5,906 research outputs found
Predictive Liability Models and Visualizations of High Dimensional Retail Employee Data
Employee theft and dishonesty is a major contributor to loss in the retail
industry. Retailers have reported the need for more automated analytic tools to
assess the liability of their employees. In this work, we train and optimize
several machine learning models for regression prediction and analysis on this
data, which will help retailers identify and manage risky employees. Since the
data we use is very high dimensional, we use feature selection techniques to
identify the most contributing factors to an employee's assessed risk. We also
use dimension reduction and data embedding techniques to present this dataset
in a easy to interpret format
Hyperparameter Learning via Distributional Transfer
Bayesian optimisation is a popular technique for hyperparameter learning but
typically requires initial exploration even in cases where similar prior tasks
have been solved. We propose to transfer information across tasks using learnt
representations of training datasets used in those tasks. This results in a
joint Gaussian process model on hyperparameters and data representations.
Representations make use of the framework of distribution embeddings into
reproducing kernel Hilbert spaces. The developed method has a faster
convergence compared to existing baselines, in some cases requiring only a few
evaluations of the target objective
Covariate dimension reduction for survival data via the Gaussian process latent variable model
The analysis of high dimensional survival data is challenging, primarily due
to the problem of overfitting which occurs when spurious relationships are
inferred from data that subsequently fail to exist in test data. Here we
propose a novel method of extracting a low dimensional representation of
covariates in survival data by combining the popular Gaussian Process Latent
Variable Model (GPLVM) with a Weibull Proportional Hazards Model (WPHM). The
combined model offers a flexible non-linear probabilistic method of detecting
and extracting any intrinsic low dimensional structure from high dimensional
data. By reducing the covariate dimension we aim to diminish the risk of
overfitting and increase the robustness and accuracy with which we infer
relationships between covariates and survival outcomes. In addition, we can
simultaneously combine information from multiple data sources by expressing
multiple datasets in terms of the same low dimensional space. We present
results from several simulation studies that illustrate a reduction in
overfitting and an increase in predictive performance, as well as successful
detection of intrinsic dimensionality. We provide evidence that it is
advantageous to combine dimensionality reduction with survival outcomes rather
than performing unsupervised dimensionality reduction on its own. Finally, we
use our model to analyse experimental gene expression data and detect and
extract a low dimensional representation that allows us to distinguish high and
low risk groups with superior accuracy compared to doing regression on the
original high dimensional data
BlinkML: Efficient Maximum Likelihood Estimation with Probabilistic Guarantees
The rising volume of datasets has made training machine learning (ML) models
a major computational cost in the enterprise. Given the iterative nature of
model and parameter tuning, many analysts use a small sample of their entire
data during their initial stage of analysis to make quick decisions (e.g., what
features or hyperparameters to use) and use the entire dataset only in later
stages (i.e., when they have converged to a specific model). This sampling,
however, is performed in an ad-hoc fashion. Most practitioners cannot precisely
capture the effect of sampling on the quality of their model, and eventually on
their decision-making process during the tuning phase. Moreover, without
systematic support for sampling operators, many optimizations and reuse
opportunities are lost.
In this paper, we introduce BlinkML, a system for fast, quality-guaranteed ML
training. BlinkML allows users to make error-computation tradeoffs: instead of
training a model on their full data (i.e., full model), BlinkML can quickly
train an approximate model with quality guarantees using a sample. The quality
guarantees ensure that, with high probability, the approximate model makes the
same predictions as the full model. BlinkML currently supports any ML model
that relies on maximum likelihood estimation (MLE), which includes Generalized
Linear Models (e.g., linear regression, logistic regression, max entropy
classifier, Poisson regression) as well as PPCA (Probabilistic Principal
Component Analysis). Our experiments show that BlinkML can speed up the
training of large-scale ML tasks by 6.26x-629x while guaranteeing the same
predictions, with 95% probability, as the full model.Comment: 22 pages, SIGMOD 201
Time Series Cluster Kernel for Learning Similarities between Multivariate Time Series with Missing Data
Similarity-based approaches represent a promising direction for time series
analysis. However, many such methods rely on parameter tuning, and some have
shortcomings if the time series are multivariate (MTS), due to dependencies
between attributes, or the time series contain missing data. In this paper, we
address these challenges within the powerful context of kernel methods by
proposing the robust \emph{time series cluster kernel} (TCK). The approach
taken leverages the missing data handling properties of Gaussian mixture models
(GMM) augmented with informative prior distributions. An ensemble learning
approach is exploited to ensure robustness to parameters by combining the
clustering results of many GMM to form the final kernel.
We evaluate the TCK on synthetic and real data and compare to other
state-of-the-art techniques. The experimental results demonstrate that the TCK
is robust to parameter choices, provides competitive results for MTS without
missing data and outstanding results for missing data.Comment: 23 pages, 6 figure
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