Sports betting's recent federal legalisation in the USA coincides with the golden age of machine learning. If bettors can leverage data to reliably predict the probability of an outcome, they can recognise when the bookmaker's odds are in their favour. As sports betting is a multi-billion dollar industry in the USA alone, identifying such opportunities could be extremely lucrative. Many researchers have applied machine learning to the sports outcome prediction problem, generally using accuracy to evaluate the performance of predictive models. We hypothesise that for the sports betting problem, model calibration is more important than accuracy. To test this hypothesis, we train models on NBA data over several seasons and run betting experiments on a single season, using published odds. We show that using calibration, rather than accuracy, as the basis for model selection leads to greater returns, on average (return on investment of $+34.69\%$ versus $-35.17\%$) and in the best case ($+36.93\%$ versus $+5.56\%$). These findings suggest that for sports betting (or any probabilistic decision-making problem), calibration is a more important metric than accuracy. Sports bettors who wish to increase profits should therefore select their predictive model based on calibration, rather than accuracy.
This paper introduces a variational formulation of natural selection, paying special attention to the nature of "things" and the way that different "kinds" of "things" are individuated from - and influence - each other. We use the Bayesian mechanics of particular partitions to understand how slow phylogenetic processes constrain - and are constrained by - fast, phenotypic processes. The main result is a formulation of adaptive fitness as a path integral of phenotypic fitness. Paths of least action, at the phenotypic and phylogenetic scales, can then be read as inference and learning processes, respectively. In this view, a phenotype actively infers the state of its econiche under a generative model, whose parameters are learned via natural (bayesian model selection). The ensuing variational synthesis features some unexpected aspects. Perhaps the most notable is that it is not possible to describe or model a population of conspecifics per se. Rather, it is necessary to consider populations - and nested meta-populations - of different natural kinds that influence each other. This paper is limited to a description of the mathematical apparatus and accompanying ideas. Subsequent work will use these methods for simulations and numerical analyses - and identify points of contact with related mathematical formulations of evolution.
Disadvantaged communities (DAC), as defined by the Justice40 initiative of the Department of Energy (DOE), USA, identifies census tracts across the USA to determine where benefits of climate and energy investments are or are not currently accruing. The DAC status not only helps in determining the eligibility for future Justice40-related investments but is also critical for exploring ways to achieve equitable distribution of resources. However, designing inclusive and equitable strategies not just requires a good understanding of current demographics, but also a deeper analysis of the transformations that happened in those demographics over the years. In this paper, machine learning (ML) models are trained on publicly available census data from recent years to classify the DAC status at the census tracts level and then the trained model is used to classify DAC status for historical years. A detailed analysis of the feature and model selection along with the evolution of disadvantaged communities between 2013 and 2018 is presented in this study.
The problem of model selection with a limited number of experimental trials has received considerable attention in cognitive science, where the role of experiments is to discriminate between theories expressed as computational models. Research on this subject has mostly been restricted to optimal experiment design with analytically tractable models. However, cognitive models of increasing complexity, with intractable likelihoods, are becoming more commonplace. In this paper, we propose BOSMOS: an approach to experimental design that can select between computational models without tractable likelihoods. It does so in a data-efficient manner, by sequentially and adaptively generating informative experiments. In contrast to previous approaches, we introduce a novel simulator-based utility objective for design selection, and a new approximation of the model likelihood for model selection. In simulated experiments, we demonstrate that the proposed BOSMOS technique can accurately select models in up to 2 orders of magnitude less time than existing LFI alternatives for three cognitive science tasks: memory retention, sequential signal detection and risky choice.
