Statistical Learning
A Pattern Discovery Approach to Multivariate Time Series Forecasting
Cheng, Yunyao, Guo, Chenjuan, Chen, Kaixuan, Zhao, Kai, Yang, Bin, Xie, Jiandong, Jensen, Christian S., Huang, Feiteng, Zheng, Kai
Multivariate time series forecasting constitutes important functionality in cyber-physical systems, whose prediction accuracy can be improved significantly by capturing temporal and multivariate correlations among multiple time series. State-of-the-art deep learning methods fail to construct models for full time series because model complexity grows exponentially with time series length. Rather, these methods construct local temporal and multivariate correlations within subsequences, but fail to capture correlations among subsequences, which significantly affect their forecasting accuracy. To capture the temporal and multivariate correlations among subsequences, we design a pattern discovery model, that constructs correlations via diverse pattern functions. While the traditional pattern discovery method uses shared and fixed pattern functions that ignore the diversity across time series. We propose a novel pattern discovery method that can automatically capture diverse and complex time series patterns. We also propose a learnable correlation matrix, that enables the model to capture distinct correlations among multiple time series. Extensive experiments show that our model achieves state-of-the-art prediction accuracy.
Scalable Hybrid Learning Techniques for Scientific Data Compression
Banerjee, Tania, Choi, Jong, Lee, Jaemoon, Gong, Qian, Chen, Jieyang, Klasky, Scott, Rangarajan, Anand, Ranka, Sanjay
Data compression is becoming critical for storing scientific data because many scientific applications need to store large amounts of data and post process this data for scientific discovery. Unlike image and video compression algorithms that limit errors to primary data, scientists require compression techniques that accurately preserve derived quantities of interest (QoIs). This paper presents a physics-informed compression technique implemented as an end-to-end, scalable, GPU-based pipeline for data compression that addresses this requirement. Our hybrid compression technique combines machine learning techniques and standard compression methods. Specifically, we combine an autoencoder, an error-bounded lossy compressor to provide guarantees on raw data error, and a constraint satisfaction post-processing step to preserve the QoIs within a minimal error (generally less than floating point error). The effectiveness of the data compression pipeline is demonstrated by compressing nuclear fusion simulation data generated by a large-scale fusion code, XGC, which produces hundreds of terabytes of data in a single day. Our approach works within the ADIOS framework and results in compression by a factor of more than 150 while requiring only a few percent of the computational resources necessary for generating the data, making the overall approach highly effective for practical scenarios.
Integrating Heterogeneous Domain Information into Relation Extraction: A Case Study on Drug-Drug Interaction Extraction
The development of deep neural networks has improved representation learning in various domains, including textual, graph structural, and relational triple representations. This development opened the door to new relation extraction beyond the traditional text-oriented relation extraction. However, research on the effectiveness of considering multiple heterogeneous domain information simultaneously is still under exploration, and if a model can take an advantage of integrating heterogeneous information, it is expected to exhibit a significant contribution to many problems in the world. This thesis works on Drug-Drug Interactions (DDIs) from the literature as a case study and realizes relation extraction utilizing heterogeneous domain information. First, a deep neural relation extraction model is prepared and its attention mechanism is analyzed. Next, a method to combine the drug molecular structure information and drug description information to the input sentence information is proposed, and the effectiveness of utilizing drug molecular structures and drug descriptions for the relation extraction task is shown. Then, in order to further exploit the heterogeneous information, drug-related items, such as protein entries, medical terms and pathways are collected from multiple existing databases and a new data set in the form of a knowledge graph (KG) is constructed. A link prediction task on the constructed data set is conducted to obtain embedding representations of drugs that contain the heterogeneous domain information. Finally, a method that integrates the input sentence information and the heterogeneous KG information is proposed. The proposed model is trained and evaluated on a widely used data set, and as a result, it is shown that utilizing heterogeneous domain information significantly improves the performance of relation extraction from the literature.
Variable Clustering via Distributionally Robust Nodewise Regression
Wang, Kaizheng, Xu, Xiao, Zhou, Xun Yu
We study a multi-factor block model for variable clustering and connect it to the regularized subspace clustering by formulating a distributionally robust version of the nodewise regression. To solve the latter problem, we derive a convex relaxation, provide guidance on selecting the size of the robust region, and hence the regularization weighting parameter, based on the data, and propose an ADMM algorithm for implementation. We validate our method in an extensive simulation study. Finally, we propose and apply a variant of our method to stock return data, obtain interpretable clusters that facilitate portfolio selection and compare its out-of-sample performance with other clustering methods in an empirical study.
