Statistical Learning
Bayesian Inference of Random Dot Product Graphs via Conic Programming
Wu, David, Palmer, David R., Deford, Daryl R.
We present a convex cone program to infer the latent probability matrix of a random dot product graph (RDPG). The optimization problem maximizes the Bernoulli maximum likelihood function with an added nuclear norm regularization term. The dual problem has a particularly nice form, related to the well-known semidefinite program relaxation of the maxcut problem. Using the primal-dual optimality conditions, we bound the entries and rank of the primal and dual solutions. Furthermore, we bound the optimal objective value and prove asymptotic consistency of the probability estimates of a slightly modified model under mild technical assumptions. Our experiments on synthetic RDPGs not only recover natural clusters, but also reveal the underlying low-dimensional geometry of the original data. We also demonstrate that the method recovers latent structure in the Karate Club Graph and synthetic U.S. Senate vote graphs and is scalable to graphs with up to a few hundred nodes.
Fairness with Continuous Optimal Transport
Chiappa, Silvia, Pacchiano, Aldo
Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent advances from the OT literature to introduce a stochastic-gradient fairness method based on a dual formulation of continuous OT. We show that this method gives superior performance to discrete OT methods when little data is available to solve the OT problem, and similar performance otherwise. We also show that both continuous and discrete OT methods are able to continually adjust the model parameters to adapt to different levels of unfairness that might occur in real-world applications of ML systems.
A unified view for unsupervised representation learning with density ratio estimation: Maximization of mutual information, nonlinear ICA and nonlinear subspace estimation
Sasaki, Hiroaki, Takenouchi, Takashi
Unsupervised representation learning is one of the most important problems in machine learning. Recent promising methods are based on contrastive learning. However, contrastive learning often relies on heuristic ideas, and therefore it is not easy to understand what contrastive learning is doing. This paper emphasizes that density ratio estimation is a promising goal for unsupervised representation learning, and promotes understanding to contrastive learning. Our primal contribution is to theoretically show that density ratio estimation unifies three frameworks for unsupervised representation learning: Maximization of mutual information (MI), nonlinear independent component analysis (ICA) and a novel framework for estimation of a lower-dimensional nonlinear subspace proposed in this paper. This unified view clarifies under what conditions contrastive learning can be regarded as maximizing MI, performing nonlinear ICA or estimating the lower-dimensional nonlinear subspace in the proposed framework. Furthermore, we also make theoretical contributions in each of the three frameworks: We show that MI can be maximized through density ratio estimation under certain conditions, while our analysis for nonlinear ICA reveals a novel insight for recovery of the latent source components, which is clearly supported by numerical experiments. In addition, some theoretical conditions are also established to estimate a nonlinear subspace in the proposed framework. Based on the unified view, we propose two practical methods for unsupervised representation learning through density ratio estimation: The first method is an outlier-robust method for representation learning, while the second one is a sample-efficient nonlinear ICA method. Finally, we numerically demonstrate usefulness of the proposed methods in nonlinear ICA and through application to a downstream task for classification.
Cross-Validation and Uncertainty Determination for Randomized Neural Networks with Applications to Mobile Sensors
Steland, Ansgar, Pieters, Bart E.
Randomized artificial neural networks such as extreme learning machines provide an attractive and efficient method for supervised learning under limited computing ressources and green machine learning. This especially applies when equipping mobile devices (sensors) with weak artificial intelligence. Results are discussed about supervised learning with such networks and regression methods in terms of consistency and bounds for the generalization and prediction error. Especially, some recent results are reviewed addressing learning with data sampled by moving sensors leading to non-stationary and dependent samples. As randomized networks lead to random out-of-sample performance measures, we study a cross-validation approach to handle the randomness and make use of it to improve out-of-sample performance. Additionally, a computationally efficient approach to determine the resulting uncertainty in terms of a confidence interval for the mean out-of-sample prediction error is discussed based on two-stage estimation. The approach is applied to a prediction problem arising in vehicle integrated photovoltaics.
Phase Transitions in Transfer Learning for High-Dimensional Perceptrons
Dhifallah, Oussama, Lu, Yue M.
Transfer learning seeks to improve the generalization performance of a target task by exploiting the knowledge learned from a related source task. Central questions include deciding what information one should transfer and when transfer can be beneficial. The latter question is related to the so-called negative transfer phenomenon, where the transferred source information actually reduces the generalization performance of the target task. This happens when the two tasks are sufficiently dissimilar. In this paper, we present a theoretical analysis of transfer learning by studying a pair of related perceptron learning tasks. Despite the simplicity of our model, it reproduces several key phenomena observed in practice. Specifically, our asymptotic analysis reveals a phase transition from negative transfer to positive transfer as the similarity of the two tasks moves past a well-defined threshold. Transfer learning [1]-[5] is a promising approach to improving the performance of machine learning tasks. It does so by exploiting the knowledge gained from a previously-learned model, referred to as the source task, to improve the generalization performance of a related learning problem, referred to as the target task.
