Statistical Learning
Statistical Regression and Classification: From Linear Models to Machine Learning (Chapman & Hall/CRC Texts in Statistical Science)
Statistical Regression and Classification: From Linear Models to Machine Learning takes an innovative look at the traditional statistical regression course, presenting a contemporary treatment in line with today's applications and users. The book treats classical regression methods in an innovative, contemporary manner. Though some statistical learning methods are introduced, the primary methodology used is linear and generalized linear parametric models, covering both the Description and Prediction goals of regression methods. The author is just as interested in Description applications of regression, such as measuring the gender wage gap in Silicon Valley, as in forecasting tomorrow's demand for bike rentals. An entire chapter is devoted to measuring such effects, including discussion of Simpson's Paradox, multiple inference, and causation issues. Similarly, there is an entire chapter of parametric model fit, making use of both residual analysis and assessment via nonparametric analysis.
Thwarting DoS Attacks: A Framework for Detection based on Collective Anomalies and Clustering
A hybrid learning framework uses a collective anomaly to analyze patterns in denial-of-service attacks along with data clustering to distinguish an attack from normal network traffic. In two evaluation datasets, the framework achieved higher hit rates relative to existing anomaly-detection techniques. Mohiuddin Ahmed, "Thwarting DoS Attacks: A Framework for Detection based on Collective Anomalies and Clustering", Computer, vol.
Ensemble Learning to Improve Machine Learning Results
Ensemble learning helps improve machine learning results by combining several models. This approach allows the production of better predictive performance compared to a single model. That is why ensemble methods placed first in many prestigious machine learning competitions, such as the Netflix Competition, KDD 2009, and Kaggle. The Statsbot team wanted to give you the advantage of this approach and asked a data scientist, Vadim Smolyakov, to dive into three basic ensemble learning techniques. Ensemble methods are meta-algorithms that combine several machine learning techniques into one predictive model in order to decrease variance (bagging), bias (boosting), or improve predictions (stacking).
Statistics Is Easy
With today's software, statistics is easy, right? Even before the start of Data Mania, circa 2010, vendors have been suggesting that if we buy their easy-to-use statistical software, we don't really need to know what we're doing. Since then, hogwash about automated machine learning and "AI" has populated the blogosphere in great quantity. What should populate the blogosphere instead are the true horror stories about costly errors people with little background in statistics are making with this easy-to-use software. Over time, they may help, but typically these programs and courses cover a wide range of subjects superficially.
An introduction to machine learning today
Machine learning and artificial intelligence (ML/AI) mean different things to different people, but the newest approaches have one thing in common: They are based on the idea that a program's output should be created mostly automatically from a high-dimensional and possibly huge dataset, with minimal or no intervention or guidance from a human. Open source tools are used in a variety of machine learning and artificial intelligence projects. In this article, I'll provide an overview of the state of machine learning today. In the past, AI programs usually were explicitly programmed to perform tasks. In most cases, the machine's "learning" consisted of adjusting a few parameters, guiding the fixed implementation to add facts to a collection of other facts (a knowledge database), then (efficiently) searching the knowledge database for a solution to a problem, in the form of a path of many small steps from one known solution to the next. In some cases, the database wouldn't need to or couldn't be explicitly stored and therefore had to be rebuilt. Another example is steering a car.
Combining Lexical and Syntactic Features for Detecting Content-Dense Texts in News
Content-dense news report important factual information about an event in direct, succinct manner. Information seeking applications such as information extraction, question answering and summarization normally assume all text they deal with is content-dense. Here we empirically test this assumption on news articles from the business, U.S. international relations, sports and science journalism domains. Our findings clearly indicate that about half of the news texts in our study are in fact not content-dense and motivate the development of a supervised content-density detector. We heuristically label a large training corpus for the task and train a two-layer classifying model based on lexical and unlexicalized syntactic features. On manually annotated data, we compare the performance of domain-specific classifiers, trained on data only from a given news domain and a general classifier in which data from all four domains is pooled together. Our annotation and prediction experiments demonstrate that the concept of content density varies depending on the domain and that naive annotators provide judgement biased toward the stereotypical domain label. Domain-specific classifiers are more accurate for domains in which content-dense texts are typically fewer. Domain independent classifiers reproduce better naive crowdsourced judgements. Classification prediction is high across all conditions, around 80%.
