Statistical Learning
Deep Gaussian Mixture Models
Viroli, Cinzia, McLachlan, Geoffrey J.
Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep Gaussian Mixture model (DGMM) is a network of multiple layers of latent variables, where, at each layer, the variables follow a mixture of Gaussian distributions. Thus, the deep mixture model consists of a set of nested mixtures of linear models, which globally provide a nonlinear model able to describe the data in a very flexible way. In order to avoid overparameterized solutions, dimension reduction by factor models can be applied at each layer of the architecture thus resulting in deep mixtures of factor analysers.
Genetic Algorithms for Mentor-Assisted Evaluation Function Optimization
David, Eli, Koppel, Moshe, Netanyahu, Nathan S.
In this paper we demonstrate how genetic algorithms can be used to reverse engineer an evaluation function's parameters for computer chess. Our results show that using an appropriate mentor, we can evolve a program that is on par with top tournament-playing chess programs, outperforming a two-time World Computer Chess Champion. This performance gain is achieved by evolving a program with a smaller number of parameters in its evaluation function to mimic the behavior of a superior mentor which uses a more extensive evaluation function. In principle, our mentor-assisted approach could be used in a wide range of problems for which appropriate mentors are available.
NeuralFDR: Learning Discovery Thresholds from Hypothesis Features
Xia, Fei, Zhang, Martin J., Zou, James, Tse, David
As datasets grow richer, an important challenge is to leverage the full features in the data to maximize the number of useful discoveries while controlling for false positives. We address this problem in the context of multiple hypotheses testing, where for each hypothesis, we observe a p-value along with a set of features specific to that hypothesis. For example, in genetic association studies, each hypothesis tests the correlation between a variant and the trait. We have a rich set of features for each variant (e.g. its location, conservation, epigenetics etc.) which could inform how likely the variant is to have a true association. However popular testing approaches, such as Benjamini-Hochberg's procedure (BH) and independent hypothesis weighting (IHW), either ignore these features or assume that the features are categorical or uni-variate. We propose a new algorithm, NeuralFDR, which automatically learns a discovery threshold as a function of all the hypothesis features. We parametrize the discovery threshold as a neural network, which enables flexible handling of multi-dimensional discrete and continuous features as well as efficient end-to-end optimization. We prove that NeuralFDR has strong false discovery rate (FDR) guarantees, and show that it makes substantially more discoveries in synthetic and real datasets. Moreover, we demonstrate that the learned discovery threshold is directly interpretable.
Classification without labels: Learning from mixed samples in high energy physics
Metodiev, Eric M., Nachman, Benjamin, Thaler, Jesse
Modern machine learning techniques can be used to construct powerful models for difficult collider physics problems. In many applications, however, these models are trained on imperfect simulations due to a lack of truth-level information in the data, which risks the model learning artifacts of the simulation. In this paper, we introduce the paradigm of classification without labels (CWoLa) in which a classifier is trained to distinguish statistical mixtures of classes, which are common in collider physics. Crucially, neither individual labels nor class proportions are required, yet we prove that the optimal classifier in the CWoLa paradigm is also the optimal classifier in the traditional fully-supervised case where all label information is available. After demonstrating the power of this method in an analytical toy example, we consider a realistic benchmark for collider physics: distinguishing quark- versus gluon-initiated jets using mixed quark/gluon training samples. More generally, CWoLa can be applied to any classification problem where labels or class proportions are unknown or simulations are unreliable, but statistical mixtures of the classes are available.
PSF : Introduction to R Package for Pattern Sequence Based Forecasting Algorithm
Bokde, Neeraj, Asencio-Cortรฉs, Gualberto, Martรญnez-รlvarez, Francisco, Kulat, Kishore
This paper discusses about an R package that implements the Pattern Sequence based Forecasting (PSF) algorithm, which was developed for univariate time series forecasting. This algorithm has been successfully applied to many different fields. The PSF algorithm consists of two major parts: clustering and prediction. The clustering part includes selection of the optimum number of clusters. It labels time series data with reference to such clusters. The prediction part includes functions like optimum window size selection for specific patterns and prediction of future values with reference to past pattern sequences. The PSF package consists of various functions to implement the PSF algorithm. It also contains a function which automates all other functions to obtain optimized prediction results. The aim of this package is to promote the PSF algorithm and to ease its implementation with minimum efforts. This paper describes all the functions in the PSF package with their syntax. It also provides a simple example of usage. Finally, the usefulness of this package is discussed by comparing it to auto.arima and ets, well-known time series forecasting functions available on CRAN repository.