In recent years, methods for Bayesian inference have been widely used in many different problems in physics where detection and characterization are necessary. Data analysis in gravitational-wave astronomy is a prime example of such a case. Bayesian inference has been very successful because this technique provides a representation of the parameters as a posterior probability distribution, with uncertainties informed by the precision of the experimental measurements. During the last couple of decades, many specific advances have been proposed and employed in order to solve a large variety of different problems. In this work, we present a Markov Chain Monte Carlo (MCMC) algorithm that integrates many of those concepts into a single MCMC package. For this purpose, we have built {\tt Eryn}, a user-friendly and multipurpose toolbox for Bayesian inference, which can be utilized for solving parameter estimation and model selection problems, ranging from simple inference questions, to those with large-scale model variation requiring trans-dimensional MCMC methods, like the LISA global fit problem. In this paper, we describe this sampler package and illustrate its capabilities on a variety of use cases.
Aim: The George B. Moody PhysioNet Challenge 2022 raised problems of heart murmur detection and related abnormal cardiac function identification from phonocardiograms (PCGs). This work describes the novel approaches developed by our team, Revenger, to solve these problems. Methods: PCGs were resampled to 1000 Hz, then filtered with a Butterworth band-pass filter of order 3, cutoff frequencies 25 - 400 Hz, and z-score normalized. We used the multi-task learning (MTL) method via hard parameter sharing to train one neural network (NN) model for all the Challenge tasks. We performed neural architecture searching among a set of network backbones, including multi-branch convolutional neural networks (CNNs), SE-ResNets, TResNets, simplified wav2vec2, etc. Based on a stratified splitting of the subjects, 20% of the public data was left out as a validation set for model selection. The AdamW optimizer was adopted, along with the OneCycle scheduler, to optimize the model weights. Results: Our murmur detection classifier received a weighted accuracy score of 0.736 (ranked 14th out of 40 teams) and a Challenge cost score of 12944 (ranked 19th out of 39 teams) on the hidden validation set. Conclusion: We provided a practical solution to the problems of detecting heart murmurs and providing clinical diagnosis suggestions from PCGs.
Reinforcement Learning (RL) has emerged as a highly effective technique for addressing various scientific and applied problems. Despite its success, certain complex tasks remain challenging to be addressed solely with a single model and algorithm. In response, ensemble reinforcement learning (ERL), a promising approach that combines the benefits of both RL and ensemble learning (EL), has gained widespread popularity. ERL leverages multiple models or training algorithms to comprehensively explore the problem space and possesses strong generalization capabilities. In this study, we present a comprehensive survey on ERL to provide readers with an overview of recent advances and challenges in the field. Firstly, we provide an introduction to the background and motivation for ERL. Secondly, we conduct a detailed analysis of strategies such as model selection and combination that have been successfully implemented in ERL. Subsequently, we explore the application of ERL, summarize the datasets, and analyze the algorithms employed. Finally, we outline several open questions and discuss future research directions of ERL. By offering guidance for future scientific research and engineering applications, this survey significantly contributes to the advancement of ERL.
Accuracy and interpretability of a (non-life) insurance pricing model are essential qualities to ensure fair and transparent premiums for policy-holders, that reflect their risk. In recent years, the classification and regression trees (CARTs) and their ensembles have gained popularity in the actuarial literature, since they offer good prediction performance and are relatively easily interpretable. In this paper, we introduce Bayesian CART models for insurance pricing, with a particular focus on claims frequency modelling. Additionally to the common Poisson and negative binomial (NB) distributions used for claims frequency, we implement Bayesian CART for the zero-inflated Poisson (ZIP) distribution to address the difficulty arising from the imbalanced insurance claims data. To this end, we introduce a general MCMC algorithm using data augmentation methods for posterior tree exploration. We also introduce the deviance information criterion (DIC) for the tree model selection. The proposed models are able to identify trees which can better classify the policy-holders into risk groups. Some simulations and real insurance data will be discussed to illustrate the applicability of these models.
