Statistical Learning
Optimizing Stochastic Gradient Descent in Text Classification Based on Fine-Tuning Hyper-Parameters Approach. A Case Study on Automatic Classification of Global Terrorist Attacks
The objective of this research is to enhance performance of Stochastic Gradient Descent (SGD) algorithm in text classification. In our research, we proposed using SGD learning with Grid-Search approach to fine-tuning hyper-parameters in order to enhance the performance of SGD classification. We explored different settings for representation, transformation and weighting features from the summary description of terrorist attacks incidents obtained from the Global Terrorism Database as a pre-classification step, and validated SGD learning on Support Vector Machine (SVM), Logistic Regression and Perceptron classifiers by stratified 10-K-fold cross-validation to compare the performance of different classifiers embedded in SGD algorithm. The research concludes that using a grid-search to find the hyper-parameters optimize SGD classification, not in the pre-classification settings only, but also in the performance of the classifiers in terms of accuracy and execution time.
Optimized data exploration applied to the simulation of a chemical process
Heese, Raoul, Walczak, Michal, Seidel, Tobias, Asprion, Norbert, Bortz, Michael
In complex simulation environments, certain parameter space regions may result in non-convergent or unphysical outcomes. All parameters can therefore be labeled with a binary class describing whether or not they lead to valid results. In general, it can be very difficult to determine feasible parameter regions, especially without previous knowledge. We propose a novel algorithm to explore such an unknown parameter space and improve its feasibility classification in an iterative way. Moreover, we include an additional optimization target in the algorithm to guide the exploration towards regions of interest and to improve the classification therein. In our method we make use of well-established concepts from the field of machine learning like kernel support vector machines and kernel ridge regression. From a comparison with a Kriging-based exploration approach based on recently published results we can show the advantages of our algorithm in a binary feasibility classification scenario with a discrete feasibility constraint violation. In this context, we also propose an improvement of the Kriging-based exploration approach. We apply our novel method to a fully realistic, industrially relevant chemical process simulation to demonstrate its practical usability and find a comparably good approximation of the data space topology from relatively few data points.
Estimating Buildings' Parameters over Time Including Prior Knowledge
Pathak, Nilavra, Foulds, James, Roy, Nirmalya, Banerjee, Nilanjan, Robucci, Ryan
Modeling buildings' heat dynamics is a complex process which depends on various factors including weather, building thermal capacity, insulation preservation, and residents' behavior. Gray-box models offer a causal inference of those dynamics expressed in few parameters specific to built environments. These parameters can provide compelling insights into the characteristics of building artifacts and have various applications such as forecasting HVAC usage, indoor temperature control monitoring of built environments, etc. In this paper, we present a systematic study of modeling buildings' thermal characteristics and thus derive the parameters of built conditions with a Bayesian approach. We build a Bayesian state-space model that can adapt and incorporate buildings' thermal equations and propose a generalized solution that can easily adapt prior knowledge regarding the parameters. We show that a faster approximate approach using variational inference for parameter estimation can provide similar parameters as that of a more time-consuming Markov Chain Monte Carlo (MCMC) approach. We perform extensive evaluations on two datasets to understand the generative process and show that the Bayesian approach is more interpretable. We further study the effects of prior selection for the model parameters and transfer learning, where we learn parameters from one season and use them to fit the model in the other. We perform extensive evaluations on controlled and real data traces to enumerate buildings' parameter within a 95% credible interval.
Learning with Bad Training Data via Iterative Trimmed Loss Minimization
In this paper, we study a simple and generic framework to tackle the problem of learning model parameters when a fraction of the training samples are corrupted. We first make a simple observation: in a variety of such settings, the evolution of training accuracy (as a function of training epochs) is different for clean and bad samples. Based on this we propose to iteratively minimize the trimmed loss, by alternating between (a) selecting samples with lowest current loss, and (b) retraining a model on only these samples. We prove that this process recovers the ground truth (with linear convergence rate) in generalized linear models with standard statistical assumptions. Experimentally, we demonstrate its effectiveness in three settings: (a) deep image classifiers with errors only in labels, (b) generative adversarial networks with bad training images, and (c) deep image classifiers with adversarial (image, label) pairs (i.e., backdoor attacks). For the well-studied setting of random label noise, our algorithm achieves state-of-the-art performance without having access to any a-priori guaranteed clean samples.
