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 Statistical Learning


Fast, Accurate and Interpretable Time Series Classification Through Randomization

arXiv.org Machine Learning

Time series classification (TSC) aims to predict the class label of a given time series, which is critical to a rich set of application areas such as economics and medicine. State-of-the-art TSC methods have mostly focused on classification accuracy and efficiency, without considering the interpretability of their classifications, which is an important property required by modern applications such as appliance modeling and legislation such as the European General Data Protection Regulation. To address this gap, we propose a novel TSC method - the Randomized-Supervised Time Series Forest (r-STSF). r-STSF is highly efficient, achieves state-of-the-art classification accuracy and enables interpretability. r-STSF takes an efficient interval-based approach to classify time series according to aggregate values of discriminatory sub-series (intervals). To achieve state-of-the-art accuracy, r-STSF builds an ensemble of randomized trees using the discriminatory sub-series. It uses four time series representations, nine aggregation functions and a supervised binary-inspired search combined with a feature ranking metric to identify highly discriminatory sub-series. The discriminatory sub-series enable interpretable classifications. Experiments on extensive datasets show that r-STSF achieves state-of-the-art accuracy while being orders of magnitude faster than most existing TSC methods. It is the only classifier from the state-of-the-art group that enables interpretability. Our findings also highlight that r-STSF is the best TSC method when classifying complex time series datasets.


Characterization of Generalizability of Spike Time Dependent Plasticity trained Spiking Neural Networks

arXiv.org Artificial Intelligence

A Spiking Neural Network (SNN) (Maass, 1997; Gerstner and Kistler, 2002b; Pfeiffer and Pfeil, 2018) is a neuro-inspired machine learning (ML) model that mimics the spike-based operation of the human brain (Bi and Poo, 1998). The Spike Time Dependent Plasticity (STDP) is a policy for unsupervised learning in rate-encoded SNNs (Bell et al., 1997; Magee and Johnston, 1997; Gerstner and Kistler, 2002a). The STDP relates the expected change in synaptic weights to the timing difference between postsynaptic spikes and presynaptic spikes (Feldman, 2012). Recent works using STDP trained SNNs have demonstrated promising results as an unsupervised learning paradigm for various tasks such as object classification and recognition (She et al., 2021; Diehl and Cook, 2015; Kheradpisheh et al., 2018). The generalizability is a measure of how well an ML model performs on test data that lies outside of the distribution of the training samples (Kawaguchi et al., 2017; Neyshabur et al., 2017). The generalization properties of Stochastic Gradient Descent (SGD) based training for deep neural network (DNN) have received significant attention in recent years (Poggio et al., 2019; Allen-Zhu et al., 2018; Allen-Zhu and Li, 2019). The dynamics of SGD have been studied via models of stochastic gradient Langevin dynamics with an assumption that gradient noise is Gaussian (Simsekli et al., 2020b). Here SGD is considered to be driven by a Brownian motion. Chen et al. showed that SGD dynamics commonly exhibit highly anisotropic and dynamic-changing properties (Chen et al., 2020), suggesting the presence of


Review of Low-Voltage Load Forecasting: Methods, Applications, and Recommendations

arXiv.org Machine Learning

The increased digitalisation and monitoring of the energy system opens up numerous opportunities % and solutions which can help to decarbonise the energy system. Applications on low voltage (LV), localised networks, such as community energy markets and smart storage will facilitate decarbonisation, but they will require advanced control and management. Reliable forecasting will be a necessary component of many of these systems to anticipate key features and uncertainties. Despite this urgent need, there has not yet been an extensive investigation into the current state-of-the-art of low voltage level forecasts, other than at the smart meter level. This paper aims to provide a comprehensive overview of the landscape, current approaches, core applications, challenges and recommendations. Another aim of this paper is to facilitate the continued improvement and advancement in this area. To this end, the paper also surveys some of the most relevant and promising trends. It establishes an open, community-driven list of the known LV level open datasets to encourage further research and development.


