Statistical Learning
Logistic Regression
What do you do when you see a "You have won a lottery" email? You prefer to report it as'spam' rather than ignoring it. The above image gives an overview of spam filtering. Plenty of emails arrive every day. Some of them go to the spam folder while the rest remain in the primary inbox. Also, emails get classified as primary, social, promotion, updates, forum.
Machine Learning for Telecom Customers Churn Prediction
In this hands-on project, we will train several classification algorithms such as Logistic Regression, Support Vector Machine, K-Nearest Neighbors, and Random Forest Classifier to predict the churn rate of Telecommunication Customers. Machine learning help companies analyze customer churn rate based on several factors such as services subscribed by customers, tenure rate, and payment method. Predicting churn rate is crucial for these companies because the cost of retaining an existing customer is far less than acquiring a new one. Note: This course works best for learners who are based in the North America region.
Generalization of graph network inferences in higher-order probabilistic graphical models
Probabilistic graphical models provide a powerful tool to describe complex statistical structure, with many real-world applications in science and engineering from controlling robotic arms to understanding neuronal computations. A major challenge for these graphical models is that inferences such as marginalization are intractable for general graphs. These inferences are often approximated by a distributed message-passing algorithm such as Belief Propagation, which does not always perform well on graphs with cycles, nor can it always be easily specified for complex continuous probability distributions. Such difficulties arise frequently in expressive graphical models that include intractable higher-order interactions. In this paper we construct iterative message-passing algorithms using Graph Neural Networks defined on factor graphs to achieve fast approximate inference on graphical models that involve many-variable interactions. Experimental results on several families of graphical models demonstrate the out-of-distribution generalization capability of our method to different sized graphs, and indicate the domain in which our method gains advantage over Belief Propagation.
Semiparametric Latent Topic Modeling on Consumer-Generated Corpora
Dayta, Dominic B., Barrios, Erniel B.
The fields of natural language processing and information retrieval saw a productive past two decades due largely to the emergence and worldwide adoption of two modern technologies: large-scale document indexing and storage facilities, of which perhaps the two most prominent brands are JSTOR and Google Books, and social networking sites that allow individual users to create and distribute various types of content, a considerable fraction of which exist in the form of texts (status updates, blog posts, and tweets). All these have led to a relentless growth in information-rich but unstructured collections of text data - referred to as corpora in natural language terminology - in terms of volume, velocity, and frequency such that manual approaches to document indexing and classification are quickly becoming obsolete. Outside the context of online archives, methods that enable automated classification and analysis of voluminous corpora would prove to be valuable technology. It has been applied to legal research [Ravi-kumar and Raghuveer, 2012] and for analyzing patterns behind railroad accidents [Williams and Betak, 2018]. In the commercial space, companies can take advantage of thousands of posts being contributed by users on a daily basis about their products and services on social media and review aggregator websites like Yelp and TripAdvisor.
Adapting to Misspecification in Contextual Bandits
Foster, Dylan J., Gentile, Claudio, Mohri, Mehryar, Zimmert, Julian
A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical performance, but typically require a well-specified model, and can fail when this assumption does not hold. Can we design algorithms that are efficient and flexible, yet degrade gracefully in the face of model misspecification? We introduce a new family of oracle-efficient algorithms for $\varepsilon$-misspecified contextual bandits that adapt to unknown model misspecification -- both for finite and infinite action settings. Given access to an online oracle for square loss regression, our algorithm attains optimal regret and -- in particular -- optimal dependence on the misspecification level, with no prior knowledge. Specializing to linear contextual bandits with infinite actions in $d$ dimensions, we obtain the first algorithm that achieves the optimal $O(d\sqrt{T} + \varepsilon\sqrt{d}T)$ regret bound for unknown misspecification level $\varepsilon$. On a conceptual level, our results are enabled by a new optimization-based perspective on the regression oracle reduction framework of Foster and Rakhlin, which we anticipate will find broader use.
