Deep metric learning to rank

We propose a novel deep metric learning method by revisiting the learning to rank approach. Our method, named FastAP, optimizes the rank-based Average Precision measure, using an approximation derived from distance quantization. FastAP has a low complexity compared to existing methods, and is tailored for stochastic gradient descent. To fully exploit the benefits of the ranking formulation, we also propose a new minibatch sampling scheme, as well as a simple heuristic to enable large-batch training. On three few-shot image retrieval datasets, FastAP consistently outperforms competing methods, which often involve complex optimization heuristics or costly model ensembles.Accepted manuscrip

Ensemble Methods for Anomaly Detection

Anomaly detection has many applications in numerous areas such as intrusion detection, fraud detection, and medical diagnosis. Most current techniques are specialized for detecting one type of anomaly, and work well on specific domains and when the data satisfies specific assumptions. We address this problem, proposing ensemble anomaly detection techniques that perform well in many applications, with four major contributions: using bootstrapping to better detect anomalies on multiple subsamples, sequential application of diverse detection algorithms, a novel adaptive sampling and learning algorithm in which the anomalies are iteratively examined, and improving the random forest algorithms for detecting anomalies in streaming data. We design and evaluate multiple ensemble strategies using score normalization, rank aggregation and majority voting, to combine the results from six well-known base algorithms. We propose a bootstrapping algorithm in which anomalies are evaluated from multiple subsets of the data. Results show that our independent ensemble performs better than the base algorithms, and using bootstrapping achieves competitive quality and faster runtime compared with existing works. We develop new sequential ensemble algorithms in which the second algorithm performs anomaly detection based on the first algorithm\u27s outputs; best results are obtained by combining algorithms that are substantially different. We propose a novel adaptive sampling algorithm which uses the score output of the base algorithm to determine the hard-to-detect examples, and iteratively resamples more points from such examples in a complete unsupervised context. On streaming datasets, we analyze the impact of parameters used in random trees, and propose new algorithms that work well with high-dimensional data, improving performance without increasing the number of trees or their heights. We show that further improvements can be obtained with an Evolutionary Algorithm

“Dust in the wind...”, deep learning application to wind energy time series forecasting

To balance electricity production and demand, it is required to use different prediction techniques extensively. Renewable energy, due to its intermittency, increases the complexity and uncertainty of forecasting, and the resulting accuracy impacts all the different players acting around the electricity systems around the world like generators, distributors, retailers, or consumers. Wind forecasting can be done under two major approaches, using meteorological numerical prediction models or based on pure time series input. Deep learning is appearing as a new method that can be used for wind energy prediction. This work develops several deep learning architectures and shows their performance when applied to wind time series. The models have been tested with the most extensive wind dataset available, the National Renewable Laboratory Wind Toolkit, a dataset with 126,692 wind points in North America. The architectures designed are based on different approaches, Multi-Layer Perceptron Networks (MLP), Convolutional Networks (CNN), and Recurrent Networks (RNN). These deep learning architectures have been tested to obtain predictions in a 12-h ahead horizon, and the accuracy is measured with the coefficient of determination, the R² method. The application of the models to wind sites evenly distributed in the North America geography allows us to infer several conclusions on the relationships between methods, terrain, and forecasting complexity. The results show differences between the models and confirm the superior capabilities on the use of deep learning techniques for wind speed forecasting from wind time series data.Peer ReviewedPostprint (published version