我们研究了基于功能的新闻企业问题,其中决策者可以访问包括需求观察和外源特征组成的历史数据。在这种情况下,我们研究了功能选择,旨在得出具有改进样本外部性能的稀疏,可解释的模型。到目前为止,最新的方法利用正则化,这会惩罚所选特征的数量或解决方案向量的规范。作为替代方案,我们介绍了一种新型的双层编程公式。高级问题选择了一部分功能,这些功能将基于固定验证集的订购决策的样本外成本估算最小化。下层问题仅使用上层选择的功能,了解训练集中决策功能的最佳系数。我们为Bilevel程序提供了混合整数线性程序重新制定,可以通过标准优化求解器求解为最佳性。我们的计算实验表明,该方法准确地恢复了几百个观察结果的实例中的基础真相。相反,基于正则化的技术通常在功能恢复时失败,或者需要数千个观察值才能获得相似的准确性。关于样本外的概括,我们实现了改进或可比的成本绩效。
translated by 谷歌翻译
由于其损耗函数的无限性,经典的铰链损耗支撑矢量机(SVM)模型对异常观测值敏感。为了解决这个问题,最近的研究集中在非凸损失函数上,例如硬质量损失,该损失将恒定的罚款与任何错误分类或细边样品内的样本相关联。应用此损失函数可为关键应用带来急需的鲁棒性,但它也导致NP硬化模型,这使训练变得困难,因为当前的精确优化算法显示有限的可伸缩性,而启发式方法无法始终找到高质量的解决方案。在这种背景下,我们提出了新的整数编程策略,这些策略可显着提高我们将硬利润SVM模型培训为全球最优性的能力。我们引入了一种迭代采样和分解方法,其中使用较小的子问题来分离组合弯曲器的切割。这些切割量在分支和切割算法中的使用,可以更快地收敛到全球最佳。通过对经典基准数据集的大量数值分析,我们的解决方案算法首次求解了117个新数据集,以达到最佳性,并在基准最困难的数据集的平均最佳差距中降低了50%。
translated by 谷歌翻译
Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the potential risk associated with the actions taken, which may be critical in certain applications. To address that issue, the present research work introduces a novel methodology based on distributional RL to derive sequential decision-making policies that are sensitive to the risk, the latter being modelled by the tail of the return probability distribution. The core idea is to replace the $Q$ function generally standing at the core of learning schemes in RL by another function taking into account both the expected return and the risk. Named the risk-based utility function $U$, it can be extracted from the random return distribution $Z$ naturally learnt by any distributional RL algorithm. This enables to span the complete potential trade-off between risk minimisation and expected return maximisation, in contrast to fully risk-averse methodologies. Fundamentally, this research yields a truly practical and accessible solution for learning risk-sensitive policies with minimal modification to the distributional RL algorithm, and with an emphasis on the interpretability of the resulting decision-making process.
translated by 谷歌翻译
As of 2022, greenhouse gases (GHG) emissions reporting and auditing are not yet compulsory for all companies and methodologies of measurement and estimation are not unified. We propose a machine learning-based model to estimate scope 1 and scope 2 GHG emissions of companies not reporting them yet. Our model, specifically designed to be transparent and completely adapted to this use case, is able to estimate emissions for a large universe of companies. It shows good out-of-sample global performances as well as good out-of-sample granular performances when evaluating it by sectors, by countries or by revenues buckets. We also compare our results to those of other providers and find our estimates to be more accurate. Thanks to the proposed explainability tools using Shapley values, our model is fully interpretable, the user being able to understand which factors split explain the GHG emissions for each particular company.
translated by 谷歌翻译
State-of-the-art object detectors are fast and accurate, but they require a large amount of well annotated training data to obtain good performance. However, obtaining a large amount of training annotations specific to a particular task, i.e., fine-grained annotations, is costly in practice. In contrast, obtaining common-sense relationships from text, e.g., "a table-lamp is a lamp that sits on top of a table", is much easier. Additionally, common-sense relationships like "on-top-of" are easy to annotate in a task-agnostic fashion. In this paper, we propose a probabilistic model that uses such relational knowledge to transform an off-the-shelf detector of coarse object categories (e.g., "table", "lamp") into a detector of fine-grained categories (e.g., "table-lamp"). We demonstrate that our method, RelDetect, achieves performance competitive to finetuning based state-of-the-art object detector baselines when an extremely low amount of fine-grained annotations is available ($0.2\%$ of entire dataset). We also demonstrate that RelDetect is able to utilize the inherent transferability of relationship information to obtain a better performance ($+5$ mAP points) than the above baselines on an unseen dataset (zero-shot transfer). In summary, we demonstrate the power of using relationships for object detection on datasets where fine-grained object categories can be linked to coarse-grained categories via suitable relationships.
