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 Statistical Learning


Using Model-Based Trees with Boosting to Fit Low-Order Functional ANOVA Models

arXiv.org Machine Learning

Interpretability of machine learning (ML) algorithms has been the subject of considerable discussion in recent years. Early approaches relied on post hoc techniques, including variable importance (Breiman 1996), partial dependence plots or PDPs (Friedman 2001), and H-statistics (Friedman and Popescu 2008). These are low-dimensional summaries of high-dimensional models with complex structure, and hence can be inadequate in capturing the full picture. A second approach for model interpretability is the use of surrogate models (or distillation techniques) that fit simpler models to extract information and explanations from the original complex models. Examples include: i) LIME (Ribeiro et al. 2016) based on linear models for local explanations; and ii) locally additive trees for global explanation (Hu et al. 2022). A more recent direction is the use of ML algorithms to fit so-called inherently interpretable models that are extensions of the popular generalized additive models (GAMs) to incorporate common types of interactions. The rationale goes as follows. While there are applications (typically large-scale pattern recognition problems) where the use of very complex algorithms yields new results and insights, in many other areas, nonparametric models with lower-order interactions are sufficient in capturing the structure. This philosophy is a reversal of the trend towards fitting very complex ML models to squeeze out as much predictive performance as possible.


Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs

arXiv.org Machine Learning

This paper studies the problem of forecasting general stochastic processes using a path-dependent extension of the Neural Jump ODE (NJ-ODE) framework \citep{herrera2021neural}. While NJ-ODE was the first framework to establish convergence guarantees for the prediction of irregularly observed time series, these results were limited to data stemming from It\^o-diffusions with complete observations, in particular Markov processes, where all coordinates are observed simultaneously. In this work, we generalise these results to generic, possibly non-Markovian or discontinuous, stochastic processes with incomplete observations, by utilising the reconstruction properties of the signature transform. These theoretical results are supported by empirical studies, where it is shown that the path-dependent NJ-ODE outperforms the original NJ-ODE framework in the case of non-Markovian data. Moreover, we show that PD-NJ-ODE can be applied successfully to classical stochastic filtering problems and to limit order book (LOB) data.


Machine learning for advancing low-temperature plasma modeling and simulation

arXiv.org Artificial Intelligence

Machine learning has had an enormous impact in many scientific disciplines. Also in the field of low-temperature plasma modeling and simulation it has attracted significant interest within the past years. Whereas its application should be carefully assessed in general, many aspects of plasma modeling and simulation have benefited substantially from recent developments within the field of machine learning and data-driven modeling. In this survey, we approach two main objectives: (a) We review the state-of-the-art focusing on approaches to low-temperature plasma modeling and simulation. By dividing our survey into plasma physics, plasma chemistry, plasma-surface interactions, and plasma process control, we aim to extensively discuss relevant examples from literature. (b) We provide a perspective of potential advances to plasma science and technology. We specifically elaborate on advances possibly enabled by adaptation from other scientific disciplines. We argue that not only the known unknowns, but also unknown unknowns may be discovered due to the inherent propensity of data-driven methods to spotlight hidden patterns in data.


High-Dimensional Bayesian Optimisation with Large-Scale Constraints -- An Application to Aeroelastic Tailoring

arXiv.org Artificial Intelligence

Design optimisation potentially leads to lightweight aircraft structures with lower environmental impact. Due to the high number of design variables and constraints, these problems are ordinarily solved using gradient-based optimisation methods, leading to a local solution in the design space while the global space is neglected. Bayesian Optimisation is a promising path towards sample-efficient, global optimisation based on probabilistic surrogate models. While Bayesian optimisation methods have demonstrated their strength for problems with a low number of design variables, the scalability to high-dimensional problems while incorporating large-scale constraints is still lacking. Especially in aeroelastic tailoring where directional stiffness properties are embodied into the structural design of aircraft, to control aeroelastic deformations and to increase the aerodynamic and structural performance, the safe operation of the system needs to be ensured by involving constraints resulting from different analysis disciplines. Hence, a global design space search becomes even more challenging. The present study attempts to tackle the problem by using high-dimensional Bayesian Optimisation in combination with a dimensionality reduction approach to solve the optimisation problem occurring in aeroelastic tailoring, presenting a novel approach for high-dimensional problems with large-scale constraints. Experiments on well-known benchmark cases with black-box constraints show that the proposed approach can incorporate large-scale constraints.


PANDA: Architecture-Level Power Evaluation by Unifying Analytical and Machine Learning Solutions

arXiv.org Artificial Intelligence

Power efficiency is a critical design objective in modern microprocessor design. To evaluate the impact of architectural-level design decisions, an accurate yet efficient architecture-level power model is desired. However, widely adopted data-independent analytical power models like McPAT and Wattch have been criticized for their unreliable accuracy. While some machine learning (ML) methods have been proposed for architecture-level power modeling, they rely on sufficient known designs for training and perform poorly when the number of available designs is limited, which is typically the case in realistic scenarios. In this work, we derive a general formulation that unifies existing architecture-level power models. Based on the formulation, we propose PANDA, an innovative architecture-level solution that combines the advantages of analytical and ML power models. It achieves unprecedented high accuracy on unknown new designs even when there are very limited designs for training, which is a common challenge in practice. Besides being an excellent power model, it can predict area, performance, and energy accurately. PANDA further supports power prediction for unknown new technology nodes. In our experiments, besides validating the superior performance and the wide range of functionalities of PANDA, we also propose an application scenario, where PANDA proves to identify high-performance design configurations given a power constraint.


