Statistical Learning
Semi-Supervised Anomaly Detection Based on Quadratic Multiform Separation
Fan, Ko-Hui Michael, Chang, Chih-Chung, Kongguoluo, Kuang-Hsiao-Yin
In this paper we propose a novel method for semi-supervised anomaly detection (SSAD). Our classifier is named QMS22 as its inception was dated 2022 upon the framework of quadratic multiform separation (QMS), a recently introduced classification model. QMS22 tackles SSAD by solving a multi-class classification problem involving both the training set and the test set of the original problem. The classification problem intentionally includes classes with overlapping samples. One of the classes contains mixture of normal samples and outliers, and all other classes contain only normal samples. An outlier score is then calculated for every sample in the test set using the outcome of the classification problem. We also include performance evaluation of QMS22 against top performing classifiers using ninety-five benchmark imbalanced datasets from the KEEL repository. These classifiers are BRM (Bagging-Random Miner), OCKRA (One-Class K-means with Randomly-projected features Algorithm), ISOF (Isolation Forest), and ocSVM (One-Class Support Vector Machine). It is shown by using the area under the curve of the receiver operating characteristic curve as the performance measure, QMS22 significantly outperforms ISOF and ocSVM. Moreover, the Wilcoxon signed-rank tests reveal that there is no statistically significant difference when testing QMS22 against BRM nor QMS22 against OCKRA.
Finding and Fixing Spurious Patterns with Explanations
Plumb, Gregory, Ribeiro, Marco Tulio, Talwalkar, Ameet
Image classifiers often use spurious patterns, such as "relying on the presence of a person to detect a tennis racket, which do not generalize. In this work, we present an end-to-end pipeline for identifying and mitigating spurious patterns for such models, under the assumption that we have access to pixel-wise object-annotations. We start by identifying patterns such as "the model's prediction for tennis racket changes 63% of the time if we hide the people." Then, if a pattern is spurious, we mitigate it via a novel form of data augmentation. We demonstrate that our method identifies a diverse set of spurious patterns and that it mitigates them by producing a model that is both more accurate on a distribution where the spurious pattern is not helpful and more robust to distribution shift.
RegMix: Data Mixing Augmentation for Regression
Hwang, Seong-Hyeon, Whang, Steven Euijong
Data augmentation is becoming essential for improving regression performance in critical applications including manufacturing, climate prediction, and finance. Existing techniques for data augmentation largely focus on classification tasks and do not readily apply to regression tasks. In particular, the recent Mixup techniques for classification have succeeded in improving the model performance, which is reasonable due to the characteristics of the classification task, but has limitations in regression. We show that mixing examples that have large data distances using linear interpolations may have increasingly-negative effects on model performance. Our key idea is thus to limit the distances between examples that are mixed. We propose RegMix, a data augmentation framework for regression that learns for each example how many nearest neighbors it should be mixed with for the best model performance using a validation set. Our experiments conducted both on synthetic and real datasets show that RegMix outperforms state-of-the-art data augmentation baselines applicable to regression.
Adaptive Resources Allocation CUSUM for Binomial Count Data Monitoring with Application to COVID-19 Hotspot Detection
Hu, Jiuyun, Mei, Yajun, Holte, Sarah, Yan, Hao
In this paper, we present an efficient statistical method (denoted as "Adaptive Resources Allocation CUSUM") to robustly and efficiently detect the hotspot with limited sampling resources. Our main idea is to combine the multi-arm bandit (MAB) and change-point detection methods to balance the exploration and exploitation of resource allocation for hotspot detection. Further, a Bayesian weighted update is used to update the posterior distribution of the infection rate. Then, the upper confidence bound (UCB) is used for resource allocation and planning. Finally, CUSUM monitoring statistics to detect the change point as well as the change location. For performance evaluation, we compare the performance of the proposed method with several benchmark methods in the literature and showed the proposed algorithm is able to achieve a lower detection delay and higher detection precision. Finally, this method is applied to hotspot detection in a real case study of county-level daily positive COVID-19 cases in Washington State WA) and demonstrates the effectiveness with very limited distributed samples.
LAMA-Net: Unsupervised Domain Adaptation via Latent Alignment and Manifold Learning for RUL Prediction
Joseph, Manu, Lalwani, Varchita
Prognostics and Health Management (PHM) is an emerging field which has received much attention from the manufacturing industry because of the benefits and efficiencies it brings to the table. And Remaining Useful Life (RUL) prediction is at the heart of any PHM system. Most recent data-driven research demand substantial volumes of labelled training data before a performant model can be trained under the supervised learning paradigm. This is where Transfer Learning (TL) and Domain Adaptation (DA) methods step in and make it possible for us to generalize a supervised model to other domains with different data distributions with no labelled data. In this paper, we propose \textit{LAMA-Net}, an encoder-decoder based model (Transformer) with an induced bottleneck, Latent Alignment using Maximum Mean Discrepancy (MMD) and manifold learning is proposed to tackle the problem of Unsupervised Homogeneous Domain Adaptation for RUL prediction. \textit{LAMA-Net} is validated using the C-MAPSS Turbofan Engine dataset by NASA and compared against other state-of-the-art techniques for DA. The results suggest that the proposed method offers a promising approach to perform domain adaptation in RUL prediction. Code will be made available once the paper comes out of review.
Sparse Nonnegative Tucker Decomposition and Completion under Noisy Observations
Zhang, Xiongjun, Ng, Michael K.
