Statistical Learning
GitHub - haifengl/smile: Statistical Machine Intelligence & Learning Engine
Smile (Statistical Machine Intelligence and Learning Engine) is a fast and comprehensive machine learning, NLP, linear algebra, graph, interpolation, and visualization system in Java and Scala. With advanced data structures and algorithms, Smile delivers state-of-art performance. Smile is well documented and please check out the project website for programming guides and more information. Smile covers every aspect of machine learning, including classification, regression, clustering, association rule mining, feature selection, manifold learning, multidimensional scaling, genetic algorithms, missing value imputation, efficient nearest neighbor search, etc. Feature Selection: Genetic Algorithm based Feature Selection, Ensemble Learning based Feature Selection, TreeSHAP, Signal Noise ratio, Sum Squares ratio. You can use the libraries through Maven central repository by adding the following to your project pom.xml file.
Performance assessment and exhaustive listing of 500+ nature inspired metaheuristic algorithms
Ma, Zhongqiang, Wu, Guohua, Suganthan, Ponnuthurai N., Song, Aijuan, Luo, Qizhang
Metaheuristics are popularly used in various fields, and they have attracted much attention in the scientific and industrial communities. In recent years, the number of new metaheuristic names has been continuously growing. Generally, the inventors attribute the novelties of these new algorithms to inspirations from either biology, human behaviors, physics, or other phenomena. In addition, these new algorithms, compared against basic versions of other metaheuristics using classical benchmark problems without shift/rotation, show competitive performances. In this study, we exhaustively tabulate more than 500 metaheuristics. To comparatively evaluate the performance of the recent competitive variants and newly proposed metaheuristics, 11 newly proposed metaheuristics and 4 variants of established metaheuristics are comprehensively compared on the CEC2017 benchmark suite. In addition, whether these algorithms have a search bias to the center of the search space is investigated. The results show that the performance of the newly proposed EBCM (effective butterfly optimizer with covariance matrix adaptation) algorithm performs comparably to the 4 well performing variants of the established metaheuristics and possesses similar properties and behaviors, such as convergence, diversity, exploration and exploitation trade-offs, in many aspects. The performance of all 15 of the algorithms is likely to deteriorate due to certain transformations, while the 4 state-of-the-art metaheuristics are less affected by transformations such as the shifting of the global optimal point away from the center of the search space. It should be noted that, except EBCM, the other 10 new algorithms proposed mostly during 2019-2020 are inferior to the well performing 2017 variants of differential evolution and evolution strategy in terms of convergence speed and global search ability on CEC 2017 functions.
Adaptivity for clustering-based reduced-order modeling of localized history-dependent phenomena
Ferreira, Bernardo P., Pires, F. M. Andrade, Bessa, Miguel A.
This paper proposes a novel Adaptive Clustering-based Reduced-Order Modeling (ACROM) framework to significantly improve and extend the recent family of clustering-based reduced-order models (CROMs). This adaptive framework enables the clustering-based domain decomposition to evolve dynamically throughout the problem solution, ensuring optimum refinement in regions where the relevant fields present steeper gradients. It offers a new route to fast and accurate material modeling of history-dependent nonlinear problems involving highly localized plasticity and damage phenomena. The overall approach is composed of three main building blocks: target clusters selection criterion, adaptive cluster analysis, and computation of cluster interaction tensors. In addition, an adaptive clustering solution rewinding procedure and a dynamic adaptivity split factor strategy are suggested to further enhance the adaptive process. The coined Adaptive Self-Consistent Clustering Analysis (ASCA) is shown to perform better than its static counterpart when capturing the multi-scale elasto-plastic behavior of a particle-matrix composite and predicting the associated fracture and toughness. Given the encouraging results shown in this paper, the ACROM framework sets the stage and opens new avenues to explore adaptivity in the context of CROMs.
DGNet: Distribution Guided Efficient Learning for Oil Spill Image Segmentation
Chen, Fang, Balzter, Heiko, Zhou, Feixiang, Ren, Peng, Zhou, Huiyu
Successful implementation of oil spill segmentation in Synthetic Aperture Radar (SAR) images is vital for marine environmental protection. In this paper, we develop an effective segmentation framework named DGNet, which performs oil spill segmentation by incorporating the intrinsic distribution of backscatter values in SAR images. Specifically, our proposed segmentation network is constructed with two deep neural modules running in an interactive manner, where one is the inference module to achieve latent feature variable inference from SAR images, and the other is the generative module to produce oil spill segmentation maps by drawing the latent feature variables as inputs. Thus, to yield accurate segmentation, we take into account the intrinsic distribution of backscatter values in SAR images and embed it in our segmentation model. The intrinsic distribution originates from SAR imagery, describing the physical characteristics of oil spills. In the training process, the formulated intrinsic distribution guides efficient learning of optimal latent feature variable inference for oil spill segmentation. The efficient learning enables the training of our proposed DGNet with a small amount of image data. This is economically beneficial to oil spill segmentation where the availability of oil spill SAR image data is limited in practice. Additionally, benefiting from optimal latent feature variable inference, our proposed DGNet performs accurate oil spill segmentation. We evaluate the segmentation performance of our proposed DGNet with different metrics, and experimental evaluations demonstrate its effective segmentations.
