No Arabic abstract
Learning with feature evolution studies the scenario where the features of the data streams can evolve, i.e., old features vanish and new features emerge. Its goal is to keep the model always performing well even when the features happen to evolve. To tackle this problem, canonical methods assume that the old features will vanish simultaneously and the new features themselves will emerge simultaneously as well. They also assume there is an overlapping period where old and new features both exist when the feature space starts to change. However, in reality, the feature evolution could be unpredictable, which means the features can vanish or emerge arbitrarily, causing the overlapping period incomplete. In this paper, we propose a novel paradigm: Prediction with Unpredictable Feature Evolution (PUFE) where the feature evolution is unpredictable. To address this problem, we fill the incomplete overlapping period and formulate it as a new matrix completion problem. We give a theoretical bound on the least number of observed entries to make the overlapping period intact. With this intact overlapping period, we leverage an ensemble method to take the advantage of both the old and new feature spaces without manually deciding which base models should be incorporated. Theoretical and experimental results validate that our method can always follow the best base models and thus realize the goal of learning with feature evolution.
We propose a Variational Time Series Feature Extractor (VTSFE), inspired by the VAE-DMP model of Chen et al., to be used for action recognition and prediction. Our method is based on variational autoencoders. It improves VAE-DMP in that it has a better noise inference model, a simpler transition model constraining the acceleration in the trajectories of the latent space, and a tighter lower bound for the variational inference. We apply the method for classification and prediction of whole-body movements on a dataset with 7 tasks and 10 demonstrations per task, recorded with a wearable motion capture suit. The comparison with VAE and VAE-DMP suggests the better performance of our method for feature extraction. An open-source software implementation of each method with TensorFlow is also provided. In addition, a more detailed version of this work can be found in the indicated code repository. Although it was meant to, the VTSFE hasnt been tested for action prediction, due to a lack of time in the context of Maxime Chaveroches Master thesis at INRIA.
In digital advertising, Click-Through Rate (CTR) and Conversion Rate (CVR) are very important metrics for evaluating ad performance. As a result, ad event prediction systems are vital and widely used for sponsored search and display advertising as well as Real-Time Bidding (RTB). In this work, we introduce an enhanced method for ad event prediction (i.e. clicks,
Machine learning for healthcare often trains models on de-identified datasets with randomly-shifted calendar dates, ignoring the fact that data were generated under hospital operation practices that change over time. These changing practices induce definitive changes in observed data which confound evaluations which do not account for dates and limit the generalisability of date-agnostic models. In this work, we establish the magnitude of this problem on MIMIC, a public hospital dataset, and showcase a simple solution. We augment MIMIC with the year in which care was provided and show that a model trained using standard feature representations will significantly degrade in quality over time. We find a deterioration of 0.3 AUC when evaluating mortality prediction on data from 10 years later. We find a similar deterioration of 0.15 AUC for length-of-stay. In contrast, we demonstrate that clinically-oriented aggregates of raw features significantly mitigate future deterioration. Our suggested aggregated representations, when retrained yearly, have prediction quality comparable to year-agnostic models.
Interpretability is an important area of research for safe deployment of machine learning systems. One particular type of interpretability method attributes model decisions to input features. Despite active development, quantitative evaluation of feature attribution methods remains difficult due to the lack of ground truth: we do not know which input features are in fact important to a model. In this work, we propose a framework for Benchmarking Attribution Methods (BAM) with a priori knowledge of relative feature importance. BAM includes 1) a carefully crafted dataset and models trained with known relative feature importance and 2) three complementary metrics to quantitatively evaluate attribution methods by comparing feature attributions between pairs of models and pairs of inputs. Our evaluation on several widely-used attribution methods suggests that certain methods are more likely to produce false positive explanations---features that are incorrectly attributed as more important to model prediction. We open source our dataset, models, and metrics.
Many real-world situations allow for the acquisition of additional relevant information when making an assessment with limited or uncertain data. However, traditional ML approaches either require all features to be acquired beforehand or regard part of them as missing data that cannot be acquired. In this work, we propose models that dynamically acquire new features to further improve the prediction assessment. To trade off the improvement with the cost of acquisition, we leverage an information theoretic metric, conditional mutual information, to select the most informative feature to acquire. We leverage a generative model, arbitrary conditional flow (ACFlow), to learn the arbitrary conditional distributions required for estimating the information metric. We also learn a Bayesian network to accelerate the acquisition process. Our model demonstrates superior performance over baselines evaluated in multiple settings.