Pro Machine Learning Algorithms PDF
Bridge the gap between a high-level understanding of how an algorithm works and knowing the nuts and bolts to tune your models better. This book will give you confidence and skills when developing all the major machine learning models. In Pro Machine Learning Algorithms, you will first develop the algorithm in Excel so that you get a practical understanding of all the levers that can be tuned in a model, before implementing the models in Python/R. You will cover all the major algorithms: supervised and unsupervised learning, which include linear/logistic regression; k-means clustering; PCA; recommender system; decision tree; random forest; GBM; and neural networks. You will also be exposed to the latest in deep learning through CNNs, RNNs, and word2vec for text mining.
All Machine Learning Algorithms You Should Know in 2021 - KDnuggets
As my knowledge in machine learning grows, so does the number of machine learning algorithms! This article will cover machine learning algorithms that are commonly used in the data science community. Keep in mind that I'll be elaborating on some algorithms more than others simply because this article would be as long as a book if I thoroughly explained every algorithm! I'm also going to try to minimize the amount of math in this article because I know it can be pretty daunting for those who aren't mathematically savvy. Instead, I'll try to give a concise summary of each and point out some of the key features.
Structured Machine Learning Tools for Modelling Characteristics of Guided Waves
Haywood-Alexander, Marcus, Dervilis, Nikolaos, Worden, Keith, Cross, Elizabeth J., Mills, Robin S., Rogers, Timothy J.
The use of ultrasonic guided waves to probe the materials/structures for damage continues to increase in popularity for non-destructive evaluation (NDE) and structural health monitoring (SHM). The use of high-frequency waves such as these offers an advantage over low-frequency methods from their ability to detect damage on a smaller scale. However, in order to assess damage in a structure, and implement any NDE or SHM tool, knowledge of the behaviour of a guided wave throughout the material/structure is important (especially when designing sensor placement for SHM systems). Determining this behaviour is extremely diffcult in complex materials, such as fibre-matrix composites, where unique phenomena such as continuous mode conversion takes place. This paper introduces a novel method for modelling the feature-space of guided waves in a composite material. This technique is based on a data-driven model, where prior physical knowledge can be used to create structured machine learning tools; where constraints are applied to provide said structure. The method shown makes use of Gaussian processes, a full Bayesian analysis tool, and in this paper it is shown how physical knowledge of the guided waves can be utilised in modelling using an ML tool. This paper shows that through careful consideration when applying machine learning techniques, more robust models can be generated which offer advantages such as extrapolation ability and physical interpretation.
Explainable AI and Adoption of Algorithmic Advisors: an Experimental Study
David, Daniel Ben, Resheff, Yehezkel S., Tron, Talia
Machine learning is becoming a commonplace part of our technological experience. The notion of explainable AI (XAI) is attractive when regulatory or usability considerations necessitate the ability to back decisions with a coherent explanation. A large body of research has addressed algorithmic methods of XAI, but it is still unclear how to determine what is best suited to create human cooperation and adoption of automatic systems. Here we develop an experimental methodology where participants play a web-based game, during which they receive advice from either a human or algorithmic advisor, accompanied with explanations that vary in nature between experimental conditions. We use a reference-dependent decision-making framework, evaluate the game results over time, and in various key situations, to determine whether the different types of explanations affect the readiness to adopt, willingness to pay and trust a financial AI consultant. We find that the types of explanations that promotes adoption during first encounter differ from those that are most successful following failure or when cost is involved. Furthermore, participants are willing to pay more for AI-advice that includes explanations. These results add to the literature on the importance of XAI for algorithmic adoption and trust.
Theory-based Habit Modeling for Enhancing Behavior Prediction
Zhang, Chao, Vanschoren, Joaquin, van Wissen, Arlette, Lakens, Daniel, de Ruyter, Boris, IJsselsteijn, Wijnand A.
Psychological theories of habit posit that when a strong habit is formed through behavioral repetition, it can trigger behavior automatically in the same environment. Given the reciprocal relationship between habit and behavior, changing lifestyle behaviors (e.g., toothbrushing) is largely a task of breaking old habits and creating new and healthy ones. Thus, representing users' habit strengths can be very useful for behavior change support systems (BCSS), for example, to predict behavior or to decide when an intervention reaches its intended effect. However, habit strength is not directly observable and existing self-report measures are taxing for users. In this paper, built on recent computational models of habit formation, we propose a method to enable intelligent systems to compute habit strength based on observable behavior. The hypothesized advantage of using computed habit strength for behavior prediction was tested using data from two intervention studies, where we trained participants to brush their teeth twice a day for three weeks and monitored their behaviors using accelerometers. Through hierarchical cross-validation, we found that for the task of predicting future brushing behavior, computed habit strength clearly outperformed self-reported habit strength (in both studies) and was also superior to models based on past behavior frequency (in the larger second study). Our findings provide initial support for our theory-based approach of modeling user habits and encourages the use of habit computation to deliver personalized and adaptive interventions.