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 Statistical Learning


Forecasting Uncertainty in Electricity Demand

AAAI Conferences

Generalized Additive Models (GAM) are a widely popular class of regression models to forecast electricity demand, due to their high accuracy, flexibility and interpretability. However, the residuals of the fitted GAM are typically heteroscedastic and leptokurtic caused by the nature of energy data. In this paper we propose a novel approach to estimate the time-varying conditional variance of the GAM residuals, which we call the GAM2 algorithm. It allows utility companies and network operators to assess the uncertainty of future electricity demand and incorporate it into their planning processes. The basic idea of our algorithm is to apply another GAM to the squared residuals to explain the dependence of uncertainty on exogenous variables. Empirical evidence shows that the residuals rescaled by the estimated conditional variance are approximately normal. We combine our modeling approach with online learning algorithms that adjust for dynamic changes in the distributions of demand. We illustrate our method by a case study on data from RTE, the operator of the French transmission grid.


Predicting Bike Usage for New York City’s Bike Sharing System

AAAI Conferences

Bike sharing systems consist of a fleet of bikes placed in a network of docking stations. These bikes can then be rented and returned to any of the docking stations after usage. Predicting unrealized bike demand at locations currently without bike stations is important for effectively designing and expanding bike sharing systems. We predict pairwise bike demand for New York City’s Citi Bike system. Since the system is driven by daily commuters we focus only on the morning rush hours between 7:00 AM to 11:00 AM during weekdays. We use taxi usage, weather and spatial variables as covariates to predict bike demand, and further analyze the influence of precipitation and day of week. We show that aggregating stations in neighborhoods can substantially improve predictions. The presented model can assist planners by predicting bike demand at a macroscopic level, between pairs of neighborhoods.


Automatic Land Use and Land Cover Classification Using RapidEye Imagery in Mexico

AAAI Conferences

The problem with this type of method is that it does not really take advantage of Land use and land cover classification (LUCC) maps from high resolution images. We believe that pixel based spectral remote sensor data are of great interest since they allow to information is not enough to characterize land use and track issues like deforestation/reforestation, water sources land cover classes. For this reason, our goal is to design a reduction, urban growth, or to calculate indicators like a methodology that models classes as areas of correlated pixels.


Coarse Models for Bird Migrations Using Clustering and Non-Stationary Markov Chains

AAAI Conferences

While great strides have been made in collecting presence data and developing accurate species distribution models, much less is known about the migratory process that guides the spatio-temporal changes in distributions for migrating species, especially birds. In this work, we address a challenging inference task, where given only aggregate and noisy data of the volume of birds for each spatial pixel and time window, we predict the likely transition links with their associated probabilities. We propose a framework to build such migration networks for different bird species and present a real world example of constructing a network using our approach.


On Heterogeneous Machine Learning Ensembles for Wind Power Prediction

AAAI Conferences

For a sustainable integration of wind power into the electricity grid, a precise prediction method is required. In this work, we investigate the use of heterogeneous machine learning ensembles for wind power prediction. We first analyze homogeneous ensemble regressors that make use of a single base algorithm and compare decision trees to k-nearest neighbors and support vector regression. As next step, we construct heterogeneous ensembles that make use of multiple base algorithms and benefit from a gain of diversity of the weak predictors. In the experimental evaluation, we show that a combination of decision trees and support vector regression outperforms state-of-the-art predictors (improvements of up to 37% compared to support vector regression) as well as homogeneous ensembles while requiring a shorter runtime (speed-ups from 1.60x to 8.78x). The experiments are based on large wind time series data from simulations and real measurements.


Formulating LUTI Calibration as an Optimisation Problem: Estimation of Tranus Shadow Price and Substitution Parameters

AAAI Conferences

Cities and their employment catchment areas are focus points of economic activity, transportation, and social interactions. The need for land use and transport inte- grated modelling (LUTI modelling) as a decision aid tool in urban planning, has become apparent. Instanti- ating such models on cities, requires a substantial data collection, model structuring and parameter estimation effort; for conciseness, the latter is referred to here as calibration. This work is a partial effort towards the integrated calibration of LUTI models. It considers one of the most widely used LUTI models and softwares, Tranus. The usual calibration approach for Tranus is briefly reviewed. It is then reformulated as an optimisa- tion problem, in order to make it amenable to the sys- tematic incorporation of constraints on parameters and additional data and to form a clear basis for future fully integrated calibration. The problem at hand concerns a dynamic system; an approach is shown how to “elimi- nate” parts of the dynamics in order to ease the param- eter optimisation. We also discuss how to validate cali- bration results and propose to use synthetic data gener- ated from real world problems in order to assess conver- gence properties and accuracy of calibration methods.


Lower Dimensional Representations of City Neighbourhoods

AAAI Conferences

We aim to profile characteristics of areas of variant units across a district, city or a country. Studying attributes of areas can be very useful in several situations. In the past, research has focused mainly on studying specific char- acteristics of areas using a few selected attributes. In this paper we propose an alternative view on neighbourhood profiles. Instead of characterising a neighbourhood through a set of attributes such as those collected by the census, we propose use of a low-dimensional fea- ture representation, or embedding, created from one or more input sources. The purpose of the embeddings is having a generic representation for entities that can do well across several downstream tasks such as regression for attributes prediction.


Mining 911 Calls in New York City: Temporal Patterns, Detection, and Forecasting

AAAI Conferences

The New York Police Department (NYPD) is tasked with responding to a wide range of incidents that are reported through the city's 911 emergency hotline. Currently, response resources are distributed within police precincts on the basis of high-level summary statistics and expert reasoning. In this paper, we describe our first steps towards a better understanding of 911 call activity: temporal behavioral clustering, predictive models of call activity, and anomalous event detection. In practice, the proposed techniques provide decision makers granular information on resource allocation needs across precincts and are important components of an overall data-driven resource allocation policy.


AutoFolio: Algorithm Configuration for Algorithm Selection

AAAI Conferences

Algorithm selection (AS) techniques — which involve choosing from a set of algorithms the one expected to solve a given problem instance most efficiently — have substantially improved the state-of-the-art in solving many prominent AI problems, such as SAT, CSP, ASP, MAXSAT, and QBF.Although several AS procedures have been introduced,not too surprisingly, none of them dominates all others across all AS scenarios.Furthermore, these procedures have parameters whose optimal values vary across AS scenarios.This holds specifically for the machine learning techniques that form the core of current AS proceduresand for their hyperparameters. Therefore, to successfully apply AS to new problems, algorithms and benchmark sets, two questions need to be answered:(i) how to select an AS approach and (ii) how to set its parameters effectively.We address both of these problems simultaneously by using automated algorithm configuration.Specifically, we demonstrate that we can use algorithm configurators to automatically configure clasp folio 2,which implements a large variety of different AS approaches and their respective parameters in a single highly parameterized algorithm framework.We demonstrate that this approach, dubbed auto folio, can significantly improve the performance of clasp folio 2 on 11 out of the 12 scenarios from the Algorithm Selection Library and leads to new state-of-the-art algorithm selectors for 8 of these scenarios.


Phase Transitions in Sparse PCA

arXiv.org Machine Learning

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state evolution to analyze what is the information theoretically minimal mean-squared error and the one achieved by AMP in the limit of large sizes. For a special case of rank one and large enough density of non-zeros Deshpande and Montanari [1] proved that AMP is asymptotically optimal. We show that both for low density and for large rank the problem undergoes a series of phase transitions suggesting existence of a region of parameters where estimation is information theoretically possible, but AMP (and presumably every other polynomial algorithm) fails. The analysis of the large rank limit is particularly instructive.