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 Regression


How Widely Can Prediction Models be Generalized? An Analysis of Performance Prediction in Blended Courses

arXiv.org Machine Learning

Blended courses that mix in-person instruction with online platforms are increasingly popular in secondary education. These tools record a rich amount of data on students' study habits and social interactions. Prior research has shown that these metrics are correlated with students' performance in face to face classes. However, predictive models for blended courses are still limited and have not yet succeeded at early prediction or cross-class predictions even for repeated offerings of the same course. In this work, we use data from two offerings of two different undergraduate courses to train and evaluate predictive models on student performance based upon persistent student characteristics including study habits and social interactions. We analyze the performance of these models on the same offering, on different offerings of the same course, and across courses to see how well they generalize. We also evaluate the models on different segments of the courses to determine how early reliable predictions can be made. This work tells us in part how much data is required to make robust predictions and how cross-class data may be used, or not, to boost model performance. The results of this study will help us better understand how similar the study habits, social activities, and the teamwork styles are across semesters for students in each performance category. These trained models also provide an avenue to improve our existing support platforms to better support struggling students early in the semester with the goal of providing timely intervention.


Comparison of statistical post-processing methods for probabilistic NWP forecasts of solar radiation

arXiv.org Machine Learning

The increased usage of solar energy places additional importance on forecasts of solar radiation. Solar panel power production is primarily driven by the amount of solar radiation and it is therefore important to have accurate forecasts of solar radiation. Accurate forecasts that also give information on the forecast uncertainties can help users of solar energy to make better solar radiation based decisions related to the stability of the electrical grid. To achieve this, we apply statistical post-processing techniques that determine relationships between observations of global radiation (made within the KNMI network of automatic weather stations in the Netherlands) and forecasts of various meteorological variables from the numerical weather prediction (NWP) model HARMONIE-AROME (HA) and the atmospheric composition model CAMS. Those relationships are used to produce probabilistic forecasts of global radiation. We compare 7 different statistical post-processing methods, consisting of two parametric and five non-parametric methods. We find that all methods are able to generate probabilistic forecasts that improve the raw global radiation forecast from HA according to the root mean squared error (on the median) and the potential economic value. Additionally, we show how important the predictors are in the different regression methods. We also compare the regression methods using various probabilistic scoring metrics, namely the continuous ranked probability skill score, the Brier skill score and reliability diagrams. We find that quantile regression and generalized random forests generally perform best. In (near) clear sky conditions the non-parametric methods have more skill than the parametric ones.


Copula-like Variational Inference

arXiv.org Machine Learning

This paper considers a new family of variational distributions motivated by Sklar's theorem. This family is based on new copula-like densities on the hypercube with non-uniform marginals which can be sampled efficiently, i.e. with a complexity linear in the dimension of state space. Then, the proposed variational densities that we suggest can be seen as arising from these copula-like densities used as base distributions on the hypercube with Gaussian quantile functions and sparse rotation matrices as normalizing flows. The latter correspond to a rotation of the marginals with complexity $\mathcal{O}(d \log d)$. We provide some empirical evidence that such a variational family can also approximate non-Gaussian posteriors and can be beneficial compared to Gaussian approximations. Our method performs largely comparably to state-of-the-art variational approximations on standard regression and classification benchmarks for Bayesian Neural Networks.


P\'olygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models

arXiv.org Machine Learning

The standard Gibbs sampler of Mixed Multinomial Logit (MMNL) models involves sampling from conditional densities of utility parameters using Metropolis-Hastings (MH) algorithm due to unavailability of conjugate prior for logit kernel. To address this non-conjugacy concern, we propose the application of P\'olygamma data augmentation (PG-DA) technique for the MMNL estimation. The posterior estimates of the augmented and the default Gibbs sampler are similar for two-alternative scenario (binary choice), but we encounter empirical identification issues in the case of more alternatives ($J \geq 3$).


XGBoost Algorithm: Long May She Reign!

#artificialintelligence

I still remember the day 1 of my very first job fifteen years ago. I had just finished my graduate studies and joined a global investment bank as an analyst. On my first day, I kept straightening my tie and trying to remember everything that I had studied. Meanwhile, deep down, I wondered if I was good enough for the corporate world. The only thing that you need to know is the regression modeling!"


