pwc-archive/papers-with-abstracts huggingface dataset:
$V$-statistics and Variance Estimation
Authors: Zhengze Zhou, Lucas Mentch, Giles Hooker
Date: 2019-12-02 00:00:00

This paper develops a general framework for analyzing asymptotics of $V$-statistics. Previous literature on limiting distribution mainly focuses on the cases when $n \to \infty$ with fixed kernel size $k$. Under some regularity conditions, we demonstrate asymptotic normality when $k$ grows with $n$ by utilizing existing results for $U$-statistics. The key in our approach lies in a mathematical reduction to $U$-statistics by designing an equivalent kernel for $V$-statistics. We also provide a unified treatment on variance estimation for both $U$- and $V$-statistics by observing connections to existing methods and proposing an empirically more accurate estimator. Ensemble methods such as random forests, where multiple base learners are trained and aggregated for prediction purposes, serve as a running example throughout the paper because they are a natural and flexible application of $V$-statistics.
Clustering via Ant Colonies: Parameter Analysis and Improvement of the Algorithm
Authors: Jeffry Chavarria-Molina, Juan Jose Fallas-Monge, Javier Trejos-Zelaya
Date: 2019-12-02 00:00:00
Tasks: Clustering

An ant colony optimization approach for partitioning a set of objects is proposed. In order to minimize the intra-variance, or within sum-of-squares, of the partitioned classes, we construct ant-like solutions by a constructive approach that selects objects to be put in a class with a probability that depends on the distance between the object and the centroid of the class (visibility) and the pheromone trail; the latter depends on the class memberships that have been defined along the iterations. The procedure is improved with the application of K-means algorithm in some iterations of the ant colony method. We performed a simulation study in order to evaluate the method with a Monte Carlo experiment that controls some sensitive parameters of the clustering problem. After some tuning of the parameters, the method has also been applied to some benchmark real-data sets. Encouraging results were obtained in nearly all cases.
Sequential Classification with Empirically Observed Statistics
Authors: Mahdi Haghifam, Vincent Y. F. Tan, Ashish Khisti
Date: 2019-12-03 00:00:00
Tasks: Classification, General Classification, Multi-class Classification

Motivated by real-world machine learning applications, we consider a statistical classification task in a sequential setting where test samples arrive sequentially. In addition, the generating distributions are unknown and only a set of empirically sampled sequences are available to a decision maker. The decision maker is tasked to classify a test sequence which is known to be generated according to either one of the distributions. In particular, for the binary case, the decision maker wishes to perform the classification task with minimum number of the test samples, so, at each step, she declares that either hypothesis 1 is true, hypothesis 2 is true, or she requests for an additional test sample. We propose a classifier and analyze the type-I and type-II error probabilities. We demonstrate the significant advantage of our sequential scheme compared to an existing non-sequential classifier proposed by Gutman. Finally, we extend our setup and results to the multi-class classification scenario and again demonstrate that the variable-length nature of the problem affords significant advantages as one can achieve the same set of exponents as Gutman's fixed-length setting but without having the rejection option.
Variable Selection with Rigorous Uncertainty Quantification using Deep Bayesian Neural Networks: Posterior Concentration and Bernstein-von Mises Phenomenon
Authors: Jeremiah Zhe Liu
Date: 2019-12-03 00:00:00
Tasks: Uncertainty Quantification, Variable Selection

This work develops rigorous theoretical basis for the fact that deep Bayesian neural network (BNN) is an effective tool for high-dimensional variable selection with rigorous uncertainty quantification. We develop new Bayesian non-parametric theorems to show that a properly configured deep BNN (1) learns the variable importance effectively in high dimensions, and its learning rate can sometimes "break" the curse of dimensionality. (2) BNN's uncertainty quantification for variable importance is rigorous, in the sense that its 95% credible intervals for variable importance indeed covers the truth 95% of the time (i.e., the Bernstein-von Mises (BvM) phenomenon). The theoretical results suggest a simple variable selection algorithm based on the BNN's credible intervals. Extensive simulation confirms the theoretical findings and shows that the proposed algorithm outperforms existing classic and neural-network-based variable selection methods, particularly in high dimensions.
Numerical Gaussian process Kalman filtering
Authors: Armin Küper, Steffen Waldherr
Date: 2019-12-03 00:00:00
Tasks: Gaussian Processes

