Statistical Learning
The EpiBench Platform to Propel AI/ML-based Epidemic Forecasting: A Prototype Demonstration Reaching Human Expert-level Performance
Srivastava, Ajitesh, Xu, Tianjian, Prasanna, Viktor K.
During the COVID-19 pandemic, a significant effort has gone into developing ML-driven epidemic forecasting techniques. However, benchmarks do not exist to claim if a new AI/ML technique is better than the existing ones. The "covid-forecast-hub" is a collection of more than 30 teams, including us, that submit their forecasts weekly to the CDC. It is not possible to declare whether one method is better than the other using those forecasts because each team's submission may correspond to different techniques over the period and involve human interventions as the teams are continuously changing/tuning their approach. Such forecasts may be considered "human-expert" forecasts and do not qualify as AI/ML approaches, although they can be used as an indicator of human expert performance. We are interested in supporting AI/ML research in epidemic forecasting which can lead to scalable forecasting without human intervention. Which modeling technique, learning strategy, and data pre-processing technique work well for epidemic forecasting is still an open problem. To help advance the state-of-the-art AI/ML applied to epidemiology, a benchmark with a collection of performance points is needed and the current "state-of-the-art" techniques need to be identified. We propose EpiBench a platform consisting of community-driven benchmarks for AI/ML applied to epidemic forecasting to standardize the challenge with a uniform evaluation protocol. In this paper, we introduce a prototype of EpiBench which is currently running and accepting submissions for the task of forecasting COVID-19 cases and deaths in the US states and We demonstrate that we can utilize the prototype to develop an ensemble relying on fully automated epidemic forecasts (no human intervention) that reaches human-expert level ensemble currently being used by the CDC.
K Means Clustering
Clustering is an unsupervised machine learning technique. It is the process of division of the dataset into groups in which the members in the same group possess similarities in features. The commonly used clustering algorithms are K-Means clustering, Hierarchical clustering, Density-based clustering, Model-based clustering, etc. In this article, we are going to discuss K-Means clustering in detail. First of all, we have to import essential libraries.
LinkLouvain: Link-Aware A/B Testing and Its Application on Online Marketing Campaign
Cai, Tianchi, Cheng, Daxi, Liang, Chen, Liu, Ziqi, Gu, Lihong, Xie, Huizhi, Zhang, Zhiqiang, Zeng, Xiaodong, Gu, Jinjie
A lot of online marketing campaigns aim to promote user interaction. The average treatment effect (ATE) of campaign strategies need to be monitored throughout the campaign. A/B testing is usually conducted for such needs, whereas the existence of user interaction can introduce interference to normal A/B testing. With the help of link prediction, we design a network A/B testing method LinkLouvain to minimize graph interference and it gives an accurate and sound estimate of the campaign's ATE. In this paper, we analyze the network A/B testing problem under a real-world online marketing campaign, describe our proposed LinkLouvain method, and evaluate it on real-world data. Our method achieves significant performance compared with others and is deployed in the online marketing campaign.
Multimodal-Aware Weakly Supervised Metric Learning with Self-weighting Triplet Loss
Deng, Huiyuan, Meng, Xiangzhu, Feng, Lin
In recent years, we have witnessed a surge of interests in learning a suitable distance metric from weakly supervised data. Most existing methods aim to pull all the similar samples closer while push the dissimilar ones as far as possible. However, when some classes of the dataset exhibit multimodal distribution, these goals conflict and thus can hardly be concurrently satisfied. Additionally, to ensure a valid metric, many methods require a repeated eigenvalue decomposition process, which is expensive and numerically unstable. Therefore, how to learn an appropriate distance metric from weakly supervised data remains an open but challenging problem. To address this issue, in this paper, we propose a novel weakly supervised metric learning algorithm, named MultimoDal Aware weakly supervised Metric Learning (MDaML). MDaML partitions the data space into several clusters and allocates the local cluster centers and weight for each sample. Then, combining it with the weighted triplet loss can further enhance the local separability, which encourages the local dissimilar samples to keep a large distance from the local similar samples. Meanwhile, MDaML casts the metric learning problem into an unconstrained optimization on the SPD manifold, which can be efficiently solved by Riemannian Conjugate Gradient Descent (RCGD). Extensive experiments conducted on 13 datasets validate the superiority of the proposed MDaML.
Wind Field Reconstruction with Adaptive Random Fourier Features
Kiessling, Jonas, Ström, Emanuel, Tempone, Raúl
We investigate the use of spatial interpolation methods for reconstructing the horizontal near-surface wind field given a sparse set of measurements. In particular, random Fourier features is compared to a set of benchmark methods including Kriging and Inverse distance weighting. Random Fourier features is a linear model $\beta(\pmb x) = \sum_{k=1}^K \beta_k e^{i\omega_k \pmb x}$ approximating the velocity field, with frequencies $\omega_k$ randomly sampled and amplitudes $\beta_k$ trained to minimize a loss function. We include a physically motivated divergence penalty term $|\nabla \cdot \beta(\pmb x)|^2$, as well as a penalty on the Sobolev norm. We derive a bound on the generalization error and derive a sampling density that minimizes the bound. Following (arXiv:2007.10683 [math.NA]), we devise an adaptive Metropolis-Hastings algorithm for sampling the frequencies of the optimal distribution. In our experiments, our random Fourier features model outperforms the benchmark models.
