Research connected to &quot;machine learning&quot;

Random Search Hyper-Parameter Tuning: Expected Improvement Estimation and the Corresponding Lower Bound

Hyperparameter tuning is a common technique for improving the performance of neural networks. Most techniques for hyperparameter search involve an iterated process where the model is retrained at every iteration. However, the expected accuracy improvement from every additional search iteration, is still unknown. Calculating the expected improvement can help create stopping rules for hyperparameter tuning and allow for a wiser allocation of a project's computational budget. In this paper, we establish an empirical estimate for the expected accuracy improvement from an additional iteration of hyperparameter search. Our results hold for any hyperparameter tuning method which is based on random search \cite{bergstra2012random} and samples hyperparameters from a fixed distribution. We bound our estimate with an error of $O\left(\sqrt{\frac{\log k}{k}}\right)$ w.h.p. where $k$ is the current number of iterations. To the best of our knowledge this is the first bound on the expected gain from an additional iteration of hyperparameter search. Finally, we demonstrate that the optimal estimate for the expected accuracy will still have an error of $\frac{1}{k}$.

Learning Equational Theorem Proving

We develop Stratified Shortest Solution Imitation Learning (3SIL) to learn equational theorem proving in a deep reinforcement learning (RL) setting. The self-trained models achieve state-of-the-art performance in proving problems generated by one of the top open conjectures in quasigroup theory, the Abelian Inner Mapping (AIM) Conjecture. To develop the methods, we first use two simpler arithmetic rewriting tasks that share tree-structured proof states and sparse rewards with the AIM problems. On these tasks, 3SIL is shown to significantly outperform several established RL and imitation learning methods. The final system is then evaluated in a standalone and cooperative mode on the AIM problems. The standalone 3SIL-trained system proves in 60 seconds more theorems (70.2%) than the complex, hand-engineered Waldmeister system (65.5%). In the cooperative mode, the final system is combined with the Prover9 system, proving in 2 seconds what standalone Prover9 proves in 60 seconds.

Systematically designing better instance counting models on cell images with Neural Arithmetic Logic Units

The big problem for neural network models which are trained to count instances is that whenever test range goes high training range generalization error increases i.e. they are not good generalizers outside training range. Consider the case of automating cell counting process where more dense images with higher cell counts are commonly encountered as compared to images used in training data. By making better predictions for higher ranges of cell count we are aiming to create better generalization systems for cell counting. With architecture proposal of neural arithmetic logic units (NALU) for arithmetic operations, task of counting has become feasible for higher numeric ranges which were not included in training data with better accuracy. As a part of our study we used these units and different other activation functions for learning cell counting task with two different architectures namely Fully Convolutional Regression Network and U-Net. These numerically biased units are added in the form of residual concatenated layers to original architectures and a comparative experimental study is done with these newly proposed changes. This comparative study is described in terms of optimi

preprint2013arXiv

Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

Fraud Detection using Data-Driven approach

The extensive use of the internet is continuously drifting businesses to incorporate their services in the online environment. One of the first spectrums to embrace this evolution was the banking sector. In fact, the first known online banking service came in 1980. It was deployed from a community bank located in Knoxville, called the United American Bank. Since then, internet banking has been offering ease and efficiency to costumers in completing their daily banking tasks. The ever increasing use of internet banking and a large number of online transactions increased fraudulent behavior also. As if fraud increase was not enough, the massive number of online transactions further increased the data complexity. Modern data sources are not only complex but generated at high speed and in real-time as well. This presents a serious problem and a definite reason why more advanced solutions are desired to protect financial service companies and credit cardholders. Therefore, this research paper aims to construct an efficient fraud detection model which is adaptive to customer behavior changes and tends to decrease fraud manipulation, by detecting and filtering fraud in real-time. In order

Unsupervised Ground Metric Learning using Wasserstein Singular Vectors

Defining meaningful distances between samples in a dataset is a fundamental problem in machine learning. Optimal Transport (OT) lifts a distance between features (the "ground metric") to a geometrically meaningful distance between samples. However, there is usually no straightforward choice of ground metric. Supervised ground metric learning approaches exist but require labeled data. In absence of labels, only ad-hoc ground metrics remain. Unsupervised ground metric learning is thus a fundamental problem to enable data-driven applications of OT. In this paper, we propose for the first time a canonical answer by simultaneously computing an OT distance between samples and between features of a dataset. These distance matrices emerge naturally as positive singular vectors of the function mapping ground metrics to OT distances. We provide criteria to ensure the existence and uniqueness of these singular vectors. We then introduce scalable computational methods to approximate them in high-dimensional settings, using stochastic approximation and entropic regularization. Finally, we showcase Wasserstein Singular Vectors on a single-cell RNA-sequencing dataset.

