Statistical Learning
Statistical mechanics of low-rank tensor decomposition
Kadmon, Jonathan, Ganguli, Surya
Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional structures underlying such data. However, we currently lack a theoretical understanding of the algorithmic behavior of low-rank tensor decompositions. We derive Bayesian approximate message passing (AMP) algorithms for recovering arbitrarily shaped low-rank tensors buried within noise, and we employ dynamic mean field theory to precisely characterize their performance. Our theory reveals the existence of phase transitions between easy, hard and impossible inference regimes, and displays an excellent match with simulations. Moreover, it reveals several qualitative surprises compared to the behavior of symmetric, cubic tensor decomposition. Finally, we compare our AMP algorithm to the most commonly used algorithm, alternating least squares (ALS), and demonstrate that AMP significantly outperforms ALS in the presence of noise.
Graph Laplacian mixture model
Maretic, Hermina Petric, Frossard, Pascal
Graph learning methods have recently been receiving increasing interest as means to infer structure in datasets. Most of the recent approaches focus on different relationships between a graph and data sample distributions, mostly in settings where all available relate to the same graph. This is, however, not always the case, as data is often available in mixed form, yielding the need for methods that are able to cope with mixture data and learn multiple graphs. We propose a novel generative model that explains a collection of distinct data naturally living on different graphs. We assume the mapping of data to graphs is not known and investigate the problem of jointly clustering a set of data and learning a graph for each of the clusters. Experiments in both synthetic and real-world datasets demonstrate promising performance both in terms of data clustering, as well as multiple graph inference from mixture data.
Preprocessor Selection for Machine Learning Pipelines
Schoenfeld, Brandon, Giraud-Carrier, Christophe, Poggemann, Mason, Christensen, Jarom, Seppi, Kevin
Much of the work in metalearning has focused on classifier selection, combined more recently with hyperparameter optimization, with little concern for data preprocessing. Yet, it is generally well accepted that machine learning applications require not only model building, but also data preprocessing. In other words, practical solutions consist of pipelines of machine learning operators rather than single algorithms. Interestingly, our experiments suggest that, on average, data preprocessing hinders accuracy, while the best performing pipelines do actually make use of preprocessors. Here, we conduct an extensive empirical study over a wide range of learning algorithms and preprocessors, and use metalearning to determine when one should make use of preprocessors in ML pipeline design.
Machine Learning Accelerated Likelihood-Free Event Reconstruction in Dark Matter Direct Detection
Simola, U., Pelssers, B., Barge, D., Conrad, J., Corander, J.
Reconstructing the position of an interaction for any dual-phase time projection chamber (TPC) with the best precision is key to directly detect Dark Matter. Using the likelihood-free framework, a new algorithm to reconstruct the 2-D (x; y) position and the size of the charge signal (e) of an interaction is presented. The algorithm uses the charge signal (S2) light distribution obtained by simulating events using a waveform generator. To deal with the computational effort required by the likelihood-free approach, we employ the Bayesian Optimization for Likelihood-Free Inference (BOLFI) algorithm. Together with BOLFI, prior distributions for the parameters of interest (x; y; e) and highly informative discrepancy measures to perform the analyses are introduced. We evaluate the quality of the proposed algorithm by a comparison against the currently existing alternative methods using a large-scale simulation study. BOLFI provides a natural probabilistic uncertainty measure for the reconstruction and it improved the accuracy of the reconstruction over the next best algorithm by up to 15% when focusing on events over a large radii (R > 30 cm). In addition, BOLFI provides the smallest uncertainties among all the tested methods.
signProx: One-Bit Proximal Algorithm for Nonconvex Stochastic Optimization
Xu, Xiaojian, Kamilov, Ulugbek S.
Stochastic gradient descent (SGD) is one of the most widely used optimization methods for parallel and distributed processing of large datasets. One of the key limitations of distributed SGD is the need to regularly communicate the gradients between different computation nodes. To reduce this communication bottleneck, recent work has considered a one-bit variant of SGD, where only the sign of each gradient element is used in optimization. In this paper, we extend this idea by proposing a stochastic variant of the proximal-gradient method that also uses one-bit per update element. We prove the theoretical convergence of the method for non-convex optimization under a set of explicit assumptions. Our results indicate that the compressed method can match the convergence rate of the uncompressed one, making the proposed method potentially appealing for distributed processing of large datasets.