Nearest Neighbor-based Importance Weighting
Importance weighting is widely applicable in machine learning in general and in techniques dealing with data covariate shift problems in particular. A novel, direct approach to determine such importance weighting is presented. It relies on a nearest neighbor classification scheme and is relatively straightforward to implement. Comparative experiments on various classification tasks demonstrate the effectiveness of our so-called nearest neighbor weighting (NNeW) scheme. Considering its performance, our procedure can act as a simple and effective baseline method for importance weighting.
CountSketches, Feature Hashing and the Median of Three
Larsen, Kasper Green, Pagh, Rasmus, Tětek, Jakub
In this paper, we revisit the classic CountSketch method, which is a sparse, random projection that transforms a (high-dimensional) Euclidean vector $v$ to a vector of dimension $(2t-1) s$, where $t, s > 0$ are integer parameters. It is known that even for $t=1$, a CountSketch allows estimating coordinates of $v$ with variance bounded by $\|v\|_2^2/s$. For $t > 1$, the estimator takes the median of $2t-1$ independent estimates, and the probability that the estimate is off by more than $2 \|v\|_2/\sqrt{s}$ is exponentially small in $t$. This suggests choosing $t$ to be logarithmic in a desired inverse failure probability. However, implementations of CountSketch often use a small, constant $t$. Previous work only predicts a constant factor improvement in this setting. Our main contribution is a new analysis of Count-Sketch, showing an improvement in variance to $O(\min\{\|v\|_1^2/s^2,\|v\|_2^2/s\})$ when $t > 1$. That is, the variance decreases proportionally to $s^{-2}$, asymptotically for large enough $s$. We also study the variance in the setting where an inner product is to be estimated from two CountSketches. This finding suggests that the Feature Hashing method, which is essentially identical to CountSketch but does not make use of the median estimator, can be made more reliable at a small cost in settings where using a median estimator is possible. We confirm our theoretical findings in experiments and thereby help justify why a small constant number of estimates often suffice in practice. Our improved variance bounds are based on new general theorems about the variance and higher moments of the median of i.i.d. random variables that may be of independent interest.
Outlier-Robust Learning of Ising Models Under Dobrushin's Condition
Diakonikolas, Ilias, Kane, Daniel M., Stewart, Alistair, Sun, Yuxin
Probabilistic graphical models [KF09] provide a rich and unifying framework to model structured high-dimensional distributions in terms of the local dependencies between the input variables. The problem of inference in graphical models arises in many applications across scientific disciplines, see, e.g., [WJ08]. In this work, we study the inverse problem of learning graphical models from data. Various formalizations of this general learning problem have been studied during the past five decades, see, e.g., [CL68, Das97, AKN06, WRL06, AHHK12, SW12, LW12, BMS13, BGS14, Bre15, KM17], resulting in general theory and algorithms for various settings. In this work, we focus on learning Ising models [Isi25], the prototypical family of binary undirected graphical models with applications in computer vision, computational biology, and statistical physics [Li09, JEMF06, Fel04, Cha05].
The Instability of Accelerated Gradient Descent
Algorithmic stability has emerged over the last two decades as a central tool in generalization analysis of learning algorithms. While the classical approach in generalization theory originating in the PAC learning framework appeal to uniform convergence arguments, more recent progress on stochastic convex optimization models, starting with the pioneering work of Bousquet and Elisseeff (2002) and Shalev-Shwartz et al. (2009), has relied on stability analysis for deriving tight generalization results for convex risk minimizing algorithms. Perhaps the most common form of algorithmic stability is the so called uniform stability (Bousquet and Elisseeff, 2002). Roughly, the uniform stability of a learning algorithm is the worst-case change in its output model, in terms of its loss on an arbitrary example, when replacing a single sample in the data set used for training. Bousquet and Elisseeff (2002) initially used uniform stability to argue about the generalization of empirical risk minimization with strongly convex losses.
PARAFAC2 AO-ADMM: Constraints in all modes
Roald, Marie, Schenker, Carla, Cohen, Jeremy E., Acar, Evrim
The PARAFAC2 model provides a flexible alternative to the popular CANDECOMP/PARAFAC (CP) model for tensor decompositions. Unlike CP, PARAFAC2 allows factor matrices in one mode (i.e., evolving mode) to change across tensor slices, which has proven useful for applications in different domains such as chemometrics, and neuroscience. However, the evolving mode of the PARAFAC2 model is traditionally modelled implicitly, which makes it challenging to regularise it. Currently, the only way to apply regularisation on that mode is with a flexible coupling approach, which finds the solution through regularised least-squares subproblems. In this work, we instead propose an alternating direction method of multipliers (ADMM)-based algorithm for fitting PARAFAC2 and widen the possible regularisation penalties to any proximable function. Our numerical experiments demonstrate that the proposed ADMM-based approach for PARAFAC2 can accurately recover the underlying components from simulated data while being both computationally efficient and flexible in terms of imposing constraints.