Statistical Learning
ExtremeWeather: A large-scale climate dataset for semi-supervised detection, localization, and understanding of extreme weather events
Evan Racah, Christopher Beckham, Tegan Maharaj, Samira Ebrahimi Kahou, Mr. Prabhat, Chris Pal
Then detection and identification of extreme weather events in large-scale climate simulations is an important problem for risk management, informing governmental policy decisions and advancing our basic understanding of the climate system. Recent work has shown that fully supervised convolutional neural networks (CNNs) can yield acceptable accuracy for classifying well-known types of extreme weather events when large amounts of labeled data are available. However, many different types of spatially localized climate patterns are of interest including hurricanes, extra-tropical cyclones, weather fronts, and blocking events among others. Existing labeled data for these patterns can be incomplete in various ways, such as covering only certain years or geographic areas and having false negatives. This type of climate data therefore poses a number of interesting machine learning challenges. We present a multichannel spatiotemporal CNN architecture for semi-supervised bounding box prediction and exploratory data analysis. We demonstrate that our approach is able to leverage temporal information and unlabeled data to improve the localization of extreme weather events. Further, we explore the representations learned by our model in order to better understand this important data. We present a dataset, ExtremeWeather, to encourage machine learning research in this area and to help facilitate further work in understanding and mitigating the effects of climate change.
Learning spatiotemporal piecewise-geodesic trajectories from longitudinal manifold-valued data
Stรฉphanie ALLASSONNIERE, Juliette Chevallier, Stephane Oudard
We introduce a hierarchical model which allows to estimate a group-average piecewise-geodesic trajectory in the Riemannian space of measurements and individual variability. This model falls into the well defined mixed-effect models. The subject-specific trajectories are defined through spatial and temporal transformations of the group-average piecewise-geodesic path, component by component. Thus we can apply our model to a wide variety of situations. Due to the non-linearity of the model, we use the Stochastic Approximation Expectation-Maximization algorithm to estimate the model parameters.
Estimating High-dimensional Non-Gaussian Multiple Index Models via Steinโs Lemma
Zhuoran Yang, Krishnakumar Balasubramanian, Zhaoran Wang, Han Liu
We consider estimating the parametric components of semiparametric multi-index models in high dimensions. To bypass the requirements of Gaussianity or elliptical symmetry of covariates in existing methods, we propose to leverage a second-order Stein's method with score function-based corrections. We prove that our estimator achieves a near-optimal statistical rate of convergence even when the score function or the response variable is heavy-tailed. To establish the key concentration results, we develop a data-driven truncation argument that may be of independent interest.
Model evidence from nonequilibrium simulations
The marginal likelihood, or model evidence, is a key quantity in Bayesian parameter estimation and model comparison. For many probabilistic models, computation of the marginal likelihood is challenging, because it involves a sum or integral over an enormous parameter space. Markov chain Monte Carlo (MCMC) is a powerful approach to compute marginal likelihoods. Various MCMC algorithms and evidence estimators have been proposed in the literature. Here we discuss the use of nonequilibrium techniques for estimating the marginal likelihood. Nonequilibrium estimators build on recent developments in statistical physics and are known as annealed importance sampling (AIS) and reverse AIS in probabilistic machine learning. We introduce estimators for the model evidence that combine forward and backward simulations and show for various challenging models that the evidence estimators outperform forward and reverse AIS.