Statistical Learning
Model Evaluation, Model Selection, and Algorithm Selection in Machine Learning
The correct use of model evaluation, model selection, and algorithm selection techniques is vital in academic machine learning research as well as in many industrial settings. This article reviews different techniques that can be used for each of these three subtasks and discusses the main advantages and disadvantages of each technique with references to theoretical and empirical studies. Further, recommendations are given to encourage best yet feasible practices in research and applications of machine learning. Common methods such as the holdout method for model evaluation and selection are covered, which are not recommended when working with small datasets. Different flavors of the bootstrap technique are introduced for estimating the uncertainty of performance estimates, as an alternative to confidence intervals via normal approximation if bootstrapping is computationally feasible. Common cross-validation techniques such as leave-one-out cross-validation and k-fold cross-validation are reviewed, the bias-variance trade-off for choosing k is discussed, and practical tips for the optimal choice of k are given based on empirical evidence. Different statistical tests for algorithm comparisons are presented, and strategies for dealing with multiple comparisons such as omnibus tests and multiple-comparison corrections are discussed. Finally, alternative methods for algorithm selection, such as the combined F-test 5x2 cross-validation and nested cross-validation, are recommended for comparing machine learning algorithms when datasets are small.
Challenging Common Assumptions in the Unsupervised Learning of Disentangled Representations
Locatello, Francesco, Bauer, Stefan, Lucic, Mario, Gelly, Sylvain, Schรถlkopf, Bernhard, Bachem, Olivier
In recent years, the interest in unsupervised learning of disentangled representations has significantly increased. The key assumption is that real-world data is generated by a few explanatory factors of variation and that these factors can be recovered by unsupervised learning algorithms. A large number of unsupervised learning approaches based on auto-encoding and quantitative evaluation metrics of disentanglement have been proposed; yet, the efficacy of the proposed approaches and utility of proposed notions of disentanglement has not been challenged in prior work. In this paper, we provide a sober look on recent progress in the field and challenge some common assumptions. We first theoretically show that the unsupervised learning of disentangled representations is fundamentally impossible without inductive biases on both the models and the data. Then, we train more than 12000 models covering the six most prominent methods, and evaluate them across six disentanglement metrics in a reproducible large-scale experimental study on seven different data sets. On the positive side, we observe that different methods successfully enforce properties "encouraged" by the corresponding losses. On the negative side, we observe in our study that well-disentangled models seemingly cannot be identified without access to ground-truth labels even if we are allowed to transfer hyperparameters across data sets. Furthermore, increased disentanglement does not seem to lead to a decreased sample complexity of learning for downstream tasks. These results suggest that future work on disentanglement learning should be explicit about the role of inductive biases and (implicit) supervision, investigate concrete benefits of enforcing disentanglement of the learned representations, and consider a reproducible experimental setup covering several data sets.
Learning to Learn without Forgetting By Maximizing Transfer and Minimizing Interference
Riemer, Matthew, Cases, Ignacio, Ajemian, Robert, Liu, Miao, Rish, Irina, Tu, Yuhai, Tesauro, Gerald
Lack of performance when it comes to continual learning over non-stationary distributions of data remains a major challenge in scaling neural network learning to more human realistic settings. In this work we propose a new conceptualization of the continual learning problem in terms of a temporally symmetric trade-off between transfer and interference that can be optimized by enforcing gradient alignment across examples. We then propose a new algorithm, Meta-Experience Replay (MER), that directly exploits this view by combining experience replay with optimization based meta-learning. This method learns parameters that make interference based on future gradients less likely and transfer based on future gradients more likely. We conduct experiments across continual lifelong supervised learning benchmarks and non-stationary reinforcement learning environments demonstrating that our approach consistently outperforms recently proposed baselines for continual learning. Our experiments show that the gap between the performance of MER and baseline algorithms grows both as the environment gets more non-stationary and as the fraction of the total experiences stored gets smaller.
