Statistical Learning
Crime incidents embedding using restricted Boltzmann machines
ABSTRACT We present a new approach for detecting related crime series, by unsupervised learning of the latent feature embeddings from narratives of crime record via the Gaussian-Bernoulli Restricted Boltzmann Machine (GBRBM). This is a drastically different approach from prior work on crime analysis, which typically considers only time and location and at most category information. After the embedding, related cases are closer to each other in the Euclidean feature space, and the unrelated cases are far apart, which is a good property can enable subsequent analysis such as detection and clustering of related cases. Experiments over several series of related crime incidents hand labeled by the Atlanta Police Department reveal the promise of our embedding methods. Index Terms-- Unsupervised learning, crime data analysis, feature embeddings, neural networks 1. INTRODUCTION A fundamental and one of the most challenging tasks in crime analysis is to find related crime series [1], which are committed by the same individual or group.
Quantum machine learning: a classical perspective
Ciliberto, Carlo, Herbster, Mark, Ialongo, Alessandro Davide, Pontil, Massimiliano, Rocchetto, Andrea, Severini, Simone, Wossnig, Leonard
Recently, increased computational power and data availability, as well as algorithmic advances, have led machine learning techniques to impressive results in regression, classification, data-generation and reinforcement learning tasks. Despite these successes, the proximity to the physical limits of chip fabrication alongside the increasing size of datasets are motivating a growing number of researchers to explore the possibility of harnessing the power of quantum computation to speed-up classical machine learning algorithms. Here we review the literature in quantum machine learning and discuss perspectives for a mixed readership of classical machine learning and quantum computation experts. Particular emphasis will be placed on clarifying the limitations of quantum algorithms, how they compare with their best classical counterparts and why quantum resources are expected to provide advantages for learning problems. Learning in the presence of noise and certain computationally hard problems in machine learning are identified as promising directions for the field. Practical questions, like how to upload classical data into quantum form, will also be addressed.
Open Loop Hyperparameter Optimization and Determinantal Point Processes
Dodge, Jesse, Jamieson, Kevin, Smith, Noah A.
Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples include grid search, uniform random search, low discrepancy sequences, and other sampling distributions. In particular, we propose the use of $k$-determinantal point processes in hyperparameter optimization via random search. Compared to conventional uniform random search where hyperparameter settings are sampled independently, a $k$-DPP promotes diversity. We describe an approach that transforms hyperparameter search spaces for efficient use with a $k$-DPP. In addition, we introduce a novel Metropolis-Hastings algorithm which can sample from $k$-DPPs defined over any space from which uniform samples can be drawn, including spaces with a mixture of discrete and continuous dimensions or tree structure. Our experiments show significant benefits in realistic scenarios with a limited budget for training supervised learners, whether in serial or parallel.
Distributed Bayesian Matrix Factorization with Limited Communication
Qin, Xiangju, Blomstedt, Paul, Leppรคaho, Eemeli, Parviainen, Pekka, Kaski, Samuel
Bayesian matrix factorization (BMF) is a powerful tool for producing low-rank representations of matrices and for predicting missing values and their confidence intervals. Scaling up the posterior inference for massive-scale matrices is challenging and requires distributing both data and computation over many workers, making communication the main computational bottleneck. Embarrassingly parallel inference would remove the communication needed, by using completely independent computations on different data subsets, but suffers from the inherent unidentifiability of BMF solutions. We introduce a hierarchical decomposition of the joint posterior distribution, which couples the subset inferences, allowing for embarrassingly parallel computations in a sequence of at most three stages. Using an efficient approximate implementation, we show empirically on both real and simulated data that our distributed approach is able to achieve a speed-up of almost an order of magnitude, with a negligible effect on predictive accuracy.
Dynamic Word Embeddings for Evolving Semantic Discovery
Yao, Zijun, Sun, Yifan, Ding, Weicong, Rao, Nikhil, Xiong, Hui
Word evolution refers to the changing meanings and associations of words throughout time, as a byproduct of human language evolution. By studying word evolution, we can infer social trends and language constructs over different periods of human history. However, traditional techniques such as word representation learning do not adequately capture the evolving language structure and vocabulary. In this paper, we develop a dynamic statistical model to learn time-aware word vector representation. We propose a model that simultaneously learns time-aware embeddings and solves the resulting "alignment problem". This model is trained on a crawled NYTimes dataset. Additionally, we develop multiple intuitive evaluation strategies of temporal word embeddings. Our qualitative and quantitative tests indicate that our method not only reliably captures this evolution over time, but also consistently outperforms state-of-the-art temporal embedding approaches on both semantic accuracy and alignment quality.
