Statistical Learning
Calibrating Bayesian Generative Machine Learning for Bayesiamplification
Bieringer, Sebastian, Diefenbacher, Sascha, Kasieczka, Gregor, Trabs, Mathias
The upcoming high-luminosity runs of the LHC will push the quantitative frontier of data taking to over 25-times its current rates. To ensure precision gains from such high statistics, this increase in experimental data needs to be met by an equal amount of simulation. The required computational power is predicted to outgrow the increase in budget in the coming years [1, 2]. One solution to this predicament is the augmentation of the expensive, Monte Carlo-based, simulation chain with generative machine learning. A special focus is often put on the costly detector simulation [3, 4]. This approach is only viable under the assumption that the generated data is not statistically limited to the size of the simulated training data. Previous studies have shown, for both toy data [5] and calorimeter images [6], that samples generated with generative neural networks can surpass the training statistics due to powerful interpolation abilities of the network in data space. These studies rely on comparing a distance measure between histograms of generated data and true hold-out data to the distance between smaller, statistically limited sets of Monte Carlo data and the hold-out set. The phenomenon of a generative model surpassing the precision of its training set is also known as amplification.
Open Set Recognition for Random Forest
Feng, Guanchao, Desai, Dhruv, Pasquali, Stefano, Mehta, Dhagash
In the open-set settings, classi ers are required to not only accurately classify new instances of known In many real-world classi cation or recognition tasks, it is often classes (whose samples are observed during training) but also e ectively di cult to collect training examples that exhaust all possible classes recognize the samples from unknown classes. In a nutshell, due to, for example, incomplete knowledge during training or ever open-set classi ers are capable of making the "none of the above" changing regimes. Therefore, samples from unknown/novel classes decision with respect to known classes. This is known as open-set may be encountered in testing/deployment. In such scenarios, the recognition (OSR) [38] and has received signi cant attention in classi ers should be able to i) perform classi cation on known recent years [11, 47]. Since many learning tasks in nance are naturally classes, and at the same time, ii) identify samples from unknown classi cation tasks, for instance, company classi cations using classes. This is known as open-set recognition. Although random Global Industry Classi cation Standard (GICS), fund categorization, forest has been an extremely successful framework as a generalpurpose risk pro ling, economic scenario classi cations, etc., where often a classi cation (and regression) method, in practice, it usually new company, fund or economic scenario may not belong to any operates under the closed-set assumption and is not able to identify of the existing categories, casting these recognition tasks as OSR samples from new classes when run out of the box. In this work, we instead of traditional closed-set classi cation tasks is more appropriate.
META-ANOVA: Screening interactions for interpretable machine learning
Choi, Yongchan, Park, Seokhun, Park, Chanmoo, Kim, Dongha, Kim, Yongdai
There are two things to be considered when we evaluate predictive models. One is prediction accuracy,and the other is interpretability. Over the recent decades, many prediction models of high performance, such as ensemble-based models and deep neural networks, have been developed. However, these models are often too complex, making it difficult to intuitively interpret their predictions. This complexity in interpretation limits their use in many real-world fields that require accountability, such as medicine, finance, and college admissions. In this study, we develop a novel method called Meta-ANOVA to provide an interpretable model for any given prediction model. The basic idea of Meta-ANOVA is to transform a given black-box prediction model to the functional ANOVA model. A novel technical contribution of Meta-ANOVA is a procedure of screening out unnecessary interaction before transforming a given black-box model to the functional ANOVA model. This screening procedure allows the inclusion of higher order interactions in the transformed functional ANOVA model without computational difficulties. We prove that the screening procedure is asymptotically consistent. Through various experiments with synthetic and real-world datasets, we empirically demonstrate the superiority of Meta-ANOVA
Securing the Diagnosis of Medical Imaging: An In-depth Analysis of AI-Resistant Attacks
Biswas, Angona, Nasim, MD Abdullah Al, Gupta, Kishor Datta, George, Roy, Rashid, Abdur
Machine learning (ML) is a rapidly developing area of medicine that uses significant resources to apply computer science and statistics to medical issues. ML's proponents laud its capacity to handle vast, complicated, and erratic medical data. It's common knowledge that attackers might cause misclassification by deliberately creating inputs for machine learning classifiers. Research on adversarial examples has been extensively conducted in the field of computer vision applications. Healthcare systems are thought to be highly difficult because of the security and life-or-death considerations they include, and performance accuracy is very important. Recent arguments have suggested that adversarial attacks could be made against medical image analysis (MedIA) technologies because of the accompanying technology infrastructure and powerful financial incentives. Since the diagnosis will be the basis for important decisions, it is essential to assess how strong medical DNN tasks are against adversarial attacks. Simple adversarial attacks have been taken into account in several earlier studies. However, DNNs are susceptible to more risky and realistic attacks. The present paper covers recent proposed adversarial attack strategies against DNNs for medical imaging as well as countermeasures. In this study, we review current techniques for adversarial imaging attacks, detections. It also encompasses various facets of these techniques and offers suggestions for the robustness of neural networks to be improved in the future.
