Statistical Learning
Multicalibration as Boosting for Regression
Globus-Harris, Ira, Harrison, Declan, Kearns, Michael, Roth, Aaron, Sorrell, Jessica
We revisit the problem of boosting for regression, and develop a new agnostic regression boosting algorithm via a connection to multicalibration. In doing so, we shed additional light on multicalibration, a recent learning objective that has emerged from the algorithmic fairness literature [Hébert-Johnson et al., 2018]. In particular, we characterize multicalibration in terms of a "swap-regret" like condition, and use it to answer the question "what property must a collection of functions H have so that multicalibration with respect to H implies Bayes optimality?", giving a complete answer to problem asked by Burhanpurkar et al. [2021]. Using our swap-regret characterization, we derive an especially simple algorithm for learning a multicalibrated predictor for a class of functions H by reduction to a standard squared-error regression algorithm for H. The same algorithm can also be analyzed as a boosting algorithm for squared error regression that makes calls to a weak learner for squared error regression on subsets of the original data distribution without the need to relabel examples (in contrast to Gradient Boosting as well as existing multicalibration algorithms). This lets us specify a weak learning condition that is sufficient for convergence to the Bayes optimal predictor (even if the Bayes optimal predictor does not have zero error), avoiding the kinds of realizability assumptions that are implicit in analyses of boosting algorithms that converge to zero error. We conclude that ensuring multicalibration with respect to H corresponds to boosting for squared error regression in which H forms the set of weak learners. Finally we define a weak learning condition for H relative to a constrained class of functions C (rather than with respect to the Bayes optimal predictor). We show that multicalibration with respect to H implies multicalibration with respect to C if H satisfies the weak learning condition with respect to C, which in turn implies accuracy at least that of the best function in C. Multicalibration Consider a distribution D P Z defined over a domain Z " X ˆ R of feature vectors x P X paired with real valued labels y.
An Efficient Solution to s-Rectangular Robust Markov Decision Processes
Kumar, Navdeep, Levy, Kfir, Wang, Kaixin, Mannor, Shie
In Markov Decision Processes (MDPs), an agent interacts with the environment and learns to optimally behave in it [28]. However, the MDP solution may be very sensitive to little changes in the model parameters [23]. Hence we should be cautious applying the solution of the MDP, when the model is changing or when there is uncertainty in the model parameters. Robust MDPs provide a way to address this issue, where an agent can learn to optimally behave even when the model parameters are uncertain [15, 29, 18]. Another motivation to study robust MDPs is that they can lead to better generalization [33, 34, 25] compared to non-robust solutions.
Low Complexity Adaptive Machine Learning Approaches for End-to-End Latency Prediction
Larrenie, Pierre, Bercher, Jean-François, Venard, Olivier, Lahsen-Cherif, Iyad
Software Defined Networks have opened the door to statistical and AI-based techniques to improve efficiency of networking. Especially to ensure a certain Quality of Service (QoS) for specific applications by routing packets with awareness on content nature (VoIP, video, files, etc.) and its needs (latency, bandwidth, etc.) to use efficiently resources of a network. Monitoring and predicting various Key Performance Indicators (KPIs) at any level may handle such problems while preserving network bandwidth. The question addressed in this work is the design of efficient, low-cost adaptive algorithms for KPI estimation, monitoring and prediction. We focus on end-to-end latency prediction, for which we illustrate our approaches and results on data obtained from a public generator provided after the recent international challenge on GNN [12]. In this paper, we improve our previously proposed low-cost estimators [6] by adding the adaptive dimension, and show that the performances are minimally modified while gaining the ability to track varying networks.
Review of methods for automatic cerebral microbleeds detection
Ferlin, Maria, Klawikowska, Zuzanna, Grochowski, Michał, Grzywińska, Małgorzata, Szurowska, Edyta
Cerebral microbleeds detection is an important and challenging task. With the gaining popularity of the MRI, the ability to detect cerebral microbleeds also raises. Unfortunately, for radiologists, it is a time-consuming and laborious procedure. For this reason, various solutions to automate this process have been proposed for several years, but none of them is currently used in medical practice. In this context, the need to systematize the existing knowledge and best practices has been recognized as a factor facilitating the imminent synthesis of a real CMBs detection system practically applicable in medicine. To the best of our knowledge, all available publications regarding automatic cerebral microbleeds detection have been gathered, described, and assessed in this paper in order to distinguish the current research state and provide a starting point for future studies.
Preserving local densities in low-dimensional embeddings
Fischer, Jonas, Burkholz, Rebekka, Vreeken, Jilles
Low-dimensional embeddings and visualizations are an indispensable tool for analysis of high-dimensional data. State-of-the-art methods, such as tSNE and UMAP, excel in unveiling local structures hidden in high-dimensional data and are therefore routinely applied in standard analysis pipelines in biology. We show, however, that these methods fail to reconstruct local properties, such as relative differences in densities (Fig. 1) and that apparent differences in cluster size can arise from computational artifact caused by differing sample sizes (Fig. 2). Providing a theoretical analysis of this issue, we then suggest dtSNE, which approximately conserves local densities. In an extensive study on synthetic benchmark and real world data comparing against five state-of-the-art methods, we empirically show that dtSNE provides similar global reconstruction, but yields much more accurate depictions of local distances and relative densities.
