Statistical Learning
Input Switched Affine Networks: An RNN Architecture Designed for Interpretability
Foerster, Jakob N., Gilmer, Justin, Chorowski, Jan, Sohl-Dickstein, Jascha, Sussillo, David
There exist many problem domains where the interpretability of neural network models is essential for deployment. Here we introduce a recurrent architecture composed of input-switched affine transformations - in other words an RNN without any explicit nonlinearities, but with input-dependent recurrent weights. This simple form allows the RNN to be analyzed via straightforward linear methods: we can exactly characterize the linear contribution of each input to the model predictions; we can use a change-of-basis to disentangle input, output, and computational hidden unit subspaces; we can fully reverse-engineer the architecture's solution to a simple task. Despite this ease of interpretation, the input switched affine network achieves reasonable performance on a text modeling tasks, and allows greater computational efficiency than networks with standard nonlinearities.
Top 10 Machine Learning Algorithms
This was the subject of a question asked on Quora: What are the top 10 data mining or machine learning algorithms? Algorithms from graph theory (to find the shortest path in a graph, or to detect connected components), from operations research (the simplex, to optimize the supply chain), or from time series, are not listed either. My point of view is of course biased, but I would like to also add some algorithms developed or re-developed at the Data Science Central's research lab: These algorithms are described in the article What you wont learn in statistics classes. It is a fundamental algorithm: the core algorithm used to build taxonomies, catalogs (see this article about Amazon), search engines, and enterprise search solutions.
Density-Based Clustering Exercises
Density-based clustering is a technique that allows to partition data into groups with similar characteristics (clusters) but does not require specifying the number of those groups in advance. In density-based clustering, clusters are defined as dense regions of data points separated by low-density regions. Density is measured by the number of data points within some radius. There are different methods of density-based clustering. The most popular are DBSCAN (density-based spatial clustering of applications with noise), which assumes constant density of clusters, OPTICS (ordering points to identify the clustering structure), which allows for varying density, and "mean-shift".
Using Machine Learning To Generate Human-Readable News Articles
TL;DR Abstract - I built ZombieWriter, a Ruby gem that will enable users to generate news articles by aggregating paragraphs from other sources. It can use either machine learning algorithms (Latent Semantic Analysis and k-means clustering) or randomization to generate human-readable articles. In this article, I demonstrate how ZombieWrtier can use machine learning to create a Markdown file containing 17 human-readable articles. After finishing the demonstration and comparing the output to a randomization process, I then explain possible "future research" plans to improve the text generation process. I am not yet ready to claim that this technology is disruptive. Machine learning is hot (to put it mildly). The paradigm of using data instead of code to program machines has been applied to solve a variety of real-world problems.
Types of Optimization Algorithms used in Neural Networks and Ways to Optimize Gradient Descent
Have you ever wondered which optimization algorithm to use for your Neural network Model to produce slightly better and faster results by updating the Model parameters such as Weights and Bias values . Should we use Gradient Descent or Stochastic gradient Descent or Adam? I too didn't know about the major differences between these different types of Optimization Strategies and which one is better over another before writing this article. Optimization algorithms helps us to minimize (or maximize) a Loss function (another name for Error function) E(x) which is simply a mathematical function dependent on the Model's internal parameters which are used in computing the target values(Y) from the set of predictors(X) used in the model. For example -- we call the Weights(W) and the Bias(b) values of the Neural Network as its internal parameters which are used in computing the Output values and play a major role in the training process of the Neural Network Model .
Density-Based Clustering Exercises
Density-based clustering is a technique that allows to partition data into groups with similar characteristics (clusters) but does not require specifying the number of those groups in advance. In density-based clustering, clusters are defined as dense regions of data points separated by low-density regions. Density is measured by the number of data points within some radius. There are different methods of density-based clustering. The most popular are DBSCAN (density-based spatial clustering of applications with noise), which assumes constant density of clusters, OPTICS (ordering points to identify the clustering structure), which allows for varying density, and "mean-shift".
