Forecast is a fully managed AWS service for time-series analysis. It can select from multiple time series prediction models to find the best one for your particular data sets. Amazon Forecast automatically examines the historical data provided (including any additional features that can impact the forecast), and identify what is meaningful, and produce a forecasting model capable of making highly accurate predictions. This is part of the FbProphet Library example dataset which is a time series of the Wikipedia page hits for Peyton Manning. Notebooks for the various steps described in the next sections can be found here The notebook AWS_Forecast.ipynb

Federated learning (FL) is an emerging paradigm for training machine learning models using possibly private data available at edge devices. The distributed operation of FL gives rise to challenges that are not encountered in centralized machine learning, including the need to preserve the privacy of the local datasets, and the communication load due to the repeated exchange of updated models. These challenges are often tackled individually via techniques that induce some distortion on the updated models, e.g., local differential privacy (LDP) mechanisms and lossy compression. In this work we propose a method coined joint privacy enhancement and quantization (JoPEQ), which jointly implements lossy compression and privacy enhancement in FL settings. In particular, JoPEQ utilizes vector quantization based on random lattice, a universal compression technique whose byproduct distortion is statistically equivalent to additive noise. This distortion is leveraged to enhance privacy by augmenting the model updates with dedicated multivariate privacy preserving noise. We show that JoPEQ simultaneously quantizes data according to a required bit-rate while holding a desired privacy level, without notably affecting the utility of the learned model. This is shown via analytical LDP guarantees, distortion and convergence bounds derivation, and numerical studies. Finally, we empirically assert that JoPEQ demolishes common attacks known to exploit privacy leakage.

Accurately estimating a battery's state of health (SOH) helps prevent battery-powered applications from failing unexpectedly. With the superiority of reducing the data requirement of model training for new batteries, transfer learning (TL) emerges as a promising machine learning approach that applies knowledge learned from a source battery, which has a large amount of data. However, the determination of whether the source battery model is reasonable and which part of information can be transferred for SOH estimation are rarely discussed, despite these being critical components of a successful TL. To address these challenges, this paper proposes an interpretable TL-based SOH estimation method by exploiting the temporal dynamic to assist transfer learning, which consists of three parts. First, with the help of dynamic time warping, the temporal data from the discharge time series are synchronized, yielding the warping path of the cycle-synchronized time series responsible for capacity degradation over cycles. Second, the canonical variates retrieved from the spatial path of the cycle-synchronized time series are used for distribution similarity analysis between the source and target batteries. Third, when the distribution similarity is within the predefined threshold, a comprehensive target SOH estimation model is constructed by transferring the common temporal dynamics from the source SOH estimation model and compensating the errors with a residual model from the target battery. Through a widely-used open-source benchmark dataset, the estimation error of the proposed method evaluated by the root mean squared error is as low as 0.0034 resulting in a 77% accuracy improvement compared with existing methods.

Reject inference comprises techniques to infer the possible repayment behavior of rejected cases. In this paper, we model credit in a brand new view by capturing the sequential pattern of interactions among multiple stages of loan business to make better use of the underlying causal relationship. Specifically, we first define 3 stages with sequential dependence throughout the loan process including credit granting(AR), withdrawal application(WS) and repayment commitment(GB) and integrate them into a multi-task architecture. Inside stages, an intra-stage multi-task classification is built to meet different business goals. Then we design an Information Corridor to express sequential dependence, leveraging the interaction information between customer and platform from former stages via a hierarchical attention module controlling the content and size of the information channel. In addition, semi-supervised loss is introduced to deal with the unobserved instances. The proposed multi-stage interaction sequence(MSIS) method is simple yet effective and experimental results on a real data set from a top loan platform in China show the ability to remedy the population bias and improve model generalization ability.

This paper tackles the problem of efficient video recognition. In this area, video transformers have recently dominated the efficiency (top-1 accuracy vs FLOPs) spectrum. At the same time, there have been some attempts in the image domain which challenge the necessity of the self-attention operation within the transformer architecture, advocating the use of simpler approaches for token mixing. However, there are no results yet for the case of video recognition, where the selfattention operator has a significantly higher impact (compared to the case of images) on efficiency. To address this gap, in this paper, we make the following contributions: (a) we construct a highly efficient & accurate attention-free block based on the shift operator, coined Affine-Shift block, specifically designed to approximate as closely as possible the operations in the MHSA block of a Transformer layer. Based on our Affine-Shift block, we construct our Affine-Shift Transformer and show that it already outperforms all existing shift/MLP-based architectures for ImageNet classification. Code will be made available. Video recognition is the problem of recognizing specific events of interest (e.g.

