new

Get trending papers in your email inbox!

Subscribe

Daily Papers

byAK and the research community

May 5

Introduction to Machine Learning

This book introduces the mathematical foundations and techniques that lead to the development and analysis of many of the algorithms that are used in machine learning. It starts with an introductory chapter that describes notation used throughout the book and serve at a reminder of basic concepts in calculus, linear algebra and probability and also introduces some measure theoretic terminology, which can be used as a reading guide for the sections that use these tools. The introductory chapters also provide background material on matrix analysis and optimization. The latter chapter provides theoretical support to many algorithms that are used in the book, including stochastic gradient descent, proximal methods, etc. After discussing basic concepts for statistical prediction, the book includes an introduction to reproducing kernel theory and Hilbert space techniques, which are used in many places, before addressing the description of various algorithms for supervised statistical learning, including linear methods, support vector machines, decision trees, boosting, or neural networks. The subject then switches to generative methods, starting with a chapter that presents sampling methods and an introduction to the theory of Markov chains. The following chapter describe the theory of graphical models, an introduction to variational methods for models with latent variables, and to deep-learning based generative models. The next chapters focus on unsupervised learning methods, for clustering, factor analysis and manifold learning. The final chapter of the book is theory-oriented and discusses concentration inequalities and generalization bounds.

  • 1 authors
·
Sep 4, 2024

Optical night sky brightness measurements from the stratosphere

This paper presents optical night sky brightness measurements from the stratosphere using CCD images taken with the Super-pressure Balloon-borne Imaging Telescope (SuperBIT). The data used for estimating the backgrounds were obtained during three commissioning flights in 2016, 2018, and 2019 at altitudes ranging from 28 km to 34 km above sea level. For a valid comparison of the brightness measurements from the stratosphere with measurements from mountain-top ground-based observatories (taken at zenith on the darkest moonless night at high Galactic and high ecliptic latitudes), the stratospheric brightness levels were zodiacal light and diffuse Galactic light subtracted, and the airglow brightness was projected to zenith. The stratospheric brightness was measured around 5.5 hours, 3 hours, and 2 hours before the local sunrise time in 2016, 2018, and 2019 respectively. The B, V, R, and I brightness levels in 2016 were 2.7, 1.0, 1.1, and 0.6 mag arcsec^{-2} darker than the darkest ground-based measurements. The B, V, and R brightness levels in 2018 were 1.3, 1.0, and 1.3 mag arcsec^{-2} darker than the darkest ground-based measurements. The U and I brightness levels in 2019 were 0.1 mag arcsec^{-2} brighter than the darkest ground-based measurements, whereas the B and V brightness levels were 0.8 and 0.6 mag arcsec^{-2} darker than the darkest ground-based measurements. The lower sky brightness levels, stable photometry, and lower atmospheric absorption make stratospheric observations from a balloon-borne platform a unique tool for astronomy. We plan to continue this work in a future mid-latitude long duration balloon flight with SuperBIT.

  • 30 authors
·
Oct 10, 2020

The FAST HI 21-cm absorption blind survey. II. -- Statistic Exploration for Associated and Intervening systems

We present an extragalactic HI 21-cm absorption lines catalog from a blind search at z leqslant 0.35, using drift-scan data collected in 1325.6 hours by the ongoing Commensal Radio Astronomy FasT Survey (CRAFTS) and FAST All Sky HI Survey (FASHI), which spans a sky area of 6072.0 deg^{2} and covers 84533 radio sources with a flux density greater than 12 mJy. 14 previously identified HI absorbers and 20 newly discovered HI absorbers were detected, comprising 15 associated systems, 10 intervening systems, and 9 systems with undetermined classifications. Through spectral stacking, the mean peak optical path, mean velocity-integrated optical path, mean FWHM and mean HI column density are measured to be 0.47 and 0.30; 27.19 and 4.36 km s^{-1}; 42.61 and 9.33 km s^{-1}; 0.49 and 0.08 T_{s} times 10^{20}cm^{-2}K^{-1}, for the associated and intervening samples, respectively. Statistical analysis also reveals that associated systems tend to be hosted by red (g-r>0.7) galaxies at lower redshifts, whereas galaxies hosting intervening HI absorption are typically found at higher redshifts and are of a bluer (g-rleqslant0.7) type. A noticeable difference is observed in the positions of foregrounds, backgrounds of intervening systems, and high-redshift and low-redshift associated systems on the WISE color-color diagram. All identified foreground sources in our sample have W1-W2 magnitudes below 0.8, suggesting no Active Galactic Nuclei (AGN). In contrast, backgrounds of intervening systems tend to have W1-W2 magnitudes above 0.8, indicating AGN presence. For associated absorption, most low-redshift (zleqslant0.5) systems show W1-W2 values below 0.8, while higher-redshift associated absorption (z>0.5) displays a broader range of W1-W2 values.

