Statistical Learning
Active Learning: Learning with Limited Labeled Data in Python (Scikit-learn, Active Learning Lib) - Code Armada, LLC
Active Learning: Learning with Limited Labeled Data in Python (Scikit-learn, Active Learning Lib) Active Learning is a machine learning approach that enables the selection of the most informative data points to be labeled by an oracle, thereby reducing the number of labeled data points required to train a model. Active Learning is useful in scenarios where labeled data is limited or expensive to acquire. Active Learning can help improve the accuracy of machine learning models with fewer labeled data points. Learning with Limited Labeled Data in Python Python is a popular language for machine learning, and several libraries support Active Learning. In this tutorial, we will use the Scikit-learn library to train a model and the Active Learning library to select informative data points to be labeled. Import Libraries We will start by importing the necessary libraries, including Scikit-learn for training the model, NumPy for numerical computations, and the Active Learning library for selecting informative data points to be labeled. import numpy as np from sklearn.datasets import make_classification from sklearn.linear_model import LogisticRegression from sklearn.model_selection import train_test_split from modAL.uncertainty import uncertainty_sampling Generate Data Next, we will generate some random data for training and testing the model. # Generate random data for […]
Machine learning for structure-property relationships: Scalability and limitations
Tian, Zhongzheng, Zhang, Sheng, Chern, Gia-Wei
We present a scalable machine learning (ML) framework for predicting intensive properties and particularly classifying phases of many-body systems. Scalability and transferability are central to the unprecedented computational efficiency of ML methods. In general, linear-scaling computation can be achieved through the divide and conquer approach, and the locality of physical properties is key to partitioning the system into sub-domains that can be solved separately. Based on the locality assumption, ML model is developed for the prediction of intensive properties of a finite-size block. Predictions of large-scale systems can then be obtained by averaging results of the ML model from randomly sampled blocks of the system. We show that the applicability of this approach depends on whether the block-size of the ML model is greater than the characteristic length scale of the system. In particular, in the case of phase identification across a critical point, the accuracy of the ML prediction is limited by the diverging correlation length. The two-dimensional Ising model is used to demonstrate the proposed framework. We obtain an intriguing scaling relation between the prediction accuracy and the ratio of ML block size over the spin-spin correlation length. Implications for practical applications are also discussed.
Generative modeling for time series via Schr{\"o}dinger bridge
Hamdouche, Mohamed, Henry-Labordere, Pierre, Pham, Huyên
We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure consistent with the joint data distribution of the time series. The solution is characterized by a stochastic differential equation on finite horizon with a path-dependent drift function, hence respecting the temporal dynamics of the time series distribution. We can estimate the drift function from data samples either by kernel regression methods or with LSTM neural networks, and the simulation of the SB diffusion yields new synthetic data samples of the time series. The performance of our generative model is evaluated through a series of numerical experiments. First, we test with a toy autoregressive model, a GARCH Model, and the example of fractional Brownian motion, and measure the accuracy of our algorithm with marginal and temporal dependencies metrics. Next, we use our SB generated synthetic samples for the application to deep hedging on real-data sets. Finally, we illustrate the SB approach for generating sequence of images.
Vitruvio: 3D Building Meshes via Single Perspective Sketches
Tono, Alberto, Huang, Heyaojing, Agrawal, Ashwin, Fischer, Martin
Today's architectural engineering and construction (AEC) software require a learning curve to generate a three-dimension building representation. This limits the ability to quickly validate the volumetric implications of an initial design idea communicated via a single sketch. Allowing designers to translate a single sketch to a 3D building will enable owners to instantly visualize 3D project information without the cognitive load required. If previous state-of-the-art (SOTA) data-driven methods for single view reconstruction (SVR) showed outstanding results in the reconstruction process from a single image or sketch, they lacked specific applications, analysis, and experiments in the AEC. Therefore, this research addresses this gap, introducing the first deep learning method focused only on buildings that aim to convert a single sketch to a 3D building mesh: Vitruvio. Vitruvio adapts Occupancy Network for SVR tasks on a specific building dataset (Manhattan 1K). This adaptation brings two main improvements. First, it accelerates the inference process by more than 26% (from 0.5s to 0.37s). Second, it increases the reconstruction accuracy (measured by the Chamfer Distance) by 18%. During this adaptation in the AEC domain, we evaluate the effect of the building orientation in the learning procedure since it constitutes an important design factor. While aligning all the buildings to a canonical pose improved the overall quantitative metrics, it did not capture fine-grain details in more complex building shapes (as shown in our qualitative analysis). Finally, Vitruvio outputs a 3D-printable building mesh with arbitrary topology and genus from a single perspective sketch, providing a step forward to allow owners and designers to communicate 3D information via a 2D, effective, intuitive, and universal communication medium: the sketch.
