我们提出了一种谱聚类算法,用于分析多元极端的依赖性结构。更具体地,我们专注于多元极端的渐近依赖性,其特征在于极值理论中的角度或光谱测量。我们的工作研究了基于从极端样本构成的随机价值的随机价值的频谱聚类的理论性能,即,半径超过大阈值的随机载体的角部分。特别是,我们得出了线性因子模型产生的极端的渐近分布,并证明,在某些条件下,光谱聚类可以一致地识别该模型中产生的极端簇。利用这一结果,我们提出了一种简单的一致估计策略,用于学习角度测量。我们的理论发现与说明我们方法的有限样本性能的数值实验相辅相成。
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Rigorous guarantees about the performance of predictive algorithms are necessary in order to ensure their responsible use. Previous work has largely focused on bounding the expected loss of a predictor, but this is not sufficient in many risk-sensitive applications where the distribution of errors is important. In this work, we propose a flexible framework to produce a family of bounds on quantiles of the loss distribution incurred by a predictor. Our method takes advantage of the order statistics of the observed loss values rather than relying on the sample mean alone. We show that a quantile is an informative way of quantifying predictive performance, and that our framework applies to a variety of quantile-based metrics, each targeting important subsets of the data distribution. We analyze the theoretical properties of our proposed method and demonstrate its ability to rigorously control loss quantiles on several real-world datasets.
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Algorithms that involve both forecasting and optimization are at the core of solutions to many difficult real-world problems, such as in supply chains (inventory optimization), traffic, and in the transition towards carbon-free energy generation in battery/load/production scheduling in sustainable energy systems. Typically, in these scenarios we want to solve an optimization problem that depends on unknown future values, which therefore need to be forecast. As both forecasting and optimization are difficult problems in their own right, relatively few research has been done in this area. This paper presents the findings of the ``IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling," held in 2021. We present a comparison and evaluation of the seven highest-ranked solutions in the competition, to provide researchers with a benchmark problem and to establish the state of the art for this benchmark, with the aim to foster and facilitate research in this area. The competition used data from the Monash Microgrid, as well as weather data and energy market data. It then focused on two main challenges: forecasting renewable energy production and demand, and obtaining an optimal schedule for the activities (lectures) and on-site batteries that lead to the lowest cost of energy. The most accurate forecasts were obtained by gradient-boosted tree and random forest models, and optimization was mostly performed using mixed integer linear and quadratic programming. The winning method predicted different scenarios and optimized over all scenarios jointly using a sample average approximation method.
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The number of international benchmarking competitions is steadily increasing in various fields of machine learning (ML) research and practice. So far, however, little is known about the common practice as well as bottlenecks faced by the community in tackling the research questions posed. To shed light on the status quo of algorithm development in the specific field of biomedical imaging analysis, we designed an international survey that was issued to all participants of challenges conducted in conjunction with the IEEE ISBI 2021 and MICCAI 2021 conferences (80 competitions in total). The survey covered participants' expertise and working environments, their chosen strategies, as well as algorithm characteristics. A median of 72% challenge participants took part in the survey. According to our results, knowledge exchange was the primary incentive (70%) for participation, while the reception of prize money played only a minor role (16%). While a median of 80 working hours was spent on method development, a large portion of participants stated that they did not have enough time for method development (32%). 25% perceived the infrastructure to be a bottleneck. Overall, 94% of all solutions were deep learning-based. Of these, 84% were based on standard architectures. 43% of the respondents reported that the data samples (e.g., images) were too large to be processed at once. This was most commonly addressed by patch-based training (69%), downsampling (37%), and solving 3D analysis tasks as a series of 2D tasks. K-fold cross-validation on the training set was performed by only 37% of the participants and only 50% of the participants performed ensembling based on multiple identical models (61%) or heterogeneous models (39%). 48% of the respondents applied postprocessing steps.
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Autonomous vehicles are suited for continuous area patrolling problems. However, finding an optimal patrolling strategy can be challenging for many reasons. Firstly, patrolling environments are often complex and can include unknown and evolving environmental factors. Secondly, autonomous vehicles can have failures or hardware constraints such as limited battery lives. Importantly, patrolling large areas often requires multiple agents that need to collectively coordinate their actions. In this work, we consider these limitations and propose an approach based on a distributed, model-free deep reinforcement learning based multi-agent patrolling strategy. In this approach, agents make decisions locally based on their own environmental observations and on shared information. In addition, agents are trained to automatically recharge themselves when required to support continuous collective patrolling. A homogeneous multi-agent architecture is proposed, where all patrolling agents have an identical policy. This architecture provides a robust patrolling system that can tolerate agent failures and allow supplementary agents to be added to replace failed agents or to increase the overall patrol performance. This performance is validated through experiments from multiple perspectives, including the overall patrol performance, the efficiency of the battery recharging strategy, the overall robustness of the system, and the agents' ability to adapt to environment dynamics.
