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A Generalized Flow for B2B Sales Predictive Modeling: An Azure Machine Learning Approach

arXiv.org Machine Learning

-- Predicting s ales opportunities outcome is a core to successful business management and revenue forecasting . Conventionally, this prediction has relied mostly on subjective human evaluations in the process of business to business (B2B) sales decision making. Here, we proposed a practical Machine Learning (ML) workflow to empower B2B sales outcome (win/lose) pre diction within a cloud - based computing platform: Microsoft Azure Machine Learning Service (Azure ML). This workflow consists of two pipelines: 1) a n ML pipeline that trains probabilistic predictive models in parallel on the closed sales opportunities data enhanced with an extensive feature engineering procedure for automated selection and parameterization of an optimal ML model and 2) a Prediction pipeline that uses the optimal ML model to estimate the likelihood of win n ing new sales opportunities as well a s predicting their outcome using optimized decision boundaries. The p erformance of the proposed workflow was evaluated on a real sales dataset of a B2B consulting firm. In the Business to Business (B2B) commerce, companies compete to win high - valued sales opportunities to maximize their profitability. In this regard, a key factor for maintain ing a successful B2B business is the task of determining the outcome of sales opportunities.


Apportioned Margin Approach for Cost Sensitive Large Margin Classifiers

arXiv.org Machine Learning

We consider the problem of cost sensitive multiclass classification, where we would like to increase the sensitivity of an important class at the expense of a less important one. We adopt an {\em apportioned margin} framework to address this problem, which enables an efficient margin shift between classes that share the same boundary. The decision boundary between all pairs of classes divides the margin between them in accordance to a given prioritization vector, which yields a tighter error bound for the important classes while also reducing the overall out-of-sample error. In addition to demonstrating an efficient implementation of our framework, we derive generalization bounds, demonstrate Fisher consistency, adapt the framework to Mercer's kernel and to neural networks, and report promising empirical results on all accounts.


Minimax Defense against Gradient-based Adversarial Attacks

arXiv.org Machine Learning

State-of-the-art adversarial attacks are aimed at neural network classifiers. By default, neural networks use gradient descent to minimize their loss function. The gradient of a classifier's loss function is used by gradient-based adversarial attacks to generate adversarially perturbed images. We pose the question whether another type of optimization could give neural network classifiers an edge. Here, we introduce a novel approach that uses minimax optimization to foil gradient-based adversarial attacks. Our minimax classifier is the discriminator of a generative adversarial network (GAN) that plays a minimax game with the GAN generator. In addition, our GAN generator projects all points onto a manifold that is different from the original manifold since the original manifold might be the cause of adversarial attacks. To measure the performance of our minimax defense, we use adversarial attacks - Carlini Wagner (CW), DeepFool, Fast Gradient Sign Method (FGSM) - on three datasets: MNIST, CIFAR-10 and German Traffic Sign (TRAFFIC). Against CW attacks, our minimax defense achieves 98.07% (MNIST-default 98.93%), 73.90% (CIFAR-10-default 83.14%) and 94.54% (TRAFFIC-default 96.97%). Against DeepFool attacks, our minimax defense achieves 98.87% (MNIST), 76.61% (CIFAR-10) and 94.57% (TRAFFIC). Against FGSM attacks, we achieve 97.01% (MNIST), 76.79% (CIFAR-10) and 81.41% (TRAFFIC). Our Minimax adversarial approach presents a significant shift in defense strategy for neural network classifiers.


A Regression Tsetlin Machine with Integer Weighted Clauses for Compact Pattern Representation

arXiv.org Machine Learning

The Regression Tsetlin Machine (RTM) addresses the lack of interpretability impeding state-of-the-art nonlinear regression models. It does this by using conjunctive clauses in propositional logic to capture the underlying non-linear frequent patterns in the data. These, in turn, are combined into a continuous output through summation, akin to a linear regression function, however, with non-linear components and unity weights. Although the RTM has solved non-linear regression problems with competitive accuracy, the resolution of the output is proportional to the number of clauses employed. This means that computation cost increases with resolution. To reduce this problem, we here introduce integer weighted RTM clauses. Our integer weighted clause is a compact representation of multiple clauses that capture the same sub-pattern-N repeating clauses are turned into one, with an integer weight N. This reduces computation cost N times, and increases interpretability through a sparser representation. We further introduce a novel learning scheme that allows us to simultaneously learn both the clauses and their weights, taking advantage of so-called stochastic searching on the line. We evaluate the potential of the integer weighted RTM empirically using six artificial datasets. The results show that the integer weighted RTM is able to acquire on par or better accuracy using significantly less computational resources compared to regular RTMs. We further show that integer weights yield improved accuracy over real-valued ones.