Boosted generalized normal distributions: Integrating machine learning with operations knowledge
Gurlek, Ragip, de Vericourt, Francis, Lee, Donald K. K.
Applications of machine learning (ML) techniques to operational settings often face two challenges: i) ML methods mostly provide point predictions whereas many operational problems require distributional information; and ii) They typically do not incorporate the extensive body of knowledge in the operations literature, particularly the theoretical and empirical findings that characterize specific distributions. We introduce a novel and rigorous methodology, the Boosted Generalized Normal Distribution ($b$GND), to address these challenges. The Generalized Normal Distribution (GND) encompasses a wide range of parametric distributions commonly encountered in operations, and $b$GND leverages gradient boosting with tree learners to flexibly estimate the parameters of the GND as functions of covariates. We establish $b$GND's statistical consistency, thereby extending this key property to special cases studied in the ML literature that lacked such guarantees. Using data from a large academic emergency department in the United States, we show that the distributional forecasting of patient wait and service times can be meaningfully improved by leveraging findings from the healthcare operations literature. Specifically, $b$GND performs 6% and 9% better than the distribution-agnostic ML benchmark used to forecast wait and service times respectively. Further analysis suggests that these improvements translate into a 9% increase in patient satisfaction and a 4% reduction in mortality for myocardial infarction patients. Our work underscores the importance of integrating ML with operations knowledge to enhance distributional forecasts.
Towards Evolutionary-based Automated Machine Learning for Small Molecule Pharmacokinetic Prediction
de Sá, Alex G. C., Ascher, David B.
Machine learning (ML) is revolutionising drug discovery by expediting the prediction of small molecule properties essential for developing new drugs. These properties -- including absorption, distribution, metabolism and excretion (ADME)-- are crucial in the early stages of drug development since they provide an understanding of the course of the drug in the organism, i.e., the drug's pharmacokinetics. However, existing methods lack personalisation and rely on manually crafted ML algorithms or pipelines, which can introduce inefficiencies and biases into the process. To address these challenges, we propose a novel evolutionary-based automated ML method (AutoML) specifically designed for predicting small molecule properties, with a particular focus on pharmacokinetics. Leveraging the advantages of grammar-based genetic programming, our AutoML method streamlines the process by automatically selecting algorithms and designing predictive pipelines tailored to the particular characteristics of input molecular data. Results demonstrate AutoML's effectiveness in selecting diverse ML algorithms, resulting in comparable or even improved predictive performances compared to conventional approaches. By offering personalised ML-driven pipelines, our method promises to enhance small molecule research in drug discovery, providing researchers with a valuable tool for accelerating the development of novel therapeutic drugs.
