Statistical Learning
Interpretable Visual Reasoning via Induced Symbolic Space
Wang, Zhonghao, Yu, Mo, Wang, Kai, Xiong, Jinjun, Hwu, Wen-mei, Hasegawa-Johnson, Mark, Shi, Humphrey
We study the problem of concept induction in visual reasoning, i.e., identifying concepts and their hierarchical relationships from question-answer pairs associated with images; and achieve an interpretable model via working on the induced symbolic concept space. To this end, we first design a new framework named object-centric compositional attention model (OCCAM) to perform the visual reasoning task with object-level visual features. Then, we come up with a method to induce concepts of objects and relations using clues from the attention patterns between objects' visual features and question words. Finally, we achieve a higher level of interpretability by imposing OCCAM on the objects represented in the induced symbolic concept space. Experiments on the CLEVR dataset demonstrate: 1) our OCCAM achieves a new state of the art without human-annotated functional programs; 2) our induced concepts are both accurate and sufficient as OCCAM achieves an on-par performance on objects represented either in visual features or in the induced symbolic concept space.
Yet it moves: Learning from Generic Motions to Generate IMU data from YouTube videos
Rey, Vitor Fortes, Garewal, Kamalveer Kaur, Lukowicz, Paul
Human activity recognition (HAR) using wearable sensors has benefited much less from recent advances in Machine Learning than fields such as computer vision and natural language processing. This is to a large extent due to the lack of large scale repositories of labeled training data. In our research we aim to facilitate the use of online videos, which exists in ample quantity for most activities and are much easier to label than sensor data, to simulate labeled wearable motion sensor data. In previous work we already demonstrate some preliminary results in this direction focusing on very simple, activity specific simulation models and a single sensor modality (acceleration norm)\cite{10.1145/3341162.3345590}. In this paper we show how we can train a regression model on generic motions for both accelerometer and gyro signals and then apply it to videos of the target activities to generate synthetic IMU data (acceleration and gyro norms) that can be used to train and/or improve HAR models. We demonstrate that systems trained on simulated data generated by our regression model can come to within around 10% of the mean F1 score of a system trained on real sensor data. Furthermore we show that by either including a small amount of real sensor data for model calibration or simply leveraging the fact that (in general) we can easily generate much more simulated data from video than we can collect in terms of real sensor data the advantage of real sensor data can be eventually equalized.
Manifold Partition Discriminant Analysis
We propose a novel algorithm for supervised dimensionality reduction named Manifold Partition Discriminant Analysis (MPDA). It aims to find a linear embedding space where the within-class similarity is achieved along the direction that is consistent with the local variation of the data manifold, while nearby data belonging to different classes are well separated. By partitioning the data manifold into a number of linear subspaces and utilizing the first-order Taylor expansion, MPDA explicitly parameterizes the connections of tangent spaces and represents the data manifold in a piecewise manner. While graph Laplacian methods capture only the pairwise interaction between data points, our method capture both pairwise and higher order interactions (using regional consistency) between data points. This manifold representation can help to improve the measure of within-class similarity, which further leads to improved performance of dimensionality reduction. Experimental results on multiple real-world data sets demonstrate the effectiveness of the proposed method.
Random Sampling High Dimensional Model Representation Gaussian Process Regression (RS-HDMR-GPR): a Python module for representing multidimensional functions with machine-learned lower-dimensional terms
Ren, Owen, Boussaidi, Mohamed Ali, Voytsekhovsky, Dmitry, Manzhos, Sergei
We present a Python implementation for RS-HDMR-GPR (Random Sampling High Dimensional Model Representation Gaussian Process Regression). The method builds representations of multivariate functions with lower-dimensional terms, either as an expansion over orders of coupling or using terms of only a given dimensionality. This facilitates, in particular, recovering functional dependence from sparse data. The code also allows imputation of missing values of the variables. The capabilities of this regression tool are demonstrated on test cases involving synthetic analytic functions, the potential energy surface of the water molecule, and financial market data.
Shuffling Gradient-Based Methods with Momentum
Tran, Trang H., Nguyen, Lam M., Tran-Dinh, Quoc
We combine two advanced ideas widely used in optimization for machine learning: shuffling strategy and momentum technique to develop a novel shuffling gradient-based method with momentum to approximate a stationary point of non-convex finite-sum minimization problems. While our method is inspired by momentum techniques, its update is significantly different from existing momentum-based methods. We establish that our algorithm achieves a state-of-the-art convergence rate for both constant and diminishing learning rates under standard assumptions (i.e., $L$-smoothness and bounded variance). When the shuffling strategy is fixed, we develop another new algorithm that is similar to existing momentum methods. This algorithm covers the single-shuffling and incremental gradient schemes as special cases. We prove the same convergence rate of this algorithm under the $L$-smoothness and bounded gradient assumptions. We demonstrate our algorithms via numerical simulations on standard datasets and compare them with existing shuffling methods. Our tests have shown encouraging performance of the new algorithms.
