Statistical Learning
Utilizing Import Vector Machines to Identify Dangerous Pro-active Traffic Conditions
Yang, Kui, Zhao, Wenjing, Antoniou, Constantinos
Traffic accidents have been a severe issue in metropolises with the development of traffic flow. This paper explores the theory and application of a recently developed machine learning technique, namely Import Vector Machines (IVMs), in real-time crash risk analysis, which is a hot topic to reduce traffic accidents. Historical crash data and corresponding traffic data from Shanghai Urban Expressway System were employed and matched. Traffic conditions are labelled as dangerous (i.e. probably leading to a crash) and safe (i.e. a normal traffic condition) based on 5-minute measurements of average speed, volume and occupancy. The IVM algorithm is trained to build the classifier and its performance is compared to the popular and successfully applied technique of Support Vector Machines (SVMs). The main findings indicate that IVMs could successfully be employed in real-time identification of dangerous pro-active traffic conditions. Furthermore, similar to the "support points" of the SVM, the IVM model uses only a fraction of the training data to index kernel basis functions, typically a much smaller fraction than the SVM, and its classification rates are similar to those of SVMs. This gives the IVM a computational advantage over the SVM, especially when the size of the training data set is large.
Performance analysis of greedy algorithms for minimising a Maximum Mean Discrepancy
We analyse the performance of several iterative algorithms for the quantisation of a probability measure $\mu$, based on the minimisation of a Maximum Mean Discrepancy (MMD). Our analysis includes kernel herding, greedy MMD minimisation and Sequential Bayesian Quadrature (SBQ). We show that the finite-sample-size approximation error, measured by the MMD, decreases as $1/n$ for SBQ and also for kernel herding and greedy MMD minimisation when using a suitable step-size sequence. The upper bound on the approximation error is slightly better for SBQ, but the other methods are significantly faster, with a computational cost that increases only linearly with the number of points selected. This is illustrated by two numerical examples, with the target measure $\mu$ being uniform (a space-filling design application) and with $\mu$ a Gaussian mixture.
Variance Based Samples Weighting for Supervised Deep Learning
Novello, Paul, Poëtte, Gaël, Lugato, David, Congedo, Pietro
In the context of supervised learning of a function by a Neural Network (NN), we claim and empirically justify that a NN yields better results when the distribution of the data set focuses on regions where the function to learn is steeper. We first traduce this assumption in a mathematically workable way using Taylor expansion. Then, theoretical derivations allow to construct a methodology that we call Variance Based Samples Weighting (VBSW). VBSW uses local variance of the labels to weight the training points. This methodology is general, scalable, cost effective, and significantly increases the performances of a large class of NNs for various classification and regression tasks on image, text and multivariate data. We highlight its benefits with experiments involving NNs from shallow linear NN to Resnet or Bert.
Consistency of random-walk based network embedding algorithms
Random-walk based network embedding algorithms like node2vec and DeepWalk are widely used to obtain Euclidean representation of the nodes in a network prior to performing down-stream network inference tasks. Nevertheless, despite their impressive empirical performance, there is a lack of theoretical results explaining their behavior. In this paper we studied the node2vec and DeepWalk algorithms through the perspective of matrix factorization. We analyze these algorithms in the setting of community detection for stochastic blockmodel graphs; in particular we established large-sample error bounds and prove consistent community recovery of node2vec/DeepWalk embedding followed by k-means clustering. Our theoretical results indicate a subtle interplay between the sparsity of the observed networks, the window sizes of the random walks, and the convergence rates of the node2vec/DeepWalk embedding toward the embedding of the true but unknown edge probabilities matrix. More specifically, as the network becomes sparser, our results suggest using larger window sizes, or equivalently, taking longer random walks, in order to attain better convergence rate for the resulting embeddings. The paper includes numerical experiments corroborating these observations.
Machine Learning Advances for Time Series Forecasting
Masini, Ricardo P., Medeiros, Marcelo C., Mendes, Eduardo F.
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to penalized regressions and ensemble of models. The nonlinear methods considered in the paper include shallow and deep neural networks, in their feed-forward and recurrent versions, and tree-based methods, such as random forests and boosted trees. We also consider ensemble and hybrid models by combining ingredients from different alternatives. Tests for superior predictive ability are briefly reviewed. Finally, we discuss application of machine learning in economics and finance and provide an illustration with high-frequency financial data.
Can a Fruit Fly Learn Word Embeddings?
Liang, Yuchen, Ryali, Chaitanya K., Hoover, Benjamin, Grinberg, Leopold, Navlakha, Saket, Zaki, Mohammed J., Krotov, Dmitry
The mushroom body of the fruit fly brain is one of the best studied systems in neuroscience. At its core it consists of a population of Kenyon cells, which receive inputs from multiple sensory modalities. These cells are inhibited by the anterior paired lateral neuron, thus creating a sparse high dimensional representation of the inputs. In this work we study a mathematical formalization of this network motif and apply it to learning the correlational structure between words and their context in a corpus of unstructured text, a common natural language processing (NLP) task. We show that this network can learn semantic representations of words and can generate both static and context-dependent word embeddings. The quality of the learned representations is evaluated on word similarity analysis, word-sense disambiguation, and document classification. It is shown that not only can the fruit fly network motif achieve performance comparable to existing methods in NLP, but, additionally, it uses only a fraction of the computational resources (shorter training time and smaller memory footprint). Deep learning has made tremendous advances in computer vision, natural language processing and many other areas. While taking high-level inspiration from biology, the current generation of deep learning methods are not necessarily biologically realistic. This raises the question whether biological systems can further inform the development of new network architectures and learning algorithms that can lead to competitive performance on machine learning tasks or offer additional insights into intelligent behavior. Our work is inspired by this motivation.
