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 Statistical Learning


S-multi-SNE: Semi-Supervised Classification and Visualisation of Multi-View Data

arXiv.org Machine Learning

An increasing number of multi-view data are being published by studies in several fields. This type of data corresponds to multiple data-views, each representing a different aspect of the same set of samples. We have recently proposed multi-SNE, an extension of t-SNE, that produces a single visualisation of multi-view data. The multi-SNE approach provides low-dimensional embeddings of the samples, produced by being updated iteratively through the different data-views. Here, we further extend multi-SNE to a semi-supervised approach, that classifies unlabelled samples by regarding the labelling information as an extra data-view. We look deeper into the performance, limitations and strengths of multi-SNE and its extension, S-multi-SNE, by applying the two methods on various multi-view datasets with different challenges. We show that by including the labelling information, the projection of the samples improves drastically and it is accompanied by a strong classification performance.


Data-driven Hedging of Stock Index Options via Deep Learning

arXiv.org Machine Learning

Options hedging is an important problem in financial markets. The prevailing approach to hedging first assumes a parametric stochastic model for the dynamics of the underlying asset. The model is then calibrated to observed option prices from the market, based on which various sensitivities are computed and used to hedge the risk of options. Popular choices include local volatility models ([5]), stochastic volatility models ([15], [12], [8]), jump-diffusions and purejump processes ([4], [18], [20]). Despite the prevalence of the model-based approach, it is well understood that model risk can affect the hedging result significantly. Recently, a data-driven approach that doesn't rely on any stochastic model for the underlying asset is proposed.


Learning on Random Balls is Sufficient for Estimating (Some) Graph Parameters

arXiv.org Machine Learning

Theoretical analyses for graph learning methods often assume a complete observation of the input graph. Such an assumption might not be useful for handling any-size graphs due to the scalability issues in practice. In this work, we develop a theoretical framework for graph classification problems in the partial observation setting (i.e., subgraph samplings). Equipped with insights from graph limit theory, we propose a new graph classification model that works on a randomly sampled subgraph and a novel topology to characterize the representability of the model. Our theoretical framework contributes a theoretical validation of mini-batch learning on graphs and leads to new learning-theoretic results on generalization bounds as well as size-generalizability without assumptions on the input.


Perturb-and-max-product: Sampling and learning in discrete energy-based models

arXiv.org Machine Learning

Perturb-and-MAP offers an elegant approach to approximately sample from a energy-based model (EBM) by computing the maximum-a-posteriori (MAP) configuration of a perturbed version of the model. Sampling in turn enables learning. However, this line of research has been hindered by the general intractability of the MAP computation. Very few works venture outside tractable models, and when they do, they use linear programming approaches, which as we will show, have several limitations. In this work we present perturb-and-max-product (PMP), a parallel and scalable mechanism for sampling and learning in discrete EBMs. Models can be arbitrary as long as they are built using tractable factors. We show that (a) for Ising models, PMP is orders of magnitude faster than Gibbs and Gibbs-with-Gradients (GWG) at learning and generating samples of similar or better quality; (b) PMP is able to learn and sample from RBMs; (c) in a large, entangled graphical model in which Gibbs and GWG fail to mix, PMP succeeds.


NAS-Bench-x11 and the Power of Learning Curves

arXiv.org Artificial Intelligence

While early research in neural architecture search (NAS) required extreme computational resources, the recent releases of tabular and surrogate benchmarks have greatly increased the speed and reproducibility of NAS research. However, two of the most popular benchmarks do not provide the full training information for each architecture. As a result, on these benchmarks it is not possible to run many types of multi-fidelity techniques, such as learning curve extrapolation, that require evaluating architectures at arbitrary epochs. In this work, we present a method using singular value decomposition and noise modeling to create surrogate benchmarks, NAS-Bench-111, NAS-Bench-311, and NAS-Bench-NLP11, that output the full training information for each architecture, rather than just the final validation accuracy. We demonstrate the power of using the full training information by introducing a learning curve extrapolation framework to modify single-fidelity algorithms, showing that it leads to improvements over popular single-fidelity algorithms which claimed to be state-of-the-art upon release.


POSHAN: Cardinal POS Pattern Guided Attention for News Headline Incongruence

arXiv.org Artificial Intelligence

Automatic detection of click-bait and incongruent news headlines is crucial to maintaining the reliability of the Web and has raised much research attention. However, most existing methods perform poorly when news headlines contain contextually important cardinal values, such as a quantity or an amount. In this work, we focus on this particular case and propose a neural attention based solution, which uses a novel cardinal Part of Speech (POS) tag pattern based hierarchical attention network, namely POSHAN, to learn effective representations of sentences in a news article. In addition, we investigate a novel cardinal phrase guided attention, which uses word embeddings of the contextually-important cardinal value and neighbouring words. In the experiments conducted on two publicly available datasets, we observe that the proposed methodgives appropriate significance to cardinal values and outperforms all the baselines. An ablation study of POSHAN shows that the cardinal POS-tag pattern-based hierarchical attention is very effective for the cases in which headlines contain cardinal values.


