heterogeneous ensemble
Hybrid Ensemble Deep Graph Temporal Clustering for Spatiotemporal Data
Nji, Francis Ndikum, Faruque, Omar, Cham, Mostafa, Vandana, Janeja, Wang, Jianwu
Classifying subsets based on spatial and temporal features is crucial to the analysis of spatiotemporal data given the inherent spatial and temporal variability. Since no single clustering algorithm ensures optimal results, researchers have increasingly explored the effectiveness of ensemble approaches. Ensemble clustering has attracted much attention due to increased diversity, better generalization, and overall improved clustering performance. While ensemble clustering may yield promising results on simple datasets, it has not been fully explored on complex multivariate spatiotemporal data. For our contribution to this field, we propose a novel hybrid ensemble deep graph temporal clustering (HEDGTC) method for multivariate spatiotemporal data. HEDGTC integrates homogeneous and heterogeneous ensemble methods and adopts a dual consensus approach to address noise and misclassification from traditional clustering. It further applies a graph attention autoencoder network to improve clustering performance and stability. When evaluated on three real-world multivariate spatiotemporal data, HEDGTC outperforms state-of-the-art ensemble clustering models by showing improved performance and stability with consistent results. This indicates that HEDGTC can effectively capture implicit temporal patterns in complex spatiotemporal data.
eipy: An Open-Source Python Package for Multi-modal Data Integration using Heterogeneous Ensembles
Bennett, Jamie J. R., Li, Yan Chak, Pandey, Gaurav
In this paper, we introduce eipy--an open-source Python package for developing effective, multi-modal heterogeneous ensembles for classification. eipy simultaneously provides both a rigorous, and user-friendly framework for comparing and selecting the best-performing multi-modal data integration and predictive modeling methods by systematically evaluating their performance using nested cross-validation. The package is designed to leverage scikit-learn-like estimators as components to build multi-modal predictive models. An up-to-date user guide, including API reference and tutorials, for eipy is maintained at https://eipy.readthedocs.io . The main repository for this project can be found on GitHub at https://github.com/GauravPandeyLab/eipy .
Exploring Model Learning Heterogeneity for Boosting Ensemble Robustness
Wu, Yanzhao, Chow, Ka-Ho, Wei, Wenqi, Liu, Ling
Deep neural network ensembles hold the potential of improving generalization performance for complex learning tasks. This paper presents formal analysis and empirical evaluation to show that heterogeneous deep ensembles with high ensemble diversity can effectively leverage model learning heterogeneity to boost ensemble robustness. We first show that heterogeneous DNN models trained for solving the same learning problem, e.g., object detection, can significantly strengthen the mean average precision (mAP) through our weighted bounding box ensemble consensus method. Second, we further compose ensembles of heterogeneous models for solving different learning problems, e.g., object detection and semantic segmentation, by introducing the connected component labeling (CCL) based alignment. We show that this two-tier heterogeneity driven ensemble construction method can compose an ensemble team that promotes high ensemble diversity and low negative correlation among member models of the ensemble, strengthening ensemble robustness against both negative examples and adversarial attacks. Third, we provide a formal analysis of the ensemble robustness in terms of negative correlation. Extensive experiments validate the enhanced robustness of heterogeneous ensembles in both benign and adversarial settings. The source codes are available on GitHub at https://github.com/git-disl/HeteRobust.
Financial Risk Management on a Neutral Atom Quantum Processor
Leclerc, Lucas, Ortiz-Guitierrez, Luis, Grijalva, Sebastian, Albrecht, Boris, Cline, Julia R. K., Elfving, Vincent E., Signoles, Adrien, Henriet, Loïc, Del Bimbo, Gianni, Sheikh, Usman Ayub, Shah, Maitree, Andrea, Luc, Ishtiaq, Faysal, Duarte, Andoni, Mugel, Samuel, Caceres, Irene, Kurek, Michel, Orus, Roman, Seddik, Achraf, Hammammi, Oumaima, Isselnane, Hacene, M'tamon, Didier
Machine Learning models capable of handling the large datasets collected in the financial world can often become black boxes expensive to run. The quantum computing paradigm suggests new optimization techniques, that combined with classical algorithms, may deliver competitive, faster and more interpretable models. In this work we propose a quantum-enhanced machine learning solution for the prediction of credit rating downgrades, also known as fallen-angels forecasting in the financial risk management field. We implement this solution on a neutral atom Quantum Processing Unit with up to 60 qubits on a real-life dataset. We report competitive performances against the state-of-the-art Random Forest benchmark whilst our model achieves better interpretability and comparable training times. We examine how to improve performance in the near-term validating our ideas with Tensor Networks-based numerical simulations.
