Statistical Learning
Hierarchical Graph Pooling is an Effective Citywide Traffic Condition Prediction Model
Pu, Shilin, Chu, Liang, Hou, Zhuoran, Hu, Jincheng, Huang, Yanjun, Zhang, Yuanjian
Accurate traffic conditions prediction provides a solid foundation for vehicle-environment coordination and traffic control tasks. Because of the complexity of road network data in spatial distribution and the diversity of deep learning methods, it becomes challenging to effectively define traffic data and adequately capture the complex spatial nonlinear features in the data. This paper applies two hierarchical graph pooling approaches to the traffic prediction task to reduce graph information redundancy. First, this paper verifies the effectiveness of hierarchical graph pooling methods in traffic prediction tasks. The hierarchical graph pooling methods are contrasted with the other baselines on predictive performance. Second, two mainstream hierarchical graph pooling methods, node clustering pooling and node drop pooling, are applied to analyze advantages and weaknesses in traffic prediction. Finally, for the mentioned graph neural networks, this paper compares the predictive effects of different graph network inputs on traffic prediction accuracy. The efficient ways of defining graph networks are analyzed and summarized.
Predict+Optimize for Packing and Covering LPs with Unknown Parameters in Constraints
Hu, Xinyi, Lee, Jasper C. H., Lee, Jimmy H. M.
Predict+Optimize is a recently proposed framework which combines machine learning and constrained optimization, tackling optimization problems that contain parameters that are unknown at solving time. The goal is to predict the unknown parameters and use the estimates to solve for an estimated optimal solution to the optimization problem. However, all prior works have focused on the case where unknown parameters appear only in the optimization objective and not the constraints, for the simple reason that if the constraints were not known exactly, the estimated optimal solution might not even be feasible under the true parameters. The contributions of this paper are two-fold. First, we propose a novel and practically relevant framework for the Predict+Optimize setting, but with unknown parameters in both the objective and the constraints. We introduce the notion of a correction function, and an additional penalty term in the loss function, modelling practical scenarios where an estimated optimal solution can be modified into a feasible solution after the true parameters are revealed, but at an additional cost. Second, we propose a corresponding algorithmic approach for our framework, which handles all packing and covering linear programs. Our approach is inspired by the prior work of Mandi and Guns, though with crucial modifications and re-derivations for our very different setting. Experimentation demonstrates the superior empirical performance of our method over classical approaches.
ANITA: An Optimal Loopless Accelerated Variance-Reduced Gradient Method
In this paper, we propose a novel accelerated gradient method called ANITA for solving the fundamental finite-sum optimization problems. Concretely, we consider both general convex and strongly convex settings: i) For general convex finite-sum problems, ANITA improves previous state-of-the-art result given by Varag (Lan et al., 2019). In particular, for large-scale problems or the convergence error is not very small, i.e., $n \geq \frac{1}{\epsilon^2}$, ANITA obtains the \emph{first} optimal result $O(n)$, matching the lower bound $\Omega(n)$ provided by Woodworth and Srebro (2016), while previous results are $O(n \log \frac{1}{\epsilon})$ of Varag (Lan et al., 2019) and $O(\frac{n}{\sqrt{\epsilon}})$ of Katyusha (Allen-Zhu, 2017). ii) For strongly convex finite-sum problems, we also show that ANITA can achieve the optimal convergence rate $O\big((n+\sqrt{\frac{nL}{\mu}})\log\frac{1}{\epsilon}\big)$ matching the lower bound $\Omega\big((n+\sqrt{\frac{nL}{\mu}})\log\frac{1}{\epsilon}\big)$ provided by Lan and Zhou (2015). Besides, ANITA enjoys a simpler loopless algorithmic structure unlike previous accelerated algorithms such as Varag (Lan et al., 2019) and Katyusha (Allen-Zhu, 2017) where they use double-loop structures. Moreover, we provide a novel \emph{dynamic multi-stage convergence analysis}, which is the key technical part for improving previous results to the optimal rates. We believe that our new theoretical rates and novel convergence analysis for the fundamental finite-sum problem will directly lead to key improvements for many other related problems, such as distributed/federated/decentralized optimization problems (e.g., Li and Richt\'arik, 2021). Finally, the numerical experiments show that ANITA converges faster than the previous state-of-the-art Varag (Lan et al., 2019), validating our theoretical results and confirming the practical superiority of ANITA.