preprint2014arXiv

Dictionary Learning over Distributed Models

In this paper, we consider learning dictionary models over a network of agents, where each agent is only in charge of a portion of the dictionary elements. This formulation is relevant in Big Data scenarios where large dictionary models may be spread over different spatial locations and it is not feasible to aggregate all dictionaries in one location due to communication and privacy considerations. We first show that the dual function of the inference problem is an aggregation of individual cost functions associated with different agents, which can then be minimized efficiently by means of diffusion strategies. The collaborative inference step generates dual variables that are used by the agents to update their dictionaries without the need to share these dictionaries or even the coefficient models for the training data. This is a powerful property that leads to an effective distributed procedure for learning dictionaries over large networks (e.g., hundreds of agents in our experiments). Furthermore, the proposed learning strategy operates in an online manner and is able to respond to streaming data, where each data sample is presented to the network once.

Sparse Spectrum Gaussian Process for Bayesian Optimization

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this particular form of sparse approximations generates an overconfident GP, i.e. it produces less epistemic uncertainty than the original GP. Since the balance between predictive mean and the predictive variance is the key determinant to the success of Bayesian optimization, the current sparse spectrum methods are less suitable for it. We derive a new regularized marginal likelihood for finding the optimal frequencies to fix this over-confidence issue, particularly for Bayesian optimization. The regularizer trades off the accuracy in the model fitting with a targeted increase in the predictive variance of the resultant GP. Specifically, we use the entropy of the global maximum distribution from the posterior GP as the regularizer that needs to be maximized. Since this distribution cannot be calculated analytically, we first propose a Thompson sampling based approach and then a more efficient sequential Monte Carlo based approach to estimate it. Later, we a

preprint2016arXiv

Visualizing textual models with in-text and word-as-pixel highlighting

We explore two techniques which use color to make sense of statistical text models. One method uses in-text annotations to illustrate a model's view of particular tokens in particular documents. Another uses a high-level, "words-as-pixels" graphic to display an entire corpus. Together, these methods offer both zoomed-in and zoomed-out perspectives into a model's understanding of text. We show how these interconnected methods help diagnose a classifier's poor performance on Twitter slang, and make sense of a topic model on historical political texts.

preprint2019arXiv

Optimization for Reinforcement Learning: From Single Agent to Cooperative Agents

This article reviews recent advances in multi-agent reinforcement learning algorithms for large-scale control systems and communication networks, which learn to communicate and cooperate. We provide an overview of this emerging field, with an emphasis on the decentralized setting under different coordination protocols. We highlight the evolution of reinforcement learning algorithms from single-agent to multi-agent systems, from a distributed optimization perspective, and conclude with future directions and challenges, in the hope to catalyze the growing synergy among distributed optimization, signal processing, and reinforcement learning communities.

Searching Similarity Measure for Binarized Neural Networks

Being a promising model to be deployed in resource-limited devices, Binarized Neural Networks (BNNs) have drawn extensive attention from both academic and industry. However, comparing to the full-precision deep neural networks (DNNs), BNNs suffer from non-trivial accuracy degradation, limiting its applicability in various domains. This is partially because existing network components, such as the similarity measure, are specially designed for DNNs, and might be sub-optimal for BNNs. In this work, we focus on the key component of BNNs -- the similarity measure, which quantifies the distance between input feature maps and filters, and propose an automatic searching method, based on genetic algorithm, for BNN-tailored similarity measure. Evaluation results on Cifar10 and Cifar100 using ResNet, NIN and VGG show that most of the identified similarty measure can achieve considerable accuracy improvement (up to 3.39%) over the commonly-used cross-correlation approach.

