Statistical Learning
Tight Analyses for Non-Smooth Stochastic Gradient Descent
Harvey, Nicholas J. A., Liaw, Christopher, Plan, Yaniv, Randhawa, Sikander
Consider the problem of minimizing functions that are Lipschitz and strongly convex, but not necessarily differentiable. We prove that after $T$ steps of stochastic gradient descent, the error of the final iterate is $O(\log(T)/T)$ with high probability. We also construct a function from this class for which the error of the final iterate of deterministic gradient descent is $\Omega(\log(T)/T)$. This shows that the upper bound is tight and that, in this setting, the last iterate of stochastic gradient descent has the same general error rate (with high probability) as deterministic gradient descent. This resolves both open questions posed by Shamir (2012). An intermediate step of our analysis proves that the suffix averaging method achieves error $O(1/T)$ with high probability, which is optimal (for any first-order optimization method). This improves results of Rakhlin (2012) and Hazan and Kale (2014), both of which achieved error $O(1/T)$, but only in expectation, and achieved a high probability error bound of $O(\log \log(T)/T)$, which is suboptimal. We prove analogous results for functions that are Lipschitz and convex, but not necessarily strongly convex or differentiable. After $T$ steps of stochastic gradient descent, the error of the final iterate is $O(\log(T)/\sqrt{T})$ with high probability, and there exists a function for which the error of the final iterate of deterministic gradient descent is $\Omega(\log(T)/\sqrt{T})$.
Next Hit Predictor - Self-exciting Risk Modeling for Predicting Next Locations of Serial Crimes
Our goal is to predict the location of the next crime in a crime series, based on the identified previous offenses in the series. We build a predictive model called Next Hit Predictor (NHP) that finds the most likely location of the next serial crime via a carefully designed risk model. The risk model follows the paradigm of a self-exciting point process which consists of a background crime risk and triggered risks stimulated by previous offenses in the series. Thus, NHP creates a risk map for a crime series at hand. To train the risk model, we formulate a convex learning objective that considers pairwise rankings of locations and use stochastic gradient descent to learn the optimal parameters. Next Hit Predictor incorporates both spatial-temporal features and geographical characteristics of prior crime locations in the series. Next Hit Predictor has demonstrated promising results on decades' worth of serial crime data collected by the Crime Analysis Unit of the Cambridge Police Department in Massachusetts, USA.
On the potential for open-endedness in neural networks
Guttenberg, Nicholas, Virgo, Nathaniel, Penn, Alexandra
Natural evolution gives the impression of leading to an open-ended process of increasing diversity and complexity. If our goal is to produce such open-endedness artificially, this suggests an approach driven by evolutionary metaphor. On the other hand, techniques from machine learning and artificial intelligence are often considered too narrow to provide the sort of exploratory dynamics associated with evolution. In this paper, we hope to bridge that gap by reviewing common barriers to open-endedness in the evolution-inspired approach and how they are dealt with in the evolutionary case - collapse of diversity, saturation of complexity, and failure to form new kinds of individuality. We then show how these problems map onto similar issues in the machine learning approach, and discuss how the same insights and solutions which alleviated those barriers in evolutionary approaches can be ported over. At the same time, the form these issues take in the machine learning formulation suggests new ways to analyze and resolve barriers to open-endedness. Ultimately, we hope to inspire researchers to be able to interchangeably use evolutionary and gradient-descent-based machine learning methods to approach the design and creation of open-ended systems.
Regression and Classification by Zonal Kriging
Serra, Jean, Angulo, Jesus, Kiran, B Ravi
Consider a family $Z=\{\boldsymbol{x_{i}},y_{i}$,$1\leq i\leq N\}$ of $N$ pairs of vectors $\boldsymbol{x_{i}} \in \mathbb{R}^d$ and scalars $y_{i}$ that we aim to predict for a new sample vector $\mathbf{x}_0$. Kriging models $y$ as a sum of a deterministic function $m$, a drift which depends on the point $\boldsymbol{x}$, and a random function $z$ with zero mean. The zonality hypothesis interprets $y$ as a weighted sum of $d$ random functions of a single independent variables, each of which is a kriging, with a quadratic form for the variograms drift. We can therefore construct an unbiased estimator $y^{*}(\boldsymbol{x_{0}})=\sum_{i}\lambda^{i}z(\boldsymbol{x_{i}})$ de $y(\boldsymbol{x_{0}})$ with minimal variance $E[y^{*}(\boldsymbol{x_{0}})-y(\boldsymbol{x_{0}})]^{2}$, with the help of the known training set points. We give the explicitly closed form for $\lambda^{i}$ without having calculated the inverse of the matrices.
