Statistical Learning
Working with Projected Gradient Descent part1(Machine Learning)
Abstract: This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed gradient-based algorithm with a novel operator inspired by the convex projection, called the clique-based projection. Next, we scrutinize the convergence properties for both diminishing and fixed step sizes. For diminishing ones, we show the convergence to an optimal solution under the assumptions of the smoothness of an objective function and the compactness of the constraint set. Additionally, when the objective function is strongly monotone, the strict convergence to the unique solution is proved without the assumption of compactness.
Working with Projected Gradient Descent part2(Machine Learning)
Abstract: The unit-modulus least squares (UMLS) problem has a wide spectrum of applications in signal processing, e.g., phase-only beamforming, phase retrieval, radar code design, and sensor network localization. Scalable first-order methods such as projected gradient descent (PGD) have recently been studied as a simple yet efficient approach to solving the UMLS problem. Existing results on the convergence of PGD for UMLS often focus on global convergence to stationary points. As a non-convex problem, only a sublinear convergence rate has been established. However, these results do not explain the fast convergence of PGD frequently observed in practice.
Machine Learning Approach to Polymerization Reaction Engineering: Determining Monomers Reactivity Ratios
The atom & bond features are ranked based on an average score of their influences to the reactivity ratio prediction of trained samples. Each dot represents the impact of the corresponding pair of monomers and copolymer in the training set. Red and blue color indicates the high and low impact on the reactivity ratios, respectively. A positive SHAP value indicates a positive influence on the prediction, and a negative SHAP value indicates a negative influence on the prediction.
Anxolotl, an Anxiety Companion App -- Stress Detection
Gomes, Nuno, Pato, Matilde, Santos, Pedro, Lourenço, André, Rodrigues, Lourenço
Stress has a great effect on people's lives that can not be understated. While it can be good, since it helps humans to adapt to new and different situations, it can also be harmful when not dealt with properly, leading to chronic stress. The objective of this paper is developing a stress monitoring solution, that can be used in real life, while being able to tackle this challenge in a positive way. The SMILE data set was provided to team Anxolotl, and all it was needed was to develop a robust model. We developed a supervised learning model for classification in Python, presenting the final result of 64.1% in accuracy and a f1-score of 54.96%. The resulting solution stood the robustness test, presenting low variation between runs, which was a major point for it's possible integration in the Anxolotl app in the future.
Machine Learning technique for isotopic determination of radioisotopes using HPGe $\mathrm{\gamma}$-ray spectra
Khatiwada, Ajeeta, Klasky, Marc, Lombardi, Marcie, Matheny, Jason, Mohan, Arvind
$\mathrm{\gamma}$-ray spectroscopy is a quantitative, non-destructive technique that may be utilized for the identification and quantitative isotopic estimation of radionuclides. Traditional methods of isotopic determination have various challenges that contribute to statistical and systematic uncertainties in the estimated isotopics. Furthermore, these methods typically require numerous pre-processing steps, and have only been rigorously tested in laboratory settings with limited shielding. In this work, we examine the application of a number of machine learning based regression algorithms as alternatives to conventional approaches for analyzing $\mathrm{\gamma}$-ray spectroscopy data in the Emergency Response arena. This approach not only eliminates many steps in the analysis procedure, and therefore offers potential to reduce this source of systematic uncertainty, but is also shown to offer comparable performance to conventional approaches in the Emergency Response Application.
Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors
Hambuckers, Julien, Sun, Li, Trapin, Luca
We study tail risk dynamics in high-frequency financial markets and their connection with trading activity and market uncertainty. We introduce a dynamic extreme value regression model accommodating both stationary and local unit-root predictors to appropriately capture the time-varying behaviour of the distribution of high-frequency extreme losses. To characterize trading activity and market uncertainty, we consider several volatility and liquidity predictors, and propose a two-step adaptive $L_1$-regularized maximum likelihood estimator to select the most appropriate ones. We establish the oracle property of the proposed estimator for selecting both stationary and local unit-root predictors, and show its good finite sample properties in an extensive simulation study. Studying the high-frequency extreme losses of nine large liquid U.S. stocks using 42 liquidity and volatility predictors, we find the severity of extreme losses to be well predicted by low levels of price impact in period of high volatility of liquidity and volatility.