Relational Fusion Networks: Graph Convolutional Networks for Road Networks

The application of machine learning techniques in the setting of road networks holds the potential to facilitate many important intelligent transportation applications. Graph Convolutional Networks (GCNs) are neural networks that are capable of leveraging the structure of a network. However, many implicit assumptions of GCNs do not apply to road networks. We introduce the Relational Fusion Network (RFN), a novel type of GCN designed specifically for road networks. In particular, we propose methods that outperform state-of-the-art GCNs by 21%-40% on two machine learning tasks in road networks. Furthermore, we show that state-of-the-art GCNs may fail to effectively leverage road network structure and may not generalize well to other road networks.

preprint2026arXiv

Spatiotemporal downscaling and nowcasting of urban land surface temperatures with deep neural networks

Land Surface Temperature (LST) is a key variable for various applications, such as urban climate and ecology studies. Yet, existing satellite-derived LST products provide either high spatial or high temporal resolution, resulting in a fundamental trade-off between the two. To address this trade-off, we combine observations from a geostationary and a polar orbiting satellite and provide LST fields at high spatial and high temporal resolution (1 km at 15-min intervals). We demonstrate their application for intraday forecasting of LSTs. To estimate LST fields at high spatiotemporal resolution, a U-Net model is trained to map LST fields from SEVIRI/MSG (3 km and 15 min resolution) to LST fields from Terra/Aqua MODIS (1 km, 4 overpasses per day) that are collocated in space and time. The presented model has been trained on LSTs across large European cities with a population exceeding 1 million inhabitants, and achieves an RMSE = $1.92$°C and near-zero bias MBE = $0.01$°C on the hold-out test set. As a second step, we present an LST nowcasting model based on ConvLSTM architecture, trained across downscaled LST fields with forecast lead times of 15 to 75 minutes. The nowcasting model outperforms a persistence and a Climatological Rolling Median benchmarks, with RMSEs of $0.57$ to $1.15$°C for the considered lead times and biases ranging from $-0.1$ to $0.14$°C. An additional validation conducted against independent MODIS overpasses confirms robust performance. Our LST forecast model at high spatiotemporal resolution is directly applicable to operational satellite-based LST monitoring.

preprint2026arXiv

Spectral Flattening Is All Muon Needs: How Orthogonalization Controls Learning Rate and Convergence

Muon orthogonalizes the momentum buffer before each update, replacing its singular values with ones via Newton-Schulz iterations. This simple change lets Muon tolerate far larger learning rates and converge faster than other optimizers, but why? We show that the mechanism is spectral flattening, and develop two results around it. First, we prove that Muon's maximal stable step size scales with the average singular value of the gradient rather than the largest, which bottlenecks standard gradient descent. Second, we recast Muon as a preconditioned gradient method and show, under a Kronecker-factored curvature model, that it improves the effective convergence factor, with the improvement controlled by the spectrum of the gradient covariance. Extensive experiments validate both results: Muon remains stable at learning rates that cause SGD to diverge within the first few iterations, and reaches accuracy milestones several epochs earlier even at identical step sizes. Taken together, our results offer a principled, geometric explanation for Muon's empirical success.

Learning Patterns in Imaginary Vowels for an Intelligent Brain Computer Interface (BCI) Design

Technology advancements made it easy to measure non-invasive and high-quality electroencephalograph (EEG) signals from human's brain. Hence, development of robust and high-performance AI algorithms becomes crucial to properly process the EEG signals and recognize the patterns, which lead to an appropriate control signal. Despite the advancements in processing the motor imagery EEG signals, the healthcare applications, such as emotion detection, are still in the early stages of AI design. In this paper, we propose a modular framework for the recognition of vowels as the AI part of a brain computer interface system. We carefully designed the modules to discriminate the English vowels given the raw EEG signals, and meanwhile avoid the typical issued with the data-poor environments like most of the healthcare applications. The proposed framework consists of appropriate signal segmentation, filtering, extraction of spectral features, reducing the dimensions by means of principle component analysis, and finally a multi-class classification by decision-tree-based support vector machine (DT-SVM). The performance of our framework was evaluated by a combination of test-set and resubstitution (also known as apparent) error rates. We provide the algorithms of the proposed framework to make it easy for future researchers and developers who want to follow the same workflow.

preprint2013arXiv

K-Plane Regression

In this paper, we present a novel algorithm for piecewise linear regression which can learn continuous as well as discontinuous piecewise linear functions. The main idea is to repeatedly partition the data and learn a liner model in in each partition. While a simple algorithm incorporating this idea does not work well, an interesting modification results in a good algorithm. The proposed algorithm is similar in spirit to $k$-means clustering algorithm. We show that our algorithm can also be viewed as an EM algorithm for maximum likelihood estimation of parameters under a reasonable probability model. We empirically demonstrate the effectiveness of our approach by comparing its performance with the state of art regression learning algorithms on some real world datasets.

