Statistical Learning
Discovering and forecasting extreme events via active learning in neural operators
Pickering, Ethan, Guth, Stephen, Karniadakis, George Em, Sapsis, Themistoklis P.
Extreme events in society and nature, such as pandemic spikes, rogue waves, or structural failures, can have catastrophic consequences. Characterizing extremes is difficult as they occur rarely, arise from seemingly benign conditions, and belong to complex and often unknown infinite-dimensional systems. Such challenges render attempts at characterizing them as moot. We address each of these difficulties by combining novel training schemes in Bayesian experimental design (BED) with an ensemble of deep neural operators (DNOs). This model-agnostic framework pairs a BED scheme that actively selects data for quantifying extreme events with an ensemble of DNOs that approximate infinite-dimensional nonlinear operators. We find that not only does this framework clearly beat Gaussian processes (GPs) but that 1) shallow ensembles of just two members perform best; 2) extremes are uncovered regardless of the state of initial data (i.e. with or without extremes); 3) our method eliminates "double-descent" phenomena; 4) the use of batches of suboptimal acquisition points compared to step-by-step global optima does not hinder BED performance; and 5) Monte Carlo acquisition outperforms standard optimizers in high-dimensions. Together these conclusions form the foundation of an AI-assisted experimental infrastructure that can efficiently infer and pinpoint critical situations across many domains, from physical to societal systems.
SC2EGSet: StarCraft II Esport Replay and Game-state Dataset
Biaลecki, Andrzej, Jakubowska, Natalia, Dobrowolski, Paweล, Biaลecki, Piotr, Krupiลski, Leszek, Szczap, Andrzej, Biaลecki, Robert, Gajewski, Jan
As a relatively new form of sport, esports offers unparalleled data availability. Despite the vast amounts of data that are generated by game engines, it can be challenging to extract them and verify their integrity for the purposes of practical and scientific use. Our work aims to open esports to a broader scientific community by supplying raw and pre-processed files from StarCraft II esports tournaments. These files can be used in statistical and machine learning modeling tasks and related to various laboratory-based measurements (e.g., behavioral tests, brain imaging). We have gathered publicly available game-engine generated "replays" of tournament matches and performed data extraction and cleanup using a low-level application programming interface (API) parser library. Additionally, we open-sourced and published all the custom tools that were developed in the process of creating our dataset. These tools include PyTorch and PyTorch Lightning API abstractions to load and model the data. Our dataset contains replays from major and premiere StarCraft II tournaments since 2016. To prepare the dataset, we processed 55 tournament "replaypacks" that contained 17930 files with game-state information. Based on initial investigation of available StarCraft II datasets, we observed that our dataset is the largest publicly available source of StarCraft II esports data upon its publication. Analysis of the extracted data holds promise for further Artificial Intelligence (AI), Machine Learning (ML), psychological, Human-Computer Interaction (HCI), and sports-related studies in a variety of supervised and self-supervised tasks.
Symbolic Regression with Fast Function Extraction and Nonlinear Least Squares Optimization
Kammerer, Lukas, Kronberger, Gabriel, Kommenda, Michael
Fast Function Extraction (FFX) is a deterministic algorithm for solving symbolic regression problems. We improve the accuracy of FFX by adding parameters to the arguments of nonlinear functions. Instead of only optimizing linear parameters, we optimize these additional nonlinear parameters with separable nonlinear least squared optimization using a variable projection algorithm. Both FFX and our new algorithm is applied on the PennML benchmark suite. We show that the proposed extensions of FFX leads to higher accuracy while providing models of similar length and with only a small increase in runtime on the given data. Our results are compared to a large set of regression methods that were already published for the given benchmark suite.
Comparing Shape-Constrained Regression Algorithms for Data Validation
Bachinger, Florian, Kronberger, Gabriel
Industrial and scientific applications handle large volumes of data that render manual validation by humans infeasible. Therefore, we require automated data validation approaches that are able to consider the prior knowledge of domain experts to produce dependable, trustworthy assessments of data quality. Prior knowledge is often available as rules that describe interactions of inputs with regard to the target e.g. the target must be monotonically decreasing and convex over increasing input values. Domain experts are able to validate multiple such interactions at a glance. However, existing rule-based data validation approaches are unable to consider these constraints. In this work, we compare different shape-constrained regression algorithms for the purpose of data validation based on their classification accuracy and runtime performance.
An Inertial Block Majorization Minimization Framework for Nonsmooth Nonconvex Optimization
Hien, Le Thi Khanh, Phan, Duy Nhat, Gillis, Nicolas
In this paper, we introduce TITAN, a novel inerTIal block majorizaTion minimizAtioN framework for non-smooth non-convex optimization problems. To the best of our knowledge, TITAN is the first framework of block-coordinate update method that relies on the majorization-minimization framework while embedding inertial force to each step of the block updates. The inertial force is obtained via an extrapolation operator that subsumes heavy-ball and Nesterov-type accelerations for block proximal gradient methods as special cases. By choosing various surrogate functions, such as proximal, Lipschitz gradient, Bregman, quadratic, and composite surrogate functions, and by varying the extrapolation operator, TITAN produces a rich set of inertial block-coordinate update methods. We study sub-sequential convergence as well as global convergence for the generated sequence of TITAN. We illustrate the effectiveness of TITAN on two important machine learning problems, namely sparse non-negative matrix factorization and matrix completion.
