This is a case study on the personalized cancer diagnosis problem. Before diving deep into the issue, let us understand what are the challenges with cancer diagnosis and how machine learning can help in mitigating them. Note: This problem is taken from NIPS 2017 Competition and the details can be found using this link. Let us go through the current process first. In order to identify if a person has cancer or not, a specialist first creates a list of genetic variations that needs to be analyzed. He/she then searches for all the relevant evidences like published journals etc.

Welcome to the second part on optimisers where we will be discussing momentum and Nesterov accelerated gradient. If you want a quick review of vanilla gradient descent algorithms and its variants, please read about it in part1. In part3 of this series, I will be explaining RMSprop and Adam in detail. Gradient descent uses the gradients to update the weights and these can be sometimes noisy. In mini-batch gradient descent while we are updating the weights based on the data in a given batch, there will be some variance in the direction of the update.

We use transport measurements of an electrostatically-defined quantum dot device in an AlGaAs/GaAs heterostructure to inform and verify our approach. Differences between theory and experiment pervade all of science, and are one of the driving forces of human discovery. To infer the disorder potential we use a combination Simulations often require fewer resources than real experiments of transport measurements and predictions from a physical but rarely capture the full complexity of a system, limiting model. The physical model is an electrostatic simulation from their practical application. Narrowing the gap between which transport features can be estimated. Many simulations a model and the real world is key for the control of complex with different parameter settings are required to compare this systems using machine learning, especially when a machine physical model with transport measurements. To accommodate learning model is trained on a simulation before being applied this need without extreme computation times, we develop to real systems [1, 2]. The reality gap is widened further when a fast approximation of the model using deep learning.

With the sweeping digitalization of societal, medical, industrial, and scientific processes, sensing technologies are being deployed that produce increasing volumes of time series data, thus fueling a plethora of new or improved applications. In this setting, outlier detection is frequently important, and while solutions based on neural networks exist, they leave room for improvement in terms of both accuracy and efficiency. With the objective of achieving such improvements, we propose a diversity-driven, convolutional ensemble. To improve accuracy, the ensemble employs multiple basic outlier detection models built on convolutional sequence-to-sequence autoencoders that can capture temporal dependencies in time series. Further, a novel diversity-driven training method maintains diversity among the basic models, with the aim of improving the ensemble's accuracy. To improve efficiency, the approach enables a high degree of parallelism during training. In addition, it is able to transfer some model parameters from one basic model to another, which reduces training time. We report on extensive experiments using real-world multivariate time series that offer insight into the design choices underlying the new approach and offer evidence that it is capable of improved accuracy and efficiency. This is an extended version of "Unsupervised Time Series Outlier Detection with Diversity-Driven Convolutional Ensembles", to appear in PVLDB 2022.

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between input variables and a response. Such relationships can be better described through  flexible approaches such as neural networks, but this results in less interpretable models and potential overfitting. Alternatively, specific parametric nonlinear functions can be used, but the specification of such functions is in general complicated. In this paper, we introduce a  flexible approach for the construction and selection of highly  flexible nonlinear parametric regression models. Nonlinear features are generated hierarchically, similarly to deep learning, but have additional  flexibility on the possible types of features to be considered. This  flexibility, combined with variable selection, allows us to find a small set of important features and thereby more interpretable models. Within the space of possible functions, a Bayesian approach, introducing priors for functions based on their complexity, is considered. A genetically modified mode jumping Markov chain Monte Carlo algorithm is adopted to perform Bayesian inference and estimate posterior probabilities for model averaging. In various applications, we illustrate how our approach is used to obtain meaningful nonlinear models. Additionally, we compare its predictive performance with several machine learning algorithms.  

COVID-19 pandemic is an ongoing global pandemic which has caused unprecedented disruptions in the public health sector and global economy. The virus, SARS-CoV-2 is responsible for the rapid transmission of coronavirus disease. Due to its contagious nature, the virus can easily infect an unprotected and exposed individual from mild to severe symptoms. The study of the virus effects on pregnant mothers and neonatal is now a concerning issue globally among civilians and public health workers considering how the virus will affect the mother and the neonates health. This paper aims to develop a predictive model to estimate the possibility of death for a COVID-diagnosed mother based on documented symptoms: dyspnea, cough, rhinorrhea, arthralgia, and the diagnosis of pneumonia. The machine learning models that have been used in our study are support vector machine, decision tree, random forest, gradient boosting, and artificial neural network. The models have provided impressive results and can accurately predict the mortality of pregnant mothers with a given input.The precision rate for 3 models(ANN, Gradient Boost, Random Forest) is 100% The highest accuracy score(Gradient Boosting,ANN) is 95%,highest recall(Support Vector Machine) is 92.75% and highest f1 score(Gradient Boosting,ANN) is 94.66%. Due to the accuracy of the model, pregnant mother can expect immediate medical treatment based on their possibility of death due to the virus. The model can be utilized by health workers globally to list down emergency patients, which can ultimately reduce the death rate of COVID-19 diagnosed pregnant mothers.

