An Improved Online Multiclass Classification Algorithm Based on Confidence-Weighted 841

Total Page:16

File Type:pdf, Size:1020Kb

An Improved Online Multiclass Classification Algorithm Based on Confidence-Weighted 841 IEICE TRANS. INF. & SYST., VOL.E104–D, NO.6 JUNE 2021 840 PAPER An Improved Online Multiclass Classification Algorithm Based on Confidence-Weighted Ji HU†, Chenggang YAN†, Jiyong ZHANG†a), Dongliang PENG†, Chengwei REN†, Nonmembers, and Shengying YANG††, Member SUMMARY Online learning is a method which updates the model these classic algorithms, Confidence-Weighted (CW) [4] al- gradually and can modify and strengthen the previous model, so that the up- gorithm has the advantages of relatively high classification dated model can adapt to the new data without having to relearn all the data. accuracy and large margin. We hope to overcome its short- However, the accuracy of the current online multiclass learning algorithm still has room for improvement, and the ability to produce sparse models is comings while retaining its advantages so that both perfor- often not strong. In this paper, we propose a new Multiclass Truncated Gra- mance and feature selection capability can be improved. dient Confidence-Weighted online learning algorithm (MTGCW), which In this paper, we extended the CW algorithm for mul- combine the Truncated Gradient algorithm and the Confidence-weighted ticlass classification and added a new operation to its up- algorithm to achieve higher learning performance. The experimental re- sults demonstrate that the accuracy of MTGCW algorithm is always better date steps to enhance the feature selection capability of the than the original CW algorithm and other baseline methods. Based on these model. After each weight update, our algorithm will check results, we applied our algorithm for phishing website recognition and im- whether the gradient exceeds the threshold value. If the gra- age classification, and unexpectedly obtained encouraging experimental re- dient value exceeds the threshold value, the gradient in that sults. Thus, we have reasons to believe that our classification algorithm is direction is truncated. Each truncation operation can effec- clever at handling unstructured data which can promote the cognitive abil- ity of computers to a certain extent. tively reduce the complexity of the model and increase the key words: cognitive system, online learning, multiclass classification, computing efficiency. In addition, we introduce a control- streaming data, confidence-weighted lable parameter to weigh the accuracy and robustness, which make our algorithm perform better in different tasks. 1. Introduction The rest of this paper is organized as following: Sect. 2 reviews related work; Sect. 3 introduces previous work that most closely relates to our method; Sect. 4 proposes the Multiclass classification tasks are widely used in personal Multiclass Truncated Gradient Confidence-Weighted algo- credit evaluation, depiction of user portrait, image classifi- rithm and gives detailed operation steps; Sect. 5 conducts cation and so on. These scenarios rely on streaming data extensive experiments on our proposed algorithm and other for a better user experience and lower latency. Under the state-of-the-art algorithms. Section 6 concludes this work. premise of big data, it is effective to use efficient online learning algorithms to process streaming data in these ap- 2. Related Works plication scenarios. And no doubt all of these application scenarios require the highest possible accuracy. For these Online learning is a continuous training process in which reasons, how to improve the accuracy of multiclass classi- input values are fed into the model in each round of training, fication tasks is the main problem that multiclass classifiers and the model outputs prediction results based on the current need to solve. Thus, in recent years, many online multiclass parameters [5]. If the predicted class label is equal to the learning algorithms were proposed and most of them were input class label value, the model will continue to be used extended from binary classification tasks [1], such as Multi- for the next round of input values; If not, the model will class Perceptron [2], Multiclass Confidence-Weighted algo- suffer a loss and update to make better predictions for future rithm [3], Multiclass Passive-Aggressive algorithm and so data [21], [22]. on. Since the above multiclass classification algorithms are Our proposed online learning for multiclass classifi- based on classic online learning algorithms, they inherit the cation algorithm uses One-versus-Rest (OvR) strategy [6] disadvantages of difficulty in reducing the streaming data and is related to a variety of basic online learning meth- dimension and poor robustness. As the most advanced of ods, including Perceptron