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 Regression


Similarity of Neural Network Representations Revisited

arXiv.org Machine Learning

Recent work has sought to understand the behavior of neural networks by comparing representations between layers and between different trained models. We examine methods for comparing neural network representations based on canonical correlation analysis (CCA). We show that CCA belongs to a family of statistics for measuring multivariate similarity, but that neither CCA nor any other statistic that is invariant to invertible linear transformation can measure meaningful similarities between representations of higher dimension than the number of data points. We introduce a similarity index that measures the relationship between representational similarity matrices and does not suffer from this limitation. This similarity index is equivalent to centered kernel alignment (CKA) and is also closely connected to CCA. Unlike CCA, CKA can reliably identify correspondences between representations in networks trained from different initializations.


Exploring Urban Air Quality with MAPS: Mobile Air Pollution Sensing

arXiv.org Machine Learning

Mobile and ubiquitous sensing of urban air quality (AQ) has received increased attention as an economically and operationally viable means to survey atmospheric environment with high spatial-temporal resolution. A necessary and value-added step towards data-driven sustainable urban management is fine-granular AQ inference, which estimates grid-level pollutant concentrations at every instance of time using AQ data collected from fixed-location and mobile sensors. We present the Mobile Air Pollution Sensing (MAPS) framework, which consists of data preprocessing, urban feature extraction, and AQ inference. This is applied to a case study in Beijing (3,025 square km, 19 June - 16 July 2018), where PM2.5 concentrations measured by 28 fixed monitoring stations and 15 vehicles are fused to infer hourly PM2.5 concentrations in 3,025 1km-by-1km grids. Two machine learning structures, namely Deep Feature Spatial-Temporal Tree (DFeaST-Tree) and Deep Feature Spatial-Temporal Network (DFeaST-Net), are proposed to infer PM2.5 concentrations supported by 62 types of urban data that encompass geography, land use, traffic, public, and meteorology. This allows us to infer fine-granular PM2.5 concentrations based on sparse AQ measurements (less than 5% coverage) with good accuracy (SMAPE<15%, R-square>0.9), while accounting for the regional transport of air pollutants outside the study area. In-depth discussions are provided on the heterogeneity of fixed and mobile data sources, spatial coverage of mobile sensing, and importance of urban features for inferring PM2.5 concentrations.


A Distributed Method for Fitting Laplacian Regularized Stratified Models

arXiv.org Machine Learning

Stratified models are models that depend in an arbitrary way on a set of selected categorical features, and depend linearly on the other features. In a basic and traditional formulation a separate model is fit for each value of the categorical feature, using only the data that has the specific categorical value. To this formulation we add Laplacian regularization, which encourages the model parameters for neighboring categorical values to be similar. Laplacian regularization allows us to specify one or more weighted graphs on the stratification feature values. For example, stratifying over the days of the week, we can specify that the Sunday model parameter should be close to the Saturday and Monday model parameters. The regularization improves the performance of the model over the traditional stratified model, since the model for each value of the categorical `borrows strength' from its neighbors. In particular, it produces a model even for categorical values that did not appear in the training data set. We propose an efficient distributed method for fitting stratified models, based on the alternating direction method of multipliers (ADMM). When the fitting loss functions are convex, the stratified model fitting problem is convex, and our method computes the global minimizer of the loss plus regularization; in other cases it computes a local minimizer. The method is very efficient, and naturally scales to large data sets or numbers of stratified feature values. We illustrate our method with a variety of examples.


Structural modeling using overlapped group penalties for discovering predictive biomarkers for subgroup analysis

arXiv.org Machine Learning

The identification of predictive biomarkers from a large scale of covariates for subgroup analysis has attracted fundamental attention in medical research. In this article, we propose a generalized penalized regression method with a novel penalty function, for enforcing the hierarchy structure between the prognostic and predictive effects, such that a nonzero predictive effect must induce its ancestor prognostic effects being nonzero in the model. Our method is able to select useful predictive biomarkers by yielding a sparse, interpretable, and predictable model for subgroup analysis, and can deal with different types of response variable such as continuous, categorical, and time-to-event data. We show that our method is asymptotically consistent under some regularized conditions. To minimize the generalized penalized regression model, we propose a novel integrative optimization algorithm by integrating the majorization-minimization and the alternating direction method of multipliers, which is named after \texttt{smog}. The enriched simulation study and real case study demonstrate that our method is very powerful for discovering the true predictive biomarkers and identifying subgroups of patients.