In this manuscript we introduce numerical Gaussian process Kalman filtering (GPKF). Numerical Gaussian processes have recently been developed to simulate spatiotemporal models. The contribution of this paper is to embed numerical Gaussian processes into the recursive Kalman filter equations. This embedding enables us to do Kalman filtering on infinite-dimensional systems using Gaussian processes. This is possible because i) we are obtaining a linear model from numerical Gaussian processes, and ii) the states of this model are by definition Gaussian distributed random variables. Convenient properties of the numerical GPKF are that no spatial discretization of the model is necessary, and manual setting up of the Kalman filter, that is fine-tuning the process and measurement noise levels by hand is not required, as they are learned online from the data stream. We showcase the capability of the numerical GPKF in a simulation study of the advection equation.
Bayesian Model Selection for Change Point Detection and Clustering
Authors: Othmane Mazhar, Cristian R. Rojas, Carlo Fischione, Mohammad R. Hesamzadeh
Date: 2019-12-03 00:00:00
Proceeding: ICML 2018 7
Tasks: Change Point Detection, Clustering, Model Selection

We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a nonparametric penalized least square model selection on a family of models indexed over the collection of partitions of the design points and propose a computationally efficient algorithm to approximately solve it. Statistically, minimizing such a penalized criterion yields an approximation to the maximum a posteriori probability (MAP) estimator. The criterion is then analyzed and an oracle inequality is derived using a Gaussian concentration inequality. The oracle inequality is used to derive on one hand conditions for consistency and on the other hand an adaptive upper bound on the expected square risk of the estimator, which statistically motivates our approximation. Finally, we apply our algorithm to simulated data to experimentally validate the statistical guarantees and illustrate its behavior.
A Fast deflation Method for Sparse Principal Component Analysis via Subspace Projections
Authors: Cong Xu, Min Yang, Jin Zhang
Date: 2019-12-03 00:00:00

The implementation of conventional sparse principal component analysis (SPCA) on high-dimensional data sets has become a time consuming work. In this paper, a series of subspace projections are constructed efficiently by using Household QR factorization. With the aid of these subspace projections, a fast deflation method, called SPCA-SP, is developed for SPCA. This method keeps a good tradeoff between various criteria, including sparsity, orthogonality, explained variance, balance of sparsity, and computational cost. Comparative experiments on the benchmark data sets confirm the effectiveness of the proposed method.
On the Validity of Bayesian Neural Networks for Uncertainty Estimation
Authors: John Mitros, Brian Mac Namee
Date: 2019-12-03 00:00:00
Tasks: image-classification, Image Classification

Deep neural networks (DNN) are versatile parametric models utilised successfully in a diverse number of tasks and domains. However, they have limitations---particularly from their lack of robustness and over-sensitivity to out of distribution samples. Bayesian Neural Networks, due to their formulation under the Bayesian framework, provide a principled approach to building neural networks that address these limitations. This paper describes a study that empirically evaluates and compares Bayesian Neural Networks to their equivalent point estimate Deep Neural Networks to quantify the predictive uncertainty induced by their parameters, as well as their performance in view of this uncertainty. In this study, we evaluated and compared three point estimate deep neural networks against comparable Bayesian neural network alternatives using two well-known benchmark image classification datasets (CIFAR-10 and SVHN).
Stationary Points of Shallow Neural Networks with Quadratic Activation Function
Authors: David Gamarnik, Eren C. Kızıldağ, Ilias Zadik
Date: 2019-12-03 00:00:00

