Statistical Learning
Research Scientist / Data Analyst - IoT BigData Jobs
Description: The Health Group of Leidos is currently seeking a Research Scientist / Data Analyst to provide analytical and database support for a variety of health and psychological research studies. This position will be in the Health and Behavioral Sciences Department at the Naval Health Research Center located in San Diego, CA. Duties and Responsibilities: The successful candidate will use SAS 9.4 and SAS Enterprise Guide to support comprehensive data management processes for diverse, research projects. They will work collaboratively with the Principal Investigator and research scientists identify ways to answer complex mental and physical health questions with population-level military medical and personnel electronic records. Due to contract restrictions, candidate must be a U.S. citizen and will be required obtain a Secret Clearance.
Top three mistakes with K-Means Clustering during data analysis
In this post, we will take a look at a few cases, where KMC algorithm does not perform well or may produce unintuitive results. All of these conditions can lead to problems with K-Means, so let's have a look. To make it easier, let's define a helper function compare, which will create and solve the clustering problem for us and then compare the results. Despite having distinct clusters in the data, we underestimated their number. As a consequence, some disjoint groups of data are forced to fit into one larger cluster.
Coupling Oceanic Observation Systems to Study Mesoscale Ocean Dynamics
Cosne, Gautier, Maze, Guillaume, Tandeo, Pierre
Understanding local currents in the North Atlantic region of the ocean is a key part of modelling heat transfer and global climate patterns. Satellites provide a surface signature of the temperature of the ocean with a high horizontal resolution while in situ autonomous probes supply high vertical resolution, but horizontally sparse, knowledge of the ocean interior thermal structure. The objective of this paper is to develop a methodology to combine these complementary ocean observing systems measurements to obtain a three-dimensional time series of ocean temperatures with high horizontal and vertical resolution. Within an observation-driven framework, we investigate the extent to which mesoscale ocean dynamics in the North Atlantic region may be decomposed into a mixture of dynamical modes, characterized by different local regressions between Sea Surface Temperature (SST), Sea Level Anomalies (SLA) and Vertical Temperature fields. Ultimately we propose a Latent-class regression method to improve prediction of vertical ocean temperature.
Adversarial Regression. Generative Adversarial Networks for Non-Linear Regression: Theory and Assessment
Adversarial Regression is a proposition to perform high dimensional non-linear regression with uncertainty estimation. We used Conditional Generative Adversarial Network to obtain an estimate of the full predictive distribution for a new observation. Generative Adversarial Networks (GAN) are implicit generative models which produce samples from a distribution approximating the distribution of the data. The conditional version of it (CGAN) takes the following expression: $\min\limits_G \max\limits_D V(D, G) = \mathbb{E}_{x\sim p_{r}(x)} [log(D(x, y))] + \mathbb{E}_{z\sim p_{z}(z)} [log (1-D(G(z, y)))]$. An approximate solution can be found by training simultaneously two neural networks to model D and G and feeding G with a random noise vector $z$. After training, we have that $G(z, y)\mathrel{\dot\sim} p_{data}(x, y)$. By fixing $y$, we have $G(z|y) \mathrel{\dot\sim} p{data}(x|y)$. By sampling $z$, we can therefore obtain samples following approximately $p(x|y)$, which is the predictive distribution of $x$ for a new $y$. We ran experiments to test various loss functions, data distributions, sample size, size of the noise vector, etc. Even if we observed differences, no experiment outperformed consistently the others. The quality of CGAN for regression relies on fine-tuning a range of hyperparameters. In a broader view, the results show that CGANs are very promising methods to perform uncertainty estimation for high dimensional non-linear regression.
Point Process Flows
Mehrasa, Nazanin, Deng, Ruizhi, Ahmed, Mohamed Osama, Chang, Bo, He, Jiawei, Durand, Thibaut, Brubaker, Marcus, Mori, Greg
Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We contribute an intensity-free framework that directly models the point process as a non-parametric distribution by utilizing normalizing flows. This approach is capable of capturing highly complex temporal distributions and does not rely on restrictive parametric forms. Comparisons with state-of-the-art baseline models on both synthetic and challenging real-life datasets show that the proposed framework is effective at modeling the stochasticity of discrete event sequences.
Implicit Context-aware Learning and Discovery for Streaming Data Analytics
Lore, Kin Gwn, Reddy, Kishore K.
--The performance of machine learning model can be further improved if contextual cues are provided as input along with base features that are directly related to an inference task. In offline learning, one can inspect historical training data to identify contextual clusters either through feature clustering, or handcrafting additional features to describe a context. While offline training enjoys the privilege of learning reliable models based on already-defined contextual features, online training for streaming data may be more challenging-- the data is streamed through time, and the underlying context during a data generation process may change. Furthermore, the problem is exacerbated when the number of possible context is not known. In this study, we propose an online-learning algorithm involving the use of a neural network-based autoencoder to identify contextual changes during training, then compares the currently-inferred context to a knowledge base of learned contexts as training advances. Results show that classifier-training benefits from the automatically discovered contexts which demonstrates quicker learning convergence during contextual changes compared to current methods. Contextual cues can greatly benefit learning of predictive tasks in a machine learning model. A single datapoint may be meaningless.
