Statistical Learning
Flood Prediction Using Machine Learning Models: Literature Review
Mosavi, Amir, Ozturk, Pinar, Chau, Kwok-wing
Floods are among the most destructive natural disasters, which are highly complex to model. The research on the advancement of flood prediction models contributed to risk reduction, policy suggestion, minimization of the loss of human life, and reduction the property damage associated with floods. To mimic the complex mathematical expressions of physical processes of floods, during the past two decades, machine learning (ML) methods contributed highly in the advancement of prediction systems providing better performance and cost-effective solutions. Due to the vast benefits and potential of ML, its popularity dramatically increased among hydrologists. Researchers through introducing novel ML methods and hybridizing of the existing ones aim at discovering more accurate and efficient prediction models. The main contribution of this paper is to demonstrate the state of the art of ML models in flood prediction and to give insight into the most suitable models. In this paper, the literature where ML models were benchmarked through a qualitative analysis of robustness, accuracy, effectiveness, and speed are particularly investigated to provide an extensive overview on the various ML algorithms used in the field. The performance comparison of ML models presents an in-depth understanding of the different techniques within the framework of a comprehensive evaluation and discussion. As a result, this paper introduces the most promising prediction methods for both long-term and short-term floods. Furthermore, the major trends in improving the quality of the flood prediction models are investigated. Among them, hybridization, data decomposition, algorithm ensemble, and model optimization are reported as the most effective strategies for the improvement of ML methods.
Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics
Bussy, Simon, Alaya, Mokhtar Z., Guilloux, Agathe, Jannot, Anne-Sophie
Determining significant prognostic biomarkers is of increasing importance in many areas of medicine. Scores used in clinical practice often categorize continuous features into binary ones using expert-driven cut-points. Many algorithms have been developed to find one optimal cut-point, but there is often need to determine an optimal number of cut-points and their locations at the same time. However, there exists no standard method to help evaluate how many cut-points are optimal for a given continuous feature in the survival analysis setting. Moreover, most existing methods are univariate, hence not well-suited to high-dimensional frameworks. Here we introduce the binacox, a prognostic method to deal with the problem of detecting multiple cut-points per features in a multivariate setting where a large number of continuous features are available. The method is based on the Cox model and combines one-hot encoding with the binarsity penalty, which uses total-variation regularization together with an extra linear constraint, and enables feature selection. Nonasymptotic oracle inequalities for prediction and estimation with a fast rate of convergence are established. The statistical performance of the method is examined in an extensive Monte Carlo simulation study, and then illustrated on three publicly available genetic cancer datasets. On these high-dimensional datasets, our proposed method significantly outperforms state-of-the-art survival models regarding risk prediction in terms of the C-index, with a computing time orders of magnitude faster. In addition, it provides powerful interpretability from a clinical perspective by automatically pinpointing significant cut-points in relevant variables.
Agglomerative Fast Super-Paramagnetic Clustering
Concretely, that the proposed algorithm does in fact recover the correct super-paramagnetic cluster configurations that are near the entropy maxima. Previous cases studies include data clustering of stocks [15] and gene data in [4], temporal states of financial markets [8], and state-detection for adaptive machine learning in trading [5]. There is an endless variety of potential use-cases for this type of fast big-data clustering technology. Building on prior work we propose and demonstrate an alternative to fast Super-Paramagnetic Clustering (f-SPC) [15] using a modern and streamlined implementation of the "Merging Algorithm" first suggested by Gi-ada [4], one that can recover the same cluster configurations for a variety of test-cases, but with significantly reduced compute times. We again use the Noh Ansatz [11] and the Maximum Likelihood Estimation approach introduced by Giada and Marsili [4]. We call the new algorithm Agglomerative Super-Paramagnetic Clustering (ASPC) and it has the benefit of being less computationally expensive than the PGAs implemented in [5, 6, 15].