Covariate-guided Bayesian mixture model for multivariate time series
Fu, Haoyi, Tang, Lu, Rosen, Ori, Hipwell, Alison E., Huppert, Theodore J., Krafty, Robert T.
With rapid development of techniques to measure brain activity and structure, statistical methods for analyzing modern brain-imaging play an important role in the advancement of science. Imaging data that measure brain function are usually multivariate time series and are heterogeneous across both imaging sources and subjects, which lead to various statistical and computational challenges. In this paper, we propose a group-based method to cluster a collection of multivariate time series via a Bayesian mixture of smoothing splines. Our method assumes each multivariate time series is a mixture of multiple components with different mixing weights. Time-independent covariates are assumed to be associated with the mixture components and are incorporated via logistic weights of a mixture-of-experts model. We formulate this approach under a fully Bayesian framework using Gibbs sampling where the number of components is selected based on a deviance information criterion. The proposed method is compared to existing methods via simulation studies and is applied to a study on functional near-infrared spectroscopy (fNIRS), which aims to understand infant emotional reactivity and recovery from stress. The results reveal distinct patterns of brain activity, as well as associations between these patterns and selected covariates.
HiClass: a Python library for local hierarchical classification compatible with scikit-learn
Miranda, Fábio M., Köhnecke, Niklas, Renard, Bernhard Y.
HiClass is an open-source Python library for local hierarchical classification entirely compatible with scikit-learn. It contains implementations of the most common design patterns for hierarchical machine learning models found in the literature, that is, the local classifiers per node, per parent node and per level. Additionally, the package contains implementations of hierarchical metrics, which are more appropriate for evaluating classification performance on hierarchical data. The documentation includes installation and usage instructions, examples within tutorials and interactive notebooks, and a complete description of the API. HiClass is released under the simplified BSD license, encouraging its use in both academic and commercial environments.
Detecting Severity of Diabetic Retinopathy from Fundus Images using Ensembled Transformers
Adak, Chandranath, Karkera, Tejas, Chattopadhyay, Soumi, Saqib, Muhammad
Diabetic Retinopathy (DR) is considered one of the primary concerns due to its effect on vision loss among most people with diabetes globally. The severity of DR is mostly comprehended manually by ophthalmologists from fundus photography-based retina images. This paper deals with an automated understanding of the severity stages of DR. In the literature, researchers have focused on this automation using traditional machine learning-based algorithms and convolutional architectures. However, the past works hardly focused on essential parts of the retinal image to improve the model performance. In this paper, we adopt transformer-based learning models to capture the crucial features of retinal images to understand DR severity better. We work with ensembling image transformers, where we adopt four models, namely ViT (Vision Transformer), BEiT (Bidirectional Encoder representation for image Transformer), CaiT (Class-Attention in Image Transformers), and DeiT (Data efficient image Transformers), to infer the degree of DR severity from fundus photographs. For experiments, we used the publicly available APTOS-2019 blindness detection dataset, where the performances of the transformer-based models were quite encouraging.
A Theory of I/O-Efficient Sparse Neural Network Inference
Gleinig, Niels, Ben-Nun, Tal, Hoefler, Torsten
As the accuracy of machine learning models increases at a fast rate, so does their demand for energy and compute resources. On a low level, the major part of these resources is consumed by data movement between different memory units. Modern hardware architectures contain a form of fast memory (e.g., cache, registers), which is small, and a slow memory (e.g., DRAM), which is larger but expensive to access. We can only process data that is stored in fast memory, which incurs data movement (input/output-operations, or I/Os) between the two units. In this paper, we provide a rigorous theoretical analysis of the I/Os needed in sparse feedforward neural network (FFNN) inference. We establish bounds that determine the optimal number of I/Os up to a factor of 2 and present a method that uses a number of I/Os within that range. Much of the I/O-complexity is determined by a few high-level properties of the FFNN (number of inputs, outputs, neurons, and connections), but if we want to get closer to the exact lower bound, the instance-specific sparsity patterns need to be considered. Departing from the 2-optimal computation strategy, we show how to reduce the number of I/Os further with simulated annealing. Complementing this result, we provide an algorithm that constructively generates networks with maximum I/O-efficiency for inference. We test the algorithms and empirically verify our theoretical and algorithmic contributions. In our experiments on real hardware we observe speedups of up to 45$\times$ relative to the standard way of performing inference.