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Despite the remarkable success achieved by graph convolutional networks for functional brain activity analysis, the heterogeneity of functional patterns and the scarcity of imaging data still pose challenges in many tasks. Transferring knowledge from a source domain with abundant training data to a target domain is effective for improving representation learning on scarce training data. However, traditional transfer learning methods often fail to generalize the pre-trained knowledge to the target task due to domain discrepancy. Self-supervised learning on graphs can increase the generalizability of graph features since self-supervision concentrates on inherent graph properties that are not limited to a particular supervised task. We propose a novel knowledge transfer strategy by integrating meta-learning with self-supervised learning to deal with the heterogeneity and scarcity of fMRI data. Specifically, we perform a self-supervised task on the source domain and apply meta-learning, which strongly improves the generalizability of the model using the bi-level optimization, to transfer the self-supervised knowledge to the target domain. Through experiments on a neurological disorder classification task, we demonstrate that the proposed strategy significantly improves target task performance by increasing the generalizability and transferability of graph-based knowledge.
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We advance an information-theoretic model of human language processing in the brain, in which incoming linguistic input is processed at two levels, in terms of a heuristic interpretation and in terms of error correction. We propose that these two kinds of information processing have distinct electroencephalographic signatures, corresponding to the well-documented N400 and P600 components of language-related event-related potentials (ERPs). Formally, we show that the information content (surprisal) of a word in context can be decomposed into two quantities: (A) heuristic surprise, which signals processing difficulty of word given its inferred context, and corresponds with the N400 signal; and (B) discrepancy signal, which reflects divergence between the true context and the inferred context, and corresponds to the P600 signal. Both of these quantities can be estimated using modern NLP techniques. We validate our theory by successfully simulating ERP patterns elicited by a variety of linguistic manipulations in previously-reported experimental data from Ryskin et al. (2021). Our theory is in principle compatible with traditional cognitive theories assuming a `good-enough' heuristic interpretation stage, but with precise information-theoretic formulation.
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Machine learning (ML) has found broad applicability in quantum information science in topics as diverse as experimental design, state classification, and even studies on quantum foundations. Here, we experimentally realize an approach for defining custom prior distributions that are automatically tuned using ML for use with Bayesian quantum state estimation methods. Previously, researchers have looked to Bayesian quantum state tomography due to its unique advantages like natural uncertainty quantification, the return of reliable estimates under any measurement condition, and minimal mean-squared error. However, practical challenges related to long computation times and conceptual issues concerning how to incorporate prior knowledge most suitably can overshadow these benefits. Using both simulated and experimental measurement results, we demonstrate that ML-defined prior distributions reduce net convergence times and provide a natural way to incorporate both implicit and explicit information directly into the prior distribution. These results constitute a promising path toward practical implementations of Bayesian quantum state tomography.
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Since early in the coronavirus disease 2019 (COVID-19) pandemic, there has been interest in using artificial intelligence methods to predict COVID-19 infection status based on vocal audio signals, for example cough recordings. However, existing studies have limitations in terms of data collection and of the assessment of the performances of the proposed predictive models. This paper rigorously assesses state-of-the-art machine learning techniques used to predict COVID-19 infection status based on vocal audio signals, using a dataset collected by the UK Health Security Agency. This dataset includes acoustic recordings and extensive study participant meta-data. We provide guidelines on testing the performance of methods to classify COVID-19 infection status based on acoustic features and we discuss how these can be extended more generally to the development and assessment of predictive methods based on public health datasets.
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The UK COVID-19 Vocal Audio Dataset is designed for the training and evaluation of machine learning models that classify SARS-CoV-2 infection status or associated respiratory symptoms using vocal audio. The UK Health Security Agency recruited voluntary participants through the national Test and Trace programme and the REACT-1 survey in England from March 2021 to March 2022, during dominant transmission of the Alpha and Delta SARS-CoV-2 variants and some Omicron variant sublineages. Audio recordings of volitional coughs, exhalations, and speech were collected in the 'Speak up to help beat coronavirus' digital survey alongside demographic, self-reported symptom and respiratory condition data, and linked to SARS-CoV-2 test results. The UK COVID-19 Vocal Audio Dataset represents the largest collection of SARS-CoV-2 PCR-referenced audio recordings to date. PCR results were linked to 70,794 of 72,999 participants and 24,155 of 25,776 positive cases. Respiratory symptoms were reported by 45.62% of participants. This dataset has additional potential uses for bioacoustics research, with 11.30% participants reporting asthma, and 27.20% with linked influenza PCR test results.
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