Goto

Collaborating Authors

 Statistical Learning


Cryptocurrency Price Forecasting Using XGBoost Regressor and Technical Indicators

arXiv.org Artificial Intelligence

--The rapid growth of the stock market has attracted many investors due to its potential for significant profits. However, predicting stock prices accurately is difficult because financial markets are complex and constantly changing. This is especially true for the cryptocurrency market, which is known for its extreme volatility, making it challenging for traders and investors to make wise and profitable decisions. This study introduces a machine learning approach to predict cryptocur-rency prices. Specifically, we make use of important technical indicators such as Exponential Moving A verage (EMA) and Moving A verage Convergence Divergence (MACD) to train and feed the XGBoost regressor model. We demonstrate our approach through an analysis focusing on the closing prices of Bitcoin cryptocurrency. We evaluate the model's performance through various simulations, showing promising results that suggest its usefulness in aiding/guiding cryptocurrency traders and investors in dynamic market conditions. Over the past few years, the rapid expansion of the stock market has made it an appealing option for investors seeking high returns and easy access.


Invariant Consistency for Knowledge Distillation

arXiv.org Artificial Intelligence

Knowledge distillation (KD) involves transferring the knowledge from one neural network to another, often from a larger, well-trained model (teacher) to a smaller, more efficient model (student). Traditional KD methods minimize the Kullback-Leibler (KL) divergence between the probabilistic outputs of the teacher and student networks. However, this approach often overlooks crucial structural knowledge embedded within the teacher's network. In this paper, we introduce Invariant Consistency Distillation (ICD), a novel methodology designed to enhance KD by ensuring that the student model's representations are consistent with those of the teacher. Our approach combines contrastive learning with an explicit invariance penalty, capturing significantly more information from the teacher's representation of the data. Our results on CIFAR-100 demonstrate that ICD outperforms traditional KD techniques and surpasses 13 state-of-the-art methods. In some cases, the student model even exceeds the teacher model in terms of accuracy. Furthermore, we successfully transfer our method to other datasets, including Tiny ImageNet and STL-10. The code will be made public soon.


Vision and Tactile Robotic System to Grasp Litter in Outdoor Environments

arXiv.org Artificial Intelligence

The accumulation of litter is increasing in many places and is consequently becoming a problem that must be dealt with. In this paper, we present a manipulator robotic system to collect litter in outdoor environments. This system has three functionalities. Firstly, it uses colour images to detect and recognise litter comprising different materials. Secondly, depth data are combined with pixels of waste objects to compute a 3D location and segment three-dimensional point clouds of the litter items in the scene. The grasp in 3 Degrees of Freedom (DoFs) is then estimated for a robot arm with a gripper for the segmented cloud of each instance of waste. Finally, two tactile-based algorithms are implemented and then employed in order to provide the gripper with a sense of touch. This work uses two low-cost visual-based tactile sensors at the fingertips. One of them addresses the detection of contact (which is obtained from tactile images) between the gripper and solid waste, while another has been designed to detect slippage in order to prevent the objects grasped from falling. Our proposal was successfully tested by carrying out extensive experimentation with different objects varying in size, texture, geometry and materials in different outdoor environments (a tiled pavement, a surface of stone/soil, and grass). Our system achieved an average score of 94% for the detection and Collection Success Rate (CSR) as regards its overall performance, and of 80% for the collection of items of litter at the first attempt.


Local Feature Selection without Label or Feature Leakage for Interpretable Machine Learning Predictions

arXiv.org Artificial Intelligence

Local feature selection in machine learning provides instance-specific explanations by focusing on the most relevant features for each prediction, enhancing the interpretability of complex models. However, such methods tend to produce misleading explanations by encoding additional information in their selections. In this work, we attribute the problem of misleading selections by formalizing the concepts of label and feature leakage. We rigorously derive the necessary and sufficient conditions under which we can guarantee no leakage, and show existing methods do not meet these conditions. Furthermore, we propose the first local feature selection method that is proven to have no leakage called SUWR. Our experimental results indicate that SUWR is less prone to overfitting and combines state-of-the-art predictive performance with high feature-selection sparsity. Our generic and easily extendable formal approach provides a strong theoretical basis for future work on interpretability with reliable explanations.


Learning Confidence Bounds for Classification with Imbalanced Data

arXiv.org Artificial Intelligence

Class imbalance poses a significant challenge in classification tasks, where traditional approaches often lead to biased models and unreliable predictions. Undersampling and oversampling techniques have been commonly employed to address this issue, yet they suffer from inherent limitations stemming from their simplistic approach such as loss of information and additional biases respectively. In this paper, we propose a novel framework that leverages learning theory and concentration inequalities to overcome the shortcomings of traditional solutions. We focus on understanding the uncertainty in a class-dependent manner, as captured by confidence bounds that we directly embed into the learning process. By incorporating class-dependent estimates, our method can effectively adapt to the varying degrees of imbalance across different classes, resulting in more robust and reliable classification outcomes. We empirically show how our framework provides a promising direction for handling imbalanced data in classification tasks, offering practitioners a valuable tool for building more accurate and trustworthy models.


