Missing data is common in datasets retrieved in various areas, such as medicine, sports, and finance. In many cases, to enable proper and reliable analyses of such data, the missing values are often imputed, and it is necessary that the method used has a low root mean square error (RMSE) between the imputed and the true values. In addition, for some critical applications, it is also often a requirement that the logic behind the imputation is explainable, which is especially difficult for complex methods that are for example, based on deep learning. This motivates us to introduce a conditional Distribution based Imputation of Missing Values (DIMV) algorithm. This approach works based on finding the conditional distribution of a feature with missing entries based on the fully observed features. As will be illustrated in the paper, DIMV (i) gives a low RMSE for the imputed values compared to state-of-the-art methods under comparison; (ii) is explainable; (iii) can provide an approximated confidence region for the missing values in a given sample; (iv) works for both small and large scale data; (v) in many scenarios, does not require a huge number of parameters as deep learning approaches and therefore can be used for mobile devices or web browsers; and (vi) is robust to the normally distributed assumption that its theoretical grounds rely on. In addition to DIMV, we also introduce the DPER* algorithm improving the speed of DPER for estimating the mean and covariance matrix from the data, and we confirm the speed-up via experiments.
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Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision making given observed circumstances. This article presents an estimation method for modeling the conditional joint distribution of bivariate outcomes based on the distribution regression and factorization methods. This method is considered semiparametric in that it allows for flexible modeling of both the marginal and joint distributions conditional on covariates without imposing global parametric assumptions across the entire distribution. In contrast to existing parametric approaches, our method can accommodate discrete, continuous, or mixed variables, and provides a simple yet effective way to capture distributional dependence structures between bivariate outcomes and covariates. Various simulation results confirm that our method can perform similarly or better in finite samples compared to the alternative methods. In an application to the study of a motor third-part liability insurance portfolio, the proposed method effectively estimates risk measures such as the conditional Value-at-Risks and Expexted Sortfall. This result suggests that this semiparametric approach can serve as an alternative in insurance risk management.
Driving under varying road conditions is challenging, especially for autonomous vehicles that must adapt in real-time to changes in the environment, e.g., rain, snow, etc. It is difficult to apply offline learning-based methods in these time-varying settings, as the controller should be trained on datasets representing all conditions it might encounter in the future. While online learning may adapt a model from real-time data, its convergence is often too slow for fast varying road conditions. We study this problem in autonomous racing, where driving at the limits of handling under varying road conditions is required for winning races. We propose a computationally-efficient approach that leverages an ensemble of Gaussian processes (GPs) to generalize and adapt pre-trained GPs to unseen conditions. Each GP is trained on driving data with a different road surface friction. A time-varying convex combination of these GPs is used within a model predictive control (MPC) framework, where the model weights are adapted online to the current road condition based on real-time data. The predictive variance of the ensemble Gaussian process (EGP) model allows the controller to account for prediction uncertainty and enables safe autonomous driving. Extensive simulations of a full scale autonomous car demonstrated the effectiveness of our proposed EGP-MPC method for providing good tracking performance in varying road conditions and the ability to generalize to unknown maps.
Multi-objective reinforcement learning (MORL) algorithms tackle sequential decision problems where agents may have different preferences over (possibly conflicting) reward functions. Such algorithms often learn a set of policies (each optimized for a particular agent preference) that can later be used to solve problems with novel preferences. We introduce a novel algorithm that uses Generalized Policy Improvement (GPI) to define principled, formally-derived prioritization schemes that improve sample-efficient learning. They implement active-learning strategies by which the agent can (i) identify the most promising preferences/objectives to train on at each moment, to more rapidly solve a given MORL problem; and (ii) identify which previous experiences are most relevant when learning a policy for a particular agent preference, via a novel Dyna-style MORL method. We prove our algorithm is guaranteed to always converge to an optimal solution in a finite number of steps, or an $\epsilon$-optimal solution (for a bounded $\epsilon$) if the agent is limited and can only identify possibly sub-optimal policies. We also prove that our method monotonically improves the quality of its partial solutions while learning. Finally, we introduce a bound that characterizes the maximum utility loss (with respect to the optimal solution) incurred by the partial solutions computed by our method throughout learning. We empirically show that our method outperforms state-of-the-art MORL algorithms in challenging multi-objective tasks, both with discrete and continuous state and action spaces.
Modelling the extremal dependence of bivariate variables is important in a wide variety of practical applications, including environmental planning, catastrophe modelling and hydrology. The majority of these approaches are based on the framework of bivariate regular variation, and a wide range of literature is available for estimating the dependence structure in this setting. However, this framework is only applicable to variables exhibiting asymptotic dependence, even though asymptotic independence is often observed in practice. In this paper, we consider the so-called `angular dependence function'; this quantity summarises the extremal dependence structure for asymptotically independent variables. Until recently, only pointwise estimators of the angular dependence function have been available. We introduce a range of global estimators and compare them to another recently introduced technique for global estimation through a systematic simulation study, and a case study on river flow data from the north of England, UK.