An Exploratory Analysis of Biased Learners in Soft-Sensing Frames

arXiv.org Machine Learning

Data driven soft sensor design has recently gained immense popularity, due to advances in sensory devices, and a growing interest in data mining. While partial least squares (PLS) is traditionally used in the process literature for designing soft sensors, the statistical literature has focused on sparse learners, such as Lasso and relevance vector machine (RVM), to solve the high dimensional data problem. In the current study, predictive performances of three regression techniques, PLS, Lasso and RVM were assessed and compared under various offline and online soft sensing scenarios applied on datasets from five real industrial plants, and a simulated process. In offline learning, predictions of RVM and Lasso were found to be superior to those of PLS when a large number of time-lagged predictors were used. Online prediction results gave a slightly more complicated picture. It was found that the minimum prediction error achieved by PLS under moving window (MW), or just-in-time learning scheme was decreased up to ~5-10% using Lasso, or RVM. However, when a small MW size was used, or the optimum number of PLS components was as low as ~1, prediction performance of PLS surpassed RVM, which was found to yield occasional unstable predictions. PLS and Lasso models constructed via online parameter tuning generally did not yield better predictions compared to those constructed via offline tuning. We present evidence to suggest that retaining a large portion of the available process measurement data in the predictor matrix, instead of preselecting variables, would be more advantageous for sparse learners in increasing prediction accuracy. As a result, Lasso is recommended as a better substitute for PLS in soft sensors; while performance of RVM should be validated before online application.


Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)

arXiv.org Machine Learning

This paper considers improved forecasting in possibly nonlinear dynamic settings, with high-dimension predictors ("big data" environments). To overcome the curse of dimensionality and manage data and model complexity, we examine shrinkage estimation of a back-propagation algorithm of a deep neural net with skip-layer connections. We expressly include both linear and nonlinear components. This is a high-dimensional learning approach including both sparsity L1 and smoothness L2 penalties, allowing high-dimensionality and nonlinearity to be accommodated in one step. This approach selects significant predictors as well as the topology of the neural network. We estimate optimal values of shrinkage hyperparameters by incorporating a gradient-based optimization technique resulting in robust predictions with improved reproducibility. The latter has been an issue in some approaches. This is statistically interpretable and unravels some network structure, commonly left to a black box. An additional advantage is that the nonlinear part tends to get pruned if the underlying process is linear. In an application to forecasting equity returns, the proposed approach captures nonlinear dynamics between equities to enhance forecast performance. It offers an appreciable improvement over current univariate and multivariate models by RMSE and actual portfolio performance.


Crop yield probability density forecasting via quantile random forest and Epanechnikov Kernel function

arXiv.org Machine Learning

A reliable and accurate forecasting method for crop yields is very important for the farmer, the economy of a country, and the agricultural stakeholders. However, due to weather extremes and uncertainties as a result of increasing climate change, most crop yield forecasting models are not reliable and accurate. In this paper, a hybrid crop yield probability density forecasting method via quantile regression forest and Epanechnikov kernel function (QRF-SJ) is proposed to capture the uncertainties and extremes of weather in crop yield forecasting. By assigning probability to possible crop yield values, probability density forecast gives a complete description of the yield of crops. A case study using the annual crop yield of groundnut and millet in Ghana is presented to illustrate the efficiency and robustness of the proposed technique. The proposed model is able to capture the nonlinearity between crop yield and the weather variables via random forest. The values of prediction interval coverage probability and prediction interval normalized average width for the two crops show that the constructed prediction intervals cover the target values with perfect probability. The probability density curves show that QRF-SJ method has a very high ability to forecast quality prediction intervals with a higher coverage probability. The feature importance gave a score of the importance of each weather variable in building the quantile regression forest model. The farmer and other stakeholders are able to realize the specific weather variable that affect the yield of a selected crop through feature importance. The proposed method and its application on crop yield dataset is the first of its kind in literature.


