Statistical Learning
Machine Learning for a Better Developer Experience
Imagine having to go through 2.5GB of log entries from a failed software build -- 3 million lines -- to search for a bug or a regression that happened on line 1M. However, one smart approach to make it tractable might be to diff the lines against a recent successful build, with the hope that the bug produces unusual lines in the logs. Standard md5 diff would run quickly but still produce at least hundreds of thousands candidate lines to look through because it surfaces character-level differences between lines. Fuzzy diffing using k-nearest neighbors clustering from machine learning (the kind of thing logreduce does) produces around 40,000 candidate lines but takes an hour to complete. Our solution produces 20,000 candidate lines in 20 min of computing -- and thanks to the magic of open source, it's only about a hundred lines of Python code.
A prediction experiment with Machine Learning
I recently participated in a Machine Learning workshop at Rootstrap, where my coworkers and I learned about the basics of data science, did some research, and created interesting experiments. We had the opportunity to choose among the studied Machine Learning algorithms and work with them. So, I decided to do an experiment where a mathematical model predicts the life expectancy of a country. That is, given some data of a given country, we can make a prediction of its life expectancy in a determined year. The experiment was made in a jupyter notebook, using the python programming language, and the scikit learn library. In this blog, I'm going to talk about my experience and explain a little bit about the work I did and the new things that I have learned.
Machine Learning Regression Masterclass in Python
Artificial Intelligence (AI) revolution is here! The technology is progressing at a massive scale and is being widely adopted in the Healthcare, defense, banking, gaming, transportation and robotics industries. Machine Learning is a subfield of Artificial Intelligence that enables machines to improve at a given task with experience. Machine Learning is an extremely hot topic; the demand for experienced machine learning engineers and data scientists has been steadily growing in the past 5 years. According to a report released by Research and Markets, the global AI and machine learning technology sectors are expected to grow from $1.4B to $8.8B by 2022 and it is predicted that AI tech sector will create around 2.3 million jobs by 2020.
Semi-supervised Learning From Demonstration Through Program Synthesis: An Inspection Robot Case Study
Smith, Simón C., Ramamoorthy, Subramanian
Semi-supervised learning improves the performance of supervised machine learning by leveraging methods from unsupervised learning to extract information not explicitly available in the labels. Through the design of a system that enables a robot to learn inspection strategies from a human operator, we present a hybrid semi-supervised system capable of learning interpretable and verifiable models from demonstrations. The system induces a controller program by learning from immersive demonstrations using sequential importance sampling. These visual servo controllers are parametrised by proportional gains and are visually verifiable through observation of the position of the robot in the environment. Clustering and effective particle size filtering allows the system to discover goals in the state space. These goals are used to label the original demonstration for end-to-end learning of behavioural models. The behavioural models are used for autonomous model predictive control and scrutinised for explanations. We implement causal sensitivity analysis to identify salient objects and generate counterfactual conditional explanations. These features enable decision making interpretation and post hoc discovery of the causes of a failure. The proposed system expands on previous approaches to program synthesis by incorporating repellers in the attribution prior of the sampling process. We successfully learn the hybrid system from an inspection scenario where an unmanned ground vehicle has to inspect, in a specific order, different areas of the environment. The system induces an interpretable computer program of the demonstration that can be synthesised to produce novel inspection behaviours. Importantly, the robot successfully runs the synthesised program on an unseen configuration of the environment while presenting explanations of its autonomous behaviour.
A Parallel Evolutionary Multiple-Try Metropolis Markov Chain Monte Carlo Algorithm for Sampling Spatial Partitions
Cho, Wendy K. Tam, Liu, Yan Y.
We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large and complex spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as optimization heuristics for state space traversal and the theoretical convergence properties of Markov Chain Monte Carlo algorithms for sampling from unknown distributions. Local optimality information that is identified via a directed search by our optimization heuristic is used to adaptively update a Markov chain in a promising direction within the framework of a Multiple-Try Metropolis Markov Chain model that incorporates a generalized Metropolis-Hasting ratio. We further expand the reach of our EMCMC algorithm by harnessing the computational power afforded by massively parallel architecture through the integration of a parallel EA framework that guides Markov chains running in parallel.