Fidelity and Privacy of Synthetic Medical Data
Mendelevitch, Ofer, Lesh, Michael D.
The digitization of medical records ushered in a new era of big data to clinical science, and with it the possibility that data could be shared, to multiply insights beyond what investigators could abstract from paper records. The need to share individual-level medical data to accelerate innovation in precision medicine continues to grow, and has never been more urgent, as scientists grapple with the COVID-19 pandemic. However, enthusiasm for the use of big data has been tempered by a fully appropriate concern for patient autonomy and privacy. That is, the ability to extract private or confidential information about an individual, in practice, renders it difficult to share data, since significant infrastructure and data governance must be established before data can be shared. Although HIPAA provided de-identification as an approved mechanism for data sharing, linkage attacks were identified as a major vulnerability. A variety of mechanisms have been established to avoid leaking private information, such as field suppression or abstraction, strictly limiting the amount of information that can be shared, or employing mathematical techniques such as differential privacy. Another approach, which we focus on here, is creating synthetic data that mimics the underlying data. For synthetic data to be a useful mechanism in support of medical innovation and a proxy for real-world evidence, one must demonstrate two properties of the synthetic dataset: (1) any analysis on the real data must be matched by analysis of the synthetic data (statistical fidelity) and (2) the synthetic data must preserve privacy, with minimal risk of re-identification (privacy guarantee). In this paper we propose a framework for quantifying the statistical fidelity and privacy preservation properties of synthetic datasets and demonstrate these metrics for synthetic data generated by Syntegra technology.
Autonomous synthesis of metastable materials
Ament, Sebastian, Amsler, Maximilian, Sutherland, Duncan R., Chang, Ming-Chiang, Guevarra, Dan, Connolly, Aine B., Gregoire, John M., Thompson, Michael O., Gomes, Carla P., van Dover, R. Bruce
Autonomous experimentation enabled by artificial intelligence (AI) offers a new paradigm for accelerating scientific discovery. Non-equilibrium materials synthesis is emblematic of complex, resource-intensive experimentation whose acceleration would be a watershed for materials discovery and development. The mapping of non-equilibrium synthesis phase diagrams has recently been accelerated via high throughput experimentation but still limits materials research because the parameter space is too vast to be exhaustively explored. We demonstrate accelerated synthesis and exploration of metastable materials through hierarchical autonomous experimentation governed by the Scientific Autonomous Reasoning Agent (SARA). SARA integrates robotic materials synthesis and characterization along with a hierarchy of AI methods that efficiently reveal the structure of processing phase diagrams. SARA designs lateral gradient laser spike annealing (lg-LSA) experiments for parallel materials synthesis and employs optical spectroscopy to rapidly identify phase transitions. Efficient exploration of the multi-dimensional parameter space is achieved with nested active learning (AL) cycles built upon advanced machine learning models that incorporate the underlying physics of the experiments as well as end-to-end uncertainty quantification. With this, and the coordination of AL at multiple scales, SARA embodies AI harnessing of complex scientific tasks. We demonstrate its performance by autonomously mapping synthesis phase boundaries for the Bi$_2$O$_3$ system, leading to orders-of-magnitude acceleration in establishment of a synthesis phase diagram that includes conditions for kinetically stabilizing $\delta$-Bi$_2$O$_3$ at room temperature, a critical development for electrochemical technologies such as solid oxide fuel cells.
Leveraging AI to optimize website structure discovery during Penetration Testing
Antonelli, Diego, Cascella, Roberta, Perrone, Gaetano, Romano, Simon Pietro, Schiano, Antonio
Dirbusting is a technique used to brute force directories and file names on web servers while monitoring HTTP responses, in order to enumerate server contents. Such a technique uses lists of common words to discover the hidden structure of the target website. Dirbusting typically relies on response codes as discovery conditions to find new pages. It is widely used in web application penetration testing, an activity that allows companies to detect websites vulnerabilities. Dirbusting techniques are both time and resource consuming and innovative approaches have never been explored in this field. We hence propose an advanced technique to optimize the dirbusting process by leveraging Artificial Intelligence. More specifically, we use semantic clustering techniques in order to organize wordlist items in different groups according to their semantic meaning. The created clusters are used in an ad-hoc implemented next-word intelligent strategy. This paper demonstrates that the usage of clustering techniques outperforms the commonly used brute force methods. Performance is evaluated by testing eight different web applications. Results show a performance increase that is up to 50% for each of the conducted experiments.
Model Compression for Domain Adaptation through Causal Effect Estimation
Rotman, Guy, Feder, Amir, Reichart, Roi
Recent improvements in the predictive quality of natural language processing systems are often dependent on a substantial increase in the number of model parameters. This has led to various attempts of compressing such models, but existing methods have not considered the differences in the predictive power of various model components or in the generalizability of the compressed models. To understand the connection between model compression and out-of-distribution generalization, we define the task of compressing language representation models such that they perform best in a domain adaptation setting. We choose to address this problem from a causal perspective, attempting to estimate the \textit{average treatment effect} (ATE) of a model component, such as a single layer, on the model's predictions. Our proposed ATE-guided Model Compression scheme (AMoC), generates many model candidates, differing by the model components that were removed. Then, we select the best candidate through a stepwise regression model that utilizes the ATE to predict the expected performance on the target domain. AMoC outperforms strong baselines on 46 of 60 domain pairs across two text classification tasks, with an average improvement of more than 3\% in F1 above the strongest baseline.