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 Statistical Learning


Scalable Psychological Momentum Forecasting in Esports

arXiv.org Artificial Intelligence

The world of competitive Esports and video gaming has seen and continues to experience steady growth in popularity and complexity. Correspondingly, more research on the topic is being published, ranging from social network analyses to the benchmarking of advanced artificial intelligence systems in playing against humans. In this paper, we present ongoing work on an intelligent agent recommendation engine that suggests actions to players in order to maximise success and enjoyment, both in the space of in-game choices, as well as decisions made around play session timing in the broader context. By leveraging temporal data and appropriate models, we show that a learned representation of player psychological momentum, and of tilt, can be used, in combination with player expertise, to achieve state-of-the-art performance in pre- and post-draft win prediction. Our progress toward fulfilling the potential for deriving optimal recommendations is documented.


How to Compare Machine Learning Algorithms

#artificialintelligence

Under the RAM model [1], the "time" an algorithm takes is measured by the elementary operations of the algorithm. While users and developers may concern more about the wall clock time an algorithm takes to train the models, it would be fairer to use the standard worst case computational time complexity to compare the time the models take to train. Using computational complexity has the benefits of ignoring the differences like the computer power and architecture used at runtime and the underlying programming language, allowing users to focus on the fundamental differences of the elementary operations of the algorithms. Note that the time complexity can be very different during training and testing. For example, parametric models like linear regression could have long training time but they are efficient during test time.


Convergence Guarantees for Gaussian Process Approximations Under Several Observation Models

arXiv.org Machine Learning

Gaussian processes are ubiquitous in statistical analysis, machine learning and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying our uncertainty about this task in a computationally tractable manner. An important question is whether these approximations will be accurate, and if so how accurate, given our various modelling choices and the difficulty of the problem. This is of practical relevance, since the answer informs our choice of model and sampling distribution for a given application. Our paper provides novel approximation guarantees for Gaussian process models based on covariance functions with finite smoothness, such as the Mat\'ern and Wendland covariance functions. They are derived from a sampling inequality which facilitates a systematic approach to obtaining upper bounds on Sobolev norms in terms of properties of the design used to collect data. This approach allows us to refine some existing results which apply in the misspecified smoothness setting and which allow for adaptive selection of hyperparameters. However, the main novelty in this paper is that our results cover a wide range of observation models including interpolation, approximation with deterministic corruption and regression with Gaussian noise.


Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions

arXiv.org Machine Learning

Despite the ubiquity of the Gaussian process regression model, few theoretical results are available that account for the fact that parameters of the covariance kernel typically need to be estimated from the dataset. This article provides one of the first theoretical analyses in the context of Gaussian process regression with a noiseless dataset. Specifically, we consider the scenario where the scale parameter of a Sobolev kernel (such as a Mat\'ern kernel) is estimated by maximum likelihood. We show that the maximum likelihood estimation of the scale parameter alone provides significant adaptation against misspecification of the Gaussian process model in the sense that the model can become "slowly" overconfident at worst, regardless of the difference between the smoothness of the data-generating function and that expected by the model. The analysis is based on a combination of techniques from nonparametric regression and scattered data interpolation. Empirical results are provided in support of the theoretical findings.


Blocked Clusterwise Regression

arXiv.org Machine Learning

Such models have been shown to allow estimation and inference by regression clustering methods. This paper is motivated by the finding that the clustered heterogeneity models studied in this literature can be badly misspecified, even when the panel has significant discrete cross-sectional structure. To address this issue, we generalize previous approaches to discrete unobserved heterogeneity by allowing each unit to have multiple, imperfectly-correlated latent variables that describe its response-type to different covariates. We give inference results for a k-means style estimator of our model and develop information criteria to jointly select the number clusters for each latent variable. Monte Carlo simulations confirm our theoretical results and give intuition about the finite-sample performance of estimation and model selection. We also contribute to the theory of clustering with an over-specified number of clusters and derive new convergence rates for this setting. Our results suggest that over-fitting can be severe in k-means style estimators when the number of clusters is over-specified.


