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 Statistical Learning


A Fair and Efficient Hybrid Federated Learning Framework based on XGBoost for Distributed Power Prediction

arXiv.org Artificial Intelligence

In a modern power system, real-time data on power generation/consumption and its relevant features are stored in various distributed parties, including household meters, transformer stations and external organizations. To fully exploit the underlying patterns of these distributed data for accurate power prediction, federated learning is needed as a collaborative but privacy-preserving training scheme. However, current federated learning frameworks are polarized towards addressing either the horizontal or vertical separation of data, and tend to overlook the case where both are present. Furthermore, in mainstream horizontal federated learning frameworks, only artificial neural networks are employed to learn the data patterns, which are considered less accurate and interpretable compared to tree-based models on tabular datasets. To this end, we propose a hybrid federated learning framework based on XGBoost, for distributed power prediction from real-time external features. In addition to introducing boosted trees to improve accuracy and interpretability, we combine horizontal and vertical federated learning, to address the scenario where features are scattered in local heterogeneous parties and samples are scattered in various local districts. Moreover, we design a dynamic task allocation scheme such that each party gets a fair share of information, and the computing power of each party can be fully leveraged to boost training efficiency. A follow-up case study is presented to justify the necessity of adopting the proposed framework. The advantages of the proposed framework in fairness, efficiency and accuracy performance are also confirmed.


SABLAS: Learning Safe Control for Black-box Dynamical Systems

arXiv.org Artificial Intelligence

Control certificates based on barrier functions have been a powerful tool to generate probably safe control policies for dynamical systems. However, existing methods based on barrier certificates are normally for white-box systems with differentiable dynamics, which makes them inapplicable to many practical applications where the system is a black-box and cannot be accurately modeled. On the other side, model-free reinforcement learning (RL) methods for black-box systems suffer from lack of safety guarantees and low sampling efficiency. In this paper, we propose a novel method that can learn safe control policies and barrier certificates for black-box dynamical systems, without requiring for an accurate system model. Our method re-designs the loss function to back-propagate gradient to the control policy even when the black-box dynamical system is non-differentiable, and we show that the safety certificates hold on the black-box system. Empirical results in simulation show that our method can significantly improve the performance of the learned policies by achieving nearly 100% safety and goal reaching rates using much fewer training samples, compared to state-of-the-art black-box safe control methods. Our learned agents can also generalize to unseen scenarios while keeping the original performance. The source code can be found at https://github.com/Zengyi-Qin/bcbf.


Method of Lagrange Multipliers: The Theory Behind Support Vector Machines (Part 2: The Non-Separable Case)

#artificialintelligence

This tutorial is an extension of Method Of Lagrange Multipliers: The Theory Behind Support Vector Machines (Part 1: The Separable Case)) and explains the non-separable case. In real life problems positive and negative training examples may not be completely separable by a linear decision boundary. This tutorial explains how a soft margin can be built that tolerates a certain amount of errors. In this tutorial, we'll cover the basics of a linear SVM. We won't go into details of non-linear SVMs derived using the kernel trick.


Time Series Analysis, Forecasting, and Machine Learning

#artificialintelligence

Welcome to Time Series Analysis, Forecasting, and Machine Learning in Python. Time Series Analysis has become an especially important field in recent years. With inflation on the rise, many are turning to the stock market and cryptocurrencies in order to ensure their savings do not lose their value. COVID-19 has shown us how forecasting is an essential tool for driving public health decisions. Businesses are becoming increasingly efficient, forecasting inventory and operational needs ahead of time.


Top 10 Research and Thesis Topics for ML Projects in 2022

#artificialintelligence

In this tech-driven world, selecting research and thesis topics in machine learning projects is the first choice of masters and Doctorate scholars. Selecting and working on a thesis topic in machine learning is not an easy task as machine learning uses statistical algorithms to make computers work in a certain way without being explicitly programmed. Achieving mastery over machine learning (ML) is becoming increasingly crucial for all the students in this field. Both artificial intelligence and machine learning complement each other. So, if you are a beginner, the best thing you can do is work on some ML projects.


Unifying Epidemic Models with Mixtures

arXiv.org Machine Learning

The COVID-19 pandemic has emphasized the need for a robust understanding of epidemic models. Current models of epidemics are classified as either mechanistic or non-mechanistic: mechanistic models make explicit assumptions on the dynamics of disease, whereas non-mechanistic models make assumptions on the form of observed time series. Here, we introduce a simple mixture-based model which bridges the two approaches while retaining benefits of both. The model represents time series of cases and fatalities as a mixture of Gaussian curves, providing a flexible function class to learn from data compared to traditional mechanistic models. Although the model is non-mechanistic, we show that it arises as the natural outcome of a stochastic process based on a networked SIR framework. This allows learned parameters to take on a more meaningful interpretation compared to similar non-mechanistic models, and we validate the interpretations using auxiliary mobility data collected during the COVID-19 pandemic. We provide a simple learning algorithm to identify model parameters and establish theoretical results which show the model can be efficiently learned from data. Empirically, we find the model to have low prediction error. The model is available live at covidpredictions.mit.edu. Ultimately, this allows us to systematically understand the impacts of interventions on COVID-19, which is critical in developing data-driven solutions to controlling epidemics.


