Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input variable that contains maximal variation and preserves as much information as possible. PCA has also been used in prediction models where the original, high-dimensional space of predictors is reduced to a smaller, more manageable, set before conducting regression analysis. However, this approach does not incorporate information in the response during the dimension-reduction stage and hence can have poor predictive performance. To address this concern, several supervised linear dimension-reduction techniques have been proposed in the literature. This paper reviews selected techniques, extends some of them, and compares their performance through simulations. Two of these techniques, partial least squares (PLS) and least-squares PCA (LSPCA), consistently outperform the others in this study.
Because physics-based building models are difficult to obtain as each building is individual, there is an increasing interest in generating models suitable for building MPC directly from measurement data. Machine learning methods have been widely applied to this problem and validated mostly in simulation; there are, however, few studies on a direct comparison of different models or validation in real buildings to be found in the literature. Methods that are indeed validated in application often lead to computationally complex non-convex optimization problems. Here we compare physics-informed Autoregressive-Moving-Average with Exogenous Inputs (ARMAX) models to Machine Learning models based on Random Forests and Input Convex Neural Networks and the resulting convex MPC schemes in experiments on a practical building application with the goal of minimizing energy consumption while maintaining occupant comfort, and in a numerical case study. We demonstrate that Predictive Control in general leads to savings between 26% and 49% of heating and cooling energy, compared to the building's baseline hysteresis controller. Moreover, we show that all model types lead to satisfactory control performance in terms of constraint satisfaction and energy reduction. However, we also see that the physics-informed ARMAX models have a lower computational burden, and a superior sample efficiency compared to the Machine Learning based models. Moreover, even if abundant training data is available, the ARMAX models have a significantly lower prediction error than the Machine Learning models, which indicates that the encoded physics-based prior of the former cannot independently be found by the latter.
Data-driven problem solving in many real-world applications involves analysis of time-dependent multivariate data, for which dimensionality reduction (DR) methods are often used to uncover the intrinsic structure and features of the data. However, DR is usually applied to a subset of data that is either single-time-point multivariate or univariate time-series, resulting in the need to manually examine and correlate the DR results out of different data subsets. When the number of dimensions is large either in terms of the number of time points or attributes, this manual task becomes too tedious and infeasible. In this paper, we present MulTiDR, a new DR framework that enables processing of time-dependent multivariate data as a whole to provide a comprehensive overview of the data. With the framework, we employ DR in two steps. When treating the instances, time points, and attributes of the data as a 3D array, the first DR step reduces the three axes of the array to two, and the second DR step visualizes the data in a lower-dimensional space. In addition, by coupling with a contrastive learning method and interactive visualizations, our framework enhances analysts' ability to interpret DR results. We demonstrate the effectiveness of our framework with four case studies using real-world datasets.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
We study the impact of neural networks in text classification. Our focus is on training deep neural networks with proper weight initialization and greedy layer-wise pretraining. Results are compared with 1-layer neural networks and Support Vector Machines. We work with a dataset of labeled messages from the Twitter microblogging service and aim to predict weather conditions. A feature extraction procedure specific for the task is proposed, which applies dimensionality reduction using Latent Semantic Analysis. Our results show that neural networks outperform Support Vector Machines with Gaussian kernels, noticing performance gains from introducing additional hidden layers with nonlinearities. The impact of using Nesterov's Accelerated Gradient in backpropagation is also studied. We conclude that deep neural networks are a reasonable approach for text classification and propose further ideas to improve performance.
Pre-trained deep neural network language models such as ELMo, GPT, BERT and XLNet have recently achieved state-of-the-art performance on a variety of language understanding tasks. However, their size makes them impractical for a number of scenarios, especially on mobile and edge devices. In particular, the input word embedding matrix accounts for a significant proportion of the model's memory footprint, due to the large input vocabulary and embedding dimensions. Knowledge distillation techniques have had success at compressing large neural network models, but they are ineffective at yielding student models with vocabularies different from the original teacher models. We introduce a novel knowledge distillation technique for training a student model with a significantly smaller vocabulary as well as lower embedding and hidden state dimensions. Specifically, we employ a dual-training mechanism that trains the teacher and student models simultaneously to obtain optimal word embeddings for the student vocabulary. We combine this approach with learning shared projection matrices that transfer layer-wise knowledge from the teacher model to the student model. Our method is able to compress the BERT_BASE model by more than 60x, with only a minor drop in downstream task metrics, resulting in a language model with a footprint of under 7MB. Experimental results also demonstrate higher compression efficiency and accuracy when compared with other state-of-the-art compression techniques.
