Statistical Learning
Robust spectral clustering using LASSO regularization
Champion, Camille, Mélanie, Blazère, Rémy, Burcelin, Jean-Michel, Loubes, Laurent, Risser
Cluster structure detection is a fundamental task for the analysis of graphs, in order to understand and to visualize their functional characteristics. Among the different cluster structure detection methods, spectral clustering is currently one of the most widely used due to its speed and simplicity. Yet, there are few theoretical guarantee to recover the underlying partitions of the graph for general models. This paper therefore presents a variant of spectral clustering, called 1-spectral clustering, performed on a new random model closely related to stochastic block model. Its goal is to promote a sparse eigenbasis solution of a 1 minimization problem revealing the natural structure of the graph. The effectiveness and the robustness to small noise perturbations of our technique is confirmed through a collection of simulated and real data examples.
Asymptotic normality of robust risk minimizers
This paper investigates asymptotic properties of a class of algorithms that can be viewed as robust analogues of the classical empirical risk minimization. These strategies are based on replacing the usual empirical average by a robust proxy of the mean, such as the median-of-means estimator. It is well known by now that the excess risk of resulting estimators often converges to 0 at the optimal rates under much weaker assumptions than those required by their "classical" counterparts. However, much less is known about asymptotic properties of the estimators themselves, for instance, whether robust analogues of the maximum likelihood estimators are asymptotically efficient. We make a step towards answering these questions and show that for a wide class of parametric problems, minimizers of the appropriately defined robust proxy of the risk converge to the minimizers of the true risk at the same rate, and often have the same asymptotic variance, as the estimators obtained by minimizing the usual empirical risk. Moreover, our results show that robust algorithms based on the so-called "min-max" type procedures in many cases provably outperform, is the asymptotic sense, algorithms based on direct risk minimization.
A computational theoretical approach for mining data on transient events from databases of high energy astrophysics experiments
Lazzarotto, Francesco, Feroci, Marco, Pazienza, Maria Teresa
Data on transient events, like GRBs, are often contained in large databases of unstructured data from space experiments, merged with potentially large amount of background or simply undesired information. We present a computational formal model to apply techniques of modern computer science -such as Data Mining (DM) and Knowledge Discovering in Databases (KDD)- to a generic, large database derived from a high energy astrophysics experiment. This method is aimed to search, identify and extract expected information, and maybe to discover unexpected information .
ODSC East 2020 Open Data Science Conference
Xiao-Li Meng, the Whipple V. N. Jones Professor of Statistics, and the Founding Editor-in-Chief of Harvard Data Science Review, is well known for his depth and breadth in research, his innovation and passion in pedagogy, his vision and effectiveness in administration, as well as for his engaging and entertaining style as a speaker and writer. Meng was named the best statistician under the age of 40 by COPSS (Committee of Presidents of Statistical Societies) in 2001, and he is the recipient of numerous awards and honors for his more than 150 publications in at least a dozen theoretical and methodological areas, as well as in areas of pedagogy and professional development. He has delivered more than 400 research presentations and public speeches on these topics, and he is the author of "The XL-Files," a thought-provoking and entertaining column in the IMS (Institute of Mathematical Statistics) Bulletin. His interests range from the theoretical foundations of statistical inferences (e.g., the interplay among Bayesian, Fiducial, and frequentist perspectives; frameworks for multi-source, multi-phase and multi- resolution inferences) to statistical methods and computation (e.g., posterior predictive p-value; EM algorithm; Markov chain Monte Carlo; bridge and path sampling) to applications in natural, social, and medical sciences and engineering (e.g., complex statistical modeling in astronomy and astrophysics, assessing disparity in mental health services, and quantifying statistical information in genetic studies). Meng received his BS in mathematics from Fudan University in 1982 and his PhD in statistics from Harvard in 1990.
Combined Cleaning and Resampling Algorithm for Multi-Class Imbalanced Data with Label Noise
Koziarski, Michał, Woźniak, Michał, Krawczyk, Bartosz
The imbalanced data classification is one of the most crucial tasks facing modern data analysis. Especially when combined with other difficulty factors, such as the presence of noise, overlapping class distributions, and small disjuncts, data imbalance can significantly impact the classification performance. Furthermore, some of the data difficulty factors are known to affect the performance of the existing oversampling strategies, in particular SMOTE and its derivatives. This effect is especially pronounced in the multi-class setting, in which the mutual imbalance relationships between the classes complicate even further. Despite that, most of the contemporary research in the area of data imbalance focuses on the binary classification problems, while their more difficult multi-class counterparts are relatively unexplored. In this paper, we propose a novel oversampling technique, a Multi-Class Combined Cleaning and Resampling (MC-CCR) algorithm. The proposed method utilizes an energy-based approach to modeling the regions suitable for oversampling, less affected by small disjuncts and outliers than SMOTE. It combines it with a simultaneous cleaning operation, the aim of which is to reduce the effect of overlapping class distributions on the performance of the learning algorithms. Finally, by incorporating a dedicated strategy of handling the multi-class problems, MC-CCR is less affected by the loss of information about the inter-class relationships than the traditional multi-class decomposition strategies. Based on the results of experimental research carried out for many multi-class imbalanced benchmark datasets, the high robust of the proposed approach to noise was shown, as well as its high quality compared to the state-of-art methods.
