In business retention, churn prevention has always been a major concern. This work contributes to this domain by formalizing the problem of churn prediction in the context of online gambling as a binary classification task. We also propose an algorithmic answer to this problem based on recurrent neural network. This algorithm is tested with online gambling data that have the form of time series, which can be efficiently processed by recurrent neural networks. To evaluate the performances of the trained models, standard machine learning metrics were used, such as accuracy, precision and recall. For this problem in particular, the conducted experiments allowed to assess that the choice of a specific architecture depends on the metric which is given the greatest importance. Architectures using nBRC favour precision, those using LSTM give better recall, while GRU-based architectures allow a higher accuracy and balance two other metrics. Moreover, further experiments showed that using only the more recent time-series histories to train the networks decreases the quality of the results. We also study the performances of models learned at a specific instant $t$, at other times $t^{\prime} > t$. The results show that the performances of the models learned at time $t$ remain good at the following instants $t^{\prime} > t$, suggesting that there is no need to refresh the models at a high rate. However, the performances of the models were subject to noticeable variance due to one-off events impacting the data.
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Graph Convolutional Networks (GCNs) are one of the most popular architectures that are used to solve classification problems accompanied by graphical information. We present a rigorous theoretical understanding of the effects of graph convolutions in multi-layer networks. We study these effects through the node classification problem of a non-linearly separable Gaussian mixture model coupled with a stochastic block model. First, we show that a single graph convolution expands the regime of the distance between the means where multi-layer networks can classify the data by a factor of at least $1/\sqrt[4]{\mathbb{E}{\rm deg}}$, where $\mathbb{E}{\rm deg}$ denotes the expected degree of a node. Second, we show that with a slightly stronger graph density, two graph convolutions improve this factor to at least $1/\sqrt[4]{n}$, where $n$ is the number of nodes in the graph. Finally, we provide both theoretical and empirical insights into the performance of graph convolutions placed in different combinations among the layers of a network, concluding that the performance is mutually similar for all combinations of the placement. We present extensive experiments on both synthetic and real-world data that illustrate our results.
Current practices in metric evaluation focus on one single dataset, e.g., Newstest dataset in each year's WMT Metrics Shared Task. However, in this paper, we qualitatively and quantitatively show that the performances of metrics are sensitive to data. The ranking of metrics varies when the evaluation is conducted on different datasets. Then this paper further investigates two potential hypotheses, i.e., insignificant data points and the deviation of Independent and Identically Distributed (i.i.d) assumption, which may take responsibility for the issue of data variance. In conclusion, our findings suggest that when evaluating automatic translation metrics, researchers should take data variance into account and be cautious to claim the result on a single dataset, because it may leads to inconsistent results with most of other datasets.
Machine learning and computational intelligence technologies gain more and more popularity as possible solution for issues related to the power grid. One of these issues, the power flow calculation, is an iterative method to compute the voltage magnitudes of the power grid's buses from power values. Machine learning and, especially, artificial neural networks were successfully used as surrogates for the power flow calculation. Artificial neural networks highly rely on the quality and size of the training data, but this aspect of the process is apparently often neglected in the works we found. However, since the availability of high quality historical data for power grids is limited, we propose the Correlation Sampling algorithm. We show that this approach is able to cover a larger area of the sampling space compared to different random sampling algorithms from the literature and a copula-based approach, while at the same time inter-dependencies of the inputs are taken into account, which, from the other algorithms, only the copula-based approach does.
Adverse events are a serious issue in drug development and many prediction methods using machine learning have been developed. The random split cross-validation is the de facto standard for model building and evaluation in machine learning, but care should be taken in adverse event prediction because this approach tends to be overoptimistic compared with the real-world situation. The time split, which uses the time axis, is considered suitable for real-world prediction. However, the differences in model performance obtained using the time and random splits are not fully understood. To understand the differences, we compared the model performance between the time and random splits using eight types of compound information as input, eight adverse events as targets, and six machine learning algorithms. The random split showed higher area under the curve values than did the time split for six of eight targets. The chemical spaces of the training and test datasets of the time split were similar, suggesting that the concept of applicability domain is insufficient to explain the differences derived from the splitting. The area under the curve differences were smaller for the protein interaction than for the other datasets. Subsequent detailed analyses suggested the danger of confounding in the use of knowledge-based information in the time split. These findings indicate the importance of understanding the differences between the time and random splits in adverse event prediction and suggest that appropriate use of the splitting strategies and interpretation of results are necessary for the real-world prediction of adverse events.
