Statistical Learning
Zone pAth Construction (ZAC) based Approaches for Effective Real-Time Ridesharing
Lowalekar, Meghna, Varakantham, Pradeep, Jaillet, Patrick
Real-time ridesharing systems such as UberPool, Lyft Line and GrabShare have become hugely popular as they reduce the costs for customers, improve per trip revenue for drivers and reduce traffic on the roads by grouping customers with similar itineraries. The key challenge in these systems is to group the “right” requests to travel together in the “right” available vehicles in real-time, so that the objective (e.g., requests served, revenue or delay) is optimized. This challenge has been addressed in existing work by: (i) generating as many relevant feasible combinations of requests (with respect to the available delay for customers) as possible in real-time; and then (ii) optimizing assignment of the feasible request combinations to vehicles. Since the number of request combinations increases exponentially with the increase in vehicle capacity and number of requests, unfortunately, such approaches have to employ ad hoc heuristics to identify a subset of request combinations for assignment. Our key contribution is in developing approaches that employ zone (abstraction of individual locations) paths instead of request combinations. Zone paths allow for generation of significantly more “relevant” combinations (in comparison to ad hoc heuristics) in real-time than competing approaches due to two reasons: (i) Each zone path can typically represent multiple request combinations; (ii) Zone paths are generated using a combination of offline and online methods. Specifically, we contribute both myopic (ridesharing assignment focussed on current requests only) and non-myopic (ridesharing assignment considers impact on expected future requests) approaches that employ zone paths. In our experimental results, we demonstrate that our myopic approach outperforms the current best myopic approach for ridesharing on both real-world and synthetic datasets (with respect to both objective and runtime). We also show that our non-myopic approach obtains 14.7% improvement over existing myopic approach. Our non-myopic approach gets improvements of up to 12.48% over a recent non-myopic approach, NeurADP. Even when NeurADP is allowed to optimize learning over test settings, results largely remain comparable except in a couple of cases, where NeurADP performs better.
Hierarchical Clustering using Auto-encoded Compact Representation for Time-series Analysis
Bandyopadhyay, Soma, Datta, Anish, Pal, Arpan
Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of time-series, Auto Encoded Compact Sequence (AECS) and hierarchical clustering approach. Proposed algorithm aims to address the large computing time issue of hierarchical clustering as learned latent representation AECS has a length much less than the original length of time-series and at the same time want to enhance its performance.Our algorithm exploits Recurrent Neural Network (RNN) based under complete Sequence to Sequence(seq2seq) autoencoder and agglomerative hierarchical clustering with a choice of best distance measure to recommend the best clustering. Our scheme selects the best distance measure and corresponding clustering for both univariate and multivariate time-series. We have experimented with real-world time-series from UCR and UCI archive taken from diverse application domains like health, smart-city, manufacturing etc. Experimental results show that proposed method not only produce close to benchmark results but also in some cases outperform the benchmark.
Subtype-aware Unsupervised Domain Adaptation for Medical Diagnosis
Liu, Xiaofeng, Liu, Xiongchang, Hu, Bo, Ji, Wenxuan, Xing, Fangxu, Lu, Jun, You, Jane, Kuo, C. -C. Jay, Fakhri, Georges El, Woo, Jonghye
Recent advances in unsupervised domain adaptation (UDA) show that transferable prototypical learning presents a powerful means for class conditional alignment, which encourages the closeness of cross-domain class centroids. However, the cross-domain inner-class compactness and the underlying fine-grained subtype structure remained largely underexplored. In this work, we propose to adaptively carry out the fine-grained subtype-aware alignment by explicitly enforcing the class-wise separation and subtype-wise compactness with intermediate pseudo labels. Our key insight is that the unlabeled subtypes of a class can be divergent to one another with different conditional and label shifts, while inheriting the local proximity within a subtype. The cases of with or without the prior information on subtype numbers are investigated to discover the underlying subtype structure in an online fashion. The proposed subtype-aware dynamic UDA achieves promising results on medical diagnosis tasks.