Prediction against a limited adversary

We study the problem of prediction with expert advice with adversarial corruption where the adversary can at most corrupt one expert. Using tools from viscosity theory, we characterize the long-time behavior of the value function of the game between the forecaster and the adversary. We provide lower and upper bounds for the growth rate of regret without relying on a comparison result. We show that depending on the description of regret, the limiting behavior of the game can significantly differ.

preprint2023arXiv

A Boosted Machine Learning Framework for the Improvement of Phase and Crystal Structure Prediction of High Entropy Alloys Using Thermodynamic and Configurational Parameters

The reason behind the remarkable properties of High-Entropy Alloys (HEAs) is rooted in the diverse phases and the crystal structures they contain. In the realm of material informatics, employing machine learning (ML) techniques to classify phases and crystal structures of HEAs has gained considerable significance. In this study, we assembled a new collection of 1345 HEAs with varying compositions to predict phases. Within this collection, there were 705 sets of data that were utilized to predict the crystal structures with the help of thermodynamics and electronic configuration. Our study introduces a methodical framework i.e., the Pearson correlation coefficient that helps in selecting the strongly co-related features to increase the prediction accuracy. This study employed five distinct boosting algorithms to predict phases and crystal structures, offering an enhanced guideline for improving the accuracy of these predictions. Among all these algorithms, XGBoost gives the highest accuracy of prediction (94.05%) for phases and LightGBM gives the highest accuracy of prediction of crystal structure of the phases (90.07%). The quantification of the influence exerted by parameters on the model's accuracy was conducted and a new approach was made to elucidate the contribution of individual parameters in the process of phase prediction and crystal structure prediction.

Unequal Covariance Awareness for Fisher Discriminant Analysis and Its Variants in Classification

Fisher Discriminant Analysis (FDA) is one of the essential tools for feature extraction and classification. In addition, it motivates the development of many improved techniques based on the FDA to adapt to different problems or data types. However, none of these approaches make use of the fact that the assumption of equal covariance matrices in FDA is usually not satisfied in practical situations. Therefore, we propose a novel classification rule for the FDA that accounts for this fact, mitigating the effect of unequal covariance matrices in the FDA. Furthermore, since we only modify the classification rule, the same can be applied to many FDA variants, improving these algorithms further. Theoretical analysis reveals that the new classification rule allows the implicit use of the class covariance matrices while increasing the number of parameters to be estimated by a small amount compared to going from FDA to Quadratic Discriminant Analysis. We illustrate our idea via experiments, which show the superior performance of the modified algorithms based on our new classification rule compared to the original ones.

preprint2016arXiv

CuMF_SGD: Fast and Scalable Matrix Factorization

Matrix factorization (MF) has been widely used in e.g., recommender systems, topic modeling and word embedding. Stochastic gradient descent (SGD) is popular in solving MF problems because it can deal with large data sets and is easy to do incremental learning. We observed that SGD for MF is memory bound. Meanwhile, single-node CPU systems with caching performs well only for small data sets; distributed systems have higher aggregated memory bandwidth but suffer from relatively slow network connection. This observation inspires us to accelerate MF by utilizing GPUs's high memory bandwidth and fast intra-node connection. We present cuMF_SGD, a CUDA-based SGD solution for large-scale MF problems. On a single CPU, we design two workload schedule schemes, i.e., batch-Hogwild! and wavefront-update that fully exploit the massive amount of cores. Especially, batch-Hogwild! as a vectorized version of Hogwild! overcomes the issue of memory discontinuity. We also develop highly-optimized kernels for SGD update, leveraging cache, warp-shuffle instructions and half-precision floats. We also design a partition scheme to utilize multiple GPUs while addressing the well-known convergence issue w

A Farewell to Arms: Sequential Reward Maximization on a Budget with a Giving Up Option

We consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the chosen action yields a stochastic reward. The agent seeks to maximize its cumulative reward over a finite time budget, with the option of "giving up" on a current action -- hence forfeiting any reward -- in order to choose another action. We cast this problem as a variant of the stochastic multi-armed bandits problem with stochastic consumption of resource. For this problem, we first establish that the optimal arm is the one that maximizes the ratio of the expected reward of the arm to the expected waiting time before the agent sees the reward due to pulling that arm. Using a novel upper confidence bound on this ratio, we then introduce an upper confidence based-algorithm, WAIT-UCB, for which we establish logarithmic, problem-dependent regret bound which has an improved dependence on problem parameters compared to previous works. Simulations on various problem configurations comparing WAIT-UCB against the state-of-the-art algorithms are also