A Review on Method Entities in the Academic Literature: Extraction, Evaluation, and Application
Wang, Yuzhuo, Zhang, Chengzhi, Li, Kai
In scientific research, the method is an indispensable means to solve scientific problems and a critical research object. With the advancement of sciences, many scientific methods are being proposed, modified, and used in academic literature. The authors describe details of the method in the abstract and body text, and key entities in academic literature reflecting names of the method are called method entities. Exploring diverse method entities in a tremendous amount of academic literature helps scholars understand existing methods, select the appropriate method for research tasks, and propose new methods. Furthermore, the evolution of method entities can reveal the development of a discipline and facilitate knowledge discovery. Therefore, this article offers a systematic review of methodological and empirical works focusing on extracting method entities from full-text academic literature and efforts to build knowledge services using these extracted method entities. Definitions of key concepts involved in this review were first proposed. Based on these definitions, we systematically reviewed the approaches and indicators to extract and evaluate method entities, with a strong focus on the pros and cons of each approach. We also surveyed how extracted method entities are used to build new applications. Finally, limitations in existing works as well as potential next steps were discussed.
Conformal Methods for Quantifying Uncertainty in Spatiotemporal Data: A Survey
Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and avoid failures. In this paper we survey recent works on uncertainty quantification (UQ) for deep learning, in particular distribution-free Conformal Prediction method for its mathematical properties and wide applicability. We will cover the theoretical guarantees of conformal methods, introduce techniques that improve calibration and efficiency for UQ in the context of spatiotemporal data, and discuss the role of UQ in the context of safe decision making.
Recovering network topology and dynamics via sequence characterization
Guerreiro, Lucas, Silva, Filipi N., Amancio, Diego R.
Sequences arise in many real-world scenarios; thus, identifying the mechanisms behind symbol generation is essential to understanding many complex systems. This paper analyzes sequences generated by agents walking on a networked topology. Given that in many real scenarios, the underlying processes generating the sequence is hidden, we investigate whether the reconstruction of the network via the co-occurrence method is useful to recover both the network topology and agent dynamics generating sequences. We found that the characterization of reconstructed networks provides valuable information regarding the process and topology used to create the sequences. In a machine learning approach considering 16 combinations of network topology and agent dynamics as classes, we obtained an accuracy of 87% with sequences generated with less than 40% of nodes visited. More extensive sequences turned out to generate improved machine learning models. Our findings suggest that the proposed methodology could be extended to classify sequences and understand the mechanisms behind sequence generation.
Federated Learning for Short-term Residential Load Forecasting
Briggs, Christopher, Fan, Zhong, Andras, Peter
Load forecasting is an essential task performed within the energy industry to help balance supply with demand and maintain a stable load on the electricity grid. As supply transitions towards less reliable renewable energy generation, smart meters will prove a vital component to facilitate these forecasting tasks. However, smart meter adoption is low among privacy-conscious consumers that fear intrusion upon their fine-grained consumption data. In this work we propose and explore a federated learning (FL) based approach for training forecasting models in a distributed, collaborative manner whilst retaining the privacy of the underlying data. We compare two approaches: FL, and a clustered variant, FL+HC against a non-private, centralised learning approach and a fully private, localised learning approach. Within these approaches, we measure model performance using RMSE and computational efficiency. In addition, we suggest the FL strategies are followed by a personalisation step and show that model performance can be improved by doing so. We show that FL+HC followed by personalisation can achieve a $\sim$5\% improvement in model performance with a $\sim$10x reduction in computation compared to localised learning. Finally we provide advice on private aggregation of predictions for building a private end-to-end load forecasting application.
