Support Vector Machines
Obeying the Order: Introducing Ordered Transfer Hyperparameter Optimisation
Hellan, Sigrid Passano, Shen, Huibin, Aubet, Franรงois-Xavier, Salinas, David, Klein, Aaron
We introduce ordered transfer hyperparameter optimisation (OTHPO), a version of transfer learning for hyperparameter optimisation (HPO) where the tasks follow a sequential order. Unlike for state-of-the-art transfer HPO, the assumption is that each task is most correlated to those immediately before it. This matches many deployed settings, where hyperparameters are retuned as more data is collected; for instance tuning a sequence of movie recommendation systems as more movies and ratings are added. We propose a formal definition, outline the differences to related problems and propose a basic OTHPO method that outperforms state-of-the-art transfer HPO. We empirically show the importance of taking order into account using ten benchmarks. The benchmarks are in the setting of gradually accumulating data, and span XGBoost, random forest, approximate k-nearest neighbor, elastic net, support vector machines and a separate real-world motivated optimisation problem. We open source the benchmarks to foster future research on ordered transfer HPO.
Machine learning for sports betting: should predictive models be optimised for accuracy or calibration?
Sports betting's recent federal legalisation in the USA coincides with the golden age of machine learning. If bettors can leverage data to reliably predict the probability of an outcome, they can recognise when the bookmaker's odds are in their favour. As sports betting is a multi-billion dollar industry in the USA alone, identifying such opportunities could be extremely lucrative. Many researchers have applied machine learning to the sports outcome prediction problem, generally using accuracy to evaluate the performance of predictive models. We hypothesise that for the sports betting problem, model calibration is more important than accuracy. To test this hypothesis, we train models on NBA data over several seasons and run betting experiments on a single season, using published odds. We show that optimising the predictive model for calibration leads to greater returns than optimising for accuracy, on average (return on investment of $+34.69\%$ versus $-35.17\%$) and in the best case ($+36.93\%$ versus $+5.56\%$). These findings suggest that for sports betting (or any probabilistic decision-making problem), calibration is a more important metric than accuracy. Sports bettors who wish to increase profits should therefore optimise their predictive model for calibration.
Pb-Hash: Partitioned b-bit Hashing
Many hashing algorithms including minwise hashing (MinHash), one permutation hashing (OPH), and consistent weighted sampling (CWS) generate integers of $B$ bits. With $k$ hashes for each data vector, the storage would be $B\times k$ bits; and when used for large-scale learning, the model size would be $2^B\times k$, which can be expensive. A standard strategy is to use only the lowest $b$ bits out of the $B$ bits and somewhat increase $k$, the number of hashes. In this study, we propose to re-use the hashes by partitioning the $B$ bits into $m$ chunks, e.g., $b\times m =B$. Correspondingly, the model size becomes $m\times 2^b \times k$, which can be substantially smaller than the original $2^B\times k$. Our theoretical analysis reveals that by partitioning the hash values into $m$ chunks, the accuracy would drop. In other words, using $m$ chunks of $B/m$ bits would not be as accurate as directly using $B$ bits. This is due to the correlation from re-using the same hash. On the other hand, our analysis also shows that the accuracy would not drop much for (e.g.,) $m=2\sim 4$. In some regions, Pb-Hash still works well even for $m$ much larger than 4. We expect Pb-Hash would be a good addition to the family of hashing methods/applications and benefit industrial practitioners. We verify the effectiveness of Pb-Hash in machine learning tasks, for linear SVM models as well as deep learning models. Since the hashed data are essentially categorical (ID) features, we follow the standard practice of using embedding tables for each hash. With Pb-Hash, we need to design an effective strategy to combine $m$ embeddings. Our study provides an empirical evaluation on four pooling schemes: concatenation, max pooling, mean pooling, and product pooling. There is no definite answer which pooling would be always better and we leave that for future study.