Surrogate-assisted Bayesian inversion for landscape and basin evolution models
Chandra, Rohitash, Azam, Danial, Kapoor, Arpit, Mรผller, R. Dietmar
The complex and computationally expensive features of the forward landscape and sedimentary basin evolution models pose a major challenge in the development of efficient inference and optimization methods. Bayesian inference provides a methodology for estimation and uncertainty quantification of free model parameters. In our previous work, parallel tempering Bayeslands was developed as a framework for parameter estimation and uncertainty quantification for the landscape and basin evolution modelling software Badlands. Parallel tempering Bayeslands features high-performance computing with dozens of processing cores running in parallel to enhance computational efficiency. Although parallel computing is used, the procedure remains computationally challenging since thousands of samples need to be drawn and evaluated. In large-scale landscape and basin evolution problems, a single model evaluation can take from several minutes to hours, and in certain cases, even days. Surrogate-assisted optimization has been with successfully applied to a number of engineering problems. This motivates its use in optimisation and inference methods suited for complex models in geology and geophysics. Surrogates can speed up parallel tempering Bayeslands by developing computationally inexpensive surrogates to mimic expensive models. In this paper, we present an application of surrogate-assisted parallel tempering where that surrogate mimics a landscape evolution model including erosion, sediment transport and deposition, by estimating the likelihood function that is given by the model. We employ a machine learning model as a surrogate that learns from the samples generated by the parallel tempering algorithm. The results show that the methodology is effective in lowering the overall computational cost significantly while retaining the quality of solutions.
Bridging the Generalization Gap: Training Robust Models on Confounded Biological Data
Liu, Tzu-Yu, Kannan, Ajay, Drake, Adam, Bertin, Marvin, Wan, Nathan
Statistical learning on biological data can be challenging due to confounding variables in sample collection and processing. Confounders can cause models to generalize poorly and result in inaccurate prediction performance metrics if models are not validated thoroughly. In this paper, we propose methods to control for confounding factors and further improve prediction performance. We introduce OrthoNormal basis construction In cOnfounding factor Normalization (ONION) to remove confounding covariates and use the Domain-Adversarial Neural Network (DANN) to penalize models for encoding confounder information. We apply the proposed methods to simulated and empirical patient data and show significant improvements in generalization.
Evaluating Patient Readmission Risk: A Predictive Analytics Approach
Choudhury, Avishek, Greene, Dr. Christopher M
With the emergence of the Hospital Readmission Reduction Program of the Center for Medicare and Medicaid Services on October 1, 2012, forecasting unplanned patient readmission risk became crucial to the healthcare domain. There are tangible works in the literature emphasizing on developing readmission risk prediction models; However, the models are not accurate enough to be deployed in an actual clinical setting. Our study considers patient readmission risk as the objective for optimization and develops a useful risk prediction model to address unplanned readmissions. Furthermore, Genetic Algorithm and Greedy Ensemble is used to optimize the developed model constraints.
Identification of Cancer - Mesothelioma Disease Using Logistic Regression and Association Rule
Malignant Pleural Mesothelioma (MPM) or malignant mesothelioma (MM) is an atypical, aggressive tumor that matures into cancer in the pleura, a stratum of tissue bordering the lungs. Diagnosis of MPM is difficult and it accounts for about seventy-five percent of all mesothelioma diagnosed yearly in the United States of America. Being a fatal disease, early identification of MPM is crucial for patient survival. Our study implements logistic regression and develops association rules to identify early stage symptoms of MM. We retrieved medical reports generated by Dicle University and implemented logistic regression to measure the model accuracy. We conducted (a) logistic correlation, (b) Omnibus test and (c) Hosmer and Lemeshow test for model evaluation. Moreover, we also developed association rules by confidence, rule support, lift, condition support and deployability. Categorical logistic regression increases the training accuracy from 72.30% to 81.40% with a testing accuracy of 63.46%. The study also shows the top 5 symptoms that is mostly likely indicates the presence in MM. This study concludes that using predictive modeling can enhance primary presentation and diagnosis of MM.
Classification of Cervical Cancer Dataset
Choudhury, Avishek, Wesabi, Y. M. S Al, Won, Daehan
Cervical cancer is the leading gynecological malignancy worldwide. This paper presents diverse classification techniques and shows the advantage of feature selection approaches to the best predicting of cervical cancer disease. There are thirty-two attributes with eight hundred and fifty-eight samples. Besides, this data suffers from missing values and imbalance data. Therefore, over-sampling, under-sampling and embedded over and under sampling have been used. Furthermore, dimensionality reduction techniques are required for improving the accuracy of the classifier. Therefore, feature selection methods have been studied as they divided into two distinct categories, filters and wrappers. The results show that age, first sexual intercourse, number of pregnancies, smokes, hormonal contraceptives, and STDs: genital herpes are the main predictive features with high accuracy with 97.5%. Decision Tree classifier is shown to be advantageous in handling classification assignment with excellent performance.
Decision Support System for Renal Transplantation
Khan, Ehsan, Choudhury, Avishek, Friedman, Amy L, Won, Daehan
The burgeoning need for kidney transplantation mandates immediate attention. Mismatch of deceased donor-recipient kidney leads to post-transplant death. To ensure ideal kidney donor-recipient match and minimize post-transplant deaths, the paper develops a prediction model that identifies factors that determine the probability of success of renal transplantation, that is, if the kidney procured from the deceased donor can be transplanted or discarded. The paper conducts a study enveloping data for 584 imported kidneys collected from 12 transplant centers associated with an organ procurement organization located in New York City, NY. The predicting model yielding best performance measures can be beneficial to the healthcare industry. Transplant centers and organ procurement organizations can take advantage of the prediction model to efficiently predict the outcome of kidney transplantation. Consequently, it will reduce the mortality rate caused by mismatching of donor-recipient kidney transplantation during the surgery.