Statistical Learning
Petroleum prices prediction using data mining techniques -- A Review
Weldon, Kiplang'at, Ngechu, John, Everlyne, Ngatho, Njambi, Nancy, Gikunda, Kinyua
Over the past 20 years, Kenya's demand for petroleum products has proliferated. This is mainly because this particular commodity is used in many sectors of the country's economy. Exchange rates are impacted by constantly shifting prices, which also impact Kenya's industrial output of commodities. The cost of other items produced and even the expansion of the economy is significantly impacted by any change in the price of petroleum products. Therefore, accurate petroleum price forecasting is critical for devising policies that are suitable to curb fuel-related shocks. Data mining techniques are the tools used to find valuable patterns in data. Data mining techniques used in petroleum price prediction, including artificial neural networks (ANNs), support vector machines (SVMs), and intelligent optimization techniques like the genetic algorithm (GA), have grown increasingly popular. This study provides a comprehensive review of the existing data mining techniques for making predictions on petroleum prices. The data mining techniques are classified into regression models, deep neural network models, fuzzy sets and logic, and hybrid models. A detailed discussion of how these models are developed and the accuracy of the models is provided.
The loss of the property of locality of the kernel in high-dimensional Gaussian process regression on the example of the fitting of molecular potential energy surfaces
Manzhos, Sergei, Ihara, Manabu
Kernel based methods including Gaussian process regression (GPR) and generally kernel ridge regression (KRR) have been finding increasing use in computational chemistry, including the fitting of potential energy surfaces and density functionals in high-dimensional feature spaces. Kernels of the Matern family such as Gaussian-like kernels (basis functions) are often used, which allows imparting them the meaning of covariance functions and formulating GPR as an estimator of the mean of a Gaussian distribution. The notion of locality of the kernel is critical for this interpretation. It is also critical to the formulation of multi-zeta type basis functions widely used in computational chemistry We show, on the example of fitting of molecular potential energy surfaces of increasing dimensionality, the practical disappearance of the property of locality of a Gaussian-like kernel in high dimensionality. We also formulate a multi-zeta approach to the kernel and show that it significantly improves the quality of regression in low dimensionality but loses any advantage in high dimensionality, which is attributed to the loss of the property of locality.
Generative power of a protein language model trained on multiple sequence alignments
Sgarbossa, Damiano, Lupo, Umberto, Bitbol, Anne-Florence
Computational models starting from large ensembles of evolutionarily related protein sequences capture a representation of protein families and learn constraints associated to protein structure and function. They thus open the possibility for generating novel sequences belonging to protein families. Protein language models trained on multiple sequence alignments, such as MSA Transformer, are highly attractive candidates to this end. We propose and test an iterative method that directly employs the masked language modeling objective to generate sequences using MSA Transformer. We demonstrate that the resulting sequences score as well as natural sequences, for homology, coevolution and structure-based measures. For large protein families, our synthetic sequences have similar or better properties compared to sequences generated by Potts models, including experimentally-validated ones. Moreover, for small protein families, our generation method based on MSA Transformer outperforms Potts models. Our method also more accurately reproduces the higher-order statistics and the distribution of sequences in sequence space of natural data than Potts models. MSA Transformer is thus a strong candidate for protein sequence generation and protein design.
Semi-supervised Local Cluster Extraction by Compressive Sensing
Shen, Zhaiming, Lai, Ming-Jun, Li, Sheng
Local clustering problem aims at extracting a small local structure inside a graph without the necessity of knowing the entire graph structure. As the local structure is usually small in size compared to the entire graph, one can think of it as a compressive sensing problem where the indices of target cluster can be thought as a sparse solution to a linear system. In this paper, we propose a new semi-supervised local cluster extraction approach by applying the idea of compressive sensing based on two pioneering works under the same framework. Our approves improves the existing works by making the initial cut to be the entire graph and hence overcomes a major limitation of existing works, which is the low quality of initial cut. Extensive experimental results on multiple benchmark datasets demonstrate the effectiveness of our approach.
Multi-scale Digital Twin: Developing a fast and physics-informed surrogate model for groundwater contamination with uncertain climate models
Wang, Lijing, Kurihana, Takuya, Meray, Aurelien, Mastilovic, Ilijana, Praveen, Satyarth, Xu, Zexuan, Memarzadeh, Milad, Lavin, Alexander, Wainwright, Haruko
Soil and groundwater contamination is a pervasive problem at thousands of locations across the world. Contaminated sites often require decades to remediate or to monitor natural attenuation. Climate change exacerbates the long-term site management problem because extreme precipitation and/or shifts in precipitation/evapotranspiration regimes could re-mobilize contaminants and proliferate affected groundwater. To quickly assess the spatiotemporal variations of groundwater contamination under uncertain climate disturbances, we developed a physics-informed machine learning surrogate model using U-Net enhanced Fourier Neural Operator (U-FNO) to solve Partial Differential Equations (PDEs) of groundwater flow and transport simulations at the site scale.We develop a combined loss function that includes both data-driven factors and physical boundary constraints at multiple spatiotemporal scales. Our U-FNOs can reliably predict the spatiotemporal variations of groundwater flow and contaminant transport properties from 1954 to 2100 with realistic climate projections. In parallel, we develop a convolutional autoencoder combined with online clustering to reduce the dimensionality of the vast historical and projected climate data by quantifying climatic region similarities across the United States. The ML-based unique climate clusters provide climate projections for the surrogate modeling and help return reliable future recharge rate projections immediately without querying large climate datasets. In all, this Multi-scale Digital Twin work can advance the field of environmental remediation under climate change.
