Statistical Learning
Parameterized Temperature Scaling for Boosting the Expressive Power in Post-Hoc Uncertainty Calibration
Tomani, Christian, Cremers, Daniel, Buettner, Florian
We address the problem of uncertainty calibration and introduce a novel calibration method, Parametrized Temperature Scaling (PTS). Standard deep neural networks typically yield uncalibrated predictions, which can be transformed into calibrated confidence scores using post-hoc calibration methods. In this contribution, we demonstrate that the performance of accuracy-preserving state-of-the-art post-hoc calibrators is limited by their intrinsic expressive power. We generalize temperature scaling by computing prediction-specific temperatures, parameterized by a neural network. We show with extensive experiments that our novel accuracy-preserving approach consistently outperforms existing algorithms across a large number of model architectures, datasets and metrics.
Differentiable Logic Machines
Zimmer, Matthieu, Feng, Xuening, Glanois, Claire, Jiang, Zhaohui, Zhang, Jianyi, Weng, Paul, Jianye, Hao, Dong, Li, Wulong, Liu
The integration of reasoning, learning, and decision-making is key to build more general AI systems. As a step in this direction, we propose a novel neural-logic architecture that can solve both inductive logic programming (ILP) and deep reinforcement learning (RL) problems. Our architecture defines a restricted but expressive continuous space of first-order logic programs by assigning weights to predicates instead of rules. Therefore, it is fully differentiable and can be efficiently trained with gradient descent. Besides, in the deep RL setting with actor-critic algorithms, we propose a novel efficient critic architecture. Compared to state-of-the-art methods on both ILP and RL problems, our proposition achieves excellent performance, while being able to provide a fully interpretable solution and scaling much better, especially during the testing phase.
Gradient Descent for Machine Learning (ML) 101 with Python Tutorial
Gradient descent is one of the most common machine learning algorithms used in neural networks [7], data science, optimization, and machine learning tasks. The gradient descent algorithm and its variants can be found in almost every machine learning model. Gradient descent is a popular optimization method of tuning the parameters in a machine learning model. Its goal is to apply optimization to find the least or minimal error value. It is mostly used to update the parameters of the model -- in this case, parameters refer to coefficients in regression and weights in a neural network.
The Map of Artificial Intelligence (2020)
Notice: This map is not a precise reflection of the state of the AI field, but just my subjective representation. This is my first map as of the end of 2020 and will be extended in the future. It contains more than 200 words or phrases, so to describe all of them would be too extensive and overkill. Much more interesting (and useful for me) to tell how this map was gradually building in my head. I will not explain everything, just the main things, so it is normal not to understand something. The story begins in 2013 after I finished my bachelor in applied physics. I was researching heterostructures, something that is in the core of the solid-state lasers that are used for Internet transmission. In short, I was not satisfied, the field is good and perspective but not in Ukraine. So, I decided to write my master thesis in a different field that I will be truly interested in. I had two options and I chose one -- the field of artificial intelligence.
Prediction Intervals for Deep Learning Neural Networks
Prediction intervals provide a measure of uncertainty for predictions on regression problems. For example, a 95% prediction interval indicates that 95 out of 100 times, the true value will fall between the lower and upper values of the range. This is different from a simple point prediction that might represent the center of the uncertainty interval. There are no standard techniques for calculating a prediction interval for deep learning neural networks on regression predictive modeling problems. Nevertheless, a quick and dirty prediction interval can be estimated using an ensemble of models that, in turn, provide a distribution of point predictions from which an interval can be calculated.
An Intuitive Study of Time Series Analysis
A time series data is a set of observation on the value that a variable takes of different time, such data may be collected at regular time intervals such as daily stock price, monthly money supply figures, annual GDP etc. Time series data have a natural temporal ordering. This makes time series analysis distinct from other common data analysis problems in which there is no natural order of the observation. In simple word we can say, the data which are collected in according to time is called time series data. On the other hand, the data which are collected by observing many subject at the same point of time is called cross sectional data. A time series is a set of observations meas ured at time or space intervals arranged in chrono logical order.
