Statistical Learning
Types of Multi Classification
This blog introduces different types of multi classification systems. Multiclass classifiers can distinguish between more than two classes other than binary classifiers. Stochastic gradient descent (SGD) classifiers, Random Forest classifiers, and naive Bayes classifiers etc. are capable of handling multiple classes natively. On the other hand, Logistic Regression or Support Vector Machine classifiers are strictly binary classifiers. There are various strategies that you can use to perform multiclass classification with multiple binary classifiers.
Why we cannot trust R-Squared?
R-Squared is used to access the prediction performance of machine learning model which is calculated by 1 minus the ratio between SSR (sum of squared regression) and SST (sum of squared total). Where SSR is the sum of squared error between the predicted value and the actual value while SST is the sum of squared error between the average value and the actual value. The ideal case is to have SSR equals zero which will make the value of R-squared become 1, the closer the R-squared is closer to 1 the better. Theoretically, the value of R-Squared will never decrease no matter how many irrelevant feature(s) are added to the model. This is because, even though the feature may be irrelevant, there might still have some random correlation with the target variable that might help the prediction a little bit. This can result in the increase in value of R-Squared.
Scalable Fact-checking with Human-in-the-Loop
Yang, Jing, Vega-Oliveros, Didier, Seibt, Tais, Rocha, Anderson
Researchers have been investigating automated solutions for fact-checking in a variety of fronts. However, current approaches often overlook the fact that the amount of information released every day is escalating, and a large amount of them overlap. Intending to accelerate fact-checking, we bridge this gap by grouping similar messages and summarizing them into aggregated claims. Specifically, we first clean a set of social media posts (e.g., tweets) and build a graph of all posts based on their semantics; Then, we perform two clustering methods to group the messages for further claim summarization. We evaluate the summaries both quantitatively with ROUGE scores and qualitatively with human evaluation. We also generate a graph of summaries to verify that there is no significant overlap among them. The results reduced 28,818 original messages to 700 summary claims, showing the potential to speed up the fact-checking process by organizing and selecting representative claims from massive disorganized and redundant messages.
Decentralized Learning of Tree-Structured Gaussian Graphical Models from Noisy Data
This paper studies the decentralized learning of tree-structured Gaussian graphical models (GGMs) from noisy data. In decentralized learning, data set is distributed across different machines (sensors), and GGMs are widely used to model complex networks such as gene regulatory networks and social networks. The proposed decentralized learning uses the Chow-Liu algorithm for estimating the tree-structured GGM. In previous works, upper bounds on the probability of incorrect tree structure recovery were given mostly without any practical noise for simplification. While this paper investigates the effects of three common types of noisy channels: Gaussian, Erasure, and binary symmetric channel. For Gaussian channel case, to satisfy the failure probability upper bound $\delta > 0$ in recovering a $d$-node tree structure, our proposed theorem requires only $\mathcal{O}(\log(\frac{d}{\delta}))$ samples for the smallest sample size ($n$) comparing to the previous literature \cite{Nikolakakis} with $\mathcal{O}(\log^4(\frac{d}{\delta}))$ samples by using the positive correlation coefficient assumption that is used in some important works in the literature. Moreover, the approximately bounded Gaussian random variable assumption does not appear in \cite{Nikolakakis}. Given some knowledge about the tree structure, the proposed Algorithmic Bound will achieve obviously better performance with small sample size (e.g., $< 2000$) comparing with formulaic bounds. Finally, we validate our theoretical results by performing simulations on synthetic data sets.
On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods
Espath, Luis, Krumscheid, Sebastian, Tempone, Raúl, Vilanova, Pedro
In this study, we demonstrate that the norm test and inner product/orthogonality test presented in \cite{Bol18} are equivalent in terms of the convergence rates associated with Stochastic Gradient Descent (SGD) methods if $\epsilon^2=\theta^2+\nu^2$ with specific choices of $\theta$ and $\nu$. Here, $\epsilon$ controls the relative statistical error of the norm of the gradient while $\theta$ and $\nu$ control the relative statistical error of the gradient in the direction of the gradient and in the direction orthogonal to the gradient, respectively. Furthermore, we demonstrate that the inner product/orthogonality test can be as inexpensive as the norm test in the best case scenario if $\theta$ and $\nu$ are optimally selected, but the inner product/orthogonality test will never be more computationally affordable than the norm test if $\epsilon^2=\theta^2+\nu^2$. Finally, we present two stochastic optimization problems to illustrate our results.
Rating transitions forecasting: a filtering approach
Cousin, Areski, Lelong, Jérôme, Norberg, Ragnar, Picard, Tom
Analyzing the effect of business cycle on rating transitions has been a subject of great interest these last fifteen years, particularly due to the increasing pressure coming from regulators for stress testing. In this paper, we consider that the dynamics of rating migrations is governed by an unobserved latent factor. Under a point process filtering framework, we explain how the current state of the hidden factor can be efficiently inferred from observations of rating histories. We then adapt the classical Baum-Welsh algorithm to our setting and show how to estimate the latent factor parameters. Once calibrated, we may reveal and detect economic changes affecting the dynamics of rating migration, in real-time. To this end we adapt a filtering formula which can then be used for predicting future transition probabilities according to economic regimes without using any external covariates. We propose two filtering frameworks: a discrete and a continuous version. We demonstrate and compare the efficiency of both approaches on fictive data and on a corporate credit rating database. The methods could also be applied to retail credit loans.