Investigating Decision Boundaries of Trained Neural Networks
Yousefzadeh, Roozbeh, O'Leary, Dianne P
Deep learning models have been the subject of study from various perspectives, for example, their training process, interpretation, generalization error, robustness to adversarial attacks, etc. A trained model is defined by its decision boundaries, and therefore, many of the studies about deep learning models speculate about the decision boundaries, and sometimes make simplifying assumptions about them. So far, finding exact points on the decision boundaries of trained deep models has been considered an intractable problem. Here, we compute exact points on the decision boundaries of these models and provide mathematical tools to investigate the surfaces that define the decision boundaries. Through numerical results, we confirm that some of the speculations about the decision boundaries are accurate, some of the computational methods can be improved, and some of the simplifying assumptions may be unreliable, for models with nonlinear activation functions. We advocate for verification of simplifying assumptions and approximation methods, wherever they are used. Finally, we demonstrate that the computational practices used for finding adversarial examples can be improved and computing the closest point on the decision boundary reveals the weakest vulnerability of a model against adversarial attack.
A Data Efficient and Feasible Level Set Method for Stochastic Convex Optimization with Expectation Constraints
Lin, Qihang, Nadarajah, Selvaprabu, Soheili, Negar, Yang, Tianbao
Stochastic convex optimization problems with expectation constraints (SOECs) are encountered in statistics and machine learning, business, and engineering. In data-rich environments, the SOEC objective and constraints contain expectations defined with respect to large datasets. Therefore, efficient algorithms for solving such SOECs need to limit the fraction of data points that they use, which we refer to as algorithmic data complexity. Recent stochastic first order methods exhibit low data complexity when handling SOECs but guarantee near-feasibility and near-optimality only at convergence. These methods may thus return highly infeasible solutions when heuristically terminated, as is often the case, due to theoretical convergence criteria being highly conservative. This issue limits the use of first order methods in several applications where the SOEC constraints encode implementation requirements. We design a stochastic feasible level set method (SFLS) for SOECs that has low data complexity and emphasizes feasibility before convergence. Specifically, our level-set method solves a root-finding problem by calling a novel first order oracle that computes a stochastic upper bound on the level-set function by extending mirror descent and online validation techniques. We establish that SFLS maintains a high-probability feasible solution at each root-finding iteration and exhibits favorable iteration complexity compared to state-of-the-art deterministic feasible level set and stochastic subgradient methods. Numerical experiments on three diverse applications validate the low data complexity of SFLS relative to the former approach and highlight how SFLS finds feasible solutions with small optimality gaps significantly faster than the latter method.
Pitch-Synchronous Single Frequency Filtering Spectrogram for Speech Emotion Recognition
Gupta, Shruti, Fahad, Md. Shah, Deepak, Akshay
Akshay Deepak Department of Computer Science National Institute of Technology Patna, India Email: akshayd@nitp.ac.in Abstract --Convolutional neural networks (CNN) are widely used for speech emotion recognition (SER). In such cases, the short time fourier transform (STFT) spectrogram is the most popular choice for representing speech, which is fed as input to the CNN. However, the uncertainty principles of the short-time Fourier transform prevent it from capturing time and frequency resolutions simultaneously. On the other hand, the recently proposed single frequency filtering (SFF) spectrogram promises to be a better alternative because it captures both time and frequency resolutions simultaneously. In this work, we explore the SFF spectrogram as an alternative representation of speech for SER. We have modified the SFF spectrogram by taking the average of the amplitudes of all the samples between two successive glottal closure instants (GCI) locations. The duration between two successive GCI locations gives the pitch, motivating us to name the modified SFF spectrogram as pitch-synchronous SFF spectrogram. The GCI locations were detected using zero frequency filtering approach. The proposed pitch-synchronous SFF spectrogram produced accuracy values of 63.95% (unweighted) and 70.4% (weighted) on the IEMOCAP dataset. These correspond to an improvement of 7.35% (unweighted) and 4.3% (weighted) over state-of-the-art result on the STFT sepctrogram using CNN. Specially, the proposed method recognized 22.7% of the happy emotion samples correctly, whereas this number was 0% for state-of-the-art results. These results also promise a much wider use of the proposed pitch-synchronous SFF spectrogram for other speech-based applications. I NTRODUCTION S peech emotion recognition (SER) refers to the classification/recognition of the person's emotional state using the speech signal. SER has a lot of applications in real life.
