Statistical Learning
Embedding Vector Differences Can Be Aligned With Uncertain Intensional Logic Differences
Goertzel, Ben, Duncan, Mike, Duong, Debbie, Geisweiller, Nil, Seid, Hedra, Semrie, Abdulrahman, Leung, Man Hin, Ikle', Matthew
The DeepWalk algorithm is used to assign embedding vectors to nodes in the Atomspace weighted, labeled hypergraph that is used to represent knowledge in the OpenCog AGI system, in the context of an application to probabilistic inference regarding the causes of longevity based on data from biological ontologies and genomic analyses. It is shown that vector difference operations between embedding vectors are, in appropriate conditions, approximately alignable with "intensional difference" operations between the hypergraph nodes corresponding to the embedding vectors. This relationship hints at a broader functorial mapping between uncertain intensional logic and vector arithmetic, and opens the door for using embedding vector algebra to guide intensional inference control.
Class-Weighted Classification: Trade-offs and Robust Approaches
Xu, Ziyu, Dan, Chen, Khim, Justin, Ravikumar, Pradeep
We address imbalanced classification, the problem in which a label may have low marginal probability relative to other labels, by weighting losses according to the correct class. First, we examine the convergence rates of the expected excess weighted risk of plug-in classifiers where the weighting for the plug-in classifier and the risk may be different. This leads to irreducible errors that do not converge to the weighted Bayes risk, which motivates our consideration of robust risks. We define a robust risk that minimizes risk over a set of weightings and show excess risk bounds for this problem. Finally, we show that particular choices of the weighting set leads to a special instance of conditional value at risk (CVaR) from stochastic programming, which we call label conditional value at risk (LCVaR). Additionally, we generalize this weighting to derive a new robust risk problem that we call label heterogeneous conditional value at risk (LHCVaR). Finally, we empirically demonstrate the efficacy of LCVaR and LHCVaR on improving class conditional risks.
Inherent Noise in Gradient Based Methods
Previous work has examined the ability of larger capacity neural networks to generalize better than smaller ones, even without explicit regularizers, by analyzing gradient based algorithms such as GD and SGD. The presence of noise and its effect on robustness to parameter perturbations has been linked to generalization. We examine a property of GD and SGD, namely that instead of iterating through all scalar weights in the network and updating them one by one, GD (and SGD) updates all the parameters at the same time. As a result, each parameter $w^i$ calculates its partial derivative at the stale parameter $\mathbf{w_t}$, but then suffers loss $\hat{L}(\mathbf{w_{t+1}})$. We show that this causes noise to be introduced into the optimization. We find that this noise penalizes models that are sensitive to perturbations in the weights. We find that penalties are most pronounced for batches that are currently being used to update, and are higher for larger models.
A Novel Ramp Metering Approach Based on Machine Learning and Historical Data
Sanandaji, Anahita, Ghanbartehrani, Saeed, Mokhtari, Zahra, Tajik, Kimia
The random nature of traffic conditions on freeways can cause excessive congestions and irregularities in the traffic flow. Ramp metering is a proven effective method to maintain freeway efficiency under various traffic conditions. Creating a reliable and practical ramp metering algorithm that considers both critical traffic measures and historical data is still a challenging problem. In this study we use machine learning approaches to develop a novel real-time prediction model for ramp metering. We evaluate the potentials of our approach in providing promising results by comparing it with a baseline traffic-responsive ramp metering algorithm.
BERT-XML: Large Scale Automated ICD Coding Using BERT Pretraining
Zhang, Zachariah, Liu, Jingshu, Razavian, Narges
Clinical interactions are initially recorded and documented in free text medical notes. ICD coding is the task of classifying and coding all diagnoses, symptoms and procedures associated with a patient's visit. The process is often manual and extremely time-consuming and expensive for hospitals. In this paper, we propose a machine learning model, BERT-XML, for large scale automated ICD coding from EHR notes, utilizing recently developed unsupervised pretraining that have achieved state of the art performance on a variety of NLP tasks. We train a BERT model from scratch on EHR notes, learning with vocabulary better suited for EHR tasks and thus outperform off-the-shelf models. We adapt the BERT architecture for ICD coding with multi-label attention. While other works focus on small public medical datasets, we have produced the first large scale ICD-10 classification model using millions of EHR notes to predict thousands of unique ICD codes.
Do All Good Actors Look The Same? Exploring News Veracity Detection Across The U.S. and The U.K
Horne, Benjamin D., Gruppi, Maurício, Adalı, Sibel
A major concern with text-based news veracity detection methods is that they may not generalize across countries and cultures. In this short paper, we explicitly test news veracity models across news data from the United States and the United Kingdom, demonstrating there is reason for concern of generalizabilty. Through a series of testing scenarios, we show that text-based classifiers perform poorly when trained on one country's news data and tested on another. Furthermore, these same models have trouble classifying unseen, unreliable news sources. In conclusion, we discuss implications of these results and avenues for future work.
