6,456 research outputs found
Gaussian Process Regression for Estimating EM Ducting Within the Marine Atmospheric Boundary Layer
We show that Gaussian process regression (GPR) can be used to infer the
electromagnetic (EM) duct height within the marine atmospheric boundary layer
(MABL) from sparsely sampled propagation factors within the context of bistatic
radars. We use GPR to calculate the posterior predictive distribution on the
labels (i.e. duct height) from both noise-free and noise-contaminated array of
propagation factors. For duct height inference from noise-contaminated
propagation factors, we compare a naive approach, utilizing one random sample
from the input distribution (i.e. disregarding the input noise), with an
inverse-variance weighted approach, utilizing a few random samples to estimate
the true predictive distribution. The resulting posterior predictive
distributions from these two approaches are compared to a "ground truth"
distribution, which is approximated using a large number of Monte-Carlo
samples. The ability of GPR to yield accurate and fast duct height predictions
using a few training examples indicates the suitability of the proposed method
for real-time applications.Comment: 15 pages, 6 figure
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
We provide adaptive inference methods, based on regularization, for
regular (semiparametric) and non-regular (nonparametric) linear functionals of
the conditional expectation function. Examples of regular functionals include
average treatment effects, policy effects, and derivatives. Examples of
non-regular functionals include average treatment effects, policy effects, and
derivatives conditional on a covariate subvector fixed at a point. We construct
a Neyman orthogonal equation for the target parameter that is approximately
invariant to small perturbations of the nuisance parameters. To achieve this
property, we include the Riesz representer for the functional as an additional
nuisance parameter. Our analysis yields weak "double sparsity robustness":
either the approximation to the regression or the approximation to the
representer can be "completely dense" as long as the other is sufficiently
"sparse". Our main results are non-asymptotic and imply asymptotic uniform
validity over large classes of models, translating into honest confidence bands
for both global and local parameters
AMANDA : density-based adaptive model for nonstationary data under extreme verification latency scenarios
Gradual concept-drift refers to a smooth and gradual change in the relations between input and output data in the underlying distribution over time. The problem generates a model obsolescence and consequently a quality decrease in predictions. Besides, there is a challenging task during the stream: The extreme verification latency (EVL) to verify the labels. For batch scenarios, state-of-the-art methods propose an adaptation of a supervised model by using an unconstrained least squares importance fitting (uLSIF) algorithm or a semi-supervised approach along with a core support extraction (CSE) method. However, these methods do not properly tackle the mentioned problems due to their high computational time for large data volumes, lack in representing the right samples of the drift or even for having several parameters for tuning. Therefore, we propose a density-based adaptive model for nonstationary data (AMANDA), which uses a semi-supervised classifier along with a CSE method. AMANDA has two variations: AMANDA with a fixed cutting percentage (AMANDA-FCP); and AMANDA with a dynamic cutting percentage (AMANDADCP). Our results indicate that the two variations of AMANDA outperform the state-of-the-art methods for almost all synthetic datasets and real ones with an improvement up to 27.98% regarding the average error. We have found that the use of AMANDA-FCP improved the results for a gradual concept-drift even with a small size of initial labeled data. Moreover, our results indicate that SSL classifiers are improved when they work along with our static or dynamic CSE methods. Therefore, we emphasize the importance of research directions based on this approach.Concept-drift gradual refere-se à mudança suave e gradual na distribuição dos dados conforme o tempo passa. Este problema causa obsolescência no modelo de aprendizado e queda na qualidade das previsões. Além disso, existe um complicador durante o processamento dos dados: a latência de verificação extrema (LVE) para se verificar os rótulos. Métodos do estado da arte propõem uma adaptação do modelo supervisionado usando uma abordagem de estimação de importância baseado em mÃnimos quadrados ou usando uma abordagem semi-supervisionada em conjunto com a extração de instâncias centrais, na sigla em inglês (CSE). Entretanto, estes métodos não tratam adequadamente os problemas mencionados devido ao fato de requererem alto tempo computacional para processar grandes volumes de dados, falta de correta seleção das instâncias que representam a mudança da distribuição, ou ainda por demandarem o ajuste de grande quantidade de parâmetros. Portanto, propomos um modelo adaptativo baseado em densidades para dados não-estacionários (AMANDA), que tem como base um classificador semi-supervisionado e um método CSE baseado em densidade. AMANDA tem duas variações: percentual de corte fixo (AMANDAFCP); e percentual de corte dinâmico (AMANDA-DCP). Nossos resultados indicam que as duas variações da proposta superam o estado da arte em quase todas as bases de dados sintéticas e reais em até 27,98% em relação ao erro médio. ConcluÃmos que a aplicação do método AMANDA-FCP faz com que a classificação melhore mesmo quando há uma pequena porção inicial de dados rotulados. Mais ainda, os classificadores semi-supervisionados são melhorados quando trabalham em conjunto com nossos métodos de CSE, estático ou dinâmico
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