In this work, we aim to consider the application of contrastive learning in the scenario of the recommendation system adequately, making it more suitable for recommendation task. We propose a learning paradigm called supervised contrastive learning(SCL) to support the graph convolutional neural network. Specifically, we will calculate the similarity between different nodes in user side and item side respectively during data preprocessing, and then when applying contrastive learning, not only will the augmented views be regarded as the positive samples, but also a certain number of similar samples will be regarded as the positive samples, which is different with SimCLR that treats other samples in a batch as negative samples. We apply SCL on the most advanced LightGCN. In addition, in order to consider the uncertainty of node interaction, we also propose a new data augment method called node replication. Empirical research and ablation study on Gowalla, Yelp2018, Amazon-Book datasets prove the effectiveness of SCL and node replication, which improve the accuracy of recommendations and robustness to interactive noise.
In this work, we focus on the high-dimensional trace regression model with a low-rank coefficient matrix. We establish a nearly optimal in-sample prediction risk bound for the rank-constrained least-squares estimator under no assumptions on the design matrix. Lying at the heart of the proof is a covering number bound for the family of projection operators corresponding to the subspaces spanned by the design. By leveraging this complexity result, we perform a power analysis for a permutation test on the existence of a low-rank signal under the high-dimensional trace regression model. We show that the permutation test based on the rank-constrained least-squares estimator achieves non-trivial power with no assumptions on the minimum (restricted) eigenvalue of the covariance matrix of the design. Finally, we use alternating minimization to approximately solve the rank-constrained least-squares problem to evaluate its empirical in-sample prediction risk and power of the resulting permutation test in our numerical study.
Frame-online speech enhancement systems in the short-time Fourier transform (STFT) domain usually have an algorithmic latency equal to the window size due to the use of the overlap-add algorithm in the inverse STFT (iSTFT). This algorithmic latency allows the enhancement models to leverage future contextual information up to a length equal to the window size. However, current frame-online systems only partially leverage this future information. To fully exploit this information, this study proposes an overlapped-frame prediction technique for deep learning based frame-online speech enhancement, where at each frame our deep neural network (DNN) predicts the current and several past frames that are necessary for overlap-add, instead of only predicting the current frame. In addition, we propose a novel loss function to account for the scale difference between predicted and oracle target signals. Evaluations results on a noisy-reverberant speech enhancement task show the effectiveness of the proposed algorithms.
Selecting the most suitable algorithm and determining its hyperparameters for a given optimization problem is a challenging task. Accurately predicting how well a certain algorithm could solve the problem is hence desirable. Recent studies in single-objective numerical optimization show that supervised machine learning methods can predict algorithm performance using landscape features extracted from the problem instances. Existing approaches typically treat the algorithms as black-boxes, without consideration of their characteristics. To investigate in this work if a selection of landscape features that depends on algorithms properties could further improve regression accuracy, we regard the modular CMA-ES framework and estimate how much each landscape feature contributes to the best algorithm performance regression models. Exploratory data analysis performed on this data indicate that the set of most relevant features does not depend on the configuration of individual modules, but the influence that these features have on regression accuracy does. In addition, we have shown that by using classifiers that take the features relevance on the model accuracy, we are able to predict the status of individual modules in the CMA-ES configurations.
This manuscript portrays optimization as a process. In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and mathematical optimization. It is necessary as well as beneficial to take a robust approach, by applying an optimization method that learns as one goes along, learning from experience as more aspects of the problem are observed. This view of optimization as a process has become prominent in varied fields and has led to some spectacular success in modeling and systems that are now part of our daily lives.
State-of-the-art recommendation algorithms -- especially the collaborative filtering (CF) based approaches with shallow or deep models -- usually work with various unstructured information sources for recommendation, such as textual reviews, visual images, and various implicit or explicit feedbacks. Though structured knowledge bases were considered in content-based approaches, they have been largely neglected recently due to the availability of vast amount of data, and the learning power of many complex models. However, structured knowledge bases exhibit unique advantages in personalized recommendation systems. When the explicit knowledge about users and items is considered for recommendation, the system could provide highly customized recommendations based on users' historical behaviors. A great challenge for using knowledge bases for recommendation is how to integrated large-scale structured and unstructured data, while taking advantage of collaborative filtering for highly accurate performance. Recent achievements on knowledge base embedding sheds light on this problem, which makes it possible to learn user and item representations while preserving the structure of their relationship with external knowledge. In this work, we propose to reason over knowledge base embeddings for personalized recommendation. Specifically, we propose a knowledge base representation learning approach to embed heterogeneous entities for recommendation. Experimental results on real-world dataset verified the superior performance of our approach compared with state-of-the-art baselines.
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