algorithm [7], [8], CW learning, Manuscript received September 28, 2020. Soft Confidence-Weighted (SCW) algorithm [9], Passive- Manuscript revised January 7, 2021. Aggressive (PA) algorithm [10], Online Gradient Descent Manuscript publicized March 15, 2021. (OGD) algorithm [11]–[13] and Truncated Gradient (TG) † The authors are with HangZhou DianZi University, algorithm. HangZhou, ZheJiang, China. We will introduce some of these algorithms below. ††The author is with Zhejiang University of Science & Technol- ogy, ZheJiang, China. a) E-mail: [email protected] (Corresponding author) DOI: 10.1587/transinf.2020EDP7190 Copyright c 2021 The Institute of Electronics, Information and Communication Engineers HU et al.: AN IMPROVED ONLINE MULTICLASS CLASSIFICATION ALGORITHM BASED ON CONFIDENCE-WEIGHTED 841 uses the current data to calculate the gradient once to update, 2.1 One-versus-Rest Strategy while offline gradient descent uses all the data to obtain the gradient to optimize the entire model parameters, so the ad- The OvR strategy is a way to solve multiclass classification vantage of the OGD algorithm is that the cost is small when problems by splitting them into multiple binary classifica- used for multiclass classification tasks. tion problems. This strategy involves training a unique bi- Here we only present the suffered loss of OGD and its nary classifier for each class, with all samples belonging to update rule: this category being positive and the rest negative. It requires The hinge loss: that the two classifiers not only predict a class label, but (ω;(x,y)) = max 0, 1 − y ω T x − also generate a real-valued confidence score for decision- t t t T making. In our method, we need the OvR strategy to gen- max ω j xt (6) erate classifiers to get the prediction result to calculate the The update rule: suffered loss. ω + = ω + α x (7) t 1,i ⎧ t,i√ t,i t 2.2 Perceptron Algorithm ⎪ − = ω ⎨⎪ 1/√ tifi ar max t, j xt α =⎪ 1/ tifi= y (8) t,i ⎩⎪ t The basic idea of Perceptron algorithm is to find a hyper- 0 othersize plane ωT x + b in the sample space to divide the dataset into two categories, so the function used to determine the class 2.4 Passive-Aggressive Algorithm labels is formulated as: +1, ωT x + b ≥ 0 The Passive-Aggressive algorithm is an online learning al- yˆ = sign(ωT x + b) = (1) t −1, ωT x + b < 0 gorithm proposed by Koby Crammer in 2006. This algo- rithm idea is simple but has been proven to be superior to ω is a column vector of weight parameter and b is the bias. other learning algorithms in multiclass tasks. Similar to the We can fix b and update the parameter ω, then the weight Perceptron algorithm, a weight vector ω is given and the adjustment of Perceptron learning is as follows: loss function is based on the hinge loss function: ω = − ωT Δω = η(yt − yˆt)x (2) ( ;(x,y)) max(0, 1 y( x)) (9) ω = ω + Δω (3) Where y(ωT x)isthemargin. And the optimization of the PA learning on round t is: η is learning rate and it is usually between 0 and 1. 1 2 When Perceptron is used for multiclass classification ωt+1 = armin ω − ωt (10) tasks, it is divided into three multiclass Perceptron algo- 2 ω = rithms according to different allocation strategies: max- s.t. ( ;(x,y)) 0 score multiclass Perceptron, uniform multiclass Perceptron The above equation-constrained optimization problem has a and proportion multiclass Perceptron. Here we only intro- closed-form up date rule: duce max-score multiclass Perceptron. According to the lt ff ω + = ω + x = su ered loss, the update rule is expressed as: t 1 t τt tyt where τt 2 (11) xt ω + = ω + α x (4) Further, introduce a parameter C to let PA be able to handle t 1,i ⎧ t,i t,i t ⎪ − = ω non-separable instances and more robust. ⎪ 1 if i ar max t, j xt ⎨⎪ j = 1 αt,i ⎪ +1 if i = y (5) ω = ω − ω 2 + ω ⎩⎪ t t+1 ar min t C( t;(xt,y)) (12) 0 othersize 2 Where C is a parameter to trade-off between passiveness Where ω is a matrix, t represents the t-th round, i-th row in and aggressiveness, higher C value yield stronger aggres- ω is the linear classifier for the i-th label. siveness. Similarly, in multiclass cases, PA update rule can be extended as: 2.3 Online Gradient Descent Algorithm If (ωt;(xt,yt)) > 0: ω + = ω + α x (13) OGD is an effective algorithm, which is simple and easy to t 1,i ⎧ t,i t,i t ⎪ ω operate, and is widely used in online learning. The algo- ⎪ ( t;(xt,yt)) ⎪ − min C, if i = armax ω + x ⎪ 2 t 1,i t rithm flow is very simple, two steps are performed for each ⎨⎪ 2 xt round of update, first perform a gradient descent on the cur- αt,i =⎪ (ω ;(x ,y)) ⎪ + min C, t t t if i = y rent model and the loss function according to the data of ⎪ 2 t ⎩⎪ 2 xt the round. If the updated parameters exceed the definition 0 othersize domain, then project them back to the domain. Unlike the (14) previous offline gradient descent, the OGD algorithm only IEICE TRANS.