Disentangled Variational Auto-Encoder for Semi-supervised Learning
Li, Yang, Pan, Quan, Wang, Suhang, Peng, Haiyun, Yang, Tao, Cambria, Erik
Semi-supervised learning is attracting increasing attention due to the fact that datasets of many domains lack enough labeled data. Variational Auto-Encoder (VAE), in particular, has demonstrated the benefits of semi-supervised learning. The majority of existing semi-supervised VAEs utilize a classifier to exploit label information, where the parameters of the classifier are introduced to the VAE. Given the limited labeled data, learning the parameters for the classifiers may not be an optimal solution for exploiting label information. Therefore, in this paper, we develop a novel approach for semi-supervised VAE without classifier. Specifically, we propose a new model called Semi-supervised Disentangled VAE (SDVAE), which encodes the input data into disentangled representation and non-interpretable representation, then the category information is directly utilized to regularize the disentangled representation via the equality constraint. To further enhance the feature learning ability of the proposed VAE, we incorporate reinforcement learning to relieve the lack of data. The dynamic framework is capable of dealing with both image and text data with its corresponding encoder and decoder networks. Extensive experiments on image and text datasets demonstrate the effectiveness of the proposed framework.
Using machine learning for audio-based identification of beehive states
Researchers at Universitร Politecnica delle Marche, Queen Mary University of London and the Alan Turing Institute have recently collaborated on a research project aimed at identifying beehive states using machine learning. Their study, pre-published on arXiv, investigated the use of both support vector machines (SVMs) and convolutional neural networks (CNNs) for beehive state recognition, using audio data. The data used in this study was collected as part of the NU-Hive project, a research endeavor that led to the development of a system to monitor the condition of beehives by exploiting the sounds they emit. The researchers trained machine learning algorithms to analyze this audio data and identify the states of different beehives. "Our research is motivated by the decline in honeybee colonies over recent years in Europe and the rest of the world," Stefania Cecchi, a researcher who carried out the study, told TechXplore.
Efficiency and robustness in Monte Carlo sampling of 3-D geophysical inversions with Obsidian v0.1.2: Setting up for success
Scalzo, Richard, Kohn, David, Olierook, Hugo, Houseman, Gregory, Chandra, Rohitash, Girolami, Mark, Cripps, Sally
The rigorous quantification of uncertainty in geophysical inversions is a challenging problem. Inversions are often ill-posed and the likelihood surface may be multi-modal; properties of any single mode become inadequate uncertainty measures, and sampling methods become inefficient for irregular posteriors or high-dimensional parameter spaces. We explore the influences of different choices made by the practitioner on the efficiency and accuracy of Bayesian geophysical inversion methods that rely on Markov chain Monte Carlo sampling to assess uncertainty, using a multi-sensor inversion of the three-dimensional structure and composition of a region in the Cooper Basin of South Australia as a case study. The inversion is performed using an updated version of the Obsidian distributed inversion software. We find that the posterior for this inversion has complex local covariance structure, hindering the efficiency of adaptive sampling methods that adjust the proposal based on the chain history. Within the context of a parallel-tempered Markov chain Monte Carlo scheme for exploring high-dimensional multi-modal posteriors, a preconditioned Crank-Nicholson proposal outperforms more conventional forms of random walk. Aspects of the problem setup, such as priors on petrophysics or on 3-D geological structure, affect the shape and separation of posterior modes, influencing sampling performance as well as the inversion results. Use of uninformative priors on sensor noise can improve inversion results by enabling optimal weighting among multiple sensors even if noise levels are uncertain. Efficiency could be further increased by using posterior gradient information within proposals, which Obsidian does not currently support, but which could be emulated using posterior surrogates.
