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 Statistical Learning



4 Automatic Outlier Detection Algorithms in Python

#artificialintelligence

The presence of outliers in a classification or regression dataset can result in a poor fit and lower predictive modeling performance. Identifying and removing outliers is challenging with simple statistical methods for most machine learning datasets given the large number of input variables. Instead, automatic outlier detection methods can be used in the modeling pipeline and compared, just like other data preparation transforms that may be applied to the dataset. In this tutorial, you will discover how to use automatic outlier detection and removal to improve machine learning predictive modeling performance. Discover data cleaning, feature selection, data transforms, dimensionality reduction and much more in my new book, with 30 step-by-step tutorials and full Python source code.


Probabilistic Value Selection for Space Efficient Model

arXiv.org Machine Learning

An alternative to current mainstream preprocessing methods is proposed: Value Selection (VS). Unlike the existing methods such as feature selection that removes features and instance selection that eliminates instances, value selection eliminates the values (with respect to each feature) in the dataset with two purposes: reducing the model size and preserving its accuracy. Two probabilistic methods based on information theory's metric are proposed: PVS and P + VS. Extensive experiments on the benchmark datasets with various sizes are elaborated. Those results are compared with the existing preprocessing methods such as feature selection, feature transformation, and instance selection methods. Experiment results show that value selection can achieve the balance between accuracy and model size reduction.


AI in FinTech: A Research Agenda

arXiv.org Artificial Intelligence

Smart FinTech has emerged as a new area that synthesizes and transforms AI and finance, and broadly data science, machine learning, economics, etc. Smart FinTech also transforms and drives new economic and financial businesses, services and systems, and plays an increasingly important role in economy, technology and society transformation. This article presents a highly summarized research overview of smart FinTech, including FinTech businesses and challenges, various FinTech-associated data and repositories, FinTech-driven business decision and optimization, areas in smart FinTech, and research methods and techniques for smart FinTech.


Automatic Personality Prediction; an Enhanced Method Using Ensemble Modeling

arXiv.org Artificial Intelligence

Human personality is significantly represented by those words which he/she uses in his/her speech or writing. As a consequence of spreading the information infrastructures (specifically the Internet and social media), human communications have reformed notably from face to face communication. Generally, Automatic Personality Prediction (or Perception) (APP) is the automated forecasting of the personality on different types of human generated/exchanged contents (like text, speech, image, video, etc.). The major objective of this study is to enhance the accuracy of APP from the text. To this end, we suggest five new APP methods including term frequency vector-based, ontology-based, enriched ontology-based, latent semantic analysis (LSA)-based, and deep learning-based (BiLSTM) methods. These methods as the base ones, contribute to each other to enhance the APP accuracy through ensemble modeling (stacking) based on a hierarchical attention network (HAN) as the meta-model. The results show that ensemble modeling enhances the accuracy of APP.


AdaScale SGD: A User-Friendly Algorithm for Distributed Training

arXiv.org Machine Learning

When using large-batch training to speed up stochastic gradient descent, learning rates must adapt to new batch sizes in order to maximize speed-ups and preserve model quality. Re-tuning learning rates is resource intensive, while fixed scaling rules often degrade model quality. We propose AdaScale SGD, an algorithm that reliably adapts learning rates to large-batch training. By continually adapting to the gradient's variance, AdaScale automatically achieves speed-ups for a wide range of batch sizes. We formally describe this quality with AdaScale's convergence bound, which maintains final objective values, even as batch sizes grow large and the number of iterations decreases. In empirical comparisons, AdaScale trains well beyond the batch size limits of popular "linear learning rate scaling" rules. This includes large-batch training with no model degradation for machine translation, image classification, object detection, and speech recognition tasks. AdaScale's qualitative behavior is similar to that of "warm-up" heuristics, but unlike warm-up, this behavior emerges naturally from a principled mechanism. The algorithm introduces negligible computational overhead and no new hyperparameters, making AdaScale an attractive choice for large-scale training in practice.