Regression-Enhanced Random Forests

arXiv.org Machine Learning

In the last few years, there have been many methodological and theoretical advances in the random forests approach. Some methodological developments and extensions include case-specific random forests [19], multivariate random forests [16], quantile regression forests [13], random survival forests [11], enriched random forests for microarry data [1] and predictor augmentation in random forests [18] among others. For theoretical developments, the statistical and asymptotic properties of random forests have been intensively investigated. Advances have been made in the areas such as consistency [2] [15], variable selection [8] and the construction of confidence intervals [17]. Although RF methodology has proven itself to be a reliable predictive approach in many application areas [3][10], there are some cases where random forests may suffer. First, as a fully nonparametric predictive algorithm, random forests may not efficiently incorporate known relationships between the response and the predictors. Second, random forests may fail in extrapolation problems where predictions are required at points out of the domain of the training dataset. For regression problems, a random forest prediction is an average of the predictions produced by the trees in the forest.


Sparse Neural Attentive Knowledge-based Models for Grade Prediction

arXiv.org Machine Learning

Grade prediction for future courses not yet taken by students is important as it can help them and their advisers during the process of course selection as well as for designing personalized degree plans and modifying them based on their performance. One of the successful approaches for accurately predicting a student's grades in future courses is Cumulative Knowledge-based Regression Models (CKRM). CKRM learns shallow linear models that predict a student's grades as the similarity between his/her knowledge state and the target course. A student's knowledge state is built by linearly accumulating the learned provided knowledge components of the courses he/she has taken in the past, weighted by his/her grades in them. However, not all the prior courses contribute equally to the target course. In this paper, we propose a novel Neural Attentive Knowledge-based model (NAK) that learns the importance of each historical course in predicting the grade of a target course. Compared to CKRM and other competing approaches, our experiments on a large real-world dataset consisting of $\sim$1.5 grades show the effectiveness of the proposed NAK model in accurately predicting the students' grades. Moreover, the attention weights learned by the model can be helpful in better designing their degree plans.


Can Machine Learning Model with Static Features be Fooled: an Adversarial Machine Learning Approach

arXiv.org Artificial Intelligence

Applied Intelligence manuscript No. (will be inserted by the editor) Abstract The widespread adoption of smartphones dramaticallygenerated by our attacks models when used to harden increases the risk of attacks and the spread the developed anti-malware system improves the detection of mobile malware, especially on the Android platform. Machine learning based solutions have been already Keywords Adversarial machine learning · malware used as a tool to supersede signature based anti-malware detection · poison attacks · adversarial example · systems. However, malware authors leverage attributes jacobian algorithm. Hence, to evaluate the vulnerability of machine 1 Introduction learning algorithms in malware detection, we propose five different attack scenarios to perturb malicious applications Nowadays using the Android application is very popular (apps). Every Android application inappropriately fits discriminant function on has a Jar-like APK format and is an archive file which the set of data points, eventually yielding a higher misclassification contains Android manifest and Classes.dex Further, to distinguish the adversarial manifest file holds information about the application examples from benign samples, we propose two defense structure and each part responsible for certain actions. To validate our For instance, the requested permissions must be accepted attacks and solutions, we test our model on three different by the users for successful installation of applications. We also test our methods The manifest file contains a list of hardware using various classifier algorithms and compare them components and permissions required by each application. Promising results show that generated the manifest file that are useful for running applications. Additionally, evasive variants is saved as the classes.dex In a nutshell, the by presenting some adversary-aware approaches?generated malware sample is statistically identical to a Do we require retraining of the current ML model to designbenign sample. To do so, adversaries adopt adversarial adversary-aware learning algorithms? How to properlymachine learning algorithms (AML) to design an example test and validate the countermeasure solutions inset called poison data which is used to fool machine a real-world network? The goal of this paper is to shedlearning models.