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 Statistical Learning


SaDe: Learning Models that Provably Satisfy Domain Constraints

arXiv.org Artificial Intelligence

With increasing real world applications of machine learning, models are often required to comply with certain domain based requirements, e.g., safety guarantees in aircraft systems, legal constraints in a loan approval model. A natural way to represent these properties is in the form of constraints. Including such constraints in machine learning is typically done by the means of regularization, which does not guarantee satisfaction of the constraints. In this paper, we present a machine learning approach that can handle a wide variety of constraints, and guarantee that these constraints will be satisfied by the model even on unseen data. We cast machine learning as a maximum satisfiability problem, and solve it using a novel algorithm SaDe which combines constraint satisfaction with gradient descent. We demonstrate on three use cases that this approach learns models that provably satisfy the given constraints.


What is support vector regression (SVR) ?

#artificialintelligence

A support vector regression is a popular machine learning model today in this article, I would be giving you a detailed explanation and how this model works. Support vector model can be used for both problems regression as well as classification and it's divided into 2 parts support vector machine (SVM)is used for classification problems and support vector regression (SVR) is mostly used for regression problems but in this article, I would be telling you about support vector regression (SVR) to know more about support vector machine (SVM) go to this link


A project of upgrading a simple chatbot

#artificialintelligence

I initially wanted to learn how chatbot works and created a simple one on my own. However, there's a surprising amount of available codes that create chatbots of all levels. My task was to learn from this very simple chatbot model that uses straightforward NN of x and y, using stochastic gradient descent to predict the intention of the writer and generate an answer accordingly. As x is the input text, and y is the intention, the author marks 0 or 1 to the input texts. 1 is close to the intention, and 0 is the opposite. My idea of improvement is instead of marking 0 or 1 to the texts, I would implement words to vectors to create one hot encoded (X, Y) matrices, then feed the encoded words into the model.


Regression in Python using Sklearn, XGBoost and PySpark

#artificialintelligence

In the above story, we have used a Fitbit dataset. Based on the EDA, it was found that steps taken and calories are somewhat linearly correlated and together they may be indicative of a lower risk for all-cause mortality. More interestingly, among our data there is one dataset which has not been used yet which is a weight and BMI log. These data have a distinct nature since they are not necessarily machine generated, thereafter they serve the purpose of being'labels'. In simple words, users are collecting data regarding their activity using their Fitbit, and once in a while, they log some body information such as weight, fat and BMI. This creates an optimal scenario for a supervised learning problem, where, for example, we could use the Fitbit activity data to predict the BMI of a user.


A Continuous-time Stochastic Gradient Descent Method for Continuous Data

arXiv.org Artificial Intelligence

Optimization problems with continuous data appear in, e.g., robust machine learning, functional data analysis, and variational inference. Here, the target function is given as an integral over a family of (continuously) indexed target functions - integrated with respect to a probability measure. Such problems can often be solved by stochastic optimization methods: performing optimization steps with respect to the indexed target function with randomly switched indices. In this work, we study a continuous-time variant of the stochastic gradient descent algorithm for optimization problems with continuous data. This so-called stochastic gradient process consists in a gradient flow minimizing an indexed target function that is coupled with a continuous-time index process determining the index. Index processes are, e.g., reflected diffusions, pure jump processes, or other L\'evy processes on compact spaces. Thus, we study multiple sampling patterns for the continuous data space and allow for data simulated or streamed at runtime of the algorithm. We analyze the approximation properties of the stochastic gradient process and study its longtime behavior and ergodicity under constant and decreasing learning rates. We end with illustrating the applicability of the stochastic gradient process in a polynomial regression problem with noisy functional data, as well as in a physics-informed neural network.


Assessing Fairness in the Presence of Missing Data

arXiv.org Artificial Intelligence

Missing data are prevalent and present daunting challenges in real data analysis. While there is a growing body of literature on fairness in analysis of fully observed data, there has been little theoretical work on investigating fairness in analysis of incomplete data. In practice, a popular analytical approach for dealing with missing data is to use only the set of complete cases, i.e., observations with all features fully observed to train a prediction algorithm. However, depending on the missing data mechanism, the distribution of complete cases and the distribution of the complete data may be substantially different. When the goal is to develop a fair algorithm in the complete data domain where there are no missing values, an algorithm that is fair in the complete case domain may show disproportionate bias towards some marginalized groups in the complete data domain. To fill this significant gap, we study the problem of estimating fairness in the complete data domain for an arbitrary model evaluated merely using complete cases. We provide upper and lower bounds on the fairness estimation error and conduct numerical experiments to assess our theoretical results. Our work provides the first known theoretical results on fairness guarantee in analysis of incomplete data.