An efficient and flexible inference system for serving heterogeneous ensembles of deep neural networks
Pochelu, Pierrick, Petiton, Serge G., Conche, Bruno
Ensembles of Deep Neural Networks (DNNs) have achieved qualitative predictions but they are computing and memory intensive. Therefore, the demand is growing to make them answer a heavy workload of requests with available computational resources. Unlike recent initiatives on inference servers and inference frameworks, which focus on the prediction of single DNNs, we propose a new software layer to serve with flexibility and efficiency ensembles of DNNs. Our inference system is designed with several technical innovations. First, we propose a novel procedure to find a good allocation matrix between devices (CPUs or GPUs) and DNN instances. It runs successively a worst-fit to allocate DNNs into the memory devices and a greedy algorithm to optimize allocation settings and speed up the ensemble. Second, we design the inference system based on multiple processes to run asynchronously: batching, prediction, and the combination rule with an efficient internal communication scheme to avoid overhead. Experiments show the flexibility and efficiency under extreme scenarios: It successes to serve an ensemble of 12 heavy DNNs into 4 GPUs and at the opposite, one single DNN multi-threaded into 16 GPUs. It also outperforms the simple baseline consisting of optimizing the batch size of DNNs by a speedup up to 2.7X on the image classification task.
An Online Ensemble Learning Model for Detecting Attacks in Wireless Sensor Networks
Tabbaa, Hiba, Ifzarne, Samir, Hafidi, Imad
In today's modern world, the usage of technology is unavoidable and the rapid advances in the Internet and communication fields have resulted to expand the Wireless Sensor Network (WSN) technology. A huge number of sensing devices collect and/or generate numerous sensory data throughout time for a wide range of fields and applications. However, WSN has been proven to be vulnerable to security breaches, the harsh and unattended deployment of these networks, combined with their constrained resources and the volume of data generated introduce a major security concern. WSN applications are extremely critical, it is essential to build reliable solutions that involve fast and continuous mechanisms for online data stream analysis enabling the detection of attacks and intrusions. In this context, our aim is to develop an intelligent, efficient, and updatable intrusion detection system by applying an important machine learning concept known as ensemble learning in order to improve detection performance. Although ensemble models have been proven to be useful in offline learning, they have received less attention in streaming applications. In this paper, we examine the application of different homogeneous and heterogeneous online ensembles in sensory data analysis, on a specialized wireless sensor network-detection system (WSN-DS) dataset in order to classify four types of attacks: Blackhole attack, Grayhole, Flooding, and Scheduling among normal network traffic. Among the proposed novel online ensembles, both the heterogeneous ensemble consisting of an Adaptive Random Forest (ARF) combined with the Hoeffding Adaptive Tree (HAT) algorithm and the homogeneous ensemble HAT made up of 10 models achieved higher detection rates of 96.84% and 97.2%, respectively. The above models are efficient and effective in dealing with concept drift, while taking into account the resource constraints of WSNs.
