Statistical Learning
Factor-Augmented Regularized Model for Hazard Regression
A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated. To perform model selection for the high-dimensional Cox proportional hazards model in presence of correlated covariates with factor structure, we propose a new model, Factor-Augmented Regularized Model for Hazard Regression (FarmHazard), which builds upon latent factors that drive covariate dependence and extends Cox's model. This new model generates procedures that operate in two steps by learning factors and idiosyncratic components from high-dimensional covariate vectors and then using them as new predictors. Cox's model is a widely used semi-parametric model for survival analysis, where censored data and time-dependent covariates bring additional technical challenges. We prove model selection consistency and estimation consistency under mild conditions. We also develop a factor-augmented variable screening procedure to deal with strong correlations in ultra-high dimensional problems. Extensive simulations and real data experiments demonstrate that our procedures enjoy good performance and achieve better results on model selection, out-of-sample C-index and screening than alternative methods.
Nonstationary data stream classification with online active learning and siamese neural networks
Malialis, Kleanthis, Panayiotou, Christos G., Polycarpou, Marios M.
We have witnessed in recent years an ever-growing volume of information becoming available in a streaming manner in various application areas. As a result, there is an emerging need for online learning methods that train predictive models on-the-fly. A series of open challenges, however, hinder their deployment in practice. These are, learning as data arrive in real-time one-by-one, learning from data with limited ground truth information, learning from nonstationary data, and learning from severely imbalanced data, while occupying a limited amount of memory for data storage. We propose the ActiSiamese algorithm, which addresses these challenges by combining online active learning, siamese networks, and a multi-queue memory. It develops a new density-based active learning strategy which considers similarity in the latent (rather than the input) space. We conduct an extensive study that compares the role of different active learning budgets and strategies, the performance with/without memory, the performance with/without ensembling, in both synthetic and real-world datasets, under different data nonstationarity characteristics and class imbalance levels. ActiSiamese outperforms baseline and state-of-the-art algorithms, and is effective under severe imbalance, even only when a fraction of the arriving instances' labels is available. We publicly release our code to the community.
One-Way Matching of Datasets with Low Rank Signals
Chen, Shuxiao, Jiang, Sizun, Ma, Zongming, Nolan, Garry P., Zhu, Bokai
A major motivation of the present work is the prevalence of data matching in analyzing single-cell multi-omics data . In single-cell biology research, it is routine to compile datasets obtained in different batches but with similar measurement protocols or under similar experiment conditions. When handling such datasets, matching similar cells in different datasets is often a critical step for the correction of technical variations and batch effects [39]. As another common practice, cell biologists routinely integrate datasets with (partially) overlapping biological (e.g., transcriptomic and proteomic) information collected from different experiment conditions, profiling technologies, tissues, or species (e.g., [38, 41, 23]) to better understand and define cell states. To achieve such goals, it is necessary to (identify and) align cells in comparable states across related datasets.
On the Learning and Learnability of Quasimetrics
Wang, Tongzhou, Isola, Phillip
Our world is full of asymmetries. Gravity and wind can make reaching a place easier than coming back. Social artifacts such as genealogy charts and citation graphs are inherently directed. In reinforcement learning and control, optimal goal-reaching strategies are rarely reversible (symmetrical). Distance functions supported on these asymmetrical structures are called quasimetrics. Despite their common appearance, little research has been done on the learning of quasimetrics. Our theoretical analysis reveals that a common class of learning algorithms, including unconstrained multilayer perceptrons (MLPs), provably fails to learn a quasimetric consistent with training data. In contrast, our proposed Poisson Quasimetric Embedding (PQE) is the first quasimetric learning formulation that both is learnable with gradient-based optimization and enjoys strong performance guarantees. Experiments on random graphs, social graphs, and offline Q-learning demonstrate its effectiveness over many common baselines.
Understanding Influence Functions and Datamodels via Harmonic Analysis
Saunshi, Nikunj, Gupta, Arushi, Braverman, Mark, Arora, Sanjeev
It is often of great interest to quantify how the presence or absence of a particular training data point affects the trained model's performance on test data points. Influence functions is a classical idea for this [Jaeckel, 1972, Hampel, 1974, Cook, 1977] that has recently been adapted to modern deep models and large datasets Koh and Liang [2017]. Influence functions have been applied to explain predictions and produce confidence intervals [Schulam and Saria, 2019], investigate model bias [Brunet et al., 2019, Wang et al., 2019], estimate Shapley values [Jia et al., 2019, Ghorbani and Zou, 2019], improve human trust [Zhou et al., 2019], and craft data poisoning attacks [Koh et al., 2019]. Influence actually has different formalizations. The classic calculus-based estimate (henceforth referred to as continuous influence) involves conceptualizing training loss as a weighted sum over training datapoints, where the weighting of a particular datapoint z can be varied infinitesimally.