We consider the teacher-student setting of learning shallow neural networks with quadratic activations and planted weight matrix $W^*\in\mathbb{R}^{m\times d}$, where $m$ is the width of the hidden layer and $d\le m$ is the data dimension. We study the optimization landscape associated with the empirical and the population squared risk of the problem. Under the assumption the planted weights are full-rank we obtain the following results. First, we establish that the landscape of the empirical risk admits an "energy barrier" separating rank-deficient $W$ from $W^*$: if $W$ is rank deficient, then its risk is bounded away from zero by an amount we quantify. We then couple this result by showing that, assuming number $N$ of samples grows at least like a polynomial function of $d$, all full-rank approximate stationary points of the empirical risk are nearly global optimum. These two results allow us to prove that gradient descent, when initialized below the energy barrier, approximately minimizes the empirical risk and recovers the planted weights in polynomial-time. Next, we show that initializing below this barrier is in fact easily achieved when the weights are randomly generated under relatively weak assumptions. We show that provided the network is sufficiently overparametrized, initializing with an appropriate multiple of the identity suffices to obtain a risk below the energy barrier. At a technical level, the last result is a consequence of the semicircle law for the Wishart ensemble and could be of independent interest. Finally, we study the minimizers of the empirical risk and identify a simple necessary and sufficient geometric condition on the training data under which any minimizer has necessarily zero generalization error. We show that as soon as $N\ge N^*=d(d+1)/2$, randomly generated data enjoys this geometric condition almost surely, while that ceases to be true if $N<N^*$.
A gray-box model for a probabilistic estimate of regional ground magnetic perturbations: Enhancing the NOAA operational Geospace model with machine learning
Authors: Enrico Camporeale, M. D. Cash, H. J. Singer, C. C. Balch, Z. Huang, G. Toth
Date: 2019-12-02 00:00:00

We present a novel algorithm that predicts the probability that the time derivative of the horizontal component of the ground magnetic field $dB/dt$ exceeds a specified threshold at a given location. This quantity provides important information that is physically relevant to Geomagnetically Induced Currents (GIC), which are electric currents { associated to} sudden changes in the Earth's magnetic field due to Space Weather events. The model follows a 'gray-box' approach by combining the output of a physics-based model with machine learning. Specifically, we combine the University of Michigan's Geospace model that is operational at the NOAA Space Weather Prediction Center, with a boosted ensemble of classification trees. We discuss the problem of re-calibrating the output of the decision tree to obtain reliable probabilities. The performance of the model is assessed by typical metrics for probabilistic forecasts: Probability of Detection and False Detection, True Skill Statistic, Heidke Skill Score, and Receiver Operating Characteristic curve. We show that the ML enhanced algorithm consistently improves all the metrics considered.
Recovering from Biased Data: Can Fairness Constraints Improve Accuracy?
Authors: Avrim Blum, Kevin Stangl
Date: 2019-12-02 00:00:00
Tasks: Fairness

Multiple fairness constraints have been proposed in the literature, motivated by a range of concerns about how demographic groups might be treated unfairly by machine learning classifiers. In this work we consider a different motivation; learning from biased training data. We posit several ways in which training data may be biased, including having a more noisy or negatively biased labeling process on members of a disadvantaged group, or a decreased prevalence of positive or negative examples from the disadvantaged group, or both. Given such biased training data, Empirical Risk Minimization (ERM) may produce a classifier that not only is biased but also has suboptimal accuracy on the true data distribution. We examine the ability of fairness-constrained ERM to correct this problem. In particular, we find that the Equal Opportunity fairness constraint (Hardt, Price, and Srebro 2016) combined with ERM will provably recover the Bayes Optimal Classifier under a range of bias models. We also consider other recovery methods including reweighting the training data, Equalized Odds, and Demographic Parity. These theoretical results provide additional motivation for considering fairness interventions even if an actor cares primarily about accuracy.
Semi-Supervised Learning of Bearing Anomaly Detection via Deep Variational Autoencoders
Authors: Shen Zhang, Fei Ye, Bingnan Wang, Thomas G. Habetler
Date: 2019-12-02 00:00:00
Tasks: Anomaly Detection, Fault Diagnosis

