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 Statistical Learning


Training on test inputs with amortized conditional normalized maximum likelihood

AIHub

Current machine learning methods provide unprecedented accuracy across a range of domains, from computer vision to natural language processing. However, in many important high-stakes applications, such as medical diagnosis or autonomous driving, rare mistakes can be extremely costly, and thus effective deployment of learned models requires not only high accuracy, but also a way to measure the certainty in a model's predictions. Reliable uncertainty quantification is especially important when faced with out-of-distribution inputs, as model accuracy tends to degrade heavily on inputs that differ significantly from those seen during training. In this blog post, we will discuss how we can get reliable uncertainty estimation with a strategy that does not simply rely on a learned model to extrapolate to out-of-distribution inputs, but instead asks: "given my training data, which labels would make sense for this input?". To illustrate how this can allow for more reasonable predictions on out-of-distribution data, consider the following example where we attempt to classify automobiles, where all the class 1 training examples are sedans and class 2 examples are large buses.


Recovery of Linear Components: Reduced Complexity Autoencoder Designs

arXiv.org Artificial Intelligence

Reducing dimensionality is a key preprocessing step in many data analysis applications to address the negative effects of the curse of dimensionality and collinearity on model performance and computational complexity, to denoise the data or to reduce storage requirements. Moreover, in many applications it is desirable to reduce the input dimensions by choosing a subset of variables that best represents the entire set without any a priori information available. Unsupervised variable selection techniques provide a solution to this second problem. An autoencoder, if properly regularized, can solve both unsupervised dimensionality reduction and variable selection, but the training of large neural networks can be prohibitive in time sensitive applications. We present an approach called Recovery of Linear Components (RLC), which serves as a middle ground between linear and non-linear dimensionality reduction techniques, reducing autoencoder training times while enhancing performance over purely linear techniques. With the aid of synthetic and real world case studies, we show that the RLC, when compared with an autoencoder of similar complexity, shows higher accuracy, similar robustness to overfitting, and faster training times. Additionally, at the cost of a relatively small increase in computational complexity, RLC is shown to outperform the current state-of-the-art for a semiconductor manufacturing wafer measurement site optimization application.


Towards Accurate Spatiotemporal COVID-19 Risk Scores using High Resolution Real-World Mobility Data

arXiv.org Machine Learning

As countries look towards re-opening of economic activities amidst the ongoing COVID-19 pandemic, ensuring public health has been challenging. While contact tracing only aims to track past activities of infected users, one path to safe reopening is to develop reliable spatiotemporal risk scores to indicate the propensity of the disease. Existing works which aim to develop risk scores either rely on compartmental model-based reproduction numbers (which assume uniform population mixing) or develop coarse-grain spatial scores based on reproduction number (R0) and macro-level density-based mobility statistics. Instead, in this paper, we develop a Hawkes process-based technique to assign relatively fine-grain spatial and temporal risk scores by leveraging high-resolution mobility data based on cell-phone originated location signals. While COVID-19 risk scores also depend on a number of factors specific to an individual, including demography and existing medical conditions, the primary mode of disease transmission is via physical proximity and contact. Therefore, we focus on developing risk scores based on location density and mobility behaviour. We demonstrate the efficacy of the developed risk scores via simulation based on real-world mobility data. Our results show that fine-grain spatiotemporal risk scores based on high-resolution mobility data can provide useful insights and facilitate safe re-opening.


At the Intersection of Deep Sequential Model Framework and State-space Model Framework: Study on Option Pricing

arXiv.org Machine Learning

Inference and forecast problems of the nonlinear dynamical system have arisen in a variety of contexts. Reservoir computing and deep sequential models, on the one hand, have demonstrated efficient, robust, and superior performance in modeling simple and chaotic dynamical systems. However, their innate deterministic feature has partially detracted their robustness to noisy system, and their inability to offer uncertainty measurement has also been an insufficiency of the framework. On the other hand, the traditional state-space model framework is robust to noise. It also carries measured uncertainty, forming a just-right complement to the reservoir computing and deep sequential model framework. We propose the unscented reservoir smoother, a model that unifies both deep sequential and state-space models to achieve both frameworks' superiorities. Evaluated in the option pricing setting on top of noisy datasets, URS strikes highly competitive forecasting accuracy, especially those of longer-term, and uncertainty measurement. Further extensions and implications on URS are also discussed to generalize a full integration of both frameworks.


Cost-sensitive Hierarchical Clustering for Dynamic Classifier Selection

arXiv.org Artificial Intelligence

We consider the dynamic classifier selection (DCS) problem: Given an ensemble of classifiers, we are to choose which classifier to use depending on the particular input vector that we get to classify. The problem is a special case of the general algorithm selection problem where we have multiple different algorithms we can employ to process a given input. We investigate if a method developed for general algorithm selection named cost-sensitive hierarchical clustering (CSHC) is suited for DCS. We introduce some additions to the original CSHC method for the special case of choosing a classification algorithm and evaluate their impact on performance. We then compare with a number of state-of-the-art dynamic classifier selection methods. Our experimental results show that our modified CSHC algorithm compares favorably