Contrastive Learning for Fair Representations
Shen, Aili, Han, Xudong, Cohn, Trevor, Baldwin, Timothy, Frermann, Lea
Trained classification models can unintentionally lead to biased representations and predictions, which can reinforce societal preconceptions and stereotypes. Existing debiasing methods for classification models, such as adversarial training, are often expensive to train and difficult to optimise. In this paper, we propose a method for mitigating bias in classifier training by incorporating contrastive learning, in which instances sharing the same class label are encouraged to have similar representations, while instances sharing a protected attribute are forced further apart. In such a way our method learns representations which capture the task label in focused regions, while ensuring the protected attribute has diverse spread, and thus has limited impact on prediction and thereby results in fairer models. Extensive experimental results across four tasks in NLP and computer vision show (a) that our proposed method can achieve fairer representations and realises bias reductions compared with competitive baselines; and (b) that it can do so without sacrificing main task performance; (c) that it sets a new state-of-the-art performance in one task despite reducing the bias. Finally, our method is conceptually simple and agnostic to network architectures, and incurs minimal additional compute cost.
Facilitating human-wildlife cohabitation through conflict prediction
Ghosh, Susobhan, Varakantham, Pradeep, Bhatkhande, Aniket, Ahmad, Tamanna, Andheria, Anish, Li, Wenjun, Taneja, Aparna, Thakkar, Divy, Tambe, Milind
With increasing world population and expanded use of forests as cohabited regions, interactions and conflicts with wildlife are increasing, leading to large-scale loss of lives (animal and human) and livelihoods (economic). While community knowledge is valuable, forest officials and conservation organisations can greatly benefit from predictive analysis of human-wildlife conflict, leading to targeted interventions that can potentially help save lives and livelihoods. However, the problem of prediction is a complex socio-technical problem in the context of limited data in low-resource regions. Identifying the "right" features to make accurate predictions of conflicts at the required spatial granularity using a sparse conflict training dataset} is the key challenge that we address in this paper. Specifically, we do an illustrative case study on human-wildlife conflicts in the Bramhapuri Forest Division in Chandrapur, Maharashtra, India. Most existing work has considered human-wildlife conflicts in protected areas and to the best of our knowledge, this is the first effort at prediction of human-wildlife conflicts in unprotected areas and using those predictions for deploying interventions on the ground.
Solving Large Steiner Tree Problems in Graphs for Cost-Efficient Fiber-To-The-Home Network Expansion
Müller, Tobias, Schmid, Kyrill, Schuman, Daniëlle, Gabor, Thomas, Friedrich, Markus, Geitz, Marc
The expansion of Fiber-To-The-Home (FTTH) networks creates high costs due to expensive excavation procedures. Optimizing the planning process and minimizing the cost of the earth excavation work therefore lead to large savings. Mathematically, the FTTH network problem can be described as a minimum Steiner Tree problem. Even though the Steiner Tree problem has already been investigated intensively in the last decades, it might be further optimized with the help of new computing paradigms and emerging approaches. This work studies upcoming technologies, such as Quantum Annealing, Simulated Annealing and nature-inspired methods like Evolutionary Algorithms or slime-mold-based optimization. Additionally, we investigate partitioning and simplifying methods. Evaluated on several real-life problem instances, we could outperform a traditional, widely-used baseline (NetworkX Approximate Solver) on most of the domains. Prior partitioning of the initial graph and the presented slime-mold-based approach were especially valuable for a cost-efficient approximation. Quantum Annealing seems promising, but was limited by the number of available qubits.
High-dimensional Bayesian Optimization for CNN Auto Pruning with Clustering and Rollback
Mu, Jiandong, Fan, Hanwei, Zhang, Wei
Pruning has been widely used to slim convolutional neural network (CNN) models to achieve a good trade-off between accuracy and model size so that the pruned models become feasible for power-constrained devices such as mobile phones. This process can be automated to avoid the expensive hand-crafted efforts and to explore a large pruning space automatically so that the high-performance pruning policy can be achieved efficiently. Nowadays, reinforcement learning (RL) and Bayesian optimization (BO)-based auto pruners are widely used due to their solid theoretical foundation, universality, and high compressing quality. However, the RL agent suffers from long training times and high variance of results, while the BO agent is time-consuming for high-dimensional design spaces. In this work, we propose an enhanced BO agent to obtain significant acceleration for auto pruning in high-dimensional design spaces. To achieve this, a novel clustering algorithm is proposed to reduce the dimension of the design space to speedup the searching process. Then, a roll-back algorithm is proposed to recover the high-dimensional design space so that higher pruning accuracy can be obtained. We validate our proposed method on ResNet, MobileNet, and VGG models, and our experiments show that the proposed method significantly improves the accuracy of BO when pruning very deep CNN models. Moreover, our method achieves lower variance and shorter time than the RL-based counterpart.