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 Statistical Learning


On Prediction Feature Assignment in the Heckman Selection Model

arXiv.org Artificial Intelligence

Under missing-not-at-random (MNAR) sample selection bias, the performance of a prediction model is often degraded. This paper focuses on one classic instance of MNAR sample selection bias where a subset of samples have non-randomly missing outcomes. The Heckman selection model and its variants have commonly been used to handle this type of sample selection bias. The Heckman model uses two separate equations to model the prediction and selection of samples, where the selection features include all prediction features. When using the Heckman model, the prediction features must be properly chosen from the set of selection features. However, choosing the proper prediction features is a challenging task for the Heckman model. This is especially the case when the number of selection features is large. Existing approaches that use the Heckman model often provide a manually chosen set of prediction features. In this paper, we propose Heckman-FA as a novel data-driven framework for obtaining prediction features for the Heckman model. Heckman-FA first trains an assignment function that determines whether or not a selection feature is assigned as a prediction feature. Using the parameters of the trained function, the framework extracts a suitable set of prediction features based on the goodness-of-fit of the prediction model given the chosen prediction features and the correlation between noise terms of the prediction and selection equations. Experimental results on real-world datasets show that Heckman-FA produces a robust regression model under MNAR sample selection bias.


Directed Scattering for Knowledge Graph-based Cellular Signaling Analysis

arXiv.org Artificial Intelligence

Directed graphs are a natural model for many phenomena, in particular scientific knowledge graphs such as molecular interaction or chemical reaction networks that define cellular signaling relationships. In these situations, source nodes typically have distinct biophysical properties from sinks. Due to their ordered and unidirectional relationships, many such networks also have hierarchical and multiscale structure. However, the majority of methods performing node- and edge-level tasks in machine learning do not take these properties into account, and thus have not been leveraged effectively for scientific tasks such as cellular signaling network inference. We propose a new framework called Directed Scattering Autoencoder (DSAE) which uses a directed version of a geometric scattering transform, combined with the non-linear dimensionality reduction properties of an autoencoder and the geometric properties of the hyperbolic space to learn latent hierarchies. We show this method outperforms numerous others on tasks such as embedding directed graphs and learning cellular signaling networks.


Feature Selection: A perspective on inter-attribute cooperation

arXiv.org Artificial Intelligence

High-dimensional datasets depict a challenge for learning tasks in data mining and machine learning. Feature selection is an effective technique in dealing with dimensionality reduction. It is often an essential data processing step prior to applying a learning algorithm. Over the decades, filter feature selection methods have evolved from simple univariate relevance ranking algorithms to more sophisticated relevance-redundancy trade-offs and to multivariate dependencies-based approaches in recent years. This tendency to capture multivariate dependence aims at obtaining unique information about the class from the intercooperation among features. This paper presents a comprehensive survey of the state-of-the-art work on filter feature selection methods assisted by feature intercooperation, and summarizes the contributions of different approaches found in the literature. Furthermore, current issues and challenges are introduced to identify promising future research and development.


Conformal Regression in Calorie Prediction for Team Jumbo-Visma

arXiv.org Artificial Intelligence

UCI WorldTour races, the premier men's elite road cycling tour, are grueling events that put physical fitness and endurance of riders to the test. The coaches of Team Jumbo-Visma have long been responsible for predicting the energy needs of each rider of the Dutch team for every race on the calendar. Those must be estimated to ensure riders have the energy and resources necessary to maintain a high level of performance throughout a race. This task, however, is both time-consuming and challenging, as it requires precise estimates of race speed and power output. Traditionally, the approach to predicting energy needs has relied on judgement and experience of coaches, but this method has its limitations and often leads to inaccurate predictions. In this paper, we propose a new, more effective approach to predicting energy needs for cycling races. By predicting the speed and power with regression models, we provide the coaches with calorie needs estimates for each individual rider per stage instantly. In addition, we compare methods to quantify uncertainty using conformal prediction. The empirical analysis of the jackknife+, jackknife-minmax, jackknife-minmax-after-bootstrap, CV+, CV-minmax, conformalized quantile regression, and inductive conformal prediction methods in conformal prediction reveals that all methods achieve valid prediction intervals. All but minmax-based methods also produce sufficiently narrow prediction intervals for decision-making. Furthermore, methods computing prediction intervals of fixed size produce tighter intervals for low significance values. Among the methods computing intervals of varying length across the input space, inductive conformal prediction computes narrower prediction intervals at larger significance level.


On counterfactual inference with unobserved confounding

arXiv.org Artificial Intelligence

Given an observational study with $n$ independent but heterogeneous units, our goal is to learn the counterfactual distribution for each unit using only one $p$-dimensional sample per unit containing covariates, interventions, and outcomes. Specifically, we allow for unobserved confounding that introduces statistical biases between interventions and outcomes as well as exacerbates the heterogeneity across units. Modeling the conditional distribution of the outcomes as an exponential family, we reduce learning the unit-level counterfactual distributions to learning $n$ exponential family distributions with heterogeneous parameters and only one sample per distribution. We introduce a convex objective that pools all $n$ samples to jointly learn all $n$ parameter vectors, and provide a unit-wise mean squared error bound that scales linearly with the metric entropy of the parameter space. For example, when the parameters are $s$-sparse linear combination of $k$ known vectors, the error is $O(s\log k/p)$. En route, we derive sufficient conditions for compactly supported distributions to satisfy the logarithmic Sobolev inequality. As an application of the framework, our results enable consistent imputation of sparsely missing covariates.


