Machine Learning最新文献

We introduce a novel online (or sequential) nonlinear prediction approach that incorporates the residuals, i.e., prediction errors in the past observations, as additional features for the current data. Including the past error terms in an online prediction algorithm naturally improves prediction performance significantly since this information is essential for an algorithm to adjust itself based on its past errors. These terms are well exploited in many linear statistical models such as ARMA, SES, and Holts-Winters models. However, the past error terms are rarely or in a certain sense not optimally exploited in nonlinear prediction models since training them requires complex nonlinear state-space modeling. To this end, for the first time in the literature, we introduce a nonlinear prediction framework that utilizes not only the current features but also the past error terms as additional features, thereby exploiting the residual state information in the error terms, i.e., the model’s performance on the past samples. Since the new feature vectors contain error terms that change with every update, our algorithm jointly optimizes the model parameters and the feature vectors simultaneously. We achieve this by introducing new update equations that handle the effects resulting from the changes in the feature vectors in an online manner. We use soft decision trees and neural networks as the nonlinear prediction algorithms since these are the most widely used methods in highly publicized competitions. However, as we show, our methods are generic and any algorithm supporting gradient calculations can be straightforwardly used. We show through our experiments on the well-known real-life competition datasets that our method significantly outperforms the state-of-the-art. We also provide the implementation of our approach including the source code to facilitate reproducibility (https://github.com/ahmetberkerkoc/SDT-ARMA).

This article proposes a meta-learning method for estimating the conditional average treatment effect (CATE) from a few observational data. The proposed method learns how to estimate CATEs from multiple tasks and uses the knowledge for unseen tasks. In the proposed method, based on the meta-learner framework, we decompose the CATE estimation problem into sub-problems. For each sub-problem, we formulate our estimation models using neural networks with task-shared and task-specific parameters. With our formulation, we can obtain optimal task-specific parameters in a closed form that are differentiable with respect to task-shared parameters, making it possible to perform effective meta-learning. The task-shared parameters are trained such that the expected CATE estimation performance in few-shot settings is improved by minimizing the difference between a CATE estimated with a large amount of data and one estimated with just a few data. Our experimental results demonstrate that our method outperforms the existing meta-learning approaches and CATE estimation methods.

Ordinary differential equations (ODEs) are a widely used formalism for the mathematical modeling of dynamical systems, a task omnipresent in scientific domains. The paper introduces a novel method for inferring ODEs from data, which extends ProGED, a method for equation discovery that allows users to formalize domain-specific knowledge as probabilistic context-free grammars and use it for constraining the space of candidate equations. The extended method can discover ODEs from partial observations of dynamical systems, where only a subset of state variables can be observed. To evaluate the performance of the newly proposed method, we perform a systematic empirical comparison with alternative state-of-the-art methods for equation discovery and system identification from complete and partial observations. The comparison uses Dynobench, a set of ten dynamical systems that extends the standard Strogatz benchmark. We compare the ability of the considered methods to reconstruct the known ODEs from synthetic data simulated at different temporal resolutions. We also consider data with different levels of noise, i.e., signal-to-noise ratios. The improved ProGED compares favourably to state-of-the-art methods for inferring ODEs from data regarding reconstruction abilities and robustness to data coarseness, noise, and completeness.

Feature attribution maps are a popular approach to highlight the most important pixels in an image for a given prediction of a model. Despite a recent growth in popularity and available methods, the objective evaluation of such attribution maps remains an open problem. Building on previous work in this domain, we investigate existing quality metrics and propose new variants of metrics for the evaluation of attribution maps. We confirm a recent finding that different quality metrics seem to measure different underlying properties of attribution maps, and extend this finding to a larger selection of attribution methods, quality metrics, and datasets. We also find that metric results on one dataset do not necessarily generalize to other datasets, and methods with desirable theoretical properties do not necessarily outperform computationally cheaper alternatives in practice. Based on these findings, we propose a general benchmarking approach to help guide the selection of attribution methods for a given use case. Implementations of attribution metrics and our experiments are available online (https://github.com/arnegevaert/benchmark-general-imaging).

Graphical abstract

Classification with costly features (CwCF) is a classification problem that includes the cost of features in the optimization criteria. Individually for each sample, its features are sequentially acquired to maximize accuracy while minimizing the acquired features’ cost. However, existing approaches can only process data that can be expressed as vectors of fixed length. In real life, the data often possesses rich and complex structure, which can be more precisely described with formats such as XML or JSON. The data is hierarchical and often contains nested lists of objects. In this work, we extend an existing deep reinforcement learning-based algorithm with hierarchical deep sets and hierarchical softmax, so that it can directly process this data. The extended method has greater control over which features it can acquire and, in experiments with seven datasets, we show that this leads to superior performance. To showcase the real usage of the new method, we apply it to a real-life problem of classifying malicious web domains, using an online service.