Variational AutoEncoder For Regression: Application to Brain Aging Analysis

arXiv.org Machine Learning

While unsupervised variational autoencoders (VAE) have become a powerful tool in neuroimage analysis, their application to supervised learning is under-explored. We aim to close this gap by proposing a unified probabilistic model for learning the latent space of imaging data and performing supervised regression. Based on recent advances in learning disentangled representations, the novel generative process explicitly models the conditional distribution of latent representations with respect to the regression target variable. Performing a variational inference procedure on this model leads to joint regularization between the VAE and a neural-network regressor. In predicting the age of 245 subjects from their structural Magnetic Resonance (MR) images, our model is more accurate than state-of-the-art methods when applied to either region-of-interest (ROI) measurements or raw 3D volume images. More importantly, unlike simple feed-forward neural-networks, disentanglement of age in latent representations allows for intuitive interpretation of the structural developmental patterns of the human brain.


Regression Concept Vectors for Bidirectional Explanations in Histopathology

arXiv.org Machine Learning

Explanations for deep neural network predictions in terms of domain-related concepts can be valuable in medical applications, where justifications are important for confidence in the decision-making. In this work, we propose a methodology to exploit continuous concept measures as Regression Concept Vectors (RCVs) in the activation space of a layer. The directional derivative of the decision function along the RCVs represents the network sensitivity to increasing values of a given concept measure. When applied to breast cancer grading, nuclei texture emerges as a relevant concept in the detection of tumor tissue in breast lymph node samples. We evaluate score robustness and consistency by statistical analysis.


A unifying approach for doubly-robust $\ell_1$ regularized estimation of causal contrasts

arXiv.org Machine Learning

We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of the parameter's influence function. We focus on a class of parameters that have influence function which depends on two infinite dimensional nuisance functions and such that the bias of the one-step estimator of the parameter of interest is the expectation of the product of the estimation errors of the two nuisance functions. Our class includes many important treatment effect contrasts of interest in causal inference and econometrics, such as ATE, ATT, an integrated causal contrast with a continuous treatment, and the mean of an outcome missing not at random. We propose estimators of the target parameter that entertain approximately sparse regression models for the nuisance functions allowing for the number of potential confounders to be even larger than the sample size. By employing sample splitting, cross-fitting and $\ell_1$-regularized regression estimators of the nuisance functions based on objective functions whose directional derivatives agree with those of the parameter's influence function, we obtain estimators of the target parameter with two desirable robustness properties: (1) they are rate doubly-robust in that they are root-n consistent and asymptotically normal when both nuisance functions follow approximately sparse models, even if one function has a very non-sparse regression coefficient, so long as the other has a sufficiently sparse regression coefficient, and (2) they are model doubly-robust in that they are root-n consistent and asymptotically normal even if one of the nuisance functions does not follow an approximately sparse model so long as the other nuisance function follows an approximately sparse model with a sufficiently sparse regression coefficient.


Supervised Discrete Hashing with Relaxation

arXiv.org Machine Learning

Data-dependent hashing has recently attracted attention due to being able to support efficient retrieval and storage of high-dimensional data such as documents, images, and videos. In this paper, we propose a novel learning-based hashing method called "Supervised Discrete Hashing with Relaxation" (SDHR) based on "Supervised Discrete Hashing" (SDH). SDH uses ordinary least squares regression and traditional zero-one matrix encoding of class label information as the regression target (code words), thus fixing the regression target. In SDHR, the regression target is instead optimized. The optimized regression target matrix satisfies a large margin constraint for correct classification of each example. Compared with SDH, which uses the traditional zero-one matrix, SDHR utilizes the learned regression target matrix and, therefore, more accurately measures the classification error of the regression model and is more flexible. As expected, SDHR generally outperforms SDH. Experimental results on two large-scale image datasets (CIFAR-10 and MNIST) and a large-scale and challenging face dataset (FRGC) demonstrate the effectiveness and efficiency of SDHR.


A proof of convergence of multi-class logistic regression network

arXiv.org Machine Learning

This paper revisits the special type of a neural network known under two names. In the statistics and machine learning community it is known as a multi-class logistic regression neural network. In the neural network community, it is simply the soft-max layer. The importance is underscored by its role in deep learning: as the last layer, whose autput is actually the classification of the input patterns, such as images. Our exposition focuses on mathematically rigorous derivation of the key equation expressing the gradient. The fringe benefit of our approach is a fully vectorized expression, which is a basis of an efficient implementation. The second result of this paper is the positivity of the second derivative of the cross-entropy loss function as function of the weights. This result proves that optimization methods based on convexity may be used to train this network. As a corollary, we demonstrate that no $L^2$-regularizer is needed to guarantee convergence of gradient descent.