Statistical Learning
Feature Engineering and Dimensionality Reduction
Udemy course Feature Engineering and Dimensionality Reduction Feature Selection vs Dimensionality Reduction While both methods are used for reducing the number of features in a dataset, there is an important difference. Feature selection is simply selecting and excluding given features without changing them. Dimensionality reduction transforms features into a lower dimension NED New What you'll learn The importance of Feature Engineering and Dimensionality Reduction in Data Science. Practical explanation and live coding with Python. Description Artificial Intelligence (AI) is indispensable these days.
Machine Learning and AI: Support Vector Machines in Python
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Logistic Regression from scratch
You can find working code examples (including this one) in my lab repository on GitHub. Sometimes it's necessary to split existing data into several classes in order to predict new, unseen data. This problem is called classification and one of the algorithms which can be used to learn those classes from data is called Logistic Regression. In this article we'll take a deep dive into the Logistic Regression model to learn how it differs from other regression models such as Linear- or Multiple Linear Regression, how to think about it from an intuitive perspective and how we can translate our learnings into code while implementing it from scratch. If you've read the post about Linear- and Multiple Linear Regression you might remember that the main objective of our algorithm was to find a best fitting line or hyperplane respectively.
Langevin Monte Carlo: random coordinate descent and variance reduction
Sampling from a log-concave distribution function on $\mathbb{R}^d$ (with $d\gg 1$) is a popular problem that has wide applications. In this paper we study the application of random coordinate descent method (RCD) on the Langevin Monte Carlo (LMC) sampling method, and we find two sides of the theory: 1. The direct application of RCD on LMC does reduce the number of finite differencing approximations per iteration, but it induces a large variance error term. More iterations are then needed, and ultimately the method gains no computational advantage; 2. When variance reduction techniques (such as SAGA and SVRG) are incorporated in RCD-LMC, the variance error term is reduced. The new methods, compared to the vanilla LMC, reduce the total computational cost by $d$ folds, and achieve the optimal cost rate. We perform our investigations in both overdamped and underdamped settings.
On the Use of Interpretable Machine Learning for the Management of Data Quality
Karanika, Anna, Oikonomou, Panagiotis, Kolomvatsos, Kostas, Anagnostopoulos, Christos
Data quality is a significant issue for any application that requests for analytics to support decision making. It becomes very important when we focus on Internet of Things (IoT) where numerous devices can interact to exchange and process data. IoT devices are connected to Edge Computing (EC) nodes to report the collected data, thus, we have to secure data quality not only at the IoT but also at the edge of the network. In this paper, we focus on the specific problem and propose the use of interpretable machine learning to deliver the features that are important to be based for any data processing activity. Our aim is to secure data quality, at least, for those features that are detected as significant in the collected datasets. We have to notice that the selected features depict the highest correlation with the remaining in every dataset, thus, they can be adopted for dimensionality reduction. We focus on multiple methodologies for having interpretability in our learning models and adopt an ensemble scheme for the final decision. Our scheme is capable of timely retrieving the final result and efficiently select the appropriate features. We evaluate our model through extensive simulations and present numerical results. Our aim is to reveal its performance under various experimental scenarios that we create varying a set of parameters adopted in our mechanism.
Bayesian preference elicitation for multiobjective combinatorial optimization
Bourdache, Nadjet, Perny, Patrice, Spanjaard, Olivier
We introduce a new incremental preference elicitation procedure able to deal with noisy responses of a Decision Maker (DM). The originality of the contribution is to propose a Bayesian approach for determining a preferred solution in a multiobjective decision problem involving a combinatorial set of alternatives. We assume that the preferences of the DM are represented by an aggregation function whose parameters are unknown and that the uncertainty about them is represented by a density function on the parameter space. Pairwise comparison queries are used to reduce this uncertainty (by Bayesian revision). The query selection strategy is based on the solution of a mixed integer linear program with a combinatorial set of variables and constraints, which requires to use columns and constraints generation methods. Numerical tests are provided to show the practicability of the approach.
Dynamic Federated Learning Model for Identifying Adversarial Clients
Rodrรญguez-Barroso, Nuria, Martรญnez-Cรกmara, Eugenio, Luzรณn, M. Victoria, Seco, Gerardo Gonzรกlez, Veganzones, Miguel รngel, Herrera, Francisco
Federated learning, as a distributed learning that conducts the training on the local devices without accessing to the training data, is vulnerable to dirty-label data poisoning adversarial attacks. We claim that the federated learning model has to avoid those kind of adversarial attacks through filtering out the clients that manipulate the local data. We propose a dynamic federated learning model that dynamically discards those adversarial clients, which allows to prevent the corruption of the global learning model. We evaluate the dynamic discarding of adversarial clients deploying a deep learning classification model in a federated learning setting, and using the EMNIST Digits and Fashion MNIST image classification datasets. Likewise, we analyse the capacity of detecting clients with poor data distribution and reducing the number of rounds of learning by selecting the clients to aggregate. The results show that the dynamic selection of the clients to aggregate enhances the performance of the global learning model, discards the adversarial and poor clients and reduces the rounds of learning.