Recommended publications
  • Kitsune: an Ensemble of Autoencoders for Online Network Intrusion Detection
    Kitsune: An Ensemble of Autoencoders for Online Network Intrusion Detection Yisroel Mirsky, Tomer Doitshman, Yuval Elovici and Asaf Shabtai Ben-Gurion University of the Negev yisroel, tomerdoi @post.bgu.ac.il, elovici, shabtaia @bgu.ac.il { } { } Abstract—Neural networks have become an increasingly popu- Over the last decade many machine learning techniques lar solution for network intrusion detection systems (NIDS). Their have been proposed to improve detection performance [2], [3], capability of learning complex patterns and behaviors make them [4]. One popular approach is to use an artificial neural network a suitable solution for differentiating between normal traffic and (ANN) to perform the network traffic inspection. The benefit network attacks. However, a drawback of neural networks is of using an ANN is that ANNs are good at learning complex the amount of resources needed to train them. Many network non-linear concepts in the input data. This gives ANNs a gateways and routers devices, which could potentially host an NIDS, simply do not have the memory or processing power to great advantage in detection performance with respect to other train and sometimes even execute such models. More importantly, machine learning algorithms [5], [2]. the existing neural network solutions are trained in a supervised The prevalent approach to using an ANN as an NIDS is manner. Meaning that an expert must label the network traffic to train it to classify network traffic as being either normal and update the model manually from time to time. or some class of attack [6], [7], [8]. The following shows the In this paper, we present Kitsune: a plug and play NIDS typical approach to using an ANN-based classifier in a point which can learn to detect attacks on the local network, without deployment strategy: supervision, and in an efficient online manner.
    [Show full text]
  • An Introduction to Incremental Learning by Qiang Wu and Dave Snell
    Article from Predictive Analytics and Futurism July 2016 Issue 13 An Introduction to Incremental Learning By Qiang Wu and Dave Snell achine learning provides useful tools for predictive an- alytics. The typical machine learning problem can be described as follows: A system produces a specific out- Mput for each given input. The mechanism underlying the system can be described by a function that maps the input to the output. Human beings do not know the mechanism but can observe the inputs and outputs. The goal of a machine learning algorithm is regression, perceptron for classification and incremental princi- to infer the mechanism by a set of observations collected for the pal component analysis. input and output. Mathematically, we use (xi,yi ) to denote the i-th pair of observation of input and output. If the real mech- STOCHASTIC GRADIENT DESCENT anism of the system to produce data is described by a function In linear regression, f*(x) = wTx is a linear function of the input f*, then the true output is supposed to be f*(x ). However, due i vector. The usual choice of the loss function is the squared loss to systematic noise or measurement error, the observed output L(y,wTx) = (y-wTx)2. The gradient of L with respect to the weight y satisfies y = f*(x )+ϵ where ϵ is an unavoidable but hopefully i i i i i vector w is given by small error term. The goal then, is to learn the function f* from the n pairs of observations {(x ,y ),(x ,y ),…,(x ,y )}.
