Statistical Learning
A new hybrid approach for crude oil price forecasting: Evidence from multi-scale data
Yifan, Yang, Ju'e, Guo, Shaolong, Sun, Yixin, Li
Faced with the growing research towards crude oil price fluctuations influential factors following the accelerated development of Internet technology, accessible data such as Google search volume index are increasingly quantified and incorporated into forecasting approaches. In this paper, we apply multi-scale data that including both GSVI data and traditional economic data related to crude oil price as independent variables and propose a new hybrid approach for monthly crude oil price forecasting. This hybrid approach, based on divide and conquer strategy, consists of K-means method, kernel principal component analysis and kernel extreme learning machine , where K-means method is adopted to divide input data into certain clusters, KPCA is applied to reduce dimension, and KELM is employed for final crude oil price forecasting. The empirical result can be analyzed from data and method levels. At the data level, GSVI data perform better than economic data in level forecasting accuracy but with opposite performance in directional forecasting accuracy because of Herd Behavior, while hybrid data combined their advantages and obtain best forecasting performance in both level and directional accuracy. At the method level, the approaches with K-means perform better than those without K-means, which demonstrates that divide and conquer strategy can effectively improve the forecasting performance.
Communication-Efficient Edge AI: Algorithms and Systems
Shi, Yuanming, Yang, Kai, Jiang, Tao, Zhang, Jun, Letaief, Khaled B.
Artificial intelligence (AI) has achieved remarkable breakthroughs in a wide range of fields, ranging from speech processing, image classification to drug discovery. This is driven by the explosive growth of data, advances in machine learning (especially deep learning), and easy access to vastly powerful computing resources. Particularly, the wide scale deployment of edge devices (e.g., IoT devices) generates an unprecedented scale of data, which provides the opportunity to derive accurate models and develop various intelligent applications at the network edge. However, such enormous data cannot all be sent from end devices to the cloud for processing, due to the varying channel quality, traffic congestion and/or privacy concerns. By pushing inference and training processes of AI models to edge nodes, edge AI has emerged as a promising alternative. AI at the edge requires close cooperation among edge devices, such as smart phones and smart vehicles, and edge servers at the wireless access points and base stations, which however result in heavy communication overheads. In this paper, we present a comprehensive survey of the recent developments in various techniques for overcoming these communication challenges. Specifically, we first identify key communication challenges in edge AI systems. We then introduce communication-efficient techniques, from both algorithmic and system perspectives for training and inference tasks at the network edge. Potential future research directions are also highlighted.
On the Inductive Bias of a CNN for Orthogonal Patterns Distributions
Brutzkus, Alon, Globerson, Amir
Training overparameterized convolutional neural networks with gradient based methods is the most successful learning method for image classification. However, its theoretical properties are far from understood even for very simple learning tasks. In this work, we consider a simplified image classification task where images contain orthogonal patches and are learned with a 3-layer overparameterized convolutional network and stochastic gradient descent. We empirically identify a novel phenomenon where the dot-product between the learned pattern detectors and their detected patterns are governed by the pattern statistics in the training set. We call this phenomenon Pattern Statistics Inductive Bias (PSI) and prove that PSI holds for a simple setup with two points in the training set. Furthermore, we prove that if PSI holds, stochastic gradient descent has sample complexity $O(d^2\log(d))$ where $d$ is the filter dimension. In contrast, we show a VC dimension lower bound in our setting which is exponential in $d$. Taken together, our results provide strong evidence that PSI is a unique inductive bias of stochastic gradient descent, that guarantees good generalization properties.
Optimistic bounds for multi-output prediction
We investigate the challenge of multi-output learning, where the goal is to learn a vector-valued function based on a supervised data set. This includes a range of important problems in Machine Learning including multi-target regression, multi-class classification and multi-label classification. We begin our analysis by introducing the self-bounding Lipschitz condition for multi-output loss functions, which interpolates continuously between a classical Lipschitz condition and a multi-dimensional analogue of a smoothness condition. We then show that the self-bounding Lipschitz condition gives rise to optimistic bounds for multi-output learning, which are minimax optimal up to logarithmic factors. The proof exploits local Rademacher complexity combined with a powerful minoration inequality due to Srebro, Sridharan and Tewari. As an application we derive a state-of-the-art generalization bound for multi-class gradient boosting.
