Regression
Machine learning algorithms explained
Machine learning and deep learning have been widely embraced, and even more widely misunderstood. In this article, I'd like to step back and explain both machine learning and deep learning in basic terms, discuss some of the most common machine learning algorithms, and explain how those algorithms relate to the other pieces of the puzzle of creating predictive models from historical data. Recall that machine learning is a class of methods for automatically creating predictive models from data. Machine learning algorithms are the engines of machine learning, meaning it is the algorithms that turn a data set into a model. Which kind of algorithm works best (supervised, unsupervised, classification, regression, etc.) depends on the kind of problem you're solving, the computing resources available, and the nature of the data.
Two-stage Best-scored Random Forest for Large-scale Regression
Hang, Hanyuan, Chen, Yingyi, Suykens, Johan A. K.
We propose a novel method designed for large-scale regression problems, namely the two-stage best-scored random forest (TBRF). "Best-scored" means to select one regression tree with the best empirical performance out of a certain number of purely random regression tree candidates, and "two-stage" means to divide the original random tree splitting procedure into two: In stage one, the feature space is partitioned into non-overlapping cells; in stage two, child trees grow separately on these cells. The strengths of this algorithm can be summarized as follows: First of all, the pure randomness in TBRF leads to the almost optimal learning rates, and also makes ensemble learning possible, which resolves the boundary discontinuities long plaguing the existing algorithms. Secondly, the two-stage procedure paves the way for parallel computing, leading to computational efficiency. Last but not least, TBRF can serve as an inclusive framework where different mainstream regression strategies such as linear predictor and least squares support vector machines (LS-SVMs) can also be incorporated as value assignment approaches on leaves of the child trees, depending on the characteristics of the underlying data sets. Numerical assessments on comparisons with other state-of-the-art methods on several large-scale real data sets validate the promising prediction accuracy and high computational efficiency of our algorithm.
A Scalable Learned Index Scheme in Storage Systems
Li, Pengfei, Hua, Yu, Zuo, Pengfei, Jia, Jingnan
Index structures are important for efficient data access, which have been widely used to improve the performance in many in-memory systems. Due to high in-memory overheads, traditional index structures become difficult to process the explosive growth of data, let alone providing low latency and high throughput performance with limited system resources. The promising learned indexes leverage deep-learning models to complement existing index structures and obtain significant memory savings. However, the learned indexes fail to become scalable due to the heavy inter-model dependency and expensive retraining. To address these problems, we propose a scalable learned index scheme to construct different linear regression models according to the data distribution. Moreover, the used models are independent so as to reduce the complexity of retraining and become easy to partition and store the data into different pages, blocks or distributed systems. Our experimental results show that compared with state-of-the-art schemes, AIDEL improves the insertion performance by about 2$\times$ and provides comparable lookup performance, while efficiently supporting scalability.
Regression from Dependent Observations
Daskalakis, Constantinos, Dikkala, Nishanth, Panageas, Ioannis
The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are independent is, however, too strong. In many applications, these responses are collected on nodes of a network, or some spatial or temporal domain, and are dependent. Examples abound in financial and meteorological applications, and dependencies naturally arise in social networks through peer effects. Regression with dependent responses has thus received a lot of attention in the Statistics and Economics literature, but there are no strong consistency results unless multiple independent samples of the vectors of dependent responses can be collected from these models. We present computationally and statistically efficient methods for linear and logistic regression models when the response variables are dependent on a network. Given one sample from a networked linear or logistic regression model and under mild assumptions, we prove strong consistency results for recovering the vector of coefficients and the strength of the dependencies, recovering the rates of standard regression under independent observations. We use projected gradient descent on the negative log-likelihood, or negative log-pseudolikelihood, and establish their strong convexity and consistency using concentration of measure for dependent random variables.
Conformalized Quantile Regression
Romano, Yaniv, Patterson, Evan, Candรจs, Emmanuel J.
Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily conservative because they form intervals of constant or weakly varying length across the input space. In this paper we propose a new method that is fully adaptive to heteroscedasticity. It combines conformal prediction with classical quantile regression, inheriting the advantages of both. We establish a theoretical guarantee of valid coverage, supplemented by extensive experiments on popular regression datasets. We compare the efficiency of conformalized quantile regression to other conformal methods, showing that our method tends to produce shorter intervals.
