive experiments we carried out on a real world large scale dataset coming from an e-learning platform, showing that our model can be used to perform an initial assessment of newly created questions and ease some of the problems that arise in question generation.
Generalization Bounds and Representation Learning for Estimation of Potential Outcomes and Causal Effects
Johansson, Fredrik D., Shalit, Uri, Kallus, Nathan, Sontag, David
Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic record keeping has brought attention to the problem of evaluating decisions based on non-experimental observational data. This is the setting of this work. In particular, we study estimation of individual-level causal effects, such as a single patient's response to alternative medication, from recorded contexts, decisions and outcomes. We give generalization bounds on the error in estimated effects based on distance measures between groups receiving different treatments, allowing for sample re-weighting. We provide conditions under which our bound is tight and show how it relates to results for unsupervised domain adaptation. Led by our theoretical results, we devise representation learning algorithms that minimize our bound, by regularizing the representation's induced treatment group distance, and encourage sharing of information between treatment groups. We extend these algorithms to simultaneously learn a weighted representation to further reduce treatment group distances. Finally, an experimental evaluation on real and synthetic data shows the value of our proposed representation architecture and regularization scheme.
Estimating Latent Demand of Shared Mobility through Censored Gaussian Processes
Gammelli, Daniele, Peled, Inon, Rodrigues, Filipe, Pacino, Dario, Kurtaran, Haci A., Pereira, Francisco C.
Transport demand is highly dependent on supply, especially for shared transport services where availability is often limited. As observed demand cannot be higher than available supply, historical transport data typically represents a biased, or censored, version of the true underlying demand pattern. Without explicitly accounting for this inherent distinction, predictive models of demand would necessarily represent a biased version of true demand, thus less effectively predicting the needs of service users. To counter this problem, we propose a general method for censorship-aware demand modeling, for which we devise a censored likelihood function. We apply this method to the task of shared mobility demand prediction by incorporating the censored likelihood within a Gaussian Process model, which can flexibly approximate arbitrary functional forms. Experiments on artificial and real-world datasets show how taking into account the limiting effect of supply on demand is essential in the process of obtaining an unbiased predictive model of user demand behavior.
Intelligence, physics and information -- the tradeoff between accuracy and simplicity in machine learning
How can we enable machines to make sense of the world, and become better at learning? To approach this goal, I believe viewing intelligence in terms of many integral aspects, and also a universal two-term tradeoff between task performance and complexity, provides two feasible perspectives. In this thesis, I address several key questions in some aspects of intelligence, and study the phase transitions in the two-term tradeoff, using strategies and tools from physics and information. Firstly, how can we make the learning models more flexible and efficient, so that agents can learn quickly with fewer examples? Inspired by how physicists model the world, we introduce a paradigm and an AI Physicist agent for simultaneously learning many small specialized models (theories) and the domain they are accurate, which can then be simplified, unified and stored, facilitating few-shot learning in a continual way. Secondly, for representation learning, when can we learn a good representation, and how does learning depend on the structure of the dataset? We approach this question by studying phase transitions when tuning the tradeoff hyperparameter. In the information bottleneck, we theoretically show that these phase transitions are predictable and reveal structure in the relationships between the data, the model, the learned representation and the loss landscape. Thirdly, how can agents discover causality from observations? We address part of this question by introducing an algorithm that combines prediction and minimizing information from the input, for exploratory causal discovery from observational time series. Fourthly, to make models more robust to label noise, we introduce Rank Pruning, a robust algorithm for classification with noisy labels. I believe that building on the work of my thesis we will be one step closer to enable more intelligent machines that can make sense of the world.
Extreme Regression for Dynamic Search Advertising
Prabhu, Yashoteja, Kusupati, Aditya, Gupta, Nilesh, Varma, Manik
This paper introduces a new learning paradigm called eXtreme Regression (XR) whose objective is to accurately predict the numerical degrees of relevance of an extremely large number of labels to a data point. XR can provide elegant solutions to many large-scale ranking and recommendation applications including Dynamic Search Advertising (DSA). XR can learn more accurate models than the recently popular extreme classifiers which incorrectly assume strictly binary-valued label relevances. Traditional regression metrics which sum the errors over all the labels are unsuitable for XR problems since they could give extremely loose bounds for the label ranking quality. Also, the existing regression algorithms won't efficiently scale to millions of labels. This paper addresses these limitations through: (1) new evaluation metrics for XR which sum only the k largest regression errors; (2) a new algorithm called XReg which decomposes XR task into a hierarchy of much smaller regression problems thus leading to highly efficient training and prediction. This paper also introduces a (3) new labelwise prediction algorithm in XReg useful for DSA and other recommendation tasks. Experiments on benchmark datasets demonstrated that XReg can outperform the state-of-the-art extreme classifiers as well as large-scale regressors and rankers by up to 50% reduction in the new XR error metric, and up to 2% and 2.4% improvements in terms of the propensity-scored precision metric used in extreme classification and the click-through rate metric used in DSA respectively. Deployment of XReg on DSA in Bing resulted in a relative gain of 27% in query coverage. XReg's source code can be downloaded from http://manikvarma.org/code/XReg/download.html.
Balancing Interpretability and Predictive Power with Cubist Models in R
Machine learning models are powerful tools that do well in their purpose of prediction. In many business applications, the power of these models is quite beneficial. With any application of a machine learning model, the process to choosing which model involves determining the model that performs best across a given set of criteria. One of these criteria is the interpretability of the model. Neural nets to decision trees, to regression models all have varying levels of interpretability.
A survey on Machine Learning-based Performance Improvement of Wireless Networks: PHY, MAC and Network layer
Kulin, Merima, Kazaz, Tarik, Moerman, Ingrid, de Poorter, Eli
This paper provides a systematic and comprehensive survey that reviews the latest research efforts focused on machine learning (ML) based performance improvement of wireless networks, while considering all layers of the protocol stack (PHY, MAC and network). First, the related work and paper contributions are discussed, followed by providing the necessary background on data-driven approaches and machine learning for non-machine learning experts to understand all discussed techniques. Then, a comprehensive review is presented on works employing ML-based approaches to optimize the wireless communication parameters settings to achieve improved network quality-of-service (QoS) and quality-of-experience (QoE). We first categorize these works into: radio analysis, MAC analysis and network prediction approaches, followed by subcategories within each. Finally, open challenges and broader perspectives are discussed.
Does Machine Learning Improve Prediction of VA Primary Care Reliance?
Machine learning models, used to predict future use of primary care services from the Veterans Affairs (VA) Health Care System, did not outperform traditional regression models. ABSTRACT Objectives: The Veterans Affairs (VA) Health Care System is among the largest integrated health systems in the United States. Many VA enrollees are dual users of Medicare, and little research has examined methods to most accurately predict which veterans will be mostly reliant on VA services in the future. This study examined whether machine learning methods can better predict future reliance on VA primary care compared with traditional statistical methods. Study Design: Observational study of 83,143 VA patients dually enrolled in fee-for-service Medicare using VA and Medicare administrative databases and the 2012 Survey of Healthcare Experiences of Patients.