Statistical Learning
RF-LighGBM: A probabilistic ensemble way to predict customer repurchase behaviour in community e-commerce
Yang, Liping, Niu, Xiaxia, Wu, Jun
It is reported that the number of online payment users in China has reached 854 million; with the emergence of community e-commerce platforms, the trend of integration of e-commerce and social applications is increasingly intense. Community e-commerce is not a mature and sound comprehensive e-commerce with fewer categories and low brand value. To effectively retain community users and fully explore customer value has become an important challenge for community e-commerce operators. Given the above problems, this paper uses the data-driven method to study the prediction of community e-commerce customers' repurchase behaviour. The main research contents include 1. Given the complex problem of feature engineering, the classic model RFM in the field of customer relationship management is improved, and an improved model is proposed to describe the characteristics of customer buying behaviour, which includes five indicators. 2. In view of the imbalance of machine learning training samples in SMOTE-ENN, a training sample balance using SMOTE-ENN is proposed. The experimental results show that the machine learning model can be trained more effectively on balanced samples. 3. Aiming at the complexity of the parameter adjustment process, an automatic hyperparameter optimization method based on the TPE method was proposed. Compared with other methods, the model's prediction performance is improved, and the training time is reduced by more than 450%. 4. Aiming at the weak prediction ability of a single model, the soft voting based RF-LightgBM model was proposed. The experimental results show that the RF-LighTGBM model proposed in this paper can effectively predict customer repurchase behaviour, and the F1 value is 0.859, which is better than the single model and previous research results.
Two Shifts for Crop Mapping: Leveraging Aggregate Crop Statistics to Improve Satellite-based Maps in New Regions
Kluger, Dan M., Wang, Sherrie, Lobell, David B.
Crop type mapping at the field level is critical for a variety of applications in agricultural monitoring, and satellite imagery is becoming an increasingly abundant and useful raw input from which to create crop type maps. Still, in many regions crop type mapping with satellite data remains constrained by a scarcity of field-level crop labels for training supervised classification models. When training data is not available in one region, classifiers trained in similar regions can be transferred, but shifts in the distribution of crop types as well as transformations of the features between regions lead to reduced classification accuracy. We present a methodology that uses aggregate-level crop statistics to correct the classifier by accounting for these two types of shifts. To adjust for shifts in the crop type composition we present a scheme for properly reweighting the posterior probabilities of each class that are output by the classifier. To adjust for shifts in features we propose a method to estimate and remove linear shifts in the mean feature vector. We demonstrate that this methodology leads to substantial improvements in overall classification accuracy when using Linear Discriminant Analysis (LDA) to map crop types in Occitanie, France and in Western Province, Kenya. When using LDA as our base classifier, we found that in France our methodology led to percent reductions in misclassifications ranging from 2.8% to 42.2% (mean = 21.9%) over eleven different training departments, and in Kenya the percent reductions in misclassification were 6.6%, 28.4%, and 42.7% for three training regions. While our methodology was statistically motivated by the LDA classifier, it can be applied to any type of classifier. As an example, we demonstrate its successful application to improve a Random Forest classifier.
Solving Inverse Problems with Conditional-GAN Prior via Fast Network-Projected Gradient Descent
Damara, Muhammad Fadli, Kornhardt, Gregor, Jung, Peter
The projected gradient descent (PGD) method has shown to be effective in recovering compressed signals described in a data-driven way by a generative model, i.e., a generator which has learned the data distribution. Further reconstruction improvements for such inverse problems can be achieved by conditioning the generator on the measurement. The boundary equilibrium generative adversarial network (BEGAN) implements an equilibrium based loss function and an auto-encoding discriminator to better balance the performance of the generator and the discriminator. In this work we investigate a network-based projected gradient descent (NPGD) algorithm for measurement-conditional generative models to solve the inverse problem much faster than regular PGD. We combine the NPGD with conditional GAN/BEGAN to evaluate their effectiveness in solving compressed sensing type problems. Our experiments on the MNIST and CelebA datasets show that the combination of measurement conditional model with NPGD works well in recovering the compressed signal while achieving similar or in some cases even better performance along with a much faster reconstruction. The achieved reconstruction speed-up in our experiments is up to 140-175.