Boosting Ant Colony Optimization via Solution Prediction and Machine Learning
Sun, Yuan, Wang, Sheng, Shen, Yunzhuang, Li, Xiaodong, Ernst, Andreas T., Kirley, Michael
This paper introduces an enhanced meta-heuristic (ML-ACO) that combines machine learning (ML) and ant colony optimization (ACO) to solve combinatorial optimization problems. To illustrate the underlying mechanism of our enhanced algorithm, we start by describing a test problem -- the orienteering problem -- used to demonstrate the efficacy of ML-ACO. In this problem, the objective is to find a route that visits a subset of vertices in a graph within a time budget to maximize the collected score. In the first phase of our ML-ACO algorithm, an ML model is trained using a set of small problem instances where the optimal solution is known. Specifically, classification models are used to classify an edge as being part of the optimal route, or not, using problem-specific features and statistical measures. We have tested several classification models including graph neural networks, logistic regression and support vector machines. The trained model is then used to predict the probability that an edge in the graph of a test problem instance belongs to the corresponding optimal route. In the second phase, we incorporate the predicted probabilities into the ACO component of our algorithm. Here, the probability values bias sampling towards favoring those predicted high-quality edges when constructing feasible routes. We empirically show that ML-ACO generates results that are significantly better than the standard ACO algorithm, especially when the computational budget is limited. Furthermore, we show our algorithm is robust in the sense that (a) its overall performance is not sensitive to any particular classification model, and (b) it generalizes well to large and real-world problem instances. Our approach integrating ML with a meta-heuristic is generic and can be applied to a wide range of combinatorial optimization problems.
OptiLIME: Optimized LIME Explanations for Diagnostic Computer Algorithms
Visani, Giorgio, Bagli, Enrico, Chesani, Federico
Local Interpretable Model-Agnostic Explanations (LIME) is a popular method to perform interpretability of any kind of Machine Learning (ML) model. It explains one ML prediction at a time, by learning a simple linear model around the prediction. The model is trained on randomly generated data points, sampled from the training dataset distribution and weighted according to the distance from the reference point - the one being explained by LIME. Feature selection is applied to keep only the most important variables. LIME is widespread across different domains, although its instability - a single prediction may obtain different explanations - is one of the major shortcomings. This is due to the randomness in the sampling step, as well as to the flexibility in tuning the weights and determines a lack of reliability in the retrieved explanations, making LIME adoption problematic. In Medicine especially, clinical professionals trust is mandatory to determine the acceptance of an explainable algorithm, considering the importance of the decisions at stake and the related legal issues. In this paper, we highlight a trade-off between explanation's stability and adherence, namely how much it resembles the ML model. Exploiting our innovative discovery, we propose a framework to maximise stability, while retaining a predefined level of adherence. OptiLIME provides freedom to choose the best adherence-stability trade-off level and more importantly, it clearly highlights the mathematical properties of the retrieved explanation. As a result, the practitioner is provided with tools to decide whether the explanation is reliable, according to the problem at hand. We extensively test OptiLIME on a toy dataset - to present visually the geometrical findings - and a medical dataset. In the latter, we show how the method comes up with meaningful explanations both from a medical and mathematical standpoint.
Fast, Structured Clinical Documentation via Contextual Autocomplete
Gopinath, Divya, Agrawal, Monica, Murray, Luke, Horng, Steven, Karger, David, Sontag, David
We present a system that uses a learned autocompletion mechanism to facilitate rapid creation of semi-structured clinical documentation. We dynamically suggest relevant clinical concepts as a doctor drafts a note by leveraging features from both unstructured and structured medical data. By constraining our architecture to shallow neural networks, we are able to make these suggestions in real time. Furthermore, as our algorithm is used to write a note, we can automatically annotate the documentation with clean labels of clinical concepts drawn from medical vocabularies, making notes more structured and readable for physicians, patients, and future algorithms. To our knowledge, this system is the only machine learning-based documentation utility for clinical notes deployed in a live hospital setting, and it reduces keystroke burden of clinical concepts by 67% in real environments.