This paper aims to explore models based on the extreme gradient boosting (XGBoost) approach for business risk classification. Feature selection (FS) algorithms and hyper-parameter optimizations are simultaneously considered during model training. The five most commonly used FS methods including weight by Gini, weight by Chi-square, hierarchical variable clustering, weight by correlation, and weight by information are applied to alleviate the effect of redundant features. Two hyper-parameter optimization approaches, random search (RS) and Bayesian tree-structured Parzen Estimator (TPE), are applied in XGBoost. The effect of different FS and hyper-parameter optimization methods on the model performance are investigated by the Wilcoxon Signed Rank Test. The performance of XGBoost is compared to the traditionally utilized logistic regression (LR) model in terms of classification accuracy, area under the curve (AUC), recall, and F1 score obtained from the 10-fold cross validation. Results show that hierarchical clustering is the optimal FS method for LR while weight by Chi-square achieves the best performance in XG-Boost. Both TPE and RS optimization in XGBoost outperform LR significantly. TPE optimization shows a superiority over RS since it results in a significantly higher accuracy and a marginally higher AUC, recall and F1 score. Furthermore, XGBoost with TPE tuning shows a lower variability than the RS method. Finally, the ranking of feature importance based on XGBoost enhances the model interpretation. Therefore, XGBoost with Bayesian TPE hyper-parameter optimization serves as an operative while powerful approach for business risk modeling.

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xgboost的全称是eXtreme Gradient Boosting,它是Gradient Boosting Machine的一个C++实现,并能够自动利用CPU的多线程进行并行,同时在算法上加以改进提高了精度。

Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this achievement, the design and training of neural networks are still challenging and unpredictable procedures. To lower the technical thresholds for common users, automated hyper-parameter optimization (HPO) has become a popular topic in both academic and industrial areas. This paper provides a review of the most essential topics on HPO. The first section introduces the key hyper-parameters related to model training and structure, and discusses their importance and methods to define the value range. Then, the research focuses on major optimization algorithms and their applicability, covering their efficiency and accuracy especially for deep learning networks. This study next reviews major services and toolkits for HPO, comparing their support for state-of-the-art searching algorithms, feasibility with major deep learning frameworks, and extensibility for new modules designed by users. The paper concludes with problems that exist when HPO is applied to deep learning, a comparison between optimization algorithms, and prominent approaches for model evaluation with limited computational resources.

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Existing video summarization approaches mainly concentrate on sequential or structural characteristic of video data. However, they do not pay enough attention to the video summarization task itself. In this paper, we propose a meta learning method for performing task-driven video summarization, denoted by MetaL-TDVS, to explicitly explore the video summarization mechanism among summarizing processes on different videos. Particularly, MetaL-TDVS aims to excavate the latent mechanism for summarizing video by reformulating video summarization as a meta learning problem and promote generalization ability of the trained model. MetaL-TDVS regards summarizing each video as a single task to make better use of the experience and knowledge learned from processes of summarizing other videos to summarize new ones. Furthermore, MetaL-TDVS updates models via a two-fold back propagation which forces the model optimized on one video to obtain high accuracy on another video in every training step. Extensive experiments on benchmark datasets demonstrate the superiority and better generalization ability of MetaL-TDVS against several state-of-the-art methods.

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Meta learning is a promising solution to few-shot learning problems. However, existing meta learning methods are restricted to the scenarios where training and application tasks share the same out-put structure. To obtain a meta model applicable to the tasks with new structures, it is required to collect new training data and repeat the time-consuming meta training procedure. This makes them inefficient or even inapplicable in learning to solve heterogeneous few-shot learning tasks. We thus develop a novel and principled HierarchicalMeta Learning (HML) method. Different from existing methods that only focus on optimizing the adaptability of a meta model to similar tasks, HML also explicitly optimizes its generalizability across heterogeneous tasks. To this end, HML first factorizes a set of similar training tasks into heterogeneous ones and trains the meta model over them at two levels to maximize adaptation and generalization performance respectively. The resultant model can then directly generalize to new tasks. Extensive experiments on few-shot classification and regression problems clearly demonstrate the superiority of HML over fine-tuning and state-of-the-art meta learning approaches in terms of generalization across heterogeneous tasks.

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We present a new clustering method in the form of a single clustering equation that is able to directly discover groupings in the data. The main proposition is that the first neighbor of each sample is all one needs to discover large chains and finding the groups in the data. In contrast to most existing clustering algorithms our method does not require any hyper-parameters, distance thresholds and/or the need to specify the number of clusters. The proposed algorithm belongs to the family of hierarchical agglomerative methods. The technique has a very low computational overhead, is easily scalable and applicable to large practical problems. Evaluation on well known datasets from different domains ranging between 1077 and 8.1 million samples shows substantial performance gains when compared to the existing clustering techniques.

