Statistical Learning
Time Series Prediction using Spark
These days in high-tech or smart cities the pedestrian counts can be monitored by deploying sensors at certain locations which can count the number of pedestrians every hour(as per the data used for this blog) or as required. From the title of the post itself one can understand that here we will try to predict the count of pedestrians or pedestrian traffic at certain locations for the next hour from the data of previous hour(s). This technique is also called a one-step time-series prediction, where we are predicting the next value with the previous values. Therefore this is a time-series regression type of problem as the data to predict is of continuous nature. Using these predictions we can select the locations with most traffic which can then be used by certain companies to market their products, performers in the music and entertainment industry to make sure that they are heard by the most amount of people, etc.
A Forward Backward Greedy approach for Sparse Multiscale Learning
Shekhar, Prashant, Patra, Abani
Multiscale Models are known to be successful in uncovering and analyzing the structures in data at different resolutions. In the current work we propose a feature driven Reproducing Kernel Hilbert space (RKHS), for which the associated kernel has a weighted multiscale structure. For generating approximations in this space, we provide a practical forward-backward algorithm that is shown to greedily construct a set of basis functions having a multiscale structure, while also creating sparse representations from the given data set, making representations and predictions very efficient. We provide a detailed analysis of the algorithm including recommendations for selecting algorithmic hyper-parameters and estimating probabilistic rates of convergence at individual scales. Then we extend this analysis to multiscale setting, studying the effects of finite scale truncation and quality of solution in the inherent RKHS. In the last section, we analyze the performance of the approach on a variety of simulation and real data sets, thereby justifying the efficiency claims in terms of model quality and data reduction.
Structural block driven - enhanced convolutional neural representation for relation extraction
Wang, Dongsheng, Tiwari, Prayag, Garg, Sahil, Zhu, Hongyin, Bruza, Peter
In this paper, we propose a novel lightweight relation extraction approach of structural block driven - convolutional neural learning. Specifically, we detect the essential sequential tokens associated with entities through dependency analysis, named as a structural block, and only encode the block on a block-wise and an inter-block-wise representation, utilizing multi-scale CNNs. This is to 1) eliminate the noisy from irrelevant part of a sentence; meanwhile 2) enhance the relevant block representation with both block-wise and inter-block-wise semantically enriched representation. Our method has the advantage of being independent of long sentence context since we only encode the sequential tokens within a block boundary. Experiments on two datasets i.e., SemEval2010 and KBP37, demonstrate the significant advantages of our method. In particular, we achieve the new state-of-the-art performance on the KBP37 dataset; and comparable performance with the state-of-the-art on the SemEval2010 dataset.
Provably Correct Optimization and Exploration with Non-linear Policies
Feng, Fei, Yin, Wotao, Agarwal, Alekh, Yang, Lin F.
Policy optimization methods remain a powerful workhorse in empirical Reinforcement Learning (RL), with a focus on neural policies that can easily reason over complex and continuous state and/or action spaces. Theoretical understanding of strategic exploration in policy-based methods with non-linear function approximation, however, is largely missing. In this paper, we address this question by designing ENIAC, an actor-critic method that allows non-linear function approximation in the critic. We show that under certain assumptions, e.g., a bounded eluder dimension $d$ for the critic class, the learner finds a near-optimal policy in $O(\poly(d))$ exploration rounds. The method is robust to model misspecification and strictly extends existing works on linear function approximation. We also develop some computational optimizations of our approach with slightly worse statistical guarantees and an empirical adaptation building on existing deep RL tools. We empirically evaluate this adaptation and show that it outperforms prior heuristics inspired by linear methods, establishing the value via correctly reasoning about the agent's uncertainty under non-linear function approximation.
UCB-based Algorithms for Multinomial Logistic Regression Bandits
Amani, Sanae, Thrampoulidis, Christos
Out of the rich family of generalized linear bandits, perhaps the most well studied ones are logisitc bandits that are used in problems with binary rewards: for instance, when the learner/agent tries to maximize the profit over a user that can select one of two possible outcomes (e.g., `click' vs `no-click'). Despite remarkable recent progress and improved algorithms for logistic bandits, existing works do not address practical situations where the number of outcomes that can be selected by the user is larger than two (e.g., `click', `show me later', `never show again', `no click'). In this paper, we study such an extension. We use multinomial logit (MNL) to model the probability of each one of $K+1\geq 2$ possible outcomes (+1 stands for the `not click' outcome): we assume that for a learner's action $\mathbf{x}_t$, the user selects one of $K+1\geq 2$ outcomes, say outcome $i$, with a multinomial logit (MNL) probabilistic model with corresponding unknown parameter $\bar{\boldsymbol\theta}_{\ast i}$. Each outcome $i$ is also associated with a revenue parameter $\rho_i$ and the goal is to maximize the expected revenue. For this problem, we present MNL-UCB, an upper confidence bound (UCB)-based algorithm, that achieves regret $\tilde{\mathcal{O}}(dK\sqrt{T})$ with small dependency on problem-dependent constants that can otherwise be arbitrarily large and lead to loose regret bounds. We present numerical simulations that corroborate our theoretical results.