Self-training is a simple yet effective method within semi-supervised learning. The idea is to iteratively enhance training data by adding pseudo-labeled data. Its generalization performance heavily depends on the selection of these pseudo-labeled data (PLS). In this paper, we aim at rendering PLS more robust towards the involved modeling assumptions. To this end, we propose to select pseudo-labeled data that maximize a multi-objective utility function. The latter is constructed to account for different sources of uncertainty, three of which we discuss in more detail: model selection, accumulation of errors and covariate shift. In the absence of second-order information on such uncertainties, we furthermore consider the generic approach of the generalized Bayesian alpha-cut updating rule for credal sets. As a practical proof of concept, we spotlight the application of three of our robust extensions on simulated and real-world data. Results suggest that in particular robustness w.r.t. model choice can lead to substantial accuracy gains.
The performance of most causal effect estimators relies on accurate predictions of high-dimensional non-linear functions of the observed data. The remarkable flexibility of modern Machine Learning (ML) methods is perfectly suited to this task. However, data-driven hyperparameter tuning of ML methods requires effective model evaluation to avoid large errors in causal estimates, a task made more challenging because causal inference involves unavailable counterfactuals. Multiple performance-validation metrics have recently been proposed such that practitioners now not only have to make complex decisions about which causal estimators, ML learners and hyperparameters to choose, but also about which evaluation metric to use. This paper, motivated by unclear recommendations, investigates the interplay between the four different aspects of model evaluation for causal effect estimation. We develop a comprehensive experimental setup that involves many commonly used causal estimators, ML methods and evaluation approaches and apply it to four well-known causal inference benchmark datasets. Our results suggest that optimal hyperparameter tuning of ML learners is enough to reach state-of-the-art performance in effect estimation, regardless of estimators and learners. We conclude that most causal estimators are roughly equivalent in performance if tuned thoroughly enough. We also find hyperparameter tuning and model evaluation are much more important than causal estimators and ML methods. Finally, from the significant gap we find in estimation performance of popular evaluation metrics compared with optimal model selection choices, we call for more research into causal model evaluation to unlock the optimum performance not currently being delivered even by state-of-the-art procedures.
The recent efforts in automation of machine learning or data science has achieved success in various tasks such as hyper-parameter optimization or model selection. However, key areas such as utilizing domain knowledge and data semantics are areas where we have seen little automation. Data Scientists have long leveraged common sense reasoning and domain knowledge to understand and enrich data for building predictive models. In this paper we discuss important shortcomings of current data science and machine learning solutions. We then envision how leveraging "semantic" understanding and reasoning on data in combination with novel tools for data science automation can help with consistent and explainable data augmentation and transformation. Additionally, we discuss how semantics can assist data scientists in a new manner by helping with challenges related to trust, bias, and explainability in machine learning. Semantic annotation can also help better explore and organize large data sources.
We propose FedScore, a privacy-preserving federated learning framework for scoring system generation across multiple sites to facilitate cross-institutional collaborations. The FedScore framework includes five modules: federated variable ranking, federated variable transformation, federated score derivation, federated model selection and federated model evaluation. To illustrate usage and assess FedScore's performance, we built a hypothetical global scoring system for mortality prediction within 30 days after a visit to an emergency department using 10 simulated sites divided from a tertiary hospital in Singapore. We employed a pre-existing score generator to construct 10 local scoring systems independently at each site and we also developed a scoring system using centralized data for comparison. We compared the acquired FedScore model's performance with that of other scoring models using the receiver operating characteristic (ROC) analysis. The FedScore model achieved an average area under the curve (AUC) value of 0.763 across all sites, with a standard deviation (SD) of 0.020. We also calculated the average AUC values and SDs for each local model, and the FedScore model showed promising accuracy and stability with a high average AUC value which was closest to the one of the pooled model and SD which was lower than that of most local models. This study demonstrates that FedScore is a privacy-preserving scoring system generator with potentially good generalizability.