Small data challenges have emerged in many learning problems, since the success of deep neural networks often relies on the availability of a huge amount of labeled data that is expensive to collect. To address it, many efforts have been made on training complex models with small data in an unsupervised and semi-supervised fashion. In this paper, we will review the recent progresses on these two major categories of methods. A wide spectrum of small data models will be categorized in a big picture, where we will show how they interplay with each other to motivate explorations of new ideas. We will review the criteria of learning the transformation equivariant, disentangled, self-supervised and semi-supervised representations, which underpin the foundations of recent developments. Many instantiations of unsupervised and semi-supervised generative models have been developed on the basis of these criteria, greatly expanding the territory of existing autoencoders, generative adversarial nets (GANs) and other deep networks by exploring the distribution of unlabeled data for more powerful representations. While we focus on the unsupervised and semi-supervised methods, we will also provide a broader review of other emerging topics, from unsupervised and semi-supervised domain adaptation to the fundamental roles of transformation equivariance and invariance in training a wide spectrum of deep networks. It is impossible for us to write an exclusive encyclopedia to include all related works. Instead, we aim at exploring the main ideas, principles and methods in this area to reveal where we are heading on the journey towards addressing the small data challenges in this big data era.
The use of orthogonal projections on high-dimensional input and target data in learning frameworks is studied. First, we investigate the relations between two standard objectives in dimension reduction, maximizing variance and preservation of pairwise relative distances. The derivation of their asymptotic correlation and numerical experiments tell that a projection usually cannot satisfy both objectives. In a standard classification problem we determine projections on the input data that balance them and compare subsequent results. Next, we extend our application of orthogonal projections to deep learning frameworks. We introduce new variational loss functions that enable integration of additional information via transformations and projections of the target data. In two supervised learning problems, clinical image segmentation and music information classification, the application of the proposed loss functions increase the accuracy.
UMAP (Uniform Manifold Approximation and Projection) is a novel manifold learning technique for dimension reduction. UMAP is constructed from a theoretical framework based in Riemannian geometry and algebraic topology. The result is a practical scalable algorithm that applies to real world data. The UMAP algorithm is competitive with t-SNE for visualization quality, and arguably preserves more of the global structure with superior run time performance. Furthermore, UMAP has no computational restrictions on embedding dimension, making it viable as a general purpose dimension reduction technique for machine learning.
Multispectral imaging is an important technique for improving the readability of written or printed text where the letters have faded, either due to deliberate erasing or simply due to the ravages of time. Often the text can be read simply by looking at individual wavelengths, but in some cases the images need further enhancement to maximise the chances of reading the text. There are many possible enhancement techniques and this paper assesses and compares an extended set of dimensionality reduction methods for image processing. We assess 15 dimensionality reduction methods in two different manuscripts. This assessment was performed both subjectively by asking the opinions of scholars who were experts in the languages used in the manuscripts which of the techniques they preferred and also by using the Davies-Bouldin and Dunn indexes for assessing the quality of the resulted image clusters. We found that the Canonical Variates Analysis (CVA) method which was using a Matlab implementation and we have used previously to enhance multispectral images, it was indeed superior to all the other tested methods. However it is very likely that other approaches will be more suitable in specific circumstance so we would still recommend that a range of these techniques are tried. In particular, CVA is a supervised clustering technique so it requires considerably more user time and effort than a non-supervised technique such as the much more commonly used Principle Component Analysis Approach (PCA). If the results from PCA are adequate to allow a text to be read then the added effort required for CVA may not be justified. For the purposes of comparing the computational times and the image results, a CVA method is also implemented in C programming language and using the GNU (GNUs Not Unix) Scientific Library (GSL) and the OpenCV (OPEN source Computer Vision) computer vision programming library.
Clustering and classification critically rely on distance metrics that provide meaningful comparisons between data points. We present mixed-integer optimization approaches to find optimal distance metrics that generalize the Mahalanobis metric extensively studied in the literature. Additionally, we generalize and improve upon leading methods by removing reliance on pre-designated "target neighbors," "triplets," and "similarity pairs." Another salient feature of our method is its ability to enable active learning by recommending precise regions to sample after an optimal metric is computed to improve classification performance. This targeted acquisition can significantly reduce computational burden by ensuring training data completeness, representativeness, and economy. We demonstrate classification and computational performance of the algorithms through several simple and intuitive examples, followed by results on real image and medical datasets.