Mini-batch Metropolis-Hastings MCMC with Reversible SGLD Proposal
Wu, Tung-Yu, Wang, Y. X. Rachel, Wong, Wing H.
Traditional MCMC algorithms are computationally intensive and do not scale well to large data. In particular, the Metropolis-Hastings (MH) algorithm requires passing over the entire dataset to evaluate the likelihood ratio in each iteration. We propose a general framework for performing MH-MCMC using mini-batches of the whole dataset and show that this gives rise to approximately a tempered stationary distribution. We prove that the algorithm preserves the modes of the original target distribution and derive an error bound on the approximation with mild assumptions on the likelihood. To further extend the utility of the algorithm to high dimensional settings, we construct a proposal with forward and reverse moves using stochastic gradient and show that the construction leads to reasonable acceptance probabilities. We demonstrate the performance of our algorithm in both low dimensional models and high dimensional neural network applications. Particularly in the latter case, compared to popular optimization methods, our method is more robust to the choice of learning rate and improves testing accuracy.
Visualizing the PHATE of Neural Networks
Gigante, Scott, Charles, Adam S., Krishnaswamy, Smita, Mishne, Gal
Understanding why and how certain neural networks outperform others is key to guiding future development of network architectures and optimization methods. To this end, we introduce a novel visualization algorithm that reveals the internal geometry of such networks: Multislice PHATE (M-PHATE), the first method designed explicitly to visualize how a neural network's hidden representations of data evolve throughout the course of training. We demonstrate that our visualization provides intuitive, detailed summaries of the learning dynamics beyond simple global measures (i.e., validation loss and accuracy), without the need to access validation data. Furthermore, M-PHATE better captures both the dynamics and community structure of the hidden units as compared to visualization based on standard dimensionality reduction methods (e.g., ISOMAP, t-SNE). We demonstrate M-PHATE with two vignettes: continual learning and generalization. In the former, the M-PHATE visualizations display the mechanism of "catastrophic forgetting" which is a major challenge for learning in task-switching contexts. In the latter, our visualizations reveal how increased heterogeneity among hidden units correlates with improved generalization performance. An implementation of M-PHATE, along with scripts to reproduce the figures in this paper, is available at https://github.com/scottgigante/M-PHATE.
Self-Organizing Maps with Variable Input Length for Motif Discovery and Word Segmentation
Brito, Raphael C., Bassani, Hansenclever F.
--Time Series Motif Discovery (TSMD) is defined as searching for patterns that are previously unknown and appear with a given frequency in time series. Another problem strongly related with TSMD is Word Segmentation. This problem has received much attention from the community that studies early language acquisition in babies and toddlers. The development of biologically plausible models for word segmentation could greatly advance this field. Therefore, in this article, we propose the V ariable Input Length Map (VILMAP) for Motif Discovery and Word Segmentation. The model is based on the Self-Organizing Maps and can identify Motifs with different lengths in time series. In our experiments, we show that VILMAP presents good results in finding Motifs in a standard Motif discovery dataset and can avoid catastrophic forgetting when trained with datasets with increasing values of input size. We also show that VILMAP achieves results similar or superior to other methods in the literature developed for the task of word segmentation.
Robust Learning with Jacobian Regularization
Hoffman, Judy, Roberts, Daniel A., Yaida, Sho
Design of reliable systems must guarantee stability against input perturbations. In machine learning, such guarantee entails preventing overfitting and ensuring robustness of models against corruption of input data. In order to maximize stability, we analyze and develop a computationally efficient implementation of Jacobian regularization that increases classification margins of neural networks. The stabilizing effect of the Jacobian regularizer leads to significant improvements in robustness, as measured against both random and adversarial input perturbations, without severely degrading generalization properties on clean data.