Most of the data-driven approaches applied to bearing fault diagnosis up to date are established in the supervised learning paradigm, which usually requires a large set of labeled data collected a priori. In practical applications, however, obtaining accurate labels based on real-time bearing conditions can be far more challenging than simply collecting a huge amount of unlabeled data using various sensors. In this paper, we thus propose a semi-supervised learning approach for bearing anomaly detection using variational autoencoder (VAE) based deep generative models, which allows for effective utilization of dataset when only a small subset of data have labels. Finally, a series of experiments is performed using both the Case Western Reserve University (CWRU) bearing dataset and the University of Cincinnati's Center for Intelligent Maintenance Systems (IMS) dataset. The experimental results demonstrate that the proposed semi-supervised learning scheme greatly outperforms two mainstream semi-supervised learning approaches and a baseline supervised convolutional neural network approach, with the overall accuracy improvement ranging between 3% to 30% using different proportions of labeled samples.
Using Dimensionality Reduction to Optimize t-SNE
Authors: Rikhav Shah, Sandeep Silwal
Date: 2019-12-02 00:00:00
Tasks: Clustering, Dimensionality Reduction

t-SNE is a popular tool for embedding multi-dimensional datasets into two or three dimensions. However, it has a large computational cost, especially when the input data has many dimensions. Many use t-SNE to embed the output of a neural network, which is generally of much lower dimension than the original data. This limits the use of t-SNE in unsupervised scenarios. We propose using \textit{random} projections to embed high dimensional datasets into relatively few dimensions, and then using t-SNE to obtain a two dimensional embedding. We show that random projections preserve the desirable clustering achieved by t-SNE, while dramatically reducing the runtime of finding the embedding.
Latent Replay for Real-Time Continual Learning
Authors: Lorenzo Pellegrini, Gabriele Graffieti, Vincenzo Lomonaco, Davide Maltoni
Date: 2019-12-02 00:00:00
Tasks: Continual Learning, CPU, valid

Training deep neural networks at the edge on light computational devices, embedded systems and robotic platforms is nowadays very challenging. Continual learning techniques, where complex models are incrementally trained on small batches of new data, can make the learning problem tractable even for CPU-only embedded devices enabling remarkable levels of adaptiveness and autonomy. However, a number of practical problems need to be solved: catastrophic forgetting before anything else. In this paper we introduce an original technique named "Latent Replay" where, instead of storing a portion of past data in the input space, we store activations volumes at some intermediate layer. This can significantly reduce the computation and storage required by native rehearsal. To keep the representation stable and the stored activations valid we propose to slow-down learning at all the layers below the latent replay one, leaving the layers above free to learn at full pace. In our experiments we show that Latent Replay, combined with existing continual learning techniques, achieves state-of-the-art performance on complex video benchmarks such as CORe50 NICv2 (with nearly 400 small and highly non-i.i.d. batches) and OpenLORIS. Finally, we demonstrate the feasibility of nearly real-time continual learning on the edge through the deployment of the proposed technique on a smartphone device.
On Distance and Kernel Measures of Conditional Independence
Authors: Tianhong Sheng, Bharath K. Sriperumbudur
Date: 2019-12-02 00:00:00
Tasks: Causal Discovery, Dimensionality Reduction, feature selection

Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore the connection between conditional independence measures induced by distances on a metric space and reproducing kernels associated with a reproducing kernel Hilbert space (RKHS). For certain distance and kernel pairs, we show the distance-based conditional independence measures to be equivalent to that of kernel-based measures. On the other hand, we also show that some popular---in machine learning---kernel conditional independence measures based on the Hilbert-Schmidt norm of a certain cross-conditional covariance operator, do not have a simple distance representation, except in some limiting cases. This paper, therefore, shows the distance and kernel measures of conditional independence to be not quite equivalent unlike in the case of joint independence as shown by Sejdinovic et al. (2013).
Automated Dependence Plots
Authors: David I. Inouye, Liu Leqi, Joon Sik Kim, Bryon Aragam, Pradeep Ravikumar
Date: 2019-12-02 00:00:00
Tasks: Bias Detection, Model Selection, Selection bias