Large-Scale Low-Rank Matrix Learning with Nonconvex Regularizers
Yao, Quanming, Kwok, James T., Wang, Taifeng, Liu, Tie-Yan
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical performance. However, the resulting optimization problem is much more challenging. Recent state-of-the-art requires an expensive full SVD in each iteration. In this paper, we show that for many commonly-used nonconvex low-rank regularizers, a cutoff can be derived to automatically threshold the singular values obtained from the proximal operator. This allows such operator being efficiently approximated by power method. Based on it, we develop a proximal gradient algorithm (and its accelerated variant) with inexact proximal splitting and prove that a convergence rate of O(1/T) where T is the number of iterations is guaranteed. Furthermore, we show the proposed algorithm can be well parallelized, which achieves nearly linear speedup w.r.t the number of threads. Extensive experiments are performed on matrix completion and robust principal component analysis, which shows a significant speedup over the state-of-the-art. Moreover, the matrix solution obtained is more accurate and has a lower rank than that of the nuclear norm regularizer.
MR Acquisition-Invariant Representation Learning
Kouw, Wouter M., Loog, Marco, Bartels, Lambertus W., Mendrik, Adriรซnne M.
Voxelwise classification is a popular and effective method for tissue quantification in brain magnetic resonance imaging (MRI) scans. However, there are often large differences over sets of MRI scans due to how they were acquired (i.e. field strength, vendor, protocol), that lead to variation in, among others, pixel intensities, tissue contrast, signal-to-noise ratio, resolution, slice thickness and magnetic field inhomogeneities. Classifiers trained on data from a specific scanner fail or under-perform when applied to data that was differently acquired. In order to address this lack of generalization, we propose a Siamese neural network (MRAI-net) to learn a representation that minimizes the between-scanner variation, while maintaining the contrast between brain tissues necessary for brain tissue quantification. The proposed MRAI-net was evaluated on both simulated and real MRI data. After learning the MR acquisition invariant representation, any supervised classifier can be applied. In this paper we showed that applying a linear classifier on the MRAI representation outperforms supervised convolutional neural network classifiers for tissue classification when little target training data is available.
Unsupervised Learning of Disentangled and Interpretable Representations from Sequential Data
Hsu, Wei-Ning, Zhang, Yu, Glass, James
We present a factorized hierarchical variational autoencoder, which learns disentangled and interpretable representations from sequential data without supervision. Specifically, we exploit the multi-scale nature of information in sequential data by formulating it explicitly within a factorized hierarchical graphical model that imposes sequence-dependent priors and sequence-independent priors to different sets of latent variables. The model is evaluated on two speech corpora to demonstrate, qualitatively, its ability to transform speakers or linguistic content by manipulating different sets of latent variables; and quantitatively, its ability to outperform an i-vector baseline for speaker verification and reduce the word error rate by as much as 35% in mismatched train/test scenarios for automatic speech recognition tasks.
Approximate Bayesian Inference in Linear State Space Models for Intermittent Demand Forecasting at Scale
Seeger, Matthias, Rangapuram, Syama, Wang, Yuyang, Salinas, David, Gasthaus, Jan, Januschowski, Tim, Flunkert, Valentin
We present a scalable and robust Bayesian inference method for linear state space models. The method is applied to demand forecasting in the context of a large e-commerce platform, paying special attention to intermittent and bursty target statistics. Inference is approximated by the Newton-Raphson algorithm, reduced to linear-time Kalman smoothing, which allows us to operate on several orders of magnitude larger problems than previous related work. In a study on large real-world sales datasets, our method outperforms competing approaches on fast and medium moving items.