Statistical Learning
Quadratic Surface Support Vector Machine with L1 Norm Regularization
Mousavi, Seyedahmad, Gao, Zheming, Han, Lanshan, Lim, Alvin
We propose $\ell_1$ norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish their desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data sets, and detection of true sparsity pattern over (almost) quadratically separable data sets if the penalty parameter of $\ell_1$ norm is large enough. We also demonstrate their promising practical efficiency by conducting various numerical experiments on both synthetic and publicly available benchmark data sets.
Viability of machine learning to reduce workload in systematic review screenings in the health sciences: a working paper
Systematic reviews, which summarize and synthesize all the current research in a specific topic, are a crucial component to academia. They are especially important in the biomedical and health sciences, where they synthesize the state of medical evidence and conclude the best course of action for various diseases, pathologies, and treatments. Due to the immense amount of literature that exists, as well as the output rate of research, reviewing abstracts can be a laborious process. Automation may be able to significantly reduce this workload. Of course, such classifications are not easily automated due to the peculiar nature of written language. Machine learning may be able to help. This paper explored the viability and effectiveness of using machine learning modelling to classify abstracts according to specific exclusion/inclusion criteria, as would be done in the first stage of a systematic review. The specific task was performing the classification of deciding whether an abstract is a randomized control trial (RCT) or not, a very common classification made in systematic reviews in the healthcare field. Random training/testing splits of an n=2042 dataset of labelled abstracts were repeatedly created (1000 times in total), with a model trained and tested on each of these instances. A Bayes classifier as well as an SVM classifier were used, and compared to non-machine learning, simplistic approaches to textual classification. An SVM classifier was seen to be highly effective, yielding a 90% accuracy, as well as an F1 score of 0.84, and yielded a potential workload reduction of 70%. This shows that machine learning has the potential to significantly revolutionize the abstract screening process in healthcare systematic reviews.
Online Inference for Advertising Auctions
Waisman, Caio, Nair, Harikesh S., Carrion, Carlos, Xu, Nan
Advertisers that engage in real-time bidding (RTB) to display their ads commonly have two goals: learning their optimal bidding policy and estimating the expected effect of exposing users to their ads. Typical strategies to accomplish one of these goals tend to ignore the other, creating an apparent tension between the two. This paper exploits the economic structure of the bid optimization problem faced by advertisers to show that these two objectives can actually be perfectly aligned. By framing the advertiser's problem as a multi-armed bandit (MAB) problem, we propose a modified Thompson Sampling (TS) algorithm that concurrently learns the optimal bidding policy and estimates the expected effect of displaying the ad while minimizing economic losses from potential sub-optimal bidding. Simulations show that not only the proposed method successfully accomplishes the advertiser's goals, but also does so at a much lower cost than more conventional experimentation policies aimed at performing causal inference.
Time series model selection with a meta-learning approach; evidence from a pool of forecasting algorithms
Barak, Sasan, Nasiri, Mahdi, Rostamzadeh, Mehrdad
One of the challenging questions in time series forecasting is how to find the best algorithm. In recent years, a recommender system scheme has been developed for time series analysis using a meta-learning approach. This system selects the best forecasting method with consideration of the time series characteristics. In this paper, we propose a novel approach to focusing on some of the unanswered questions resulting from the use of meta-learning in time series forecasting. Therefore, three main gaps in previous works are addressed including, analyzing various subsets of top forecasters as inputs for meta-learners; evaluating the effect of forecasting error measures; and assessing the role of the dimensionality of the feature space on the forecasting errors of meta-learners. All of these objectives are achieved with the help of a diverse state-of-the-art pool of forecasters and meta-learners. For this purpose, first, a pool of forecasting algorithms is implemented on the NN5 competition dataset and ranked based on the two error measures. Then, six machine-learning classifiers known as meta-learners, are trained on the extracted features of the time series in order to assign the most suitable forecasting method for the various subsets of the pool of forecasters. Furthermore, two-dimensionality reduction methods are implemented in order to investigate the role of feature space dimension on the performance of meta-learners. In general, it was found that meta-learners were able to defeat all of the individual benchmark forecasters; this performance was improved even after applying the feature selection method.
A General Analysis Framework of Lower Complexity Bounds for Finite-Sum Optimization
Xie, Guangzeng, Luo, Luo, Zhang, Zhihua
This paper studies the lower bound complexity for the optimization problem whose objective function is the average of $n$ individual smooth convex functions. We consider the algorithm which gets access to gradient and proximal oracle for each individual component. For the strongly-convex case, we prove such an algorithm can not reach an $\varepsilon$-suboptimal point in fewer than $\Omega((n+\sqrt{\kappa n})\log(1/\varepsilon))$ iterations, where $\kappa$ is the condition number of the objective function. This lower bound is tighter than previous results and perfectly matches the upper bound of the existing proximal incremental first-order oracle algorithm Point-SAGA. We develop a novel construction to show the above result, which partitions the tridiagonal matrix of classical examples into $n$ groups. This construction is friendly to the analysis of proximal oracle and also could be used to general convex and average smooth cases naturally.