Unsupervised learning methods are well established in the area of anomaly detection and achieve state of the art performances on outlier datasets. Outliers play a significant role, since they bear the potential to distort the predictions of a machine learning algorithm on a given dataset. Especially among PCA-based methods, outliers have an additional destructive potential regarding the result: they may not only distort the orientation and translation of the principal components, they also make it more complicated to detect outliers. To address this problem, we propose the robust outlier detection algorithm CoMadOut, which satisfies two required properties: (1) being robust towards outliers and (2) detecting them. Our CoMadOut outlier detection variants using comedian PCA define, dependent on its variant, an inlier region with a robust noise margin by measures of in-distribution (variant CMO) and optimized scores by measures of out-of-distribution (variants CMO*), e.g. kurtosis-weighting by CMO+k. These measures allow distribution based outlier scoring for each principal component, and thus, an appropriate alignment of the degree of outlierness between normal and abnormal instances. Experiments comparing CoMadOut with traditional, deep and other comparable robust outlier detection methods showed that the performance of the introduced CoMadOut approach is competitive to well established methods related to average precision (AP), area under the precision recall curve (AUPRC) and area under the receiver operating characteristic (AUROC) curve. In summary our approach can be seen as a robust alternative for outlier detection tasks.

Tensor decomposition has recently been gaining attention in the machine learning community for the analysis of individual traces, such as Electronic Health Records. However, this task becomes significantly more difficult when the data follows complex temporal patterns. This paper introduces the notion of a temporal phenotype as an arrangement of features over time and it proposes SWoTTeD (Sliding Window for Temporal Tensor Decomposition), a novel method to discover hidden temporal patterns. SWoTTeD integrates several constraints and regularizations to enhance the interpretability of the extracted phenotypes. We validate our proposal using both synthetic and real-world datasets, and we present an original usecase using data from the Greater Paris University Hospital. The results show that SWoTTeD achieves at least as accurate reconstruction as recent state-of-the-art tensor decomposition models, and extracts temporal phenotypes that are meaningful for clinicians.

Greedy-GQ with linear function approximation, originally proposed in Maei et al. (in: Proceedings of the international conference on machine learning (ICML), 2010), is a value-based off-policy algorithm for optimal control in reinforcement learning, and it has a non-linear two timescale structure with non-convex objective function. This paper develops its tightest finite-time error bounds. We show that the Greedy-GQ algorithm converges as fast as (mathcal {O}({1}/{sqrt{T}})) under the i.i.d. setting and (mathcal {O}({log T}/{sqrt{T}})) under the Markovian setting. We further design variant of the vanilla Greedy-GQ algorithm using the nested-loop approach, and show that its sample complexity is (mathcal {O}({log (1/epsilon )epsilon ^{-2}})), which matches with the one of the vanilla Greedy-GQ. Our finite-time error bounds match with the one of the stochastic gradient descent algorithm for general smooth non-convex optimization problems, despite of its additonal challenge in the two time-scale updates. Our finite-sample analysis provides theoretical guidance on choosing step-sizes for faster convergence in practice, and suggests the trade-off between the convergence rate and the quality of the obtained policy. Our techniques provide a general approach for finite-sample analysis of non-convex two timescale value-based reinforcement learning algorithms.

Node classification is a crucial task for efficiently analyzing graph-structured data. Related semi-supervised methods have been extensively studied to address the scarcity of labeled data in emerging classes. However, two fundamental weaknesses hinder the performance: lacking the ability to mine latent semantic information between nodes, or ignoring to simultaneously capture local and global coupling dependencies between different nodes. To solve these limitations, we propose a novel semantic-enhanced graph neural networks with global context representation for semi-supervised node classification. Specifically, we first use graph convolution network to learn short-range local dependencies, which not only considers the spatial topological structure relationship between nodes, but also takes into account the semantic correlation between nodes to enhance the representation ability of nodes. Second, an improved Transformer model is introduced to reasoning the long-range global pairwise relationships, which has linear computational complexity and is particularly important for large datasets. Finally, the proposed model shows strong performance on various open datasets, demonstrating the superiority of our solutions.

Machine learning models often struggle to generalize accurately when tested on new class distributions that were not present in their training data. This is a significant challenge for real-world applications that require quick adaptation without the need for retraining. To address this issue, few-shot learning frameworks, which includes models such as Siamese Networks, have been proposed. Siamese Networks learn similarity between pairs of records through a metric that can be easily extended to new, unseen classes. However, these systems lack interpretability, which can hinder their use in certain applications. To address this, we propose a data-agnostic method to explain the outcomes of Siamese Networks in the context of few-shot learning. Our explanation method is based on a post-hoc perturbation-based procedure that evaluates the contribution of individual input features to the final outcome. As such, it falls under the category of post-hoc explanation methods. We present two variants, one that considers each input feature independently, and another that evaluates the interplay between features. Additionally, we propose two perturbation procedures to evaluate feature contributions. Qualitative and quantitative results demonstrate that our method is able to identify highly discriminant intra-class and inter-class characteristics, as well as predictive behaviors that lead to misclassification by relying on incorrect features.