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 Statistical Learning


A Periodicity-based Parallel Time Series Prediction Algorithm in Cloud Computing Environments

arXiv.org Machine Learning

In the era of big data, practical applications in various domains continually generate large-scale time-series data. Among them, some data show significant or potential periodicity characteristics, such as meteorological and financial data. It is critical to efficiently identify the potential periodic patterns from massive time-series data and provide accurate predictions. In this paper, a Periodicity-based Parallel Time Series Prediction (PPTSP) algorithm for large-scale time-series data is proposed and implemented in the Apache Spark cloud computing environment. To effectively handle the massive historical datasets, a Time Series Data Compression and Abstraction (TSDCA) algorithm is presented, which can reduce the data scale as well as accurately extracting the characteristics. Based on this, we propose a Multi-layer Time Series Periodic Pattern Recognition (MTSPPR) algorithm using the Fourier Spectrum Analysis (FSA) method. In addition, a Periodicity-based Time Series Prediction (PTSP) algorithm is proposed. Data in the subsequent period are predicted based on all previous period models, in which a time attenuation factor is introduced to control the impact of different periods on the prediction results. Moreover, to improve the performance of the proposed algorithms, we propose a parallel solution on the Apache Spark platform, using the Streaming real-time computing module. To efficiently process the large-scale time-series datasets in distributed computing environments, Distributed Streams (DStreams) and Resilient Distributed Datasets (RDDs) are used to store and calculate these datasets. Extensive experimental results show that our PPTSP algorithm has significant advantages compared with other algorithms in terms of prediction accuracy and performance.


On Statistical Learning of Simplices: Unmixing Problem Revisited

arXiv.org Machine Learning

Learning of high-dimensional simplices from uniformly-sampled observations, generally known as the "unmixing problem", is a long-studied task in computer science. More recently, a significant interest is focused on this problem from other areas, such as computational biology and remote sensing. In this paper, we have studied the Probably Approximately Correct (PAC)-learnability of simplices with a focus on sample complexity. Our analysis shows that a sufficient sample size for PAC-learning of $K$-simplices is only $O\left(K^2\log K\right)$, yielding a huge improvement over the existing results, i.e. $O\left(K^{22}\right)$. Moreover, a novel continuously-relaxed optimization scheme is proposed which is guaranteed to achieve a PAC-approximation of the simplex, followed by a corresponding scalable algorithm whose performance is extensively tested on synthetic and real-world datasets. Experimental results show that not only being comparable to other existing strategies on noiseless samples, our method is superior to the state-of-the-art in noisy cases. The overall proposed framework is backed with solid theoretical guarantees and provides a rigorous framework for future research in this area.


Parallel Protein Community Detection in Large-scale PPI Networks Based on Multi-source Learning

arXiv.org Machine Learning

Protein interactions constitute the fundamental building block of almost every life activity. Identifying protein communities from Protein-Protein Interaction (PPI) networks is essential to understand the principles of cellular organization and explore the causes of various diseases. It is critical to integrate multiple data resources to identify reliable protein communities that have biological significance and improve the performance of community detection methods for large-scale PPI networks. In this paper, we propose a Multi-source Learning based Protein Community Detection (MLPCD) algorithm by integrating Gene Expression Data (GED) and a parallel solution of MLPCD using cloud computing technology. To effectively discover the biological functions of proteins that participating in different cellular processes, GED under different conditions is integrated with the original PPI network to reconstruct a Weighted-PPI (WPPI) network. To flexibly identify protein communities of different scales, we define community modularity and functional cohesion measurements and detect protein communities from WPPI using an agglomerative method. In addition, we respectively compare the detected communities with known protein complexes and evaluate the functional enrichment of protein function modules using Gene Ontology annotations. Moreover, we implement a parallel version of the MLPCD algorithm on the Apache Spark platform to enhance the performance of the algorithm for large-scale realistic PPI networks. Extensive experimental results indicate the superiority and notable advantages of the MLPCD algorithm over the relevant algorithms in terms of accuracy and performance.


A Self-Organizing Tensor Architecture for Multi-View Clustering

arXiv.org Machine Learning

In many real-world applications, data are often unlabeled and comprised of different representations/views which often provide information complementary to each other. Although several multi-view clustering methods have been proposed, most of them routinely assume one weight for one view of features, and thus inter-view correlations are only considered at the view-level. These approaches, however, fail to explore the explicit correlations between features across multiple views. In this paper, we introduce a tensor-based approach to incorporate the higher-order interactions among multiple views as a tensor structure. Specifically, we propose a multi-linear multi-view clustering (MMC) method that can efficiently explore the full-order structural information among all views and reveal the underlying subspace structure embedded within the tensor. Extensive experiments on real-world datasets demonstrate that our proposed MMC algorithm clearly outperforms other related state-of-the-art methods.