Stance Prediction and Analysis of Twitter data : A case study of Ghana 2020 Presidential Elections
Gueuwou, Shester, Gyening, Rose-Mary Owusuaa Mensah
On December 7, 2020, Ghanaians participated in the polls to determine their president for the next four years. To gain insights from this presidential election, we conducted stance analysis (which is not always equivalent to sentiment analysis) to understand how Twitter, a popular social media platform, reflected the opinions of its users regarding the two main presidential candidates. We collected a total of 99,356 tweets using the Twitter API (Tweepy) and manually annotated 3,090 tweets into three classes: Against, Neutral, and Support. We then performed preprocessing on the tweets. The resulting dataset was evaluated using two lexicon-based approaches, VADER and TextBlob, as well as five supervised machine learning-based approaches: Support Vector Machine (SVM), Logistic Regression (LR), Multinomial Na\"ive Bayes (MNB), Stochastic Gradient Descent (SGD), and Random Forest (RF), based on metrics such as accuracy, precision, recall, and F1-score. The best performance was achieved by Logistic Regression with an accuracy of 71.13%. We utilized Logistic Regression to classify all the extracted tweets and subsequently conducted an analysis and discussion of the results. For access to our data and code, please visit: https://github.com/ShesterG/Stance-Detection-Ghana-2020-Elections.git
Unifying Pairwise Interactions in Complex Dynamics
Cliff, Oliver M., Bryant, Annie G., Lizier, Joseph T., Tsuchiya, Naotsugu, Fulcher, Ben D.
Scientists have developed hundreds of techniques to measure the interactions between pairs of processes in complex systems. But these computational methods, from correlation coefficients to causal inference, rely on distinct quantitative theories that remain largely disconnected. Here we introduce a library of 237 statistics of pairwise interactions and assess their behavior on 1053 multivariate time series from a wide range of real-world and model-generated systems. Our analysis highlights new commonalities between different mathematical formulations, providing a unified picture of a rich interdisciplinary literature. Using three real-world case studies, we then show that simultaneously leveraging diverse methods from across science can uncover those most suitable for addressing a given problem, yielding interpretable understanding of the conceptual formulations of pairwise dependence that drive successful performance. Our framework is provided in extendable open software, enabling comprehensive data-driven analysis by integrating decades of methodological advances.
Kernel Support Vector Machine Classifiers with the $\ell_0$-Norm Hinge Loss
Lin, Rongrong, Yao, Yingjia, Liu, Yulan
Support Vector Machine (SVM) has been one of the most successful machine learning techniques for binary classification problems. The key idea is to maximize the margin from the data to the hyperplane subject to correct classification on training samples. The commonly used hinge loss and its variations are sensitive to label noise, and unstable for resampling due to its unboundedness. This paper is concentrated on the kernel SVM with the $\ell_0$-norm hinge loss (referred as $\ell_0$-KSVM), which is a composite function of hinge loss and $\ell_0$-norm and then could overcome the difficulties mentioned above. In consideration of the nonconvexity and nonsmoothness of $\ell_0$-norm hinge loss, we first characterize the limiting subdifferential of the $\ell_0$-norm hinge loss and then derive the equivalent relationship among the proximal stationary point, the Karush-Kuhn-Tucker point, and the local optimal solution of $\ell_0$-KSVM. Secondly, we develop an ADMM algorithm for $\ell_0$-KSVM, and obtain that any limit point of the sequence generated by the proposed algorithm is a locally optimal solution. Lastly, some experiments on the synthetic and real datasets are illuminated to show that $\ell_0$-KSVM can achieve comparable accuracy compared with the standard KSVM while the former generally enjoys fewer support vectors.
