Statistical Learning
DTN: A Learning Rate Scheme with Convergence Rate of $\mathcal{O}(1/t)$ for SGD
Nguyen, Lam M., Nguyen, Phuong Ha, Phan, Dzung T., Kalagnanam, Jayant R., van Dijk, Marten
We propose a novel diminishing learning rate scheme, coined Decreasing-Trend-Nature (DTN), which allows us to prove fast convergence of the Stochastic Gradient Descent (SGD) algorithm to a first-order stationary point for smooth general convex and some class of nonconvex including neural network applications for classification problems. We are the first to prove that SGD with diminishing learning rate achieves a convergence rate of $\mathcal{O}(1/t)$ for these problems. Our theory applies to neural network applications for classification problems in a straightforward way.
Supervised Multiscale Dimension Reduction for Spatial Interaction Networks
In modern applications, we frequently encounter complex object-type data, such as functions (Ramsay and Silverman, 2006), trees (Wang and Marron, 2007), shapes (Srivastava et al., 2011), and networks (Durante et al., 2017). In many instances, such data are collected repeatedly under different conditions, with an additional response variable of interest available for each replicate. This has motivated an increasingly rich literature on generalizing regression on vector predictors to settings involving more elaborate object-type predictors with special characteristics, such as functions (James, 2002), manifolds (Nilsson et al., 2007), tensors (Zhou et al., 2013), and undirected networks (Guha and Rodriguez, 2018). Complex objects are often built recursively from simpler parts. In this article, we introduce a new class of object data, denoted composite objects (CO), which are structured data composed of primitive objects (POs). Many common data types can be seen as instances of the CO family, such as a collection of time-stamped events, connections between regions of the brain, or basketball shots on the court. The component POs in COtype data can be enormous and mostly distinctive from one another across replicates, presenting new challenges for data exploration, analysis, and visualization. We are interested in identifying the association between the patterns of coordinated interactions among individual units in a group and the performance of the group. In this article, we focus on analyzing the FIFA World Cup 2018 data collected by StatsBomb.
Additive Margin SincNet for Speaker Recognition
Nunes, Joรฃo Antรดnio Chagas, Macรชdo, David, Zanchettin, Cleber
Speaker Recognition is a challenging task with essential applications such as authentication, automation, and security. The SincNet is a new deep learning based model which has produced promising results to tackle the mentioned task. To train deep learning systems, the loss function is essential to the network performance. The Softmax loss function is a widely used function in deep learning methods, but it is not the best choice for all kind of problems. For distance-based problems, one new Softmax based loss function called Additive Margin Softmax (AM-Softmax) is proving to be a better choice than the traditional Softmax. The AM-Softmax introduces a margin of separation between the classes that forces the samples from the same class to be closer to each other and also maximizes the distance between classes. In this paper, we propose a new approach for speaker recognition systems called AM-SincNet, which is based on the SincNet but uses an improved AM-Softmax layer. The proposed method is evaluated in the TIMIT dataset and obtained an improvement of approximately 40% in the Frame Error Rate compared to SincNet.
Towards Fair Deep Clustering With Multi-State Protected Variables
Fair clustering under the disparate impact doctrine requires that population of each protected group should be approximately equal in every cluster. Previous work investigated a difficult-to-scale pre-processing step for $k$-center and $k$-median style algorithms for the special case of this problem when the number of protected groups is two. In this work, we consider a more general and practical setting where there can be many protected groups. To this end, we propose Deep Fair Clustering, which learns a discriminative but fair cluster assignment function. The experimental results on three public datasets with different types of protected attribute show that our approach can steadily improve the degree of fairness while only having minor loss in terms of clustering quality.
Support Feature Machines
Maszczyk, Tomasz, Duch, Wลodzisลaw
Support Vector Machines (SVMs) with various kernels have played dominant role in machine learning for many years, finding numerous applications. Although they have many attractive features interpretation of their solutions is quite difficult, the use of a single kernel type may not be appropriate in all areas of the input space, convergence problems for some kernels are not uncommon, the standard quadratic programming solution has $O(m^3)$ time and $O(m^2)$ space complexity for $m$ training patterns. Kernel methods work because they implicitly provide new, useful features. Such features, derived from various kernels and other vector transformations, may be used directly in any machine learning algorithm, facilitating multiresolution, heterogeneous models of data. Therefore Support Feature Machines (SFM) based on linear models in the extended feature spaces, enabling control over selection of support features, give at least as good results as any kernel-based SVMs, removing all problems related to interpretation, scaling and convergence. This is demonstrated for a number of benchmark datasets analyzed with linear discrimination, SVM, decision trees and nearest neighbor methods.