Graph Neural Networks with Diverse Spectral Filtering

arXiv.org Artificial Intelligence

Spectral Graph Neural Networks (GNNs) have achieved tremendous success in graph machine learning, with polynomial filters applied for graph convolutions, where all nodes share the identical filter weights to mine their local contexts. Despite the success, existing spectral GNNs usually fail to deal with complex networks (e.g., WWW) due to such homogeneous spectral filtering setting that ignores the regional heterogeneity as typically seen in real-world networks. To tackle this issue, we propose a novel diverse spectral filtering (DSF) framework, which automatically learns node-specific filter weights to exploit the varying local structure properly. Particularly, the diverse filter weights consist of two components -- A global one shared among all nodes, and a local one that varies along network edges to reflect node difference arising from distinct graph parts -- to balance between local and global information. As such, not only can the global graph characteristics be captured, but also the diverse local patterns can be mined with awareness of different node positions. Interestingly, we formulate a novel optimization problem to assist in learning diverse filters, which also enables us to enhance any spectral GNNs with our DSF framework. We showcase the proposed framework on three state-of-the-arts including GPR-GNN, BernNet, and JacobiConv. Extensive experiments over 10 benchmark datasets demonstrate that our framework can consistently boost model performance by up to 4.92% in node classification tasks, producing diverse filters with enhanced interpretability. Code is available at \url{https://github.com/jingweio/DSF}.


Context-Aware Stress Monitoring using Wearable and Mobile Technologies in Everyday Settings

arXiv.org Artificial Intelligence

Daily monitoring of stress is a critical component of maintaining optimal physical and mental health. Physiological signals and contextual information have recently emerged as promising indicators for detecting instances of heightened stress. Nonetheless, developing a real-time monitoring system that utilizes both physiological and contextual data to anticipate stress levels in everyday settings while also gathering stress labels from participants represents a significant challenge. We present a monitoring system that objectively tracks daily stress levels by utilizing both physiological and contextual data in a daily-life environment. Additionally, we have integrated a smart labeling approach to optimize the ecological momentary assessment (EMA) collection, which is required for building machine learning models for stress detection. We propose a three-tier Internet-of-Things-based system architecture to address the challenges. We utilized a cross-validation technique to accurately estimate the performance of our stress models. We achieved the F1-score of 70\% with a Random Forest classifier using both PPG and contextual data, which is considered an acceptable score in models built for everyday settings. Whereas using PPG data alone, the highest F1-score achieved is approximately 56\%, emphasizing the significance of incorporating both PPG and contextual data in stress detection tasks.


Deep Anomaly Detection in Text

arXiv.org Artificial Intelligence

Deep anomaly detection methods have become increasingly popular in recent years, with methods like Stacked Autoencoders, Variational Autoencoders, and Generative Adversarial Networks greatly improving the state-of-the-art. Other methods rely on augmenting classical models (such as the One-Class Support Vector Machine), by learning an appropriate kernel function using Neural Networks. Recent developments in representation learning by self-supervision are proving to be very beneficial in the context of anomaly detection. Inspired by the advancements in anomaly detection using self-supervised learning in the field of computer vision, this thesis aims to develop a method for detecting anomalies by exploiting pretext tasks tailored for text corpora. This approach greatly improves the state-of-the-art on two datasets, 20Newsgroups, and AG News, for both semi-supervised and unsupervised anomaly detection, thus proving the potential for self-supervised anomaly detectors in the field of natural language processing.


The irruption of cryptocurrencies into Twitter cashtags: a classifying solution

arXiv.org Artificial Intelligence

There is a consensus about the good sensing characteristics of Twitter to mine and uncover knowledge in financial markets, being considered a relevant feeder for taking decisions about buying or holding stock shares and even for detecting stock manipulation. Although Twitter hashtags allow to aggregate topic-related content, a specific mechanism for financial information also exists: Cashtag. However, the irruption of cryptocurrencies has resulted in a significant degradation on the cashtag-based aggregation of posts. Unfortunately, Twitter' users may use homonym tickers to refer to cryptocurrencies and to companies in stock markets, which means that filtering by cashtag may result on both posts referring to stock companies and cryptocurrencies. This research proposes automated classifiers to distinguish conflicting cashtags and, so, their container tweets by analyzing the distinctive features of tweets referring to stock companies and cryptocurrencies. As experiment, this paper analyses the interference between cryptocurrencies and company tickers in the London Stock Exchange (LSE), specifically, companies in the main and alternative market indices FTSE-100 and AIM-100. Heuristic-based as well as supervised classifiers are proposed and their advantages and drawbacks, including their ability to self-adapt to Twitter usage changes, are discussed. The experiment confirms a significant distortion in collected data when colliding or homonym cashtags exist, i.e., the same \$ acronym to refer to company tickers and cryptocurrencies. According to our results, the distinctive features of posts including cryptocurrencies or company tickers support accurate classification of colliding tweets (homonym cashtags) and Independent Models, as the most detached classifiers from training data, have the potential to be trans-applicability (in different stock markets) while retaining performance.


Efficient and Scalable Graph Generation through Iterative Local Expansion

arXiv.org Artificial Intelligence

In the realm of generative models for graphs, extensive research has been conducted. However, most existing methods struggle with large graphs due to the complexity of representing the entire joint distribution across all node pairs and capturing both global and local graph structures simultaneously. To overcome these issues, we introduce a method that generates a graph by progressively expanding a single node to a target graph. In each step, nodes and edges are added in a localized manner through denoising diffusion, building first the global structure, and then refining the local details. The local generation avoids modeling the entire joint distribution over all node pairs, achieving substantial computational savings with subquadratic runtime relative to node count while maintaining high expressivity through multiscale generation. Our experiments show that our model achieves state-of-the-art performance on well-established benchmark datasets while successfully scaling to graphs with at least 5000 nodes. Our method is also the first to successfully extrapolate to graphs outside of the training distribution, showcasing a much better generalization capability over existing methods.