Statistical Learning
RobustGCNs: Robust Norm Graph Convolutional Networks in the Presence of Node Missing Data and Large Noises
Graph Convolutional Networks (GCNs) have been widely studied for attribute graph data representation and learning. In many applications, graph node attribute/feature may contain various kinds of noises, such as gross corruption, outliers and missing values. Existing graph convolutions (GCs) generally focus on feature propagation on structured graph which i) fail to address the graph data with missing values and ii) often perform susceptibility to the large feature errors/noises and outliers. To address this issue, in this paper, we propose to incorporate robust norm feature learning mechanism into graph convolution and present Robust Graph Convolutions (RGCs) for graph data in the presence of feature noises and missing values. Our RGCs is proposed based on the interpretation of GCs from a propagation function aspect of 'data reconstruction on graph'. Based on it, we then derive our RGCs by exploiting robust norm based propagation functions into GCs. Finally, we incorporate the derived RGCs into an end-to-end network architecture and propose a kind of RobustGCNs for graph data learning. Experimental results on several noisy datasets demonstrate the effectiveness and robustness of the proposed RobustGCNs.
Deterministic Approximate EM Algorithm; Application to the Riemann Approximation EM and the Tempered EM
Lartigue, Thomas, Durrleman, Stanley, Allassonnière, Stéphanie
The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with hidden variables. Many authors modified its simple design to fit more specific situations. For instance the Expectation (E) step has been replaced by Monte Carlo (MC) approximations, Markov Chain Monte Carlo approximations, tempered approximations... Most of the well studied approximations belong to the stochastic class. By comparison, the literature is lacking when it comes to deterministic approximations. In this paper, we introduce a theoretical framework, with state of the art convergence guarantees, for any deterministic approximation of the E step. We analyse theoretically and empirically several approximations that fit into this framework. First, for cases with intractable E steps, we introduce a deterministic alternative to the MC-EM, using Riemann sums. This method is easy to implement and does not require the tuning of hyper-parameters. Then, we consider the tempered approximation, borrowed from the Simulated Annealing optimisation technique and meant to improve the EM solution. We prove that the the tempered EM verifies the convergence guarantees for a wide range of temperature profiles. We showcase empirically how it is able to escape adversarial initialisations. Finally, we combine the Riemann and tempered approximations to accomplish both their purposes.
Algorithms for Non-Stationary Generalized Linear Bandits
Russac, Yoan, Cappé, Olivier, Garivier, Aurélien
The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, likes or ratings. In the example of binary rewards, logistic regression is well-known to be preferable to the use of standard linear modeling. Previous works have shown how to deal with GLMs in contextual online learning with bandit feedback when the environment is assumed to be stationary. In this paper, we relax this latter assumption and propose two upper confidence bound based algorithms that make use of either a sliding window or a discounted maximum-likelihood estimator. We provide theoretical guarantees on the behavior of these algorithms for general context sequences and in the presence of abrupt changes. These results take the form of high probability upper bounds for the dynamic regret that are of order d^2/3 G^1/3 T^2/3 , where d, T and G are respectively the dimension of the unknown parameter, the number of rounds and the number of breakpoints up to time T. The empirical performance of the algorithms is illustrated in simulated environments.
Absolute Shapley Value
Shapley value is a concept in cooperative game theory for measuring the contribution of each participant, which was named in honor of Lloyd Shapley. Shapley value has been recently applied in data marketplaces for compensation allocation based on their contribution to the models. Shapley value is the only value division scheme used for compensation allocation that meets three desirable criteria: group rationality, fairness, and additivity. In cooperative game theory, the marginal contribution of each contributor to each coalition is a nonnegative value. However, in machine learning model training, the marginal contribution of each contributor (data tuple) to each coalition (a set of data tuples) can be a negative value, i.e., the accuracy of the model trained by a dataset with an additional data tuple can be lower than the accuracy of the model trained by the dataset only. In this paper, we investigate the problem of how to handle the negative marginal contribution when computing Shapley value. We explore three philosophies: 1) taking the original value (Original Shapley Value); 2) taking the larger of the original value and zero (Zero Shapley Value); and 3) taking the absolute value of the original value (Absolute Shapley Value). Experiments on Iris dataset demonstrate that the definition of Absolute Shapley Value significantly outperforms the other two definitions in terms of evaluating data importance (the contribution of each data tuple to the trained model).
Generating Electronic Health Records with Multiple Data Types and Constraints
Yan, Chao, Zhang, Ziqi, Nyemba, Steve, Malin, Bradley A.
Sharing electronic health records (EHRs) on a large scale may lead to privacy intrusions. Recent research has shown that risks may be mitigated by simulating EHRs through generative adversarial network (GAN) frameworks. Yet the methods developed to date are limited because they 1) focus on generating data of a single type (e.g., diagnosis codes), neglecting other data types (e.g., demographics, procedures or vital signs) and 2) do not represent constraints between features. In this paper, we introduce a method to simulate EHRs composed of multiple data types by 1) refining the GAN model, 2) accounting for feature constraints, and 3) incorporating key utility measures for such generation tasks. Our analysis with over $770,000$ EHRs from Vanderbilt University Medical Center demonstrates that the new model achieves higher performance in terms of retaining basic statistics, cross-feature correlations, latent structural properties, feature constraints and associated patterns from real data, without sacrificing privacy.
Building a COVID-19 Vulnerability Index
DeCaprio, Dave, Gartner, Joseph, Burgess, Thadeus, Kothari, Sarthak, Sayed, Shaayan, McCall, Carol J.
