No Arabic abstract
Transfer learning techniques have been widely used in the reality that it is difficult to obtain sufficient labeled data in the target domain, but a large amount of auxiliary data can be obtained in the relevant source domain. But most of the existing methods are based on offline data. In practical applications, it is often necessary to face online learning problems in which the data samples are achieved sequentially. In this paper, We are committed to applying the ensemble approach to solving the problem of online transfer learning so that it can be used in anytime setting. More specifically, we propose a novel online transfer learning framework, which applies the idea of online bagging methods to anytime transfer learning problems, and constructs strong classifiers through online iterations of the usefulness of multiple weak classifiers. Further, our algorithm also provides two extension schemes to reduce the impact of negative transfer. Experiments on three real data sets show that the effectiveness of our proposed algorithms.
Transfer learning has been demonstrated to be successful and essential in diverse applications, which transfers knowledge from related but different source domains to the target domain. Online transfer learning(OTL) is a more challenging problem where the target data arrive in an online manner. Most OTL methods combine source classifier and target classifier directly by assigning a weight to each classifier, and adjust the weights constantly. However, these methods pay little attention to reducing the distribution discrepancy between domains. In this paper, we propose a novel online transfer learning method which seeks to find a new feature representation, so that the marginal distribution and conditional distribution discrepancy can be online reduced simultaneously. We focus on online transfer learning with multiple source domains and use the Hedge strategy to leverage knowledge from source domains. We analyze the theoretical properties of the proposed algorithm and provide an upper mistake bound. Comprehensive experiments on two real-world datasets show that our method outperforms state-of-the-art methods by a large margin.
Credit scoring models, which are among the most potent risk management tools that banks and financial institutes rely on, have been a popular subject for research in the past few decades. Accordingly, many approaches have been developed to address the challenges in classifying loan applicants and improve and facilitate decision-making. The imbalanced nature of credit scoring datasets, as well as the heterogeneous nature of features in credit scoring datasets, pose difficulties in developing and implementing effective credit scoring models, targeting the generalization power of classification models on unseen data. In this paper, we propose the Bagging Supervised Autoencoder Classifier (BSAC) that mainly leverages the superior performance of the Supervised Autoencoder, which learns low-dimensional embeddings of the input data exclusively with regards to the ultimate classification task of credit scoring, based on the principles of multi-task learning. BSAC also addresses the data imbalance problem by employing a variant of the Bagging process based on the undersampling of the majority class. The obtained results from our experiments on the benchmark and real-life credit scoring datasets illustrate the robustness and effectiveness of the Bagging Supervised Autoencoder Classifier in the classification of loan applicants that can be regarded as a positive development in credit scoring models.
Classical machine learning frameworks assume access to a possibly large dataset in order to train a predictive model. In many practical applications however, data does not arrive all at once, but in batches over time. This creates a natural trade-off between accuracy of a model and time to obtain such a model. A greedy predictor could produce non-trivial predictions by immediately training on batches as soon as these become available but, it may also make sub-optimal use of future data. On the other hand, a tardy predictor could wait for a long time to aggregate several batches into a larger dataset, but ultimately deliver a much better performance. In this work, we consider such a streaming learning setting, which we dub {em anytime learning at macroscale} (ALMA). It is an instance of anytime learning applied not at the level of a single chunk of data, but at the level of the entire sequence of large batches. We first formalize this learning setting, we then introduce metrics to assess how well learners perform on the given task for a given memory and compute budget, and finally we test several baseline approaches on standard benchmarks repurposed for anytime learning at macroscale. The general finding is that bigger models always generalize better. In particular, it is important to grow model capacity over time if the initial model is relatively small. Moreover, updating the model at an intermediate rate strikes the best trade off between accuracy and time to obtain a useful predictor.
Transfer learning has achieved promising results by leveraging knowledge from the source domain to annotate the target domain which has few or none labels. Existing methods often seek to minimize the distribution divergence between domains, such as the marginal distribution, the conditional distribution or both. However, these two distances are often treated equally in existing algorithms, which will result in poor performance in real applications. Moreover, existing methods usually assume that the dataset is balanced, which also limits their performances on imbalanced tasks that are quite common in real problems. To tackle the distribution adaptation problem, in this paper, we propose a novel transfer learning approach, named as Balanced Distribution underline{A}daptation~(BDA), which can adaptively leverage the importance of the marginal and conditional distribution discrepancies, and several existing methods can be treated as special cases of BDA. Based on BDA, we also propose a novel Weighted Balanced Distribution Adaptation~(W-BDA) algorithm to tackle the class imbalance issue in transfer learning. W-BDA not only considers the distribution adaptation between domains but also adaptively changes the weight of each class. To evaluate the proposed methods, we conduct extensive experiments on several transfer learning tasks, which demonstrate the effectiveness of our proposed algorithms over several state-of-the-art methods.
In this paper, we provide a rigorous theoretical investigation of an online learning version of the Facility Location problem which is motivated by emerging problems in real-world applications. In our formulation, we are given a set of sites and an online sequence of user requests. At each trial, the learner selects a subset of sites and then incurs a cost for each selected site and an additional cost which is the price of the users connection to the nearest site in the selected subset. The problem may be solved by an application of the well-known Hedge algorithm. This would, however, require time and space exponential in the number of the given sites, which motivates our design of a novel quasi-linear time algorithm for this problem, with good theoretical guarantees on its performance.