We address the issue of detecting changes of models that lie behind a data stream. The model refers to an integer-valued structural information such as the number of free parameters in a parametric model. Specifically we are concerned with the problem of how we can detect signs of model changes earlier than they are actualized. To this end, we employ {\em continuous model selection} on the basis of the notion of {\em descriptive dimensionality}~(Ddim). It is a real-valued model dimensionality, which is designed for quantifying the model dimensionality in the model transition period. Continuous model selection is to determine the real-valued model dimensionality in terms of Ddim from a given data. We propose a novel methodology for detecting signs of model changes by tracking the rise-up of Ddim in a data stream. We apply this methodology to detecting signs of changes of the number of clusters in a Gaussian mixture model and those of the order in an auto regression model. With synthetic and real data sets, we empirically demonstrate its effectiveness by showing that it is able to visualize well how rapidly model dimensionality moves in the transition period and to raise early warning signals of model changes earlier than they are detected with existing methods.
With the rapid development of intelligent transportation system applications, a tremendous amount of multi-view video data has emerged to enhance vehicle perception. However, performing video analytics efficiently by exploiting the spatial-temporal redundancy from video data remains challenging. Accordingly, we propose a novel traffic-related framework named CEVAS to achieve efficient object detection using multi-view video data. Briefly, a fine-grained input filtering policy is introduced to produce a reasonable region of interest from the captured images. Also, we design a sharing object manager to manage the information of objects with spatial redundancy and share their results with other vehicles. We further derive a content-aware model selection policy to select detection methods adaptively. Experimental results show that our framework significantly reduces response latency while achieving the same detection accuracy as the state-of-the-art methods.
Machine learning models often perform poorly on subgroups that are underrepresented in the training data. Yet, little is understood on the variation in mechanisms that cause subpopulation shifts, and how algorithms generalize across such diverse shifts at scale. In this work, we provide a fine-grained analysis of subpopulation shift. We first propose a unified framework that dissects and explains common shifts in subgroups. We then establish a comprehensive benchmark of 20 state-of-the-art algorithms evaluated on 12 real-world datasets in vision, language, and healthcare domains. With results obtained from training over 10,000 models, we reveal intriguing observations for future progress in this space. First, existing algorithms only improve subgroup robustness over certain types of shifts but not others. Moreover, while current algorithms rely on group-annotated validation data for model selection, we find that a simple selection criterion based on worst-class accuracy is surprisingly effective even without any group information. Finally, unlike existing works that solely aim to improve worst-group accuracy (WGA), we demonstrate the fundamental tradeoff between WGA and other important metrics, highlighting the need to carefully choose testing metrics. Code and data are available at: https://github.com/YyzHarry/SubpopBench.
Classical problems in computational physics such as data-driven forecasting and signal reconstruction from sparse sensors have recently seen an explosion in deep neural network (DNN) based algorithmic approaches. However, most DNN models do not provide uncertainty estimates, which are crucial for establishing the trustworthiness of these techniques in downstream decision making tasks and scenarios. In recent years, ensemble-based methods have achieved significant success for the uncertainty quantification in DNNs on a number of benchmark problems. However, their performance on real-world applications remains under-explored. In this work, we present an automated approach to DNN discovery and demonstrate how this may also be utilized for ensemble-based uncertainty quantification. Specifically, we propose the use of a scalable neural and hyperparameter architecture search for discovering an ensemble of DNN models for complex dynamical systems. We highlight how the proposed method not only discovers high-performing neural network ensembles for our tasks, but also quantifies uncertainty seamlessly. This is achieved by using genetic algorithms and Bayesian optimization for sampling the search space of neural network architectures and hyperparameters. Subsequently, a model selection approach is used to identify candidate models for an ensemble set construction. Afterwards, a variance decomposition approach is used to estimate the uncertainty of the predictions from the ensemble. We demonstrate the feasibility of this framework for two tasks - forecasting from historical data and flow reconstruction from sparse sensors for the sea-surface temperature. We demonstrate superior performance from the ensemble in contrast with individual high-performing models and other benchmarks.
