Statistical Learning
KNN (K-Nearest Neighbors) is Dead!
I'm talking about the demise of the popular KNN algorithm that is taught in pretty much every Data Science course! Read on to find out what's replacing this staple in every Data Scientists' toolkit. Finding "K" similar items to any given item is widely known in the machine learning community as a "similarity" search or "nearest neighbor" (NN) search. The most widely known NN search algorithm is the K-Nearest Neighbours (KNN) algorithm. In KNN, given a collection of objects like an e-commerce catalog of handphones, we can find a small number (K) nearest neighbors from this entire catalog for any new search query.
8 databases supporting in-database machine learning
In my August 2020 article, "How to choose a cloud machine learning platform," my first guideline for choosing a platform was, "Be close to your data." Keeping the code near the data is necessary to keep the latency low, since the speed of light limits transmission speeds. After all, machine learning -- especially deep learning -- tends to go through all your data multiple times (each time through is called an epoch). I said at the time that the ideal case for very large data sets is to build the model where the data already resides, so that no mass data transmission is needed. Several databases support that to a limited extent.
Capital Assets Pricing Model (CAPM) -- Using Python
The capital asset pricing model (CAPM) is very widely used and is considered to be a very fundamental concept in investing. It determines the link between the risk and expected return of assets, in particular stocks. According to CAPM, the value of α is expected to be zero and that it is very random and cannot be predicted. The equation seen above is in the form of y mx b and therefore it can be treated as a form of linear regression. The scipy package will be used. It has a function to calculate the linear regression.
Orthogonal Statistical Inference for Multimodal Data Analysis
Multimodal imaging has transformed neuroscience research. While it presents unprecedented opportunities, it also imposes serious challenges. Particularly, it is difficult to combine the merits of interpretability attributed to a simple association model and flexibility achieved by a highly adaptive nonlinear model. In this article, we propose an orthogonal statistical inferential framework, built upon the Neyman orthogonality and a form of decomposition orthogonality, for multimodal data analysis. We target the setting that naturally arises in almost all multimodal studies, where there is a primary modality of interest, plus additional auxiliary modalities. We successfully establish the root-$N$-consistency and asymptotic normality of the estimated primary parameter, the semi-parametric estimation efficiency, and the asymptotic honesty of the confidence interval of the predicted primary modality effect. Our proposal enjoys, to a good extent, both model interpretability and model flexibility. It is also considerably different from the existing statistical methods for multimodal data integration, as well as the orthogonality-based methods for high-dimensional inferences. We demonstrate the efficacy of our method through both simulations and an application to a multimodal neuroimaging study of Alzheimer's disease.
Student-Teacher Learning from Clean Inputs to Noisy Inputs
Hong, Guanzhe, Mao, Zhiyuan, Lin, Xiaojun, Chan, Stanley H.
Feature-based student-teacher learning, a training method that encourages the student's hidden features to mimic those of the teacher network, is empirically successful in transferring the knowledge from a pre-trained teacher network to the student network. Furthermore, recent empirical results demonstrate that, the teacher's features can boost the student network's generalization even when the student's input sample is corrupted by noise. However, there is a lack of theoretical insights into why and when this method of transferring knowledge can be successful between such heterogeneous tasks. We analyze this method theoretically using deep linear networks, and experimentally using nonlinear networks. We identify three vital factors to the success of the method: (1) whether the student is trained to zero training loss; (2) how knowledgeable the teacher is on the clean-input problem; (3) how the teacher decomposes its knowledge in its hidden features. Lack of proper control in any of the three factors leads to failure of the student-teacher learning method.
Escaping Saddle Points with Stochastically Controlled Stochastic Gradient Methods
Liang, Guannan, Tong, Qianqian, Zhu, Chunjiang, Bi, Jinbo
Stochastically controlled stochastic gradient (SCSG) methods have been proved to converge efficiently to first-order stationary points which, however, can be saddle points in nonconvex optimization. It has been observed that a stochastic gradient descent (SGD) step introduces anistropic noise around saddle points for deep learning and non-convex half space learning problems, which indicates that SGD satisfies the correlated negative curvature (CNC) condition for these problems. Therefore, we propose to use a separate SGD step to help the SCSG method escape from strict saddle points, resulting in the CNC-SCSG method. The SGD step plays a role similar to noise injection but is more stable. We prove that the resultant algorithm converges to a second-order stationary point with a convergence rate of $\tilde{O}( \epsilon^{-2} log( 1/\epsilon))$ where $\epsilon$ is the pre-specified error tolerance. This convergence rate is independent of the problem dimension, and is faster than that of CNC-SGD. A more general framework is further designed to incorporate the proposed CNC-SCSG into any first-order method for the method to escape saddle points. Simulation studies illustrate that the proposed algorithm can escape saddle points in much fewer epochs than the gradient descent methods perturbed by either noise injection or a SGD step.
