Statistical Learning
The Curse Revisited: a Newly Quantified Concept of Meaningful Distances for Learning from High-Dimensional Noisy Data
Vandaele, Robin, Kang, Bo, De Bie, Tijl, Saeys, Yvan
Distances between data points are widely used in point cloud representation learning. Yet, it is no secret that under the effect of noise, these distances-and thus the models based upon them-may lose their usefulness in high dimensions. Indeed, the small marginal effects of the noise may then accumulate quickly, shifting empirical closest and furthest neighbors away from the ground truth. In this paper, we characterize such effects in high-dimensional data using an asymptotic probabilistic expression. Furthermore, while it has been previously argued that neighborhood queries become meaningless and unstable when there is a poor relative discrimination between the furthest and closest point, we conclude that this is not necessarily the case when explicitly separating the ground truth data from the noise. More specifically, we derive that under particular conditions, empirical neighborhood relations affected by noise are still likely to be true even when we observe this discrimination to be poor. We include thorough empirical verification of our results, as well as experiments that interestingly show our derived phase shift where neighbors become random or not is identical to the phase shift where common dimensionality reduction methods perform poorly or well for finding low-dimensional representations of high-dimensional data with dense noise.
Supervised Learning algorithms cheat-sheet
Supervised learning is the machine learning task of learning a function that maps an input to an output based on example input-output pairs. A supervised learning algorithm analyzes the training data and produces an inferred function, which can be used later for mapping new examples. The most popular supervised learning tasks are: Regression and Classification. The result of solving the regression task is a model that can make numerical predictions. The result of solving the classification task is a model that can make classes predictions.
Simple Linear Regression
Linear regression is an algorithm used to predict or visualise a relationship between two different features/variables. In linear regression tasks, there are two kinds of variables being examined: the dependent variable and the independent variable. Let us build our first Simple Linear Regression Model and learn along the way by building. This particular model is called as simple because it has only one independent variable. Here we are using the data containing people's salary and working experience to predict someone's salary based on their experience.
Safe Policy Learning through Extrapolation: Application to Pre-trial Risk Assessment
Ben-Michael, Eli, Greiner, D. James, Imai, Kosuke, Jiang, Zhichao
Algorithmic recommendations and decisions have become ubiquitous in today's society. Many of these and other data-driven policies are based on known, deterministic rules to ensure their transparency and interpretability. This is especially true when such policies are used for public policy decision-making. For example, algorithmic pre-trial risk assessments, which serve as our motivating application, provide relatively simple, deterministic classification scores and recommendations to help judges make release decisions. Unfortunately, existing methods for policy learning are not applicable because they require existing policies to be stochastic rather than deterministic. We develop a robust optimization approach that partially identifies the expected utility of a policy, and then finds an optimal policy by minimizing the worst-case regret. The resulting policy is conservative but has a statistical safety guarantee, allowing the policy-maker to limit the probability of producing a worse outcome than the existing policy. We extend this approach to common and important settings where humans make decisions with the aid of algorithmic recommendations. Lastly, we apply the proposed methodology to a unique field experiment on pre-trial risk assessments. We derive new classification and recommendation rules that retain the transparency and interpretability of the existing risk assessment instrument while potentially leading to better overall outcomes at a lower cost.
Optimization Strategies in Multi-Task Learning: Averaged or Separated Losses?
Pascal, Lucas, Michiardi, Pietro, Bost, Xavier, Huet, Benoit, Zuluaga, Maria A.
In Multi-Task Learning (MTL), it is a common practice to train multi-task networks by optimizing an objective function, which is a weighted average of the task-specific objective functions. Although the computational advantages of this strategy are clear, the complexity of the resulting loss landscape has not been studied in the literature. Arguably, its optimization may be more difficult than a separate optimization of the constituting task-specific objectives. In this work, we investigate the benefits of such an alternative, by alternating independent gradient descent steps on the different task-specific objective functions and we formulate a novel way to combine this approach with state-of-the-art optimizers. As the separation of task-specific objectives comes at the cost of increased computational time, we propose a random task grouping as a trade-off between better optimization and computational efficiency. Experimental results over three well-known visual MTL datasets show better overall absolute performance on losses and standard metrics compared to an averaged objective function and other state-of-the-art MTL methods. In particular, our method shows the most benefits when dealing with tasks of different nature and it enables a wider exploration of the shared parameter space. We also show that our random grouping strategy allows to trade-off between these benefits and computational efficiency.
SalienTrack: providing salient information for semi-automated self-tracking feedback with model explanations
Wang, Yunlong, Liu, Jiaying, Park, Homin, Schultz-McArdle, Jordan, Rosenthal, Stephanie, Lim, Brian Y
Self-tracking can improve people's awareness of their unhealthy behaviors to provide insights towards behavior change. Prior work has explored how self-trackers reflect on their logged data, but it remains unclear how much they learn from the tracking feedback, and which information is more useful. Indeed, the feedback can still be overwhelming, and making it concise can improve learning by increasing focus and reducing interpretation burden. We conducted a field study of mobile food logging with two feedback modes (manual journaling and automatic annotation of food images) and identified learning differences regarding nutrition, assessment, behavioral, and contextual information. We propose a Self-Tracking Feedback Saliency Framework to define when to provide feedback, on which specific information, why those details, and how to present them (as manual inquiry or automatic feedback). We propose SalienTrack to implement these requirements. Using the data collected from the user study, we trained a machine learning model to predict whether a user would learn from each tracked event. Using explainable AI (XAI) techniques, we identified the most salient features per instance and why they lead to positive learning outcomes. We discuss implications for learnability in self-tracking, and how adding model explainability expands opportunities for improving feedback experience.