A Machine Learning Framework for Event Identification via Modal Analysis of PMU Data
Bazargani, Nima T., Dasarathy, Gautam, Sankar, Lalitha, Kosut, Oliver
Power systems are prone to a variety of events (e.g. line trips and generation loss) and real-time identification of such events is crucial in terms of situational awareness, reliability, and security. Using measurements from multiple synchrophasors, i.e., phasor measurement units (PMUs), we propose to identify events by extracting features based on modal dynamics. We combine such traditional physics-based feature extraction methods with machine learning to distinguish different event types. Including all measurement channels at each PMU allows exploiting diverse features but also requires learning classification models over a high-dimensional space. To address this issue, various feature selection methods are implemented to choose the best subset of features. Using the obtained subset of features, we investigate the performance of two well-known classification models, namely, logistic regression (LR) and support vector machines (SVM) to identify generation loss and line trip events in two datasets. The first dataset is obtained from simulated generation loss and line trip events in the Texas 2000-bus synthetic grid. The second is a proprietary dataset with labeled events obtained from a large utility in the USA involving measurements from nearly 500 PMUs. Our results indicate that the proposed framework is promising for identifying the two types of events.
Learning with Limited Samples -- Meta-Learning and Applications to Communication Systems
Chen, Lisha, Jose, Sharu Theresa, Nikoloska, Ivana, Park, Sangwoo, Chen, Tianyi, Simeone, Osvaldo
Deep learning has achieved remarkable success in many machine learning tasks such as image classification, speech recognition, and game playing. However, these breakthroughs are often difficult to translate into real-world engineering systems because deep learning models require a massive number of training samples, which are costly to obtain in practice. To address labeled data scarcity, few-shot meta-learning optimizes learning algorithms that can efficiently adapt to new tasks quickly. While meta-learning is gaining significant interest in the machine learning literature, its working principles and theoretic fundamentals are not as well understood in the engineering community. This review monograph provides an introduction to meta-learning by covering principles, algorithms, theory, and engineering applications. After introducing meta-learning in comparison with conventional and joint learning, we describe the main meta-learning algorithms, as well as a general bilevel optimization framework for the definition of meta-learning techniques. Then, we summarize known results on the generalization capabilities of meta-learning from a statistical learning viewpoint. Applications to communication systems, including decoding and power allocation, are discussed next, followed by an introduction to aspects related to the integration of meta-learning with emerging computing technologies, namely neuromorphic and quantum computing. The monograph is concluded with an overview of open research challenges.
Green Learning: Introduction, Examples and Outlook
Kuo, C. -C. Jay, Madni, Azad M.
Rapid advances in artificial intelligence (AI) in the last decade have largely been built upon the wide applications of deep learning (DL). However, the high carbon footprint yielded by larger and larger DL networks becomes a concern for sustainability. Furthermore, DL decision mechanism is somewhat obsecure and can only be verified by test data. Green learning (GL) has been proposed as an alternative paradigm to address these concerns. GL is characterized by low carbon footprints, small model sizes, low computational complexity, and logical transparency. It offers energy-effective solutions in cloud centers as well as mobile/edge devices. GL also provides a clear and logical decision-making process to gain people's trust. Several statistical tools have been developed to achieve this goal in recent years. They include subspace approximation, unsupervised and supervised representation learning, supervised discriminant feature selection, and feature space partitioning. We have seen a few successful GL examples with performance comparable with state-of-the-art DL solutions. This paper offers an introduction to GL, its demonstrated applications, and future outlook.
When Infodemic Meets Epidemic: a Systematic Literature Review
Asaad, Chaimae, Khaouja, Imane, Ghogho, Mounir, Baïna, Karim
Epidemics and outbreaks present arduous challenges requiring both individual and communal efforts. Social media offer significant amounts of data that can be leveraged for bio-surveillance. They also provide a platform to quickly and efficiently reach a sizeable percentage of the population, hence their potential impact on various aspects of epidemic mitigation. The general objective of this systematic literature review is to provide a methodical overview of the integration of social media in different epidemic-related contexts. Three research questions were conceptualized for this review, resulting in over 10000 publications collected in the first PRISMA stage, 129 of which were selected for inclusion. A thematic method-oriented synthesis was undertaken and identified 5 main themes related to social media enabled epidemic surveillance, misinformation management, and mental health. Findings uncover a need for more robust applications of the lessons learned from epidemic post-mortem documentation. A vast gap exists between retrospective analysis of epidemic management and result integration in prospective studies. Harnessing the full potential of social media in epidemic related tasks requires streamlining the results of epidemic forecasting, public opinion understanding and misinformation propagation, all while keeping abreast of potential mental health implications. Pro-active prevention has thus become vital for epidemic curtailment and containment.
A machine learning based algorithm selection method to solve the minimum cost flow problem
Herrmann, Philipp, Meyer, Anna, Ruzika, Stefan, Schäfer, Luca E., von der Warth, Fabian
The minimum cost flow problem is one of the most studied network optimization problems and appears in numerous applications. Some efficient algorithms exist for this problem, which are freely available in the form of libraries or software packages. It is noticeable that none of these solvers is better than the other solution methods on all instances. Thus, the question arises whether the fastest algorithm can be selected for a given instance based on the characteristics of the instance. To this end, we train several machine learning classifiers to predict the fastest among a given set of solvers. We accomplish this by creating a representative data set of 81,000 instances and characterizing each of these instances by a vector of relevant features. To achieve better performance, we conduct a grid search to optimize the hyperparameters of the classifiers. Finally, we evaluate the different classifiers by means of accuracy. It is shown that tree-based models appear to adapt and exploit the relevant structures of the minimum-cost flow problem particularly well on a large number of instances, predicting the fastest solver with an accuracy of more than 90%.