Analysis of frequent trading effects of various machine learning models

arXiv.org Artificial Intelligence

In recent years, high-frequency trading has emerged as a crucial strategy in stock trading. This study aims to develop an advanced high-frequency trading algorithm and compare the performance of three different mathematical models: the combination of the cross-entropy loss function and the quasi-Newton algorithm, the FCNN model, and the vector machine. The proposed algorithm employs neural network predictions to generate trading signals and execute buy and sell operations based on specific conditions. By harnessing the power of neural networks, the algorithm enhances the accuracy and reliability of the trading strategy. To assess the effectiveness of the algorithm, the study evaluates the performance of the three mathematical models. The combination of the cross-entropy loss function and the quasi-Newton algorithm is a widely utilized logistic regression approach. The FCNN model, on the other hand, is a deep learning algorithm that can extract and classify features from stock data. Meanwhile, the vector machine is a supervised learning algorithm recognized for achieving improved classification results by mapping data into high-dimensional spaces. By comparing the performance of these three models, the study aims to determine the most effective approach for high-frequency trading. This research makes a valuable contribution by introducing a novel methodology for high-frequency trading, thereby providing investors with a more accurate and reliable stock trading strategy.


Personality Profiling: How informative are social media profiles in predicting personal information?

arXiv.org Artificial Intelligence

Personality profiling has been utilised by companies for targeted advertising, political campaigns and vaccine campaigns. However, the accuracy and versatility of such models still remains relatively unknown. Consequently, we aim to explore the extent to which peoples' online digital footprints can be used to profile their Myers-Briggs personality type. We analyse and compare the results of four models: logistic regression, naive Bayes, support vector machines (SVMs) and random forests. We discover that a SVM model achieves the best accuracy of 20.95% for predicting someones complete personality type. However, logistic regression models perform only marginally worse and are significantly faster to train and perform predictions. We discover that many labelled datasets present substantial class imbalances of personal characteristics on social media, including our own. As a result, we highlight the need for attentive consideration when reporting model performance on these datasets and compare a number of methods for fixing the class-imbalance problems. Moreover, we develop a statistical framework for assessing the importance of different sets of features in our models. We discover some features to be more informative than others in the Intuitive/Sensory (p = 0.032) and Thinking/Feeling (p = 0.019) models. While we apply these methods to Myers-Briggs personality profiling, they could be more generally used for any labelling of individuals on social media.


FedFNN: Faster Training Convergence Through Update Predictions in Federated Recommender Systems

arXiv.org Artificial Intelligence

Federated Learning (FL) has emerged as a key approach for distributed machine learning, enhancing online personalization while ensuring user data privacy. Instead of sending private data to a central server as in traditional approaches, FL decentralizes computations: devices train locally and share updates with a global server. A primary challenge in this setting is achieving fast and accurate model training--vital for recommendation systems where delays can compromise user engagement. This paper introduces FedFNN, an algorithm that accelerates decentralized model training. In FL, only a subset of users are involved in each training epoch. FedFNN employs supervised learning to predict weight updates from unsampled users, using updates from the sampled set. Our evaluations, using real and synthetic data, show: (i) FedFNN achieves training speeds 5x faster than leading methods, maintaining or improving accuracy; (ii) the algorithm's performance is consistent regardless of client cluster variations; (iii) FedFNN outperforms other methods in scenarios with limited client availability, converging more quickly.


Data-Driven Goal Recognition in Transhumeral Prostheses Using Process Mining Techniques

arXiv.org Artificial Intelligence

A transhumeral prosthesis restores missing anatomical segments below the shoulder, including the hand. Active prostheses utilize real-valued, continuous sensor data to recognize patient target poses, or goals, and proactively move the artificial limb. Previous studies have examined how well the data collected in stationary poses, without considering the time steps, can help discriminate the goals. In this case study paper, we focus on using time series data from surface electromyography electrodes and kinematic sensors to sequentially recognize patients' goals. Our approach involves transforming the data into discrete events and training an existing process mining-based goal recognition system. Results from data collected in a virtual reality setting with ten subjects demonstrate the effectiveness of our proposed goal recognition approach, which achieves significantly better precision and recall than the state-of-the-art machine learning techniques and is less confident when wrong, which is beneficial when approximating smoother movements of prostheses.


Research on Joint Representation Learning Methods for Entity Neighborhood Information and Description Information

arXiv.org Artificial Intelligence

To address the issue of poor embedding performance in the knowledge graph of a programming design course, a joint represen-tation learning model that combines entity neighborhood infor-mation and description information is proposed. Firstly, a graph at-tention network is employed to obtain the features of entity neigh-boring nodes, incorporating relationship features to enrich the structural information. Next, the BERT-WWM model is utilized in conjunction with attention mechanisms to obtain the representation of entity description information. Finally, the final entity vector representation is obtained by combining the vector representations of entity neighborhood information and description information. Experimental results demonstrate that the proposed model achieves favorable performance on the knowledge graph dataset of the pro-gramming design course, outperforming other baseline models.