Detecting Label Noise via Leave-One-Out Cross Validation
Tang, Yu-Hang, Zhu, Yuanran, de Jong, Wibe A.
We present a simple algorithm for identifying and correcting real-valued noisy labels from a mixture of clean and corrupted samples using Gaussian process regression. A heteroscedastic noise model is employed, in which additive Gaussian noise terms with independent variances are associated with each and all of the observed labels. Thus, the method effectively applies a sample-specific Tikhonov regularization term, generalizing the uniform regularization prevalent in standard Gaussian process regression. Optimizing the noise model using maximum likelihood estimation leads to the containment of the GPR model's predictive error by the posterior standard deviation in leave-one-out cross-validation. A multiplicative update scheme is proposed for solving the maximum likelihood estimation problem under non-negative constraints. While we provide a proof of monotonic convergence for certain special cases, the multiplicative scheme has empirically demonstrated monotonic convergence behavior in virtually all our numerical experiments. We show that the presented method can pinpoint corrupted samples and lead to better regression models when trained on synthetic and real-world scientific data sets.
Comments on Leo Breiman's paper 'Statistical Modeling: The Two Cultures' (Statistical Science, 2001, 16(3), 199-231)
Breiman challenged statisticians to think more broadly, to step into the unknown, model-free learning world, with him paving the way forward. Statistics community responded with slight optimism, some skepticism, and plenty of disbelief. Today, we are at the same crossroad anew. Faced with the enormous practical success of model-free, deep, and machine learning, we are naturally inclined to think that everything is resolved. A new frontier has emerged; the one where the role, impact, or stability of the {\it learning} algorithms is no longer measured by prediction quality, but an inferential one -- asking the questions of {\it why} and {\it if} can no longer be safely ignored.
Unsupervised and self-adaptative techniques for cross-domain person re-identification
Bertocco, Gabriel, Andalรณ, Fernanda, Rocha, Anderson
Person Re-Identification (ReID) across non-overlapping cameras is a challenging task and, for this reason, most works in the prior art rely on supervised feature learning from a labeled dataset to match the same person in different views. However, it demands the time-consuming task of labeling the acquired data, prohibiting its fast deployment, specially in forensic scenarios. Unsupervised Domain Adaptation (UDA) emerges as a promising alternative, as it performs feature-learning adaptation from a model trained on a source to a target domain without identity-label annotation. However, most UDA-based algorithms rely upon a complex loss function with several hyper-parameters, which hinders the generalization to different scenarios. Moreover, as UDA depends on the translation between domains, it is important to select the most reliable data from the unseen domain, thus avoiding error propagation caused by noisy examples on the target data -- an often overlooked problem. In this sense, we propose a novel UDA-based ReID method that optimizes a simple loss function with only one hyper-parameter and that takes advantage of triplets of samples created by a new offline strategy based on the diversity of cameras within a cluster. This new strategy adapts the model and also regularizes it, avoiding overfitting on the target domain. We also introduce a new self-ensembling strategy, in which weights from different iterations are aggregated to create a final model combining knowledge from distinct moments of the adaptation. For evaluation, we consider three well-known deep learning architectures and combine them for final decision-making. The proposed method does not use person re-ranking nor any label on the target domain, and outperforms the state of the art, with a much simpler setup, on the Market to Duke, the challenging Market1501 to MSMT17, and Duke to MSMT17 adaptation scenarios.
Paying Attention to Activation Maps in Camera Pose Regression
Shavit, Yoli, Ferens, Ron, Keller, Yosi
Camera pose regression methods apply a single forward pass to the query image to estimate the camera pose. As such, they offer a fast and light-weight alternative to traditional localization schemes based on image retrieval. Pose regression approaches simultaneously learn two regression tasks, aiming to jointly estimate the camera position and orientation using a single embedding vector computed by a convolutional backbone. We propose an attention-based approach for pose regression, where the convolutional activation maps are used as sequential inputs. Transformers are applied to encode the sequential activation maps as latent vectors, used for camera pose regression. This allows us to pay attention to spatially-varying deep features. Using two Transformer heads, we separately focus on the features for camera position and orientation, based on how informative they are per task. Our proposed approach is shown to compare favorably to contemporary pose regressors schemes and achieves state-of-the-art accuracy across multiple outdoor and indoor benchmarks. In particular, to the best of our knowledge, our approach is the only method to attain sub-meter average accuracy across outdoor scenes. We make our code publicly available from here.
Non-Autoregressive Translation by Learning Target Categorical Codes
Bao, Yu, Huang, Shujian, Xiao, Tong, Wang, Dongqi, Dai, Xinyu, Chen, Jiajun
Non-autoregressive Transformer is a promising text generation model. However, current non-autoregressive models still fall behind their autoregressive counterparts in translation quality. We attribute this accuracy gap to the lack of dependency modeling among decoder inputs. In this paper, we propose CNAT, which learns implicitly categorical codes as latent variables into the non-autoregressive decoding. The interaction among these categorical codes remedies the missing dependencies and improves the model capacity. Experiment results show that our model achieves comparable or better performance in machine translation tasks, compared with several strong baselines.