Combinatorial Causal Bandits
In combinatorial causal bandits (CCB), the learning agent chooses at most $K$ variables in each round to intervene, collects feedback from the observed variables, with the goal of minimizing expected regret on the target variable $Y$. We study under the context of binary generalized linear models (BGLMs) with a succinct parametric representation of the causal models. We present the algorithm BGLM-OFU for Markovian BGLMs (i.e. no hidden variables) based on the maximum likelihood estimation method, and show that it achieves $O(\sqrt{T}\log T)$ regret, where $T$ is the time horizon. For the special case of linear models with hidden variables, we apply causal inference techniques such as the do-calculus to convert the original model into a Markovian model, and then show that our BGLM-OFU algorithm and another algorithm based on the linear regression both solve such linear models with hidden variables. Our novelty includes (a) considering the combinatorial intervention action space and the general causal models including ones with hidden variables, (b) integrating and adapting techniques from diverse studies such as generalized linear bandits and online influence maximization, and (c) avoiding unrealistic assumptions (such as knowing the joint distribution of the parents of $Y$ under all interventions) and regret factors exponential to causal graph size in prior studies.
FriendlyCore: Practical Differentially Private Aggregation
Tsfadia, Eliad, Cohen, Edith, Kaplan, Haim, Mansour, Yishay, Stemmer, Uri
Metric aggregation tasks are at the heart of data analysis. Common tasks include averaging, k-clustering, and learning a mixture of distributions. When the data points are sensitive information, corresponding for example to records or activities of particular users, we would like the aggregation to be private. The most widely accepted solution to individual privacy is differential privacy (DP) [DMNS06] that limits the effect that each data point can have on the outcome of the computation. Differentially private algorithms, however, tend to be less accurate and practical than their non-private counterparts. This degradation in accuracy can be attributed, to a large extent, to the fact that the requirement of differential privacy is a worst-case kind of a requirement. To illustrate this point, consider the task of privately learning mixture of Gaussians.
Galaxy Image Classification using Hierarchical Data Learning with Weighted Sampling and Label Smoothing
Ma, Xiaohua, Li, Xiangru, Luo, Ali, Zhang, Jinqu, Li, Hui
With the development of a series of Galaxy sky surveys in recent years, the observations increased rapidly, which makes the research of machine learning methods for galaxy image recognition a hot topic. Available automatic galaxy image recognition researches are plagued by the large differences in similarity between categories, the imbalance of data between different classes, and the discrepancy between the discrete representation of Galaxy classes and the essentially gradual changes from one morphological class to the adjacent class (DDRGC). These limitations have motivated several astronomers and machine learning experts to design projects with improved galaxy image recognition capabilities. Therefore, this paper proposes a novel learning method, ``Hierarchical Imbalanced data learning with Weighted sampling and Label smoothing" (HIWL). The HIWL consists of three key techniques respectively dealing with the above-mentioned three problems: (1) Designed a hierarchical galaxy classification model based on an efficient backbone network; (2) Utilized a weighted sampling scheme to deal with the imbalance problem; (3) Adopted a label smoothing technique to alleviate the DDRGC problem. We applied this method to galaxy photometric images from the Galaxy Zoo-The Galaxy Challenge, exploring the recognition of completely round smooth, in between smooth, cigar-shaped, edge-on and spiral. The overall classification accuracy is 96.32\%, and some superiorities of the HIWL are shown based on recall, precision, and F1-Score in comparing with some related works. In addition, we also explored the visualization of the galaxy image features and model attention to understand the foundations of the proposed scheme.
Extractive Text Summarization Using Generalized Additive Models with Interactions for Sentence Selection
da Silva, Vinícius Camargo, Papa, João Paulo, da Costa, Kelton Augusto Pontara
Automatic Text Summarization (ATS) is becoming relevant with the growth of textual data; however, with the popularization of public large-scale datasets, some recent machine learning approaches have focused on dense models and architectures that, despite producing notable results, usually turn out in models difficult to interpret. Given the challenge behind interpretable learning-based text summarization and the importance it may have for evolving the current state of the ATS field, this work studies the application of two modern Generalized Additive Models with interactions, namely Explainable Boosting Machine and GAMI-Net, to the extractive summarization problem based on linguistic features and binary classification.
10 databases supporting in-database machine learning
In my October 2022 article, "How to choose a cloud machine learning platform," my first guideline for choosing a platform was, "Be close to your data." Keeping the code near the data is necessary to keep the latency low, since the speed of light limits transmission speeds. After all, machine learning -- especially deep learning -- tends to go through all your data multiple times (each time through is called an epoch). The ideal case for very large data sets is to build the model where the data already resides, so that no mass data transmission is needed. Several databases support that to a limited extent.
7 Best Certifications for Machine Learning You Must Know in 2023
Are you looking for the Best Certifications for Machine Learning? If yes, this article is for you. In this article, I listed the 7 Best Certifications for Machine Learning. So, give a few minutes to this article and find the Best Certifications for Machine Learning for you. Now without further ado, let's get started- In this Nanodegree Program, there are 4 courses and 5 Projects.