Comparative Evaluation of Tree-Based Ensemble Algorithms for Short-Term Travel Time Prediction
Disseminating accurate travel time information to road users helps achieve traffic equilibrium and reduce traffic congestion. The deployment of Connected Vehicles technology will provide unique opportunities for the implementation of travel time prediction models. The aim of this study is twofold: (1) estimate travel times in the freeway network at five-minute intervals using Basic Safety Messages (BSM); (2) develop an eXtreme Gradient Boosting (XGB) model for short-term travel time prediction on freeways. The XGB tree-based ensemble prediction model is evaluated against common tree-based ensemble algorithms and the evaluations are performed at five-minute intervals over a 30-minute horizon. BSMs generated by the Safety Pilot Model Deployment conducted in Ann Arbor, Michigan, were used. Nearly two billion messages were processed for providing travel time estimates for the entire freeway network. A Combination of grid search and five-fold cross-validation techniques using the travel time estimates were used for developing the prediction models and tuning their parameters. About 9.6 km freeway stretch was used for evaluating the XGB together with the most common tree-based ensemble algorithms. The results show that XGB is superior to all other algorithms, followed by the Gradient Boosting. XGB travel time predictions were accurate and consistent with variations during peak periods, with mean absolute percentage error in prediction about 5.9% and 7.8% for 5-minute and 30-minute horizons, respectively. Additionally, through applying the developed models to another 4.7 km stretch along the eastbound segment of M-14, the XGB demonstrated its considerable advantages in travel time prediction during congested and uncongested conditions.
Stochastic Substitute Training: A Gray-box Approach to Craft Adversarial Examples Against Gradient Obfuscation Defenses
Hashemi, Mohammad, Cusack, Greg, Keller, Eric
It has been shown that adversaries can craft example inputs to neural networks which are similar to legitimate inputs but have been created to purposely cause the neural network to misclassify the input. These adversarial examples are crafted, for example, by calculating gradients of a carefully defined loss function with respect to the input. As a countermeasure, some researchers have tried to design robust models by blocking or obfuscating gradients, even in white-box settings. Another line of research proposes introducing a separate detector to attempt to detect adversarial examples. This approach also makes use of gradient obfuscation techniques, for example, to prevent the adversary from trying to fool the detector. In this paper, we introduce stochastic substitute training, a gray-box approach that can craft adversarial examples for defenses which obfuscate gradients. For those defenses that have tried to make models more robust, with our technique, an adversary can craft adversarial examples with no knowledge of the defense. For defenses that attempt to detect the adversarial examples, with our technique, an adversary only needs very limited information about the defense to craft adversarial examples. We demonstrate our technique by applying it against two defenses which make models more robust and two defenses which detect adversarial examples.
Finding Appropriate Traffic Regulations via Graph Convolutional Networks
Iwata, Tomoharu, Otsuka, Takuma, Shimizu, Hitoshi, Sawada, Hiroshi, Naya, Futoshi, Ueda, Naonori
Crowd simulators have been used to find appropriate regulations by simulating multiple scenarios with different regulations. However, this approach requires multiple simulation runs, which are time-consuming. In this paper, we propose a method to learn a function that outputs regulation effects given the current traffic situation as inputs. If the function is learned using the training data of many simulation runs in advance, we can obtain an appropriate regulation efficiently by bypassing simulations for the current situation. We use the graph convolutional networks for modeling the function, which enable us to find regulations even for unseen areas. With the proposed method, we construct a graph for each area, where a node represents a road, and an edge represents the road connection. By running crowd simulations with various regulations on various areas, we generate traffic situations and regulation effects. The graph convolutaional networks are trained to output the regulation effects given the graph with the traffic situation information as inputs. With experiments using real-world road networks and a crowd simulator, we demonstrate that the proposed method can find a road to close that reduces the average time needed to reach the destination.
Machine Learning Fun and Easy - YouTube
Welcome to the Fun and Easy Machine learning Course in Python and Keras. Are you Intrigued by the field of Machine Learning? Then this course is for you! We will take you on an adventure into the amazing of field Machine Learning. Each section consists of fun and intriguing white board explanations with regards to important concepts in Machine learning as well as practical python labs which you will enhance your comprehension of this vast yet lucrative sub-field of Data Science.
Iterative Initial Centroid Search via Sampling for k-Means Clustering
In this post, we will look at using an iterative approach to searching for a better set of initial centroids for k-means clustering, and will do so by performing this process on a sample of our full dataset. What do we mean by "better?" Since k-means clustering aims to converge on an optimal set of cluster centers (centroids) and cluster membership based on distance from these centroids via successive iterations, it is intuitive that the more optimal the positioning of these initial centroids, the fewer iterations of the k-means clustering algorithms will be required for convergence. Therefore, thinking about ways to find a better set of initial centroid positions is a valid approach to optimizing the k-means clustering process. What we will do differently, specifically, is to draw a sample of data from our full dataset, and run short runs of of the k-means clustering algorithm on it (not to convergence), short runs which will include, out of necessity, the centroid initialization process.