  • 15 authors
·
Jul 19, 2024

Preserving Statistical Validity in Adaptive Data Analysis

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple hypothesis testing. However, there is a fundamental disconnect between the theoretical results and the practice of data analysis: the theory of statistical inference assumes a fixed collection of hypotheses to be tested, or learning algorithms to be applied, selected non-adaptively before the data are gathered, whereas in practice data is shared and reused with hypotheses and new analyses being generated on the basis of data exploration and the outcomes of previous analyses. In this work we initiate a principled study of how to guarantee the validity of statistical inference in adaptive data analysis. As an instance of this problem, we propose and investigate the question of estimating the expectations of m adaptively chosen functions on an unknown distribution given n random samples. We show that, surprisingly, there is a way to estimate an exponential in n number of expectations accurately even if the functions are chosen adaptively. This gives an exponential improvement over standard empirical estimators that are limited to a linear number of estimates. Our result follows from a general technique that counter-intuitively involves actively perturbing and coordinating the estimates, using techniques developed for privacy preservation. We give additional applications of this technique to our question.

  • 6 authors
·
Nov 10, 2014

Introduction to Multi-Armed Bandits

Multi-armed bandits a simple but very powerful framework for algorithms that make decisions over time under uncertainty. An enormous body of work has accumulated over the years, covered in several books and surveys. This book provides a more introductory, textbook-like treatment of the subject. Each chapter tackles a particular line of work, providing a self-contained, teachable technical introduction and a brief review of the further developments; many of the chapters conclude with exercises. The book is structured as follows. The first four chapters are on IID rewards, from the basic model to impossibility results to Bayesian priors to Lipschitz rewards. The next three chapters cover adversarial rewards, from the full-feedback version to adversarial bandits to extensions with linear rewards and combinatorially structured actions. Chapter 8 is on contextual bandits, a middle ground between IID and adversarial bandits in which the change in reward distributions is completely explained by observable contexts. The last three chapters cover connections to economics, from learning in repeated games to bandits with supply/budget constraints to exploration in the presence of incentives. The appendix provides sufficient background on concentration and KL-divergence. The chapters on "bandits with similarity information", "bandits with knapsacks" and "bandits and agents" can also be consumed as standalone surveys on the respective topics.

  • 1 authors
·
Apr 15, 2019

Martingale Posterior Neural Processes

A Neural Process (NP) estimates a stochastic process implicitly defined with neural networks given a stream of data, rather than pre-specifying priors already known, such as Gaussian processes. An ideal NP would learn everything from data without any inductive biases, but in practice, we often restrict the class of stochastic processes for the ease of estimation. One such restriction is the use of a finite-dimensional latent variable accounting for the uncertainty in the functions drawn from NPs. Some recent works show that this can be improved with more "data-driven" source of uncertainty such as bootstrapping. In this work, we take a different approach based on the martingale posterior, a recently developed alternative to Bayesian inference. For the martingale posterior, instead of specifying prior-likelihood pairs, a predictive distribution for future data is specified. Under specific conditions on the predictive distribution, it can be shown that the uncertainty in the generated future data actually corresponds to the uncertainty of the implicitly defined Bayesian posteriors. Based on this result, instead of assuming any form of the latent variables, we equip a NP with a predictive distribution implicitly defined with neural networks and use the corresponding martingale posteriors as the source of uncertainty. The resulting model, which we name as Martingale Posterior Neural Process (MPNP), is demonstrated to outperform baselines on various tasks.