Privacy-preserving Artificial Intelligence Techniques in Biomedicine
Torkzadehmahani, Reihaneh, Nasirigerdeh, Reza, Blumenthal, David B., Kacprowski, Tim, List, Markus, Matschinske, Julian, Späth, Julian, Wenke, Nina Kerstin, Bihari, Béla, Frisch, Tobias, Hartebrodt, Anne, Hausschild, Anne-Christin, Heider, Dominik, Holzinger, Andreas, Hötzendorfer, Walter, Kastelitz, Markus, Mayer, Rudolf, Nogales, Cristian, Pustozerova, Anastasia, Röttger, Richard, Schmidt, Harald H. H. W., Schwalber, Ameli, Tschohl, Christof, Wohner, Andrea, Baumbach, Jan
Artificial intelligence (AI) has been successfully applied in numerous scientific domains including biomedicine and healthcare. Here, it has led to several breakthroughs ranging from clinical decision support systems, image analysis to whole genome sequencing. However, training an AI model on sensitive data raises also concerns about the privacy of individual participants. Adversary AIs, for example, can abuse even summary statistics of a study to determine the presence or absence of an individual in a given dataset. This has resulted in increasing restrictions to access biomedical data, which in turn is detrimental for collaborative research and impedes scientific progress. Hence there has been an explosive growth in efforts to harness the power of AI for learning from sensitive data while protecting patients' privacy. This paper provides a structured overview of recent advances in privacy-preserving AI techniques in biomedicine. It places the most important state-of-the-art approaches within a unified taxonomy, and discusses their strengths, limitations, and open problems.
S-ADDOPT: Decentralized stochastic first-order optimization over directed graphs
Qureshi, Muhammad I., Xin, Ran, Kar, Soummya, Khan, Usman A.
In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use gradient tracking to improve certain aspects of the resulting algorithm. In particular, we propose the~\textbf{\texttt{S-ADDOPT}} algorithm that assumes a stochastic first-order oracle at each node and show that for a constant step-size~$\alpha$, each node converges linearly inside an error ball around the optimal solution, the size of which is controlled by~$\alpha$. For decaying step-sizes~$\mathcal{O}(1/k)$, we show that~\textbf{\texttt{S-ADDOPT}} reaches the exact solution sublinearly at~$\mathcal{O}(1/k)$ and its convergence is asymptotically network-independent. Thus the asymptotic behavior of~\textbf{\texttt{S-ADDOPT}} is comparable to the centralized stochastic gradient descent. Numerical experiments over both strongly convex and non-convex problems illustrate the convergence behavior and the performance comparison of the proposed algorithm.
Using local dynamics to explain analog forecasting of chaotic systems
Platzer, P, Yiou, P., Naveau, P., Tandeo, P, Zhen, Y, Ailliot, P, Filipot, J-F
Analogs are nearest neighbors of the state of a system. By using analogs and their successors in time, one is able to produce empirical forecasts. Several analog forecasting methods have been used in atmospheric applications and tested on well-known dynamical systems. Although efficient in practice, theoretical connections between analog methods and dynamical systems have been overlooked. Analog forecasting can be related to the real dynamical equations of the system of interest. This study investigates the properties of different analog forecasting strategies by taking local approximations of the system's dynamics. We find that analog forecasting performances are highly linked to the local Jacobian matrix of the flow map, and that analog forecasting combined with linear regression allows to capture projections of this Jacobian matrix. The proposed methodology allows to estimate analog forecasting errors, and to compare different analog methods. These results are derived analytically and tested numerically on two simple chaotic dynamical systems.
Batch Policy Learning in Average Reward Markov Decision Processes
Liao, Peng, Qi, Zhengling, Murphy, Susan
We study the problem of policy optimization in Markov Decision Process over infinite time horizons (Puterman, 1994). We focus on the batch (i.e., off-line) setting, where historical data of multiple trajectories has been previously collected using some behavior policy. Our goal is to learn a new policy with guaranteed performance when implemented in the future. In this work, we develop a data-efficient method to learn the policy that optimizes the long-term average reward in a pre-specified policy class from a training set composed of multiple trajectories. Furthermore, we establish a finite-sample regret guarantee, i.e., the difference between the average reward of the optimal policy in the class and the average reward of the estimated policy by our proposed method. This work is motivated by the development of justin-time adaptive intervention in mobile health (mHealth) applications (Nahum-Shani et al., 2017). Our method can be used to learn a treatment policy that maps the real-time collected information about the individual's status and context to a particular treatment at each of many decision times to support health behaviors.
Simplex-Structured Matrix Factorization: Sparsity-based Identifiability and Provably Correct Algorithms
Abdolali, Maryam, Gillis, Nicolas
In this paper, we provide novel algorithms with identifiability guarantees for simplex-structured matrix factorization (SSMF), a generalization of nonnegative matrix factorization. Current state-of-the-art algorithms that provide identifiability results for SSMF rely on the sufficiently scattered condition (SSC) which requires the data points to be well spread within the convex hull of the basis vectors. The conditions under which our proposed algorithms recover the unique decomposition is in most cases much weaker than the SSC. We only require to have $d$ points on each facet of the convex hull of the basis vectors whose dimension is $d-1$. The key idea is based on extracting facets containing the largest number of points. We illustrate the effectiveness of our approach on synthetic data sets and hyperspectral images, showing that it outperforms state-of-the-art SSMF algorithms as it is able to handle higher noise levels, rank deficient matrices, outliers, and input data that highly violates the SSC.