Statistical Learning
Machine Learning vs. Statistics - Silicon Valley Data Science
Throughout its history, Machine Learning (ML) has coexisted with Statistics uneasily, like an ex-boyfriend accidentally seated with the groom's family at a wedding reception: both uncertain where to lead the conversation, but painfully aware of the potential for awkwardness. This is caused in part by the fact that Machine Learning has adopted many of Statistics' methods, but was never intended to replace statistics, or even to have a statistical basis originally. Nevertheless, Statisticians and ML practitioners have often ended up working together, or working on similar tasks, and wondering what each was about. The question, "What's the difference between Machine Learning and Statistics?" has been asked now for decades. Machine Learning is largely a hybrid field, taking its inspiration and techniques from all manner of sources. It has changed directions throughout its history and often seemed like an enigma to those outside of it.1
An easy guide to choose the right Machine Learning algorithm for your task
Well, there is no straightforward and sure-shot answer to this question. The answer depends on many factors like the problem statement and the kind of output you want, type and size of the data, the available computational time, number of features and observations in the data, to name a few. It is usually recommended to gather a good amount of data to get reliable predictions. However, many a time the availability of data is a constraint. So, if the training data is smaller or if the dataset has a fewer number of observations and a higher number of features like genetics or textual data, choose algorithms with high bias/low variance like Linear regression, Naรฏve Bayes, Linear SVM.
Time Series Analysis: Looking Back to See the Future
Whether on-premises or in the cloud, your data provides a link to the past and a glimpse into the future. Why did you lose past customers? Which current customers should you pay more attention to? Where are your new customers going to come from? In this blog, I'll talk about the capabilities of Teradata Vantage and its Machine Learning Engine, and how it can help you turn 100% of your data into answers that your business can use to pave a path to the future.
Implicit Regularization of Normalization Methods
Wu, Xiaoxia, Dobriban, Edgar, Ren, Tongzheng, Wu, Shanshan, Li, Zhiyuan, Gunasekar, Suriya, Ward, Rachel, Liu, Qiang
Normalization methods such as batch normalization are commonly used in overparametrized models like neural networks. Here, we study the weight normalization (WN) method (Salimans & Kingma, 2016) and a variant called reparametrized projected gradient descent (rPGD) for overparametrized least squares regression and some more general loss functions. WN and rPGD reparametrize the weights with a scale $g$ and a unit vector such that the objective function becomes \emph{non-convex}. We show that this non-convex formulation has beneficial regularization effects compared to gradient descent on the original objective. We show that these methods adaptively regularize the weights and \emph{converge with exponential rate} to the minimum $\ell_2$ norm solution (or close to it) even for initializations \emph{far from zero}. This is different from the behavior of gradient descent, which only converges to the min norm solution when started at zero, and is more sensitive to initialization. Some of our proof techniques are different from many related works; for instance we find explicit invariants along the gradient flow paths. We verify our results experimentally and suggest that there may be a similar phenomenon for nonlinear problems such as matrix sensing.
How Do You #relax When You're #stressed? A Content Analysis and Infodemiology Study of Stress-Related Tweets
Doan, Son, Ritchart, Amanda, Perry, Nicholas, Chaparro, Juan D, Conway, Mike
Background: Stress is a contributing factor to many major health problems in the United States, such as heart disease, depression, and autoimmune diseases. Relaxation is often recommended in mental health treatment as a frontline strategy to reduce stress, thereby improving health conditions. Objective: The objective of our study was to understand how people express their feelings of stress and relaxation through Twitter messages. Methods: We first performed a qualitative content analysis of 1326 and 781 tweets containing the keywords "stress" and "relax", respectively. We then investigated the use of machine learning algorithms to automatically classify tweets as stress versus non stress and relaxation versus non relaxation. Finally, we applied these classifiers to sample datasets drawn from 4 cities with the goal of evaluating the extent of any correlation between our automatic classification of tweets and results from public stress surveys. Results: Content analysis showed that the most frequent topic of stress tweets was education, followed by work and social relationships. The most frequent topic of relaxation tweets was rest and vacation, followed by nature and water. When we applied the classifiers to the cities dataset, the proportion of stress tweets in New York and San Diego was substantially higher than that in Los Angeles and San Francisco. Conclusions: This content analysis and infodemiology study revealed that Twitter, when used in conjunction with natural language processing techniques, is a useful data source for understanding stress and stress management strategies, and can potentially supplement infrequently collected survey-based stress data.
Use of Artificial Intelligence to Analyse Risk in Legal Documents for a Better Decision Support
Chakrabarti, Dipankar, Patodia, Neelam, Bhattacharya, Udayan, Mitra, Indranil, Roy, Satyaki, Mandi, Jayanta, Roy, Nandini, Nandy, Prasun
Assessing risk for voluminous legal documents such as request for proposal; contracts is tedious and error prone. We have developed "risk-o-meter", a framework, based on machine learning and natural language processing to review and assess risks of any legal document. Our framework uses Paragraph Vector, an unsupervised model to generate vector representation of text. This enables the framework to learn contextual relations of legal terms and generate sensible context aware embedding. The framework then feeds the vector space into a supervised classification algorithm to predict whether a paragraph belongs to a per-defined risk category or not. The framework thus extracts risk prone paragraphs. This technique efficiently overcomes the limitations of keyword-based search. We have achieved an accuracy of 91% for the risk category having the largest training dataset. This framework will help organizations optimize effort to identify risk from large document base with minimal human intervention and thus will help to have risk mitigated sustainable growth. Its machine learning capability makes it scalable to uncover relevant information from any type of document apart from legal documents, provided the library is per-populated and rich.
