Bayesian leave-one-out cross-validation for large data

Model inference, such as model comparison, model checking, and model selection, is an important part of model development. Leave-one-out cross-validation (LOO) is a general approach for assessing the generalizability of a model, but unfortunately, LOO does not scale well to large datasets. We propose a combination of using approximate inference techniques and probability-proportional-to-size-sampling (PPS) for fast LOO model evaluation for large datasets. We provide both theoretical and empirical results showing good properties for large data.Comment: Accepted to ICML 2019. This version is the submitted pape

Using rule extraction to improve the comprehensibility of predictive models.

Whereas newer machine learning techniques, like artifficial neural net-works and support vector machines, have shown superior performance in various benchmarking studies, the application of these techniques remains largely restricted to research environments. A more widespread adoption of these techniques is foiled by their lack of explanation capability which is required in some application areas, like medical diagnosis or credit scoring. To overcome this restriction, various algorithms have been proposed to extract a meaningful description of the underlying `blackbox' models. These algorithms' dual goal is to mimic the behavior of the black box as closely as possible while at the same time they have to ensure that the extracted description is maximally comprehensible. In this research report, we first develop a formal definition of`rule extraction and comment on the inherent trade-off between accuracy and comprehensibility. Afterwards, we develop a taxonomy by which rule extraction algorithms can be classiffied and discuss some criteria by which these algorithms can be evaluated. Finally, an in-depth review of the most important algorithms is given.This report is concluded by pointing out some general shortcomings of existing techniques and opportunities for future research.Models; Model; Algorithms; Criteria; Opportunities; Research; Learning; Neural networks; Networks; Performance; Benchmarking; Studies; Area; Credit; Credit scoring; Behavior; Time;

Providing Transaction Class-Based QoS in In-Memory Data Grids via Machine Learning

Elastic architectures and the ”pay-as-you-go” resource pricing model offered by many cloud infrastructure providers may seem the right choice for companies dealing with data centric applications characterized by high variable workload. In such a context, in-memory transactional data grids have demonstrated to be particularly suited for exploiting advantages provided by elastic computing platforms, mainly thanks to their ability to be dynamically (re-)sized and tuned. Anyway, when specific QoS requirements have to be met, this kind of architectures have revealed to be complex to be managed by humans. Particularly, their management is a very complex task without the stand of mechanisms supporting run-time automatic sizing/tuning of the data platform and the underlying (virtual) hardware resources provided by the cloud. In this paper, we present a neural network-based architecture where the system is constantly and automatically re-configured, particularly in terms of computing resources