Graph-based Semantical Extractive Text Analysis
In the past few decades, there has been an explosion in the amount of available data produced from various sources with different topics. The availability of this enormous data necessitates us to adopt effective computational tools to explore the data. This leads to an intense growing interest in the research community to develop computational methods focused on processing this text data. A line of study focused on condensing the text so that we are able to get a higher level of understanding in a shorter time. The two important tasks to do this are keyword extraction and text summarization. In keyword extraction, we are interested in finding the key important words from a text. This makes us familiar with the general topic of a text. In text summarization, we are interested in producing a short-length text which includes important information about the document. The TextRank algorithm, an unsupervised learning method that is an extension of the PageRank (algorithm which is the base algorithm of Google search engine for searching pages and ranking them) has shown its efficacy in large-scale text mining, especially for text summarization and keyword extraction. this algorithm can automatically extract the important parts of a text (keywords or sentences) and declare them as the result. However, this algorithm neglects the semantic similarity between the different parts. In this work, we improved the results of the TextRank algorithm by incorporating the semantic similarity between parts of the text. Aside from keyword extraction and text summarization, we develop a topic clustering algorithm based on our framework which can be used individually or as a part of generating the summary to overcome coverage problems.
Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints
Chataigner, Marc, Cousin, Areski, Crépey, Stéphane, Dixon, Matthew, Gueye, Djibril
We explore the abilities of two machine learning approaches for no-arbitrage interpolation of European vanilla option prices, which jointly yield the corresponding local volatility surface: a finite dimensional Gaussian process (GP) regression approach under no-arbitrage constraints based on prices, and a neural net (NN) approach with penalization of arbitrages based on implied volatilities. We demonstrate the performance of these approaches relative to the SSVI industry standard. The GP approach is proven arbitrage-free, whereas arbitrages are only penalized under the SSVI and NN approaches. The GP approach obtains the best out-of-sample calibration error and provides uncertainty quantification.The NN approach yields a smoother local volatility and a better backtesting performance, as its training criterion incorporates a local volatility regularization term.
Gradient Descent-Type Methods: Background and Simple Unified Convergence Analysis
Tran-Dinh, Quoc, van Dijk, Marten
In this book chapter, we briefly describe the main components that constitute the gradient descent method and its accelerated and stochastic variants. We aim at explaining these components from a mathematical point of view, including theoretical and practical aspects, but at an elementary level. We will focus on basic variants of the gradient descent method and then extend our view to recent variants, especially variance-reduced stochastic gradient schemes (SGD). Our approach relies on revealing the structures presented inside the problem and the assumptions imposed on the objective function. Our convergence analysis unifies several known results and relies on a general, but elementary recursive expression. We have illustrated this analysis on several common schemes.
Quasi-parametric rates for Sparse Multivariate Functional Principal Components Analysis
This work aims to give non-asymptotic results for estimating the first principal component of a multivariate random process. We first define the covariance function and the covariance operator in the multivariate case. We then define a projection operator. This operator can be seen as a reconstruction step from the raw data in the functional data analysis context. Next, we show that the eigenelements can be expressed as the solution to an optimization problem, and we introduce the LASSO variant of this optimization problem and the associated plugin estimator. Finally, we assess the estimator's accuracy. We establish a minimax lower bound on the mean square reconstruction error of the eigenelement, which proves that the procedure has an optimal variance in the minimax sense.
Multimodal Learning for Multi-Omics: A Survey
Tabakhi, Sina, Suvon, Mohammod Naimul Islam, Ahadian, Pegah, Lu, Haiping
With advanced imaging, sequencing, and profiling technologies, multiple omics data become increasingly available and hold promises for many healthcare applications such as cancer diagnosis and treatment. Multimodal learning for integrative multi-omics analysis can help researchers and practitioners gain deep insights into human diseases and improve clinical decisions. However, several challenges are hindering the development in this area, including the availability of easily accessible open-source tools. This survey aims to provide an up-to-date overview of the data challenges, fusion approaches, datasets, and software tools from several new perspectives. We identify and investigate various omics data challenges that can help us understand the field better. We categorize fusion approaches comprehensively to cover existing methods in this area. We collect existing open-source tools to facilitate their broader utilization and development. We explore a broad range of omics data modalities and a list of accessible datasets. Finally, we summarize future directions that can potentially address existing gaps and answer the pressing need to advance multimodal learning for multi-omics data analysis.
PublicCheck: Public Integrity Verification for Services of Run-time Deep Models
Wang, Shuo, Abuadbba, Sharif, Agarwal, Sidharth, Moore, Kristen, Sun, Ruoxi, Xue, Minhui, Nepal, Surya, Camtepe, Seyit, Kanhere, Salil
Existing integrity verification approaches for deep models are designed for private verification (i.e., assuming the service provider is honest, with white-box access to model parameters). However, private verification approaches do not allow model users to verify the model at run-time. Instead, they must trust the service provider, who may tamper with the verification results. In contrast, a public verification approach that considers the possibility of dishonest service providers can benefit a wider range of users. In this paper, we propose PublicCheck, a practical public integrity verification solution for services of run-time deep models. PublicCheck considers dishonest service providers, and overcomes public verification challenges of being lightweight, providing anti-counterfeiting protection, and having fingerprinting samples that appear smooth. To capture and fingerprint the inherent prediction behaviors of a run-time model, PublicCheck generates smoothly transformed and augmented encysted samples that are enclosed around the model's decision boundary while ensuring that the verification queries are indistinguishable from normal queries. PublicCheck is also applicable when knowledge of the target model is limited (e.g., with no knowledge of gradients or model parameters). A thorough evaluation of PublicCheck demonstrates the strong capability for model integrity breach detection (100% detection accuracy with less than 10 black-box API queries) against various model integrity attacks and model compression attacks. PublicCheck also demonstrates the smooth appearance, feasibility, and efficiency of generating a plethora of encysted samples for fingerprinting.