Statistical Learning
Transfer learning for tensor Gaussian graphical models
Ren, Mingyang, Zhen, Yaoming, Wang, Junhui
Tensor Gaussian graphical models (GGMs), interpreting conditional independence structures within tensor data, have important applications in numerous areas. Yet, the available tensor data in one single study is often limited due to high acquisition costs. Although relevant studies can provide additional data, it remains an open question how to pool such heterogeneous data. In this paper, we propose a transfer learning framework for tensor GGMs, which takes full advantage of informative auxiliary domains even when non-informative auxiliary domains are present, benefiting from the carefully designed data-adaptive weights. Our theoretical analysis shows substantial improvement of estimation errors and variable selection consistency on the target domain under much relaxed conditions, by leveraging information from auxiliary domains. Extensive numerical experiments are conducted on both synthetic tensor graphs and a brain functional connectivity network data, which demonstrates the satisfactory performance of the proposed method.
Dynamic Pricing with Volume Discounts in Online Settings
Mussi, Marco, Genalti, Gianmarco, Nuara, Alessandro, Trovรฒ, Francesco, Restelli, Marcello, Gatti, Nicola
According to the main international reports, more pervasive industrial and business-process automation, thanks to machine learning and advanced analytic tools, will unlock more than 14 trillion USD worldwide annually by 2030. In the specific case of pricing problems-which constitute the class of problems we investigate in this paper-, the estimated unlocked value will be about 0.5 trillion USD per year. In particular, this paper focuses on pricing in e-commerce when the objective function is profit maximization and only transaction data are available. This setting is one of the most common in real-world applications. Our work aims to find a pricing strategy that allows defining optimal prices at different volume thresholds to serve different classes of users. Furthermore, we face the major challenge, common in real-world settings, of dealing with limited data available. We design a two-phase online learning algorithm, namely PVD-B, capable of exploiting the data incrementally in an online fashion. The algorithm first estimates the demand curve and retrieves the optimal average price, and subsequently it offers discounts to differentiate the prices for each volume threshold. We ran a real-world 4-month-long A/B testing experiment in collaboration with an Italian e-commerce company, in which our algorithm PVD-B-corresponding to A configuration-has been compared with human pricing specialists-corresponding to B configuration. At the end of the experiment, our algorithm produced a total turnover of about 300 KEuros, outperforming the B configuration performance by about 55%. The Italian company we collaborated with decided to adopt our algorithm for more than 1,200 products since January 2022.
Cohort comfort models -- Using occupants' similarity to predict personal thermal preference with less data
Quintana, Matias, Schiavon, Stefano, Tartarini, Federico, Kim, Joyce, Miller, Clayton
We introduce Cohort Comfort Models, a new framework for predicting how new occupants would perceive their thermal environment. Cohort Comfort Models leverage historical data collected from a sample population, who have some underlying preference similarity, to predict thermal preference responses of new occupants. Our framework is capable of exploiting available background information such as physical characteristics and one-time on-boarding surveys (satisfaction with life scale, highly sensitive person scale, the Big Five personality traits) from the new occupant as well as physiological and environmental sensor measurements paired with thermal preference responses. We implemented our framework in two publicly available datasets containing longitudinal data from 55 people, comprising more than 6,000 individual thermal comfort surveys. We observed that, a Cohort Comfort Model that uses background information provided very little change in thermal preference prediction performance but uses none historical data. On the other hand, for half and one third of each dataset occupant population, using Cohort Comfort Models, with less historical data from target occupants, Cohort Comfort Models increased their thermal preference prediction by 8~\% and 5~\% on average, and up to 36~\% and 46~\% for some occupants, when compared to general-purpose models trained on the whole population of occupants. The framework is presented in a data and site agnostic manner, with its different components easily tailored to the data availability of the occupants and the buildings. Cohort Comfort Models can be an important step towards personalization without the need of developing a personalized model for each new occupant.
