ترغب بنشر مسار تعليمي؟ اضغط هنا

Rare-Event Simulation for Neural Network and Random Forest Predictors

91   0   0.0 ( 0 )
 نشر من قبل Yuanlu Bai
 تاريخ النشر 2020
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

We study rare-event simulation for a class of problems where the target hitting sets of interest are defined via modern machine learning tools such as neural networks and random forests. This problem is motivated from fast emerging studies on the safety evaluation of intelligent systems, robustness quantification of learning models, and other potential applications to large-scale simulation in which machine learning tools can be used to approximate complex rare-event set boundaries. We investigate an importance sampling scheme that integrates the dominating point machinery in large deviations and sequential mixed integer programming to locate the underlying dominating points. Our approach works for a range of neural network architectures including fully connected layers, rectified linear units, normalization, pooling and convolutional layers, and random forests built from standard decision trees. We provide efficiency guarantees and numerical demonstration of our approach using a classification model in the UCI Machine Learning Repository.

قيم البحث

اقرأ أيضاً

Both neural networks and decision trees are popular machine learning methods and are widely used to solve problems from diverse domains. These two classifiers are commonly used base classifiers in an ensemble framework. In this paper, we first presen t a new variant of oblique decision tree based on a linear classifier, then construct an ensemble classifier based on the fusion of a fast neural network, random vector functional link network and oblique decision trees. Random Vector Functional Link Network has an elegant closed form solution with extremely short training time. The neural network partitions each training bag (obtained using bagging) at the root level into C subsets where C is the number of classes in the dataset and subsequently, C oblique decision trees are trained on such partitions. The proposed method provides a rich insight into the data by grouping the confusing or hard to classify samples for each class and thus, provides an opportunity to employ fine-grained classification rule over the data. The performance of the ensemble classifier is evaluated on several multi-class datasets where it demonstrates a superior performance compared to other state-of- the-art classifiers.
We study the problem of semi-supervised learning on graphs, for which graph neural networks (GNNs) have been extensively explored. However, most existing GNNs inherently suffer from the limitations of over-smoothing, non-robustness, and weak-generali zation when labeled nodes are scarce. In this paper, we propose a simple yet effective framework---GRAPH RANDOM NEURAL NETWORKS (GRAND)---to address these issues. In GRAND, we first design a random propagation strategy to perform graph data augmentation. Then we leverage consistency regularization to optimize the prediction consistency of unlabeled nodes across different data augmentations. Extensive experiments on graph benchmark datasets suggest that GRAND significantly outperforms state-of-the-art GNN baselines on semi-supervised node classification. Finally, we show that GRAND mitigates the issues of over-smoothing and non-robustness, exhibiting better generalization behavior than existing GNNs. The source code of GRAND is publicly available at https://github.com/Grand20/grand.
The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an optimal imp ortance sampling density within a wider semiparametric class of distributions. We show that this semiparametric version of the Cross Entropy method frequently yields efficient estimators. We illustrate the excellent practical performance of the method with numerical experiments and show that for the problems we consider it typically outperforms alternative schemes by orders of magnitude.
Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly active area of research. Recent work has shown that deep neural networks can be optimized in randomly-projected subspaces of much smaller dimensionality than their native parameter space. While such training is promising for more efficient and scalable optimization schemes, its practical application is limited by inferior optimization performance. Here, we improve on recent random subspace approaches as follows: Firstly, we show that keeping the random projection fixed throughout training is detrimental to optimization. We propose re-drawing the random subspace at each step, which yields significantly better performance. We realize further improvements by applying independent projections to different parts of the network, making the approximation more efficient as network dimensionality grows. To implement these experiments, we leverage hardware-accelerated pseudo-random number generation to construct the random projections on-demand at every optimization step, allowing us to distribute the computation of independent random directions across multiple workers with shared random seeds. This yields significant reductions in memory and is up to 10 times faster for the workloads in question.
Early methods in the rapidly developing field of neural architecture search (NAS) required fully training thousands of neural networks. To reduce this extreme computational cost, dozens of techniques have since been proposed to predict the final perf ormance of neural architectures. Despite the success of such performance prediction methods, it is not well-understood how different families of techniques compare to one another, due to the lack of an agreed-upon evaluation metric and optimization for different constraints on the initialization time and query time. In this work, we give the first large-scale study of performance predictors by analyzing 31 techniques ranging from learning curve extrapolation, to weight-sharing, to supervised learning, to zero-cost proxies. We test a number of correlation- and rank-based performance measures in a variety of settings, as well as the ability of each technique to speed up predictor-based NAS frameworks. Our results act as recommendations for the best predictors to use in different settings, and we show that certain families of predictors can be combined to achieve even better predictive power, opening up promising research directions. Our code, featuring a library of 31 performance predictors, is available at https://github.com/automl/naslib.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا