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 Statistical Learning


The Rise of Machine Learning (ML): How to Use Artificial Intelligence in GIS – Knowrtal

#artificialintelligence

You've probably heard about machine learning (ML). But you're not exactly sure how to use it in the context of GIS. Simply, machine learning makes sense out of noisy data finding patterns that you'd never think existed. In other words, it's software that writes software. Instead of applying a pre-built function, ML gains experience through repeated seen conditions and builds a model to apply in new situations.


Scientists determine four personality types based on new data

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The new study, led by Luís Amaral of the McCormick School of Engineering, will be published Sept. 17 by the journal Nature Human Behaviour. The findings potentially could be of interest to hiring managers and mental health care providers. "People have tried to classify personality types since Hippocrates' time, but previous scientific literature has found that to be nonsense," said co-author William Revelle, professor of psychology in the Weinberg College of Arts and Sciences. People have tried to classify personality types since Hippocrates' time, but previous scientific literature has found that to be nonsense," said co-author William Revelle, professor of psychology in the Weinberg College of Arts and Sciences. "Now, these data show there are higher densities of certain personality types," said Revelle, who specializes in personality measurement, theory and research. Initially, however, Revelle was skeptical of the study's premise. The concept of personality types remains controversial in psychology, with hard scientific proof difficult to find. Previous attempts based on small research groups created results that often were not replicable. "Personality types only existed in self-help literature and did not have a place in scientific journals," said Amaral, the Erastus Otis Haven Professor of Chemical and Biological Engineering at Northwestern Engineering. "Now, we think this will change because of this study." The new research combined an alternative computational approach with data from four questionnaires with more than 1.5 million respondents from around the world obtained from John Johnson's IPIP-NEO with 120 and 300 items, respectively, the myPersonality project and the BBC Big Personality Test datasets. The questionnaires, developed by the research community over the decades, have between 44 and 300 questions. People voluntarily take the online quizzes attracted by the opportunity to receive feedback about their own personality. These data are now being made available to other researchers for independent analyses. "The thing that is really, really cool is that a study with a dataset this large would not have been possible before the web," Amaral said. "Previously, maybe researchers would recruit undergrads on campus, and maybe get a few hundred people.


Fighting Redundancy and Model Decay with Embeddings

arXiv.org Machine Learning

Models that attempt to extract insight from this firehose of information must face the torrential covariate shift that is endemic to the Twitter platform. While regularly-retrained algorithms can maintain performance in the face of this shift, fixed model features that fail to represent new trends and tokens can quickly become stale, resulting in performance degradation. To mitigate this problem we employ learned features, or embedding models, that can efficiently represent the most relevant aspects of a data distribution. Sharing these embedding models across teams can also reduce redundancy and multiplicatively increase cross-team modeling productivity. In this paper, we detail the commoditized tools, algorithms and pipelines that we have developed and are developing at Twitter to regularly generate high quality, up-to-date embeddings and share them broadly across the company.


Graph-Dependent Implicit Regularisation for Distributed Stochastic Subgradient Descent

arXiv.org Machine Learning

We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity, and smoothness, we establish statistical learning rates that retain, up to logarithmic terms, centralised statistical guarantees through implicit regularisation (step size tuning and early stopping) with appropriate dependence on the graph topology. Our approach avoids the need for explicit regularisation in decentralised learning problems, such as adding constraints to the empirical risk minimisation rule. Particularly for distributed methods, the use of implicit regularisation allows the algorithm to remain simple, without projections or dual methods. To prove our results, we establish graph-independent generalisation bounds for Distributed SGD that match the centralised setting (using algorithmic stability), and we establish graph-dependent optimisation bounds that are of independent interest. We present numerical experiments to show that the qualitative nature of the upper bounds we derive can be representative of real behaviours. Keywords: Distributed machine learning, implicit regularisation, generalisation bounds, algorithmic stability, multi-agent optimisation.


Predictive Collective Variable Discovery with Deep Bayesian Models

arXiv.org Machine Learning

Extending spatio-temporal scale limitations of models for complex atomistic systems considered in biochemistry and materials science necessitates the development of enhanced sampling methods. The potential acceleration in exploring the configurational space by enhanced sampling methods depends on the choice of collective variables (CVs). In this work, we formulate the discovery of CVs as a Bayesian inference problem and consider the CVs as hidden generators of the full-atomistic trajectory. The ability to generate samples of the fine-scale atomistic configurations using limited training data allows us to compute estimates of observables as well as our probabilistic confidence on them. The methodology is based on emerging methodological advances in machine learning and variational inference. The discovered CVs are related to physicochemical properties which are essential for understanding mechanisms especially in unexplored complex systems. We provide a quantitative assessment of the CVs in terms of their predictive ability for alanine dipeptide (ALA-2) and ALA-15 peptide.