Fairness in Graph Mining: A Survey
Dong, Yushun, Ma, Jing, Wang, Song, Chen, Chen, Li, Jundong
Abstract--Graph mining algorithms have been playing a significant role in myriad fields over the years. However, despite their promising performance on various graph analytical tasks, most of these algorithms lack fairness considerations. As a consequence, they could lead to discrimination towards certain populations when exploited in human-centered applications. Recently, algorithmic fairness has been extensively studied in graph-based applications. In contrast to algorithmic fairness on independent and identically distributed (i.i.d.) data, fairness in graph mining has exclusive backgrounds, taxonomies, and fulfilling techniques. In this survey, we provide a comprehensive and up-to-date introduction of existing literature under the context of fair graph mining. Specifically, we propose a novel taxonomy of fairness notions on graphs, which sheds light on their connections and differences. We further present an organized summary of existing techniques that promote fairness in graph mining. Finally, we discuss current research challenges and open questions, aiming at encouraging cross-breeding ideas and further advances. Graph-structured data is pervasive in diverse real-world Compared with achieving fairness in the context of independent applications, e.g., E-commerce [102], [121], health care [37], and identically distributed (i.i.d.) data, fulfilling [53], traffic forecasting [72], [100], and drug discovery [15], fairness in graph mining can be non-trivial due to two [172]. The first challenge is to formulate proper have been proposed to gain a deeper understanding of such fairness notions as the criteria to determine the existence of data. These algorithms have shown promising performance unfairness (i.e., bias). Although a vast amount of traditional on graph analytical tasks such as node classification [59], algorithmic fairness notions have been proposed centered [86], [161] and link prediction [4], [103], [109], contributing on i.i.d. For example, the same population can be most of them lack fairness considerations. Consequently, connected with different topologies as in Figure 1a and 1b, they could yield discriminatory results towards certain populations where each node represents an individual, and the color when such algorithms are exploited in humancentered of nodes denotes their demographic subgroup membership, applications [80]. Compared with the graph topology job recommender system may unfavorably recommend in Figure 1a, the topology in Figure 1b has more intra-group fewer job opportunities to individuals of a certain edges than inter-group edges. The dominance of intra-group gender [97] or individuals in an underrepresented ethnic edges in the graph topology is a common type of bias group [150].
Federated Learning with Classifier Shift for Class Imbalance
Shen, Yunheng, Wang, Haoxiang, Lv, Hairong
Federated learning aims to learn a global model collaboratively while the training data belongs to different clients and is not allowed to be exchanged. However, the statistical heterogeneity challenge on non-IID data, such as class imbalance in classification, will cause client drift and significantly reduce the performance of the global model. This paper proposes a simple and effective approach named FedShift which adds the shift on the classifier output during the local training phase to alleviate the negative impact of class imbalance. We theoretically prove that the classifier shift in FedShift can make the local optimum consistent with the global optimum and ensure the convergence of the algorithm. Moreover, our experiments indicate that FedShift significantly outperforms the other state-of-the-art federated learning approaches on various datasets regarding accuracy and communication efficiency.
Electricity Demand Forecasting with Hybrid Statistical and Machine Learning Algorithms: Case Study of Ukraine
Grandon, Tatiana Gonzalez, Schwenzer, Johannes, Steens, Thomas, Breuing, Julia
This article presents a novel hybrid approach using statistics and machine learning to forecast the national demand of electricity. As investment and operation of future energy systems require long-term electricity demand forecasts with hourly resolution, our mathematical model fills a gap in energy forecasting. The proposed methodology was constructed using hourly data from Ukraine's electricity consumption ranging from 2013 to 2020. To this end, we analysed the underlying structure of the hourly, daily and yearly time series of electricity consumption. The long-term yearly trend is evaluated using macroeconomic regression analysis. The mid-term model integrates temperature and calendar regressors to describe the underlying structure, and combines ARIMA and LSTM ``black-box'' pattern-based approaches to describe the error term. The short-term model captures the hourly seasonality through calendar regressors and multiple ARMA models for the residual. Results show that the best forecasting model is composed by combining multiple regression models and a LSTM hybrid model for residual prediction. Our hybrid model is very effective at forecasting long-term electricity consumption on an hourly resolution. In two years of out-of-sample forecasts with 17520 timesteps, it is shown to be within 96.83 \% accuracy.