A Novel Structured Natural Gradient Descent for Deep Learning
In order to perform calculations faster, we need to find natural gradient algorithms with low computational complexity and low storage requirements. This paper proposes a structured natural gradient optimization method (SNGD) for learning deep neural networks. SNGD first reconfigures the parameter layer of the deep network by adding a new processing layer (named local Fisher layer); and then optimizes the reconstructed network model based on traditional GD, which is equivalent to the optimization of the original network using NGD, thus effectively reducing the computational complexity of NGD. With the introduction of the local Fisher layer, the curvature information of the loss function space can be captured, and an adjustment related to the spatial curvature is added to the original gradient direction, which ensures that there is a reasonable parameter change in each update during optimization, and improves the convergence speed of the parameters. We test the proposed approach on… The main contributions of this paper are as follows: 1) By adding a new local Fisher layer to reconstruct the network, the relevant calculation of the global Fisher matrix is decomposed and finally transformed into the use of traditional GD for optimization to achieve the effect of NGD. 2) A new layer - local Fisher layer and its efficient implementation scheme are proposed. Through the introduction of the second-order information, the local Fisher layer considers the different attributes of different positions of the parameters, and adds constraints to the transformation of the model parameters, so that the gradient update can be carried out stably and quickly.
Heterogeneous Ensemble for ESG Ratings Prediction
Krappel, Tim, Bogun, Alex, Borth, Damian
Over the past years, topics ranging from climate change to human rights have seen increasing importance for investment decisions. Hence, investors (asset managers and asset owners) who wanted to incorporate these issues started to assess companies based on how they handle such topics. For this assessment, investors rely on specialized rating agencies that issue ratings along the environmental, social and governance (ESG) dimensions. Such ratings allow them to make investment decisions in favor of sustainability. However, rating agencies base their analysis on subjective assessment of sustainability reports, not provided by every company. Furthermore, due to human labor involved, rating agencies are currently facing the challenge to scale up the coverage in a timely manner. In order to alleviate these challenges and contribute to the overall goal of supporting sustainability, we propose a heterogeneous ensemble model to predict ESG ratings using fundamental data. This model is based on feedforward neural network, CatBoost and XGBoost ensemble members. Given the public availability of fundamental data, the proposed method would allow cost-efficient and scalable creation of initial ESG ratings (also for companies without sustainability reporting). Using our approach we are able to explain 54% of the variation in ratings R2 using fundamental data and outperform prior work in this area.
Melatect: A Machine Learning Model Approach For Identifying Malignant Melanoma in Skin Growths
Meel, Vidushi, Bodepudi, Asritha
Malignant melanoma is a common skin cancer that is mostly curable before metastasis -when growths spawn in organs away from the original site. Melanoma is the most dangerous type of skin cancer if left untreated due to the high risk of metastasis. This paper presents Melatect, a machine learning (ML) model embedded in an iOS app that identifies potential malignant melanoma. Melatect accurately classifies lesions as malignant or benign over 96.6% of the time with no apparent bias or overfitting. Using the Melatect app, users have the ability to take pictures of skin lesions (moles) and subsequently receive a mole classification. The Melatect app provides a convenient way to get free advice on lesions and track these lesions over time. A recursive computer image analysis algorithm and modified MLOps pipeline was developed to create a model that performs at a higher accuracy than existing models. Our training dataset included 18,400 images of benign and malignant lesions, including 18,000 from the International Skin Imaging Collaboration (ISIC) archive, as well as 400 images gathered from local dermatologists; these images were augmented using DeepAugment, an AutoML tool, to 54,054 images.
Personalized Online Machine Learning
Malenica, Ivana, Phillips, Rachael V., Pirracchio, Romain, Chambaz, Antoine, Hubbard, Alan, van der Laan, Mark J.
In this work, we introduce the Personalized Online Super Learner (POSL) -- an online ensembling algorithm for streaming data whose optimization procedure accommodates varying degrees of personalization. Namely, POSL optimizes predictions with respect to baseline covariates, so personalization can vary from completely individualized (i.e., optimization with respect to baseline covariate subject ID) to many individuals (i.e., optimization with respect to common baseline covariates). As an online algorithm, POSL learns in real-time. POSL can leverage a diversity of candidate algorithms, including online algorithms with different training and update times, fixed algorithms that are never updated during the procedure, pooled algorithms that learn from many individuals' time-series, and individualized algorithms that learn from within a single time-series. POSL's ensembling of this hybrid of base learning strategies depends on the amount of data collected, the stationarity of the time-series, and the mutual characteristics of a group of time-series. In essence, POSL decides whether to learn across samples, through time, or both, based on the underlying (unknown) structure in the data. For a wide range of simulations that reflect realistic forecasting scenarios, and in a medical data application, we examine the performance of POSL relative to other current ensembling and online learning methods. We show that POSL is able to provide reliable predictions for time-series data and adjust to changing data-generating environments. We further cultivate POSL's practicality by extending it to settings where time-series enter/exit dynamically over chronological time.