On the Effectiveness of Mode Exploration in Bayesian Model Averaging for Neural Networks

arXiv.org Machine Learning

Multiple techniques for producing calibrated predictive probabilities using deep neural networks in supervised learning settings have emerged that leverage approaches to ensemble diverse solutions discovered during cyclic training or training from multiple random starting points (deep ensembles). However, only a limited amount of work has investigated the utility of exploring the local region around each diverse solution (posterior mode). Using three well-known deep architectures on the CIFAR-10 dataset, we evaluate several simple methods for exploring local regions of the weight space with respect to Brier score, accuracy, and expected calibration error. We consider both Bayesian inference techniques (variational inference and Hamiltonian Monte Carlo applied to the softmax output layer) as well as utilizing the stochastic gradient descent trajectory near optima. While adding separate modes to the ensemble uniformly improves performance, we show that the simple mode exploration methods considered here produce little to no improvement over ensembles without mode exploration.


SHRIMP: Sparser Random Feature Models via Iterative Magnitude Pruning

arXiv.org Machine Learning

Sparse shrunk additive models and sparse random feature models have been developed separately as methods to learn low-order functions, where there are few interactions between variables, but neither offers computational efficiency. On the other hand, $\ell_2$-based shrunk additive models are efficient but do not offer feature selection as the resulting coefficient vectors are dense. Inspired by the success of the iterative magnitude pruning technique in finding lottery tickets of neural networks, we propose a new method -- Sparser Random Feature Models via IMP (ShRIMP) -- to efficiently fit high-dimensional data with inherent low-dimensional structure in the form of sparse variable dependencies. Our method can be viewed as a combined process to construct and find sparse lottery tickets for two-layer dense networks. We explain the observed benefit of SHRIMP through a refined analysis on the generalization error for thresholded Basis Pursuit and resulting bounds on eigenvalues. From function approximation experiments on both synthetic data and real-world benchmark datasets, we show that SHRIMP obtains better than or competitive test accuracy compared to state-of-art sparse feature and additive methods such as SRFE-S, SSAM, and SALSA. Meanwhile, SHRIMP performs feature selection with low computational complexity and is robust to the pruning rate, indicating a robustness in the structure of the obtained subnetworks. We gain insight into the lottery ticket hypothesis through SHRIMP by noting a correspondence between our model and weight/neuron subnetworks.


Machine Learning in the Search for New Fundamental Physics

arXiv.org Machine Learning

Machine learning plays a crucial role in enhancing and accelerating the search for new fundamental physics. We review the state of machine learning methods and applications for new physics searches in the context of terrestrial high energy physics experiments, including the Large Hadron Collider, rare event searches, and neutrino experiments. While machine learning has a long history in these fields, the deep learning revolution (early 2010s) has yielded a qualitative shift in terms of the scope and ambition of research. These modern machine learning developments are the focus of the present review.


Federated Causal Discovery

arXiv.org Machine Learning

Causal discovery aims to learn a causal graph from observational data. To date, most causal discovery methods require data to be stored in a central server. However, data owners gradually refuse to share their personalized data to avoid privacy leakage, making this task more troublesome by cutting off the first step. A puzzle arises: $\textit{how do we infer causal relations from decentralized data?}$ In this paper, with the additive noise model assumption of data, we take the first step in developing a gradient-based learning framework named DAG-Shared Federated Causal Discovery (DS-FCD), which can learn the causal graph without directly touching local data and naturally handle the data heterogeneity. DS-FCD benefits from a two-level structure of each local model. The first level learns the causal graph and communicates with the server to get model information from other clients, while the second level approximates causal mechanisms and personally updates from its own data to accommodate the data heterogeneity. Moreover, DS-FCD formulates the overall learning task as a continuous optimization problem by taking advantage of an equality acyclicity constraint, which can be naturally solved by gradient descent methods. Extensive experiments on both synthetic and real-world datasets verify the efficacy of the proposed method.