Counterfactual Learning with Multioutput Deep Kernels
Caron, Alberto, Baio, Gianluca, Manolopoulou, Ioanna
In this paper, we address the challenge of performing counterfactual inference with observational data via Bayesian nonparametric regression adjustment, with a focus on high-dimensional settings featuring multiple actions and multiple correlated outcomes. We present a general class of counterfactual multi-task deep kernels models that estimate causal effects and learn policies proficiently thanks to their sample efficiency gains, while scaling well with high dimensions. In the first part of the work, we rely on Structural Causal Models (SCM) to formally introduce the setup and the problem of identifying counterfactual quantities under observed confounding. We then discuss the benefits of tackling the task of causal effects estimation via stacked coregionalized Gaussian Processes and Deep Kernels. Finally, we demonstrate the use of the proposed methods on simulated experiments that span individual causal effects estimation, off-policy evaluation and optimization.
Robust Federated Learning against both Data Heterogeneity and Poisoning Attack via Aggregation Optimization
Xie, Yueqi, Zhang, Weizhong, Pi, Renjie, Wu, Fangzhao, Chen, Qifeng, Xie, Xing, Kim, Sunghun
Non-IID data distribution across clients and poisoning attacks are two main challenges in real-world federated learning (FL) systems. While both of them have attracted great research interest with specific strategies developed, no known solution manages to address them in a unified framework. To universally overcome both challenges, we propose SmartFL, a generic approach that optimizes the server-side aggregation process with a small amount of proxy data collected by the service provider itself via a subspace training technique. Specifically, the aggregation weight of each participating client at each round is optimized using the server-collected proxy data, which is essentially the optimization of the global model in the convex hull spanned by client models. Since at each round, the number of tunable parameters optimized on the server side equals the number of participating clients (thus independent of the model size), we are able to train a global model with massive parameters using only a small amount of proxy data (e.g., around one hundred samples). With optimized aggregation, SmartFL ensures robustness against both heterogeneous and malicious clients, which is desirable in real-world FL where either or both problems may occur. We provide theoretical analyses of the convergence and generalization capacity for SmartFL. Empirically, SmartFL achieves state-of-the-art performance on both FL with non-IID data distribution and FL with malicious clients. The source code will be released.
Machine Learning Methods for Anomaly Detection in Nuclear Power Plant Power Transformers
Katser, Iurii, Raspopov, Dmitriy, Kozitsin, Vyacheslav, Mezhov, Maxim
Power transformers are an important component of a nuclear power plant (NPP). Currently, the NPP operates a lot of power transformers with extended service life, which exceeds the designated 25 years. Due to the extension of the service life, the task of monitoring the technical condition of power transformers becomes urgent. An important method for monitoring power transformers is Chromatographic Analysis of Dissolved Gas. It is based on the principle of controlling the concentration of gases dissolved in transformer oil. The appearance of almost any type of defect in equipment is accompanied by the formation of gases that dissolve in oil, and specific types of defects generate their gases in different quantities. At present, at NPPs, the monitoring systems for transformer equipment use predefined control limits for the concentration of dissolved gases in the oil. This study describes the stages of developing an algorithm to detect defects and faults in transformers automatically using machine learning and data analysis methods. Among machine learning models, we trained Logistic Regression, Decision Trees, Random Forest, Gradient Boosting, Neural Networks. The best of them were then combined into an ensemble (StackingClassifier) showing F1-score of 0.974 on a test sample. To develop mathematical models, we used data on the state of transformers, containing time series with values of gas concentrations (H2, CO, C2H4, C2H2). The datasets were labeled and contained four operating modes: normal mode, partial discharge, low energy discharge, low-temperature overheating.
A Comparative Analysis of Transfer Learning-based Techniques for the Classification of Melanocytic Nevi
Skin cancer is a fatal manifestation of cancer. Unrepaired deoxyribo-nucleic acid (DNA) in skin cells, causes genetic defects in the skin and leads to skin cancer. To deal with lethal mortality rates coupled with skyrocketing costs of medical treatment, early diagnosis is mandatory. To tackle these challenges, researchers have developed a variety of rapid detection tools for skin cancer. Lesion-specific criteria are utilized to distinguish benign skin cancer from malignant melanoma. In this study, a comparative analysis has been performed on five Transfer Learning-based techniques that have the potential to be leveraged for the classification of melanocytic nevi. These techniques are based on deep convolutional neural networks (DCNNs) that have been pre-trained on thousands of open-source images and are used for day-to-day classification tasks in many instances.
Learning Nonlinear Couplings in Network of Agents from a Single Sample Trajectory
Amini, Arash, Sun, Qiyu, Motee, Nader
We consider a class of stochastic dynamical networks whose governing dynamics can be modeled using a coupling function. It is shown that the dynamics of such networks can generate geometrically ergodic trajectories under some reasonable assumptions. We show that a general class of coupling functions can be learned using only one sample trajectory from the network. This is practically plausible as in numerous applications it is desired to run an experiment only once but for a longer period of time, rather than repeating the same experiment multiple times from different initial conditions. Building upon ideas from the concentration inequalities for geometrically ergodic Markov chains, we formulate several results about the convergence of the empirical estimator to the true coupling function. Our theoretical findings are supported by extensive simulation results.