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Register a new userMulti-target regression via output space quantization
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Multi-target regression is concerned with the prediction of multiple continuous target variables using a shared set of predictors. Two key challenges in multi-target regression are: (a) modelling target dependencies and (b) scalability to large output spaces. In this paper, a new multi-target regression method is proposed that tries to jointly address these challenges via a novel problem transformation approach. The proposed method, called MRQ, is based on the idea of quantizing the output space in order to transform the multiple continuous targets into one or more discrete ones. Learning on the transformed output space naturally enables modeling of target dependencies while the quantization strategy can be flexibly parameterized to control the trade-off between prediction accuracy and computational efficiency. Experiments on a large collection of benchmark datasets show that MRQ is both highly scalable and also competitive with the state-of-the-art in terms of accuracy. In particular, an ensemble version of MRQ obtains the best overall accuracy, while being an order of magnitude faster than the runner up method.
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Multi-target regression is concerned with the simultaneous prediction of multiple continuous target variables based on the same set of input variables. It arises in several interesting industrial and environmental application domains, such as ecological modelling and energy forecasting. This paper presents an ensemble method for multi-target regression that constructs new target variables via random linear combinations of existing targets. We discuss the connection of our approach with multi-label classification algorithms, in particular RA$k$EL, which originally inspired this work, and a family of recent multi-label classification algorithms that involve output coding. Experimental results on 12 multi-target datasets show that it performs significantly better than a strong baseline that learns a single model for each target using gradient boosting and compares favourably to multi-objective random forest approach, which is a state-of-the-art approach. The experiments further show that our approach improves more when stronger unconditional dependencies exist among the targets.
In many practical applications of supervised learning the task involves the prediction of multiple target variables from a common set of input variables. When the prediction targets are binary the task is called multi-label classification, while when the targets are continuous the task is called multi-target regression. In both tasks, target variables often exhibit statistical dependencies and exploiting them in order to improve predictive accuracy is a core challenge. A family of multi-label classification methods address this challenge by building a separate model for each target on an expanded input space where other targets are treated as additional input variables. Despite the success of these methods in the multi-label classification domain, their applicability and effectiveness in multi-target regression has not been studied until now. In this paper, we introduce two new methods for multi-target regression, called Stacked Single-Target and Ensemble of Regressor Chains, by adapting two popular multi-label classification methods of this family. Furthermore, we highlight an inherent problem of these methods - a discrepancy of the values of the additional input variables between training and prediction - and develop extensions that use out-of-sample estimates of the target variables during training in order to tackle this problem. The results of an extensive experimental evaluation carried out on a large and diverse collection of datasets show that, when the discrepancy is appropriately mitigated, the proposed methods attain consistent improvements over the independent regressions baseline. Moreover, t
Recommender systems are often designed based on a collaborative filtering approach, where user preferences are predicted by modelling interactions between users and items. Many common approaches to solve the collaborative filtering task are based on learning representations of users and items, including simple matrix factorization, Gaussian process latent variable models, and neural-network based embeddings. While matrix factorization approaches fail to model nonlinear relations, neural networks can potentially capture such complex relations with unprecedented predictive power and are highly scalable. However, neither of them is able to model predictive uncertainties. In contrast, Gaussian Process based models can generate a predictive distribution, but cannot scale to large amounts of data. In this manuscript, we propose a novel approach combining the representation learning paradigm of collaborative filtering with multi-output Gaussian processes in a joint framework to generate uncertainty-aware recommendations. We introduce an efficient strategy for model training and inference, resulting in a model that scales to very large and sparse datasets and achieves competitive performance in terms of classical metrics quantifying the reconstruction error. In addition to accurately predicting user preferences, our model also provides meaningful uncertainty estimates about that prediction.
Detecting and aggregating sentiments toward people, organizations, and events expressed in unstructured social media have become critical text mining operations. Early systems detected sentiments over whole passages, whereas more recently, target-specific sentiments have been of greater interest. In this paper, we present MTTDSC, a multi-task target-dependent sentiment classification system that is informed by feature representation learnt for the related auxiliary task of passage-level sentiment classification. The auxiliary task uses a gated recurrent unit (GRU) and pools GRU states, followed by an auxiliary fully-connected layer that outputs passage-level predictions. In the main task, these GRUs contribute auxiliary per-token representations over and above word embeddings. The main task has its own, separate GRUs. The auxiliary and main GRUs send their states to a different fully connected layer, trained for the main task. Extensive experiments using two auxiliary datasets and three benchmark datasets (of which one is new, introduced by us) for the main task demonstrate that MTTDSC outperforms state-of-the-art baselines. Using word-level sensitivity analysis, we present anecdotal evidence that prior systems can make incorrect target-specific predictions because they miss sentiments expressed by words independent of target.
We propose a new approach to increase inference performance in environments that require a specific sequence of actions in order to be solved. This is for example the case for maze environments where ideally an optimal path is determined. Instead of learning a policy for a single step, we want to learn a policy that can predict n actions in advance. Our proposed method called policy horizon regression (PHR) uses knowledge of the environment sampled by A2C to learn an n dimensional policy vector in a policy distillation setup which yields n sequential actions per observation. We test our method on the MiniGrid and Pong environments and show drastic speedup during inference time by successfully predicting sequences of actions on a single observation.
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