Statistical Learning
What is Logistic Regression? An introduction for everyone 23
Artificial Intelligence terms explained in a minute for everyone! This week's term is Logistic Regression. Ask any questions or remarks you have in the comments, I will gladly answer to everything! Subscribe to not miss any AI news and terms explained! Facebook: https://www.facebook.com/whats.artifi... Share this to someone who needs to learn more about Artificial Intelligence!
Optimal transport natural gradient for statistical manifolds with continuous sample space
We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the latter with a positive definite metric tensor, under which it becomes a Riemannian manifold, named the Wasserstein statistical manifold. In general, it is not a totally geodesic sub-manifold of the density space, and therefore its geodesics will differ from the Wasserstein geodesics, except for the well-known Gaussian distribution case, a fact which can also be validated under our framework. We use the sub-manifold geometry to derive a gradient flow and natural gradient descent method in the parameter space. When parametrized densities lie in $\bR$, the induced metric tensor establishes an explicit formula. In optimization problems, we observe that the natural gradient descent outperforms the standard gradient descent when the Wasserstein distance is the objective function. In such a case, we prove that the resulting algorithm behaves similarly to the Newton method in the asymptotic regime. The proof calculates the exact Hessian formula for the Wasserstein distance, which further motivates another preconditioner for the optimization process. To the end, we present examples to illustrate the effectiveness of the natural gradient in several parametric statistical models, including the Gaussian measure, Gaussian mixture, Gamma distribution, and Laplace distribution.
Gaussian Process Learning-based Probabilistic Optimal Power Flow
Pareek, Parikshit, Nguyen, Hung D.
In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric Bayesian inference-based uncertainty propagation approach, called Gaussian Process (GP). We also suggest a new type of sensitivity called Subspace-wise Sensitivity, using observations on the interpretability of GP-POPF hyperparameters. The simulation results on 14-bus and 30-bus systems show that the proposed method provides reasonably accurate solutions when compared with Monte-Carlo Simulations (MCS) solutions at different levels of uncertain renewable penetration as well as load uncertainties, while requiring much less number of samples and elapsed time.
Multi-Objective Evolutionary approach for the Performance Improvement of Learners using Ensembling Feature selection and Discretization Technique on Medical data
Singh, Deepak, Sisodia, Dilip Singh, Singh, Pradeep
Biomedical data is filled with continuous real values; these values in the feature set tend to create problems like underfitting, the curse of dimensionality and increase in misclassification rate because of higher variance. In response, pre-processing techniques on dataset minimizes the side effects and have shown success in maintaining the adequate accuracy. Feature selection and discretization are the two necessary preprocessing steps that were effectively employed to handle the data redundancies in the biomedical data. However, in the previous works, the absence of unified effort by integrating feature selection and discretization together in solving the data redundancy problem leads to the disjoint and fragmented field. This paper proposes a novel multi-objective based dimensionality reduction framework, which incorporates both discretization and feature reduction as an ensemble model for performing feature selection and discretization. Selection of optimal features and the categorization of discretized and non-discretized features from the feature subset is governed by the multi-objective genetic algorithm (NSGA-II). The two objective, minimizing the error rate during the feature selection and maximizing the information gain while discretization is considered as fitness criteria.
Geometry-Aware Gradient Algorithms for Neural Architecture Search
Li, Liam, Khodak, Mikhail, Balcan, Maria-Florina, Talwalkar, Ameet
Many recent state-of-the-art methods for neural architecture search (NAS) relax the NAS problem into a joint continuous optimization over architecture parameters and their shared-weights, enabling the application of standard gradient-based optimizers. However, this training process remains poorly understood, as evidenced by the multitude of gradient-based heuristics that have been recently proposed. Invoking the theory of mirror descent, we present a unifying framework for designing and analyzing gradient-based NAS methods that exploit the underlying problem structure to quickly find high-performance architectures. Our geometry-aware framework leads to simple yet novel algorithms that (1) enjoy faster convergence guarantees than existing gradient-based methods and (2) achieve state-of-the-art accuracy on the latest NAS benchmarks in computer vision. Notably, we exceed the best published results for both CIFAR and ImageNet on both the DARTS search space and NAS-Bench-201; on the latter benchmark we achieve close to oracle-optimal performance on CIFAR-10 and CIFAR-100. Together, our theory and experiments demonstrate a principled way to co-design optimizers and continuous parameterizations of discrete NAS search spaces.
