Deciding effective and timely preventive measures against complex social problems affecting relatively low income geographies is a difficult challenge. There is a strong need to adopt intelligent automation based solutions with low cost imprints to tackle these problems at larger scales. Starting with the hypothesis that analytical modelling and analysis of social phenomena with high accuracy is in general inherently hard, in this paper we propose design framework to enable data-driven machine learning based adaptive solution approach towards enabling more effective preventive measures. We use survey data collected from a socio-economically backward region of India about adolescent girls to illustrate the design approach.

Tree ensembles, such as random forest and boosted trees, are renowned for their high prediction performance, whereas their interpretability is critically limited. In this paper, we propose a post processing method that improves the model interpretability of tree ensembles. After learning a complex tree ensembles in a standard way, we approximate it by a simpler model that is interpretable for human. To obtain the simpler model, we derive the EM algorithm minimizing the KL divergence from the complex ensemble. A synthetic experiment showed that a complicated tree ensemble was approximated reasonably as interpretable.

A major challenge for building statistical models in the big data era is that the available data volume may exceed the computational capability. A common approach to solve this problem is to employ a subsampled dataset that can be handled by the available computational resources. In this paper, we propose a general subsampling scheme for large-scale multi-class logistic regression, and examine the variance of the resulting estimator. We show that asymptotically, the proposed method always achieves a smaller variance than that of the uniform random sampling. Moreover, when the classes are conditional imbalanced, significant improvement over uniform sampling can be achieved. Empirical performance of the proposed method is compared to other methods on both simulated and real-world datasets, and these results match and confirm our theoretical analysis.

Machine learning has become a central part of our life – as consumers, customers, and hopefully as researchers and practitioners! Whether we are applying predictive modeling techniques to our research or business problems, I believe we have one thing in common: We want to make "good" predictions! Fitting a model to our training data is one thing, but how do we know that it generalizes well to unseen data? How do we know that it doesn't simply memorize the data we fed it and fails to make good predictions on future samples, samples that it hasn't seen before? And how do we select a good model in the first place?

One thing, which I'm not sure, is how correct is their comparison. By that I mean that they fix the global learning rate for the "hand designed" algos and choose it by grid search. However, we do know well that in most problems we can start with a larger learning rate an decay it over time after it platoes. The issue of not conisdering that probably the best global learning rate for the whole run, would be one which is very slow, but eventually outperforms faster ones. Nevertheless, this is an interesting work, although I'm still quite skeptical of such optimiziers to generalize well on large models.

We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We call the algorithm random parallel because it utilizes multiple parallel processors to operate on a randomly chosen subset of blocks of the feature vector. We call the algorithm stochastic because processors choose training subsets uniformly at random. Algorithms that are parallel in either of these dimensions exist, but RAPSA is the first attempt at a methodology that is parallel in both the selection of blocks and the selection of elements of the training set. In RAPSA, processors utilize the randomly chosen functions to compute the stochastic gradient component associated with a randomly chosen block. The technical contribution of this paper is to show that this minimally coordinated algorithm converges to the optimal classifier when the training objective is convex. Moreover, we present an accelerated version of RAPSA (ARAPSA) that incorporates the objective function curvature information by premultiplying the descent direction by a Hessian approximation matrix. We further extend the results for asynchronous settings and show that if the processors perform their updates without any coordination the algorithms are still convergent to the optimal argument. RAPSA and its extensions are then numerically evaluated on a linear estimation problem and a binary image classification task using the MNIST handwritten digit dataset.

In this paper, we consider the joint design of data compression and 802.15.4-based medium access control (MAC) protocol for smartgrids with renewable energy. We study the setting where a number of nodes, each of which comprises electricity load and/or renewable sources, report periodically their injected powers to a data concentrator. Our design exploits the correlation of the reported data in both time and space to efficiently design the data compression using the compressed sensing (CS) technique and theMAC protocol so that the reported data can be recovered reliably within minimum reporting time. Specifically, we perform the following design tasks: i) we employ the two-dimensional (2D) CS technique to compress the reported data in the distributed manner; ii) we propose to adapt the 802.15.4 MAC protocol frame structure to enable efficient data transmission and reliable data reconstruction; and iii) we develop an analytical model based on which we can obtain efficient MAC parameter configuration to minimize the reporting delay. Finally, numerical results are presented to demonstrate the effectiveness of our proposed framework compared to existing solutions.

Innovation is among the key factors driving a country's economic and social growth. But what are the factors that make a country innovative? How do they differ across different parts of the world and different stages of development? In this work done in collaboration with the World Economic Forum (WEF), we analyze the scores obtained through executive opinion surveys that constitute the WEF's Global Competitiveness Index in conjunction with other country-level metrics and indicators to identify actionable levers of innovation. The findings can help country leaders and organizations shape the policies to drive developmental activities and increase the capacity of innovation.

If your event rate is around 17% and you say that at 50% cutoff you're getting a very good classification, there's something fishy! How can a logistic model trained to fit only 17% be better than what information the dataset has? Unless, you're measure of accuracy of fit is different from misclassification! Remember, the model usually fits the remaining 83% well, so the misclassification there would be low as compared to the 17%. But I'm unsure how you're getting a 50% cutoff more accurate in terms of misclassification - since, a decrease here, is going to increase it there. The best way to find out the cutoff is by plotting for different values as already suggested, but it's usually got to be around the event rate!

So far we have used image processing techniques to improve the images, and then ensembled together the results of that image processing using GBM or XGBoost. But some competitors have achieved reasonable results using purely machine learning approaches. While these pure machine learning approaches aren't enough for the competitors to get to the top of the leader board, they have outperformed some of the models that I have presented in this series of blogs. However these scripts were invariably written in Python and I thought that it would be great to see how to use R to build a similar type of model. So we will add a brute-force machine learning approach to our model.