Inference and Sampling for Archimax Copulas
Ng, Yuting, Hasan, Ali, Tarokh, Vahid
Understanding multivariate dependencies in both the bulk and the tails of a distribution is an important problem for many applications, such as ensuring algorithms are robust to observations that are infrequent but have devastating effects. Archimax copulas are a family of distributions endowed with a precise representation that allows simultaneous modeling of the bulk and the tails of a distribution. Rather than separating the two as is typically done in practice, incorporating additional information from the bulk may improve inference of the tails, where observations are limited. Building on the stochastic representation of Archimax copulas, we develop a non-parametric inference method and sampling algorithm. Our proposed methods, to the best of our knowledge, are the first that allow for highly flexible and scalable inference and sampling algorithms, enabling the increased use of Archimax copulas in practical settings. We experimentally compare to state-of-the-art density modeling techniques, and the results suggest that the proposed method effectively extrapolates to the tails while scaling to higher dimensional data. Our findings suggest that the proposed algorithms can be used in a variety of applications where understanding the interplay between the bulk and the tails of a distribution is necessary, such as healthcare and safety.
TECM: Transfer Learning-based Evidential C-Means Clustering
Jiao, Lianmeng, Wang, Feng, Liu, Zhun-ga, Pan, Quan
As a representative evidential clustering algorithm, evidential c-means (ECM) provides a deeper insight into the data by allowing an object to belong not only to a single class, but also to any subset of a collection of classes, which generalizes the hard, fuzzy, possibilistic, and rough partitions. However, compared with other partition-based algorithms, ECM must estimate numerous additional parameters, and thus insufficient or contaminated data will have a greater influence on its clustering performance. To solve this problem, in this study, a transfer learning-based ECM (TECM) algorithm is proposed by introducing the strategy of transfer learning into the process of evidential clustering. The TECM objective function is constructed by integrating the knowledge learned from the source domain with the data in the target domain to cluster the target data. Subsequently, an alternate optimization scheme is developed to solve the constraint objective function of the TECM algorithm. The proposed TECM algorithm is applicable to cases where the source and target domains have the same or different numbers of clusters. A series of experiments were conducted on both synthetic and real datasets, and the experimental results demonstrated the effectiveness of the proposed TECM algorithm compared to ECM and other representative multitask or transfer-clustering algorithms.
Probabilistic Dalek -- Emulator framework with probabilistic prediction for supernova tomography
Kerzendorf, Wolfgang, Chen, Nutan, O'Brien, Jack, Buchner, Johannes, van der Smagt, Patrick
Supernova spectral time series can be used to reconstruct a spatially resolved explosion model known as supernova tomography. In addition to an observed spectral time series, a supernova tomography requires a radiative transfer model to perform the inverse problem with uncertainty quantification for a reconstruction. The smallest parametrizations of supernova tomography models are roughly a dozen parameters with a realistic one requiring more than 100. Realistic radiative transfer models require tens of CPU minutes for a single evaluation making the problem computationally intractable with traditional means requiring millions of MCMC samples for such a problem. A new method for accelerating simulations known as surrogate models or emulators using machine learning techniques offers a solution for such problems and a way to understand progenitors/explosions from spectral time series. There exist emulators for the TARDIS supernova radiative transfer code but they only perform well on simplistic low-dimensional models (roughly a dozen parameters) with a small number of applications for knowledge gain in the supernova field. In this work, we present a new emulator for the radiative transfer code TARDIS that not only outperforms existing emulators but also provides uncertainties in its prediction. It offers the foundation for a future active-learning-based machinery that will be able to emulate very high dimensional spaces of hundreds of parameters crucial for unraveling urgent questions in supernovae and related fields.
Generalized Gloves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance
For many years, machine learning methods have been used in a wide range of fields, including computer vision and natural language processing. While machine learning methods have significantly improved model performance over traditional methods, their black-box structure makes it difficult for researchers to interpret results. For highly regulated financial industries, transparency, explainability, and fairness are equally, if not more, important than accuracy. Without meeting regulated requirements, even highly accurate machine learning methods are unlikely to be accepted. We address this issue by introducing a novel class of transparent and interpretable machine learning algorithms known as generalized gloves of neural additive models. The generalized gloves of neural additive models separate features into three categories: linear features, individual nonlinear features, and interacted nonlinear features. Additionally, interactions in the last category are only local. The linear and nonlinear components are distinguished by a stepwise selection algorithm, and interacted groups are carefully verified by applying additive separation criteria. Empirical results demonstrate that generalized gloves of neural additive models provide optimal accuracy with the simplest architecture, allowing for a highly accurate, transparent, and explainable approach to machine learning.
S-Rocket: Selective Random Convolution Kernels for Time Series Classification
Salehinejad, Hojjat, Wang, Yang, Yu, Yuanhao, Jin, Tang, Valaee, Shahrokh
Random convolution kernel transform (Rocket) is a fast, efficient, and novel approach for time series feature extraction using a large number of independent randomly initialized 1-D convolution kernels of different configurations. The output of the convolution operation on each time series is represented by a partial positive value (PPV). A concatenation of PPVs from all kernels is the input feature vector to a Ridge regression classifier. Unlike typical deep learning models, the kernels are not trained and there is no weighted/trainable connection between kernels or concatenated features and the classifier. Since these kernels are generated randomly, a portion of these kernels may not positively contribute in performance of the model. Hence, selection of the most important kernels and pruning the redundant and less important ones is necessary to reduce computational complexity and accelerate inference of Rocket for applications on the edge devices. Selection of these kernels is a combinatorial optimization problem. In this paper, we propose a scheme for selecting these kernels while maintaining the classification performance. First, the original model is pre-trained at full capacity. Then, a population of binary candidate state vectors is initialized where each element of a vector represents the active/inactive status of a kernel. A population-based optimization algorithm evolves the population in order to find a best state vector which minimizes the number of active kernels while maximizing the accuracy of the classifier. This activation function is a linear combination of the total number of active kernels and the classification accuracy of the pre-trained classifier with the active kernels. Finally, the selected kernels in the best state vector are utilized to train the Ridge regression classifier with the selected kernels.