Evolved Policy Gradients
Houthooft, Rein, Chen, Richard Y., Isola, Phillip, Stadie, Bradly C., Wolski, Filip, Ho, Jonathan, Abbeel, Pieter
We propose a meta-learning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, which optimizes its policy to minimize this loss, will achieve high rewards. The loss is parametrized via temporal convolutions over the agent's experience. Because this loss is highly flexible in its ability to take into account the agent's history, it enables fast task learning and eliminates the need for reward shaping at test time. Empirical results show that our evolved policy gradient algorithm achieves faster learning on several randomized environments compared to an off-the-shelf policy gradient method. Moreover, at test time, our learner optimizes only its learned loss function, and requires no explicit reward signal. In effect, the agent internalizes the reward structure, suggesting a direction toward agents that learn to solve new tasks simply from intrinsic motivation.
Distinguishing Question Subjectivity from Difficulty for Improved Crowdsourcing
Jin, Yuan, Carman, Mark, Zhu, Ye, Buntine, Wray
Their joint effects give rise to the variation in responses to the same question by different crowdworkers. This variation is low when the question is easy to answer and objective, and high when it is difficult and subjective. Unfortunately, current quality control methods for crowdsourcing consider only the question difficulty to account for the variation. As a result, these methods cannot distinguish workers' personal preferences for different correct answers of a partially subjective question from their ability/expertise to avoid objectively wrong answers for that question. To address this issue, we present a probabilistic model which (i) explicitly encodes question difficulty as a model parameter and (ii) implicitly encodes question subjectivity via latent preference factors for crowd-workers. We show that question subjectivity induces grouping of crowd-workers, revealed through clustering of their latent preferences. Moreover, we develop a quantitative measure of the subjectivity of a question. Experiments show that our model (1) improves the performance of both quality control for crowdsourced answers and next answer prediction for crowd-workers, and (2) can potentially provide coherent rankings of questions in terms of their difficulty and subjectivity, so that task providers can refine their designs of the crowdsourcing tasks, e.g. by removing highly subjective questions or inappropriately difficult questions.
Markov Chain Monte Carlo in Python โ Towards Data Science
The past few months, I encountered one term again and again in the data science world: Markov Chain Monte Carlo. In my research lab, in podcasts, in articles, every time I heard the phrase I would nod and think that sounds pretty cool with only a vague idea of what anyone was talking about. Several times I tried to learn MCMC and Bayesian inference, but every time I started reading the books, I soon gave up. Exasperated, I turned to the best method to learn any new skill: apply it to a problem. Using some of my sleep data I had been meaning to explore and a hands-on application-based book (Bayesian Methods for Hackers, available free online), I finally learned Markov Chain Monte Carlo through a real-world project.
2017's Deep Learning Papers on Investing โ ITNEXT
Abstract: Three different classes of data mining methods (k-Nearest Neighbour, Ridge Regression and Multilayer Perceptron Feed-Forward Neural Networks) are applied for the purpose of quantitative trading on 10 simulated time series, as well as real world time series of 10 currency exchange rates ranging from 1.11.1999 to 12.6.2015. Each method is tested in multiple variants. The k-NN algorithm is applied alternatively with the Euclidian, Manhattan, Mahalanobis and Maximum distance function. The Ridge Regression is applied as Linear and Quadratic, and the Feed-Forward Neural Network is applied with either 1, 2 or 3 hidden layers. In addition to that Principal Component Analysis (PCA) is eventually applied for the dimensionality reduction of the predictor set and the meta-parameters of the methods are optimized on the validation sample.
A beginner's guide to artificial intelligence, machine learning, and cognitive computing
For millennia, humans have pondered the idea of building intelligent machines. Ever since, artificial intelligence (AI) has had highs and lows, demonstrated successes and unfulfilled potential. Today, the news is filled with the application of machine learning algorithms to new problems. From cancer detection and prediction to image understanding and summarization and natural language processing, AI is empowering people and changing our world. The history of modern AI has all the elements of a great drama. Beginning in the 1950s with a focus on thinking machines and interesting characters like Alan Turing and John von Neumann, AI began its first rise. Decades of booms and busts and impossibly high expectations followed, but AI and its pioneers pushed forward.