Statistical Learning
Balanced dynamic multiple travelling salesmen: algorithms and continuous approximations
Dynamic routing occurs when customers are not known in advance, e.g. for real-time routing. Two heuristics are proposed that solve the balanced dynamic multiple travelling salesmen problem (BD-mTSP). These heuristics represent operational (tactical) tools for dynamic (online, real-time) routing. Several types and scopes of dynamics are proposed. Particular attention is given to sequential dynamics. The balanced dynamic closest vehicle heuristic (BD-CVH) and the balanced dynamic assignment vehicle heuristic (BD-AVH) are applied to this type of dynamics. The algorithms are tested for instances in the Euclidean plane. Continuous approximation models for the BD-mTSP's are derived and serve as strategic tools for dynamic routing. The models express route lengths using vehicles, customers and dynamic scopes without the need of running an algorithm. A machine learning approach was used to obtain regression models. The mean-average-percentage error of two of these models is below 3%.
Feature Selection from High-Dimensional Data with Very Low Sample Size: A Cautionary Tale
Kuncheva, Ludmila I., Matthews, Clare E., Arnaiz-González, Álvar, Rodríguez, Juan J.
In classification problems, the purpose of feature selection is to identify a small, highly discriminative subset of the original feature set. In many applications, the dataset may have thousands of features and only a few dozens of samples (sometimes termed `wide'). This study is a cautionary tale demonstrating why feature selection in such cases may lead to undesirable results. In view to highlight the sample size issue, we derive the required sample size for declaring two features different. Using an example, we illustrate the heavy dependency between feature set and classifier, which poses a question to classifier-agnostic feature selection methods. However, the choice of a good selector-classifier pair is hampered by the low correlation between estimated and true error rate, as illustrated by another example. While previous studies raising similar issues validate their message with mostly synthetic data, here we carried out an experiment with 20 real datasets. We created an exaggerated scenario whereby we cut a very small portion of the data (10 instances per class) for feature selection and used the rest of the data for testing. The results reinforce the caution and suggest that it may be better to refrain from feature selection from very wide datasets rather than return misleading output to the user.
Noise-induced degeneration in online learning
Sato, Yuzuru, Tsutsui, Daiji, Fujiwara, Akio
The gradient descent is the simplest optimisation algorithm represented by gradient dynamics in a potential. When the input data is finite, gradient descent dynamics fluctuates due to the finite size effects, and is called stochastic gradient descent. In this paper, we study stability of stochastic gradient descent dynamics from the viewpoint of dynamical systems theory. Learning is characterised as nonautonomous dynamics driven by uncertain input from the external, and as multi-scale dynamics which consists of slow memory dynamics and fast system dynamics. When the uncertain input sequences are modelled by stochastic processes, dynamics of learning is described by a random dynamical system. In contrast to the traditional Fokker-Planck approaches [5, 15], the random dynamical system approaches enable the study not only of stationary distributions and global statistics, but also of the pathwise structure of stochastic dynamics. Based on nonautonomous and random dynamical system theory, it is possible to analyse stability and bifurcation in machine learning.
Stochastic Adaptive Line Search for Differentially Private Optimization
The performance of private gradient-based optimization algorithms is highly dependent on the choice of step size (or learning rate) which often requires non-trivial amount of tuning. In this paper, we introduce a stochastic variant of classic backtracking line search algorithm that satisfies R\'enyi differential privacy. Specifically, the proposed algorithm adaptively chooses the step size satsisfying the the Armijo condition (with high probability) using noisy gradients and function estimates. Furthermore, to improve the probability with which the chosen step size satisfies the condition, it adjusts per-iteration privacy budget during runtime according to the reliability of noisy gradient. A naive implementation of the backtracking search algorithm may end up using unacceptably large privacy budget as the ability of adaptive step size selection comes at the cost of extra function evaluations. The proposed algorithm avoids this problem by using the sparse vector technique combined with the recent privacy amplification lemma. We also introduce a privacy budget adaptation strategy in which the algorithm adaptively increases the budget when it detects that directions pointed by consecutive gradients are drastically different. Extensive experiments on both convex and non-convex problems show that the adaptively chosen step sizes allow the proposed algorithm to efficiently use the privacy budget and show competitive performance against existing private optimizers.