    [Show full text]
  • Adversarial Examples: Attacks and Defenses for Deep Learning
    1 Adversarial Examples: Attacks and Defenses for Deep Learning Xiaoyong Yuan, Pan He, Qile Zhu, Xiaolin Li∗ National Science Foundation Center for Big Learning, University of Florida {chbrian, pan.he, valder}@ufl.edu, [email protected]fl.edu Abstract—With rapid progress and significant successes in a based malware detection and anomaly detection solutions are wide spectrum of applications, deep learning is being applied built upon deep learning to find semantic features [14]–[17]. in many safety-critical environments. However, deep neural net- Despite great successes in numerous applications, many of works have been recently found vulnerable to well-designed input samples, called adversarial examples. Adversarial examples are deep learning empowered applications are life crucial, raising imperceptible to human but can easily fool deep neural networks great concerns in the field of safety and security. “With great in the testing/deploying stage. The vulnerability to adversarial power comes great responsibility” [18]. Recent studies find examples becomes one of the major risks for applying deep neural that deep learning is vulnerable against well-designed input networks in safety-critical environments. Therefore, attacks and samples. These samples can easily fool a well-performed defenses on adversarial examples draw great attention. In this paper, we review recent findings on adversarial examples for deep learning model with little perturbations imperceptible to deep neural networks, summarize the methods for generating humans. adversarial examples, and propose a taxonomy of these methods. Szegedy et al. first generated small perturbations on the im- Under the taxonomy, applications for adversarial examples are ages for the image classification problem and fooled state-of- investigated.
    [Show full text]
  • Deep Learning and Neural Networks Module 4
    Deep Learning and Neural Networks Module 4 Table of Contents Learning Outcomes ......................................................................................................................... 5 Review of AI Concepts ................................................................................................................... 6 Artificial Intelligence ............................................................................................................................ 6 Supervised and Unsupervised Learning ................................................................................................ 6 Artificial Neural Networks .................................................................................................................... 8 The Human Brain and the Neural Network ........................................................................................... 9 Machine Learning Vs. Neural Network ............................................................................................... 11 Machine Learning vs. Neural Network Comparison Table (Educba, 2019) .............................................. 12 Conclusion – Machine Learning vs. Neural Network ........................................................................... 13 Real-time Speech Translation ............................................................................................................. 14 Uses of a Translator App ...................................................................................................................
    [Show full text]
  • An Online Machine Learning Algorithm for Heat Load Forecasting in District Heating Systems
    Thesis no: MGCS-2014-04 An Online Machine Learning Algorithm for Heat Load Forecasting in District Heating Systems Spyridon Provatas Faculty of Computing Blekinge Institute of Technology SE371 79 Karlskrona, Sweden This thesis is submitted to the Faculty of Computing at Blekinge Institute of Technology in partial fulllment of the requirements for the degree of Master of Science in Computer Science. The thesis is equivalent to 10 weeks of full-time studies. Contact Information: Author: Spyridon Provatas E-mail: [email protected] External advisor: Christian Johansson, PhD Chief Technology Ocer NODA Intelligent Systems AB University advisor: Niklas Lavesson, PhD Associate Professor of Computer Science Dept. Computer Science & Engineering Faculty of Computing Internet : www.bth.se Blekinge Institute of Technology Phone : +46 455 38 50 00 SE371 79 Karlskrona, Sweden Fax : +46 455 38 50 57 Abstract Context. Heat load forecasting is an important part of district heating opti- mization. In particular, energy companies aim at minimizing peak boiler usage, optimizing combined heat and power generation and planning base production. To achieve resource eciency, the energy companies need to estimate how much energy is required to satisfy the market demand. Objectives. We suggest an online machine learning algorithm for heat load fore- casting. Online algorithms are increasingly used due to their computational ef- ciency and their ability to handle changes of the predictive target variable over time. We extend the implementation of online bagging to make it compatible to regression problems and we use the Fast Incremental Model Trees with Drift De- tection (FIMT-DD) as the base model. Finally, we implement and incorporate to the algorithm a mechanism that handles missing values, measurement errors and outliers.