Neural Models for Offensive Language Detection

arXiv.org Artificial Intelligence

Offensive language detection is an ever-growing natural language processing (NLP) application. This growth is mainly because of the widespread usage of social networks, which becomes a mainstream channel for people to communicate, work, and enjoy entertainment content. Many incidents of sharing aggressive and offensive content negatively impacted society to a great extend. We believe contributing to improving and comparing different machine learning models to fight such harmful contents is an important and challenging goal for this thesis. We targeted the problem of offensive language detection for building efficient automated models for offensive language detection. With the recent advancements of NLP models, specifically, the Transformer model, which tackled many shortcomings of the standard seq-to-seq techniques. The BERT model has shown state-of-the-art results on many NLP tasks. Although the literature still exploring the reasons for the BERT achievements in the NLP field. Other efficient variants have been developed to improve upon the standard BERT, such as RoBERTa and ALBERT. Moreover, due to the multilingual nature of text on social media that could affect the model decision on a given tween, it is becoming essential to examine multilingual models such as XLM-RoBERTa trained on 100 languages and how did it compare to unilingual models. The RoBERTa based model proved to be the most capable model and achieved the highest F1 score for the tasks. Another critical aspect of a well-rounded offensive language detection system is the speed at which a model can be trained and make inferences. In that respect, we have considered the model run-time and fine-tuned the very efficient implementation of FastText called BlazingText that achieved good results, which is much faster than BERT-based models.


How effective are Graph Neural Networks in Fraud Detection for Network Data?

arXiv.org Artificial Intelligence

Graph-based Neural Networks (GNNs) are recent models created for learning representations of nodes (and graphs), which have achieved promising results when detecting patterns that occur in large-scale data relating different entities. Among these patterns, financial fraud stands out for its socioeconomic relevance and for presenting particular challenges, such as the extreme imbalance between the positive (fraud) and negative (legitimate transactions) classes, and the concept drift (i.e., statistical properties of the data change over time). Since GNNs are based on message propagation, the representation of a node is strongly impacted by its neighbors and by the network's hubs, amplifying the imbalance effects. Recent works attempt to adapt undersampling and oversampling strategies for GNNs in order to mitigate this effect without, however, accounting for concept drift. In this work, we conduct experiments to evaluate existing techniques for detecting network fraud, considering the two previous challenges. For this, we use real data sets, complemented by synthetic data created from a new methodology introduced here. Based on this analysis, we propose a series of improvement points that should be investigated in future research.


A Minimax Lower Bound for Low-Rank Matrix-Variate Logistic Regression

arXiv.org Machine Learning

This paper considers the problem of matrix-variate logistic regression. The fundamental error threshold on estimating coefficient matrices in the logistic regression problem is found by deriving a lower bound on the minimax risk. The focus of this paper is on derivation of a minimax risk lower bound for low-rank coefficient matrices. The bound depends explicitly on the dimensions and distribution of the covariates, the rank and energy of the coefficient matrix, and the number of samples. The resulting bound is proportional to the intrinsic degrees of freedom in the problem, which suggests the sample complexity of the low-rank matrix logistic regression problem can be lower than that for vectorized logistic regression. \color{red}\color{black} The proof techniques utilized in this work also set the stage for development of minimax lower bounds for tensor-variate logistic regression problems.


Scalable and Interpretable Marked Point Processes

arXiv.org Machine Learning

We introduce a novel inferential framework for marked point processes that enjoys both scalability and interpretability. The framework is based on variational inference and it aims to speed up inference for a flexible family of marked point processes where the joint distribution of times and marks can be specified in terms of the conditional distribution of times given the process filtration, and of the conditional distribution of marks given the process filtration and the current time. We assess the predictive ability of our proposed method over four real-world datasets where results show its competitive performance against other baselines. The attractiveness of our framework for the modelling of marked point processes is illustrated through a case study of association football data where scalability and interpretability are exploited for extracting useful informative patterns.


