Statistical Learning
Deep Synthetic Minority Over-Sampling Technique
Mansourifar, Hadi, Shi, Weidong
Synthetic Minority Over-sampling Technique (SMOTE) is the most popular over-sampling method. However, its random nature makes the synthesized data and even imbalanced classification results unstable. It means that in case of running SMOTE n different times, n different synthesized in-stances are obtained with n different classification results. To address this problem, we adapt the SMOTE idea in deep learning architecture. In this method, a deep neural network regression model is used to train the inputs and outputs of traditional SMOTE. Inputs of the proposed deep regression model are two randomly chosen data points which are concatenated to form a double size vector. The outputs of this model are corresponding randomly interpolated data points between two randomly chosen vectors with original dimension. The experimental results show that, Deep SMOTE can outperform traditional SMOTE in terms of precision, F1 score and Area Under Curve (AUC) in majority of test cases.
ARDA: Automatic Relational Data Augmentation for Machine Learning
Chepurko, Nadiia, Marcus, Ryan, Zgraggen, Emanuel, Fernandez, Raul Castro, Kraska, Tim, Karger, David
Automatic machine learning (\AML) is a family of techniques to automate the process of training predictive models, aiming to both improve performance and make machine learning more accessible. While many recent works have focused on aspects of the machine learning pipeline like model selection, hyperparameter tuning, and feature selection, relatively few works have focused on automatic data augmentation. Automatic data augmentation involves finding new features relevant to the user's predictive task with minimal ``human-in-the-loop'' involvement. We present \system, an end-to-end system that takes as input a dataset and a data repository, and outputs an augmented data set such that training a predictive model on this augmented dataset results in improved performance. Our system has two distinct components: (1) a framework to search and join data with the input data, based on various attributes of the input, and (2) an efficient feature selection algorithm that prunes out noisy or irrelevant features from the resulting join. We perform an extensive empirical evaluation of different system components and benchmark our feature selection algorithm on real-world datasets.
Scaling up Kernel Ridge Regression via Locality Sensitive Hashing
Kapralov, Michael, Nouri, Navid, Razenshteyn, Ilya, Velingker, Ameya, Zandieh, Amir
Random binning features, introduced in the seminal paper of Rahimi and Recht (2007), are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features provide a very simple and efficient way of approximating the Laplace kernel but unfortunately do not apply to many important classes of kernels, notably ones that generate smooth Gaussian processes, such as the Gaussian kernel and Matern kernel. In this paper, we introduce a simple weighted version of random binning features and show that the corresponding kernel function generates Gaussian processes of any desired smoothness. We show that our weighted random binning features provide a spectral approximation to the corresponding kernel matrix, leading to efficient algorithms for kernel ridge regression. Experiments on large scale regression datasets show that our method outperforms the accuracy of random Fourier features method.
BoostTree and BoostForest for Ensemble Learning
Zhao, Changming, Wu, Dongrui, Huang, Jian, Yuan, Ye, Zhang, Hai-Tao
Bootstrap aggregation (Bagging) and boosting are two popular ensemble learning approaches, which combine multiple base learners to generate a composite learner. This article proposes BoostForest, which is an ensemble learning approach using BoostTree as base learners and can be used for both classification and regression. BoostTree constructs a tree by gradient boosting, which trains a linear or nonlinear model at each node. When a new sample comes in, BoostTree first sorts it down to a leaf, then computes the final prediction by summing up the outputs of all models along the path from the root node to that leaf. BoostTree achieves high randomness (diversity) by sampling its parameters randomly from a parameter pool, and selecting a subset of features randomly at node splitting. BoostForest further increases the randomness by bootstrapping the training data in constructing different BoostTrees. BoostForest is compared with four classical ensemble learning approaches on 30 classification and regression datasets, demonstrating that it can generate more accurate and more robust composite learners.
Variational Inference with Parameter Learning Applied to Vehicle Trajectory Estimation
Wong, Jeremy N., Yoon, David J., Schoellig, Angela P., Barfoot, Timothy D.
We present parameter learning in a Gaussian variational inference setting using only noisy measurements (i.e., no groundtruth). This is demonstrated in the context of vehicle trajectory estimation, although the method we propose is general. The paper extends the Exactly Sparse Gaussian Variational Inference (ESGVI) framework, which has previously been used for large-scale nonlinear batch state estimation. Our contribution is to additionally learn parameters of our system models (which may be difficult to choose in practice) within the ESGVI framework. In this paper, we learn the covariances for the motion and sensor models used within vehicle trajectory estimation. Specifically, we learn the parameters of a white-noise-on-acceleration motion model and the parameters of an Inverse-Wishart prior over measurement covariances for our sensor model. We demonstrate our technique using a 36 km dataset consisting of a car using lidar to localize against a high-definition map; we learn the parameters on a training section of the data and then show that we achieve high-quality state estimates on a test section, even in the presence of outliers.