  • 5 authors
·
Apr 19, 2023

Astrometric Effects of a Stochastic Gravitational Wave Background

A stochastic gravitational wave background causes the apparent positions of distant sources to fluctuate, with angular deflections of order the characteristic strain amplitude of the gravitational waves. These fluctuations may be detectable with high precision astrometry, as first suggested by Braginsky et al. in 1990. Several researchers have made order of magnitude estimates of the upper limits obtainable on the gravitational wave spectrum \Omega_gw(f), at frequencies of order f ~ 1 yr^-1, both for the future space-based optical interferometry missions GAIA and SIM, and for VLBI interferometry in radio wavelengths with the SKA. For GAIA, tracking N ~ 10^6 quasars over a time of T ~ 1 yr with an angular accuracy of \Delta \theta ~ 10 \mu as would yield a sensitivity level of \Omega_gw ~ (\Delta \theta)^2/(N T^2 H_0^2) ~ 10^-6, which would be comparable with pulsar timing. In this paper we take a first step toward firming up these estimates by computing in detail the statistical properties of the angular deflections caused by a stochastic background. We compute analytically the two point correlation function of the deflections on the sphere, and the spectrum as a function of frequency and angular scale. The fluctuations are concentrated at low frequencies (for a scale invariant stochastic background), and at large angular scales, starting with the quadrupole. The magnetic-type and electric-type pieces of the fluctuations have equal amounts of power.

  • 2 authors
·
Sep 21, 2010

European Pulsar Timing Array Limits On An Isotropic Stochastic Gravitational-Wave Background

We present new limits on an isotropic stochastic gravitational-wave background (GWB) using a six pulsar dataset spanning 18 yr of observations from the 2015 European Pulsar Timing Array data release. Performing a Bayesian analysis, we fit simultaneously for the intrinsic noise parameters for each pulsar, along with common correlated signals including clock, and Solar System ephemeris errors, obtaining a robust 95% upper limit on the dimensionless strain amplitude A of the background of A<3.0times 10^{-15} at a reference frequency of 1yr^{-1} and a spectral index of 13/3, corresponding to a background from inspiralling super-massive black hole binaries, constraining the GW energy density to Omega_gw(f)h^2 < 1.1times10^{-9} at 2.8 nHz. We also present limits on the correlated power spectrum at a series of discrete frequencies, and show that our sensitivity to a fiducial isotropic GWB is highest at a frequency of sim 5times10^{-9}~Hz. Finally we discuss the implications of our analysis for the astrophysics of supermassive black hole binaries, and present 95% upper limits on the string tension, Gmu/c^2, characterising a background produced by a cosmic string network for a set of possible scenarios, and for a stochastic relic GWB. For a Nambu-Goto field theory cosmic string network, we set a limit Gmu/c^2<1.3times10^{-7}, identical to that set by the {\it Planck} Collaboration, when combining {\it Planck} and high-ell Cosmic Microwave Background data from other experiments. For a stochastic relic background we set a limit of Omega^relic_gw(f)h^2<1.2 times10^{-9}, a factor of 9 improvement over the most stringent limits previously set by a pulsar timing array.

  • 36 authors
·
Apr 14, 2015

Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates

Some classical uncertainty quantification problems require the estimation of multiple expectations. Estimating all of them accurately is crucial and can have a major impact on the analysis to perform, and standard existing Monte Carlo methods can be costly to do so. We propose here a new procedure based on importance sampling and control variates for estimating more efficiently multiple expectations with the same sample. We first show that there exists a family of optimal estimators combining both importance sampling and control variates, which however cannot be used in practice because they require the knowledge of the values of the expectations to estimate. Motivated by the form of these optimal estimators and some interesting properties, we therefore propose an adaptive algorithm. The general idea is to adaptively update the parameters of the estimators for approaching the optimal ones. We suggest then a quantitative stopping criterion that exploits the trade-off between approaching these optimal parameters and having a sufficient budget left. This left budget is then used to draw a new independent sample from the final sampling distribution, allowing to get unbiased estimators of the expectations. We show how to apply our procedure to sensitivity analysis, by estimating Sobol' indices and quantifying the impact of the input distributions. Finally, realistic test cases show the practical interest of the proposed algorithm, and its significant improvement over estimating the expectations separately.

  • 3 authors
·
Nov 30, 2022