Statistical Learning
Stochastic Gradient Descent for Nonconvex Learning without Bounded Gradient Assumptions
Lei, Yunwen, Hu, Ting, Tang, Ke
Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing theoretical results for SGD applied to nonconvex objective functions are far from mature. For example, existing results require to impose a nontrivial assumption on the uniform boundedness of gradients for all iterates encountered in the learning process, which is hard to verify in practical implementations. In this paper, we establish a rigorous theoretical foundation for SGD in nonconvex learning by showing that this boundedness assumption can be removed without affecting convergence rates. In particular, we establish sufficient conditions for almost sure convergence as well as optimal convergence rates for SGD applied to both general nonconvex objective functions and gradient-dominated objective functions. A linear convergence is further derived in the case with zero variances.
A Relational Tucker Decomposition for Multi-Relational Link Prediction
Wang, Yanjie, Broscheit, Samuel, Gemulla, Rainer
We propose the Relational Tucker3 (RT) decomposition for multi-relational link prediction in knowledge graphs. We show that many existing knowledge graph embedding models are special cases of the RT decomposition with certain predefined sparsity patterns in its components. In contrast to these prior models, RT decouples the sizes of entity and relation embeddings, allows parameter sharing across relations, and does not make use of a predefined sparsity pattern. We use the RT decomposition as a tool to explore whether it is possible and beneficial to automatically learn sparsity patterns, and whether dense models can outperform sparse models (using the same number of parameters). Our experiments indicate that---depending on the dataset--both questions can be answered affirmatively.
Artificial Intelligence and Machine Learning to Predict and Improve Efficiency in Manufacturing Industry
Hassani, Ibtissam El, Mazgualdi, Choumicha El, Masrour, Tawfik
The overall equipment effectiveness (OEE) is a performance measurement metric widely used. Its calculation provides to the managers the possibility to identify the main losses that reduce the machine effectiveness and then take the necessary decisions in order to improve the situation. However, this calculation is done a-posterior which is often too late. In the present research, we implemented different Machine Learning algorithms namely; Support vector machine, Optimized Support vector Machine (using Genetic Algorithm), Random Forest, XGBoost and Deep Learning to predict the estimate OEE value. The data used to train our models was provided by an automotive cable production industry. The results show that the Deep Learning and Random Forest are more accurate and present better performance for the prediction of the overall equipment effectiveness in our case study.
Deep Uncertainty Quantification: A Machine Learning Approach for Weather Forecasting
Wang, Bin, Lu, Jie, Yan, Zheng, Luo, Huaishao, Li, Tianrui, Zheng, Yu, Zhang, Guangquan
Weather forecasting is usually solved through numerical weather prediction (NWP), which can sometimes lead to unsatisfactory performance due to inappropriate setting of the initial states. In this paper, we design a data-driven method augmented by an effective information fusion mechanism to learn from historical data that incorporates prior knowledge from NWP. We cast the weather forecasting problem as an end-to-end deep learning problem and solve it by proposing a novel negative log-likelihood error (NLE) loss function. A notable advantage of our proposed method is that it simultaneously implements single-value forecasting and uncertainty quantification, which we refer to as deep uncertainty quantification (DUQ). Efficient deep ensemble strategies are also explored to further improve performance. This new approach was evaluated on a public dataset collected from weather stations in Beijing, China. Experimental results demonstrate that the proposed NLE loss significantly improves generalization compared to mean squared error (MSE) loss and mean absolute error (MAE) loss. Compared with NWP, this approach significantly improves accuracy by 47.76%, which is a state-of-the-art result on this benchmark dataset. The preliminary version of the proposed method won 2nd place in an online competition for daily weather forecasting.
Building Information Modeling (BIM): Machine Learning for the Construction Industry
This guest post is originally authored by David Martínez, CEO at Ibim Building Twice S.L. and Pedro Núñez, I D I Manager at Ibim. Building Information Modeling (BIM) is revolutionizing the construction industry. Unlike the data generated by computer-aided design (CAD), which represent flat shapes or volumes and 2D drawings consisting of lines, BIM data represent the reality of the built structure. This new way of digitizing the real world is superior in operational terms, and the structure of its data is ideal for analytical purposes and the application of Machine Learning techniques. BigML enables BIM consultancies, Project Management Offices (PMO), construction companies, and developers to apply Machine Learning to BIM (even experimentally).
Data Science in 90 Seconds: kNN - DATAVERSITY
Click to learn more about video blogger Laura Kahn. This is Lesson 11 in the Data Science in 90 Seconds video blog series from host Laura Kahn. The series covers some of the most prominent questions in Data Science such as Supervised and Unsupervised Learning, K-Means Clustering, Naive Bayes, Decision Trees and Random Forests, Ridge Regression, kNN and more.
Machine Learning Classification Methods and Factor Investing
Regression predicts a continuous value: for example, the return on an asset. Classification predicts a discrete value: for example, will a stock outperform next period? This is a binary classification problem, predicting a yes/no response. Another example: Which quartile will a stock's performance fall into next month? This is multinomial classification, predicting a categorical variable with 4 possible outcomes.
Medical Diagnosis with a Novel SVM-CoDOA Based Hybrid Approach
Machine Learning is an important sub-field of the Artificial Intelligence and it has been become a very critical task to train Machine Learning techniques via effective method or techniques. Recently, researchers try to use alternative techniques to improve ability of Machine Learning techniques. Moving from the explanations, objective of this study is to introduce a novel SVM-CoDOA (Cognitive Development Optimization Algorithm trained Support Vector Machines) system for general medical diagnosis. In detail, the system consists of a SVM, which is trained by CoDOA, a newly developed optimization algorithm. As it is known, use of optimization algorithms is an essential task to train and improve Machine Learning techniques. In this sense, the study has provided a medical diagnosis oriented problem scope in order to show effectiveness of the SVM-CoDOA hybrid formation.
Learning Linear Dynamical Systems with Semi-Parametric Least Squares
Simchowitz, Max, Boczar, Ross, Recht, Benjamin
We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle inequality which demonstrates that this procedure provably mitigates the variance introduced by long-term dependencies. We then demonstrate that prefiltered least squares yields, to our knowledge, the first algorithm that provably estimates the parameters of partially-observed linear systems that attains rates which do not not incur a worst-case dependence on the rate at which these dependencies decay. The algorithm is provably consistent even for systems which satisfy the weaker marginal stability condition obeyed by many classical models based on Newtonian mechanics. In this context, our semi-parametric framework yields guarantees for both stochastic and worst-case noise.
Quantitative Central Limit Theorems for Discrete Stochastic Processes
Cheng, Xiang, Bartlett, Peter L., Jordan, Michael I.
Many randomized algorithms in machine learning can be analyzed as some kind of stochastic process. For example, MCMC algorithms intentionally inject carefully designed randomness in order to sample from a desired target distribution. There is a second category of randomized algorithms for which the for which the goal is optimization rather than sampling, and the randomness is viewed as a price to pay for computational tractability. For example, stochastic gradient methods for large scale optimization use noisy estimates of a gradient because they are cheap. While such algorithms are not designed with the goal of sampling from a target distribution, an algorithm of this kind has random outputs, and its behavior is determined by the distribution of its output. Results in this paper provide tools for analyzing the convergence of such algorithms as stochastic processes.