14,333 research outputs found
Greykite: Deploying Flexible Forecasting at Scale at LinkedIn
Forecasts help businesses allocate resources and achieve objectives. At
LinkedIn, product owners use forecasts to set business targets, track outlook,
and monitor health. Engineers use forecasts to efficiently provision hardware.
Developing a forecasting solution to meet these needs requires accurate and
interpretable forecasts on diverse time series with sub-hourly to quarterly
frequencies. We present Greykite, an open-source Python library for forecasting
that has been deployed on over twenty use cases at LinkedIn. Its flagship
algorithm, Silverkite, provides interpretable, fast, and highly flexible
univariate forecasts that capture effects such as time-varying growth and
seasonality, autocorrelation, holidays, and regressors. The library enables
self-serve accuracy and trust by facilitating data exploration, model
configuration, execution, and interpretation. Our benchmark results show
excellent out-of-the-box speed and accuracy on datasets from a variety of
domains. Over the past two years, Greykite forecasts have been trusted by
Finance, Engineering, and Product teams for resource planning and allocation,
target setting and progress tracking, anomaly detection and root cause
analysis. We expect Greykite to be useful to forecast practitioners with
similar applications who need accurate, interpretable forecasts that capture
complex dynamics common to time series related to human activity.Comment: In Proceedings of the 28th ACM SIGKDD Conference on Knowledge
Discovery and Data Mining (KDD '22), August 14-18, 2022, Washington, DC, USA.
ACM, New York, NY, USA, 11 page
Learning Interpretable Rules for Multi-label Classification
Multi-label classification (MLC) is a supervised learning problem in which,
contrary to standard multiclass classification, an instance can be associated
with several class labels simultaneously. In this chapter, we advocate a
rule-based approach to multi-label classification. Rule learning algorithms are
often employed when one is not only interested in accurate predictions, but
also requires an interpretable theory that can be understood, analyzed, and
qualitatively evaluated by domain experts. Ideally, by revealing patterns and
regularities contained in the data, a rule-based theory yields new insights in
the application domain. Recently, several authors have started to investigate
how rule-based models can be used for modeling multi-label data. Discussing
this task in detail, we highlight some of the problems that make rule learning
considerably more challenging for MLC than for conventional classification.
While mainly focusing on our own previous work, we also provide a short
overview of related work in this area.Comment: Preprint version. To appear in: Explainable and Interpretable Models
in Computer Vision and Machine Learning. The Springer Series on Challenges in
Machine Learning. Springer (2018). See
http://www.ke.tu-darmstadt.de/bibtex/publications/show/3077 for further
informatio
InfoGAN: Interpretable Representation Learning by Information Maximizing Generative Adversarial Nets
This paper describes InfoGAN, an information-theoretic extension to the
Generative Adversarial Network that is able to learn disentangled
representations in a completely unsupervised manner. InfoGAN is a generative
adversarial network that also maximizes the mutual information between a small
subset of the latent variables and the observation. We derive a lower bound to
the mutual information objective that can be optimized efficiently, and show
that our training procedure can be interpreted as a variation of the Wake-Sleep
algorithm. Specifically, InfoGAN successfully disentangles writing styles from
digit shapes on the MNIST dataset, pose from lighting of 3D rendered images,
and background digits from the central digit on the SVHN dataset. It also
discovers visual concepts that include hair styles, presence/absence of
eyeglasses, and emotions on the CelebA face dataset. Experiments show that
InfoGAN learns interpretable representations that are competitive with
representations learned by existing fully supervised methods
Conditional Sum-Product Networks: Imposing Structure on Deep Probabilistic Architectures
Probabilistic graphical models are a central tool in AI; however, they are
generally not as expressive as deep neural models, and inference is notoriously
hard and slow. In contrast, deep probabilistic models such as sum-product
networks (SPNs) capture joint distributions in a tractable fashion, but still
lack the expressive power of intractable models based on deep neural networks.
Therefore, we introduce conditional SPNs (CSPNs), conditional density
estimators for multivariate and potentially hybrid domains which allow
harnessing the expressive power of neural networks while still maintaining
tractability guarantees. One way to implement CSPNs is to use an existing SPN
structure and condition its parameters on the input, e.g., via a deep neural
network. This approach, however, might misrepresent the conditional
independence structure present in data. Consequently, we also develop a
structure-learning approach that derives both the structure and parameters of
CSPNs from data. Our experimental evidence demonstrates that CSPNs are
competitive with other probabilistic models and yield superior performance on
multilabel image classification compared to mean field and mixture density
networks. Furthermore, they can successfully be employed as building blocks for
structured probabilistic models, such as autoregressive image models.Comment: 13 pages, 6 figure
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