Ensembles in Machine Learning
Ensemble methods are well established as an algorithmic cornerstone in machine learning (ML). Just as in real life, in ML a committee of experts will often perform better than an individual provided appropriate care is taken in constituting the committee. Since the earliest days of ML research, a variety of ensemble strategies have been developed with random forests and gradient boosting emerging as leading-edge methods in classification today. It has been recognised since the early days of ML research that ensembles of classifiers can be more accurate than individual models. In ML, ensembles are effectively committees that aggregate the predictions of individual classifiers. They are effective for very much the same reasons a committee of experts works in human decision making, they can bring different expertise to bear and the averaging effect can reduce errors. This article presents a tutorial on the main ensemble methods in use in ML with links to Python notebooks and datasets illustrating these methods in action. The objective is to help practitioners get started with ML ensembles and to provide an insight into when and why ensembles are effective. There have been a lot of developments since then and the ensemble idea is still to the forefront in ML applications. For example, random forests [2] and gradient boosting [7] would be considered among the most powerful methods available to ML practitioners today. The generic ensemble idea is presented in Figure 1. All ensembles are made up of a collection of base classifiers, also known as members or estimators.
Heterogeneous Ensemble for ESG Ratings Prediction
Krappel, Tim, Bogun, Alex, Borth, Damian
Over the past years, topics ranging from climate change to human rights have seen increasing importance for investment decisions. Hence, investors (asset managers and asset owners) who wanted to incorporate these issues started to assess companies based on how they handle such topics. For this assessment, investors rely on specialized rating agencies that issue ratings along the environmental, social and governance (ESG) dimensions. Such ratings allow them to make investment decisions in favor of sustainability. However, rating agencies base their analysis on subjective assessment of sustainability reports, not provided by every company. Furthermore, due to human labor involved, rating agencies are currently facing the challenge to scale up the coverage in a timely manner. In order to alleviate these challenges and contribute to the overall goal of supporting sustainability, we propose a heterogeneous ensemble model to predict ESG ratings using fundamental data. This model is based on feedforward neural network, CatBoost and XGBoost ensemble members. Given the public availability of fundamental data, the proposed method would allow cost-efficient and scalable creation of initial ESG ratings (also for companies without sustainability reporting). Using our approach we are able to explain 54% of the variation in ratings R2 using fundamental data and outperform prior work in this area.
Ensemble Forecasting of Monthly Electricity Demand using Pattern Similarity-based Methods
This work presents ensemble forecasting of monthly electricity demand using pattern similarity-based forecasting methods (PSFMs). PSFMs applied in this study include $k$-nearest neighbor model, fuzzy neighborhood model, kernel regression model, and general regression neural network. An integral part of PSFMs is a time series representation using patterns of time series sequences. Pattern representation ensures the input and output data unification through filtering a trend and equalizing variance. Two types of ensembles are created: heterogeneous and homogeneous. The former consists of different type base models, while the latter consists of a single-type base model. Five strategies are used for controlling a diversity of members in a homogeneous approach. The diversity is generated using different subsets of training data, different subsets of features, randomly disrupted input and output variables, and randomly disrupted model parameters. An empirical illustration applies the ensemble models as well as individual PSFMs for comparison to the monthly electricity demand forecasting for 35 European countries.
Pooling homogeneous ensembles to build heterogeneous ensembles
Sabzevari, Maryam, Martínez-Muñoz, Gonzalo, Suárez, Alberto
In ensemble methods, the outputs of a collection of diverse classifiers are combined in the expectation that the global prediction be more accurate than the individual ones. Heterogeneous ensembles consist of predictors of different types, which are likely to have different biases. If these biases are complementary, the combination of their decisions is beneficial. In this work, a family of heterogeneous ensembles is built by pooling classifiers from M homogeneous ensembles of different types of size T. Depending on the fraction of base classifiers of each type, a particular heterogeneous combination in this family is represented by a point in a regular simplex in M dimensions. The M vertices of this simplex represent the different homogeneous ensembles. A displacement away from one of these vertices effects a smooth transformation of the corresponding homogeneous ensemble into a heterogeneous one. The optimal composition of such heterogeneous ensemble can be determined using cross-validation or, if bootstrap samples are used to build the individual classifiers, out-of-bag data. An empirical analysis of such combinations of bootstraped ensembles composed of neural networks, SVMs, and random trees (i.e. from a standard random forest) illustrates the gains that can be achieved by this heterogeneous ensemble creation method.