Statistical Learning
Model-specific Data Subsampling with Influence Functions
Raj, Anant, Musco, Cameron, Mackey, Lester, Fusi, Nicolo
Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the datasets of interest are increasing in size. As a result, the process of model selection is time-consuming and computationally inefficient. In this work, we develop a model-specific data subsampling strategy that improves over random sampling whenever training points have varying influence. Specifically, we leverage influence functions to guide our selection strategy, proving theoretically, and demonstrating empirically that our approach quickly selects high-quality models.
How to Explain Key Machine Learning Algorithms at an Interview - KDnuggets
Linear Regression involves finding a'line of best fit' that represents a dataset using the least squares method. The least squares method involves finding a linear equation that minimizes the sum of squared residuals. A residual is equal to the actual minus predicted value. To give an example, the red line is a better line of best fit than the green line because it is closer to the points, and thus, the residuals are smaller. Ridge regression, also known as L2 Regularization, is a regression technique that introduces a small amount of bias to reduce overfitting.
Making AI, Machine Learning Work for You!
Most data organisations hold is not labeled, and labeled data is the foundation of AI jobs and AI projects. "Labeled data, means marking up or annotating your data for the target model so it can predict. In general, data labeling includes data tagging, annotation, moderation, classification, transcription, and processing." Particular features are highlighted by labeled data and the classification of those attributes maybe be analysed by models for patterns in order to predict the new targets. An example would be labelling images as cancerous and benign or non-cancerous for a set of medical images that a Convolutional Neural Network (CNN) computer vision algorithm may then classify unseen images of the same class of data in the future. Niti Sharma also notes some key points to consider.
14 Popular Machine Learning Evaluation Metrics
Thus far in our journey through Machine Learning Basics, we covered several topics. We investigated some regression algorithms, classification algorithms and algorithms that can be used for both types of problems (SVM, Decision Trees and Random Forest). Apart from that, we dipped our toes in unsupervised learning, saw how we can use this type of learning for clustering and learned about several clustering techniques. Finally, in the previous article, we talked about regularization and machine learning model performance. In all these articles, we used Python for "from the scratch" implementations and libraries like TensorFlow, Pytorch and SciKit Learn.
How To Choose The Best Machine Learning Algorithm For A Particular Problem?
How do you know what machine learning algorithm to choose for your problem? Why don't we try all the machine learning algorithms or some of the algorithms which we consider will give good accuracy. If we apply each and every algorithm it will take a lot of time. So, it is better to apply a technique to identify the algorithm that can be used. Choosing the right algorithm is linked up with the problem statement.
Cross-validation and hyperparameter tuning
Almost every machine learning algorithm comes with a large number of settings that we, the machine learning researchers and practitioners, need to specify. These tuning knobs, the so-called hyperparameters, help us control the behavior of machine learning algorithms when optimizing for performance, finding the right balance between bias and variance. Hyperparameter tuning for performance optimization is an art in itself, and there are no hard-and-fast rules that guarantee best performance on a given dataset. In Part I and Part II, we saw different holdout and bootstrap techniques for estimating the generalization performance of a model. We learned about the bias-variance trade-off, and we computed the uncertainty of our estimates.
A Kernel Two-Sample Test for Functional Data
Wynne, George, Duncan, Andrew B.
Nonparametric two-sample tests for equality of distributions are widely studied in statistics, driven by applications in goodness-of-fit tests, anomaly and change-point detection and clustering. Classical examples of such tests include the Kolmogorov-Smirnov test [41, 69, 62] and Wald-Wolfowitz runs test [84] with subsequent multivariate extensions [25]. Due to advances in the ability to collect large amounts of real time or spatially distributed data there is a need to develop statistical methods appropriate for functional data, where each data sample is a discretised function. Such data has been studied for decades in the Functional Data Analysis (FDA) literature [32, 35] particularly in the context of analysing populations of time series, or in statistical shape analysis [45]. More recently, due to this modern abundance of functional data, increased study has been made in the machine learning literature for algorithms suited to such data [7, 15, 37, 12, 88].