The UCR Time Series Archive

arXiv.org Machine Learning

The UCR Time Series Archive - introduced in 2002, has become an important resource in the time series data mining community, with at least one thousand published papers making use of at least one dataset from the archive. The original incarnation of the archive had sixteen datasets but since that time, it has gone through periodic expansions. The last expansion took place in the summer of 2015 when the archive grew from 45 datasets to 85 datasets. This paper introduces and will focus on the new data expansion from 85 to 128 datasets. Beyond expanding this valuable resource, this paper offers pragmatic advice to anyone who may wish to evaluate a new algorithm on the archive. Finally, this paper makes a novel and yet actionable claim: of the hundreds of papers that show an improvement over the standard baseline (1-Nearest Neighbor classification), a large fraction may be misattributing the reasons for their improvement. Moreover, they may have been able to achieve the same improvement with a much simpler modification, requiring just a single line of code.


The loss surface of deep linear networks viewed through the algebraic geometry lens

arXiv.org Machine Learning

By using the viewpoint of modern computational algebraic geometry, we explore properties of the optimization landscapes of the deep linear neural network models. After clarifying on the various definitions of "flat" minima, we show that the geometrically flat minima, which are merely artifacts of residual continuous symmetries of the deep linear networks, can be straightforwardly removed by a generalized $L_2$ regularization. Then, we establish upper bounds on the number of isolated stationary points of these networks with the help of algebraic geometry. Using these upper bounds and utilizing a numerical algebraic geometry method, we find all stationary points of modest depth and matrix size. We show that in the presence of the non-zero regularization, deep linear networks indeed possess local minima which are not the global minima. Our computational results clarify certain aspects of the loss surfaces of deep linear networks and provide novel insights.


Efficient Proximal Mapping Computation for Unitarily Invariant Low-Rank Inducing Norms

arXiv.org Machine Learning

Low-rank inducing unitarily invariant norms have been introduced to convexify problems with low-rank/sparsity constraint. They are the convex envelope of a unitary invariant norm and the indicator function of an upper bounding rank constraint. The most well-known member of this family is the so-called nuclear norm. To solve optimization problems involving such norms with proximal splitting methods, efficient ways of evaluating the proximal mapping of the low-rank inducing norms are needed. This is known for the nuclear norm, but not for most other members of the low-rank inducing family. This work supplies a framework that reduces the proximal mapping evaluation into a nested binary search, in which each iteration requires the solution of a much simpler problem. This simpler problem can often be solved analytically as it is demonstrated for the so-called low-rank inducing Frobenius and spectral norms. Moreover, the framework allows to compute the proximal mapping of compositions of these norms with increasing convex functions and the projections onto their epigraphs. This has the additional advantage that we can also deal with compositions of increasing convex functions and low-rank inducing norms in proximal splitting methods.


Hierarchical Methods of Moments

arXiv.org Machine Learning

Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to model misspecification. In this paper we present a hierarchical approach to methods of moments to circumvent such limitations. Our method is based on replacing the tensor decomposition step used in previous algorithms with approximate joint diagonalization. Experiments on topic modeling show that our method outperforms previous tensor decomposition methods in terms of speed and model quality.


Reverse engineering of CAD models via clustering and approximate implicitization

arXiv.org Machine Learning

In applications like computer aided design, geometric models are often represented numerically as polynomial splines or NURBS, even when they originate from primitive geometry. For purposes such as redesign and isogeometric analysis, it is of interest to extract information about the underlying geometry through reverse engineering. In this work we develop a novel method to determine these primitive shapes by combining clustering analysis with approximate implicitization. The proposed method is automatic and can recover algebraic hypersurfaces of any degree in any dimension. In exact arithmetic, the algorithm returns exact results. All the required parameters, such as the implicit degree of the patches and the number of clusters of the model, are inferred using numerical approaches in order to obtain an algorithm that requires as little manual input as possible. The effectiveness, efficiency and robustness of the method are shown both in a theoretical analysis and in numerical examples implemented in Python.


Adversarial Balancing for Causal Inference

arXiv.org Machine Learning

Biases in observational data pose a major challenge to estimation methods for the effect of treatments. An important technique that accounts for these biases is reweighting samples to minimize the discrepancy between treatment groups. Inverse probability weighting, a popular weighting technique, models the conditional treatment probability given covariates. However, it is overly sensitive to model misspecification and suffers from large estimation variance. Recent methods attempt to alleviate these limitations by finding weights that minimize a selected discrepancy measure between the reweighted populations. We present a new reweighting approach that uses classification error as a measure of similarity between datasets. Our proposed framework uses bi-level optimization to alternately train a discriminator to minimize classification error, and a balancing weights generator to maximize this error. This approach borrows principles from generative adversarial networks (GANs) that aim to exploit the power of classifiers for discrepancy measure estimation. We tested our approach on several benchmarks. The results of our experiments demonstrate the effectiveness and robustness of this approach in estimating causal effects under different data generating settings.