4 research outputs found
DEANN: Speeding up Kernel-Density Estimation using Approximate Nearest Neighbor Search
Kernel Density Estimation (KDE) is a nonparametric method for estimating the
shape of a density function, given a set of samples from the distribution.
Recently, locality-sensitive hashing, originally proposed as a tool for nearest
neighbor search, has been shown to enable fast KDE data structures. However,
these approaches do not take advantage of the many other advances that have
been made in algorithms for nearest neighbor algorithms. We present an
algorithm called Density Estimation from Approximate Nearest Neighbors (DEANN)
where we apply Approximate Nearest Neighbor (ANN) algorithms as a black box
subroutine to compute an unbiased KDE. The idea is to find points that have a
large contribution to the KDE using ANN, compute their contribution exactly,
and approximate the remainder with Random Sampling (RS). We present a
theoretical argument that supports the idea that an ANN subroutine can speed up
the evaluation. Furthermore, we provide a C++ implementation with a Python
interface that can make use of an arbitrary ANN implementation as a subroutine
for KDE evaluation. We show empirically that our implementation outperforms
state of the art implementations in all high dimensional datasets we
considered, and matches the performance of RS in cases where the ANN yield no
gains in performance.Comment: 24 pages, 1 figure. Submitted for revie
An Upper Bound of the Bias of Nadaraya-Watson Kernel Regression under Lipschitz Assumptions
The Nadaraya-Watson kernel estimator is among the most popular nonparameteric regression technique thanks to its simplicity. Its asymptotic bias has been studied by Rosenblatt in 1969 and has been reported in several related literature. However, given its asymptotic nature, it gives no access to a hard bound. The increasing popularity of predictive tools for automated decision-making surges the need for hard (non-probabilistic) guarantees. To alleviate this issue, we propose an upper bound of the bias which holds for finite bandwidths using Lipschitz assumptions and mitigating some of the prerequisites of Rosenblatt’s analysis. Our bound has potential applications in fields like surgical robots or self-driving cars, where some hard guarantees on the prediction-error are needed
Reliability Assessment and Safety Arguments for Machine Learning Components in Assuring Learning-Enabled Autonomous Systems
The increasing use of Machine Learning (ML) components embedded in autonomous systems -- so-called Learning-Enabled Systems (LES) -- has resulted in the pressing need to assure their functional safety. As for traditional functional safety, the emerging consensus within both, industry and academia, is to use assurance cases for this purpose. Typically assurance cases support claims of reliability in support of safety, and can be viewed as a structured way of organising arguments and evidence generated from safety analysis and reliability modelling activities. While such assurance activities are traditionally guided by consensus-based standards developed from vast engineering experience, LES pose new challenges in safety-critical application due to the characteristics and design of ML models. In this article, we first present an overall assurance framework for LES with an emphasis on quantitative aspects, e.g., breaking down system-level safety targets to component-level requirements and supporting claims stated in reliability metrics. We then introduce a novel model-agnostic Reliability Assessment Model (RAM) for ML classifiers that utilises the operational profile and robustness verification evidence. We discuss the model assumptions and the inherent challenges of assessing ML reliability uncovered by our RAM and propose practical solutions. Probabilistic safety arguments at the lower ML component-level are also developed based on the RAM. Finally, to evaluate and demonstrate our methods, we not only conduct experiments on synthetic/benchmark datasets but also demonstrate the scope of our methods with a comprehensive case study on Autonomous Underwater Vehicles in simulation
Space and time efficient kernel density estimation in high dimensions
Recently, Charikar and Siminelakis (2017) presented a framework for kernel density estimation in provably sublinear query time, for kernels that possess a certain hashing-based property. However, their data structure requires a significantly increased super-linear storage space, as well as super-linear preprocessing time. These limitations inhibit the practical applicability of their approach on large datasets. In this work, we present an improvement to their framework that retains the same query time, while requiring only linear space and linear preprocessing time. We instantiate our framework with the Laplacian and Exponential kernels, two popular kernels which possess the aforementioned property. Our experiments on various datasets verify that our approach attains accuracy and query time similar to Charikar and Siminelakis (2017), with significantly improved space and preprocessing time.National Science Foundation (U.S.). Transdisciplinary Research in Principles of Data Science (Award 1740751