Support Vector Machines, Dual Formulation, Quadratic Programming & Sequential Minimal Optimization
The Support-vector Machine (or called Support-vector Networks initially by the author -- Vladimir Vapnik) takes a completely different approach to solving statistical problems (in specific Classification). This algorithm has been heavily used in several classification problems like Image Classification, Bag-of-Words Classifier, OCR, Cancer prediction, and many more. SVM is basically a binary classifier, although it can be modified for multi-class classification as well as regression. Unlike logistic regression and other neural network models, SVMs try to maximize the separation between two classes of points. A brilliant idea is used by the author.
Learning High-Order Interactions via Targeted Pattern Search
Massi, Michela C., Franco, Nicola R., Ieva, Francesca, Manzoni, Andrea, Paganoni, Anna Maria, Zunino, Paolo
Logistic Regression (LR) is a widely used statistical method in empirical binary classification studies. However, real-life scenarios oftentimes share complexities that prevent from the use of the as-is LR model, and instead highlight the need to include high-order interactions to capture data variability. This becomes even more challenging because of: (i) datasets growing wider, with more and more variables; (ii) studies being typically conducted in strongly imbalanced settings; (iii) samples going from very large to extremely small; (iv) the need of providing both predictive models and interpretable results. In this paper we present a novel algorithm, Learning high-order Interactions via targeted Pattern Search (LIPS), to select interaction terms of varying order to include in a LR model for an imbalanced binary classification task when input data are categorical. LIPS's rationale stems from the duality between item sets and categorical interactions. The algorithm relies on an interaction learning step based on a well-known frequent item set mining algorithm, and a novel dissimilarity-based interaction selection step that allows the user to specify the number of interactions to be included in the LR model. In addition, we particularize two variants (Scores LIPS and Clusters LIPS), that can address even more specific needs. Through a set of experiments we validate our algorithm and prove its wide applicability to real-life research scenarios, showing that it outperforms a benchmark state-of-the-art algorithm.
On the Minimal Error of Empirical Risk Minimization
An increasing number of machine learning applications employ flexible overparameterized models to fit the training data. Theoretical analysis of such'overfitted' solutions has been a recent focus of the learning community. It is conjectured that the use of large overparameterized neural networks makes the loss landscape amenable to optimization through local search methods, such as stochastic gradient descent. It is also hypothesized that implicit regularization, arising from the choice of the optimization algorithm and the neural network architecture, mitigates the large complexity and ensures that the'overfitted' solutions generalize. Suppose a'simple' class H of models captures the relationship between the covariates X and the response variable Y. Inspired by the use of overparameterized models, we may take a much larger class F H for computational or other purposes (such as lack of explicit description of H) and minimize training loss over this larger class.
Understanding and Mitigating Accuracy Disparity in Regression
Chi, Jianfeng, Tian, Yuan, Gordon, Geoffrey J., Zhao, Han
With the widespread deployment of large-scale prediction systems in high-stakes domains, e.g., face recognition, criminal justice, etc., disparity on prediction accuracy between different demographic subgroups has called for fundamental understanding on the source of such disparity and algorithmic intervention to mitigate it. In this paper, we study the accuracy disparity problem in regression. To begin with, we first propose an error decomposition theorem, which decomposes the accuracy disparity into the distance between marginal label distributions and the distance between conditional representations, to help explain why such accuracy disparity appears in practice. Motivated by this error decomposition and the general idea of distribution alignment with statistical distances, we then propose an algorithm to reduce this disparity, and analyze its game-theoretic optima of the proposed objective functions. To corroborate our theoretical findings, we also conduct experiments on five benchmark datasets. The experimental results suggest that our proposed algorithms can effectively mitigate accuracy disparity while maintaining the predictive power of the regression models.