Really Useful Synthetic Data -- A Framework to Evaluate the Quality of Differentially Private Synthetic Data
Arnold, Christian, Neunhoeffer, Marcel
Recent advances in generating synthetic data that allow to add principled ways of protecting privacy -- such as Differential Privacy -- are a crucial step in sharing statistical information in a privacy preserving way. But while the focus has been on privacy guarantees, the resulting private synthetic data is only useful if it still carries statistical information from the original data. To further optimise the inherent trade-off between data privacy and data quality, it is necessary to think closely about the latter. What is it that data analysts want? Acknowledging that data quality is a subjective concept, we develop a framework to evaluate the quality of differentially private synthetic data from an applied researcher's perspective. Data quality can be measured along two dimensions. First, quality of synthetic data can be evaluated against training data or against an underlying population. Second, the quality of synthetic data depends on general similarity of distributions or specific tasks such as inference or prediction. It is clear that accommodating all goals at once is a formidable challenge. We invite the academic community to jointly advance the privacy-quality frontier.
Benchmarking Unsupervised Outlier Detection with Realistic Synthetic Data
Steinbuss, Georg, Böhm, Klemens
Benchmarking unsupervised outlier detection is difficult. Outliers are rare, and existing benchmark data contains outliers with various and unknown characteristics. Fully synthetic data usually consists of outliers and regular instance with clear characteristics and thus allows for a more meaningful evaluation of detection methods in principle. Nonetheless, there have only been few attempts to include synthetic data in benchmarks for outlier detection. This might be due to the imprecise notion of outliers or to the difficulty to arrive at a good coverage of different domains with synthetic data. In this work we propose a generic process for the generation of data sets for such benchmarking. The core idea is to reconstruct regular instances from existing real-world benchmark data while generating outliers so that they exhibit insightful characteristics. This allows both for a good coverage of domains and for helpful interpretations of results. We also describe three instantiations of the generic process that generate outliers with specific characteristics, like local outliers. A benchmark with state-of-the-art detection methods confirms that our generic process is indeed practical.
Flattening the curves: on-off lock-down strategies for COVID-19 with an application to Brazi
Tarrataca, L., Dias, C. M., Haddad, D. B., Arruda, E. F.
The current COVID-19 pandemic is affecting different countries in different ways. The assortment of reporting techniques alongside other issues, such as underreporting and budgetary constraints, makes predicting the spread and lethality of the virus a challenging task. This work attempts to gain a better understanding of how COVID-19 will affect one of the least studied countries, namely Brazil. Currently, several Brazilian states are in a state of lock-down. However, there is political pressure for this type of measures to be lifted. This work considers the impact that such a termination would have on how the virus evolves locally. This was done by extending the SEIR model with an on / off strategy. Given the simplicity of SEIR we also attempted to gain more insight by developing a neural regressor. We chose to employ features that current clinical studies have pinpointed has having a connection to the lethality of COVID-19. We discuss how this data can be processed in order to obtain a robust assessment.
Co-eye: A Multi-resolution Symbolic Representation to TimeSeries Diversified Ensemble Classification
Abdallah, Zahraa S., Gaber, Mohamed Medhat
Time series classification (TSC) is a challenging task that attracted many researchers in the last few years. One main challenge in TSC is the diversity of domains where time series data come from. Thus, there is no "one model that fits all" in TSC. Some algorithms are very accurate in classifying a specific type of time series when the whole series is considered, while some only target the existence/non-existence of specific patterns/shapelets. Yet other techniques focus on the frequency of occurrences of discriminating patterns/features. This paper presents a new classification technique that addresses the inherent diversity problem in TSC using a nature-inspired method. The technique is stimulated by how flies look at the world through "compound eyes" that are made up of thousands of lenses, called ommatidia. Each ommatidium is an eye with its own lens, and thousands of them together create a broad field of vision. The developed technique similarly uses different lenses and representations to look at the time series, and then combines them for broader visibility. These lenses have been created through hyper-parameterisation of symbolic representations (Piecewise Aggregate and Fourier approximations). The algorithm builds a random forest for each lens, then performs soft dynamic voting for classifying new instances using the most confident eyes, i.e, forests. We evaluate the new technique, coined Co-eye, using the recently released extended version of UCR archive, containing more than 100 datasets across a wide range of domains. The results show the benefits of bringing together different perspectives reflecting on the accuracy and robustness of Co-eye in comparison to other state-of-the-art techniques.
Tidymodels: tidy machine learning in R
Over the past few years, tidymodels has been gradually emerging as the tidyverse's machine learning toolkit. Well, it turns out that R has a consistency problem. Since everything was made by different people and using different principles, everything has a slightly different interface, and trying to keep everything in line can be frustrating. Several years ago, Max Kuhn (formerly at Pfeizer, now at RStudio) developed the caret R package (see my caret tutorial) aimed at creating a uniform interface for the massive variety of machine learning models that exist in R. Caret was great in a lot of ways, but also limited in others. In my own use, I found it to be quite slow whenever I tried to use on problems of any kind of modest size.