Tensor decomposition is a powerful tool for extracting physically meaningful latent factors from multi-dimensional nonnegative data, and has been an increasing interest in a variety of fields such as image processing, machine learning, and computer vision. In this paper, we propose a sparse nonnegative Tucker decomposition and completion method for the recovery of underlying nonnegative data under noisy observations. Here the underlying nonnegative data tensor is decomposed into a core tensor and several factor matrices with all entries being nonnegative and the factor matrices being sparse. The loss function is derived by the maximum likelihood estimation of the noisy observations, and the $\ell_0$ norm is employed to enhance the sparsity of the factor matrices. We establish the error bound of the estimator of the proposed model under generic noise scenarios, which is then specified to the observations with additive Gaussian noise, additive Laplace noise, and Poisson observations, respectively. Our theoretical results are better than those by existing tensor-based or matrix-based methods. Moreover, the minimax lower bounds are shown to be matched with the derived upper bounds up to logarithmic factors. Numerical examples on both synthetic and real-world data sets demonstrate the superiority of the proposed method for nonnegative tensor data completion.
Gradient-Based Meta-Learning Using Uncertainty to Weigh Loss for Few-Shot Learning
Ding, Lin, Liu, Peng, Shen, Wenfeng, Lu, Weijia, Chen, Shengbo
Model-Agnostic Meta-Learning (MAML) is one of the most successful meta-learning techniques for few-shot learning. It uses gradient descent to learn commonalities between various tasks, enabling the model to learn the meta-initialization of its own parameters to quickly adapt to new tasks using a small amount of labeled training data. A key challenge to few-shot learning is task uncertainty. Although a strong prior can be obtained from meta-learning with a large number of tasks, a precision model of the new task cannot be guaranteed because the volume of the training dataset is normally too small. In this study, first, in the process of choosing initialization parameters, the new method is proposed for task-specific learner adaptively learn to select initialization parameters that minimize the loss of new tasks. Then, we propose two improved methods for the meta-loss part: Method 1 generates weights by comparing meta-loss differences to improve the accuracy when there are few classes, and Method 2 introduces the homoscedastic uncertainty of each task to weigh multiple losses based on the original gradient descent, as a way to enhance the generalization ability to novel classes while ensuring accuracy improvement. Compared with previous gradient-based meta-learning methods, our model achieves better performance in regression tasks and few-shot classification and improves the robustness of the model to the learning rate and query sets in the meta-test set.
Noise tolerance of learning to rank under class-conditional label noise
Often, the data used to train ranking models is subject to label noise. For example, in web-search, labels created from clickstream data are noisy due to issues such as insufficient information in item descriptions on the SERP, query reformulation by the user, and erratic or unexpected user behavior. In practice, it is difficult to handle label noise without making strong assumptions about the label generation process. As a result, practitioners typically train their learning-to-rank (LtR) models directly on this noisy data without additional consideration of the label noise. Surprisingly, we often see strong performance from LtR models trained in this way. In this work, we describe a class of noise-tolerant LtR losses for which empirical risk minimization is a consistent procedure, even in the context of class-conditional label noise. We also develop noise-tolerant analogs of commonly used loss functions. The practical implications of our theoretical findings are further supported by experimental results.
Deep Recursive Embedding for High-Dimensional Data
Zhou, Zixia, Zu, Xinrui, Wang, Yuanyuan, Lelieveldt, Boudewijn P. F., Tao, Qian
Embedding high-dimensional data onto a low-dimensional manifold is of both theoretical and practical value. In this paper, we propose to combine deep neural networks (DNN) with mathematics-guided embedding rules for high-dimensional data embedding. We introduce a generic deep embedding network (DEN) framework, which is able to learn a parametric mapping from high-dimensional space to low-dimensional space, guided by well-established objectives such as Kullback-Leibler (KL) divergence minimization. We further propose a recursive strategy, called deep recursive embedding (DRE), to make use of the latent data representations for boosted embedding performance. We exemplify the flexibility of DRE by different architectures and loss functions, and benchmarked our method against the two most popular embedding methods, namely, t-distributed stochastic neighbor embedding (t-SNE) and uniform manifold approximation and projection (UMAP). The proposed DRE method can map out-of-sample data and scale to extremely large datasets. Experiments on a range of public datasets demonstrated improved embedding performance in terms of local and global structure preservation, compared with other state-of-the-art embedding methods.
Semi-automatic tuning of coupled climate models with multiple intrinsic timescales: lessons learned from the Lorenz96 model
Lguensat, Redouane, Deshayes, Julie, Durand, Homer, Balaji, V.
The objective of this study is to evaluate the potential for History Matching (HM) to tune a climate system with multi-scale dynamics. By considering a toy climate model, namely, the two-scale Lorenz96 model and producing experiments in perfect-model setting, we explore in detail how several built-in choices need to be carefully tested. We also demonstrate the importance of introducing physical expertise in the range of parameters, a priori to running HM. Finally we revisit a classical procedure in climate model tuning, that consists of tuning the slow and fast components separately. By doing so in the Lorenz96 model, we illustrate the non-uniqueness of plausible parameters and highlight the specificity of metrics emerging from the coupling. This paper contributes also to bridging the communities of uncertainty quantification, machine learning and climate modeling, by making connections between the terms used by each community for the same concept and presenting promising collaboration avenues that would benefit climate modeling research.