    [Show full text]
  • Online Machine Learning: Incremental Online Learning Part 2
    Online Machine Learning: Incremental Online Learning Part 2 Insights Article Danny Butvinik Chief Data Scientist | NICE Actimize Copyright © 2020 NICE Actimize. All rights reserved. 1 Abstract Incremental and online machine learning recently have received more and more attention, especially in the context of learning from real-time data streams as opposed to a traditional assumption of complete data availability. Although a variety of different methods are available, it often remains unclear which are most suitable for specific tasks, and how they perform in comparison to each other. This article reviews the eight popular incremental methods representing distinct algorithm classes. Introduction My previous article served as an introduction to online machine learning. This article will provide an overview of a few online incremental learning algorithms (or instance-based incremental learning), that is, the model is learning each example as it arrives. Classical batch machine learning approaches, in which all data are simultaneously accessed, do not meet the requirements to handle the sheer volume in the given time. This leads to more and more accumulated data that are unprocessed. Furthermore, these approaches do not continuously integrate new information into already constructed models, but instead regularly reconstruct new models from scratch. This is not only very time consuming but also leads to potentially outdated models. Overcoming this situation requires a paradigm shift to sequential data processing in a streaming scheme. This not only allows us to use information as soon as it is available, leading to models that are always up to date, but also reduces the costs for data storage and maintenance.
    [Show full text]
  • Data Mining, Machine Learning and Big Data Analytics
    International Transaction of Electrical and Computer Engineers System, 2017, Vol. 4, No. 2, 55-61 Available online at http://pubs.sciepub.com/iteces/4/2/2 ©Science and Education Publishing DOI:10.12691/iteces-4-2-2 Data Mining, Machine Learning and Big Data Analytics Lidong Wang* Department of Engineering Technology, Mississippi Valley State University, Itta Bena, MS, USA *Corresponding author: [email protected] Abstract This paper analyses deep learning and traditional data mining and machine learning methods; compares the advantages and disadvantage of the traditional methods; introduces enterprise needs, systems and data, IT challenges, and Big Data in an extended service infrastructure. The feasibility and challenges of the applications of deep learning and traditional data mining and machine learning methods in Big Data analytics are also analyzed and presented. Keywords: big data, Big Data analytics, data mining, machine learning, deep learning, information technology, data engineering Cite This Article: Lidong Wang, “Data Mining, Machine Learning and Big Data Analytics.” International Transaction of Electrical and Computer Engineers System, vol. 4, no. 2 (2017): 55-61. doi: 10.12691/iteces-4-2-2. PCA can be used to reduce the observed variables into a smaller number of principal components [3]. 1 . Introduction Factor analysis is another method for dimensionality reduction. It is useful for understanding the underlying Data mining focuses on the knowledge discovery of reasons for the correlations among a group of variables. data. Machine learning concentrates on prediction based The main applications of factor analysis are reducing the on training and learning. Data mining uses many machine number of variables and detecting structure in the learning methods; machine learning also uses data mining relationships among variables.
    [Show full text]
  • Merlyn.AI Prudent Investing Just Got Simpler and Safer
    Merlyn.AI Prudent Investing Just Got Simpler and Safer by Scott Juds October 2018 1 Merlyn.AI Prudent Investing Just Got Simpler and Safer We Will Review: • Logistics – Where to Find Things • Brief Summary of our Base Technology • How Artificial Intelligence Will Help • Brief Summary of How Merlyn.AI Works • The Merlyn.AI Strategies and Portfolios • Importing Strategies and Building Portfolios • Why AI is “Missing in Action” on Wall Street? 2 Merlyn.AI … Why It Matters 3 Simply Type In Logistics: Merlyn.AI 4 Videos and Articles Archive 6 Merlyn.AI Builds On (and does not have to re-discover) Other Existing Knowledge It Doesn’t Have to Reinvent All of this From Scratch Merlyn.AI Builds On Top of SectorSurfer First Proved Momentum in Market Data Merlyn.AI Accepts This Re-Discovery Not Necessary Narasiman Jegadeesh Sheridan Titman Emory University U. of Texas, Austin Academic Paper: “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency” (1993) Formally Confirmed Momentum in Market Data Merlyn.AI Accepts This Re-Discovery Not Necessary Eugene Fama Kenneth French Nobel Prize, 2013 Dartmouth College “the premier market anomaly” that’s “above suspicion.” Academic Paper - 2008: “Dissecting Anomalies” Proved Signal-to-Noise Ratio Controls the Probability of Making the Right Decision Claude Shannon National Medal of Science, 1966 Merlyn.AI Accepts This Re-Discovery Not Necessary Matched Filter Theory Design for Optimum J. H. Van Vleck Signal-to-Noise Ratio Noble Prize, 1977 Think Outside of the Box Merlyn.AI Accepts This Re-Discovery Not Necessary Someplace to Start Designed for Performance Differential Signal Processing Removes Common Mode Noise (Relative Strength) Samuel H.