Mixture of Regression Experts in fMRI Encoding
Oota, Subba Reddy, Avvaru, Adithya, Manwani, Naresh, Bapi, Raju S.
fMRI semantic category understanding using linguistic encoding models attempt to learn a forward mapping that relates stimuli to the corresponding brain activation. Classical encoding models use linear multi-variate methods to predict the brain activation (all voxels) given the stimulus. However, these methods essentially assume multiple regions as one large uniform region or several independent regions, ignoring connections among them. In this paper, we present a mixture of experts-based model where a group of experts captures brain activity patterns related to particular regions of interest (ROI) and also show the discrimination across different experts. The model is trained word stimuli encoded as 25-dimensional feature vectors as input and the corresponding brain responses as output. Given a new word (25-dimensional feature vector), it predicts the entire brain activation as the linear combination of multiple experts brain activations. We argue that each expert learns a certain region of brain activations corresponding to its category of words, which solves the problem of identifying the regions with a simple encoding model. We showcase that proposed mixture of experts-based model indeed learns region-based experts to predict the brain activations with high spatial accuracy.
Data-driven Air Quality Characterisation for Urban Environments: a Case Study
Zhou, Yuchao, De, Suparna, Ewa, Gideon, Perera, Charith, Moessner, Klaus
The economic and social impact of poor air quality in towns and cities is increasingly being recognised, together with the need for effective ways of creating awareness of real-time air quality levels and their impact on human health. With local authority maintained monitoring stations being geographically sparse and the resultant datasets also featuring missing labels, computational data-driven mechanisms are needed to address the data sparsity challenge. In this paper, we propose a machine learning-based method to accurately predict the Air Quality Index (AQI), using environmental monitoring data together with meteorological measurements. To do so, we develop an air quality estimation framework that implements a neural network that is enhanced with a novel Non-linear Autoregressive neural network with exogenous input (NARX), especially designed for time series prediction. The framework is applied to a case study featuring different monitoring sites in London, with comparisons against other standard machine-learning based predictive algorithms showing the feasibility and robust performance of the proposed method for different kinds of areas within an urban region.
Measuring the Stability of EHR- and EKG-based Predictive Models
Miller, Andrew C., Obermeyer, Ziad, Mullainathan, Sendhil
Databases of electronic health records (EHRs) are increasingly used to inform clinical decisions. Machine learning methods can find patterns in EHRs that are predictive of future adverse outcomes. However, statistical models may be built upon patterns of health-seeking behavior that vary across patient subpopulations, leading to poor predictive performance when training on one patient population and predicting on another. This note proposes two tests to better measure and understand model generalization. We use these tests to compare models derived from two data sources: (i) historical medical records, and (ii) electrocardiogram (EKG) waveforms. In a predictive task, we show that EKG-based models can be more stable than EHR-based models across different patient populations.
AnyThreat: An Opportunistic Knowledge Discovery Approach to Insider Threat Detection
Haidar, Diana, Gaber, Mohamed Medhat, Kovalchuk, Yevgeniya
Insider threat detection is getting an increased concern from academia, industry, and governments due to the growing number of malicious insider incidents. The existing approaches proposed for detecting insider threats still have a common shortcoming, which is the high number of false alarms (false positives). The challenge in these approaches is that it is essential to detect all anomalous behaviours which belong to a particular threat. To address this shortcoming, we propose an opportunistic knowledge discovery system, namely AnyThreat, with the aim to detect any anomalous behaviour in all malicious insider threats. We design the AnyThreat system with four components. (1) A feature engineering component, which constructs community data sets from the activity logs of a group of users having the same role. (2) An oversampling component, where we propose a novel oversampling technique named Artificial Minority Oversampling and Trapper REmoval (AMOTRE). AMOTRE first removes the minority (anomalous) instances that have a high resemblance with normal (majority) instances to reduce the number of false alarms, then it synthetically oversamples the minority class by shielding the border of the majority class. (3) A class decomposition component, which is introduced to cluster the instances of the majority class into subclasses to weaken the effect of the majority class without information loss. (4) A classification component, which applies a classification method on the subclasses to achieve a better separation between the majority class(es) and the minority class(es). AnyThreat is evaluated on synthetic data sets generated by Carnegie Mellon University. It detects approximately 87.5% of malicious insider threats, and achieves the minimum of false positives=3.36%.