The Trade-Offs of Private Prediction

arXiv.org Machine Learning

Machine learning models leak information about their training data every time they reveal a prediction. This is problematic when the training data needs to remain private. Private prediction methods limit how much information about the training data is leaked by each prediction. Private prediction can also be achieved using models that are trained by private training methods. In private prediction, both private training and private prediction methods exhibit trade-offs between privacy, privacy failure probability, amount of training data, and inference budget. Although these trade-offs are theoretically well-understood, they have hardly been studied empirically. This paper presents the first empirical study into the trade-offs of private prediction. Our study sheds light on which methods are best suited for which learning setting. Perhaps surprisingly, we find private training methods outperform private prediction methods in a wide range of private prediction settings.


Boundary thickness and robustness in learning models

arXiv.org Machine Learning

Robustness of machine learning models to various adversarial and non-adversarial corruptions continues to be of interest. In this paper, we introduce the notion of the boundary thickness of a classifier, and we describe its connection with and usefulness for model robustness. Thick decision boundaries lead to improved performance, while thin decision boundaries lead to overfitting (e.g., measured by the robust generalization gap between training and testing) and lower robustness. We show that a thicker boundary helps improve robustness against adversarial examples (e.g., improving the robust test accuracy of adversarial training) as well as so-called out-of-distribution (OOD) transforms, and we show that many commonly-used regularization and data augmentation procedures can increase boundary thickness. On the theoretical side, we establish that maximizing boundary thickness during training is akin to the so-called mixup training. Using these observations, we show that noise-augmentation on mixup training further increases boundary thickness, thereby combating vulnerability to various forms of adversarial attacks and OOD transforms. We can also show that the performance improvement in several lines of recent work happens in conjunction with a thicker boundary.


Attack of the Tails: Yes, You Really Can Backdoor Federated Learning

arXiv.org Machine Learning

Due to its decentralized nature, Federated Learning (FL) lends itself to adversarial attacks in the form of backdoors during training. The goal of a backdoor is to corrupt the performance of the trained model on specific sub-tasks (e.g., by classifying green cars as frogs). A range of FL backdoor attacks have been introduced in the literature, but also methods to defend against them, and it is currently an open question whether FL systems can be tailored to be robust against backdoors. In this work, we provide evidence to the contrary. We first establish that, in the general case, robustness to backdoors implies model robustness to adversarial examples, a major open problem in itself. Furthermore, detecting the presence of a backdoor in a FL model is unlikely assuming first order oracles or polynomial time. We couple our theoretical results with a new family of backdoor attacks, which we refer to as edge-case backdoors. An edge-case backdoor forces a model to misclassify on seemingly easy inputs that are however unlikely to be part of the training, or test data, i.e., they live on the tail of the input distribution. We explain how these edge-case backdoors can lead to unsavory failures and may have serious repercussions on fairness, and exhibit that with careful tuning at the side of the adversary, one can insert them across a range of machine learning tasks (e.g., image classification, OCR, text prediction, sentiment analysis).


Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data

arXiv.org Machine Learning

Intensive Longitudinal Data (ILD) is an increasingly common data type in the social and behavioral sciences. Despite the many benefits these data provide, little work has been dedicated to realizing the potential such data hold for forecasting dynamic processes at the individual level. To address this gap in the literature we present the multi-VAR framework, a novel methodological approach for penalized estimation and forecasting of ILD collected from multiple individuals. Importantly, our approach estimates models for all individuals simultaneously and is capable of adaptively adjusting to the amount of heterogeneity exhibited across individual dynamic processes. To accomplish this we propose proximal gradient descent algorithm for solving the multi-VAR problem and prove the consistency of the recovered transition matrices. We evaluate the forecasting performance of our method in comparison with a number of benchmark forecasting methods and provide an illustrative example involving the day-to-day emotional experiences of 16 individuals over an 11-week period.