Deep learning for activity recognition
Human activity recognition (HAR) plays an important role in people's daily life by learning and identifying high-level knowledge about human activity from raw sensor inputs. Conventional pattern recognition approaches have made tremendous progress on HAR tasks by adopting machine learning algorithms such as decision tree, random forest or support vector machine, but the fast development and advancement of deep learning have overpass the accuracy of traditional machine learning results. This seminar is focused on Deep learning applied to HAR using wearable sensors. Current architectures used and how to implement them for achieving good results will be explained. Limitations and new challenges will be also discussed.
The 10 Statistical Techniques Data Scientists Need to Master
Regardless of where you stand on the matter of Data Science sexiness, it's simply impossible to ignore the continuing importance of data, and our ability to analyze, organize, and contextualize it. Drawing on their vast stores of employment data and employee feedback, Glassdoor ranked Data Scientist #1 in their 25 Best Jobs in America list. So the role is here to stay, but unquestionably, the specifics of what a Data Scientist does will evolve. With technologies like Machine Learning becoming ever-more common place, and emerging fields like Deep Learning gaining significant traction amongst researchers and engineers -- and the companies that hire them -- Data Scientists continue to ride the crest of an incredible wave of innovation and technological progress. While having a strong coding ability is important, data science isn't all about software engineering (in fact, have a good familiarity with Python and you're good to go).
Household poverty classification in data-scarce environments: a machine learning approach
Kshirsagar, Varun, Wieczorek, Jerzy, Ramanathan, Sharada, Wells, Rachel
We describe a method to identify poor households in data-scarce countries by leveraging information contained in nationally representative household surveys. It employs standard statistical learning techniques---cross-validation and parameter regularization---which together reduce the extent to which the model is over-fitted to match the idiosyncracies of observed survey data. The automated framework satisfies three important constraints of this development setting: i) The prediction model uses at most ten questions, which limits the costs of data collection; ii) No computation beyond simple arithmetic is needed to calculate the probability that a given household is poor, immediately after data on the ten indicators is collected; and iii) One specification of the model (i.e. one scorecard) is used to predict poverty throughout a country that may be characterized by significant sub-national differences. Using survey data from Zambia, the model's out-of-sample predictions distinguish poor households from non-poor households using information contained in ten questions.
Prediction Scores as a Window into Classifier Behavior
Katehara, Medha, Beauxis-Aussalet, Emma, Alsallakh, Bilal
Most multi-class classifiers make their prediction for a test sample by scoring the classes and selecting the one with the highest score. Analyzing these prediction scores is useful to understand the classifier behavior and to assess its reliability. We present an interactive visualization that facilitates per-class analysis of these scores. Our system, called Classilist, enables relating these scores to the classification correctness and to the underlying samples and their features. We illustrate how such analysis reveals varying behavior of different classifiers.
Approximate Gradient Coding via Sparse Random Graphs
Charles, Zachary, Papailiopoulos, Dimitris, Ellenberg, Jordan
Distributed algorithms are often beset by the straggler effect, where the slowest compute nodes in the system dictate the overall running time. Coding-theoretic techniques have been recently proposed to mitigate stragglers via algorithmic redundancy. Prior work in coded computation and gradient coding has mainly focused on exact recovery of the desired output. However, slightly inexact solutions can be acceptable in applications that are robust to noise, such as model training via gradient-based algorithms. In this work, we present computationally simple gradient codes based on sparse graphs that guarantee fast and approximately accurate distributed computation. We demonstrate that sacrificing a small amount of accuracy can significantly increase algorithmic robustness to stragglers.