Provable Clustering of a Union of Linear Manifolds Using Optimal Directions

arXiv.org Machine Learning

This paper focuses on the Matrix Factorization based Clustering (MFC) method which is one of the few closed form algorithms for the subspace clustering problem. Despite being simple, closed-form, and computation-efficient, MFC can outperform the other sophisticated subspace clustering methods in many challenging scenarios. We reveal the connection between MFC and the Innovation Pursuit (iPursuit) algorithm which was shown to be able to outperform the other spectral clustering based methods with a notable margin especially when the span of clusters are close. A novel theoretical study is presented which sheds light on the key performance factors of both algorithms (MFC/iPursuit) and it is shown that both algorithms can be robust to notable intersections between the span of clusters. Importantly, in contrast to the theoretical guarantees of other algorithms which emphasized on the distance between the subspaces as the key performance factor and without making the innovation assumption, it is shown that the performance of MFC/iPursuit mainly depends on the distance between the innovative components of the clusters.


Optimizing the Communication-Accuracy Trade-off in Federated Learning with Rate-Distortion Theory

arXiv.org Machine Learning

A significant bottleneck in federated learning is the network communication cost of sending model updates from client devices to the central server. We propose a method to reduce this cost. Our method encodes quantized updates with an appropriate universal code, taking into account their empirical distribution. Because quantization introduces error, we select quantization levels by optimizing for the desired trade-off in average total bitrate and gradient distortion. We demonstrate empirically that in spite of the non-i.i.d. nature of federated learning, the rate-distortion frontier is consistent across datasets, optimizers, clients and training rounds, and within each setting, distortion reliably predicts model performance. This allows for a remarkably simple compression scheme that is near-optimal in many use cases, and outperforms Top-K, DRIVE, 3LC and QSGD on the Stack Overflow next-word prediction benchmark.


On robust risk-based active-learning algorithms for enhanced decision support

arXiv.org Machine Learning

Classification models are a fundamental component of physical-asset management technologies such as structural health monitoring (SHM) systems and digital twins. Previous work introduced \textit{risk-based active learning}, an online approach for the development of statistical classifiers that takes into account the decision-support context in which they are applied. Decision-making is considered by preferentially querying data labels according to \textit{expected value of perfect information} (EVPI). Although several benefits are gained by adopting a risk-based active learning approach, including improved decision-making performance, the algorithms suffer from issues relating to sampling bias as a result of the guided querying process. This sampling bias ultimately manifests as a decline in decision-making performance during the later stages of active learning, which in turn corresponds to lost resource/utility. The current paper proposes two novel approaches to counteract the effects of sampling bias: \textit{semi-supervised learning}, and \textit{discriminative classification models}. These approaches are first visualised using a synthetic dataset, then subsequently applied to an experimental case study, specifically, the Z24 Bridge dataset. The semi-supervised learning approach is shown to have variable performance; with robustness to sampling bias dependent on the suitability of the generative distributions selected for the model with respect to each dataset. In contrast, the discriminative classifiers are shown to have excellent robustness to the effects of sampling bias. Moreover, it was found that the number of inspections made during a monitoring campaign, and therefore resource expenditure, could be reduced with the careful selection of the statistical classifiers used within a decision-supporting monitoring system.


AugmentedPCA: A Python Package of Supervised and Adversarial Linear Factor Models

arXiv.org Machine Learning

Deep autoencoders are often extended with a supervised or adversarial loss to learn latent representations with desirable properties, such as greater predictivity of labels and outcomes or fairness with respects to a sensitive variable. Despite the ubiquity of supervised and adversarial deep latent factor models, these methods should demonstrate improvement over simpler linear approaches to be preferred in practice. This necessitates a reproducible linear analog that still adheres to an augmenting supervised or adversarial objective. We address this methodological gap by presenting methods that augment the principal component analysis (PCA) objective with either a supervised or an adversarial objective and provide analytic and reproducible solutions. We implement these methods in an open-source Python package, AugmentedPCA, that can produce excellent real-world baselines. We demonstrate the utility of these factor models on an open-source, RNA-seq cancer gene expression dataset, showing that augmenting with a supervised objective results in improved downstream classification performance, produces principal components with greater class fidelity, and facilitates identification of genes aligned with the principal axes of data variance with implications to development of specific types of cancer.