Robust Federated Training via Collaborative Machine Teaching using Trusted Instances
Federated learning performs distributed model training using local data hosted by agents. It shares only model parameter updates for iterative aggregation at the server. Although it is privacy-preserving by design, federated learning is vulnerable to noise corruption of local agents, as demonstrated in the previous study on adversarial data poisoning threat against federated learning systems. Even a single noise-corrupted agent can bias the model training. In our work, we propose a collaborative and privacy-preserving machine teaching paradigm with multiple distributed teachers, to improve robustness of the federated training process against local data corruption. We assume that each local agent (teacher) have the resources to verify a small portions of trusted instances, which may not by itself be adequate for learning. In the proposed collaborative machine teaching method, these trusted instances guide the distributed agents to jointly select a compact while informative training subset from data hosted by their own. Simultaneously, the agents learn to add changes of limited magnitudes into the selected data instances, in order to improve the testing performances of the federally trained model despite of the training data corruption. Experiments on toy and real data demonstrate that our approach can identify training set bugs effectively and suggest appropriate changes to the labels. Our algorithm is a step toward trustworthy machine learning.
A deep learning approach for analyzing the composition of chemometric data
While which applies statistical and mathematical methods to process PLSR focuses on calculating the linear projections that shows the data obtained through spectroscopic techniques, in maximum correlation with the output or target variable, thus order to derive information of interest. The need for chemometric estimating a linear regression model determined by the projected analysis comes from the development of analytical coordinates. Benoudjit et al. [10] proposed linear and instruments and techniques that are capable of producing nonlinear regression methodologies which are based upon an large amount of complex data. Data collection through spectroscopic incremental routine for feature selection and using a validation technique is based on interaction of light energy of set. In [11,12] different techniques have been introduced variable wavelength with samples under test [1]. The ability to improve the results of previous method by choosing the of a sample to absorb or transmit light energy is recorded in best feature set for initializing the routine and finding a feature terms of values throughout a selected bandwidth of electromagnetic selection strategy that depends entirely on the shared spectrum. Whether it be food, pharmaceutical or information between spectral data and target variable. An textile industry, concentrations of chemical components of interesting approach to the chemometrics problems has been interest in samples are estimated through chemometric analysis.
F-measure Maximizing Logistic Regression
Okabe, Masaaki, Tsuchida, Jun, Yadohisa, Hiroshi
Logistic regression is a widely used method in several fields. When applying logistic regression to imbalanced data, for which majority classes dominate over minority classes, all class labels are estimated as `majority class.' In this article, we use an F-measure optimization method to improve the performance of logistic regression applied to imbalanced data. While many F-measure optimization methods adopt a ratio of the estimators to approximate the F-measure, the ratio of the estimators tends to have more bias than when the ratio is directly approximated. Therefore, we employ an approximate F-measure for estimating the relative density ratio. In addition, we define a relative F-measure and approximate the relative F-measure. We show an algorithm for a logistic regression weighted approximated relative to the F-measure. The experimental results using real world data demonstrated that our proposed method is an efficient algorithm to improve the performance of logistic regression applied to imbalanced data.
CrossTrainer: Practical Domain Adaptation with Loss Reweighting
Chen, Justin, Gan, Edward, Rong, Kexin, Suri, Sahaana, Bailis, Peter
Domain adaptation provides a powerful set of model training techniques given domain-specific training data and supplemental data with unknown relevance. The techniques are useful when users need to develop models with data from varying sources, of varying quality, or from different time ranges. We build CrossTrainer, a system for practical domain adaptation. CrossTrainer utilizes loss reweighting, which provides consistently high model accuracy across a variety of datasets in our empirical analysis. However, loss reweighting is sensitive to the choice of a weight hyperparameter that is expensive to tune. We develop optimizations leveraging unique properties of loss reweighting that allow CrossTrainer to output accurate models while improving training time compared to naive hyperparameter search.
Inside the Machine Learning Powering LinkedIn Recruiter Recommendation Systems
LinkedIn is one of the favorite recruiting platforms in the market. Everyday, recruiters from all over the world rely on LinkedIn to source and filter candidates for specific career opportunities. Specifically, LinkedIn Recruiter is the product that helps recruiters build and manage a talent pool that optimizes the chances of a successful hire. The effectiveness of LinkedIn Recruiter is powered by an incredibly sophisticated series of search and recommendation algorithms that leverage state of the art machine learning architectures with the pragmatism of real world systems. It's not a secret that LinkedIn has been one of the software giants that has been pushing the boundaries of machine learning research and development.