IIRC: Incremental Implicitly-Refined Classification
Abdelsalam, Mohamed, Faramarzi, Mojtaba, Sodhani, Shagun, Chandar, Sarath
We introduce the "Incremental Implicitly-Refined Classi-fication (IIRC)" setup, an extension to the class incremental learning setup where the incoming batches of classes have two granularity levels. i.e., each sample could have a high-level (coarse) label like "bear" and a low-level (fine) label like "polar bear". Only one label is provided at a time, and the model has to figure out the other label if it has already learnfed it. This setup is more aligned with real-life scenarios, where a learner usually interacts with the same family of entities multiple times, discovers more granularity about them, while still trying not to forget previous knowledge. Moreover, this setup enables evaluating models for some important lifelong learning challenges that cannot be easily addressed under the existing setups. These challenges can be motivated by the example "if a model was trained on the class bear in one task and on polar bear in another task, will it forget the concept of bear, will it rightfully infer that a polar bear is still a bear? and will it wrongfully associate the label of polar bear to other breeds of bear?". We develop a standardized benchmark that enables evaluating models on the IIRC setup. We evaluate several state-of-the-art lifelong learning algorithms and highlight their strengths and limitations. For example, distillation-based methods perform relatively well but are prone to incorrectly predicting too many labels per image. We hope that the proposed setup, along with the benchmark, would provide a meaningful problem setting to the practitioners
General Hannan and Quinn Criterion for Common Time Series
A common solution in model selection is to choose the model, minimizing a penalized based criterion which is the sum of two terms: the first one is the empirical risk (least squares, likelihood) that measures the goodness of fit and the second one is an increasing function of the complexity which aims to penalize large models and control the bias. Therefore a challenging task when designing a penalized criterion is the specification of the penalty term. Considering leading model selection criteria (BIC, AIC, Cp, HQ to name a few), one can see that the penalty term is a product of the model dimension with a sequence which is specific to the criteria. Indeed, a criterion is designed according to the goal one would like to achieve. The classical properties for model selection criteria include consistency, efficiency (oracle inequality, asymptotic optimality), adaptative in the minimax sense.
Distributed Double Machine Learning with a Serverless Architecture
Serverless cloud computing is predicted to be the dominating and default architecture of cloud computing in the coming decade (Berkley View on Serverless Computing, 2019). In this paper we explore serverless cloud computing for double machine learning. Being based on repeated cross-fitting, double machine learning is particularly well suited to exploit the enormous elasticity of serverless computing. It allows to get fast on-demand estimations without additional cloud maintenance effort. We provide a prototype implementation DoubleML-Serverless written in Python that implements the estimation of double machine learning models with the serverless computing platform AWS Lambda and demonstrate its utility with a case study.
Fast marginal likelihood estimation of penalties for group-adaptive elastic net
van Nee, Mirrelijn M., van de Brug, Tim, van de Wiel, Mark A.
Nowadays, clinical research routinely uses omics data, such as gene expression, for predicting clinical outcomes or selecting markers. Additionally, so-called co-data are often available, providing complementary information on the covariates, like p-values from previously published studies or groups of genes corresponding to pathways. Elastic net penalisation is widely used for prediction and covariate selection. Group-adaptive elastic net penalisation learns from co-data to improve the prediction and covariate selection, by penalising important groups of covariates less than other groups. Existing methods are, however, computationally expensive. Here we present a fast method for marginal likelihood estimation of group-adaptive elastic net penalties for generalised linear models. We first derive a low-dimensional representation of the Taylor approximation of the marginal likelihood and its first derivative for group-adaptive ridge penalties, to efficiently estimate these penalties. Then we show by using asymptotic normality of the linear predictors that the marginal likelihood for elastic net models may be approximated well by the marginal likelihood for ridge models. The ridge group penalties are then transformed to elastic net group penalties by using the variance function. The method allows for overlapping groups and unpenalised variables. We demonstrate the method in a model-based simulation study and an application to cancer genomics. The method substantially decreases computation time and outperforms or matches other methods by learning from co-data.