Global Optimisation of Black-Box Functions with Generative Models in the Wasserstein Space

arXiv.org Machine Learning

We propose a new uncertainty estimator for gradient-free optimisation of black-box simulators using deep generative surrogate models. Optimisation of these simulators is especially challenging for stochastic simulators and higher dimensions. To address these issues, we utilise a deep generative surrogate approach to model the black box response for the entire parameter space. We then leverage this knowledge to estimate the proposed uncertainty based on the Wasserstein distance - the Wasserstein uncertainty. This approach is employed in a posterior agnostic gradient-free optimisation algorithm that minimises regret over the entire parameter space. A series of tests were conducted to demonstrate that our method is more robust to the shape of both the black box function and the stochastic response of the black box than state-of-the-art methods, such as efficient global optimisation with a deep Gaussian process surrogate.


Agglomerative Clustering of Simulation Output Distributions Using Regularized Wasserstein Distance

arXiv.org Machine Learning

We investigate the use of clustering methods on data produced by a stochastic simulator, with applications in anomaly detection, pre-optimization, and online monitoring. We introduce an agglomerative clustering algorithm that clusters multivariate empirical distributions using the regularized Wasserstein distance and apply the proposed methodology on a call-center model.


Are Linear Regression Models White Box and Interpretable?

arXiv.org Machine Learning

Explainable artificial intelligence (XAI) is a set of tools and algorithms that applied or embedded to machine learning models to understand and interpret the models. They are recommended especially for complex or advanced models including deep neural network because they are not interpretable from human point of view. On the other hand, simple models including linear regression are easy to implement, has less computational complexity and easy to visualize the output. The common notion in the literature that simple models including linear regression are considered as "white box" because they are more interpretable and easier to understand. This is based on the idea that linear regression models have several favorable outcomes including the effect of the features in the model and whether they affect positively or negatively toward model output. Moreover, uncertainty of the model can be measured or estimated using the confidence interval. However, we argue that this perception is not accurate and linear regression models are not easy to interpret neither easy to understand considering common XAI metrics and possible challenges might face. This includes linearity, local explanation, multicollinearity, covariates, normalization, uncertainty, features contribution and fairness. Consequently, we recommend the so-called simple models should be treated equally to complex models when it comes to explainability and interpretability.


SKADA-Bench: Benchmarking Unsupervised Domain Adaptation Methods with Realistic Validation

arXiv.org Machine Learning

Unsupervised Domain Adaptation (DA) consists of adapting a model trained on a labeled source domain to perform well on an unlabeled target domain with some data distribution shift. While many methods have been proposed in the literature, fair and realistic evaluation remains an open question, particularly due to methodological difficulties in selecting hyperparameters in the unsupervised setting. With SKADA-Bench, we propose a framework to evaluate DA methods and present a fair evaluation of existing shallow algorithms, including reweighting, mapping, and subspace alignment. Realistic hyperparameter selection is performed with nested cross-validation and various unsupervised model selection scores, on both simulated datasets with controlled shifts and real-world datasets across diverse modalities, such as images, text, biomedical, and tabular data with specific feature extraction. Our benchmark highlights the importance of realistic validation and provides practical guidance for real-life applications, with key insights into the choice and impact of model selection approaches. SKADA-Bench is open-source, reproducible, and can be easily extended with novel DA methods, datasets, and model selection criteria without requiring re-evaluating competitors. SKADA-Bench is available on GitHub at https://github.com/scikit-adaptation/skada-bench.


Bayesian Causal Forests for Longitudinal Data: Assessing the Impact of Part-Time Work on Growth in High School Mathematics Achievement

arXiv.org Machine Learning

Modelling growth in student achievement is a significant challenge in the field of education. Understanding how interventions or experiences such as part-time work can influence this growth is also important. Traditional methods like difference-in-differences are effective for estimating causal effects from longitudinal data. Meanwhile, Bayesian non-parametric methods have recently become popular for estimating causal effects from single time point observational studies. However, there remains a scarcity of methods capable of combining the strengths of these two approaches to flexibly estimate heterogeneous causal effects from longitudinal data. Motivated by two waves of data from the High School Longitudinal Study, the NCES' most recent longitudinal study which tracks a representative sample of over 20,000 students in the US, our study introduces a longitudinal extension of Bayesian Causal Forests. This model allows for the flexible identification of both individual growth in mathematical ability and the effects of participation in part-time work. Simulation studies demonstrate the predictive performance and reliable uncertainty quantification of the proposed model. Results reveal the negative impact of part time work for most students, but hint at potential benefits for those students with an initially low sense of school belonging. Clear signs of a widening achievement gap between students with high and low academic achievement are also identified. Potential policy implications are discussed, along with promising areas for future research.