In many bandit problems, the maximal reward achievable by a policy is often unknown in advance. We consider the problem of estimating the optimal policy value in the sublinear data regime before the optimal policy is even learnable. We refer to this as $V^*$ estimation. It was recently shown that fast $V^*$ estimation is possible but only in disjoint linear bandits with Gaussian covariates. Whether this is possible for more realistic context distributions has remained an open and important question for tasks such as model selection. In this paper, we first provide lower bounds showing that this general problem is hard. However, under stronger assumptions, we give an algorithm and analysis proving that $\widetilde{\mathcal{O}}(\sqrt{d})$ sublinear estimation of $V^*$ is indeed information-theoretically possible, where $d$ is the dimension. We then present a more practical, computationally efficient algorithm that estimates a problem-dependent upper bound on $V^*$ that holds for general distributions and is tight when the context distribution is Gaussian. We prove our algorithm requires only $\widetilde{\mathcal{O}}(\sqrt{d})$ samples to estimate the upper bound. We use this upper bound and the estimator to obtain novel and improved guarantees for several applications in bandit model selection and testing for treatment effects.
We develop and analyze a principled approach to kernel ridge regression under covariate shift. The goal is to learn a regression function with small mean squared error over a target distribution, based on unlabeled data from there and labeled data that may have a different feature distribution. We propose to split the labeled data into two subsets, and conduct kernel ridge regression on them separately to obtain a collection of candidate models and an imputation model. We use the latter to fill the missing labels and then select the best candidate accordingly. Our non-asymptotic excess risk bounds demonstrate that our estimator adapts effectively to both the structure of the target distribution and the covariate shift. This adaptation is quantified through a notion of effective sample size that reflects the value of labeled source data for the target regression task. Our estimator achieves the minimax optimal error rate up to a polylogarithmic factor, and we find that using pseudo-labels for model selection does not significantly hinder performance.
Although much of the success of Deep Learning builds on learning good representations, a rigorous method to evaluate their quality is lacking. In this paper, we treat the evaluation of representations as a model selection problem and propose to use the Minimum Description Length (MDL) principle to devise an evaluation metric. Contrary to the established practice of limiting the capacity of the readout model, we design a hybrid discrete and continuous-valued model space for the readout models and employ a switching strategy to combine their predictions. The MDL score takes model complexity, as well as data efficiency into account. As a result, the most appropriate model for the specific task and representation will be chosen, making it a unified measure for comparison. The proposed metric can be efficiently computed with an online method and we present results for pre-trained vision encoders of various architectures (ResNet and ViT) and objective functions (supervised and self-supervised) on a range of downstream tasks. We compare our methods with accuracy-based approaches and show that the latter are inconsistent when multiple readout models are used. Finally, we discuss important properties revealed by our evaluations such as model scaling, preferred readout model, and data efficiency.
Harnessing the power of deep neural networks in the medical imaging domain is challenging due to the difficulties in acquiring large annotated datasets, especially for rare diseases, which involve high costs, time, and effort for annotation. Unsupervised disease detection methods, such as anomaly detection, can significantly reduce human effort in these scenarios. While anomaly detection typically focuses on learning from images of healthy subjects only, real-world situations often present unannotated datasets with a mixture of healthy and diseased subjects. Recent studies have demonstrated that utilizing such unannotated images can improve unsupervised disease and anomaly detection. However, these methods do not utilize knowledge specific to registered neuroimages, resulting in a subpar performance in neurologic disease detection. To address this limitation, we propose Brainomaly, a GAN-based image-to-image translation method specifically designed for neurologic disease detection. Brainomaly not only offers tailored image-to-image translation suitable for neuroimages but also leverages unannotated mixed images to achieve superior neurologic disease detection. Additionally, we address the issue of model selection for inference without annotated samples by proposing a pseudo-AUC metric, further enhancing Brainomaly's detection performance. Extensive experiments and ablation studies demonstrate that Brainomaly outperforms existing state-of-the-art unsupervised disease and anomaly detection methods by significant margins in Alzheimer's disease detection using a publicly available dataset and headache detection using an institutional dataset. The code is available from https://github.com/mahfuzmohammad/Brainomaly.