Do you want to publish a course? Click here

Kernel-Based Ensemble Learning in Python

113   0   0.0 ( 0 )
 Added by Benjamin Guedj
 Publication date 2019
and research's language is English




Ask ChatGPT about the research

We propose a new supervised learning algorithm, for classification and regression problems where two or more preliminary predictors are available. We introduce texttt{KernelCobra}, a non-linear learning strategy for combining an arbitrary number of initial predictors. texttt{KernelCobra} builds on the COBRA algorithm introduced by citet{biau2016cobra}, which combined estimators based on a notion of proximity of predictions on the training data. While the COBRA algorithm used a binary threshold to declare which training data were close and to be used, we generalize this idea by using a kernel to better encapsulate the proximity information. Such a smoothing kernel provides more representative weights to each of the training points which are used to build the aggregate and final predictor, and texttt{KernelCobra} systematically outperforms the COBRA algorithm. While COBRA is intended for regression, texttt{KernelCobra} deals with classification and regression. texttt{KernelCobra} is included as part of the open source Python package texttt{Pycobra} (0.2.4 and onward), introduced by citet{guedj2018pycobra}. Numerical experiments assess the performance (in terms of pure prediction and computational complexity) of texttt{KernelCobra} on real-life and synthetic datasets.



rate research

Read More

libact is a Python package designed to make active learning easier for general users. The package not only implements several popular active learning strategies, but also features the active-learning-by-learning meta-algorithm that assists the users to automatically select the best strategy on the fly. Furthermore, the package provides a unified interface for implementing more strategies, models and application-specific labelers. The package is open-source on Github, and can be easily installed from Python Package Index repository.
emcee is a Python library implementing a class of affine-invariant ensemble samplers for Markov chain Monte Carlo (MCMC). This package has been widely applied to probabilistic modeling problems in astrophysics where it was originally published, with some applications in other fields. When it was first released in 2012, the interface implemented in emcee was fundamentally different from the MCMC libraries that were popular at the time, such as PyMC, because it was specifically designed to work with black box models instead of structured graphical models. This has been a popular interface for applications in astrophysics because it is often non-trivial to implement realistic physics within the modeling frameworks required by other libraries. Since emcees release, other libraries have been developed with similar interfaces, such as dynesty (Speagle 2019). The version 3.0 release of emcee is the first major release of the library in about 6 years and it includes a full re-write of the computational backend, several commonly requested features, and a set of new move implementations.
Sepsis is the leading cause of mortality in the ICU. It is challenging to manage because individual patients respond differently to treatment. Thus, tailoring treatment to the individual patient is essential for the best outcomes. In this paper, we take steps toward this goal by applying a mixture-of-experts framework to personalize sepsis treatment. The mixture model selectively alternates between neighbor-based (kernel) and deep reinforcement learning (DRL) experts depending on patients current history. On a large retrospective cohort, this mixture-based approach outperforms physician, kernel only, and DRL-only experts.
200 - Jin Wang , Jia Hu , Jed Mills 2021
Federated learning (FL) is a privacy-preserving machine learning paradigm that enables collaborative training among geographically distributed and heterogeneous users without gathering their data. Extending FL beyond the conventional supervised learning paradigm, federated Reinforcement Learning (RL) was proposed to handle sequential decision-making problems for various privacy-sensitive applications such as autonomous driving. However, the existing federated RL algorithms directly combine model-free RL with FL, and thus generally have high sample complexity and lack theoretical guarantees. To address the above challenges, we propose a new federated RL algorithm that incorporates model-based RL and ensemble knowledge distillation into FL. Specifically, we utilise FL and knowledge distillation to create an ensemble of dynamics models from clients, and then train the policy by solely using the ensemble model without interacting with the real environment. Furthermore, we theoretically prove that the monotonic improvement of the proposed algorithm is guaranteed. Extensive experimental results demonstrate that our algorithm obtains significantly higher sample efficiency compared to federated model-free RL algorithms in the challenging continuous control benchmark environments. The results also show the impact of non-IID client data and local update steps on the performance of federated RL, validating the insights obtained from our theoretical analysis.
Federated Learning (FL) is an emerging learning scheme that allows different distributed clients to train deep neural networks together without data sharing. Neural networks have become popular due to their unprecedented success. To the best of our knowledge, the theoretical guarantees of FL concerning neural networks with explicit forms and multi-step updates are unexplored. Nevertheless, training analysis of neural networks in FL is non-trivial for two reasons: first, the objective loss function we are optimizing is non-smooth and non-convex, and second, we are even not updating in the gradient direction. Existing convergence results for gradient descent-based methods heavily rely on the fact that the gradient direction is used for updating. This paper presents a new class of convergence analysis for FL, Federated Learning Neural Tangent Kernel (FL-NTK), which corresponds to overparamterized ReLU neural networks trained by gradient descent in FL and is inspired by the analysis in Neural Tangent Kernel (NTK). Theoretically, FL-NTK converges to a global-optimal solution at a linear rate with properly tuned learning parameters. Furthermore, with proper distributional assumptions, FL-NTK can also achieve good generalization.

suggested questions

comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا