Statistical Learning
Never Ignore these 5 Machine Learning Modeling Challenges
Okay, You have decided to build your own machine learning model. You are using Sklearn that is popular machine learning libraries for modeling. But wait do you know the common machine learning modeling challenges faced by every data scientist. No, then you have come to the right place. Here You will know each modeling challenges you face while building the model. When you have a categorical target dataset.
Sense and Learn: Self-Supervision for Omnipresent Sensors
Saeed, Aaqib, Ungureanu, Victor, Gfeller, Beat
Learning general-purpose representations from multisensor data produced by the omnipresent sensing systems (or IoT in general) has numerous applications in diverse use areas. Existing purely supervised end-to-end deep learning techniques depend on the availability of a massive amount of well-curated data, acquiring which is notoriously difficult but required to achieve a sufficient level of generalization on a task of interest. In this work, we leverage the self-supervised learning paradigm towards realizing the vision of continual learning from unlabeled inputs. We present a generalized framework named Sense and Learn for representation or feature learning from raw sensory data. It consists of eight auxiliary tasks that can learn high-level and broadly useful features entirely from unannotated data without any human involvement in the tedious labeling process. We demonstrate the efficacy of our approach on several publicly available datasets from different domains and in various settings, including linear separability, semi-supervised or few shot learning, and transfer learning. Our methodology achieves results that are competitive with the supervised approaches and close the gap through fine-tuning a network while learning the downstream tasks in most cases. In particular, we show that the self-supervised network can be utilized as initialization to significantly boost the performance in a low-data regime with as few as 5 labeled instances per class, which is of high practical importance to real-world problems. Likewise, the learned representations with self-supervision are found to be highly transferable between related datasets, even when few labeled instances are available from the target domains. The self-learning nature of our methodology opens up exciting possibilities for on-device continual learning.
A new network-base high-level data classification methodology (Quipus) by modeling attribute-attribute interactions
Zuñiga, Esteban Wilfredo Vilca, Zhao, Liang
High-level classification algorithms focus on the interactions between instances. These produce a new form to evaluate and classify data. In this process, the core is a complex network building methodology. The current methodologies use variations of kNN to produce these graphs. However, these techniques ignore some hidden patterns between attributes and require normalization to be accurate. In this paper, we propose a new methodology for network building based on attribute-attribute interactions that do not require normalization. The current results show us that this approach improves the accuracy of the high-level classification algorithm based on betweenness centrality.
Accelerating Ill-Conditioned Low-Rank Matrix Estimation via Scaled Gradient Descent
Tong, Tian, Ma, Cong, Chi, Yuejie
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and then optimize these factors directly via simple iterative methods such as gradient descent and alternating minimization. Despite nonconvexity, recent literatures have shown that these simple heuristics in fact achieve linear convergence when initialized properly for a growing number of problems of interest. However, upon closer examination, existing approaches can still be computationally expensive especially for ill-conditioned matrices: the convergence rate of gradient descent depends linearly on the condition number of the low-rank matrix, while the per-iteration cost of alternating minimization is often prohibitive for large matrices. The goal of this paper is to set forth a competitive algorithmic approach dubbed Scaled Gradient Descent (ScaledGD) which can be viewed as pre-conditioned or diagonally-scaled gradient descent, where the pre-conditioners are adaptive and iteration-varying with a minimal computational overhead. With tailored variants for low-rank matrix sensing, robust principal component analysis and matrix completion, we theoretically show that ScaledGD achieves the best of both worlds: it converges linearly at a rate independent of the condition number of the low-rank matrix similar as alternating minimization, while maintaining the low per-iteration cost of gradient descent. Our analysis is also applicable to general loss functions that are restricted strongly convex and smooth over low-rank matrices. To the best of our knowledge, ScaledGD is the first algorithm that provably has such properties over a wide range of low-rank matrix estimation tasks.
Learning Deep ReLU Networks Is Fixed-Parameter Tractable
Chen, Sitan, Klivans, Adam R., Meka, Raghu
We consider the problem of learning an unknown ReLU network with respect to Gaussian inputs and obtain the first nontrivial results for networks of depth more than two. We give an algorithm whose running time is a fixed polynomial in the ambient dimension and some (exponentially large) function of only the network's parameters. Our bounds depend on the number of hidden units, depth, spectral norm of the weight matrices, and Lipschitz constant of the overall network (we show that some dependence on the Lipschitz constant is necessary). We also give a bound that is doubly exponential in the size of the network but is independent of spectral norm. These results provably cannot be obtained using gradient-based methods and give the first example of a class of efficiently learnable neural networks that gradient descent will fail to learn. In contrast, prior work for learning networks of depth three or higher requires exponential time in the ambient dimension, even when the above parameters are bounded by a constant. Additionally, all prior work for the depth-two case requires well-conditioned weights and/or positive coefficients to obtain efficient run-times. Our algorithm does not require these assumptions. Our main technical tool is a type of filtered PCA that can be used to iteratively recover an approximate basis for the subspace spanned by the hidden units in the first layer. Our analysis leverages new structural results on lattice polynomials from tropical geometry.