In practical applications of machine learning, it is necessary to look beyond standard metrics such as test accuracy in order to validate various qualitative properties of a model. Partial dependence plots (PDP), including instance-specific PDPs (i.e., ICE plots), have been widely used as a visual tool to understand or validate a model. Yet, current PDPs suffer from two main drawbacks: (1) a user must manually sort or select interesting plots, and (2) PDPs are usually limited to plots along a single feature. To address these drawbacks, we formalize a method for automating the selection of interesting PDPs and extend PDPs beyond showing single features to show the model response along arbitrary directions, for example in raw feature space or a latent space arising from some generative model. We demonstrate the usefulness of our automated dependence plots (ADP) across multiple use-cases and datasets including model selection, bias detection, understanding out-of-sample behavior, and exploring the latent space of a generative model.
On the Vietnamese Name Entity Recognition: A Deep Learning Method Approach
Authors: Ngoc C. Lê, Ngoc-Yen Nguyen, Anh-Duong Trinh
Date: 2019-11-18 00:00:00
Tasks: Articles, Deep Learning, Information Retrieval, named-entity-recognition, Named Entity Recognition, Named Entity Recognition (NER), NER, Part-Of-Speech Tagging, POS, POS Tagging, Retrieval, TAG

Named entity recognition (NER) plays an important role in text-based information retrieval. In this paper, we combine Bidirectional Long Short-Term Memory (Bi-LSTM) \cite{hochreiter1997,schuster1997} with Conditional Random Field (CRF) \cite{lafferty2001} to create a novel deep learning model for the NER problem. Each word as input of the deep learning model is represented by a Word2vec-trained vector. A word embedding set trained from about one million articles in 2018 collected through a Vietnamese news portal (baomoi.com). In addition, we concatenate a Word2Vec\cite{mikolov2013}-trained vector with semantic feature vector (Part-Of-Speech (POS) tagging, chunk-tag) and hidden syntactic feature vector (extracted by Bi-LSTM nerwork) to achieve the (so far best) result in Vietnamese NER system. The result was conducted on the data set VLSP2016 (Vietnamese Language and Speech Processing 2016 \cite{vlsp2016}) competition.
A Multi-language Platform for Generating Algebraic Mathematical Word Problems
Authors: Vijini Liyanage, Surangika Ranathunga
Date: 2019-11-19 00:00:00
Tasks: POS, Text Generation

Existing approaches for automatically generating mathematical word problems are deprived of customizability and creativity due to the inherent nature of template-based mechanisms they employ. We present a solution to this problem with the use of deep neural language generation mechanisms. Our approach uses a Character Level Long Short Term Memory Network (LSTM) to generate word problems, and uses POS (Part of Speech) tags to resolve the constraints found in the generated problems. Our approach is capable of generating Mathematics Word Problems in both English and Sinhala languages with an accuracy over 90%.
Automated speech-based screening of depression using deep convolutional neural networks
Authors: Karol Chlasta, Krzysztof Wołk, Izabela Krejtz
Date: 2019-12-02 00:00:00
Tasks: Depression Detection

Early detection and treatment of depression is essential in promoting remission, preventing relapse, and reducing the emotional burden of the disease. Current diagnoses are primarily subjective, inconsistent across professionals, and expensive for individuals who may be in urgent need of help. This paper proposes a novel approach to automated depression detection in speech using convolutional neural network (CNN) and multipart interactive training. The model was tested using 2568 voice samples obtained from 77 non-depressed and 30 depressed individuals. In experiment conducted, data were applied to residual CNNs in the form of spectrograms, images auto-generated from audio samples. The experimental results obtained using different ResNet architectures gave a promising baseline accuracy reaching 77%.