    [Show full text]
  • Tianbao Yang
    Tianbao Yang Contact 101 MacLean Hall Voice: (517) 505-0391 Information Iowa City, IA 52242 Email: [email protected] URL: http://www.cs.uiowa.edu/~tyng Research Machine Learning, Optimization, and Application in Big Data Analytics Interests Affiliations Department of Computer Science, The University of Iowa Iowa Informatics Initiative Applied Mathematical and Computational Sciences Program Appointments Assistant Professor 2014 - Present Department of Computer Science, The University of Iowa, Iowa City, IA Researcher, NEC Laboratories America, Inc., Cupertino, CA 2013 - 2014 Researcher, GE Global Research, San Ramon, CA 2012 - 2013 Education Michigan State University, East Lansing, Michigan, USA Doctor of Philosophy, Computer Science and Engineering 2012 Advisor: Dr. Rong Jin University of Science and Technology of China, Hefei, Anhui, China Bachelor of Engineering, Automation 2007 Honors and • NSF CAREER Award, 2019. Awards • Dean's Excellence in Research Scholar, 2019. • Old Gold Fellowship, UIowa, 2015. • Excellence in Teaching, Berlin-Blank Center, UIowa, 2015. • Runner-up, Detection competition in Large Scale Visual Recognition Challenge, 2013. • Best Student Paper Award, The 25th Conference of Learning Theory (COLT), 2012. Publications Refereed Journal Publications: 1. Lijun Zhang, Tianbao Yang, Rong Jin, Zhi-hua Zhou. Relative Error Bound Analysis for Nu- clear Norm Regularized Matrix Completion. Journal of Machine Learning Research (JMLR), 2019. (minor revision). 2. Tianbao Yang, Qihang Lin. RSG: Beating Subgradient Method without Smoothness and/or Strong Convexity. Journal of Machine Learning Research (JMLR), 2018. 3. Tianbao Yang, Lijun Zhang, Rong Jin, Shenghuo Zhu, Zhi-Hua Zhou. A Simple Homotopy Proximal Mapping for Compressive Sensing. Machine Learning, 2018. 4. Yongan Tang, Jianxin He, Xiaoli Gao, Tianbao Yang, Xiangqun Zeng.
    [Show full text]
  • Learning to Generate Corrective Patches Using Neural Machine Translation
    JOURNAL OF LATEX CLASS FILES, VOL. 14, NO. 8, AUGUST 2015 1 Learning to Generate Corrective Patches Using Neural Machine Translation Hideaki Hata, Member, IEEE, Emad Shihab, Senior Member, IEEE, and Graham Neubig Abstract—Bug fixing is generally a manually-intensive task. However, recent work has proposed the idea of automated program repair, which aims to repair (at least a subset of) bugs in different ways such as code mutation, etc. Following in the same line of work as automated bug repair, in this paper we aim to leverage past fixes to propose fixes of current/future bugs. Specifically, we propose Ratchet, a corrective patch generation system using neural machine translation. By learning corresponding pre-correction and post-correction code in past fixes with a neural sequence-to-sequence model, Ratchet is able to generate a fix code for a given bug-prone code query. We perform an empirical study with five open source projects, namely Ambari, Camel, Hadoop, Jetty and Wicket, to evaluate the effectiveness of Ratchet. Our findings show that Ratchet can generate syntactically valid statements 98.7% of the time, and achieve an F1-measure between 0.29 – 0.83 with respect to the actual fixes adopted in the code base. In addition, we perform a qualitative validation using 20 participants to see whether the generated statements can be helpful in correcting bugs. Our survey showed that Ratchet’s output was considered to be helpful in fixing the bugs on many occasions, even if fix was not 100% correct. Index Terms—patch generation, corrective patches, neural machine translation, change reuse.