Chronic pain patient narratives allow for the estimation of current pain intensity
Nunes, Diogo A. P., Ferreira-Gomes, Joana, Oliveira, Daniela, Vaz, Carlos, Pimenta, Sofia, Neto, Fani, de Matos, David Martins
Chronic pain is a multi-dimensional experience, and pain intensity plays an important part, impacting the patients emotional balance, psychology, and behaviour. Standard self-reporting tools, such as the Visual Analogue Scale for pain, fail to capture this burden. Moreover, this type of tools is susceptible to a degree of subjectivity, dependent on the patients clear understanding of how to use it, social biases, and their ability to translate a complex experience to a scale. To overcome these and other self-reporting challenges, pain intensity estimation has been previously studied based on facial expressions, electroencephalograms, brain imaging, and autonomic features. However, to the best of our knowledge, it has never been attempted to base this estimation on the patient narratives of the personal experience of chronic pain, which is what we propose in this work. Indeed, in the clinical assessment and management of chronic pain, verbal communication is essential to convey information to physicians that would otherwise not be easily accessible through standard reporting tools, since language, sociocultural, and psychosocial variables are intertwined. We show that language features from patient narratives indeed convey information relevant for pain intensity estimation, and that our computational models can take advantage of that. Specifically, our results show that patients with mild pain focus more on the use of verbs, whilst moderate and severe pain patients focus on adverbs, and nouns and adjectives, respectively, and that these differences allow for the distinction between these three pain classes.
UAV Assisted Data Collection for Internet of Things: A Survey
Wei, Zhiqing, Zhu, Mingyue, Zhang, Ning, Wang, Lin, Zou, Yingying, Meng, Zeyang, Wu, Huici, Feng, Zhiyong
Thanks to the advantages of flexible deployment and high mobility, unmanned aerial vehicles (UAVs) have been widely applied in the areas of disaster management, agricultural plant protection, environment monitoring and so on. With the development of UAV and sensor technologies, UAV assisted data collection for Internet of Things (IoT) has attracted increasing attentions. In this article, the scenarios and key technologies of UAV assisted data collection are comprehensively reviewed. First, we present the system model including the network model and mathematical model of UAV assisted data collection for IoT. Then, we review the key technologies including clustering of sensors, UAV data collection mode as well as joint path planning and resource allocation. Finally, the open problems are discussed from the perspectives of efficient multiple access as well as joint sensing and data collection. This article hopefully provides some guidelines and insights for researchers in the area of UAV assisted data collection for IoT.
Not Cheating on the Turing Test: Towards Grounded Language Learning in Artificial Intelligence
Recent hype surrounding the increasing sophistication of language processing models has renewed optimism regarding machines achieving a human-like command of natural language. Research in the area of natural language understanding (NLU) in artificial intelligence claims to have been making great strides in this area, however, the lack of conceptual clarity/consistency in how 'understanding' is used in this and other disciplines makes it difficult to discern how close we actually are. In this interdisciplinary research thesis, I integrate insights from cognitive science/psychology, philosophy of mind, and cognitive linguistics, and evaluate it against a critical review of current approaches in NLU to explore the basic requirements--and remaining challenges--for developing artificially intelligent systems with human-like capacities for language use and comprehension.
Estimating defection in subscription-type markets: empirical analysis from the scholarly publishing industry
Roberts, Michael, Deza, J. Ignacio, Ihshaish, Hisham, Zhu, Yanhui
We present the first empirical study on customer churn prediction in the scholarly publishing industry. The study examines our proposed method for prediction on a customer subscription data over a period of 6.5 years, which was provided by a major academic publisher. We explore the subscription-type market within the context of customer defection and modelling, and provide analysis of the business model of such markets, and how these characterise the academic publishing business. The proposed method for prediction attempts to provide inference of customer's likelihood of defection on the basis of their re-sampled use of provider resources -in this context, the volume and frequency of content downloads. We show that this approach can be both accurate as well as uniquely useful in the business-to-business context, with which the scholarly publishing business model shares similarities. The main findings of this work suggest that whilst all predictive models examined, especially ensemble methods of machine learning, achieve substantially accurate prediction of churn, nearly a year ahead, this can be furthermore achieved even when the specific behavioural attributes that can be associated to each customer probability to churn are overlooked. Allowing as such highly accurate inference of churn from minimal possible data. We show that modelling churn on the basis of re-sampling customers' use of resources over subscription time is a better (simplified) approach than when considering the high granularity that can often characterise consumption behaviour.