TorchNTK: A Library for Calculation of Neural Tangent Kernels of PyTorch Models

We introduce torchNTK, a python library to calculate the empirical neural tangent kernel (NTK) of neural network models in the PyTorch framework. We provide an efficient method to calculate the NTK of multilayer perceptrons. We compare the explicit differentiation implementation against autodifferentiation implementations, which have the benefit of extending the utility of the library to any architecture supported by PyTorch, such as convolutional networks. A feature of the library is that we expose the user to layerwise NTK components, and show that in some regimes a layerwise calculation is more memory efficient. We conduct preliminary experiments to demonstrate use cases for the software and probe the NTK.

Adversarial contamination of networks in the setting of vertex nomination: a new trimming method

As graph data becomes more ubiquitous, the need for robust inferential graph algorithms to operate in these complex data domains is crucial. In many cases of interest, inference is further complicated by the presence of adversarial data contamination. The effect of the adversary is frequently to change the data distribution in ways that negatively affect statistical and algorithmic performance. We study this phenomenon in the context of vertex nomination, a semi-supervised information retrieval task for network data. Here, a common suite of methods relies on spectral graph embeddings, which have been shown to provide both good algorithmic performance and flexible settings in which regularization techniques can be implemented to help mitigate the effect of an adversary. Many current regularization methods rely on direct network trimming to effectively excise the adversarial contamination, although this direct trimming often gives rise to complicated dependency structures in the resulting graph. We propose a new trimming method that operates in model space which can address both block structure contamination and white noise contamination (contamination whose distribution is unknown). This model trimming is more amenable to theoretical analysis while also demonstrating superior performance in a number of simulations, compared to direct trimming.

Model Imitation for Model-Based Reinforcement Learning

Model-based reinforcement learning (MBRL) aims to learn a dynamic model to reduce the number of interactions with real-world environments. However, due to estimation error, rollouts in the learned model, especially those of long horizons, fail to match the ones in real-world environments. This mismatching has seriously impacted the sample complexity of MBRL. The phenomenon can be attributed to the fact that previous works employ supervised learning to learn the one-step transition models, which has inherent difficulty ensuring the matching of distributions from multi-step rollouts. Based on the claim, we propose to learn the transition model by matching the distributions of multi-step rollouts sampled from the transition model and the real ones via WGAN. We theoretically show that matching the two can minimize the difference of cumulative rewards between the real transition and the learned one. Our experiments also show that the proposed Model Imitation method can compete or outperform the state-of-the-art in terms of sample complexity and average return.

Matrix Normal PCA for Interpretable Dimension Reduction and Graphical Noise Modeling

Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of independent identical Gaussian noise. Probabilistic PCA (PPCA) and its variants have been extensively studied for decades. Most of them assume the underlying noise follows a certain independent identical distribution. However, the noise in the real world is usually complicated and structured. To address this challenge, some variants of PCA for data with non-IID noise have been proposed. However, most of the existing methods only assume that the noise is correlated in the feature space while there may exist two-way structured noise. To this end, we propose a powerful and intuitive PCA method (MN-PCA) through modeling the graphical noise by the matrix normal distribution, which enables us to explore the structure of noise in both the feature space and the sample space. MN-PCA obtains a low-rank representation of data and the structure of noise simultaneously. And it can be explained as approximating data over the generalized Mahalanobis distance. We develop two algorithms to solve this model: one maximizes the regularized likelihood, the other exploits the Wasserstein distance, which is more robust. Extensive experiments on various data demonstrate their effectiveness.

Query-by-example on-device keyword spotting

A keyword spotting (KWS) system determines the existence of, usually predefined, keyword in a continuous speech stream. This paper presents a query-by-example on-device KWS system which is user-specific. The proposed system consists of two main steps: query enrollment and testing. In query enrollment step, phonetic posteriors are output by a small-footprint automatic speech recognition model based on connectionist temporal classification. Using the phonetic-level posteriorgram, hypothesis graph of finite-state transducer (FST) is built, thus can enroll any keywords thus avoiding an out-of-vocabulary problem. In testing, a log-likelihood is scored for input audio using the FST. We propose a threshold prediction method while using the user-specific keyword hypothesis only. The system generates query-specific negatives by rearranging each query utterance in waveform. The threshold is decided based on the enrollment queries and generated negatives. We tested two keywords in English, and the proposed work shows promising performance while preserving simplicity.