translated by 谷歌翻译
A normalizing flow (NF) is a mapping that transforms a chosen probability distribution to a normal distribution. Such flows are a common technique used for data generation and density estimation in machine learning and data science. The density estimate obtained with a NF requires a change of variables formula that involves the computation of the Jacobian determinant of the NF transformation. In order to tractably compute this determinant, continuous normalizing flows (CNF) estimate the mapping and its Jacobian determinant using a neural ODE. Optimal transport (OT) theory has been successfully used to assist in finding CNFs by formulating them as OT problems with a soft penalty for enforcing the standard normal distribution as a target measure. A drawback of OT-based CNFs is the addition of a hyperparameter, $\alpha$, that controls the strength of the soft penalty and requires significant tuning. We present JKO-Flow, an algorithm to solve OT-based CNF without the need of tuning $\alpha$. This is achieved by integrating the OT CNF framework into a Wasserstein gradient flow framework, also known as the JKO scheme. Instead of tuning $\alpha$, we repeatedly solve the optimization problem for a fixed $\alpha$ effectively performing a JKO update with a time-step $\alpha$. Hence we obtain a "divide and conquer" algorithm by repeatedly solving simpler problems instead of solving a potentially harder problem with large $\alpha$.
translated by 谷歌翻译
Predictive monitoring is a subfield of process mining that aims to predict how a running case will unfold in the future. One of its main challenges is forecasting the sequence of activities that will occur from a given point in time -- suffix prediction -- . Most approaches to the suffix prediction problem learn to predict the suffix by learning how to predict the next activity only, not learning from the whole suffix during the training phase. This paper proposes a novel architecture based on an encoder-decoder model with an attention mechanism that decouples the representation learning of the prefixes from the inference phase, predicting only the activities of the suffix. During the inference phase, this architecture is extended with a heuristic search algorithm that improves the selection of the activity for each index of the suffix. Our approach has been tested using 12 public event logs against 6 different state-of-the-art proposals, showing that it significantly outperforms these proposals.
translated by 谷歌翻译
Transformers have become central to recent advances in computer vision. However, training a vision Transformer (ViT) model from scratch can be resource intensive and time consuming. In this paper, we aim to explore approaches to reduce the training costs of ViT models. We introduce some algorithmic improvements to enable training a ViT model from scratch with limited hardware (1 GPU) and time (24 hours) resources. First, we propose an efficient approach to add locality to the ViT architecture. Second, we develop a new image size curriculum learning strategy, which allows to reduce the number of patches extracted from each image at the beginning of the training. Finally, we propose a new variant of the popular ImageNet1k benchmark by adding hardware and time constraints. We evaluate our contributions on this benchmark, and show they can significantly improve performances given the proposed training budget. We will share the code in https://github.com/BorealisAI/efficient-vit-training.
translated by 谷歌翻译
Tourette Syndrome (TS) is a behavior disorder that onsets in childhood and is characterized by the expression of involuntary movements and sounds commonly referred to as tics. Behavioral therapy is the first-line treatment for patients with TS, and it helps patients raise awareness about tic occurrence as well as develop tic inhibition strategies. However, the limited availability of therapists and the difficulties for in-home follow up work limits its effectiveness. An automatic tic detection system that is easy to deploy could alleviate the difficulties of home-therapy by providing feedback to the patients while exercising tic awareness. In this work, we propose a novel architecture (T-Net) for automatic tic detection and classification from untrimmed videos. T-Net combines temporal detection and segmentation and operates on features that are interpretable to a clinician. We compare T-Net to several state-of-the-art systems working on deep features extracted from the raw videos and T-Net achieves comparable performance in terms of average precision while relying on interpretable features needed in clinical practice.
translated by 谷歌翻译
我们提出了组织条件,该条件在各种贝叶斯框架中产生了一种以适应性邻域半径训练SOM的方法。该方法在非平稳设置上进行了验证,并在高维设置中与其他适应性方法进行了比较。
translated by 谷歌翻译