Calibrating Predictions to Decisions: A Novel Approach to Multi-Class Calibration
Zhao, Shengjia, Kim, Michael P., Sahoo, Roshni, Ma, Tengyu, Ermon, Stefano
When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive a predicted class probabilities vector $q$, the actual distribution over classes is $q$. For multi-class prediction problems, however, achieving distribution calibration tends to be infeasible, requiring sample complexity exponential in the number of classes $C$. In this work, we introduce a new notion -- \emph{decision calibration} -- that requires the predicted distribution and true distribution to be ``indistinguishable'' to a set of downstream decision-makers. When all possible decision makers are under consideration, decision calibration is the same as distribution calibration. However, when we only consider decision makers choosing between a bounded number of actions (e.g. polynomial in $C$), our main result shows that decisions calibration becomes feasible -- we design a recalibration algorithm that requires sample complexity polynomial in the number of actions and the number of classes. We validate our recalibration algorithm empirically: compared to existing methods, decision calibration improves decision-making on skin lesion and ImageNet classification with modern neural network predictors.
Fock State-enhanced Expressivity of Quantum Machine Learning Models
Gan, Beng Yee, Leykam, Daniel, Angelakis, Dimitris G.
The data-embedding process is one of the bottlenecks of quantum machine learning, potentially negating any quantum speedups. In light of this, more effective data-encoding strategies are necessary. We propose a photonic-based bosonic data-encoding scheme that embeds classical data points using fewer encoding layers and circumventing the need for nonlinear optical components by mapping the data points into the high-dimensional Fock space. The expressive power of the circuit can be controlled via the number of input photons. Our work shed some light on the unique advantages offers by quantum photonics on the expressive power of quantum machine learning models. By leveraging the photon-number dependent expressive power, we propose three different noisy intermediate-scale quantum-compatible binary classification methods with different scaling of required resources suitable for different supervised classification tasks.
Evaluating Sensitivity to the Stick-Breaking Prior in Bayesian Nonparametrics
Giordano, Ryan, Liu, Runjing, Jordan, Michael I., Broderick, Tamara
Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. Prior specification is, however, relatively difficult for such models, given that their flexibility implies that the consequences of prior choices are often relatively opaque. Moreover, these choices can have a substantial effect on posterior inferences. Thus, considerations of robustness need to go hand in hand with nonparametric modeling. In the current paper, we tackle this challenge by exploiting the fact that variational Bayesian methods, in addition to having computational advantages in fitting complex nonparametric models, also yield sensitivities with respect to parametric and nonparametric aspects of Bayesian models. In particular, we demonstrate how to assess the sensitivity of conclusions to the choice of concentration parameter and stick-breaking distribution for inferences under Dirichlet process mixtures and related mixture models. We provide both theoretical and empirical support for our variational approach to Bayesian sensitivity analysis.
Cautious Policy Programming: Exploiting KL Regularization in Monotonic Policy Improvement for Reinforcement Learning
Zhu, Lingwei, Kitamura, Toshinori, Matsubara, Takamitsu
In this paper, we propose cautious policy programming (CPP), a novel value-based reinforcement learning (RL) algorithm that can ensure monotonic policy improvement during learning. Based on the nature of entropy-regularized RL, we derive a new entropy regularization-aware lower bound of policy improvement that only requires estimating the expected policy advantage function. CPP leverages this lower bound as a criterion for adjusting the degree of a policy update for alleviating policy oscillation. Different from similar algorithms that are mostly theory-oriented, we also propose a novel interpolation scheme that makes CPP better scale in high dimensional control problems. We demonstrate that the proposed algorithm can trade o? performance and stability in both didactic classic control problems and challenging high-dimensional Atari games.
Least-Squares Linear Dilation-Erosion Regressor Trained using Stochastic Descent Gradient or the Difference of Convex Methods
Oliveira, Angelica Lourenço, Valle, Marcos Eduardo
This paper presents a hybrid morphological neural network for regression tasks called linear dilation-erosion regression ($\ell$-DER). In few words, an $\ell$-DER model is given by a convex combination of the composition of linear and elementary morphological operators. As a result, they yield continuous piecewise linear functions and, thus, are universal approximators. Apart from introducing the $\ell$-DER models, we present three approaches for training these models: one based on stochastic descent gradient and two based on the difference of convex programming problems. Finally, we evaluate the performance of the $\ell$-DER model using 14 regression tasks. Although the approach based on SDG revealed faster than the other two, the $\ell$-DER trained using a disciplined convex-concave programming problem outperformed the others in terms of the least mean absolute error score.