TRBoost: A Generic Gradient Boosting Machine based on Trust-region Method
Luo, Jiaqi, Wei, Zihao, Man, Junkai, Xu, Shixin
Gradient Boosting Machines (GBMs) have demonstrated remarkable success in solving diverse problems by utilizing Taylor expansions in functional space. However, achieving a balance between performance and generality has posed a challenge for GBMs. In particular, gradient descent-based GBMs employ the first-order Taylor expansion to ensure applicability to all loss functions, while Newton's method-based GBMs use positive Hessian information to achieve superior performance at the expense of generality. To address this issue, this study proposes a new generic Gradient Boosting Machine called Trust-region Boosting (TRBoost). In each iteration, TRBoost uses a constrained quadratic model to approximate the objective and applies the Trust-region algorithm to solve it and obtain a new learner. Unlike Newton's method-based GBMs, TRBoost does not require the Hessian to be positive definite, thereby allowing it to be applied to arbitrary loss functions while still maintaining competitive performance similar to second-order algorithms. The convergence analysis and numerical experiments conducted in this study confirm that TRBoost is as general as first-order GBMs and yields competitive results compared to second-order GBMs. Overall, TRBoost is a promising approach that balances performance and generality, making it a valuable addition to the toolkit of machine learning practitioners.
RecUP-FL: Reconciling Utility and Privacy in Federated Learning via User-configurable Privacy Defense
Cui, Yue, Meerza, Syed Irfan Ali, Li, Zhuohang, Liu, Luyang, Zhang, Jiaxin, Liu, Jian
Federated learning (FL) provides a variety of privacy advantages by allowing clients to collaboratively train a model without sharing their private data. However, recent studies have shown that private information can still be leaked through shared gradients. To further minimize the risk of privacy leakage, existing defenses usually require clients to locally modify their gradients (e.g., differential privacy) prior to sharing with the server. While these approaches are effective in certain cases, they regard the entire data as a single entity to protect, which usually comes at a large cost in model utility. In this paper, we seek to reconcile utility and privacy in FL by proposing a user-configurable privacy defense, RecUP-FL, that can better focus on the user-specified sensitive attributes while obtaining significant improvements in utility over traditional defenses. Moreover, we observe that existing inference attacks often rely on a machine learning model to extract the private information (e.g., attributes). We thus formulate such a privacy defense as an adversarial learning problem, where RecUP-FL generates slight perturbations that can be added to the gradients before sharing to fool adversary models. To improve the transferability to un-queryable black-box adversary models, inspired by the idea of meta-learning, RecUP-FL forms a model zoo containing a set of substitute models and iteratively alternates between simulations of the white-box and the black-box adversarial attack scenarios to generate perturbations. Extensive experiments on four datasets under various adversarial settings (both attribute inference attack and data reconstruction attack) show that RecUP-FL can meet user-specified privacy constraints over the sensitive attributes while significantly improving the model utility compared with state-of-the-art privacy defenses.
Re-Weighted Softmax Cross-Entropy to Control Forgetting in Federated Learning
Legate, Gwen, Caccia, Lucas, Belilovsky, Eugene
In Federated Learning, a global model is learned by aggregating model updates computed at a set of independent client nodes, to reduce communication costs multiple gradient steps are performed at each node prior to aggregation. A key challenge in this setting is data heterogeneity across clients resulting in differing local objectives which can lead clients to overly minimize their own local objective, diverging from the global solution. We demonstrate that individual client models experience a catastrophic forgetting with respect to data from other clients and propose an efficient approach that modifies the cross-entropy objective on a per-client basis by re-weighting the softmax logits prior to computing the loss. This approach shields classes outside a client's label set from abrupt representation change and we empirically demonstrate it can alleviate client forgetting and provide consistent improvements to standard federated learning algorithms. Our method is particularly beneficial under the most challenging federated learning settings where data heterogeneity is high and client participation in each round is low. Federated Learning (FL) is a distributed machine learning paradigm in which a shared global model is learned from a decentralized set of data located at a number of independent client nodes (McMahan et al., 2017; Konečnỳ et al., 2016). Driven by communication constraints, FL algorithms typically perform a number of local gradient update steps before synchronizing with the global model. This reduced communication strategy is very effective under independent and identically distributed (i.i.d.) settings, but data heterogeneity across clients has direct implications on the convergence and performance of FL algorithms (Zhao et al., 2018). FL was conceptualized as a learning technique to train a shared model without sharing user sensitive data, while allowing users to benefit from data stored at other nodes, such as phones and tablets of decentralized users. Under realistic settings, client data will often have non-i.i.d.