COVID-19 is an acute respiratory disease that has been classified as a pandemic by the World Health Organization. Information regarding this particular disease is limited, however, it is known to have high mortality rates, particularly among individuals with preexisting medical conditions. Creating models to identify individuals who are at the greatest risk for severe complications due to COVID-19 will be useful to help for outreach campaigns in mitigating the diseases worst effects. While information specific to COVID-19 is limited, a model using complications due to other upper respiratory infections can be used as a proxy to help identify those individuals who are at the greatest risk. We present the results for three models predicting such complications, with each model having varying levels of predictive effectiveness at the expense of ease of implementation.
Your GAN is Secretly an Energy-based Model and You Should use Discriminator Driven Latent Sampling
Che, Tong, Zhang, Ruixiang, Sohl-Dickstein, Jascha, Larochelle, Hugo, Paull, Liam, Cao, Yuan, Bengio, Yoshua
We show that the sum of the implicit generator log-density $\log p_g$ of a GAN with the logit score of the discriminator defines an energy function which yields the true data density when the generator is imperfect but the discriminator is optimal, thus making it possible to improve on the typical generator (with implicit density $p_g$). To make that practical, we show that sampling from this modified density can be achieved by sampling in latent space according to an energy-based model induced by the sum of the latent prior log-density and the discriminator output score. This can be achieved by running a Langevin MCMC in latent space and then applying the generator function, which we call Discriminator Driven Latent Sampling~(DDLS). We show that DDLS is highly efficient compared to previous methods which work in the high-dimensional pixel space and can be applied to improve on previously trained GANs of many types. We evaluate DDLS on both synthetic and real-world datasets qualitatively and quantitatively. On CIFAR-10, DDLS substantially improves the Inception Score of an off-the-shelf pre-trained SN-GAN~\citep{sngan} from $8.22$ to $9.09$ which is even comparable to the class-conditional BigGAN~\citep{biggan} model. This achieves a new state-of-the-art in unconditional image synthesis setting without introducing extra parameters or additional training.
A Complete Machine Learning Project Walk-Through in Python
Reading through a data science book or taking a course, it can feel like you have the individual pieces, but don't quite know how to put them together. Taking the next step and solving a complete machine learning problem can be daunting, but preserving and completing a first project will give you the confidence to tackle any data science problem. This series of articles will walk through a complete machine learning solution with a real-world dataset to let you see how all the pieces come together. We'll follow the general machine learning workflow step-by-step: Along the way, we'll see how each step flows into the next and how to specifically implement each part in Python. The complete project is available on GitHub, with the first notebook here. After completing the work, I was offered the job, but then the CTO of the company quit and they weren't able to bring on any new employees. I guess that's how things go on the start-up scene!) The first step before we get coding is to understand the problem we are trying to solve and the available data. In this project, we will work with publicly available building energy data from New York City. The objective is to use the energy data to build a model that can predict the Energy Star Score of a building and interpret the results to find the factors which influence the score. We want to develop a model that is both accurate *-- it can predict the Energy Star Score close to the true value -- and *interpretable -- we can understand the model predictions. Once we know the goal, we can use it to guide our decisions as we dig into the data and build models. Contrary to what most data science courses would have you believe, not every dataset is a perfectly curated group of observations with no missing values or anomalies (looking at you mtcars and iris datasets). Real-world data is messy which means we need to clean and wrangle it into an acceptable format before we can even start the analysis. Data cleaning is an un-glamorous, but necessary part of most actual data science problems.
robROSE: A robust approach for dealing with imbalanced data in fraud detection
Baesens, Bart, Höppner, Sebastiaan, Ortner, Irene, Verdonck, Tim
A major challenge when trying to detect fraud is that the fraudulent activities form a minority class which make up a very small proportion of the data set. In most data sets, fraud occurs in typically less than 0.5% of the cases. Detecting fraud in such a highly imbalanced data set typically leads to predictions that favor the majority group, causing fraud to remain undetected. We discuss some popular oversampling techniques that solve the problem of imbalanced data by creating synthetic samples that mimic the minority class. A frequent problem when analyzing real data is the presence of anomalies or outliers. When such atypical observations are present in the data, most oversampling techniques are prone to create synthetic samples that distort the detection algorithm and spoil the resulting analysis. A useful tool for anomaly detection is robust statistics, which aims to find the outliers by first fitting the majority of the data and then flagging data observations that deviate from it. In this paper, we present a robust version of ROSE, called robROSE, which combines several promising approaches to cope simultaneously with the problem of imbalanced data and the presence of outliers. The proposed method achieves to enhance the presence of the fraud cases while ignoring anomalies. The good performance of our new sampling technique is illustrated on simulated and real data sets and it is shown that robROSE can provide better insight in the structure of the data. The source code of the robROSE algorithm is made freely available.
Multi-Label Text Classification using Attention-based Graph Neural Network
Pal, Ankit, Selvakumar, Muru, Sankarasubbu, Malaikannan
In Multi-Label Text Classification (MLTC), one sample can belong to more than one class. It is observed that most MLTC tasks, there are dependencies or correlations among labels. Existing methods tend to ignore the relationship among labels. In this paper, a graph attention network-based model is proposed to capture the attentive dependency structure among the labels. The graph attention network uses a feature matrix and a correlation matrix to capture and explore the crucial dependencies between the labels and generate classifiers for the task. The generated classifiers are applied to sentence feature vectors obtained from the text feature extraction network (BiLSTM) to enable end-to-end training. Attention allows the system to assign different weights to neighbor nodes per label, thus allowing it to learn the dependencies among labels implicitly. The results of the proposed model are validated on five real-world MLTC datasets. The proposed model achieves similar or better performance compared to the previous state-of-the-art models.