Online Pricing with Offline Data: Phase Transition and Inverse Square Law
Bu, Jinzhi, Simchi-Levi, David, Xu, Yunzong
This paper investigates the impact of pre-existing offline data on online learning, in the context of dynamic pricing. We study a single-product dynamic pricing problem over a selling horizon of $T$ periods. The demand in each period is determined by the price of the product according to a linear demand model with unknown parameters. We assume that an incumbent price has been tested for $n$ periods in the offline stage before the start of the selling horizon, and the seller has collected $n$ demand observations under the incumbent price from the market. The seller wants to utilize both the pre-existing offline data and the sequential online data to minimize the regret of the online learning process. In the well-separated case where the absolute difference between the incumbent price and the optimal price $\delta$ is lower bounded by a known constant, we prove that the best achievable regret is $\tilde{\Theta}\left(\sqrt{T}\wedge (\frac{T}{n}\vee \log T)\right)$, and show that certain variants of the greedy policy achieve this bound. In the general case where $\delta$ is not necessarily lower bounded by a known constant, we prove that the best achievable regret is $\tilde{\Theta}\left(\sqrt{T}\wedge (\frac{T}{n\delta^2} \vee \frac{\log T}{\delta^2})\right)$, and construct a learning algorithm based on the "optimism in the face of uncertainty" principle, whose regret is optimal up to a logarithm factor. In both cases, our results reveal surprising transformations of the optimal regret rate with respect to the size of offline data, which we refer to as phase transitions. In addition, our result demonstrates that the shape of offline data, measured by $\delta$, also has an intrinsic effect on the optimal regret, and we quantify this effect via the inverse-square law.
Machine Learning Systems for Highly-Distributed and Rapidly-Growing Data
The usability and practicality of any machine learning (ML) applications are largely influenced by two critical but hard-to-attain factors: low latency and low cost. Unfortunately, achieving low latency and low cost is very challenging when ML depends on real-world data that are highly distributed and rapidly growing (e.g., data collected by mobile phones and video cameras all over the world). Such real-world data pose many challenges in communication and computation. For example, when training data are distributed across data centers that span multiple continents, communication among data centers can easily overwhelm the limited wide-area network bandwidth, leading to prohibitively high latency and high cost. In this dissertation, we demonstrate that the latency and cost of ML on highly-distributed and rapidly-growing data can be improved by one to two orders of magnitude by designing ML systems that exploit the characteristics of ML algorithms, ML model structures, and ML training/serving data. We support this thesis statement with three contributions. First, we design a system that provides both low-latency and low-cost ML serving (inferencing) over large-scale and continuously-growing datasets, such as videos. Second, we build a system that makes ML training over geo-distributed datasets as fast as training within a single data center. Third, we present a first detailed study and a system-level solution on a fundamental and largely overlooked problem: ML training over non-IID (i.e., not independent and identically distributed) data partitions (e.g., facial images collected by cameras varies according to the demographics of each camera's location).
Toward Metrics for Differentiating Out-of-Distribution Sets
Abbasi, Mahdieh, Shui, Changjian, Rajabi, Arezoo, Gagne, Christian, Bobba, Rakesh
Vanilla CNNs, as uncalibrated classifiers, suffer from classifying out-of-distribution (OOD) samples nearly as confidently as in-distribution samples, making them indistinguishable from each other. To tackle this challenge, some recent works have demonstrated the gains of leveraging readily accessible OOD sets for training end-to-end calibrated CNNs. However, a critical question remains unanswered in these works: how to select an OOD set, among the available OOD sets, for training such CNNs that induces high detection rates on unseen OOD sets? We address this pivotal question through the use of Augmented-CNN (A-CNN) involving an explicit rejection option. We first provide a formal definition to precisely differentiate OOD sets for the purpose of selection. As using this definition incurs a huge computational cost, we propose novel metrics, as a computationally efficient tool, for characterizing OOD sets in order to select the proper one. In a series of experiments on several image and audio benchmarks, we show that training an A-CNN with an OOD set identified by our metrics (called A-CNN$^{\star}$) leads to remarkable detection rate of unseen OOD sets while maintaining in-distribution generalization performance, thus demonstrating the viability of our metrics for identifying the proper OOD set. Furthermore, we show that A-CNN$^{\star}$ outperforms state-of-the-art OOD detectors across different benchmarks.
Clustering by Optimizing the Average Silhouette Width
Batool, Fatima, Hennig, Christian
In this paper, we propose a unified clustering approach that can estimate number of clusters and produce clustering against this number simultaneously. Average silhouette width (ASW) is a widely used standard cluster quality index. We define a distance based objective function that optimizes ASW for clustering. The proposed algorithm named as OSil, only, needs data observations as an input without any prior knowledge of the number of clusters. This work is about thorough investigation of the proposed methodology, its usefulness and limitations. A vast spectrum of clustering structures were generated, and several well-known clustering methods including partitioning, hierarchical, density based, and spatial methods were consider as the competitor of the proposed methodology. Simulation reveals that OSil algorithm has shown superior perform in terms of clustering quality than all clustering methods included in the study. OSil can find well separated, compact clusters and have shown better performance for the estimation of number of clusters than several methods. Apart from the proposal of the new methodology and it's investigation this papers offer a systematic analysis on the estimation of cluster indices, some of which never appeared together in comparative simulation setup before. The study offers many insightful findings useful for the selection of the clustering methods and indices.