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 Statistical Learning


Optimizing Ensemble Weights and Hyperparameters of Machine Learning Models for Regression Problems

arXiv.org Machine Learning

Aggregating multiple learners through an ensemble of models aims to make better predictions by capturing the underlying distribution more accurately. Different ensembling methods, such as bagging, boosting and stacking/blending, have been studied and adopted extensively in research and practice. While bagging and boosting intend to reduce variance and bias, respectively, blending approaches target both by finding the optimal way to combine base learners to find the best trade-off between bias and variance. In blending, ensembles are created from weighted averages of multiple base learners. In this study, a systematic approach is proposed to find the optimal weights to create these ensembles for bias-variance tradeoff using cross-validation for regression problems (Cross-validated Optimal Weighted Ensemble (COWE)). Furthermore, it is known that tuning hyperparameters of each base learner inside the ensemble weight optimization process can produce better performing ensembles. To this end, a nested algorithm based on bi-level optimization that considers tuning hyperparameters as well as finding the optimal weights to combine ensembles (Cross-validated Optimal Weighted Ensemble with Internally Tuned Hyperparameters (COWE-ITH)) was proposed. The algorithm is shown to be generalizable to real data sets though analyses with ten publicly available data sets. The prediction accuracies of COWE-ITH and COWE have been compared to base learners and the state-of-art ensemble methods. The results show that COWE-ITH outperforms other benchmarks as well as base learners in 9 out of 10 data sets.


Mixture-based Multiple Imputation Model for Clinical Data with a Temporal Dimension

arXiv.org Machine Learning

--The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to accommodate clinical multivariable time series. In this work, we propose a multiple imputation model that capture both cross-sectional information and temporal correlations. We integrate Gaussian processes with mixture models and introduce individualized mixing weights to handle the variance of predictive confidence of Gaussian process models. The proposed model is compared with several state-of-the-art imputation algorithms on both real-world and synthetic datasets. Experiments show that our best model can provide more accurate imputation than the benchmarks on all of our datasets. I NTRODUCTION The computational modeling in clinical applications attracts growing interest with the realization that the quantitative understanding of patient pathophysiological progression is crucial to clinical studies [1]. With a comprehensive and precise modeling, we can have a better understanding of a patient's state, offer more precise diagnosis and provide better individualized therapies [2]. Researchers are increasingly motivated to build more accurate computational models from multiple types of clinical data. However, missing values in clinical data challenge researchers using analytic techniques for modeling, as many of the techniques are designed for complete data. Traditional strategies used in clinical studies to handle missing values include deleting records with missing values and imputing missing entries by mean values. However, deleting records with missing values and some other filtering strategies can introduce biases [3] that can impact modeling in many ways, thus limiting its generalizability. Mean imputation is widely used by researchers to handle missing values. However, it is shown to yield less effective estimates than many other modern imputation techniques [4]-[7], such as maximum likelihood approaches and multiple imputation methods (e.g.


On Analog Gradient Descent Learning over Multiple Access Fading Channels

arXiv.org Machine Learning

We consider a distributed learning problem over multiple access channel (MAC) using a large wireless network. The computation is made by the network edge and is based on received data from a large number of distributed nodes which transmit over a noisy fading MAC. The objective function is a sum of the nodes' local loss functions. This problem has attracted a growing interest in distributed sensing systems, and more recently in federated learning. We develop a novel Gradient-Based Multiple Access (GBMA) algorithm to solve the distributed learning problem over MAC. Specifically, the nodes transmit an analog function of the local gradient using common shaping waveforms and the network edge receives a superposition of the analog transmitted signals used for updating the estimate. GBMA does not require power control or beamforming to cancel the fading effect as in other algorithms, and operates directly with noisy distorted gradients. We analyze the performance of GBMA theoretically, and prove that it can approach the convergence rate of the centralized gradient descent (GD) algorithm in large networks. Specifically, we establish a finite-sample bound of the error for both convex and strongly convex loss functions with Lipschitz gradient. Furthermore, we provide energy scaling laws for approaching the centralized convergence rate as the number of nodes increases. Finally, experimental results support the theoretical findings, and demonstrate strong performance of GBMA using synthetic and real data.


TabNet: Attentive Interpretable Tabular Learning

arXiv.org Machine Learning

We propose a novel high-performance interpretable deep tabular data learning network, TabNet. TabNet utilizes a sequential attention mechanism to choose which features to reason from at each decision step and then aggregates the processed information towards the final decision. Explicit selection of sparse features enables more efficient learning as the model capacity at each decision step is fully utilized for the most relevant features, and also more interpretable decision making via visualization of selection masks. We demonstrate that TabNet outperforms other neural network and decision tree variants on a wide range of tabular data learning datasets while yielding interpretable feature attributions and insights into the global model behavior.