Performance of data-driven inner speech decoding with same-task EEG-fMRI data fusion and bimodal models
Wilson, Holly, Wellington, Scott, Liwicki, Foteini Simistira, Gupta, Vibha, Saini, Rajkumar, De, Kanjar, Abid, Nosheen, Rakesh, Sumit, Eriksson, Johan, Watts, Oliver, Chen, Xi, Golbabaee, Mohammad, Proulx, Michael J., Liwicki, Marcus, O'Neill, Eamonn, Metcalfe, Benjamin
Decoding inner speech from the brain signal via hybridisation of fMRI and EEG data is explored to investigate the performance benefits over unimodal models. Two different bimodal fusion approaches are examined: concatenation of probability vectors output from unimodal fMRI and EEG machine learning models, and data fusion with feature engineering. Same task inner speech data are recorded from four participants, and different processing strategies are compared and contrasted to previously-employed hybridisation methods. Data across participants are discovered to encode different underlying structures, which results in varying decoding performances between subject-dependent fusion models. Decoding performance is demonstrated as improved when pursuing bimodal fMRI-EEG fusion strategies, if the data show underlying structure.
An Error Correction Mid-term Electricity Load Forecasting Model Based on Seasonal Decomposition
Zhang, Liping, Wu, Di, Luo, Xin
Mid-term electricity load forecasting (LF) plays a critical role in power system planning and operation. To address the issue of error accumulation and transfer during the operation of existing LF models, a novel model called error correction based LF (ECLF) is proposed in this paper, which is designed to provide more accurate and stable LF. Firstly, time series analysis and feature engineering act on the original data to decompose load data into three components and extract relevant features. Then, based on the idea of stacking ensemble, long short-term memory is employed as an error correction module to forecast the components separately, and the forecast results are treated as new features to be fed into extreme gradient boosting for the second-step forecasting. Finally, the component sub-series forecast results are reconstructed to obtain the final LF results. The proposed model is evaluated on real-world electricity load data from two cities in China, and the experimental results demonstrate its superior performance compared to the other benchmark models.
Non-contact Sensing for Anomaly Detection in Wind Turbine Blades: A focus-SVDD with Complex-Valued Auto-Encoder Approach
Frusque, Gaรซtan, Mitchell, Daniel, Blanche, Jamie, Flynn, David, Fink, Olga
The occurrence of manufacturing defects in wind turbine blade (WTB) production can result in significant increases in operation and maintenance costs and lead to severe and disastrous consequences. Therefore, inspection during the manufacturing process is crucial to ensure consistent fabrication of composite materials. Non-contact sensing techniques, such as Frequency Modulated Continuous Wave (FMCW) radar, are becoming increasingly popular as they offer a full view of these complex structures during curing. In this paper, we enhance the quality assurance of manufacturing utilizing FMCW radar as a non-destructive sensing modality. Additionally, a novel anomaly detection pipeline is developed that offers the following advantages: (1) We use the analytic representation of the Intermediate Frequency signal of the FMCW radar as a feature to disentangle material-specific and round-trip delay information from the received wave. (2) We propose a novel anomaly detection methodology called focus Support Vector Data Description (focus-SVDD). This methodology involves defining the limit boundaries of the dataset after removing healthy data features, thereby focusing on the attributes of anomalies. (3) The proposed method employs a complex-valued autoencoder to remove healthy features and we introduces a new activation function called Exponential Amplitude Decay (EAD). EAD takes advantage of the Rayleigh distribution, which characterizes an instantaneous amplitude signal. The effectiveness of the proposed method is demonstrated through its application to collected data, where it shows superior performance compared to other state-of-the-art unsupervised anomaly detection methods. This method is expected to make a significant contribution not only to structural health monitoring but also to the field of deep complex-valued data processing and SVDD application.
Automating Microservices Test Failure Analysis using Kubernetes Cluster Logs
Sarika, Pawan Kumar, Badampudi, Deepika, Josyula, Sai Prashanth, Usman, Muhammad
Kubernetes is a free, open-source container orchestration system for deploying and managing Docker containers that host microservices. Kubernetes cluster logs help in determining the reason for the failure. However, as systems become more complex, identifying failure reasons manually becomes more difficult and time-consuming. This study aims to identify effective and efficient classification algorithms to automatically determine the failure reason. We compare five classification algorithms, Support Vector Machines, K-Nearest Neighbors, Random Forest, Gradient Boosting Classifier, and Multilayer Perceptron. Our results indicate that Random Forest produces good accuracy while requiring fewer computational resources than other algorithms.