From BOP to BOSS and Beyond: Time Series Classification with Dictionary Based Classifiers

arXiv.org Machine Learning

A family of algorithms for time series classification (TSC) involve running a sliding window across each series, discretising the window to form a word, forming a histogram of word counts over the dictionary, then constructing a classifier on the histograms. A recent evaluation of two of this type of algorithm, Bag of Patterns (BOP) and Bag of Symbolic Fourier Approximation Symbols (BOSS) found a significant difference in accuracy between these seemingly similar algorithms. We investigate this phenomenon by deconstructing the classifiers and measuring the relative importance of the four key components between BOP and BOSS. We find that whilst ensembling is a key component for both algorithms, the effect of the other components is mixed and more complex. We conclude that BOSS represents the state of the art for dictionary based TSC. Both BOP and BOSS can be classed as bag of words approaches. These are particularly popular in Computer Vision for tasks such as image classification. Converting approaches from vision requires careful engineering. We adapt three techniques used in Computer Vision for TSC: Scale Invariant Feature Transform; Spatial Pyramids; and Histrogram Intersection. We find that using Spatial Pyramids in conjunction with BOSS (SP) produces a significantly more accurate classifier. SP is significantly more accurate than standard benchmarks and the original BOSS algorithm. It is not significantly worse than the best shapelet based approach, and is only outperformed by HIVE-COTE, an ensemble that includes BOSS as a constituent module.


Is rotation forest the best classifier for problems with continuous features?

arXiv.org Machine Learning

Rotation forest is a tree based ensemble that performs transforms on subsets of attributes prior to constructing each tree. We present an empirical comparison of classifiers for problems with only real valued features. We evaluate classifiers from three families of algorithms: support vector machines; tree-based ensembles; and neural networks. We compare classifiers on unseen data based on the quality of the decision rule (using classification error) the ability to rank cases (area under the receiver operator curve) and the probability estimates (using negative log likelihood). We conclude that, in answer to the question posed in the title, yes, rotation forest, is significantly more accurate on average than competing techniques when compared on three distinct sets of datasets. The same pattern of results are observed when tuning classifiers on the train data using a grid search. We investigate why rotation forest does so well by testing whether the characteristics of the data can be used to differentiate classifier performance. We assess the impact of the design features of rotation forest through an ablative study that transforms random forest into rotation forest. We identify the major limitation of rotation forest as its scalability, particularly in number of attributes. To overcome this problem we develop a model to predict the train time of the algorithm and hence propose a contract version of rotation forest where a run time cap {\em a priori}. We demonstrate that on large problems rotation forest can be made an order of magnitude faster without significant loss of accuracy and that there is no real benefit (on average) from tuning the ensemble. We conclude that without any domain knowledge to indicate an algorithm preference, rotation forest should be the default algorithm of choice for problems with continuous attributes.


Comparison between Suitable Priors for Additive Bayesian Networks

arXiv.org Machine Learning

Additive Bayesian networks are types of graphical models that extend the usual Bayesian generalized linear model to multiple dependent variables through the factorisation of the joint probability distribution of the underlying variables. When fitting an ABN model, the choice of the prior of the parameters is of crucial importance. If an inadequate prior - like a too weakly informative one - is used, data separation and data sparsity lead to issues in the model selection process. In this work a simulation study between two weakly and a strongly informative priors is presented. As weakly informative prior we use a zero mean Gaussian prior with a large variance, currently implemented in the R-package abn. The second prior belongs to the Student's t-distribution, specifically designed for logistic regressions and, finally, the strongly informative prior is again Gaussian with mean equal to true parameter value and a small variance. We compare the impact of these priors on the accuracy of the learned additive Bayesian network in function of different parameters. We create a simulation study to illustrate Lindley's paradox based on the prior choice. We then conclude by highlighting the good performance of the informative Student's t-prior and the limited impact of the Lindley's paradox. Finally, suggestions for further developments are provided.


A generalized financial time series forecasting model based on automatic feature engineering using genetic algorithms and support vector machine

arXiv.org Artificial Intelligence

We propose the genetic algorithm for time window optimization, which is an embedded genetic algorithm (GA), to optimize the time window (TW) of the attributes using feature selection and support vector machine. This GA is evolved using the results of a trading simulation, and it determines the best TW for each technical indicator. An appropriate evaluation was conducted using a walk-forward trading simulation, and the trained model was verified to be generalizable for forecasting other stock data. The results show that using the GA to determine the TW can improve the rate of return, leading to better prediction models than those resulting from using the default TW.


Data-Driven Clustering via Parameterized Lloyd's Families

arXiv.org Artificial Intelligence

Algorithms for clustering points in metric spaces is a long-studied area of research. Clustering has seen a multitude of work both theoretically, in understanding the approximation guarantees possible for many objective functions such as k-median and k-means clustering, and experimentally, in finding the fastest algorithms and seeding procedures for Lloyd's algorithm. The performance of a given clustering algorithm depends on the specific application at hand, and this may not be known up front. For example, a "typical instance" may vary depending on the application, and different clustering heuristics perform differently depending on the instance. In this paper, we define an infinite family of algorithms generalizing Lloyd's algorithm, with one parameter controlling the the initialization procedure, and another parameter controlling the local search procedure. This family of algorithms includes the celebrated k-means++ algorithm, as well as the classic farthest-first traversal algorithm. We design efficient learning algorithms which receive samples from an application-specific distribution over clustering instances and learn a near-optimal clustering algorithm from the class. We show the best parameters vary significantly across datasets such as MNIST, CIFAR, and mixtures of Gaussians. Our learned algorithms never perform worse than k-means++, and on some datasets we see significant improvements.