Extreme Algorithm Selection With Dyadic Feature Representation

arXiv.org Machine Learning

Algorithm selection (AS) deals with selecting an algorithm from a fixed set of candidate algorithms most suitable for a specific instance of an algorithmic problem, e.g., choosing solvers for SA T problems. Benchmark suites for AS usually comprise candidate sets consisting of at most tens of algorithms, whereas in combined algorithm selection and hyperparameter optimization problems the number of candidates becomes intractable, impeding to learn effective meta-models and thus requiring costly online performance evaluations. Therefore, here we propose the setting of extreme algorithm selection (XAS) where we consider fixed sets of thousands of candidate algorithms, facilitating meta learning. W e assess the applicability of state-of-the-art AS techniques to the XAS setting and propose approaches leveraging a dyadic feature representation in which both problem instances and algorithms are described. W e find the latter to improve significantly over the current state of the art in various metrics.


Kernel Selection for Modal Linear Regression: Optimal Kernel and IRLS Algorithm

arXiv.org Machine Learning

Abstract--Modal linear regression (MLR) is a method for obtaining a conditional mode predictor as a linear model. We study kernel selection for MLR from two perspectives: "which kernel achieves smaller error?" and "which kernel is computationally efficient?". First, we show that a Biweight kernel is optimal in the sense of minimizing an asymptotic mean squared error of a resulting MLR parameter. This result is derived from our refined analysis of an asymptotic statistical behavior of MLR. Secondly, we provide a kernel class for which iteratively reweighted least-squares algorithm (IRLS) is guaranteed to converge, and especially prove that IRLS with an Epanechnikov kernel terminates in a finite number of iterations. Simulation studies empirically verified that using a Biweight kernel provides good estimation accuracy and that using an Epanechnikov kernel is computationally efficient. Our results improve MLR of which existing studies often stick to a Gaussian kernel and modal EM algorithm specialized for it, by providing guidelines of kernel selection.


Multi-Participant Multi-Class Vertical Federated Learning

arXiv.org Machine Learning

Federated learning (FL) is a privacy-preserving paradigm for training collective machine learning models with locally stored data from multiple participants. V ertical federated learning (VFL) deals with the case where participants sharing the same sample ID space but having different feature spaces, while label information is owned by one participant. Current studies of VFL only support two participants, and mostly focus on binary-class logistic regression problems. In this paper, we propose the Multi-participant Multi-class V ertical Federated Learning (MMVFL) framework for multi-class VFL problems involving multiple parties. Extending the idea of multi-view learning (MVL), MMVFL enables label sharing from its owner to other VFL participants in a privacy-preserving manner. To demonstrate the effectiveness of MMVFL, a feature selection scheme is incorporated into MMVFL to compare its performance against supervised feature selection and MVL-based approaches. Experiment results on real-world datasets show that MMVFL can effectively share label information among multiple VFL participants and match multi-class classification performance of existing approaches.


A Graph-Based Approach for Active Learning in Regression

arXiv.org Machine Learning

Active learning aims to reduce labeling efforts by selectively asking humans to annotate the most important data points from an unlabeled pool and is an example of human-machine interaction. Though active learning has been extensively researched for classification and ranking problems, it is relatively understudied for regression problems. Most existing active learning for regression methods use the regression function learned at each active learning iteration to select the next informative point to query. This introduces several challenges such as handling noisy labels, parameter uncertainty and overcoming initially biased training data. Instead, we propose a feature-focused approach that formulates both sequential and batch-mode active regression as a novel bipartite graph optimization problem. We conduct experiments on both noise-free and noisy settings. Our experimental results on benchmark data sets demonstrate the effectiveness of our proposed approach.


Urban2Vec: Incorporating Street View Imagery and POIs for Multi-Modal Urban Neighborhood Embedding

arXiv.org Machine Learning

Understanding intrinsic patterns and predicting spatiotemporal characteristics of cities require a comprehensive representation of urban neighborhoods. Existing works relied on either inter- or intra-region connectivities to generate neighborhood representations but failed to fully utilize the informative yet heterogeneous data within neighborhoods. In this work, we propose Urban2Vec, an unsupervised multi-modal framework which incorporates both street view imagery and point-of-interest (POI) data to learn neighborhood embeddings. Specifically, we use a convolutional neural network to extract visual features from street view images while preserving geospatial similarity. Furthermore, we model each POI as a bag-of-words containing its category, rating, and review information. Analog to document embedding in natural language processing, we establish the semantic similarity between neighborhood ("document") and the words from its surrounding POIs in the vector space. By jointly encoding visual, textual, and geospatial information into the neighborhood representation, Urban2Vec can achieve performances better than baseline models and comparable to fully-supervised methods in downstream prediction tasks. Extensive experiments on three U.S. metropolitan areas also demonstrate the model interpretability, generalization capability, and its value in neighborhood similarity analysis.