Uplift Modeling with Multiple Treatments and General Response Types

Randomized experiments have been used to assist decision-making in many areas. They help people select the optimal treatment for the test population with certain statistical guarantee. However, subjects can show significant heterogeneity in response to treatments. The problem of customizing treatment assignment based on subject characteristics is known as uplift modeling, differential response analysis, or personalized treatment learning in literature. A key feature for uplift modeling is that the data is unlabeled. It is impossible to know whether the chosen treatment is optimal for an individual subject because response under alternative treatments is unobserved. This presents a challenge to both the training and the evaluation of uplift models. In this paper we describe how to obtain an unbiased estimate of the key performance metric of an uplift model, the expected response. We present a new uplift algorithm which creates a forest of randomized trees. The trees are built with a splitting criterion designed to directly optimize their uplift performance based on the proposed evaluation method. Both the evaluation method and the algorithm apply to arbitrary number of treatments and general response types. Experimental results on synthetic data and industry-provided data show that our algorithm leads to significant performance improvement over other applicable methods

Observer-biased bearing condition monitoring: from fault detection to multi-fault classification

Bearings are simultaneously a fundamental component and one of the principal causes of failure in rotary machinery. The work focuses on the employment of fuzzy clustering for bearing condition monitoring, i.e., fault detection and classification. The output of a clustering algorithm is a data partition (a set of clusters) which is merely a hypothesis on the structure of the data. This hypothesis requires validation by domain experts. In general, clustering algorithms allow a limited usage of domain knowledge on the cluster formation process. In this study, a novel method allowing for interactive clustering in bearing fault diagnosis is proposed. The method resorts to shrinkage to generalize an otherwise unbiased clustering algorithm into a biased one. In this way, the method provides a natural and intuitive way to control the cluster formation process, allowing for the employment of domain knowledge to guiding it. The domain expert can select a desirable level of granularity ranging from fault detection to classification of a variable number of faults and can select a specific region of the feature space for detailed analysis. Moreover, experimental results under realistic conditions show that the adopted algorithm outperforms the corresponding unbiased algorithm (fuzzy c-means) which is being widely used in this type of problems. (C) 2016 Elsevier Ltd. All rights reserved.Grant number: 145602

Higher order feature extraction and selection for robust human gesture recognition using CSI of COTS Wi-Fi devices

Device-free human gesture recognition (HGR) using commercial o the shelf (COTS) Wi-Fi devices has gained attention with recent advances in wireless technology. HGR recognizes the human activity performed, by capturing the reflections ofWi-Fi signals from moving humans and storing them as raw channel state information (CSI) traces. Existing work on HGR applies noise reduction and transformation to pre-process the raw CSI traces. However, these methods fail to capture the non-Gaussian information in the raw CSI data due to its limitation to deal with linear signal representation alone. The proposed higher order statistics-based recognition (HOS-Re) model extracts higher order statistical (HOS) features from raw CSI traces and selects a robust feature subset for the recognition task. HOS-Re addresses the limitations in the existing methods, by extracting third order cumulant features that maximizes the recognition accuracy. Subsequently, feature selection methods derived from information theory construct a robust and highly informative feature subset, fed as input to the multilevel support vector machine (SVM) classifier in order to measure the performance. The proposed methodology is validated using a public database SignFi, consisting of 276 gestures with 8280 gesture instances, out of which 5520 are from the laboratory and 2760 from the home environment using a 10 5 cross-validation. HOS-Re achieved an average recognition accuracy of 97.84%, 98.26% and 96.34% for the lab, home and lab + home environment respectively. The average recognition accuracy for 150 sign gestures with 7500 instances, collected from five di erent users was 96.23% in the laboratory environment.Taylor's University through its TAYLOR'S PhD SCHOLARSHIP Programmeinfo:eu-repo/semantics/publishedVersio

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

Estimating the Maximum Expected Value: An Analysis of (Nested) Cross Validation and the Maximum Sample Average

We investigate the accuracy of the two most common estimators for the maximum expected value of a general set of random variables: a generalization of the maximum sample average, and cross validation. No unbiased estimator exists and we show that it is non-trivial to select a good estimator without knowledge about the distributions of the random variables. We investigate and bound the bias and variance of the aforementioned estimators and prove consistency. The variance of cross validation can be significantly reduced, but not without risking a large bias. The bias and variance of different variants of cross validation are shown to be very problem-dependent, and a wrong choice can lead to very inaccurate estimates