Expert Selection in Distributed Gaussian Processes: A Multi-label Classification Approach
Jalali, Hamed, Kasneci, Gjergji
By distributing the training process, local approximation reduces the cost of the standard Gaussian Process. An ensemble technique combines local predictions from Gaussian experts trained on different partitions of the data by assuming a perfect diversity of local predictors. Although it keeps the aggregation tractable, this assumption is often violated in practice. Taking dependencies between experts enables ensemble methods to provide consistent results. However, they have a high computational cost, which is cubic in the number of experts involved. By implementing an expert selection strategy, the final aggregation step uses fewer experts and is more efficient. Indeed, a static selection approach that assigns a fixed set of experts to each new data point cannot encode the specific properties of each unique data point. This paper proposes a flexible expert selection approach based on the characteristics of entry data points. To this end, we investigate the selection task as a multi-label classification problem where the experts define labels, and each entry point is assigned to some experts. The proposed solution's prediction quality, efficiency, and asymptotic properties are discussed in detail. We demonstrate the efficacy of our method through extensive numerical experiments using synthetic and real-world data sets.
Imputation of Missing Streamflow Data at Multiple Gauging Stations in Benin Republic
Mbuvha, Rendani, Adounkpe, Julien Yise Peniel, Mongwe, Wilson Tsakane, Houngnibo, Mandela, Newlands, Nathaniel, Marwala, Tshilidzi
Streamflow observation data is vital for flood monitoring, agricultural, and settlement planning. However, such streamflow data are commonly plagued with missing observations due to various causes such as harsh environmental conditions and constrained operational resources. This problem is often more pervasive in under-resourced areas such as Sub-Saharan Africa. In this work, we reconstruct streamflow time series data through bias correction of the GEOGloWS ECMWF streamflow service (GESS) forecasts at ten river gauging stations in Benin Republic. We perform bias correction by fitting Quantile Mapping, Gaussian Process, and Elastic Net regression in a constrained training period. We show by simulating missingness in a testing period that GESS forecasts have a significant bias that results in low predictive skill over the ten Beninese stations. Our findings suggest that overall bias correction by Elastic Net and Gaussian Process regression achieves superior skill relative to traditional imputation by Random Forest, k-Nearest Neighbour, and GESS lookup. The findings of this work provide a basis for integrating global GESS streamflow data into operational early-warning decision-making systems (e.g., flood alert) in countries vulnerable to drought and flooding due to extreme weather events.
Confounder Balancing for Instrumental Variable Regression with Latent Variable
Wu, Anpeng, Kuang, Kun, Xiong, Ruoxuan, Li, Bo, Wu, Fei
This paper studies the confounding effects from the unmeasured confounders and the imbalance of observed confounders in IV regression and aims at unbiased causal effect estimation. Recently, nonlinear IV estimators were proposed to allow for nonlinear model in both stages. However, the observed confounders may be imbalanced in stage 2, which could still lead to biased treatment effect estimation in certain cases. To this end, we propose a Confounder Balanced IV Regression (CB-IV) algorithm to jointly remove the bias from the unmeasured confounders and the imbalance of observed confounders. Theoretically, by redefining and solving an inverse problem for potential outcome function, we show that our CB-IV algorithm can unbiasedly estimate treatment effects and achieve lower variance. The IV methods have a major disadvantage in that little prior or theory is currently available to pre-define a valid IV in real-world scenarios. Thus, we study two more challenging settings without pre-defined valid IVs: (1) indistinguishable IVs implicitly present in observations, i.e., mixed-variable challenge, and (2) latent IVs don't appear in observations, i.e., latent-variable challenge. To address these two challenges, we extend our CB-IV by a latent-variable module, namely CB-IV-L algorithm. Extensive experiments demonstrate that our CB-IV(-L) outperforms the existing approaches.