119,166 research outputs found
Fitting Variance Components Model and Fixed Effects Model for One-Way Analysis of Variance to Complex Survey Data
Under complex survey sampling, in particular when selection probabilities depend
on the response variable (informative sampling), the sample and population
distributions are different, possibly resulting in selection bias. This article is
concerned with this problem by fitting two statistical models, namely: the variance
components model (a two-stage model) and the fixed effects model (a single-stage
model) for one-way analysis of variance, under complex survey design, for example,
two-stage sampling, stratification, and unequal probability of selection, etc. Classical
theory underlying the use of the two-stage model involves simple random sampling
for each of the two stages. In such cases the model in the sample, after sample
selection, is the same as model for the population; before sample selection. When the
selection probabilities are related to the values of the response variable, standard
estimates of the population model parameters may be severely biased, leading
possibly to false inference. The idea behind the approach is to extract the model
holding for the sample data as a function of the model in the population and
of the first order inclusion probabilities. And then fit the sample model, using
analysis of variance, maximum likelihood, and pseudo maximum likelihood methods
of estimation. The main feature of the proposed techniques is related to their
behavior in terms of the informativeness parameter. We also show that the use of the
population model that ignores the informative sampling design, yields biased model
fitting.The author is grateful to Gad Nathan, to the Associate Editor and to the referees
for constructive comments and suggestions that helped improving the quality of the
article
Learning From Labeled And Unlabeled Data: An Empirical Study Across Techniques And Domains
There has been increased interest in devising learning techniques that
combine unlabeled data with labeled data ? i.e. semi-supervised learning.
However, to the best of our knowledge, no study has been performed across
various techniques and different types and amounts of labeled and unlabeled
data. Moreover, most of the published work on semi-supervised learning
techniques assumes that the labeled and unlabeled data come from the same
distribution. It is possible for the labeling process to be associated with a
selection bias such that the distributions of data points in the labeled and
unlabeled sets are different. Not correcting for such bias can result in biased
function approximation with potentially poor performance. In this paper, we
present an empirical study of various semi-supervised learning techniques on a
variety of datasets. We attempt to answer various questions such as the effect
of independence or relevance amongst features, the effect of the size of the
labeled and unlabeled sets and the effect of noise. We also investigate the
impact of sample-selection bias on the semi-supervised learning techniques
under study and implement a bivariate probit technique particularly designed to
correct for such bias
Learning Policies from Self-Play with Policy Gradients and MCTS Value Estimates
In recent years, state-of-the-art game-playing agents often involve policies
that are trained in self-playing processes where Monte Carlo tree search (MCTS)
algorithms and trained policies iteratively improve each other. The strongest
results have been obtained when policies are trained to mimic the search
behaviour of MCTS by minimising a cross-entropy loss. Because MCTS, by design,
includes an element of exploration, policies trained in this manner are also
likely to exhibit a similar extent of exploration. In this paper, we are
interested in learning policies for a project with future goals including the
extraction of interpretable strategies, rather than state-of-the-art
game-playing performance. For these goals, we argue that such an extent of
exploration is undesirable, and we propose a novel objective function for
training policies that are not exploratory. We derive a policy gradient
expression for maximising this objective function, which can be estimated using
MCTS value estimates, rather than MCTS visit counts. We empirically evaluate
various properties of resulting policies, in a variety of board games.Comment: Accepted at the IEEE Conference on Games (CoG) 201
Causally Regularized Learning with Agnostic Data Selection Bias
Most of previous machine learning algorithms are proposed based on the i.i.d.
hypothesis. However, this ideal assumption is often violated in real
applications, where selection bias may arise between training and testing
process. Moreover, in many scenarios, the testing data is not even available
during the training process, which makes the traditional methods like transfer
learning infeasible due to their need on prior of test distribution. Therefore,
how to address the agnostic selection bias for robust model learning is of
paramount importance for both academic research and real applications. In this
paper, under the assumption that causal relationships among variables are
robust across domains, we incorporate causal technique into predictive modeling
and propose a novel Causally Regularized Logistic Regression (CRLR) algorithm
by jointly optimize global confounder balancing and weighted logistic
regression. Global confounder balancing helps to identify causal features,
whose causal effect on outcome are stable across domains, then performing
logistic regression on those causal features constructs a robust predictive
model against the agnostic bias. To validate the effectiveness of our CRLR
algorithm, we conduct comprehensive experiments on both synthetic and real
world datasets. Experimental results clearly demonstrate that our CRLR
algorithm outperforms the state-of-the-art methods, and the interpretability of
our method can be fully depicted by the feature visualization.Comment: Oral paper of 2018 ACM Multimedia Conference (MM'18
Is Big Data Sufficient for a Reliable Detection of Non-Technical Losses?
Non-technical losses (NTL) occur during the distribution of electricity in
power grids and include, but are not limited to, electricity theft and faulty
meters. In emerging countries, they may range up to 40% of the total
electricity distributed. In order to detect NTLs, machine learning methods are
used that learn irregular consumption patterns from customer data and
inspection results. The Big Data paradigm followed in modern machine learning
reflects the desire of deriving better conclusions from simply analyzing more
data, without the necessity of looking at theory and models. However, the
sample of inspected customers may be biased, i.e. it does not represent the
population of all customers. As a consequence, machine learning models trained
on these inspection results are biased as well and therefore lead to unreliable
predictions of whether customers cause NTL or not. In machine learning, this
issue is called covariate shift and has not been addressed in the literature on
NTL detection yet. In this work, we present a novel framework for quantifying
and visualizing covariate shift. We apply it to a commercial data set from
Brazil that consists of 3.6M customers and 820K inspection results. We show
that some features have a stronger covariate shift than others, making
predictions less reliable. In particular, previous inspections were focused on
certain neighborhoods or customer classes and that they were not sufficiently
spread among the population of customers. This framework is about to be
deployed in a commercial product for NTL detection.Comment: Proceedings of the 19th International Conference on Intelligent
System Applications to Power Systems (ISAP 2017
Bias Reduction via End-to-End Shift Learning: Application to Citizen Science
Citizen science projects are successful at gathering rich datasets for
various applications. However, the data collected by citizen scientists are
often biased --- in particular, aligned more with the citizens' preferences
than with scientific objectives. We propose the Shift Compensation Network
(SCN), an end-to-end learning scheme which learns the shift from the scientific
objectives to the biased data while compensating for the shift by re-weighting
the training data. Applied to bird observational data from the citizen science
project eBird, we demonstrate how SCN quantifies the data distribution shift
and outperforms supervised learning models that do not address the data bias.
Compared with competing models in the context of covariate shift, we further
demonstrate the advantage of SCN in both its effectiveness and its capability
of handling massive high-dimensional data
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