Latent Network Structure Learning from High Dimensional Multivariate Point Processes
Cai, Biao, Zhang, Jingfei, Guan, Yongtao
Learning the latent network structure from large scale multivariate point process data is an important task in a wide range of scientific and business applications. For instance, we might wish to estimate the neuronal functional connectivity network based on spiking times recorded from a collection of neurons. To characterize the complex processes underlying the observed data, we propose a new and flexible class of nonstationary Hawkes processes that allow both excitatory and inhibitory effects. We estimate the latent network structure using an efficient sparse least squares estimation approach. Using a thinning representation, we establish concentration inequalities for the first and second order statistics of the proposed Hawkes process. Such theoretical results enable us to establish the non-asymptotic error bound and the selection consistency of the estimated parameters. Furthermore, we describe a penalized least squares based statistic for testing if the background intensity is constant in time. We demonstrate the efficacy of our proposed method through simulation studies and an application to a neuron spike train data set.
Deep Normalization for Speaker Vectors
Cai, Yunqi, Li, Lantian, Wang, Dong, Abel, Andrew
Deep speaker embedding has demonstrated state-of-the-art performance in audio speaker recognition (SRE). However, one potential issue with this approach is that the speaker vectors derived from deep embedding models tend to be non-Gaussian for each individual speaker, and non-homogeneous for distributions of different speakers. These irregular distributions can seriously impact SRE performance, especially with the popular PLDA scoring method, which assumes homogeneous Gaussian distribution. In this paper, we argue that deep speaker vectors require deep normalization, and propose a deep normalization approach based on a novel discriminative normalization flow (DNF) model. We demonstrate the effectiveness of the proposed approach with experiments using the widely used SITW and CNCeleb corpora. In these experiments, the DNF-based normalization delivered substantial performance gains and also showed strong generalization capability in out-of-domain tests.
Locality Preserving Loss to Align Vector Spaces
Ganesan, Ashwinkumar, Ferraro, Frank, Oates, Tim
We present a locality preserving loss (LPL)that improves the alignment between vector space representations (i.e., word or sentence embeddings) while separating (increasing distance between) uncorrelated representations as compared to the standard method that minimizes the mean squared error (MSE) only. The locality preserving loss optimizes the projection by maintaining the local neighborhood of embeddings that are found in the source, in the target domain as well. This reduces the overall size of the dataset required to the train model. We argue that vector space alignment (with MSE and LPL losses) acts as a regularizer in certain language-based classification tasks, leading to better accuracy than the base-line, especially when the size of the training set is small. We validate the effectiveness ofLPL on a cross-lingual word alignment task, a natural language inference task, and a multi-lingual inference task.
pAElla: Edge-AI based Real-Time Malware Detection in Data Centers
Libri, Antonio, Bartolini, Andrea, Benini, Luca
The increasing use of Internet-of-Things (IoT) devices for monitoring a wide spectrum of applications, along with the challenges of "big data" streaming support they often require for data analysis, is nowadays pushing for an increased attention to the emerging edge computing paradigm. In particular, smart approaches to manage and analyze data directly on the network edge, are more and more investigated, and Artificial Intelligence (AI) powered edge computing is envisaged to be a promising direction. In this paper, we focus on Data Centers (DCs) and Supercomputers (SCs), where a new generation of high-resolution monitoring systems is being deployed, opening new opportunities for analysis like anomaly detection and security, but introducing new challenges for handling the vast amount of data it produces. In detail, we report on a novel lightweight and scalable approach to increase the security of DCs/SCs, that involves AI-powered edge computing on high-resolution power consumption. The method -- called pAElla -- targets real-time Malware Detection (MD), it runs on an out-of-band IoT-based monitoring system for DCs/SCs, and involves Power Spectral Density of power measurements, along with AutoEncoders. Results are promising, with an F1-score close to 1, and a False Alarm and Malware Miss rate close to 0%. We compare our method with State-of-the-Art MD techniques and show that, in the context of DCs/SCs, pAElla can cover a wider range of malware, significantly outperforming SoA approaches in terms of accuracy. Moreover, we propose a methodology for online training suitable for DCs/SCs in production, and release open dataset and code.
Orthant Based Proximal Stochastic Gradient Method for $\ell_1$-Regularized Optimization
Chen, Tianyi, Ding, Tianyu, Ji, Bo, Wang, Guanyi, Shi, Yixin, Yi, Sheng, Tu, Xiao, Zhu, Zhihui
Sparsity-inducing regularization problems are ubiquitous in machine learning applications, ranging from feature selection to model compression. In this paper, we present a novel stochastic method -- Orthant Based Proximal Stochastic Gradient Method (OBProx-SG) -- to solve perhaps the most popular instance, i.e., the l1-regularized problem. The OBProx-SG method contains two steps: (i) a proximal stochastic gradient step to predict a support cover of the solution; and (ii) an orthant step to aggressively enhance the sparsity level via orthant face projection. Compared to the state-of-the-art methods, e.g., Prox-SG, RDA and Prox-SVRG, the OBProx-SG not only converges to the global optimal solutions (in convex scenario) or the stationary points (in non-convex scenario), but also promotes the sparsity of the solutions substantially. Particularly, on a large number of convex problems, OBProx-SG outperforms the existing methods comprehensively in the aspect of sparsity exploration and objective values. Moreover, the experiments on non-convex deep neural networks, e.g., MobileNetV1 and ResNet18, further demonstrate its superiority by achieving the solutions of much higher sparsity without sacrificing generalization accuracy.