Probabilistic modeling of discrete structural response with application to composite plate penetration models
Bhaduri, Anindya, Meyer, Christopher S., Gillespie, John W. Jr., Haque, Bazle Z., Shields, Michael D., Graham-Brady, Lori
Discrete response of structures is often a key probabilistic quantity of interest. For example, one may need to identify the probability of a binary event, such as, whether a structure has buckled or not. In this study, an adaptive domain-based decomposition and classification method, combined with sparse grid sampling, is used to develop an efficient classification surrogate modeling algorithm for such discrete outputs. An assumption of monotonic behaviour of the output with respect to all model parameters, based on the physics of the problem, helps to reduce the number of model evaluations and makes the algorithm more efficient. As an application problem, this paper deals with the development of a computational framework for generation of probabilistic penetration response of S-2 glass/SC-15 epoxy composite plates under ballistic impact. This enables the computationally feasible generation of the probabilistic velocity response (PVR) curve or the $V_0-V_{100}$ curve as a function of the impact velocity, and the ballistic limit velocity prediction as a function of the model parameters. The PVR curve incorporates the variability of the model input parameters and describes the probability of penetration of the plate as a function of impact velocity.
Approximate Tolerance and Prediction in Non-normal Models with Application to Clinical Trial Recruitment and End-of-study Success
A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Outside of normality it can sometimes be challenging to identify an ancillary pivotal quantity without assuming some of the model parameters are known. A common solution is to identify an appropriate transformation of the data that yields normally distributed observations, or to treat model parameters as random variables and construct a Bayesian predictive distribution. Analogously, a tolerance interval covers a population percentile in repeated sampling and poses similar challenges outside of normality. The approach we consider leverages a link function that results in a pivotal quantity that is approximately normally distributed and produces tolerance and prediction intervals that work well for non-normal models where identifying an exact pivotal quantity may be intractable. This is the approach we explore when modeling recruitment interarrival time in clinical trials, and ultimately, time to complete recruitment.
Conjecturing-Based Computational Discovery of Patterns in Data
Brooks, J. P., Edwards, D. J., Larson, C. E., Van Cleemput, N.
Modern machine learning methods are designed to exploit complex patterns in data regardless of their form, while not necessarily revealing them to the investigator. Here we demonstrate situations where modern machine learning methods are ill-equipped to reveal feature interaction effects and other nonlinear relationships. We propose the use of a conjecturing machine that generates feature relationships in the form of bounds for numerical features and boolean expressions for nominal features that are ignored by machine learning algorithms. The proposed framework is demonstrated for a classification problem with an interaction effect and a nonlinear regression problem. In both settings, true underlying relationships are revealed and generalization performance improves. The framework is then applied to patient-level data regarding COVID-19 outcomes to suggest possible risk factors.
Dimensionality reduction, regularization, and generalization in overparameterized regressions
Huang, Ningyuan, Hogg, David W., Villar, Soledad
Overparameterization in deep learning is powerful: Very large models fit the training data perfectly and yet generalize well. This realization brought back the study of linear models for regression, including ordinary least squares (OLS), which, like deep learning, shows a "double descent" behavior. This involves two features: (1) The risk (out-of-sample prediction error) can grow arbitrarily when the number of samples $n$ approaches the number of parameters $p$, and (2) the risk decreases with $p$ at $p>n$, sometimes achieving a lower value than the lowest risk at $p
Asymptotics of the Empirical Bootstrap Method Beyond Asymptotic Normality
Austern, Morgane, Syrgkanis, Vasilis
One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown. However, despite its ubiquitous role, its theoretical properties are still not well understood for non-asymptotically normal estimators. In this paper, under stability conditions, we establish the limiting distribution of the empirical bootstrap estimator, derive tight conditions for it to be asymptotically consistent, and quantify the speed of convergence. Moreover, we propose three alternative ways to use the bootstrap method to build confidence intervals with coverage guarantees. Finally, we illustrate the generality and tightness of our results by a series of examples, including uniform confidence bands, two-sample kernel tests, minmax stochastic programs and the empirical risk of stacked estimators.