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Register a new userIntroducing Super Pseudo Panels: Application to Transport Preference Dynamics
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We propose a new approach for constructing synthetic pseudo-panel data from cross-sectional data. The pseudo panel and the preferences it intends to describe is constructed at the individual level and is not affected by aggregation bias across cohorts. This is accomplished by creating a high-dimensional probabilistic model representation of the entire data set, which allows sampling from the probabilistic model in such a way that all of the intrinsic correlation properties of the original data are preserved. The key to this is the use of deep learning algorithms based on the Conditional Variational Autoencoder (CVAE) framework. From a modelling perspective, the concept of a model-based resampling creates a number of opportunities in that data can be organized and constructed to serve very specific needs of which the forming of heterogeneous pseudo panels represents one. The advantage, in that respect, is the ability to trade a serious aggregation bias (when aggregating into cohorts) for an unsystematic noise disturbance. Moreover, the approach makes it possible to explore high-dimensional sparse preference distributions and their linkage to individual specific characteristics, which is not possible if applying traditional pseudo-panel methods. We use the presented approach to reveal the dynamics of transport preferences for a fixed pseudo panel of individuals based on a large Danish cross-sectional data set covering the period from 2006 to 2016. The model is also utilized to classify individuals into slow and fast movers with respect to the speed at which their preferences change over time. It is found that the prototypical fast mover is a young woman who lives as a single in a large city whereas the typical slow mover is a middle-aged man with high income from a nuclear family who lives in a detached house outside a city.
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In the machine learning domain, active learning is an iterative data selection algorithm for maximizing information acquisition and improving model performance with limited training samples. It is very useful, especially for the industrial applications where training samples are expensive, time-consuming, or difficult to obtain. Existing methods mainly focus on active learning for classification, and a few methods are designed for regression such as linear regression or Gaussian process. Uncertainties from measurement errors and intrinsic input noise inevitably exist in the experimental data, which further affects the modeling performance. The existing active learning methods do not incorporate these uncertainties for Gaussian process. In this paper, we propose two new active learning algorithms for the Gaussian process with uncertainties, which are variance-based weighted active learning algorithm and D-optimal weighted active learning algorithm. Through numerical study, we show that the proposed approach can incorporate the impact from uncertainties, and realize better prediction performance. This approach has been applied to improving the predictive modeling for automatic shape control of composite fuselage.
We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator mapping a Hilbert space of functions to another. For numerous machine learning tasks, data can be naturally viewed as samples drawn from spaces of functions, such as curves and surfaces, in high dimensions. Optimal transport for functional data analysis provides a useful framework of treatment for such domains. In this work, we develop an efficient algorithm for finding the stochastic transport map between functional domains and provide theoretical guarantees on the existence, uniqueness, and consistency of our estimate for the Hilbert-Schmidt operator. We validate our method on synthetic datasets and study the geometric properties of the transport map. Experiments on real-world datasets of robot arm trajectories further demonstrate the effectiveness of our method on applications in domain adaptation.
We develop a new model of insulin-glucose dynamics for forecasting blood glucose in type 1 diabetics. We augment an existing biomedical model by introducing time-varying dynamics driven by a machine learning sequence model. Our model maintains a physiologically plausible inductive bias and clinically interpretable parameters -- e.g., insulin sensitivity -- while inheriting the flexibility of modern pattern recognition algorithms. Critical to modeling success are the flexible, but structured representations of subject variability with a sequence model. In contrast, less constrained models like the LSTM fail to provide reliable or physiologically plausible forecasts. We conduct an extensive empirical study. We show that allowing biomedical model dynamics to vary in time improves forecasting at long time horizons, up to six hours, and produces forecasts consistent with the physiological effects of insulin and carbohydrates.
In population synthesis applications, when considering populations with many attributes, a fundamental problem is the estimation of rare combinations of feature attributes. Unsurprisingly, it is notably more difficult to reliably representthe sparser regions of such multivariate distributions and in particular combinations of attributes which are absent from the original sample. In the literature this is commonly known as sampling zeros for which no systematic solution has been proposed so far. In this paper, two machine learning algorithms, from the family of deep generative models,are proposed for the problem of population synthesis and with particular attention to the problem of sampling zeros. Specifically, we introduce the Wasserstein Generative Adversarial Network (WGAN) and the Variational Autoencoder(VAE), and adapt these algorithms for a large-scale population synthesis application. The models are implemented on a Danish travel survey with a feature-space of more than 60 variables. The models are validated in a cross-validation scheme and a set of new metrics for the evaluation of the sampling-zero problem is proposed. Results show how these models are able to recover sampling zeros while keeping the estimation of truly impossible combinations, the structural zeros, at a comparatively low level. Particularly, for a low dimensional experiment, the VAE, the marginal sampler and the fully random sampler generate 5%, 21% and 26%, respectively, more structural zeros per sampling zero generated by the WGAN, while for a high dimensional case, these figures escalate to 44%, 2217% and 170440%, respectively. This research directly supports the development of agent-based systems and in particular cases where detailed socio-economic or geographical representations are required.
We consider the problem of estimating a ranking on a set of items from noisy pairwise comparisons given item features. We address the fact that pairwise comparison data often reflects irrational choice, e.g. intransitivity. Our key observation is that two items compared in isolation from other items may be compared based on only a salient subset of features. Formalizing this framework, we propose the salient feature preference model and prove a finite sample complexity result for learning the parameters of our model and the underlying ranking with maximum likelihood estimation. We also provide empirical results that support our theoretical bounds and illustrate how our model explains systematic intransitivity. Finally we demonstrate strong performance of maximum likelihood estimation of our model on both synthetic data and two real data sets: the UT Zappos50K data set and comparison data about the compactness of legislative districts in the US.
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