Statistical Learning
Fisher and Kernel Fisher Discriminant Analysis: Tutorial
Ghojogh, Benyamin, Karray, Fakhri, Crowley, Mark
This is a detailed tutorial paper which explains the Fisher discriminant Analysis (FDA) and kernel FDA. We start with projection and reconstruction. Then, one- and multi-dimensional FDA subspaces are covered. Scatters in two- and then multi-classes are explained in FDA. Then, we discuss on the rank of the scatters and the dimensionality of the subspace. A real-life example is also provided for interpreting FDA. Then, possible singularity of the scatter is discussed to introduce robust FDA. PCA and FDA directions are also compared. We also prove that FDA and linear discriminant analysis are equivalent. Fisher forest is also introduced as an ensemble of fisher subspaces useful for handling data with different features and dimensionality. Afterwards, kernel FDA is explained for both one- and multi-dimensional subspaces with both two- and multi-classes. Finally, some simulations are performed on AT&T face dataset to illustrate FDA and compare it with PCA.
Beneficial perturbation network for continual learning
Sequential learning of multiple tasks in artificial neural networks using gradient descent leads to catastrophic forgetting, whereby previously learned knowledge is erased during learning of new, disjoint knowledge. Here, we propose a fundamentally new type of method - Beneficial Perturbation Network (BPN). We add task-dependent memory (biasing) units to allow the network to operate in different regimes for different tasks. We compute the most beneficial directions to train these units, in a manner inspired by recent work on adversarial examples. At test time, beneficial perturbations for a given task bias the network toward that task to overcome catastrophic forgetting. BPN is not only more parameter-efficient than network expansion methods, but also does not need to store any data from previous tasks, in contrast with episodic memory methods. Experiments on variants of the MNIST, CIFAR-10, CIFAR-100 datasets demonstrate strong performance of BPN when compared to the state-of-the-art.
Defending Against Adversarial Examples with K-Nearest Neighbor
Sitawarin, Chawin, Wagner, David
Robustness is an increasingly important property of machine learning models as they become more and more prevalent. We propose a defense against adversarial examples based on a k-nearest neighbor (kNN) on the intermediate activation of neural networks. Our scheme surpasses state-of-the-art defenses on MNIST and CIFAR-10 against l2-perturbation by a significant margin. With our models, the mean perturbation norm required to fool our MNIST model is 3.07 and 2.30 on CIFAR-10. Additionally, we propose a simple certifiable lower bound on the l2-norm of the adversarial perturbation using a more specific version of our scheme, a 1-NN on representations learned by a Lipschitz network. Our model provides a nontrivial average lower bound of the perturbation norm, comparable to other schemes on MNIST with similar clean accuracy.
Distilling BERT -- How to achieve BERT performance using logistic regression
BERT is awesome, and it's everywhere. It looks like any NLP task can benefit from utilizing BERT. The authors showed that this is indeed the case, and from my experience, it works like magic. It's easy to use, works on a small amount of data and supports many different languages. It seems like there's no single reason not to use it everywhere.
Proof-of-concept system uses smart speakers to catch signs of cardiac arrest
In an effort to tackle in-home cardiac arrest, University of Washington researchers have devised a novel contactless system that uses smartphones or voice-based personal assistants to identify telltale breathing patterns that accompany an attack. The proof-of-concept strategy, described in an NPJ Digital Medicine paper published this morning, involved a supervised machine learning model called a support-vector machine that was trained for use in the bedroom, a controlled environment in which the majority of in-home cardiac arrests occur. "Sometimes reported as'gasping' breaths, agonal respirations may hold potential as an audible diagnostic biomarker, particularly in unwitnessed cardiac arrests that occur in a private residence, the location of [two-thirds] of all [out-of-hospital cardiac arrests]," the researchers wrote. "The widespread adoption of smartphones and smart speakers (projected to be in 75% of US households by 2020) presents a unique opportunity to identify this audible biomarker and connect unwitnessed cardiac arrest victims to emergency medical services (EMS) or others who can administer cardiopulmonary resuscitation." Cross-validation analysis of the trained classifier yielded an overall sensitivity and specificity of 97.24% and 99.51%.
Top 5 Insights After I Spent 100 Days Learning About Artificial Intelligence
At the end of January 2019, it suddenly dawned on me that my understanding of artificial intelligence was insufficient. It is increasingly impacting our every day. AI defends our inboxes from spam, it powers weather updates from Alexa, it enables Amazon to recommend a purchase or Netflix to suggest a movie. Every time we open Twitter or Facebook, it's human versus an AI that knows us better than we know ourselves. Yet here I was -- a professed technologist with so little awareness of what AI actually is.