Optimal subgroup selection
Reeve, Henry W. J., Cannings, Timothy I., Samworth, Richard J.
In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a regression setting, we consider the subgroup selection challenge of identifying a region of the feature space on which the regression function exceeds a pre-determined threshold. We formulate the problem as one of constrained optimisation, where we seek a low-complexity, data-dependent selection set on which, with a guaranteed probability, the regression function is uniformly at least as large as the threshold; subject to this constraint, we would like the region to contain as much mass under the marginal feature distribution as possible. This leads to a natural notion of regret, and our main contribution is to determine the minimax optimal rate for this regret in both the sample size and the Type I error probability. The rate involves a delicate interplay between parameters that control the smoothness of the regression function, as well as exponents that quantify the extent to which the optimal selection set at the population level can be approximated by families of well-behaved subsets. Finally, we expand the scope of our previous results by illustrating how they may be generalised to a treatment and control setting, where interest lies in the heterogeneous treatment effect.
Co-Separable Nonnegative Matrix Factorization
Nonnegative matrix factorization (NMF) is a popular model in the field of pattern recognition. It aims to find a low rank approximation for nonnegative data M by a product of two nonnegative matrices W and H. In general, NMF is NP-hard to solve while it can be solved efficiently under separability assumption, which requires the columns of factor matrix are equal to columns of the input matrix. In this paper, we generalize separability assumption based on 3-factor NMF M=P_1SP_2, and require that S is a sub-matrix of the input matrix. We refer to this NMF as a Co-Separable NMF (CoS-NMF). We discuss some mathematics properties of CoS-NMF, and present the relationships with other related matrix factorizations such as CUR decomposition, generalized separable NMF(GS-NMF), and bi-orthogonal tri-factorization (BiOR-NM3F). An optimization model for CoS-NMF is proposed and alternated fast gradient method is employed to solve the model. Numerical experiments on synthetic datasets, document datasets and facial databases are conducted to verify the effectiveness of our CoS-NMF model. Compared to state-of-the-art methods, CoS-NMF model performs very well in co-clustering task, and preserves a good approximation to the input data matrix as well.
Fuzzy Clustering Using HDBSCAN
Like most undergraduates right out of college with little to no first-hand experience working on industry ML projects and loads of ML/python certifications, I joined the Business Intelligence team at Samsung. There were 3 new hires in the team and there was only 1 Data Scientist (DS) position available, the other 2 were Data Engineering. With the 3 of us riding the ML wave, we all sought the Data Scientist position. During the first meeting with our manager, you can imagine the amount of malarkey all the candidates spat out to get the position. We were given a 3-week trial period during which each of us had a Data Engineering pipeline to build and perform an Exploratory Data Analysis on a given dataset.
Complex Event Forecasting with Prediction Suffix Trees: Extended Technical Report
Alevizos, Elias, Artikis, Alexander, Paliouras, Georgios
Complex Event Recognition (CER) systems have become popular in the past two decades due to their ability to "instantly" detect patterns on real-time streams of events. However, there is a lack of methods for forecasting when a pattern might occur before such an occurrence is actually detected by a CER engine. We present a formal framework that attempts to address the issue of Complex Event Forecasting (CEF). Our framework combines two formalisms: a) symbolic automata which are used to encode complex event patterns; and b) prediction suffix trees which can provide a succinct probabilistic description of an automaton's behavior. We compare our proposed approach against state-of-the-art methods and show its advantage in terms of accuracy and efficiency. In particular, prediction suffix trees, being variable-order Markov models, have the ability to capture long-term dependencies in a stream by remembering only those past sequences that are informative enough. Our experimental results demonstrate the benefits, in terms of accuracy, of being able to capture such long-term dependencies. This is achieved by increasing the order of our model beyond what is possible with full-order Markov models that need to perform an exhaustive enumeration of all possible past sequences of a given order. We also discuss extensively how CEF solutions should be best evaluated on the quality of their forecasts.