Preconditioned training of normalizing flows for variational inference in inverse problems
Siahkoohi, Ali, Rizzuti, Gabrio, Louboutin, Mathias, Witte, Philipp A., Herrmann, Felix J.
Obtaining samples from the posterior distribution of inverse problems with expensive forward operators is challenging especially when the unknowns involve the strongly heterogeneous Earth. To meet these challenges, we propose a preconditioning scheme involving a conditional normalizing flow (NF) capable of sampling from a low-fidelity posterior distribution directly. This conditional NF is used to speed up the training of the high-fidelity objective involving minimization of the Kullback-Leibler divergence between the predicted and the desired high-fidelity posterior density for indirect measurements at hand. To minimize costs associated with the forward operator, we initialize the high-fidelity NF with the weights of the pretrained low-fidelity NF, which is trained beforehand on available model and data pairs. Our numerical experiments, including a 2D toy and a seismic compressed sensing example, demonstrate that thanks to the preconditioning considerable speed-ups are achievable compared to training NFs from scratch.
Curvature-based Feature Selection with Application in Classifying Electronic Health Records
Zuo, Zheming, Li, Jie, Moubayed, Noura Al
Electronic Health Records (EHRs) are widely applied in healthcare facilities nowadays. Due to the inherent heterogeneity, unbalanced, incompleteness, and high-dimensional nature of EHRs, it is a challenging task to employ machine learning algorithms to analyse such EHRs for prediction and diagnostics within the scope of precision medicine. Dimensionality reduction is an efficient data preprocessing technique for the analysis of high dimensional data that reduces the number of features while improving the performance of the data analysis, e.g. classification. In this paper, we propose an efficient curvature-based feature selection method for supporting more precise diagnosis. The proposed method is a filter-based feature selection method, which directly utilises the Menger Curvature for ranking all the attributes in the given data set. We evaluate the performance of our method against conventional PCA and recent ones including BPCM, GSAM, WCNN, BLS II, VIBES, 2L-MJFA, RFGA, and VAF. Our method achieves state-of-the-art performance on four benchmark healthcare data sets including CCRFDS, BCCDS, BTDS, and DRDDS with impressive 24.73% and 13.93% improvements respectively on BTDS and CCRFDS, 7.97% improvement on BCCDS, and 3.63% improvement on DRDDS. Our CFS source code is publicly available at https://github.com/zhemingzuo/CFS.
Machine Learning for Electronic Design Automation: A Survey
Huang, Guyue, Hu, Jingbo, He, Yifan, Liu, Jialong, Ma, Mingyuan, Shen, Zhaoyang, Wu, Juejian, Xu, Yuanfan, Zhang, Hengrui, Zhong, Kai, Ning, Xuefei, Ma, Yuzhe, Yang, Haoyu, Yu, Bei, Yang, Huazhong, Wang, Yu
In recent years, with the development of semiconductor technology, the scale of integrated circuit (IC) has grown exponentially, challenging the scalability and reliability of the circuit design flow. Therefore, EDA algorithms and software are required to be more effective and efficient to deal with extremely large search space with low latency. Machine learning (ML) is taking an important role in our lives these days, which has been widely used in many scenarios. ML methods, including traditional and deep learning algorithms, achieve amazing performance in solving classification, detection, and design space exploration problems. Additionally, ML methods show great potential to generate high-quality solutions for many NP-complete (NPC) problems, which are common in the EDA field, while traditional methods lead to huge time and resource consumption to solve these problems. Traditional methods usually solve every problem from the beginning, with a lack of knowledge accumulation. Instead, ML algorithms focus on extracting high-level features or patterns that can be reused in other related or similar situations, avoiding repeated complicated analysis. Therefore, applying machine learning methods is a promising direction to accelerate the solving of EDA problems. These authors are ordered alphabetically.