Gusev, Gleb
Simplicial SMOTE: Oversampling Solution to the Imbalanced Learning Problem
Kachan, Oleg, Savchenko, Andrey, Gusev, Gleb
SMOTE (Synthetic Minority Oversampling Technique) is the established geometric approach to random oversampling to balance classes in the imbalanced learning problem, followed by many extensions. Its idea is to introduce synthetic data points of the minor class, with each new point being the convex combination of an existing data point and one of its k-nearest neighbors. In this paper, by viewing SMOTE as sampling from the edges of a geometric neighborhood graph and borrowing tools from the topological data analysis, we propose a novel technique, Simplicial SMOTE, that samples from the simplices of a geometric neighborhood simplicial complex. A new synthetic point is defined by the barycentric coordinates w.r.t. a simplex spanned by an arbitrary number of data points being sufficiently close rather than a pair. Such a replacement of the geometric data model results in better coverage of the underlying data distribution compared to existing geometric sampling methods and allows the generation of synthetic points of the minority class closer to the majority class on the decision boundary. We experimentally demonstrate that our Simplicial SMOTE outperforms several popular geometric sampling methods, including the original SMOTE. Moreover, we show that simplicial sampling can be easily integrated into existing SMOTE extensions. We generalize and evaluate simplicial extensions of the classic Borderline SMOTE, Safe-level SMOTE, and ADASYN algorithms, all of which outperform their graph-based counterparts.
Multimodal Banking Dataset: Understanding Client Needs through Event Sequences
Dzhambulat, Mollaev, Kostin, Alexander, Maria, Postnova, Karpukhin, Ivan, Kireev, Ivan A, Gusev, Gleb, Savchenko, Andrey
Financial organizations collect a huge amount of data about clients that typically has a temporal (sequential) structure and is collected from various sources (modalities). Due to privacy issues, there are no large-scale open-source multimodal datasets of event sequences, which significantly limits the research in this area. In this paper, we present the industrial-scale publicly available multimodal banking dataset, MBD, that contains more than 1.5M corporate clients with several modalities: 950M bank transactions, 1B geo position events, 5M embeddings of dialogues with technical support and monthly aggregated purchases of four bank's products. All entries are properly anonymized from real proprietary bank data. Using this dataset, we introduce a novel benchmark with two business tasks: campaigning (purchase prediction in the next month) and matching of clients. We provide numerical results that demonstrate the superiority of our multi-modal baselines over single-modal techniques for each task. As a result, the proposed dataset can open new perspectives and facilitate the future development of practically important large-scale multimodal algorithms for event sequences. HuggingFace Link: https://huggingface.co/datasets/ai-lab/MBD Github Link: https://github.com/Dzhambo/MBD
TransCAD: A Hierarchical Transformer for CAD Sequence Inference from Point Clouds
Dupont, Elona, Cherenkova, Kseniya, Mallis, Dimitrios, Gusev, Gleb, Kacem, Anis, Aouada, Djamila
3D reverse engineering, in which a CAD model is inferred given a 3D scan of a physical object, is a research direction that offers many promising practical applications. This paper proposes TransCAD, an end-to-end transformer-based architecture that predicts the CAD sequence from a point cloud. TransCAD leverages the structure of CAD sequences by using a hierarchical learning strategy. A loop refiner is also introduced to regress sketch primitive parameters. Rigorous experimentation on the DeepCAD and Fusion360 datasets show that TransCAD achieves state-of-the-art results. The result analysis is supported with a proposed metric for CAD sequence, the mean Average Precision of CAD Sequence, that addresses the limitations of existing metrics.
Efficient High-Order Interaction-Aware Feature Selection Based on Conditional Mutual Information
Shishkin, Alexander, Bezzubtseva, Anastasia, Drutsa, Alexey, Shishkov, Ilia, Gladkikh, Ekaterina, Gusev, Gleb, Serdyukov, Pavel
This study introduces a novel feature selection approach CMICOT, which is a further evolution of filter methods with sequential forward selection (SFS) whose scoring functions are based on conditional mutual information (MI). We state and study a novel saddle point (max-min) optimization problem to build a scoring function that is able to identify joint interactions between several features. This method fills the gap of MI-based SFS techniques with high-order dependencies. In this high-dimensional case, the estimation of MI has prohibitively high sample complexity. We mitigate this cost using a greedy approximation and binary representatives what makes our technique able to be effectively used.