ALPINE: Active Link Prediction using Network Embedding

arXiv.org Machine Learning

Many real-world problems can be formalized as predicting links in a partially observed network. Examples include Facebook friendship suggestions, consumer-product recommendations, and the identification of hidden interactions between actors in a crime network. Several link prediction algorithms, notably those recently introduced using network embedding, are capable of doing this by just relying on the observed part of the network. Often, the link status of a node pair can be queried, which can be used as additional information by the link prediction algorithm. Unfortunately, such queries can be expensive or time-consuming, mandating the careful consideration of which node pairs to query. In this paper we estimate the improvement in link prediction accuracy after querying any particular node pair, to use in an active learning setup. Specifically, we propose ALPINE (Active Link Prediction usIng Network Embedding), the first method to achieve this for link prediction based on network embedding. To this end, we generalized the notion of V -optimality from experimental design to this setting, as well as more basic active learning heuristics originally developed in standard classification settings. Empirical results on real data show that ALPINE is scalable, and boosts link prediction accuracy with far fewer queries.


tfp.mcmc: Modern Markov Chain Monte Carlo Tools Built for Modern Hardware

arXiv.org Machine Learning

Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-variance bounds using only unnormalized probability functions make it indispensable to probabilistic programming. In this paper, we introduce the TensorFlow Probability MCMC toolkit, and discuss some of the considerations that motivated its design.


Robust Generative Restricted Kernel Machines using Weighted Conjugate Feature Duality

arXiv.org Machine Learning

February 5, 2020 Abstract In the past decade, interest in generative models has grown tremendously. However, their training performance can be highly affected by contamination, where outliers are encoded in the representation of the model. In this paper, we introduce a weighted conjugate feature duality in the framework of Restricted Kernel Machines (RKMs). This formulation is used to fine-tune the latent space of generative RKMs using a weighting function based on the Minimum Covariance Determinant, which is a highly robust estimator of multivariate location and scatter. Experiments show that the weighted RKM is capable of generating clean images when contamination is present in the training data. We further show that the robust method also preserves uncorrelated feature learning through qualitative and quantitative experiments on standard datasets. Keywords-- Machine Learning, Generative Models, Robustness, Kernel Methods, Restricted Kernel Machines 1 Introduction Generative modeling is an important direction within machine learning, finding applications in image generation [1], anomaly detection [2], denoising [3], collaborative filtering [4] and many more. A popular choice for generation are latent variable models like V ariational Auto-Encoders (V AEs) [5] and Restricted Boltzmann Machines (RBMs) [6, 7].


Graph Representation Learning via Graphical Mutual Information Maximization

arXiv.org Machine Learning

The richness in the content of various information networks such as social networks and communication networks provides the unprecedented potential for learning high-quality expressive representations without external supervision. This paper investigates how to preserve and extract the abundant information from graph-structured data into embedding space in an unsupervised manner. To this end, we propose a novel concept, Graphical Mutual Information (GMI), to measure the correlation between input graphs and high-level hidden representations. GMI generalizes the idea of conventional mutual information computations from vector space to the graph domain where measuring mutual information from two aspects of node features and topological structure is indispensable. GMI exhibits several benefits: First, it is invariant to the isomorphic transformation of input graphs---an inevitable constraint in many existing graph representation learning algorithms; Besides, it can be efficiently estimated and maximized by current mutual information estimation methods such as MINE; Finally, our theoretical analysis confirms its correctness and rationality. With the aid of GMI, we develop an unsupervised learning model trained by maximizing GMI between the input and output of a graph neural encoder. Considerable experiments on transductive as well as inductive node classification and link prediction demonstrate that our method outperforms state-of-the-art unsupervised counterparts, and even sometimes exceeds the performance of supervised ones.


Multi-class Gaussian Process Classification with Noisy Inputs

arXiv.org Machine Learning

It is a common practice in the supervised machine learning community to assume that the observed data are noise-free in the input attributes. Nevertheless, scenarios with input noise are common in real problems, as measurements are never perfectly accurate. If this input noise is not taken into account, a supervised machine learning method is expected to perform sub-optimally. In this paper, we focus on multi-class classification problems and use Gaussian processes (GPs) as the underlying classifier. Motivated by a dataset coming from the astrophysics domain, we hypothesize that the observed data may contain noise in the inputs. Therefore, we devise several multi-class GP classifiers that can account for input noise. Such classifiers can be efficiently trained using variational inference to approximate the posterior distribution of the latent variables of the model. Moreover, in some situations, the amount of noise can be known before-hand. If this is the case, it can be readily introduced in the proposed methods. This prior information is expected to lead to better performance results. We have evaluated the proposed methods by carrying out several experiments, involving synthetic and real data. These data include several datasets from the UCI repository, the MNIST dataset and a dataset coming from astrophysics. The results obtained show that, although the classification error is similar across methods, the predictive distribution of the proposed methods is better, in terms of the test log-likelihood, than the predictive distribution of a classifier based on GPs that ignores input noise.


Newton-ADMM: A Distributed GPU-Accelerated Optimizer for Multiclass Classification Problems

arXiv.org Machine Learning

First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers of iterations, with associated communication costs in distributed environments. In contrast, Newton-type methods, while having higher per-iteration costs, typically require a significantly smaller number of iterations, which directly translates to reduced communication costs. In this paper, we present a novel distributed optimizer for classification problems, which integrates a GPU-accelerated Newton-type solver with the global consensus formulation of Alternating Direction of Method Multipliers (ADMM). By leveraging the communication efficiency of ADMM, GPU-accelerated inexact-Newton solver, and an effective spectral penalty parameter selection strategy, we show that our proposed method (i) yields better generalization performance on several classification problems; (ii) significantly outperforms state-of-the-art methods in distributed time to solution; and (iii) offers better scaling on large distributed platforms.