Parameter Experimental Analysis of the Reservoirs Observers using Echo State Network Approach
Arroyo, Diana C. Roca, Saire, Josimar E. Chire
Dynamical systems has a variety of applications for the new information generated during the time. Many phenomenons like physical, chemical or social are not static, then an analysis over the time is necessary. In this work, an experimental analysis of parameters of the model Echo State Network is performed and the influence of the kind of Complex Network is explored to understand the influence on the performance. The experiments are performed using the Rossler attractor.
Why resampling outperforms reweighting for correcting sampling bias
An, Jing, Ying, Lexing, Zhu, Yuhua
A data set sampled from a certain population is biased if the subgroups of the population are sampled at proportions that are significantly different from their underlying proportions. Training machine learning models on biased data sets requires correction techniques to compensate for potential biases. We consider two commonly-used techniques, resampling and reweighting, that rebalance the proportions of the subgroups to maintain the desired objective function. Though statistically equivalent, it has been observed that reweighting outperforms resampling when combined with stochastic gradient algorithms. By analyzing illustrative examples, we explain the reason behind this phenomenon using tools from dynamical stability and stochastic asymptotics. We also present experiments from regression, classification, and off-policy prediction to demonstrate that this is a general phenomenon. We argue that it is imperative to consider the objective function design and the optimization algorithm together while addressing the sampling bias.
An Iterative Approach based on Explainability to Improve the Learning of Fraud Detection Models
Coma-Puig, Bernat, Carmona, Josep
Implementing predictive models in utility companies to detect Non-Technical Losses (i.e. fraud and other meter problems) is challenging: the data available is biased, and the algorithms usually used are black-boxes that can not be either easily trusted or understood by the stakeholders. In this work, we explain our approach to mitigate these problems in a real supervised system to detect non-technical losses for an international utility company from Spain. This approach exploits human knowledge (e.g. from the data scientists or the company's stakeholders), and the information provided by explanatory methods to implement smart feature engineering. This simple, efficient method that can be easily implemented in other industrial projects is tested in a real dataset and the results evidence that the derived prediction model is better in terms of accuracy, interpretability, robustness and flexibility.
Transparency, Auditability and eXplainability of Machine Learning Models in Credit Scoring
Bücker, Michael, Szepannek, Gero, Gosiewska, Alicja, Biecek, Przemyslaw
A major requirement for credit scoring models is to provide a maximally accurate risk prediction. Additionally, regulators demand these models to be transparent and auditable. Thus, in credit scoring, very simple predictive models such as logistic regression or decision trees are still widely used and the superior predictive power of modern machine learning algorithms cannot be fully leveraged. Significant potential is therefore missed, leading to higher reserves or more credit defaults. This paper works out different dimensions that have to be considered for making credit scoring models understandable and presents a framework for making ``black box'' machine learning models transparent, auditable and explainable. Following this framework, we present an overview of techniques, demonstrate how they can be applied in credit scoring and how results compare to the interpretability of score cards. A real world case study shows that a comparable degree of interpretability can be achieved while machine learning techniques keep their ability to improve predictive power.
Group Whitening: Balancing Learning Efficiency and Representational Capacity
Huang, Lei, Liu, Li, Zhu, Fan, Shao, Ling
Batch normalization (BN) is an important technique commonly incorporated into deep learning models to perform standardization within mini-batches. The merits of BN in improving model's learning efficiency can be further amplified by applying whitening, while its drawbacks in estimating population statistics for inference can be avoided through group normalization (GN). This paper proposes group whitening (GW), which elaborately exploits the advantages of the whitening operation and avoids the disadvantages of normalization within mini-batches. Specifically, GW divides the neurons of a sample into groups for standardization, like GN, and then further decorrelates the groups. In addition, we quantitatively analyze the constraint imposed by normalization, and show how the batch size (group number) affects the performance of batch (group) normalized networks, from the perspective of model's representational capacity. This analysis provides theoretical guidance for applying GW in practice. Finally, we apply the proposed GW to ResNet and ResNeXt architectures and conduct experiments on the ImageNet and COCO benchmarks. Results show that GW consistently improves the performance of different architectures, with absolute gains of $1.02\%$ $\sim$ $1.49\%$ in top-1 accuracy on ImageNet and $1.82\%$ $\sim$ $3.21\%$ in bounding box AP on COCO.