Problem Learning: Towards the Free Will of Machines
A machine intelligence pipeline usually consists of six components: problem, representation, model, loss, optimizer and metric. Researchers have worked hard trying to automate many components of the pipeline. However, one key component of the pipeline--problem definition--is still left mostly unexplored in terms of automation. Usually, it requires extensive efforts from domain experts to identify, define and formulate important problems in an area. However, automatically discovering research or application problems for an area is beneficial since it helps to identify valid and potentially important problems hidden in data that are unknown to domain experts, expand the scope of tasks that we can do in an area, and even inspire completely new findings. This paper describes Problem Learning, which aims at learning to discover and define valid and ethical problems from data or from the machine's interaction with the environment. We formalize problem learning as the identification of valid and ethical problems in a problem space and introduce several possible approaches to problem learning. In a broader sense, problem learning is an approach towards the free will of intelligent machines. Currently, machines are still limited to solving the problems defined by humans, without the ability or flexibility to freely explore various possible problems that are even unknown to humans. Though many machine learning techniques have been developed and integrated into intelligent systems, they still focus on the means rather than the purpose in that machines are still solving human defined problems. However, proposing good problems is sometimes even more important than solving problems, because a good problem can help to inspire new ideas and gain deeper understandings. The paper also discusses the ethical implications of problem learning under the background of Responsible AI.
Nonasymptotic one-and two-sample tests in high dimension with unknown covariance structure
Blanchard, Gilles, Fermanian, Jean-Baptiste
Let $\mathbf{X} = (X_i)_{1\leq i \leq n}$ be an i.i.d. sample of square-integrable variables in $\mathbb{R}^d$, with common expectation $\mu$ and covariance matrix $\Sigma$, both unknown. We consider the problem of testing if $\mu$ is $\eta$-close to zero, i.e. $\|\mu\| \leq \eta $ against $\|\mu\| \geq (\eta + \delta)$; we also tackle the more general two-sample mean closeness testing problem. The aim of this paper is to obtain nonasymptotic upper and lower bounds on the minimal separation distance $\delta$ such that we can control both the Type I and Type II errors at a given level. The main technical tools are concentration inequalities, first for a suitable estimator of $\|\mu\|^2$ used a test statistic, and secondly for estimating the operator and Frobenius norms of $\Sigma$ coming into the quantiles of said test statistic. These properties are obtained for Gaussian and bounded distributions. A particular attention is given to the dependence in the pseudo-dimension $d_*$ of the distribution, defined as $d_* := \|\Sigma\|_2^2/\|\Sigma\|_\infty^2$. In particular, for $\eta=0$, the minimum separation distance is ${\Theta}(d_*^{\frac{1}{4}}\sqrt{\|\Sigma\|_\infty/n})$, in contrast with the minimax estimation distance for $\mu$, which is ${\Theta}(d_e^{\frac{1}{2}}\sqrt{\|\Sigma\|_\infty/n})$ (where $d_e:=\|\Sigma\|_1/\|\Sigma\|_\infty$). This generalizes a phenomenon spelled out in particular by Baraud (2002).
Dash: Semi-Supervised Learning with Dynamic Thresholding
Xu, Yi, Shang, Lei, Ye, Jinxing, Qian, Qi, Li, Yu-Feng, Sun, Baigui, Li, Hao, Jin, Rong
While semi-supervised learning (SSL) has received tremendous attentions in many machine learning tasks due to its successful use of unlabeled data, existing SSL algorithms use either all unlabeled examples or the unlabeled examples with a fixed high-confidence prediction during the training progress. However, it is possible that too many correct/wrong pseudo labeled examples are eliminated/selected. In this work we develop a simple yet powerful framework, whose key idea is to select a subset of training examples from the unlabeled data when performing existing SSL methods so that only the unlabeled examples with pseudo labels related to the labeled data will be used to train models. The selection is performed at each updating iteration by only keeping the examples whose losses are smaller than a given threshold that is dynamically adjusted through the iteration. Our proposed approach, Dash, enjoys its adaptivity in terms of unlabeled data selection and its theoretical guarantee. Specifically, we theoretically establish the convergence rate of Dash from the view of non-convex optimization. Finally, we empirically demonstrate the effectiveness of the proposed method in comparison with state-of-the-art over benchmarks.