A Data-driven Approach to Neural Architecture Search Initialization

arXiv.org Artificial Intelligence

Algorithmic design in neural architecture search (NAS) has received a lot of attention, aiming to improve performance and reduce computational cost. Despite the great advances made, few authors have proposed to tailor initialization techniques for NAS. However, literature shows that a good initial set of solutions facilitate finding the optima. Therefore, in this study, we propose a data-driven technique to initialize a population-based NAS algorithm. Particularly, we proposed a two-step methodology. First, we perform a calibrated clustering analysis of the search space, and second, we extract the centroids and use them to initialize a NAS algorithm. We benchmark our proposed approach against random and Latin hypercube sampling initialization using three population-based algorithms, namely a genetic algorithm, evolutionary algorithm, and aging evolution, on CIFAR-10. More specifically, we use NAS-Bench-101 to leverage the availability of NAS benchmarks. The results show that compared to random and Latin hypercube sampling, the proposed initialization technique enables achieving significant long-term improvements for two of the search baselines, and sometimes in various search scenarios (various training budgets). Moreover, we analyze the distributions of solutions obtained and find that that the population provided by the data-driven initialization technique enables retrieving local optima (maxima) of high fitness and similar configurations.


Solving the Class Imbalance Problem Using a Counterfactual Method for Data Augmentation

arXiv.org Artificial Intelligence

Learning from class imbalanced datasets poses challenges for many machine learning algorithms. Many real-world domains are, by definition, class imbalanced by virtue of having a majority class that naturally has many more instances than its minority class (e.g. genuine bank transactions occur much more often than fraudulent ones). Many methods have been proposed to solve the class imbalance problem, among the most popular being oversampling techniques (such as SMOTE). These methods generate synthetic instances in the minority class, to balance the dataset, performing data augmentations that improve the performance of predictive machine learning (ML) models. In this paper we advance a novel data augmentation method (adapted from eXplainable AI), that generates synthetic, counterfactual instances in the minority class. Unlike other oversampling techniques, this method adaptively combines exist-ing instances from the dataset, using actual feature-values rather than interpolating values between instances. Several experiments using four different classifiers and 25 datasets are reported, which show that this Counterfactual Augmentation method (CFA) generates useful synthetic data points in the minority class. The experiments also show that CFA is competitive with many other oversampling methods many of which are variants of SMOTE. The basis for CFAs performance is discussed, along with the conditions under which it is likely to perform better or worse in future tests.


SocialVec: Social Entity Embeddings

arXiv.org Artificial Intelligence

This paper introduces SocialVec, a general framework for eliciting social world knowledge from social networks, and applies this framework to Twitter. SocialVec learns low-dimensional embeddings of popular accounts, which represent entities of general interest, based on their co-occurrences patterns within the accounts followed by individual users, thus modeling entity similarity in socio-demographic terms. Similar to word embeddings, which facilitate tasks that involve text processing, we expect social entity embeddings to benefit tasks of social flavor. We have learned social embeddings for roughly 200,000 popular accounts from a sample of the Twitter network that includes more than 1.3 million users and the accounts that they follow, and evaluate the resulting embeddings on two different tasks. The first task involves the automatic inference of personal traits of users from their social media profiles. In another study, we exploit SocialVec embeddings for gauging the political bias of news sources in Twitter. In both cases, we prove SocialVec embeddings to be advantageous compared with existing entity embedding schemes. We will make the SocialVec entity embeddings publicly available to support further exploration of social world knowledge as reflected in Twitter.


Automated Supervised Feature Selection for Differentiated Patterns of Care

arXiv.org Artificial Intelligence

An automated feature selection pipeline was developed using several state-of-the-art feature selection techniques to select optimal features for Differentiating Patterns of Care (DPOC). The pipeline included three types of feature selection techniques; Filters, Wrappers and Embedded methods to select the top K features. Five different datasets with binary dependent variables were used and their different top K optimal features selected. The selected features were tested in the existing multi-dimensional subset scanning (MDSS) where the most anomalous subpopulations, most anomalous subsets, propensity scores, and effect of measures were recorded to test their performance. This performance was compared with four similar metrics gained after using all covariates in the dataset in the MDSS pipeline. We found out that despite the different feature selection techniques used, the data distribution is key to note when determining the technique to use.