Probabilistic Dual Network Architecture Search on Graphs
Zhao, Yiren, Wang, Duo, Gao, Xitong, Mullins, Robert, Lio, Pietro, Jamnik, Mateja
We present the first differentiable Network Architecture Search (NAS) for Graph Neural Networks (GNNs). GNNs show promising performance on a wide range of tasks, but require a large amount of architecture engineering. First, graphs are inherently a non-Euclidean and sophisticated data structure, leading to poor adaptivity of GNN architectures across different datasets. Second, a typical graph block contains numerous different components, such as aggregation and attention, generating a large combinatorial search space. To counter these problems, we propose a Probabilistic Dual Network Architecture Search (PDNAS) framework for GNNs. PDNAS not only optimises the operations within a single graph block (micro-architecture), but also considers how these blocks should be connected to each other (macro-architecture). The dual architecture (micro- and marco-architectures) optimisation allows PDNAS to find deeper GNNs on diverse datasets with better performance compared to other graph NAS methods. Moreover, we use a fully gradient-based search approach to update architectural parameters, making it the first differentiable graph NAS method. PDNAS outperforms existing hand-designed GNNs and NAS results, for example, on the PPI dataset, PDNAS beats its best competitors by 1.67 and 0.17 in F1 scores.
Invariant Rationalization
Chang, Shiyu, Zhang, Yang, Yu, Mo, Jaakkola, Tommi S.
Selective rationalization improves neural network interpretability by identifying a small subset of input features -- the rationale -- that best explains or supports the prediction. A typical rationalization criterion, i.e. maximum mutual information (MMI), finds the rationale that maximizes the prediction performance based only on the rationale. However, MMI can be problematic because it picks up spurious correlations between the input features and the output. Instead, we introduce a game-theoretic invariant rationalization criterion where the rationales are constrained to enable the same predictor to be optimal across different environments. We show both theoretically and empirically that the proposed rationales can rule out spurious correlations, generalize better to different test scenarios, and align better with human judgments. Our data and code are available.
NeuCrowd: Neural Sampling Network for Representation Learning with Crowdsourced Labels
Hao, Yang, Ding, Wenbiao, Liu, Zitao
Representation learning approaches require a massive amount of discriminative training data, which is unavailable in many scenarios, such as healthcare, small city, education, etc. In practice, people refer to crowdsourcing to get annotated labels. However, due to issues like data privacy, budget limitation, shortage of domain-specific annotators, the number of crowdsourced labels are still very limited. Moreover, because of annotators' diverse expertises, crowdsourced labels are often inconsistent. Thus, directly applying existing representation learning algorithms may easily get the overfitting problem and yield suboptimal solutions. In this paper, we propose \emph{NeuCrowd}, a unified framework for representation learning from crowdsourced labels. The proposed framework (1) creates a sufficient number of high-quality \emph{n}-tuplet training samples by utilizing safety-aware sampling and robust anchor generation; and (2) automatically learns a neural sampling network that adaptively learns to select effective samples for representation learning network. The proposed framework is evaluated on both synthetic and real-world data sets. The results show that our approach outperforms a wide range of state-of-the-art baselines in terms of prediction accuracy and AUC\footnote{To encourage the reproducible results, we make our code public on a github repository, i.e., \url{https://github.com/crowd-data-mining/NeuCrowd}}.
Beginning with Machine Learning & Data Science in Python
Link: best udemy course Beginning with Machine Learning & Data Science in Python Fundamentals of Data Science: Exploratory Data Analysis (EDA), Regression (Linear & logistic), Visualization, Basic ML by UNP United Network of Professionals What you'll learn You will be able to apply data science algorithms for solving industry problems You will have a clear understanding of industry standards and best practices for predictive model building You will be able to derive key insights from data using exploratory data analysis techniques You will be able to efficiently handle data in a structured way using Pandas You will have a strong foundation of linear regression, multiple regression and logistic regression You will be able to use python scikit-learn for building different types of regression models You will be able to use cross validation techniques for comparing models, select parameters You will know about common pitfalls in modeling like over-fitting, bias-variance trade off etc.. You will be able to regularize models for reliable predictions Description 85% of data science problems are solved using exploratory data analysis (EDA), visualization, regression (linear & logistic). Naturally, 85% of the interview questions comes from these topics as well. This is a concise course created by UNP to focus on what matter most. This course will help you create a solid foundation of the essential topics of data science.
Gradient-based Adaptive Markov Chain Monte Carlo
Titsias, Michalis, Dellaportas, Petros
We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed measure, which can be robustly optimised over the parameters of the proposal distribution by applying stochastic gradient optimisation. An advantage of our method compared to traditional adaptive MCMC methods is that the adaptation occurs even when candidate state values are rejected. This is a highly desirable property of any adaptation strategy because the adaptation starts in early iterations even if the initial proposal distribution is far from optimum. We apply the framework for learning multivariate random walk Metropolis and Metropolis-adjusted Langevin proposals with full covariance matrices, and provide empirical evidence that our method can outperform other MCMC algorithms, including Hamiltonian Monte Carlo schemes.