Reliable Fidelity and Diversity Metrics for Generative Models
Naeem, Muhammad Ferjad, Oh, Seong Joon, Uh, Youngjung, Choi, Yunjey, Yoo, Jaejun
Devising indicative evaluation metrics for the image generation task remains an open problem. The most widely used metric for measuring the similarity between real and generated images has been the Fr\'echet Inception Distance (FID) score. Because it does not differentiate the fidelity and diversity aspects of the generated images, recent papers have introduced variants of precision and recall metrics to diagnose those properties separately. In this paper, we show that even the latest version of the precision and recall metrics are not reliable yet. For example, they fail to detect the match between two identical distributions, they are not robust against outliers, and the evaluation hyperparameters are selected arbitrarily. We propose density and coverage metrics that solve the above issues. We analytically and experimentally show that density and coverage provide more interpretable and reliable signals for practitioners than the existing metrics. Code: https://github.com/clovaai/generative-evaluation-prdc.
Kernel interpolation with continuous volume sampling
Belhadji, Ayoub, Bardenet, Rémi, Chainais, Pierre
A fundamental task in kernel methods is to pick nodes and weights, so as to approximate a given function from an RKHS by the weighted sum of kernel translates located at the nodes. This is the crux of kernel density estimation, kernel quadrature, or interpolation from discrete samples. Furthermore, RKHSs offer a convenient mathematical and computational framework. We introduce and analyse continuous volume sampling (VS), the continuous counterpart -- for choosing node locations -- of a discrete distribution introduced in (Deshpande & Vempala, 2006). Our contribution is theoretical: we prove almost optimal bounds for interpolation and quadrature under VS. While similar bounds already exist for some specific RKHSs using ad-hoc node constructions, VS offers bounds that apply to any Mercer kernel and depend on the spectrum of the associated integration operator. We emphasize that, unlike previous randomized approaches that rely on regularized leverage scores or determinantal point processes, evaluating the pdf of VS only requires pointwise evaluations of the kernel. VS is thus naturally amenable to MCMC samplers.
Effective End-to-End Learning Framework for Economic Dispatch
Lu, Chenbei, Wang, Kui, Wu, Chenye
Conventional wisdom to improve the effectiveness of economic dispatch is to design the load forecasting method as accurately as possible. However, this approach can be problematic due to the temporal and spatial correlations between system cost and load prediction errors. This motivates us to adopt the notion of end-to-end machine learning and to propose a task-specific learning criteria to conduct economic dispatch. Specifically, to maximize the data utilization, we design an efficient optimization kernel for the learning process. We provide both theoretical analysis and empirical insights to highlight the effectiveness and efficiency of the proposed learning framework.
Regression with Deep Learning for Sensor Performance Optimization
Vaila, Ruthvik, Lloyd, Denver, Tetz, Kevin
Neural networks with at least two hidden layers are called deep networks. Recent developments in AI and computer programming in general has led to development of tools such as Tensorflow, Keras, NumPy etc. making it easier to model and draw conclusions from data. In this work we re-approach non-linear regression with deep learning enabled by Keras and Tensorflow. In particular, we use deep learning to parametrize a non-linear multivariate relationship between inputs and outputs of an industrial sensor with an intent to optimize the sensor performance based on selected key metrics.
Survey Bandits with Regret Guarantees
Krishnamurthy, Sanath Kumar, Athey, Susan
We consider a variant of the contextual bandit problem. In standard contextual bandits, when a user arrives we get the user's complete feature vector and then assign a treatment (arm) to that user. In a number of applications (like healthcare), collecting features from users can be costly. To address this issue, we propose algorithms that avoid needless feature collection while maintaining strong regret guarantees.
Finite-Time Last-Iterate Convergence for Multi-Agent Learning in Games
Lin, Tianyi, Zhou, Zhengyuan, Mertikopoulos, Panayotis, Jordan, Michael I.
We consider multi-agent learning via online gradient descent (OGD) in a class of games called $\lambda$-cocoercive games, a broad class of games that admits many Nash equilibria and that properly includes strongly monotone games. We characterize the finite-time last-iterate convergence rate for joint OGD learning on $\lambda$-cocoercive games; further, building on this result, we develop a fully adaptive OGD learning algorithm that does not require any knowledge of the problem parameter (e.g., the cocoercive constant $\lambda$) and show, via a novel double-stopping-time technique, that this adaptive algorithm achieves the same finite-time last-iterate convergence rate as its non-adaptive counterpart. Subsequently, we extend OGD learning to the noisy gradient feedback case and establish last-iterate convergence results---first qualitative almost sure convergence, then quantitative finite-time convergence rates---all under non-decreasing step-sizes. These results fill in several gaps in the existing multi-agent online learning literature, where three aspects---finite-time convergence rates, non-decreasing step-sizes, and fully adaptive algorithms---have not been previously explored.