Approximating How Single Head Attention Learns
Snell, Charlie, Zhong, Ruiqi, Klein, Dan, Steinhardt, Jacob
Why do models often attend to salient words, and how does this evolve throughout training? We approximate model training as a two stage process: early on in training when the attention weights are uniform, the model learns to translate individual input word `i` to `o` if they co-occur frequently. Later, the model learns to attend to `i` while the correct output is $o$ because it knows `i` translates to `o`. To formalize, we define a model property, Knowledge to Translate Individual Words (KTIW) (e.g. knowing that `i` translates to `o`), and claim that it drives the learning of the attention. This claim is supported by the fact that before the attention mechanism is learned, KTIW can be learned from word co-occurrence statistics, but not the other way around. Particularly, we can construct a training distribution that makes KTIW hard to learn, the learning of the attention fails, and the model cannot even learn the simple task of copying the input words to the output. Our approximation explains why models sometimes attend to salient words, and inspires a toy example where a multi-head attention model can overcome the above hard training distribution by improving learning dynamics rather than expressiveness.
Explainable AI by BAPC -- Before and After correction Parameter Comparison
Sobieczky, Florian, Mahmoud, Salma, Neugebauer, Simon, Rippitsch, Lukas, Geiß, Manuela
By means of a local surrogate approach, an analytical method to yield explanations of AI-predictions in the framework of regression models is defined. In the case of the AI-model producing additive corrections to the predictions of a base model, the explanations are delivered in the form of a shift of its interpretable parameters as long as the AI- predictions are small in a rigorously defined sense. Criteria are formulated giving a precise relation between lost accuracy and lacking model fidelity. Two applications show how physical or econometric parameters may be used to interpret the action of neural network and random forest models in the sense of the underlying base model. This is an extended version of our paper presented at the ISM 2020 conference, where we first introduced our new approach BAPC.
Hippocampal formation-inspired probabilistic generative model
Taniguchi, Akira, Fukawa, Ayako, Yamakawa, Hiroshi
We constructed a hippocampal formation (HPF)-inspired probabilistic generative model (HPF-PGM) using the structure-constrained interface decomposition method. By modeling brain regions with PGMs, this model is positioned as a module that can be integrated as a whole-brain PGM. We discuss the relationship between simultaneous localization and mapping (SLAM) in robotics and the findings of HPF in neuroscience. Furthermore, we survey the modeling for HPF and various computational models, including brain-inspired SLAM, spatial concept formation, and deep generative models. The HPF-PGM is a computational model that is highly consistent with the anatomical structure and functions of the HPF, in contrast to typical conventional SLAM models. By referencing the brain, we suggest the importance of the integration of egocentric/allocentric information from the entorhinal cortex to the hippocampus and the use of discrete-event queues.
Automating the GDPR Compliance Assessment for Cross-border Personal Data Transfers in Android Applications
Guamán, Danny S., Ferrer, Xavier, del Alamo, Jose M., Such, Jose
Abstract-- The General Data Protection Regulation (GDPR) aims to ensure that all personal data processing activities are fair and transparent for the European Union (EU) citizens, regardless of whether these are carried out within the EU or anywhere else. To this end, it sets strict requirements to transfer personal data outside the EU. However, checking these requirements is a daunting task for supervisory authorities, particularly in the mobile app domain due to the huge number of apps available and their dynamic nature. In this paper, we propose a fully automated method to assess compliance of mobile apps with the GDPR requirements for cross-border personal data transfers. We have applied the method to the top-free 10,080 apps from the Google Play Store. The results reveal that there is still a very significant gap between what app providers and third-party recipients do in practice and what is intended by the GDPR. A substantial 56% of analysed apps are potentially non-compliant with the GDPR cross-border transfer requirements. THE distributed nature of today's digital systems and services across the world [1], or shared between chains of thirdparty not only facilitates the collection of personal data service providers [6], even without the app developer's from individuals anywhere, but also their transfer to different knowledge [7]. Second, apps are distributed through countries around the world [1]. This raises potential global stores, enabling app providers to easily reach markets risks to the privacy of individuals, as the organizations and users beyond its country of residence. In this sending and receiving personal data can be subject to different context, there is a need for constant vigilance by the various data protection laws and, therefore, may not offer an stakeholders, including app developers, supervisory equivalent level of protection.