Minimal Variance Sampling in Stochastic Gradient Boosting
Ibragimov, Bulat, Gusev, Gleb
Stochastic Gradient Boosting (SGB) is a widely used approach to regularization of boosting models based on decision trees. It was shown that, in many cases, random sampling at each iteration can lead to better generalization performance of the model and can also decrease the learning time. Different sampling approaches were proposed, where probabilities are not uniform, and it is not currently clear which approach is the most effective. In this paper, we formulate the problem of randomization in SGB in terms of optimization of sampling probabilities to maximize the estimation accuracy of split scoring used to train decision trees. This optimization problem has a closed-form nearly optimal solution, and it leads to a new sampling technique, which we call Minimal Variance Sampling (MVS). The method both decreases the number of examples needed for each iteration of boosting and increases the quality of the model significantly as compared to the state-of-the art sampling methods. The superiority of the algorithm was confirmed by introducing MVS as a new default option for subsampling in CatBoost, a gradient boosting library achieving state-of-the-art quality on various machine learning tasks.
Latent Distribution Assumption for Unbiased and Consistent Consensus Modelling
Fedorova, Valentina, Gusev, Gleb, Serdyukov, Pavel
We study the problem of aggregation noisy labels. Usually, it is solved by proposing a stochastic model for the process of generating noisy labels and then estimating the model parameters using the observed noisy labels. A traditional assumption underlying previously introduced generative models is that each object has one latent true label. In contrast, we introduce a novel latent distribution assumption, implying that a unique true label for an object might not exist, but rather each object might have a specific distribution generating a latent subjective label each time the object is observed. Our experiments showed that the novel assumption is more suitable for difficult tasks, when there is an ambiguity in choosing a "true" label for certain objects.
Aggregation of pairwise comparisons with reduction of biases
Bugakova, Nadezhda, Fedorova, Valentina, Gusev, Gleb, Drutsa, Alexey
We study the problem of ranking from crowdsourced pairwise comparisons. Answers to pairwise tasks are known to be affected by the position of items on the screen, however, previous models for aggregation of pairwise comparisons do not focus on modeling such kind of biases. We introduce a new aggregation model factorBT for pairwise comparisons, which accounts for certain factors of pairwise tasks that are known to be irrelevant to the result of comparisons but may affect workers' answers due to perceptual reasons. By modeling biases that influence workers, factorBT is able to reduce the effect of biased pairwise comparisons on the resulted ranking. Our empirical studies on real-world data sets showed that factorBT produces more accurate ranking from crowdsourced pairwise comparisons than previously established models.
CatBoost: unbiased boosting with categorical features
Prokhorenkova, Liudmila, Gusev, Gleb, Vorobev, Aleksandr, Dorogush, Anna Veronika, Gulin, Andrey
This paper presents the key algorithmic techniques behind CatBoost, a new gradient boosting toolkit. Their combination leads to CatBoost outperforming other publicly available boosting implementations in terms of quality on a variety of datasets. Two critical algorithmic advances introduced in CatBoost are the implementation of ordered boosting, a permutation-driven alternative to the classic algorithm, and an innovative algorithm for processing categorical features. Both techniques were created to fight a prediction shift caused by a special kind of target leakage present in all currently existing implementations of gradient boosting algorithms. In this paper, we provide a detailed analysis of this problem and demonstrate that proposed algorithms solve it effectively, leading to excellent empirical results.
CatBoost: unbiased boosting with categorical features
Prokhorenkova, Liudmila, Gusev, Gleb, Vorobev, Aleksandr, Dorogush, Anna Veronika, Gulin, Andrey
This paper presents the key algorithmic techniques behind CatBoost, a new gradient boosting toolkit. Their combination leads to CatBoost outperforming other publicly available boosting implementations in terms of quality on a variety of datasets. Two critical algorithmic advances introduced in CatBoost are the implementation of ordered boosting, a permutation-driven alternative to the classic algorithm, and an innovative algorithm for processing categorical features. Both techniques were created to fight a prediction shift caused by a special kind of target leakage present in all currently existing implementations of gradient boosting algorithms. In this paper, we provide a detailed analysis of this problem and demonstrate that proposed algorithms solve it effectively, leading to excellent empirical results.
Learning Supervised PageRank with Gradient-Based and Gradient-Free Optimization Methods
Bogolubsky, Lev, Dvurechenskii, Pavel, Gasnikov, Alexander, Gusev, Gleb, Nesterov, Yurii, Raigorodskii, Andrei M., Tikhonov, Aleksey, Zhukovskii, Maksim
In this paper, we consider a non-convex loss-minimization problem of learning Supervised PageRank models, which can account for features of nodes and edges. We propose gradient-based and random gradient-free methods to solve this problem. Our algorithms are based on the concept of an inexact oracle and unlike the state-of-the-art gradient-based method we manage to provide theoretically the convergence rate guarantees for both of them. Finally, we compare the performance of the proposed optimization methods with the state of the art applied to a ranking task.