First Exit Time Analysis of Stochastic Gradient Descent Under Heavy-Tailed Gradient Noise
Nguyen, Thanh Huy, ลimลekli, Umut, Gรผrbรผzbalaban, Mert, Richard, Gaรซl
Stochastic gradient descent (SGD) has been widely used in machine learning due to its computational efficiency and favorable generalization properties. Recently, it has been empirically demonstrated that the gradient noise in several deep learning settings admits a non-Gaussian, heavy-tailed behavior. This suggests that the gradient noise can be modeled by using $\alpha$-stable distributions, a family of heavy-tailed distributions that appear in the generalized central limit theorem. In this context, SGD can be viewed as a discretization of a stochastic differential equation (SDE) driven by a L\'{e}vy motion, and the metastability results for this SDE can then be used for illuminating the behavior of SGD, especially in terms of `preferring wide minima'. While this approach brings a new perspective for analyzing SGD, it is limited in the sense that, due to the time discretization, SGD might admit a significantly different behavior than its continuous-time limit. Intuitively, the behaviors of these two systems are expected to be similar to each other only when the discretization step is sufficiently small; however, to the best of our knowledge, there is no theoretical understanding on how small the step-size should be chosen in order to guarantee that the discretized system inherits the properties of the continuous-time system. In this study, we provide formal theoretical analysis where we derive explicit conditions for the step-size such that the metastability behavior of the discrete-time system is similar to its continuous-time limit. We show that the behaviors of the two systems are indeed similar for small step-sizes and we identify how the error depends on the algorithm and problem parameters. We illustrate our results with simulations on a synthetic model and neural networks.
Deep Mixture Point Processes: Spatio-temporal Event Prediction with Rich Contextual Information
Okawa, Maya, Iwata, Tomoharu, Kurashima, Takeshi, Tanaka, Yusuke, Toda, Hiroyuki, Ueda, Naonori
Predicting when and where events will occur in cities, like taxi pick-ups, crimes, and vehicle collisions, is a challenging and important problem with many applications in fields such as urban planning, transportation optimization and location-based marketing. Though many point processes have been proposed to model events in a continuous spatio-temporal space, none of them allow for the consideration of the rich contextual factors that affect event occurrence, such as weather, social activities, geographical characteristics, and traffic. In this paper, we propose \textsf{DMPP} (Deep Mixture Point Processes), a point process model for predicting spatio-temporal events with the use of rich contextual information; a key advance is its incorporation of the heterogeneous and high-dimensional context available in image and text data. Specifically, we design the intensity of our point process model as a mixture of kernels, where the mixture weights are modeled by a deep neural network. This formulation allows us to automatically learn the complex nonlinear effects of the contextual factors on event occurrence. At the same time, this formulation makes analytical integration over the intensity, which is required for point process estimation, tractable. We use real-world data sets from different domains to demonstrate that DMPP has better predictive performance than existing methods.
Scalable Bayesian dynamic covariance modeling with variational Wishart and inverse Wishart processes
Heaukulani, Creighton, van der Wilk, Mark
We implement gradient-based variational inference routines for Wishart and inverse Wishart processes, which we apply as Bayesian models for the dynamic, heteroskedastic covariance matrix of a multivariate time series. The Wishart and inverse Wishart processes are constructed from i.i.d. Gaussian processes, for which we apply existing black-box variational inference algorithms for approximate Gaussian process inference. These methods scale well with the length of the time series, however, they fail in the case of the Wishart process, an issue we resolve with a simple modification into an additive white noise parameterization of the model. This modification is also key to implementing a factored variant of the construction, allowing inference to additionally scale to high-dimensional covariance matrices. As with existing MCMC-based inference routines for the Wishart and inverse Wishart processes, we show that these variational alternatives significantly outperform multivariate GARCH baselines when forecasting the covariances of returns on financial instruments.
A Novel Deep Transfer Learning Method for Detection of Myocardial Infarction
Myocardial infarction (MI), also known as a cardiac attack, is one of the common cardiac disorders occurs when one or more coronary arteries are blocked. Hence, early detection of MI is critical for the reduction of the rising of the death rate. The cardiologists use the electrocardiogram (ECG) as a diagnostic tool to monitor and reveal the MI signals. However, all the MI signals are not constant and noisy, so it is tough to detect or observe these signals manually. Several computer-aided diagnosis systems (CADs) have been suggested to solve these difficulties. In this paper, we have proposed an effective CAD system to detect MI signals using the two-dimensional convolution neural network (CNN). In this study, we have employed two ways of the transfer learning technique to retrain the pre-trained VGG-Net and obtained two new networks VGG-MI1 and VGG-MI2. Moreover, the heartbeat data augmentation techniques are employed to increase the classification performance. We have utilized two-second ECG signals from the PTB database, which has been widely employed in MI detection studies. In case of using VGG-MI1, we achieved an accuracy, sensitivity, and specificity of 99.02%, 98.76%, and 99.17% respectively and we achieved an accuracy of 99.22%, a sensitivity of 99.15%, and a specificity of 99.49% when using VGG-MI2. Results showed that the proposed algorithm is more efficient than the state-of-the-art methods in terms of accuracy sensitivity, and specificity. Finally, the proposed algorithm can assist the specialists to detect the MI signals more precisely.