Learning Against Distributional Uncertainty: On the Trade-off Between Robustness and Specificity
Wang, Shixiong, Wang, Haowei, Honorio, Jean
Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust optimization (DRO), and regularization. However, two issues have to be raised: 1) All these methods are biased estimators of the true optimal cost; 2) the prior distribution in the Bayesian method, the radius of the distributional ball in the DRO method, and the regularizer in the regularization method are difficult to specify. This paper studies a new framework that unifies the three approaches and that addresses the two challenges mentioned above. The asymptotic properties (e.g., consistency and asymptotic normalities), non-asymptotic properties (e.g., unbiasedness and generalization error bound), and a Monte--Carlo-based solution method of the proposed model are studied. The new model reveals the trade-off between the robustness to the unseen data and the specificity to the training data.
Laser Ranging Based Intelligent System for Unknown Environment Mapping
Thelasingha, T. H. M. N. C., Udugama, U. V. B. L., Ekanayake, E. M. S. P., Godaliyadda, G. M. R. I., Ekanayake, M. P. B., Samaranayake, B. G. L. T., Wijayakulasooriya, J. V.
This work describes the implementation of a simple and computationally efficient Intelligent Navigation System (INS) for autonomous systems used in areas where human access is impossible. The system uses Laser Range Finder (LRF) readings as input, making it suitable for mobile platform implementation. The INS pre-processes the LRF readings to remove noise and determines an obstacle-free path for mapping. The system's localization method uses a similarity transform and particle filter. The system was tested in artificially generated environments and emulated in real-time with real-environment data. The system was then implemented in a Raspberry Pi3 on a 3WD Omni-directional mobile platform and tested in real environments. The system was able to generate an accurate 2D map of the area. The proposed methodology was shown to be efficient through a comparative analysis of execution time.
Human Fall Detection- Multimodality Approach
Wang, Xi, Penta, Ramya, Sehgal, Bhavya, Chen-Song, Dale
Falls have become more frequent in recent years, which has been harmful for senior citizens.Therefore detecting falls have become important and several data sets and machine learning model have been introduced related to fall detection. In this project report, a human fall detection method is proposed using a multi modality approach. We used the UP-FALL detection data set which is collected by dozens of volunteers using different sensors and two cameras. We use wrist sensor with acclerometer data keeping labels to binary classification, namely fall and no fall from the data set.We used fusion of camera and sensor data to increase performance. The experimental results shows that using only wrist data as compared to multi sensor for binary classification did not impact the model prediction performance for fall detection.
GDOD: Effective Gradient Descent using Orthogonal Decomposition for Multi-Task Learning
Dong, Xin, Wu, Ruize, Xiong, Chao, Li, Hai, Cheng, Lei, He, Yong, Qian, Shiyou, Cao, Jian, Mo, Linjian
Multi-task learning (MTL) aims at solving multiple related tasks simultaneously and has experienced rapid growth in recent years. However, MTL models often suffer from performance degeneration with negative transfer due to learning several tasks simultaneously. Some related work attributed the source of the problem is the conflicting gradients. In this case, it is needed to select useful gradient updates for all tasks carefully. To this end, we propose a novel optimization approach for MTL, named GDOD, which manipulates gradients of each task using an orthogonal basis decomposed from the span of all task gradients. GDOD decomposes gradients into task-shared and task-conflict components explicitly and adopts a general update rule for avoiding interference across all task gradients. This allows guiding the update directions depending on the task-shared components. Moreover, we prove the convergence of GDOD theoretically under both convex and non-convex assumptions. Experiment results on several multi-task datasets not only demonstrate the significant improvement of GDOD performed to existing MTL models but also prove that our algorithm outperforms state-of-the-art optimization methods in terms of AUC and Logloss metrics.
Day-Ahead PV Power Forecasting Based on MSTL-TFT
Jiang, Xuetao, Jiang, Meiyu, Zhou, Qingguo
In recent years, renewable energy resources have accounted for an increasing share of electricity energy. Among them, photovoltaic (PV) power generation has received broad attention due to its economic and environmental benefits. Accurate PV generation forecasts can reduce power dispatch from the grid, thus increasing the supplier's profit in the day-ahead electricity market. The power system of a PV site is affected by solar radiation, PV plant properties and meteorological factors, resulting in uncertainty in its power output. This study used multiple seasonal-trend decomposition using LOESS (MSTL) and temporal fusion transformer (TFT) to perform day-ahead PV prediction on the desert knowledge Australia solar centre (DKASC) dataset. We compare the decomposition algorithms (VMD, EEMD and VMD-EEMD) and prediction models (BP, LSTM and XGBoost, etc.) which are commonly used in PV prediction presently. The results show that the MSTL-TFT method is more accurate than the aforementioned methods, which have noticeable improvement compared to other recent day-ahead PV predictions on desert knowledge Australia solar centre (DKASC).