Learning Simple Thresholded Features with Sparse Support Recovery
Xu, Hongyu, Wang, Zhangyang, Yang, Haichuan, Liu, Ding, Liu, Ji
The thresholded feature has recently emerged as an extremely efficient, yet rough empirical approximation, of the time-consuming sparse coding inference process. Such an approximation has not yet been rigorously examined, and standard dictionaries often lead to non-optimal performance when used for computing thresholded features. In this paper, we first present two theoretical recovery guarantees for the thresholded feature to exactly recover the nonzero support of the sparse code. Motivated by them, we then formulate the Dictionary Learning for Thresholded Features (DLTF) model, which learns an optimized dictionary for applying the thresholded feature. In particular, for the $(k, 2)$ norm involved, a novel proximal operator with log-linear time complexity $O(m\log m)$ is derived. We evaluate the performance of DLTF on a vast range of synthetic and real-data tasks, where DLTF demonstrates remarkable efficiency, effectiveness and robustness in all experiments. In addition, we briefly discuss the potential link between DLTF and deep learning building blocks.
Automated Machine Learning: is it the Holy Grail? - AnalyticsWeek
Machine learning is in the ascendancy. Particularly when it comes to pattern recognition, machine learning is the method of choice. Tangible examples of its applications include fraud detection, image recognition, predictive maintenance, and train delay prediction systems. In day-to-day machine learning (ML) and the quest to deploy the knowledge gained, we typically encounter these three main problems (but not the only ones). Data Quality – Data from multiple sources across multiple time frames can be difficult to collate into clean and coherent data sets that will yield the maximum benefit from machine learning.
Predicting Customer Churn using Kernel-Support Vector Machines
Managing customer churn is one major challenge facing companies, especially those that offer subscription-based services. Customer churn (aka customer attrition) can be defined as the loss of customers, and it is caused by a change in taste, lack of proper customer relationship strategy, change of residence and several other reasons. In this article, I will employ the superpowers of machine learning to assist a hypothetical company in predicting customer churn. If businesses can effectively predict customer attrition, they can segment those customers that are highly likely to churn and provide better services to them. In this way, they can achieve a high customer retention rate and maximize their revenue.
The Best Free Books for Learning Data Science
The Elements of Statistical Learning - Another valuable statistics text that covers just about everything you might want to know, and then some (it's over 750 pages long). Make sure you get the most updated version of the book from here (as of this writing, that's the 2017 edition). Data Mining and Analysis - This Cambridge University Press text will take you deep into the statistics and algorithms used for various types of data analysis. Do you need books to learn data science?
Short-term forecasting of Italian residential gas demand
Marziali, Andrea, Fabbiani, Emanuele, De Nicolao, Giuseppe
Natural gas is the most important energy source in Italy: it fuels thermoelectric power plants, industrial facilities and domestic heating. Gas demand forecasting is a critical task for any energy provider as it impacts on pipe reservation and stock planning. In this paper, the one-day-ahead forecasting of Italian daily residential gas demand is studied. Five predictors are developed and compared: Ridge Regression, Gaussian Process, k-Nearest Neighbour, Artificial Neural Network, and Torus Model. Preprocessing and feature selection are also discussed in detail. Concerning the prediction error, a theoretical bound on the best achievable root mean square error is worked out assuming ideal conditions, except for the inaccuracy of meteorological temperature forecasts, whose effects are properly propagated. The best predictors, namely the Artificial Neural Network and the Gaussian Process, achieve an RMSE which is twice the performance limit, suggesting that precise predictions of residential gas demand can be achieved at country level.
A One-Class Support Vector Machine Calibration Method for Time Series Change Point Detection
Jin, Baihong, Chen, Yuxin, Li, Dan, Poolla, Kameshwar, Sangiovanni-Vincentelli, Alberto
Abstract--It is important to identify the change point of a system's health status, which usually signifies an incipient fault under development. The One-Class Support Vector Machine (OC-SVM) is a popular machine learning model for anomaly detection and hence could be used for identifying change points; however, it is sometimes difficult to obtain a good OC-SVM model that can be used on sensor measurement time series to identify the change points in system health status. In this paper, we propose a novel approach for calibrating OC-SVM models. The approach uses a heuristic search method to find a good set of input data and hyperparameters that yield a well-performing model. Our results on the C-MAPSS dataset demonstrate that OC-SVM can also achieve satisfactory accuracy in detecting change point in time series with fewer training data, compared to state-of-theart deeplearning approaches. In our case study, the OC-SVM calibrated by the proposed model is shown to be useful especially in scenarios with limited amount of training data.