Interpretable Machine Learning I
In this blog post, I am covering Christoph Molnar's Interpretable Machine Learning Book. During the reading process, I took copious notes, which are partly take-aways from the book for my personal Wiki and my personal notes on the topic. Using these notes as a template, this blog post turned into a rather strange hybrid between book review, remarks, and tutorial. It's by no means exhaustive, and I recommend reading the book itself if you want to learn about machine learning and interpretability. This has been going fairly well, having read 20 books in 2020 so far, that's been going pretty well.
Logistic Regression -- An Overview with an Example
Known for its simplicity to understand, the Logistic Regression algorithm is very reliable and extremely useful, and that's why when it comes to binary classification problems, The Logistic Regression is any engineers go-to choice. The Logistic Regression uses the sigmoid function to output continuous probabilistic values between 0–1 for any value from its independent variables, and these probabilistic values are then compared against a threshold value of 0.5. Any value greater than 0.5 is classified in the "1 category class," and any value less than 0.5 is classified in the "0 category class" or the "class in which the particular event does not take place." A common question people ask is that, If Logistic Regression is used for classification problems, why does it have the "Regression" term in it? And why can't we use Linear Regression instead of Logistic Regression for classification problems? The answer to the first question is that Even though, The Logistic Regression is used for binary classification problems, The output from the sigmoid equation is still a continuous numerical value.
A Crash Course In Machine Learning:
Machine Learning can be split into to two categories: Supervised and Unsupervised learning. Supervised learning is when a model is trained on labelled data: This means clear input data and "solutions" for the data. Supervised learning can be split into two types: Classification and Regression. Classification is trying to identify the class that a piece of data belongs to, Regression is drawing a best-fit line in the data that can "catch" as many points as possible. An example of supervised learning is predicting if a human is male or female based on the measurements of the body.
K Means clustering with python code explained
K means clustering is another simplified algorithm in machine learning. It is categorized into unsupervised learning because here we don't know the result already (no idea about which cluster will be formed). This algorithm is used for vector quantization of the data and has been taken from signal processing methodology. Here the data is divided into several groups, data points in each group have similar characteristics. These clusters are decided by calculating the distance between data points.
Numerical simulation, clustering and prediction of multi-component polymer precipitation
Inguva, Pavan, Mason, Lachlan, Pan, Indranil, Hengardi, Miselle, Matar, Omar K.
Multi-component polymer systems are of interest in organic photovoltaic and drug delivery applications, among others where diverse morphologies influence performance. An improved understanding of morphology classification, driven by composition-informed prediction tools, will aid polymer engineering practice. We use a modified Cahn-Hilliard model to simulate polymer precipitation. Such physics-based models require high-performance computations that prevent rapid prototyping and iteration in engineering settings. To reduce the required computational costs, we apply machine learning techniques for clustering and consequent prediction of the simulated polymer blend images in conjunction with simulations. Integrating ML and simulations in such a manner reduces the number of simulations needed to map out the morphology of polymer blends as a function of input parameters and also generates a data set which can be used by others to this end. We explore dimensionality reduction, via principal component analysis and autoencoder techniques, and analyse the resulting morphology clusters. Supervised machine learning using Gaussian process classification was subsequently used to predict morphology clusters according to species molar fraction and interaction parameter inputs. Manual pattern clustering yielded the best results, but machine learning techniques were able to predict the morphology of polymer blends with $\geq$ 90 $\%$ accuracy.
Discrete Word Embedding for Logical Natural Language Understanding
In this paper, we propose an unsupervised neural model for learning a discrete embedding of words. While being discrete, our embedding supports vector arithmetic operations similar to continuous embeddings by interpreting each word as a set of propositional statements describing a rule. The formulation of our vector arithmetic closely reflects the logical structure originating from the symbolic sequential decision making formalism (classical/STRIPS planning). Contrary to the conventional wisdom that discrete representation cannot perform well due to the lack of ability to capture the uncertainty, our representation is competitive against the continuous representations in several downstream tasks. We demonstrate that our embedding is directly compatible with the symbolic, classical planning solvers by performing a "paraphrasing" task. Due to the discrete/logical decision making in classical algorithms with deterministic (non-probabilistic) completeness, and also because it does not require additional training on the paraphrasing dataset, our system can negatively answer a paraphrasing query (inexistence of solutions), and can answer that only some approximate solutions exist -- A feature that is missing in the recent, huge, purely neural language models such as GPT-3.