An End-to-End Encrypted Neural Network for Gradient Updates Transmission in Federated Learning
Federated learning is a distributed learning method to train a shared model by aggregating the locally-computed gradient updates. In federated learning, bandwidth and privacy are two main concerns of gradient updates transmission. This paper proposes an end-to-end encrypted neural network for gradient updates transmission. This network first encodes the input gradient updates to a lower-dimension space in each client, which significantly mitigates the pressure of data communication in federated learning. The encoded gradient updates are directly recovered as a whole, i.e. the aggregated gradient updates of the trained model, in the decoding layers of the network on the server. In this way, gradient updates encrypted in each client are not only prevented from interception during communication, but also unknown to the server. Based on the encrypted neural network, a novel federated learning framework is designed in real applications. Experimental results show that the proposed network can effectively achieve two goals, privacy protection and data compression, under a little sacrifice of the model accuracy in federated learning.
The Learning of Fuzzy Cognitive Maps With Noisy Data: A Rapid and Robust Learning Method With Maximum Entropy
Feng, Guoliang, Lu, Wei, Pedrycz, Witold, Yang, Jianhua, Liu, Xiaodong
Numerous learning methods for fuzzy cognitive maps (FCMs), such as the Hebbian-based and the population-based learning methods, have been developed for modeling and simulating dynamic systems. However, these methods are faced with several obvious limitations. Most of these models are extremely time consuming when learning the large-scale FCMs with hundreds of nodes. Furthermore, the FCMs learned by those algorithms lack robustness when the experimental data contain noise. In addition, reasonable distribution of the weights is rarely considered in these algorithms, which could result in the reduction of the performance of the resulting FCM. In this article, a straightforward, rapid, and robust learning method is proposed to learn FCMs from noisy data, especially, to learn large-scale FCMs. The crux of the proposed algorithm is to equivalently transform the learning problem of FCMs to a classic-constrained convex optimization problem in which the least-squares term ensures the robustness of the well-learned FCM and the maximum entropy term regularizes the distribution of the weights of the well-learned FCM. A series of experiments covering two frequently used activation functions (the sigmoid and hyperbolic tangent functions) are performed on both synthetic datasets with noise and real-world datasets. The experimental results show that the proposed method is rapid and robust against data containing noise and that the well-learned weights have better distribution. In addition, the FCMs learned by the proposed method also exhibit superior performance in comparison with the existing methods. Index Terms-Fuzzy cognitive maps (FCMs), maximum entropy, noisy data, rapid and robust learning.
NL-LinkNet: Toward Lighter but More Accurate Road Extraction with Non-Local Operations
Wang, Yooseung, Seo, Junghoon, Jeon, Taegyun
Road extraction from very high resolution satellite images is one of the most important topics in the field of remote sensing. For the road segmentation problem, spatial properties of the data can usually be captured using Convolutional Neural Networks. However, this approach only considers a few local neighborhoods at a time and has difficulty capturing long-range dependencies. In order to overcome the problem, we propose Non-Local LinkNet with non-local blocks that can grasp relations between global features. It enables each spatial feature point to refer to all other contextual information and results in more accurate road segmentation. In detail, our method achieved 65.00\% mIOU scores on the DeepGlobe 2018 Road Extraction Challenge dataset. Our best model outperformed D-LinkNet, 1st-ranked solution, by a significant gap of mIOU 0.88\% with much less number of parameters. We also present empirical analyses on proper usage of non-local blocks for the baseline model.
How to gamble with non-stationary $\mathcal{X}$-armed bandits and have no regrets
Formally, we model the noise with a normal distribution and impose the zero-mean Gaussian Process prior with covariance function k (·, ·) on the regression function f GP (0,ρk ( ·, ·)), y j N (f (X j),σ 2) for j 1..n, where n is the number of covariate-response pairs under consideration and ρ is a regularization parameter. For a given covariate X the predictive distribution is also Gaussian with mean µ k K 1 y and variance σ 2 k (X,X) null k K 1,k null, where y [ y i] i 1..n, K [ ρk (X i,X j) σ 2 δ ij] i,j 1..nand k [ k (X,X i)] i 1..n. 2.2 Change-point detection procedure Our approach requires a change-point detection procedure as its crucial building block. To that end we suggest a novel approach, namely, Algorithm 1. Given a sequence of covariate and response pairs {( X t,y t)} 2n t 1, we train a Gaussian Process Regression twice - using only the first and only the second half of the 3 given data respectively. This way we obtain two predictive functions µ 1 and µ 2. Next we make predictions for all the provided covariates and calculate the discrepancy between these predictions ˆ 2: 1 n 2n null i 1( µ 1( X t) µ 2( X t)) 2 . Finally, we compare the discrepancy against some predetermined threshold θ n. Intuitively, if the covariate-response pairs were generated with the same functional relationship, ˆ 2 should be small, while violation of this assumption should lead to larger values. Algorithm 1: CPD Data: Covariate-response pairs {(X t,y t)} 2n t 1, threshold θ n, regularization parameter ρ CP Result: True if a break is detected, False otherwise 1 µ 1(·) train GPR on {( X t,y t) } n t 1w.
Estimation of Spectral Clustering Hyper Parameters
Robust automation of analysis procedures capable of handling diverse data sets is critical for high data throughput experiments at the Linac Coherent Light Source (LCLS). One challenge encountered in this process is determining the number of clusters required for the execution of conventional clustering algorithms. It is demonstrated here that bi-cross validation of the inverted and regularized Laplacian, used in the spectral clustering algorithm, yields a robust minimum at the predicted number of clusters and kernel hyper parameters. These results indicate that the process of estimating the number of clusters should not be divorced from the process of estimating other hyper parameters. Applying this method to LCLS xray scattering data demonstrates the ability to identify clusters of dropped shots without manually setting boundaries on detector fluence and provides a path towards identifying rare events.