SafeNet: The Unreasonable Effectiveness of Ensembles in Private Collaborative Learning
Chaudhari, Harsh, Jagielski, Matthew, Oprea, Alina
Secure multiparty computation (MPC) has been proposed to allow multiple mutually distrustful data owners to jointly train machine learning (ML) models on their combined data. However, by design, MPC protocols faithfully compute the training functionality, which the adversarial ML community has shown to leak private information and can be tampered with in poisoning attacks. In this work, we argue that model ensembles, implemented in our framework called SafeNet, are a highly MPC-amenable way to avoid many adversarial ML attacks. The natural partitioning of data amongst owners in MPC training allows this approach to be highly scalable at training time, provide provable protection from poisoning attacks, and provably defense against a number of privacy attacks. We demonstrate SafeNet's efficiency, accuracy, and resilience to poisoning on several machine learning datasets and models trained in end-to-end and transfer learning scenarios. For instance, SafeNet reduces backdoor attack success significantly, while achieving $39\times$ faster training and $36 \times$ less communication than the four-party MPC framework of Dalskov et al. Our experiments show that ensembling retains these benefits even in many non-iid settings. The simplicity, cheap setup, and robustness properties of ensembling make it a strong first choice for training ML models privately in MPC.
A Case Study on the Classification of Lost Circulation Events During Drilling using Machine Learning Techniques on an Imbalanced Large Dataset
Olukoga, Toluwalase A., Feng, Yin
This study presents machine learning models that forecast and categorize lost circulation severity preemptively using a large class imbalanced drilling dataset. We demonstrate reproducible core techniques involved in tackling a large drilling engineering challenge utilizing easily interpretable machine learning approaches. We utilized a 65,000+ records data with class imbalance problem from Azadegan oilfield formations in Iran. Eleven of the dataset's seventeen parameters are chosen to be used in the classification of five lost circulation events. To generate classification models, we used six basic machine learning algorithms and four ensemble learning methods. Linear Discriminant Analysis (LDA), Logistic Regression (LR), Support Vector Machines (SVM), Classification and Regression Trees (CART), k-Nearest Neighbors (KNN), and Gaussian Naive Bayes (GNB) are the six fundamental techniques. We also used bagging and boosting ensemble learning techniques in the investigation of solutions for improved predicting performance. The performance of these algorithms is measured using four metrics: accuracy, precision, recall, and F1-score. The F1-score weighted to represent the data imbalance is chosen as the preferred evaluation criterion. The CART model was found to be the best in class for identifying drilling fluid circulation loss events with an average weighted F1-score of 0.9904 and standard deviation of 0.0015. Upon application of ensemble learning techniques, a Random Forest ensemble of decision trees showed the best predictive performance. It identified and classified lost circulation events with a perfect weighted F1-score of 1.0. Using Permutation Feature Importance (PFI), the measured depth was found to be the most influential factor in accurately recognizing lost circulation events while drilling.
Physics-based Digital Twins for Autonomous Thermal Food Processing: Efficient, Non-intrusive Reduced-order Modeling
Kannapinn, Maximilian, Pham, Minh Khang, Schäfer, Michael
One possible way of making thermal processing controllable is to gather real-time information on the product's current state. Often, sensory equipment cannot capture all relevant information easily or at all. Digital Twins close this gap with virtual probes in real-time simulations, synchronized with the process. This paper proposes a physics-based, data-driven Digital Twin framework for autonomous food processing. We suggest a lean Digital Twin concept that is executable at the device level, entailing minimal computational load, data storage, and sensor data requirements. This study focuses on a parsimonious experimental design for training non-intrusive reduced-order models (ROMs) of a thermal process. A correlation ($R=-0.76$) between a high standard deviation of the surface temperatures in the training data and a low root mean square error in ROM testing enables efficient selection of training data. The mean test root mean square error of the best ROM is less than 1 Kelvin (0.2 % mean average percentage error) on representative test sets. Simulation speed-ups of Sp $\approx$ 1.8E4 allow on-device model predictive control. The proposed Digital Twin framework is designed to be applicable within the industry. Typically, non-intrusive reduced-order modeling is required as soon as the modeling of the process is performed in software, where root-level access to the solver is not provided, such as commercial simulation software. The data-driven training of the reduced-order model is achieved with only one data set, as correlations are utilized to predict the training success a priori.