Forecasting with time series imaging

Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in the forecasting community. Nonetheless, most of the existing approaches depend on the manual choice of an appropriate set of features. Exploiting machine learning methods to extract features from time series automatically becomes crucial in state-of-the-art time series analysis. In this paper, we introduce an automated approach to extract time series features based on time series imaging. We first transform time series into recurrence plots, from which local features can be extracted using computer vision algorithms. The extracted features are used for forecast model averaging. Our experiments show that forecasting based on automatically extracted features, with less human intervention and a more comprehensive view of the raw time series data, yields highly comparable performances with the best methods in the largest forecasting competition dataset (M4) and outperforms the top methods in the Tourism forecasting competition dataset

Probabilistic Meta-Representations Of Neural Networks

Existing Bayesian treatments of neural networks are typically characterized by weak prior and approximate posterior distributions according to which all the weights are drawn independently. Here, we consider a richer prior distribution in which units in the network are represented by latent variables, and the weights between units are drawn conditionally on the values of the collection of those variables. This allows rich correlations between related weights, and can be seen as realizing a function prior with a Bayesian complexity regularizer ensuring simple solutions. We illustrate the resulting meta-representations and representations, elucidating the power of this prior.Comment: presented at UAI 2018 Uncertainty In Deep Learning Workshop (UDL AUG. 2018

A retrieval-based dialogue system utilizing utterance and context embeddings

Finding semantically rich and computer-understandable representations for textual dialogues, utterances and words is crucial for dialogue systems (or conversational agents), as their performance mostly depends on understanding the context of conversations. Recent research aims at finding distributed vector representations (embeddings) for words, such that semantically similar words are relatively close within the vector-space. Encoding the "meaning" of text into vectors is a current trend, and text can range from words, phrases and documents to actual human-to-human conversations. In recent research approaches, responses have been generated utilizing a decoder architecture, given the vector representation of the current conversation. In this paper, the utilization of embeddings for answer retrieval is explored by using Locality-Sensitive Hashing Forest (LSH Forest), an Approximate Nearest Neighbor (ANN) model, to find similar conversations in a corpus and rank possible candidates. Experimental results on the well-known Ubuntu Corpus (in English) and a customer service chat dataset (in Dutch) show that, in combination with a candidate selection method, retrieval-based approaches outperform generative ones and reveal promising future research directions towards the usability of such a system.Comment: A shorter version is accepted at ICMLA2017 conference; acknowledgement added; typos correcte

Resolving transition metal chemical space: feature selection for machine learning and structure-property relationships

Machine learning (ML) of quantum mechanical properties shows promise for accelerating chemical discovery. For transition metal chemistry where accurate calculations are computationally costly and available training data sets are small, the molecular representation becomes a critical ingredient in ML model predictive accuracy. We introduce a series of revised autocorrelation functions (RACs) that encode relationships between the heuristic atomic properties (e.g., size, connectivity, and electronegativity) on a molecular graph. We alter the starting point, scope, and nature of the quantities evaluated in standard ACs to make these RACs amenable to inorganic chemistry. On an organic molecule set, we first demonstrate superior standard AC performance to other presently-available topological descriptors for ML model training, with mean unsigned errors (MUEs) for atomization energies on set-aside test molecules as low as 6 kcal/mol. For inorganic chemistry, our RACs yield 1 kcal/mol ML MUEs on set-aside test molecules in spin-state splitting in comparison to 15-20x higher errors from feature sets that encode whole-molecule structural information. Systematic feature selection methods including univariate filtering, recursive feature elimination, and direct optimization (e.g., random forest and LASSO) are compared. Random-forest- or LASSO-selected subsets 4-5x smaller than RAC-155 produce sub- to 1-kcal/mol spin-splitting MUEs, with good transferability to metal-ligand bond length prediction (0.004-5 {\AA} MUE) and redox potential on a smaller data set (0.2-0.3 eV MUE). Evaluation of feature selection results across property sets reveals the relative importance of local, electronic descriptors (e.g., electronegativity, atomic number) in spin-splitting and distal, steric effects in redox potential and bond lengths.Comment: 43 double spaced pages, 11 figures, 4 table