    [Show full text]
  • NIPS 2017 Workshop Book
    NIPS 2017 Workshop book Schedule Highlights Generated Fri Dec 18, 2020 Workshop organizers make last-minute changes to their schedule. Download this document again to get the lastest changes, or use the NIPS mobile application. Dec. 8, 2017 101 A Learning in the Presence of Strategic Behavior Haghtalab, Mansour, Roughgarden, Syrgkanis, Wortman Vaughan 101 B Visually grounded interaction and language Strub, de Vries, Das, Kottur, Lee, Malinowski, Pietquin, Parikh, Batra, Courville, Mary 102 A+B Advances in Modeling and Learning Interactions from Complex Data Dasarathy, Kolar, Baraniuk 102 C 6th Workshop on Automated Knowledge Base Construction (AKBC) Pujara, Arad, Dalvi Mishra, Rocktäschel 102 C Synergies in Geometric Data Analysis (TWO DAYS) Meila, Chazal, Chen 103 A+B Competition track Escalera, Weimer 104 A Machine Learning for Health (ML4H) - What Parts of Healthcare are Ripe for Disruption by Machine Learning Right Now? Beam, Beam, Fiterau, Fiterau, Schulam, Schulam, Fries, Fries, Hughes, Hughes, Wiltschko, Wiltschko, Snoek, Snoek, Antropova, Antropova, Ranganath, Ranganath, Jedynak, Jedynak, Naumann, Naumann, Dalca, Dalca, Dalca, Dalca, Althoff, Althoff, ASTHANA, ASTHANA, Tandon, Tandon, Kandola, Kandola, Ratner, Ratner, Kale, Kale, Shalit, Shalit, Ghassemi, Ghassemi, Kohane, Kohane 104 B Acting and Interacting in the Real World: Challenges in Robot Learning Posner, Hadsell, Riedmiller, Wulfmeier, Paul 104 C Deep Learning for Physical Sciences Baydin, Prabhat, Cranmer, Wood 201 A Machine Learning for Audio Signal Processing (ML4Audio)
    [Show full text]
  • 1 Machine Learning and Microeconomics
    1 Machine Learning and Microeconomics RAFAEL M. FRONGILLO, Harvard University The focus of my research is on theoretical problems at the interface between ma- chine learning and microeconomics. This interface is broad, spanning domains such as crowdsourcing and prediction markets, to finance and algorithmic game theory. I am particularly interested in applying machine learning theory to economic domains, such as using coordinate descent to understand market behavior, and conversely using economic models to develop more robust and realistic techniques for machine learning. Online Learning in Economics Broadly speaking, online (machine) learning algorithms are those which make predic- tions “on the fly” as data points arrive, rather than waiting for all the training data to predict. These algorithms often have performance guarantees which hold even in the presence of an adversary who chooses the worst possible data stream. The dynamic nature and strong guarantees of these algorithms make them useful tools for model- ing agent behavior. While I have contributed to online learning itself, in my masters thesis [18] as well as more recently [26], I present here some applications to economics. Robust option pricing. Would the prices of financial derivatives change if investors assumed that the stock market fluctuations were chosen by an adversary? That is what my coauthors and I set out to understand when we applied techniques from online learning to financial derivative pricing, asking how much higher a price an investor would pay for such a contract if the only alternative was to trade by herself in a stock market personally dead-set against her. Surprisingly, we found in [4;2] that under mild assumptions on the stock market volatility, the pricing would not change—that is, the stock market is already as adversarial as possible! These results have strong ties to game-theoretic probability and recent work unifying online learning algorithms.
    [Show full text]