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This paper surveys the machine learning literature and presents machine learning as optimization models. Such models can benefit from the advancement of numerical optimization techniques which have already played a distinctive role in several machine learning settings. Particularly, mathematical optimization models are presented for commonly used machine learning approaches for regression, classification, clustering, and deep neural networks as well new emerging applications in machine teaching and empirical model learning. The strengths and the shortcomings of these models are discussed and potential research directions are highlighted.

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Because of continuous advances in mathematical programing, Mix Integer Optimization has become a competitive vis-a-vis popular regularization method for selecting features in regression problems. The approach exhibits unquestionable foundational appeal and versatility, but also poses important challenges. We tackle these challenges, reducing computational burden when tuning the sparsity bound (a parameter which is critical for effectiveness) and improving performance in the presence of feature collinearity and of signals that vary in nature and strength. Importantly, we render the approach efficient and effective in applications of realistic size and complexity - without resorting to relaxations or heuristics in the optimization, or abandoning rigorous cross-validation tuning. Computational viability and improved performance in subtler scenarios is achieved with a multi-pronged blueprint, leveraging characteristics of the Mixed Integer Programming framework and by means of whitening, a data pre-processing step.

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Accurately classifying malignancy of lesions detected in a screening scan plays a critical role in reducing false positives. Through extracting and analyzing a large numbers of quantitative image features, radiomics holds great potential to differentiate the malignant tumors from benign ones. Since not all radiomic features contribute to an effective classifying model, selecting an optimal feature subset is critical. This work proposes a new multi-objective based feature selection (MO-FS) algorithm that considers both sensitivity and specificity simultaneously as the objective functions during the feature selection. In MO-FS, we developed a modified entropy based termination criterion (METC) to stop the algorithm automatically rather than relying on a preset number of generations. We also designed a solution selection methodology for multi-objective learning using the evidential reasoning approach (SMOLER) to automatically select the optimal solution from the Pareto-optimal set. Furthermore, an adaptive mutation operation was developed to generate the mutation probability in MO-FS automatically. The MO-FS was evaluated for classifying lung nodule malignancy in low-dose CT and breast lesion malignancy in digital breast tomosynthesis. Compared with other commonly used feature selection methods, the experimental results for both lung nodule and breast lesion malignancy classification demonstrated that the feature set by selected MO-FS achieved better classification performance.

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In this work, we compare three different modeling approaches for the scores of soccer matches with regard to their predictive performances based on all matches from the four previous FIFA World Cups 2002 - 2014: Poisson regression models, random forests and ranking methods. While the former two are based on the teams' covariate information, the latter method estimates adequate ability parameters that reflect the current strength of the teams best. Within this comparison the best-performing prediction methods on the training data turn out to be the ranking methods and the random forests. However, we show that by combining the random forest with the team ability parameters from the ranking methods as an additional covariate we can improve the predictive power substantially. Finally, this combination of methods is chosen as the final model and based on its estimates, the FIFA World Cup 2018 is simulated repeatedly and winning probabilities are obtained for all teams. The model slightly favors Spain before the defending champion Germany. Additionally, we provide survival probabilities for all teams and at all tournament stages as well as the most probable tournament outcome.

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Policy gradient methods are widely used in reinforcement learning algorithms to search for better policies in the parameterized policy space. They do gradient search in the policy space and are known to converge very slowly. Nesterov developed an accelerated gradient search algorithm for convex optimization problems. This has been recently extended for non-convex and also stochastic optimization. We use Nesterov's acceleration for policy gradient search in the well-known actor-critic algorithm and show the convergence using ODE method. We tested this algorithm on a scheduling problem. Here an incoming job is scheduled into one of the four queues based on the queue lengths. We see from experimental results that algorithm using Nesterov's acceleration has significantly better performance compared to algorithm which do not use acceleration. To the best of our knowledge this is the first time Nesterov's acceleration has been used with actor-critic algorithm.

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During the recent years, correlation filters have shown dominant and spectacular results for visual object tracking. The types of the features that are employed in these family of trackers significantly affect the performance of visual tracking. The ultimate goal is to utilize robust features invariant to any kind of appearance change of the object, while predicting the object location as properly as in the case of no appearance change. As the deep learning based methods have emerged, the study of learning features for specific tasks has accelerated. For instance, discriminative visual tracking methods based on deep architectures have been studied with promising performance. Nevertheless, correlation filter based (CFB) trackers confine themselves to use the pre-trained networks which are trained for object classification problem. To this end, in this manuscript the problem of learning deep fully convolutional features for the CFB visual tracking is formulated. In order to learn the proposed model, a novel and efficient backpropagation algorithm is presented based on the loss function of the network. The proposed learning framework enables the network model to be flexible for a custom design. Moreover, it alleviates the dependency on the network trained for classification. Extensive performance analysis shows the efficacy of the proposed custom design in the CFB tracking framework. By fine-tuning the convolutional parts of a state-of-the-art network and integrating this model to a CFB tracker, which is the top performing one of VOT2016, 18% increase is achieved in terms of expected average overlap, and tracking failures are decreased by 25%, while maintaining the superiority over the state-of-the-art methods in OTB-2013 and OTB-2015 tracking datasets.

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