The Internet has turned the entire world into a small village;this is because it has made it possible to share millions of images and videos. However, sending and receiving a huge amount of data is considered to be a main challenge. To address this issue, a new algorithm is required to reduce image bits and represent the data in a compressed form. Nevertheless, image compression is an important application for transferring large files and images. This requires appropriate and efficient transfers in this field to achieve the task and reach the best results. In this work, we propose a new algorithm based on discrete Hermite wavelets transformation (DHWT) that shows the efficiency and quality of the color images. By compressing the color image, this method analyzes it and divides it into approximate coefficients and detail coefficients after adding the wavelets into MATLAB. With Multi-Resolution Analyses (MRA), the appropriate filter is derived, and the mathematical aspects prove to be validated by testing a new filter and performing its operation. After the decomposition of the rows and upon the process of the reconstruction, taking the inverse of the filter and dealing with the columns of the matrix, the original matrix is improved by measuring the parameters of the image to achieve the best quality of the resulting image, such as the peak signal-to-noise ratio (PSNR), compression ratio (CR), bits per pixel (BPP), and mean square error (MSE).
Top-N recommendation aims to recommend each consumer a small set of N items from a large collection of items, and its accuracy is one of the most common indexes to evaluate the performance of a recommendation system. While a large number of algorithms are proposed to push the Top-N accuracy by learning the user preference from their history purchase data, a predictability question is naturally raised - whether there is an upper limit of such Top-N accuracy. This work investigates such predictability by studying the degree of regularity from a specific set of user behavior data. Quantifying the predictability of Top-N recommendations requires simultaneously quantifying the limits on the accuracy of the N behaviors with the highest probability. This greatly increases the difficulty of the problem. To achieve this, we firstly excavate the associations among N behaviors with the highest probability and describe the user behavior distribution based on the information theory. Then, we adopt the Fano inequality to scale and obtain the Top-N predictability. Extensive experiments are conducted on the real-world data where significant improvements are observed compared to the state-of-the-art methods. We have not only completed the predictability calculation for N targets but also obtained predictability that is much closer to the true value than existing methods. We expect our results to assist these research areas where the quantitative requirement of Top-N predictability is required.
Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant correction for all test points, disregarding their individual uncertainties, to ensure coverage properties. To address this issue, we propose using a Quantile Regression Forest (QRF) to learn the distribution of nonconformity scores and utilizing the QRF's weights to assign more importance to samples with residuals similar to the test point. This approach results in PI lengths that are more aligned with the model's uncertainty. In addition, the weights learnt by the QRF provide a partition of the features space, allowing for more efficient computations and improved adaptiveness of the PI through groupwise conformalization. Our approach enjoys an assumption-free finite sample marginal and training-conditional coverage, and under suitable assumptions, it also ensures conditional coverage. Our methods work for any nonconformity score and are available as a Python package. We conduct experiments on simulated and real-world data that demonstrate significant improvements compared to existing methods.
Designing and generating new data under targeted properties has been attracting various critical applications such as molecule design, image editing and speech synthesis. Traditional hand-crafted approaches heavily rely on expertise experience and intensive human efforts, yet still suffer from the insufficiency of scientific knowledge and low throughput to support effective and efficient data generation. Recently, the advancement of deep learning induces expressive methods that can learn the underlying representation and properties of data. Such capability provides new opportunities in figuring out the mutual relationship between the structural patterns and functional properties of the data and leveraging such relationship to generate structural data given the desired properties. This article provides a systematic review of this promising research area, commonly known as controllable deep data generation. Firstly, the potential challenges are raised and preliminaries are provided. Then the controllable deep data generation is formally defined, a taxonomy on various techniques is proposed and the evaluation metrics in this specific domain are summarized. After that, exciting applications of controllable deep data generation are introduced and existing works are experimentally analyzed and compared. Finally, the promising future directions of controllable deep data generation are highlighted and five potential challenges are identified.
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.
Sequential recommendation as an emerging topic has attracted increasing attention due to its important practical significance. Models based on deep learning and attention mechanism have achieved good performance in sequential recommendation. Recently, the generative models based on Variational Autoencoder (VAE) have shown the unique advantage in collaborative filtering. In particular, the sequential VAE model as a recurrent version of VAE can effectively capture temporal dependencies among items in user sequence and perform sequential recommendation. However, VAE-based models suffer from a common limitation that the representational ability of the obtained approximate posterior distribution is limited, resulting in lower quality of generated samples. This is especially true for generating sequences. To solve the above problem, in this work, we propose a novel method called Adversarial and Contrastive Variational Autoencoder (ACVAE) for sequential recommendation. Specifically, we first introduce the adversarial training for sequence generation under the Adversarial Variational Bayes (AVB) framework, which enables our model to generate high-quality latent variables. Then, we employ the contrastive loss. The latent variables will be able to learn more personalized and salient characteristics by minimizing the contrastive loss. Besides, when encoding the sequence, we apply a recurrent and convolutional structure to capture global and local relationships in the sequence. Finally, we conduct extensive experiments on four real-world datasets. The experimental results show that our proposed ACVAE model outperforms other state-of-the-art methods.
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