A Dirichlet stochastic block model for composition-weighted networks
Promskaia, Iuliia, O'Hagan, Adrian, Fop, Michael
Network data are observed in various applications where the individual entities of the system interact with or are connected to each other, and often these interactions are defined by their associated strength or importance. Clustering is a common task in network analysis that involves finding groups of nodes displaying similarities in the way they interact with the rest of the network. However, most clustering methods use the strengths of connections between entities in their original form, ignoring the possible differences in the capacities of individual nodes to send or receive edges. This often leads to clustering solutions that are heavily influenced by the nodes' capacities. One way to overcome this is to analyse the strengths of connections in relative rather than absolute terms, expressing each edge weight as a proportion of the sending (or receiving) capacity of the respective node. This, however, induces additional modelling constraints that most existing clustering methods are not designed to handle. In this work we propose a stochastic block model for composition-weighted networks based on direct modelling of compositional weight vectors using a Dirichlet mixture, with the parameters determined by the cluster labels of the sender and the receiver nodes. Inference is implemented via an extension of the classification expectation-maximisation algorithm that uses a working independence assumption, expressing the complete data likelihood of each node of the network as a function of fixed cluster labels of the remaining nodes. A model selection criterion is derived to aid the choice of the number of clusters. The model is validated using simulation studies, and showcased on network data from the Erasmus exchange program and a bike sharing network for the city of London.
VecAug: Unveiling Camouflaged Frauds with Cohort Augmentation for Enhanced Detection
Xiao, Fei, Cai, Shaofeng, Chen, Gang, Jagadish, H. V., Ooi, Beng Chin, Zhang, Meihui
Fraud detection presents a challenging task characterized by ever-evolving fraud patterns and scarce labeled data. Existing methods predominantly rely on graph-based or sequence-based approaches. While graph-based approaches connect users through shared entities to capture structural information, they remain vulnerable to fraudsters who can disrupt or manipulate these connections. In contrast, sequence-based approaches analyze users' behavioral patterns, offering robustness against tampering but overlooking the interactions between similar users. Inspired by cohort analysis in retention and healthcare, this paper introduces VecAug, a novel cohort-augmented learning framework that addresses these challenges by enhancing the representation learning of target users with personalized cohort information. To this end, we first propose a vector burn-in technique for automatic cohort identification, which retrieves a task-specific cohort for each target user. Then, to fully exploit the cohort information, we introduce an attentive cohort aggregation technique for augmenting target user representations. To improve the robustness of such cohort augmentation, we also propose a novel label-aware cohort neighbor separation mechanism to distance negative cohort neighbors and calibrate the aggregated cohort information. By integrating this cohort information with target user representations, VecAug enhances the modeling capacity and generalization capabilities of the model to be augmented. Our framework is flexible and can be seamlessly integrated with existing fraud detection models. We deploy our framework on e-commerce platforms and evaluate it on three fraud detection datasets, and results show that VecAug improves the detection performance of base models by up to 2.48\% in AUC and 22.5\% in R@P$_{0.9}$, outperforming state-of-the-art methods significantly.
A Cross-Domain Benchmark for Active Learning
Werner, Thorben, Burchert, Johannes, Stubbemann, Maximilian, Schmidt-Thieme, Lars
Active Learning (AL) deals with identifying the most informative samples for labeling to reduce data annotation costs for supervised learning tasks. AL research suffers from the fact that lifts from literature generalize poorly and that only a small number of repetitions of experiments are conducted. To overcome these obstacles, we propose \emph{CDALBench}, the first active learning benchmark which includes tasks in computer vision, natural language processing and tabular learning. Furthermore, by providing an efficient, greedy oracle, \emph{CDALBench} can be evaluated with 50 runs for each experiment. We show, that both the cross-domain character and a large amount of repetitions are crucial for sophisticated evaluation of AL research. Concretely, we show that the superiority of specific methods varies over the different domains, making it important to evaluate Active Learning with a cross-domain benchmark. Additionally, we show that having a large amount of runs is crucial. With only conducting three runs as often done in the literature, the superiority of specific methods can strongly vary with the specific runs. This effect is so strong, that, depending on the seed, even a well-established method's performance can be significantly better and significantly worse than random for the same dataset.
Aggregation Models with Optimal Weights for Distributed Gaussian Processes
Gaussian process (GP) models have received increasingly attentions in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed learning for GPs are often adopted. Current aggregation models for distributed GPs are not time-efficient when incorporating correlations between GP experts. In this work, we propose a novel approach for aggregated prediction in distributed GPs. The technique is suitable for both the exact and sparse variational GPs. The proposed method incorporates correlations among experts, leading to better prediction accuracy with manageable computational requirements. As demonstrated by empirical studies, the proposed approach results in more stable predictions in less time than state-of-the-art consistent aggregation models.