Corpus-Level End-to-End Exploration for Interactive Systems
A core interest in building Artificial Intelligence (AI) agents is to let them interact with and assist humans. One example is Dynamic Search (DS), which models the process that a human works with a search engine agent to accomplish a complex and goal-oriented task. Early DS agents using Reinforcement Learning (RL) have only achieved limited success for (1) their lack of direct control over which documents to return and (2) the difficulty to recover from wrong search trajectories. In this paper, we present a novel corpus-level end-to-end exploration (CE3) method to address these issues. In our method, an entire text corpus is compressed into a global low-dimensional representation, which enables the agent to gain access to the full state and action spaces, including the under-explored areas. We also propose a new form of retrieval function, whose linear approximation allows end-to-end manipulation of documents. Experiments on the Text REtrieval Conference (TREC) Dynamic Domain (DD) Track show that CE3 outperforms the state-of-the-art DS systems.
Economy Statistical Recurrent Units For Inferring Nonlinear Granger Causality
Khanna, Saurabh, Tan, Vincent Y. F.
Granger causality is a widely-used criterion for analyzing interactions in large-scale networks. As most physical interactions are inherently nonlinear, we consider the problem of inferring the existence of pairwise Granger causality between nonlinearly interacting stochastic processes from their time series measurements. Our proposed approach relies on modeling the embedded nonlinearities in the measurements using a component-wise time series prediction model based on Statistical Recurrent Units (SRUs). We make a case that the network topology of Granger causal relations is directly inferrable from a structured sparse estimate of the internal parameters of the SRU networks trained to predict the processes$'$ time series measurements. We propose a variant of SRU, called economy-SRU, which, by design has considerably fewer trainable parameters, and therefore less prone to overfitting. The economy-SRU computes a low-dimensional sketch of its high-dimensional hidden state in the form of random projections to generate the feedback for its recurrent processing. Additionally, the internal weight parameters of the economy-SRU are strategically regularized in a group-wise manner to facilitate the proposed network in extracting meaningful predictive features that are highly time-localized to mimic real-world causal events. Extensive experiments are carried out to demonstrate that the proposed economy-SRU based time series prediction model outperforms the MLP, LSTM and attention-gated CNN-based time series models considered previously for inferring Granger causality.
Adaptive Nearest Neighbor: A General Framework for Distance Metric Learning
$K$-NN classifier is one of the most famous classification algorithms, whose performance is crucially dependent on the distance metric. When we consider the distance metric as a parameter of $K$-NN, learning an appropriate distance metric for $K$-NN can be seen as minimizing the empirical risk of $K$-NN. In this paper, we design a new type of continuous decision function of the $K$-NN classification rule which can be used to construct the continuous empirical risk function of $K$-NN. By minimizing this continuous empirical risk function, we obtain a novel distance metric learning algorithm named as adaptive nearest neighbor (ANN). We have proved that the current algorithms such as the large margin nearest neighbor (LMNN), neighbourhood components analysis (NCA) and the pairwise constraint methods are special cases of the proposed ANN by setting the parameter different values. Compared with the LMNN, NCA, and pairwise constraint methods, our method has a broader searching space which may contain better solutions. At last, extensive experiments on various data sets are conducted to demonstrate the effectiveness and efficiency of the proposed method.
Weighted Laplacian and Its Theoretical Applications
Xu, Shijie, Fang, Jiayan, Li, Xiang-Yang
In this paper, we develop a novel weighted Laplacian method, which is partially inspired by the theory of graph Laplacian, to study recent popular graph problems, such as multilevel graph partitioning and balanced minimum cut problem, in a more convenient manner. Since the weighted Laplacian strategy inherits the virtues of spectral methods, graph algorithms designed using weighted Laplacian will necessarily possess more robust theoretical guarantees for algorithmic performances, comparing with those existing algorithms that are heuristically proposed. In order to illustrate its powerful utility both in theory and in practice, we also present two effective applications of our weighted Laplacian method to multilevel graph partitioning and balanced minimum cut problem, respectively. By means of variational methods and theory of partial differential equations (PDEs), we have established the equivalence relations among the weighted cut problem, balanced minimum cut problem and the initial clustering problem that arises in the middle stage of graph partitioning algorithms under a multilevel structure. These equivalence relations can indeed provide solid theoretical support for algorithms based on our proposed weighted Laplacian strategy. Moreover, from the perspective of the application to the balanced minimum cut problem, weighted Laplacian can make it possible for research of numerical solutions of PDEs to be a powerful tool for the algorithmic study of graph problems. Experimental results also indicate that the algorithm embedded with our strategy indeed outperforms other existing graph algorithms, especially in terms of accuracy, thus verifying the efficacy of the proposed weighted Laplacian.