Expected path length on random manifolds

arXiv.org Machine Learning

Manifold learning is one of the cornerstones of unsupervised learning. Classical methods such as Isomap [31], Locally linear embeddings [29], Laplacian eigenmaps [4] and more [30, 11] all seek a low dimensional embedding of high dimensional data that preserves prespecified aspects of data. Probabilistic methods often view the data manifold as governed by a latent variable along with a generative model that describes how the latent manifold is to be embedded in the data space. The common theme is the quest for a low dimensional representation that faithfully captures the data. Ideally, we want an operational representation, that is we want to be able to make mathematically meaningful calculations with respect to the learned representation. It has been argued [17] that a good representation should at least support the following: - Interpolation: given two points, a natural unique interpolating curve that follows the manifold should exist.


Compliance Change Tracking in Business Process Services

arXiv.org Machine Learning

--Regulatory compliance is an organization's adherence to laws, regulations, guidelines and specifications relevant to its business. Compliance officers responsible for maintaining adherence constantly struggle to keep up with the large amount of changes in regulatory requirements. Keeping up with the changes entail two main tasks: fetching the regulatory announcements that actually contain changes of interest, and incorporating those changes in the business process. In this paper we focus on the first task, and present a Compliance Change Tracking System, that gathers regulatory announcements from government sites, news sites, email subscriptions; classifies their importance i.e Actionability through a hierarchical classifier, and business process applicability through a multi-class classifier . Na ıve Bayes, logistic regression etc.), hierarchical classification method, rule based approach, hybrid approach with various preprocessing and feature selection methods; and show that despite the richness of other models, a simple hierarchical classification with bag-of-words features works the best for Actionability classifier and multi-class logistic regression works the best for Applicability classifier . The system has been deployed in global delivery centers, and has received positive feedback from payroll compliance officers. Organizations are faced with rapidly changing regulatory policies, and ever-growing number of regulations.


Time Series Analysis of Electricity Price and Demand to Find Cyber-attacks using Stationary Analysis

arXiv.org Machine Learning

With developing of computation tools in the last years, data analysis methods to find insightful information are becoming more common among industries and researchers. This paper is the first part of the times series analysis of New England electricity price and demand to find anomaly in the data. In this paper time-series stationary criteria to prepare data for further times-series related analysis is investigated. Three main analysis are conducted in this paper, including moving average, moving standard deviation and augmented Dickey-Fuller test. The data used in this paper is New England big data from 9 different operational zones. For each zone, 4 different variables including day-ahead (DA) electricity demand, price and real-time (RT) electricity demand price are considered.


Reinforcement Learning Applications

arXiv.org Artificial Intelligence

We start with a brief introduction to reinforcement learning (RL), about its successful stories, basics, an example, issues, the ICML 2019 Workshop on RL for Real Life, how to use it, study material and an outlook. Then we discuss a selection of RL applications, including recommender systems, computer systems, energy, finance, healthcare, robotics, and transportation.


Alliances and Conflict, or Conflict and Alliances? Appraising the Causal Effect of Alliances on Conflict

arXiv.org Machine Learning

The deterrent effect of military alliances is well documented and widely accepted. However, such work has typically assumed that alliances are exogenous. This is problematic as alliances may simultaneously influence the probability of conflict and be influenced by the probability of conflict. Failing to account for such endogeneity produces overly simplistic theories of alliance politics and barriers to identifying the causal effect of alliances on conflict. In this manuscript, I propose a solution to this theoretical and empirical modeling challenge. Synthesizing theories of alliance formation and the alliance-conflict relationship, I innovate an endogenous theory of alliances and conflict. I then test this theory using innovative generalized joint regression models that allow me to endogenize alliance formation on the causal path to conflict. Once doing so, I ultimately find that alliances neither deter nor provoke aggression. This has significant implications for our understanding of interstate conflict and alliance politics.


Quantum Expectation-Maximization for Gaussian Mixture Models

arXiv.org Machine Learning

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It is also the algorithm of choice to fit mixture models: generative models that represent unlabelled points originating from $k$ different processes, as samples from $k$ multivariate distributions. In this work we define and use a quantum version of EM to fit a Gaussian Mixture Model. Given quantum access to a dataset of $n$ vectors of dimension $d$, our algorithm has convergence and precision guarantees similar to the classical algorithm, but the runtime is only polylogarithmic in the number of elements in the training set, and is polynomial in other parameters - as the dimension of the feature space, and the number of components in the mixture. We generalize further the algorithm in two directions. First, we show how to fit any mixture model of probability distributions in the exponential family. Then, we show how to use this algorithm to compute the Maximum a Posteriori (MAP) estimate of a mixture model: the Bayesian approach to likelihood estimation problems. We discuss the performance of the algorithm on datasets that are expected to be classified successfully by those algorithms, arguing that on those cases we can give strong guarantees on the runtime.