Federated Learning (FL) is an increasingly popular machine learning paradigm in which multiple nodes try to collaboratively learn under privacy, communication and multiple heterogeneity constraints. A persistent problem in federated learning is that it is not clear what the optimization objective should be: the standard average risk minimization of supervised learning is inadequate in handling several major constraints specific to federated learning, such as communication adaptivity and personalization control. We identify several key desiderata in frameworks for federated learning and introduce a new framework, FLIX, that takes into account the unique challenges brought by federated learning. FLIX has a standard finite-sum form, which enables practitioners to tap into the immense wealth of existing (potentially non-local) methods for distributed optimization. Through a smart initialization that does not require any communication, FLIX does not require the use of local steps but is still provably capable of performing dissimilarity regularization on par with local methods. We give several algorithms for solving the FLIX formulation efficiently under communication constraints. Finally, we corroborate our theoretical results with extensive experimentation.

We consider the framework of non-stationary Online Convex Optimization where a learner seeks to control its dynamic regret against an arbitrary sequence of comparators. When the loss functions are strongly convex or exp-concave, we demonstrate that Strongly Adaptive (SA) algorithms can be viewed as a principled way of controlling dynamic regret in terms of path variation $V_T$ of the comparator sequence. Specifically, we show that SA algorithms enjoy $\tilde O(\sqrt{TV_T} \vee \log T)$ and $\tilde O(\sqrt{dTV_T} \vee d\log T)$ dynamic regret for strongly convex and exp-concave losses respectively without apriori knowledge of $V_T$. The versatility of the principled approach is further demonstrated by the novel results in the setting of learning against bounded linear predictors and online regression with Gaussian kernels. Under a related setting, the second component of the paper addresses an open question posed by Zhdanov and Kalnishkan (2010) that concerns online kernel regression with squared error losses. We derive a new lower bound on a certain penalized regret which establishes the near minimax optimality of online Kernel Ridge Regression (KRR). Our lower bound can be viewed as an RKHS extension to the lower bound derived in Vovk (2001) for online linear regression in finite dimensions.

In gradient descent, changing how we parametrize the model can lead to drastically different optimization trajectories, giving rise to a surprising range of meaningful inductive biases: identifying sparse classifiers or reconstructing low-rank matrices without explicit regularization. This implicit regularization has been hypothesised to be a contributing factor to good generalization in deep learning. However, natural gradient descent is approximately invariant to reparameterization, it always follows the same trajectory and finds the same optimum. The question naturally arises: What happens if we eliminate the role of parameterization, which solution will be found, what new properties occur? We characterize the behaviour of natural gradient flow in deep linear networks for separable classification under logistic loss and deep matrix factorization. Some of our findings extend to nonlinear neural networks with sufficient but finite over-parametrization. We demonstrate that there exist learning problems where natural gradient descent fails to generalize, while gradient descent with the right architecture performs well.

Approximate Bayesian Computation (ABC) enables statistical inference in complex models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs a kernel-type approximation to the posterior distribution through an accept/reject mechanism which compares summary statistics of real and simulated data. To obviate the need for summary statistics, we directly compare empirical distributions with a Kullback-Leibler (KL) divergence estimator obtained via classification. In particular, we blend flexible machine learning classifiers within ABC to automate fake/real data comparisons. We consider the traditional accept/reject kernel as well as an exponential weighting scheme which does not require the ABC acceptance threshold. Our theoretical results show that the rate at which our ABC posterior distributions concentrate around the true parameter depends on the estimation error of the classifier. We derive limiting posterior shape results and find that, with a properly scaled exponential kernel, asymptotic normality holds. We demonstrate the usefulness of our approach on simulated examples as well as real data in the context of stock volatility estimation.