On the Sampling Problem for Kernel Quadrature
Briol, Francois-Xavier, Oates, Chris J., Cockayne, Jon, Chen, Wilson Ye, Girolami, Mark
The standard Kernel Quadrature method for numerical integration with random point sets (also called Bayesian Monte Carlo) is known to converge in root mean square error at a rate determined by the ratio $s/d$, where $s$ and $d$ encode the smoothness and dimension of the integrand. However, an empirical investigation reveals that the rate constant $C$ is highly sensitive to the distribution of the random points. In contrast to standard Monte Carlo integration, for which optimal importance sampling is well-understood, the sampling distribution that minimises $C$ for Kernel Quadrature does not admit a closed form. This paper argues that the practical choice of sampling distribution is an important open problem. One solution is considered; a novel automatic approach based on adaptive tempering and sequential Monte Carlo. Empirical results demonstrate a dramatic reduction in integration error of up to 4 orders of magnitude can be achieved with the proposed method.
Multiple Instance Dictionary Learning for Beat-to-Beat Heart Rate Monitoring from Ballistocardiograms
Jiao, Changzhe, Su, Bo-Yu, Lyons, Princess, Zare, Alina, Ho, K. C., Skubic, Marjorie
Abstract--A multiple instance dictionary learning approach, Dictionary Learning using Functions of Multiple Instances (DL-FUMI), is used to perform beat-to-beat heart rate estimation and to characterize heartbeat signatures from ballistocardiogram (BCG) signals collected with a hydraulic bed sensor. DL-FUMI estimates a "heartbeat concept" that represents an individual's personal ballistocardiogram heartbeat pattern. DL-FUMI formulates heartbeat detection and heartbeat characterization as a multiple instance learning problem to address the uncertainty inherent in aligning BCG signals with ground truth during training. Experimental results show that the estimated heartbeat concept found by DL-FUMI is an effective heartbeat prototype and achieves superior performance over comparison algorithms. I. INTRODUCTION Increasingly more and more devices for realtime heart rate monitoring are becoming available. However, the majority of these devices are intrusive and require continual interaction. For example many heart rate monitoring systems require a user to physically wear the system ( e.g., as a watch, chest strap, electrodes, finger sensor, etc.) and/or charge batteries frequently. In contrast, devices that use ballistocardiography can provide an unintrusive and, thus, relatively low maintenance, comfortable alternative for heart rate monitoring. These sensing systems record the motion of the human body generated by the sudden ejection of blood into the large vessels at each cardiac cycle [1]. Such motion contains rich information and has gained revived interest due to recent development in measurement technology [2, 3] and a growing interest in managing chronic health conditions through passive sensors in the home [4].
Conformal k-NN Anomaly Detector for Univariate Data Streams
Ishimtsev, Vladislav, Nazarov, Ivan, Bernstein, Alexander, Burnaev, Evgeny
Anomalies in time-series data give essential and often actionable information in many applications. In this paper we consider a model-free anomaly detection method for univariate time-series which adapts to non-stationarity in the data stream and provides probabilistic abnormality scores based on the conformal prediction paradigm. Despite its simplicity the method performs on par with complex prediction-based models on the Numenta Anomaly Detection benchmark and the Yahoo!
Learning from Untrusted Data
Charikar, Moses, Steinhardt, Jacob, Valiant, Gregory
The vast majority of theoretical results in machine learning and statistics assume that the available training data is a reasonably reliable reflection of the phenomena to be learned or estimated. Similarly, the majority of machine learning and statistical techniques used in practice are brittle to the presence of large amounts of biased or malicious data. In this work we consider two frameworks in which to study estimation, learning, and optimization in the presence of significant fractions of arbitrary data. The first framework, list-decodable learning, asks whether it is possible to return a list of answers, with the guarantee that at least one of them is accurate. For example, given a dataset of $n$ points for which an unknown subset of $\alpha n$ points are drawn from a distribution of interest, and no assumptions are made about the remaining $(1-\alpha)n$ points, is it possible to return a list of $\operatorname{poly}(1/\alpha)$ answers, one of which is correct? The second framework, which we term the semi-verified learning model, considers the extent to which a small dataset of trusted data (drawn from the distribution in question) can be leveraged to enable the accurate extraction of information from a much larger but untrusted dataset (of which only an $\alpha$-fraction is drawn from the distribution). We show strong positive results in both settings, and provide an algorithm for robust learning in a very general stochastic optimization setting. This general result has immediate implications for robust estimation in a number of settings, including for robustly estimating the mean of distributions with bounded second moments, robustly learning mixtures of such distributions, and robustly finding planted partitions in random graphs in which significant portions of the graph have been perturbed by an adversary.