Machine learning with the "diabetes" data set in R โ Towards Data Science
We'll begin by applying the k-nearest neighbors method of classifying patients by their similarity to other patients. For this method (and all subsequent methods), we'll start by separating the data set into "training" and "test" sets. We'll build our model based on the relationship between the predictors and the outcome on the training set, then use the model's specifications to predict the outcome on the test set. We can then compare our predicted outcomes to the test set's actual diabetes status to give us a measure of model accuracy. For k-nearest neighbors, we compute the outcome for each test case by comparing that case to the "nearest neighbors" in the training set.
Fitting a Neural Network Using Randomized Optimization in Python
Python's mlrose package provides functionality for implementing some of the most popular randomization and search algorithms, and applying them to a range of different optimization problem domains. In this tutorial, we will discuss how mlrose can be used to find the optimal weights for machine learning models, such as neural networks and regression models. That is, to solve the machine learning weight optimization problem. This is the third in a series of three tutorials about using mlrose to solve randomized optimization problems. Part 1 can be found here and Part 2 can be found here. For a number of different machine learning models, the process of fitting the model parameters involves finding the parameter values that minimize a pre-specified loss function for a given training set.
Example and Feature importance-based Explanations for Black-box Machine Learning Models
Adhikari, Ajaya, Tax, D. M. J, Satta, Riccardo, Fath, Matthias
As machine learning models become more accurate, they typically become more complex and uninterpretable by humans. The black-box character of these models holds back its acceptance in practice, especially in high-risk domains where the consequences of failure could be catastrophic such as health-care or defense. Providing understandable and useful explanations behind ML models or predictions can increase the trust of the user. Example-based reasoning, which entails leveraging previous experience with analogous tasks to make a decision, is a well known strategy for problem solving and justification. This work presents a new explanation extraction method called LEAFAGE, for a prediction made by any black-box ML model. The explanation consists of the visualization of similar examples from the training set and the importance of each feature. Moreover, these explanations are contrastive which aims to take the expectations of the user into account. LEAFAGE is evaluated in terms of fidelity to the underlying black-box model and usefulness to the user. The results showed that LEAFAGE performs overall better than the current state-of-the-art method LIME in terms of fidelity, on ML models with non-linear decision boundary. A user-study was conducted which focused on revealing the differences between example-based and feature importance-based explanations. It showed that example-based explanations performed significantly better than feature importance-based explanation, in terms of perceived transparency, information sufficiency, competence and confidence. Counter-intuitively, when the gained knowledge of the participants was tested, it showed that they learned less about the black-box model after seeing a feature importance-based explanation than seeing no explanation at all. The participants found feature importance-based explanation vague and hard to generalize it to other instances.
Fair Regression for Health Care Spending
The distribution of health care payments to insurance plans has substantial consequences for social policy. Risk adjustment formulas predict spending in health insurance markets in order to provide fair benefits and health care coverage for all enrollees, regardless of their health status. Unfortunately, current risk adjustment formulas are known to undercompensate payments to health insurers for specific groups of enrollees (by underpredicting their spending). Much of the existing algorithmic fairness literature for group fairness to date has focused on classifiers and binary outcomes. To improve risk adjustment formulas for undercompensated groups, we expand on concepts from the statistics, computer science, and health economics literature to develop new fair regression methods for continuous outcomes by building fairness considerations directly into the objective function. We additionally propose a novel measure of fairness while asserting that a suite of metrics is necessary in order to evaluate risk adjustment formulas more fully. Our data application using the IBM MarketScan Research Databases and simulation studies demonstrate that these new fair regression methods may lead to massive improvements in group fairness with only small reductions in overall fit.
The CM Algorithm for the Maximum Mutual Information Classifications of Unseen Instances
The Maximum Mutual Information (MMI) criterion is different from the Least Error Rate (LER) criterion. It can reduce failing to report small probability events. This paper introduces the Channels Matching (CM) algorithm for the MMI classifications of unseen instances. It also introduces some semantic information methods, which base the CM algorithm. In the CM algorithm, label learning is to let the semantic channel match the Shannon channel (Matching I) whereas classifying is to let the Shannon channel match the semantic channel (Matching II). We can achieve the MMI classifications by repeating Matching I and II. For low-dimensional feature spaces, we only use parameters to construct n likelihood functions for n different classes (rather than to construct partitioning boundaries as gradient descent) and expresses the boundaries by numerical values. Without searching in parameter spaces, the computation of the CM algorithm for low-dimensional feature spaces is very simple and fast. Using a two-dimensional example, we test the speed and reliability of the CM algorithm by different initial partitions. For most initial partitions, two iterations can make the mutual information surpass 99% of the convergent MMI. The analysis indicates that for high-dimensional feature spaces, we may combine the CM algorithm with neural networks to improve the MMI classifications for faster and more reliable convergence.