Attention: to Better Stand on the Shoulders of Giants
Yuan, Sha, Shao, Zhou, Zhang, Yu, Wei, Xingxing, Xiao, Tong, Wang, Yifan, Tang, Jie
Science of science (SciSci) is an emerging discipline wherein science is used to study the structure and evolution of science itself using large data sets. The increasing availability of digital data on scholarly outcomes offers unprecedented opportunities to explore SciSci. In the progress of science, the previously discovered knowledge principally inspires new scientific ideas, and citation is a reasonably good reflection of this cumulative nature of scientific research. The researches that choose potentially influential references will have a lead over the emerging publications. Although the peer review process is the mainly reliable way of predicting a paper's future impact, the ability to foresee the lasting impact based on citation records is increasingly essential in the scientific impact analysis in the era of big data. This paper develops an attention mechanism for the long-term scientific impact prediction and validates the method based on a real large-scale citation data set. The results break conventional thinking. Instead of accurately simulating the original power-law distribution, emphasizing the limited attention can better stand on the shoulders of giants.
Using Machine Learning to Forecast Future Earnings
Cui, Xinyue, Xu, Zhaoyu, Zhou, Yue
In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been thoroughly compared with both analysts' consensus estimation and traditional statistical models. As a result, our model has already been proved to be capable of serving as a favorable auxiliary tool for analysts to conduct better predictions on company fundamentals. Compared with previous traditional statistical models being widely adopted in the industry like Logistic Regression, our method has already achieved satisfactory advancement on both the prediction accuracy and speed. Meanwhile, we are also confident enough that there are still vast potentialities for this model to evolve, where we do hope that in the near future, the machine learning model could generate even better performances compared with professional analysts.
Review of Mathematical frameworks for Fairness in Machine Learning
del Barrio, Eustasio, Gordaliza, Paula, Loubes, Jean-Michel
With both the introduction of new ways of storing, sharing and streaming data and the drastic development of the capacity of computers to handle large computations, the conception of models have changed. Mathematical models were first designed following prior ideas or conjectures from physical or biological models, then tested by designing experiments to test the validity of the ideas of their inventors. The model holds until new observations enable to reject its assumptions. The so-called Big Data's area introduced a new paradigm. The observed data convey enough information to understand the complexity of real life and the more the data, the better the description of the reality. Hence building models optimised to fit the data has become an efficient way to obtain generalizable models able to describe and forecast the real world. In this framework, the principle of supervised machine learning is to build a decision rule from a set of labeled examples called the learning sample, that fits the data.
On the Convergence of Langevin Monte Carlo: The Interplay between Tail Growth and Smoothness
Erdogdu, Murat A., Hosseinzadeh, Rasa
We study sampling from a target distribution ${\nu_* = e^{-f}}$ using the unadjusted Langevin Monte Carlo (LMC) algorithm. For any potential function $f$ whose tails behave like ${\|x\|^\alpha}$ for ${\alpha \in [1,2]}$, and has $\beta$-H\"older continuous gradient, we prove that ${\widetilde{\mathcal{O}} \Big(d^{\frac{1}{\beta}+\frac{1+\beta}{\beta}(\frac{2}{\alpha} - \boldsymbol{1}_{\{\alpha \neq 1\}})} \epsilon^{-\frac{1}{\beta}}\Big)}$ steps are sufficient to reach the $\epsilon $-neighborhood of a $d$-dimensional target distribution $\nu_*$ in KL-divergence. This convergence rate, in terms of $\epsilon$ dependency, is not directly influenced by the tail growth rate $\alpha$ of the potential function as long as its growth is at least linear, and it only relies on the order of smoothness $\beta$. One notable consequence of this result is that for potentials with Lipschitz gradient, i.e. $\beta=1$, our rate recovers the best known rate ${\widetilde{\mathcal{O}}(d\epsilon^{-1})}$ which was established for strongly convex potentials in terms of $\epsilon$ dependency, but we show that the same rate is achievable for a wider class of potentials that are degenerately convex at infinity. The growth rate $\alpha$ starts to have an effect on the established rate in high dimensions where $d$ is large; furthermore, it recovers the best-known dimension dependency when the tail growth of the potential is quadratic, i.e. ${\alpha = 2}$, in the current setup. Our framework allows for finite perturbations, and any order of smoothness ${\beta\in(0,1]}$; consequently, our results are applicable to a wide class of non-convex potentials that are weakly smooth and exhibit at least linear tail growth.