Learning Locomotion Skills in Evolvable Robots
Lan, Gongjin, van Hooft, Maarten, De Carlo, Matteo, Tomczak, Jakub M., Eiben, A. E.
The challenge of robotic reproduction -- making of new robots by recombining two existing ones -- has been recently cracked and physically evolving robot systems have come within reach. Here we address the next big hurdle: producing an adequate brain for a newborn robot. In particular, we address the task of targeted locomotion which is arguably a fundamental skill in any practical implementation. We introduce a controller architecture and a generic learning method to allow a modular robot with an arbitrary shape to learn to walk towards a target and follow this target if it moves. Our approach is validated on three robots, a spider, a gecko, and their offspring, in three real-world scenarios.
Estimating Stochastic Linear Combination of Non-linear Regressions Efficiently and Scalably
Wang, Di, Guo, Xiangyu, Guan, Chaowen, Li, Shi, Xu, Jinhui
Recently, many machine learning and statistical models such as non-linear regressions, the Single Index, Multi-index, Varying Coefficient Index Models and Two-layer Neural Networks can be reduced to or be seen as a special case of a new model which is called the \textit{Stochastic Linear Combination of Non-linear Regressions} model. However, due to the high non-convexity of the problem, there is no previous work study how to estimate the model. In this paper, we provide the first study on how to estimate the model efficiently and scalably. Specifically, we first show that with some mild assumptions, if the variate vector $x$ is multivariate Gaussian, then there is an algorithm whose output vectors have $\ell_2$-norm estimation errors of $O(\sqrt{\frac{p}{n}})$ with high probability, where $p$ is the dimension of $x$ and $n$ is the number of samples. The key idea of the proof is based on an observation motived by the Stein's lemma. Then we extend our result to the case where $x$ is bounded and sub-Gaussian using the zero-bias transformation, which could be seen as a generalization of the classic Stein's lemma. We also show that with some additional assumptions there is an algorithm whose output vectors have $\ell_\infty$-norm estimation errors of $O(\frac{1}{\sqrt{p}}+\sqrt{\frac{p}{n}})$ with high probability. We also provide a concrete example to show that there exists some link function which satisfies the previous assumptions. Finally, for both Gaussian and sub-Gaussian cases we propose a faster sub-sampling based algorithm and show that when the sub-sample sizes are large enough then the estimation errors will not be sacrificed by too much. Experiments for both cases support our theoretical results. To the best of our knowledge, this is the first work that studies and provides theoretical guarantees for the stochastic linear combination of non-linear regressions model.
Blind Federated Edge Learning
Amiri, Mohammad Mohammadi, Duman, Tolga M., Gunduz, Deniz, Kulkarni, Sanjeev R., Poor, H. Vincent
We study federated edge learning (FEEL), where wireless edge devices, each with its own dataset, learn a global model collaboratively with the help of a wireless access point acting as the parameter server (PS). At each iteration, wireless devices perform local updates using their local data and the most recent global model received from the PS, and send their local updates to the PS over a wireless fading multiple access channel (MAC). The PS then updates the global model according to the signal received over the wireless MAC, and shares it with the devices. Motivated by the additive nature of the wireless MAC, we propose an analog `over-the-air' aggregation scheme, in which the devices transmit their local updates in an uncoded fashion. Unlike recent literature on over-the-air edge learning, here we assume that the devices do not have channel state information (CSI), while the PS has imperfect CSI. Instead, the PS is equipped multiple antennas to alleviate the destructive effect of the channel, exacerbated due to the lack of perfect CSI. We design a receive beamforming scheme at the PS, and show that it can compensate for the lack of perfect CSI when the PS has a sufficient number of antennas. We also derive the convergence rate of the proposed algorithm highlighting the impact of the lack of perfect CSI, as well as the number of PS antennas. Both the experimental results and the convergence analysis illustrate the performance improvement of the proposed algorithm with the number of PS antennas, where the wireless fading MAC becomes deterministic despite the lack of perfect CSI when the PS has a sufficiently large number of antennas.