This paper proposes a fast and scalable method for uncertainty quantification of machine learning models' predictions. First, we show the principled way to measure the uncertainty of predictions for a classifier based on Nadaraya-Watson's nonparametric estimate of the conditional label distribution. Importantly, the approach allows to disentangle explicitly aleatoric and epistemic uncertainties. The resulting method works directly in the feature space. However, one can apply it to any neural network by considering an embedding of the data induced by the network. We demonstrate the strong performance of the method in uncertainty estimation tasks on a variety of real-world image datasets, such as MNIST, SVHN, CIFAR-100 and several versions of ImageNet.

Principal component analysis is a simple yet useful dimensionality reduction technique in modern machine learning pipelines. In consequential domains such as college admission, healthcare and credit approval, it is imperative to take into account emerging criteria such as the fairness and the robustness of the learned projection. In this paper, we propose a distributionally robust optimization problem for principal component analysis which internalizes a fairness criterion in the objective function. The learned projection thus balances the trade-off between the total reconstruction error and the reconstruction error gap between subgroups, taken in the min-max sense over all distributions in a moment-based ambiguity set. The resulting optimization problem over the Stiefel manifold can be efficiently solved by a Riemannian subgradient descent algorithm with a sub-linear convergence rate. Our experimental results on real-world datasets show the merits of our proposed method over state-of-the-art baselines. Machine learning models are ubiquitous in our daily lives and supporting the decision-making process in diverse domains.

We propose an efficient algorithm for learning mappings between two metric spaces, $\X$ and $\Y$. Our procedure is strongly Bayes-consistent whenever $\X$ and $\Y$ are topologically separable and $\Y$ is "bounded in expectation" (our term; the separability assumption can be somewhat weakened). At this level of generality, ours is the first such learnability result for unbounded loss in the agnostic setting. Our technique is based on metric medoids (a variant of Fr\'echet means) and presents a significant departure from existing methods, which, as we demonstrate, fail to achieve Bayes-consistency on general instance- and label-space metrics. Our proofs introduce the technique of {\em semi-stable compression}, which may be of independent interest.

Distributed learning has become a necessity for training ever-growing models by sharing calculation among several devices. However, some of the devices can be faulty, deliberately or not, preventing the proper convergence. As a matter of fact, the baseline distributed SGD algorithm does not converge in the presence of one Byzantine adversary. In this article we focus on the more robust SignSGD algorithm derived from SGD. We provide an upper bound for the convergence rate of SignSGD proving that this new version is robust to Byzantine adversaries. We implemented SignSGD along with Byzantine strategies attempting to crush the learning process. Therefore, we provide empirical observations from our experiments to support our theory. Our code is available on GitHub https://github.com/jasonakoun/signsgd-fault-tolerance and our experiments are reproducible by using the provided parameters.

You have finished solving a machine learning problem. The accuracy of your model is awesome. Till now your work is probably a Jupyter notebook, which is full of code, a few visuals, and very little documentation. If you see your work after a month or so, you might struggle to understand your own creation. To make matter worse, the Jupyter notebook does not have all decisions and assumptions you have taken in the solution.

The interface of statistics and computation is a signature issue in data science, which characteristically uses statistics, computation, and domain science knowledge to extract information and insights from data for the solving of big data problems. The discovery of solutions to complicated real problems with big data requires the development of statistical methods to analyze the data and computational algorithms to implement data analysis procedures. The statistical analysis is often computationally challenging. For example, statistical approaches that are mathematically optimal may not be computationally tractable, and data analysis methods that are computationally efficient may not be statistically optimal. Thus, sound statistics and tractable computation constitute fundamental but often competing pillars of data science, and a tradeoff is needed to balance statistical efficiency and computation efficiency.

Manage Data Science Projects & Teams to build business impact Become Data Driven Product Manager. Technology Professionals like – Q/A, Engineering Leads, Solutions Architect, Software Developers. Anyone who wants to build and end to end understanding and orientation of the world of Data Science and how to drive Data Science projects & Data Driven business decisions. NO prior knowledge of Data Science, Programming or Statistics required.

In the wake of network densification and multi-band operation in emerging cellular networks, mobility and handover management is becoming a major bottleneck. The problem is further aggravated by the fact that holistic mobility management solutions for different types of handovers, namely inter-frequency and intra-frequency handovers, remain scarce. This paper presents a first mobility management solution that concurrently optimizes inter-frequency related A5 parameters and intra-frequency related A3 parameters. We analyze and optimize five parameters namely A5-time to trigger (TTT), A5-threshold1, A5-threshold2, A3-TTT, and A3-offset to jointly maximize three critical key performance indicators (KPIs): edge user reference signal received power (RSRP), handover success rate (HOSR) and load between frequency bands. In the absence of tractable analytical models due to system level complexity, we leverage machine learning to quantify the KPIs as a function of the mobility parameters. An XGBoost based model has the best performance for edge RSRP and HOSR while random forest outperforms others for load prediction. An analysis of the mobility parameters provides several insights: 1) there exists a strong coupling between A3 and A5 parameters; 2) an optimal set of parameters exists for each KPI; and 3) the optimal parameters vary for different KPIs. We also perform a SHAP based sensitivity to help resolve the parametric conflict between the KPIs. Finally, we formulate a maximization problem, show it is non-convex, and solve it utilizing simulated annealing (SA). Results indicate that ML-based SA-aided solution is more than 14x faster than the brute force approach with a slight loss in optimality.

In the past 30 years, scientists have searched nature, including animals and insects, and biology in order to discover, understand, and model solutions for solving large-scale science challenges. The study of bionics reveals that how the biological structures, functions found in nature have improved our modern technologies. In this study, we present our discovery of evolutionary and nature-inspired algorithms applications in Data Science and Data Analytics in three main topics of pre-processing, supervised algorithms, and unsupervised algorithms. Among all applications, in this study, we aim to investigate four optimization algorithms that have been performed using the evolutionary and nature-inspired algorithms within data science and analytics. Feature selection optimization in pre-processing section, Hyper-parameter tuning optimization, and knowledge discovery optimization in supervised algorithms, and clustering optimization in the unsupervised algorithms.

The aim of this paper is to discuss a recent result which shows that probabilistic inference in the presence of (unknown) causal mechanisms can be tractable for models that have traditionally been viewed as intractable. This result was reported recently in [15] to facilitate model-based supervised learning but it can be interpreted in a causality context as follows. One can compile a non-parametric causal graph into an arithmetic circuit that supports inference in time linear in the circuit size. The circuit is also non-parametric so it can be used to estimate parameters from data and to further reason (in linear time) about the causal graph parametrized by these estimates. Moreover, the circuit size can sometimes be bounded even when the treewidth of the causal graph is not, leading to tractable inference on models that have been deemed intractable previously. This has been enabled by a new technique that can exploit causal mechanisms computationally but without needing to know their identities (the classical setup in causal inference). Our goal is to provide a causality-oriented exposure to these new results and to speculate on how they may potentially contribute to more scalable and versatile causal inference.