Deep learning has yielded extraordinary results in vision and natural language processing, but this achievement comes at a cost. Most deep learning models require enormous resources during training, both in terms of computation and in human labeling effort. In this paper, we show that one can achieve similar accuracy to traditional deep-learning models, while using less training data. Much of the previous work in this area relies on using uncertainty or some form of diversity to select subsets of a larger training set. Submodularity, a discrete analogue of convexity, has been exploited to model diversity in various settings including data subset selection. In contrast to prior methods, we propose a novel diversity driven objective function, and balancing constraints on class labels and decision boundaries using matroids. This allows us to use efficient greedy algorithms with approximation guarantees for subset selection. We outperform baselines on standard image classification datasets such as CIFAR-10, CIFAR-100, and ImageNet. In addition, we also show that the proposed balancing constraints can play a key role in boosting the performance in long-tailed datasets such as CIFAR-100-LT.

We formulate a causal extension to the recently introduced paradigm of instance-wise feature selection to explain black-box visual classifiers. Our method selects a subset of input features that has the greatest causal effect on the models output. We quantify the causal influence of a subset of features by the Relative Entropy Distance measure. Under certain assumptions this is equivalent to the conditional mutual information between the selected subset and the output variable. The resulting causal selections are sparser and cover salient objects in the scene. We show the efficacy of our approach on multiple vision datasets by measuring the post-hoc accuracy and Average Causal Effect of selected features on the models output.

In forensic investigations it is often of value to establish whether two phones were used by the same person during a given time period. We present a method that uses time and location of cell tower registrations of mobile phones to assess the strength of evidence that any pair of phones were used by the same person. The method is transparent as it uses logistic regression to discriminate between the hypotheses of same and different user, and a standard kernel density estimation to quantify the weight of evidence in terms of a likelihood ratio. We further add to previous theoretical work by training and validating our method on real world data, paving the way for application in practice. The method shows good performance under different modeling choices and robustness under lower quantity or quality of data. We discuss practical usage in court.

Created by Lazy Programmer Team, Lazy Programmer Inc.Preview this Course - GET COUPON CODE Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering? Today, you can stop imagining, and start doing. This course will teach you the core fundamentals of financial engineering, with a machine learning twist. We will cover must-know topics in financial engineering, such as: Exploratory data analysis, significance testing, correlations, alpha and beta Time series analysis, simple moving average, exponentially-weighted moving average Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Time series forecasting ("stock price prediction") Modern portfolio theory Efficient frontier / Markowitz bullet Mean-variance optimization Maximizing the Sharpe ratio Convex optimization with Linear Programming and Quadratic Programming Capital Asset Pricing Model (CAPM) Algorithmic trading (VIP only) Statistical Factor Models (VIP only) Regime Detection with Hidden Markov Models (VIP only) In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as: Classification models Unsupervised learning Reinforcement learning and Q-learning ***VIP-only sections (get it while it lasts!) You will learn exactly why their methodology is fundamentally flawed and why their results are complete nonsense.

In this tutorial, we will build a trivial linear regression model with the data stored in GridDB. We will begin with GridDB's python-connector to insert and access the data. Afterwards, we will see how to retrieve and convert the data using pandas and numpy. In the end, we will train and visualize our regression model using scikit-learn and matplotlib. The following tutorial is carried out on Ubuntu Operating system (v.

We study high-dimensional Bayesian linear regression with product priors. Using the nascent theory of non-linear large deviations (Chatterjee and Dembo,2016), we derive sufficient conditions for the leading-order correctness of the naive mean-field approximation to the log-normalizing constant of the posterior distribution. Subsequently, assuming a true linear model for the observed data, we derive a limiting infinite dimensional variational formula for the log normalizing constant of the posterior. Furthermore, we establish that under an additional "separation" condition, the variational problem has a unique optimizer, and this optimizer governs the probabilistic properties of the posterior distribution. We provide intuitive sufficient conditions for the validity of this "separation" condition. Finally, we illustrate our results on concrete examples with specific design matrices.

Machine learning models $-$ now commonly developed to screen, diagnose, or predict health conditions $-$ are evaluated with a variety of performance metrics. An important first step in assessing the practical utility of a model is to evaluate its average performance over an entire population of interest. In many settings, it is also critical that the model makes good predictions within predefined subpopulations. For instance, showing that a model is fair or equitable requires evaluating the model's performance in different demographic subgroups. However, subpopulation performance metrics are typically computed using only data from that subgroup, resulting in higher variance estimates for smaller groups. We devise a procedure to measure subpopulation performance that can be more sample-efficient than the typical subsample estimates. We propose using an evaluation model $-$ a model that describes the conditional distribution of the predictive model score $-$ to form model-based metric (MBM) estimates. Our procedure incorporates model checking and validation, and we propose a computationally efficient approximation of the traditional nonparametric bootstrap to form confidence intervals. We evaluate MBMs on two main tasks: a semi-synthetic setting where ground truth metrics are available and a real-world hospital readmission prediction task. We find that MBMs consistently produce more accurate and lower variance estimates of model performance for small subpopulations.

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimating the parameters of a system along with its unknown noise processes. In particular, we propose a Bayesian nonparametric approach for system identification in discrete time nonlinear random dynamical systems assuming only the order of the Markov process is known. The proposed method replaces the assumption of Gaussian distributed error components with a highly flexible family of probability density functions based on Bayesian nonparametric priors. Additionally, the functional form of the system is estimated by leveraging Bayesian neural networks which also leads to flexible uncertainty quantification. Asymptotically on the number of hidden neurons, the proposed model converges to full nonparametric Bayesian regression model. A Gibbs sampler for posterior inference is proposed and its effectiveness is illustrated in simulated and real time series.

For a medical diagnosis, health professionals use different kinds of pathological ways to make a decision for medical reports in terms of patients medical condition. In the modern era, because of the advantage of computers and technologies, one can collect data and visualize many hidden outcomes from them. Statistical machine learning algorithms based on specific problems can assist one to make decisions. Machine learning data driven algorithms can be used to validate existing methods and help researchers to suggest potential new decisions. In this paper, multiple imputation by chained equations was applied to deal with missing data, and Principal Component Analysis to reduce the dimensionality. To reveal significant findings, data visualizations were implemented. We presented and compared many binary classifier machine learning algorithms (Artificial Neural Network, Random Forest, Support Vector Machine) which were used to classify blood donors and non-blood donors with hepatitis, fibrosis and cirrhosis diseases. From the data published in UCI-MLR [1], all mentioned techniques were applied to find one better method to classify blood donors and non-blood donors (hepatitis, fibrosis, and cirrhosis) that can help health professionals in a laboratory to make better decisions. Our proposed ML-method showed better accuracy score (e.g. 98.23% for SVM). Thus, it improved the quality of classification.

We present an approach for the runtime verification of classification systems via data abstraction. Data abstraction relies on the notion of box with a resolution. Boxbased abstraction consists in representing a set of values by its minimal and maximal values in each dimension. We augment boxes with a notion of resolution; this allows to define the notion of clustering coverage, which is intuitively a quantitative metric over boxes that indicates the quality of the abstraction. This allows studying the effect of different clustering parameters on the constructed boxes and estimating an interval of sub-optimal parameters. Moreover, we show how to automatically construct monitors that make use of both the correct and incorrect behaviors of a classification system. This allows checking the size of the monitor abstractions and analysing the separability of the network. Monitors are obtained by combining the sub-monitors of each class of the system placed at some selected layers. Our experiments demonstrate the effectiveness of our clustering coverage estimation and show how to assess the effectiveness and precision of monitors according to the selected clustering parameter and the chosen monitored layers.