Towards Better Plasticity-Stability Trade-off in Incremental Learning: A Simple Linear Connector

Plasticity-stability dilemma is a main problem for incremental learning, where plasticity is referring to the ability to learn new knowledge, and stability retains the knowledge of previous tasks. Many methods tackle this problem by storing previous samples, while in some applications, training data from previous tasks cannot be legally stored. In this work, we propose to employ mode connectivity in loss landscapes to achieve better plasticity-stability trade-off without any previous samples. We give an analysis of why and how to connect two independently optimized optima of networks, null-space projection for previous tasks and simple SGD for the current task, can attain a meaningful balance between preserving already learned knowledge and granting sufficient flexibility for learning a new task. This analysis of mode connectivity also provides us a new perspective and technology to control the trade-off between plasticity and stability. We evaluate the proposed method on several benchmark datasets. The results indicate our simple method can achieve notable improvement, and perform well on both the past and current tasks. On 10-split-CIFAR-100 task, our method achieves 79.79% accuracy, which is 6.02% higher. Our method also achieves 6.33% higher accuracy on TinyImageNet. Code is available at https://github.com/lingl1024/Connector.

Triad State Space Construction for Chaotic Signal Classification with Deep Learning

Inspired by the well-known permutation entropy (PE), an effective image encoding scheme for chaotic time series, Triad State Space Construction (TSSC), is proposed. The TSSC image can recognize higher-order temporal patterns and identify new forbidden regions in time series motifs beyond the Bandt-Pompe probabilities. The Convolutional Neural Network (ConvNet) is widely used in image classification. The ConvNet classifier based on TSSC images (TSSC-ConvNet) are highly accurate and very robust in the chaotic signal classification.

SOCKS: A Stochastic Optimal Control and Reachability Toolbox Using Kernel Methods

We present SOCKS, a data-driven stochastic optimal control toolbox based in kernel methods. SOCKS is a collection of data-driven algorithms that compute approximate solutions to stochastic optimal control problems with arbitrary cost and constraint functions, including stochastic reachability, which seeks to determine the likelihood that a system will reach a desired target set while respecting a set of pre-defined safety constraints. Our approach relies upon a class of machine learning algorithms based in kernel methods, a nonparametric technique which can be used to represent probability distributions in a high-dimensional space of functions known as a reproducing kernel Hilbert space. As a nonparametric technique, kernel methods are inherently data-driven, meaning that they do not place prior assumptions on the system dynamics or the structure of the uncertainty. This makes the toolbox amenable to a wide variety of systems, including those with nonlinear dynamics, black-box elements, and poorly characterized stochastic disturbances. We present the main features of SOCKS and demonstrate its capabilities on several benchmarks.

preprint2014arXiv

Gaussian Process Structural Equation Models with Latent Variables

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of graphical models known as the structural equation model with latent variables. While linear non-Gaussian variants have been well-studied, inference in nonparametric structural equation models is still underdeveloped. We introduce a sparse Gaussian process parameterization that defines a non-linear structure connecting latent variables, unlike common formulations of Gaussian process latent variable models. The sparse parameterization is given a full Bayesian treatment without compromising Markov chain Monte Carlo efficiency. We compare the stability of the sampling procedure and the predictive ability of the model against the current practice.

Efficient Personalized Learning for Wearable Health Applications using HyperDimensional Computing

Health monitoring applications increasingly rely on machine learning techniques to learn end-user physiological and behavioral patterns in everyday settings. Considering the significant role of wearable devices in monitoring human body parameters, on-device learning can be utilized to build personalized models for behavioral and physiological patterns, and provide data privacy for users at the same time. However, resource constraints on most of these wearable devices prevent the ability to perform online learning on them. To address this issue, it is required to rethink the machine learning models from the algorithmic perspective to be suitable to run on wearable devices. Hyperdimensional computing (HDC) offers a well-suited on-device learning solution for resource-constrained devices and provides support for privacy-preserving personalization. Our HDC-based method offers flexibility, high efficiency, resilience, and performance while enabling on-device personalization and privacy protection. We evaluate the efficacy of our approach using three case studies and show that our system improves the energy efficiency of training by up to $45.8\times$ compared with the state-of-the-art Deep Neural Network (DNN) algorithms while offering a comparable accuracy.