Regret bounds for transfer learning in Bayesian optimisation

This paper studies the regret bound of two transfer learning algorithms in Bayesian optimisation. The first algorithm models any difference between the source and target functions as a noise process. The second algorithm proposes a new way to model the difference between the source and target as a Gaussian process which is then used to adapt the source data. We show that in both cases the regret bounds are tighter than in the no transfer case. We also experimentally compare the performance of these algorithms relative to no transfer learning and demonstrate benefits of transfer learning

BO-Muse: A human expert and AI teaming framework for accelerated experimental design

In this paper we introduce BO-Muse, a new approach to human-AI teaming for the optimization of expensive black-box functions. Inspired by the intrinsic difficulty of extracting expert knowledge and distilling it back into AI models and by observations of human behavior in real-world experimental design, our algorithm lets the human expert take the lead in the experimental process. The human expert can use their domain expertise to its full potential, while the AI plays the role of a muse, injecting novelty and searching for areas of weakness to break the human out of over-exploitation induced by cognitive entrenchment. With mild assumptions, we show that our algorithm converges sub-linearly, at a rate faster than the AI or human alone. We validate our algorithm using synthetic data and with human experts performing real-world experiments.Comment: 34 Pages, 7 Figures and 5 Table

Guidelines for developing and reporting machine learning predictive models in biomedical research : a multidisciplinary view

BACKGROUND: As more and more researchers are turning to big data for new opportunities of biomedical discoveries, machine learning models, as the backbone of big data analysis, are mentioned more often in biomedical journals. However, owing to the inherent complexity of machine learning methods, they are prone to misuse. Because of the flexibility in specifying machine learning models, the results are often insufficiently reported in research articles, hindering reliable assessment of model validity and consistent interpretation of model outputs. OBJECTIVE: To attain a set of guidelines on the use of machine learning predictive models within clinical settings to make sure the models are correctly applied and sufficiently reported so that true discoveries can be distinguished from random coincidence. METHODS: A multidisciplinary panel of machine learning experts, clinicians, and traditional statisticians were interviewed, using an iterative process in accordance with the Delphi method. RESULTS: The process produced a set of guidelines that consists of (1) a list of reporting items to be included in a research article and (2) a set of practical sequential steps for developing predictive models. CONCLUSIONS: A set of guidelines was generated to enable correct application of machine learning models and consistent reporting of model specifications and results in biomedical research. We believe that such guidelines will accelerate the adoption of big data analysis, particularly with machine learning methods, in the biomedical research community

Design and training of support vector machines

© 2006 Alistair Shilton.In this thesis I introduce a new and novel form of SVM known as regression with inequalities, in addition to the standard SVM formulations of binary classification and regression. This extension encompasses both binary classification and regression, reducing the workload when extending the general form; and also provides theoretical insight into the underlying connections between the two formulations