Developing Future Human-Centered Smart Cities: Critical Analysis of Smart City Security, Interpretability, and Ethical Challenges

arXiv.org Artificial Intelligence

As we make tremendous advances in machine learning and artificial intelligence technosciences, there is a renewed understanding in the AI community that we must ensure that humans being are at the center of our deliberations so that we don't end in technology-induced dystopias. As strongly argued by Green in his book Smart Enough City, the incorporation of technology in city environs does not automatically translate into prosperity, wellbeing, urban livability, or social justice. There is a great need to deliberate on the future of the cities worth living and designing. There are philosophical and ethical questions involved along with various challenges that relate to the security, safety, and interpretability of AI algorithms that will form the technological bedrock of future cities. Several research institutes on human centered AI have been established at top international universities. Globally there are calls for technology to be made more humane and human-compatible. For example, Stuart Russell has a book called Human Compatible AI. The Center for Humane Technology advocates for regulators and technology companies to avoid business models and product features that contribute to social problems such as extremism, polarization, misinformation, and Internet addiction. In this paper, we analyze and explore key challenges including security, robustness, interpretability, and ethical challenges to a successful deployment of AI or ML in human-centric applications, with a particular emphasis on the convergence of these challenges. We provide a detailed review of existing literature on these key challenges and analyze how one of these challenges may lead to others or help in solving other challenges. The paper also advises on the current limitations, pitfalls, and future directions of research in these domains, and how it can fill the current gaps and lead to better solutions.


Feature Selection for Learning to Predict Outcomes of Compute Cluster Jobs with Application to Decision Support

arXiv.org Artificial Intelligence

We present a machine learning framework and a new test bed for data mining from the Slurm Workload Manager for high-performance computing (HPC) clusters. The focus was to find a method for selecting features to support decisions: helping users decide whether to resubmit failed jobs with boosted CPU and memory allocations or migrate them to a computing cloud. This task was cast as both supervised classification and regression learning, specifically, sequential problem solving suitable for reinforcement learning. Selecting relevant features can improve training accuracy, reduce training time, and produce a more comprehensible model, with an intelligent system that can explain predictions and inferences. We present a supervised learning model trained on a Simple Linux Utility for Resource Management (Slurm) data set of HPC jobs using three different techniques for selecting features: linear regression, lasso, and ridge regression. Our data set represented both HPC jobs that failed and those that succeeded, so our model was reliable, less likely to overfit, and generalizable. Our model achieved an R^2 of 95\% with 99\% accuracy. We identified five predictors for both CPU and memory properties.


Iterative label cleaning for transductive and semi-supervised few-shot learning

arXiv.org Artificial Intelligence

Few-shot learning amounts to learning representations and acquiring knowledge such that novel tasks may be solved with both supervision and data being limited. Improved performance is possible by transductive inference, where the entire test set is available concurrently, and semi-supervised learning, where more unlabeled data is available. These problems are closely related because there is little or no adaptation of the representation in novel tasks. Focusing on these two settings, we introduce a new algorithm that leverages the manifold structure of the labeled and unlabeled data distribution to predict pseudo-labels, while balancing over classes and using the loss value distribution of a limited-capacity classifier to select the cleanest labels, iterately improving the quality of pseudo-labels. Our solution sets new state of the art on four benchmark datasets, namely \emph{mini}ImageNet, \emph{tiered}ImageNet, CUB and CIFAR-FS, while being robust over feature space pre-processing and the quantity of available data.


FedHome: Cloud-Edge based Personalized Federated Learning for In-Home Health Monitoring

arXiv.org Artificial Intelligence

In-home health monitoring has attracted great attention for the ageing population worldwide. With the abundant user health data accessed by Internet of Things (IoT) devices and recent development in machine learning, smart healthcare has seen many successful stories. However, existing approaches for in-home health monitoring do not pay sufficient attention to user data privacy and thus are far from being ready for large-scale practical deployment. In this paper, we propose FedHome, a novel cloud-edge based federated learning framework for in-home health monitoring, which learns a shared global model in the cloud from multiple homes at the network edges and achieves data privacy protection by keeping user data locally. To cope with the imbalanced and non-IID distribution inherent in user's monitoring data, we design a generative convolutional autoencoder (GCAE), which aims to achieve accurate and personalized health monitoring by refining the model with a generated class-balanced dataset from user's personal data. Besides, GCAE is lightweight to transfer between the cloud and edges, which is useful to reduce the communication cost of federated learning in FedHome. Extensive experiments based on realistic human activity recognition data traces corroborate that FedHome significantly outperforms existing widely-adopted methods.


REDAT: Accent-Invariant Representation for End-to-End ASR by Domain Adversarial Training with Relabeling

arXiv.org Artificial Intelligence

Accents mismatching is a critical problem for end-to-end ASR. This paper aims to address this problem by building an accent-robust RNN-T system with domain adversarial training (DAT). We unveil the magic behind DAT and provide, for the first time, a theoretical guarantee that DAT learns accent-invariant representations. We also prove that performing the gradient reversal in DAT is equivalent to minimizing the Jensen-Shannon divergence between domain output distributions. Motivated by the proof of equivalence, we introduce reDAT, a novel technique based on DAT, which relabels data using either unsupervised clustering or soft labels. Experiments on 23K hours of multi-accent data show that DAT achieves competitive results over accent-specific baselines on both native and non-native English accents but up to 13% relative WER reduction on unseen accents; our reDAT yields further improvements over DAT by 3% and 8% relatively on non-native accents of American and British English.