Parameter Estimation for the SEIR Model Using Recurrent Nets

arXiv.org Machine Learning

The standard way to estimate the parameters $\Theta_\text{SEIR}$ (e.g., the transmission rate $\beta$) of an SEIR model is to use grid search, where simulations are performed on each set of parameters, and the parameter set leading to the least $L_2$ distance between predicted number of infections and observed infections is selected. This brute-force strategy is not only time consuming, as simulations are slow when the population is large, but also inaccurate, since it is impossible to enumerate all parameter combinations. To address these issues, in this paper, we propose to transform the non-differentiable problem of finding optimal $\Theta_\text{SEIR}$ to a differentiable one, where we first train a recurrent net to fit a small number of simulation data. Next, based on this recurrent net that is able to generalize SEIR simulations, we are able to transform the objective to a differentiable one with respect to $\Theta_\text{SEIR}$, and straightforwardly obtain its optimal value. The proposed strategy is both time efficient as it only relies on a small number of SEIR simulations, and accurate as we are able to find the optimal $\Theta_\text{SEIR}$ based on the differentiable objective. On two COVID-19 datasets, we observe that the proposed strategy leads to significantly better parameter estimations with a smaller number of simulations.


Robust Dynamic Network Embedding via Ensembles

arXiv.org Artificial Intelligence

Dynamic Network Embedding (DNE) has recently attracted considerable attention due to the advantage of network embedding in various applications and the dynamic nature of many real-world networks. For dynamic networks, the degree of changes, i.e., defined as the averaged number of changed edges between consecutive snapshots spanning a dynamic network, could be very different in real-world scenarios. Although quite a few DNE methods have been proposed, it still remains unclear that whether and to what extent the existing DNE methods are robust to the degree of changes, which is however an important factor in both academic research and industrial applications. In this work, we investigate the robustness issue of DNE methods w.r.t. the degree of changes for the first time and accordingly, propose a robust DNE method. Specifically, the proposed method follows the notion of ensembles where the base learner adopts an incremental Skip-Gram neural embedding approach. To further boost the performance, a novel strategy is proposed to enhance the diversity among base learners at each timestep by capturing different levels of local-global topology. Extensive experiments demonstrate the benefits of special designs in the proposed method, and the superior performance of the proposed method compared to state-of-the-art methods. The comparative study also reveals the robustness issue of some DNE methods. The source code is available at https://github.com/houchengbin/SG-EDNE


Human Interpretable AI: Enhancing Tsetlin Machine Stochasticity with Drop Clause

arXiv.org Artificial Intelligence

In this article, we introduce a novel variant of the Tsetlin machine (TM) that randomly drops clauses, the key learning elements of a TM. In effect, TM with drop clause ignores a random selection of the clauses in each epoch, selected according to a predefined probability. In this way, additional stochasticity is introduced in the learning phase of TM. Along with producing more distinct and well-structured patterns that improve the performance, we also show that dropping clauses increases learning robustness. To explore the effects clause dropping has on accuracy, training time, and interpretability, we conduct extensive experiments on various benchmark datasets in natural language processing (NLP) (IMDb and SST2) as well as computer vision (MNIST and CIFAR10). In brief, we observe from +2% to +4% increase in accuracy and 2x to 4x faster learning. We further employ the Convolutional TM to document interpretable results on the CIFAR10 dataset. To the best of our knowledge, this is the first time an interpretable machine learning algorithm has been used to produce pixel-level human-interpretable results on CIFAR10. Also, unlike previous interpretable methods that focus on attention visualisation or gradient interpretability, we show that the TM is a more general interpretable method. That is, by producing rule-based propositional logic expressions that are \emph{human}-interpretable, the TM can explain how it classifies a particular instance at the pixel level for computer vision and at the word level for NLP.