The evaluation of the free energy of a stochastic model is considered a significant issue in various fields of physics and machine learning. However, the exact free energy evaluation is computationally infeasible because the free energy expression includes an intractable partition function. Annealed importance sampling (AIS) is a type of importance sampling based on the Markov chain Monte Carlo method that is similar to a simulated annealing and can effectively approximate the free energy. This study proposes an AIS-based approach, which is referred to as marginalized AIS (mAIS). The statistical efficiency of mAIS is investigated in detail based on theoretical and numerical perspectives. Based on the investigation, it is proved that mAIS is more effective than AIS under a certain condition.

The COVID-19 pandemic disrupted everyone's life across the world. In this work, we characterize the subjective wellbeing patterns of 112 cities across the United States during the pandemic prior to vaccine availability, as exhibited in subreddits corresponding to the cities. We quantify subjective wellbeing using positive and negative affect. We then measure the pandemic's impact by comparing a community's observed wellbeing with its expected wellbeing, as forecasted by time series models derived from prior to the pandemic.We show that general community traits reflected in language can be predictive of community resilience. We predict how the pandemic would impact the wellbeing of each community based on linguistic and interaction features from normal times \textit{before} the pandemic. We find that communities with interaction characteristics corresponding to more closely connected users and higher engagement were less likely to be significantly impacted. Notably, we find that communities that talked more about social ties normally experienced in-person, such as friends, family, and affiliations, were actually more likely to be impacted. Additionally, we use the same features to also predict how quickly each community would recover after the initial onset of the pandemic. We similarly find that communities that talked more about family, affiliations, and identifying as part of a group had a slower recovery.

Air pollution monitoring platforms play a very important role in preventing and mitigating the effects of pollution. Recent advances in the field of graph signal processing have made it possible to describe and analyze air pollution monitoring networks using graphs. One of the main applications is the reconstruction of the measured signal in a graph using a subset of sensors. Reconstructing the signal using information from sensor neighbors can help improve the quality of network data, examples are filling in missing data with correlated neighboring nodes, or correcting a drifting sensor with neighboring sensors that are more accurate. This paper compares the use of various types of graph signal reconstruction methods applied to real data sets of Spanish air pollution reference stations. The methods considered are Laplacian interpolation, graph signal processing low-pass based graph signal reconstruction, and kernel-based graph signal reconstruction, and are compared on actual air pollution data sets measuring O3, NO2, and PM10. The ability of the methods to reconstruct the signal of a pollutant is shown, as well as the computational cost of this reconstruction. The results indicate the superiority of methods based on kernel-based graph signal reconstruction, as well as the difficulties of the methods to scale in an air pollution monitoring network with a large number of low-cost sensors. However, we show that scalability can be overcome with simple methods, such as partitioning the network using a clustering algorithm.

This paper seeks to answer the following question: \textit{"What can we learn by predicting accuracy?"}. Indeed, classification is one of the most popular tasks in machine learning, and many loss functions have been developed to maximize this non-differentiable objective function. Unlike past work on loss function design, which was guided mainly by intuition and theory before being validated by experimentation, here we propose to approach this problem in the opposite way: we seek to extract knowledge by experimentation. This data-driven approach is similar to that used in physics to discover general laws from data. We used a symbolic regression method to automatically find a mathematical expression highly correlated with a linear classifier's accuracy. The formula discovered on more than 260 datasets of embeddings has a Pearson's correlation of 0.96 and a $r^2$ of 0.93. More interestingly, this formula is highly explainable and confirms insights from various previous papers on loss design. We hope this work will open new perspectives in the search for new heuristics leading to a deeper understanding of machine learning theory.

This paper develops novel conformal methods to test whether a new observation was sampled from the same distribution as a reference set. Blending inductive and transductive conformal inference in an innovative way, the described methods can re-weight standard conformal p-values based on dependent side information from known out-of-distribution data in a principled way, and can automatically take advantage of the most powerful model from any collection of one-class and binary classifiers. The solution can be implemented either through sample splitting or via a novel transductive cross-validation+ scheme which may also be useful in other applications of conformal inference, due to tighter guarantees compared to existing cross-validation approaches. After studying false discovery rate control and power within a multiple testing framework with several possible outliers, the proposed solution is shown to outperform standard conformal p-values through simulations as well as applications to image recognition and tabular data.