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Alexey Zaytsev

Publications and source records attributed to Alexey Zaytsev.

89 records · Page 5Linked to original sources
arXiv2021

COHORTNEY: Non-Parametric Clustering of Event Sequences

Cohort analysis is a pervasive activity in web analytics. One divides users into groups according to specific criteria and tracks their behavior over time. Despite its extensive use, academic circles do not discuss cohort analysis to evaluate user behavior online. This work introduces an unsupervised non-parametric approach to group Internet users based on their activities. In comparison, canonical methods in marketing and engineering-based techniques underperform. COHORTNEY is the first machine learning-based cohort analysis algorithm with a robust theoretical explanation.

cs.LG↗
arXiv2020

Gradient-based adversarial attacks on categorical sequence models via traversing an embedded world

Deep learning models suffer from a phenomenon called adversarial attacks: we can apply minor changes to the model input to fool a classifier for a particular example. The literature mostly considers adversarial attacks on models with images and other structured inputs. However, the adversarial attacks for categorical sequences can also be harmful. Successful attacks for inputs in the form of categorical sequences should address the following challenges: (1) non-differentiability of the target function, (2) constraints on transformations of initial sequences, and (3) diversity of possible problems. We handle these challenges using two black-box adversarial attacks. The first approach adopts a Monte-Carlo method and allows usage in any scenario, the second approach uses a continuous relaxation of models and target metrics, and thus allows usage of state-of-the-art methods for adversarial attacks with little additional effort. Results for money transactions, medical fraud, and NLP datasets suggest that proposed methods generate reasonable adversarial sequences that are close to original ones but fool machine learning models.

cs.LG↗
arXiv2020

Unsupervised anomaly detection for discrete sequence healthcare data

Fraud in healthcare is widespread, as doctors could prescribe unnecessary treatments to increase bills. Insurance companies want to detect these anomalous fraudulent bills and reduce their losses. Traditional fraud detection methods use expert rules and manual data processing. Recently, machine learning techniques automate this process, but hand-labeled data is extremely costly and usually out of date. We propose a machine learning model that automates fraud detection in an unsupervised way. Two deep learning approaches include LSTM neural network for prediction next patient visit and a seq2seq model. For normalization of produced anomaly scores, we propose Empirical Distribution Function (EDF) approach. So, the algorithm works with high class imbalance problems. We use real data on sequences of patients' visits data from Allianz company for the validation. The models provide state-of-the-art results for unsupervised anomaly detection for fraud detection in healthcare. Our EDF approach further improves the quality of LSTM model.

cs.LG↗
arXiv2020

Recurrent Convolutional Neural Networks help to predict location of Earthquakes

We examine the applicability of modern neural network architectures to the midterm prediction of earthquakes. Our data-based classification model aims to predict if an earthquake with the magnitude above a threshold takes place at a given area of size $10 \times 10$ kilometers in $10$-$60$ days from a given moment. Our deep neural network model has a recurrent part (LSTM) that accounts for time dependencies between earthquakes and a convolutional part that accounts for spatial dependencies. Obtained results show that neural networks-based models beat baseline feature-based models that also account for spatio-temporal dependencies between different earthquakes. For historical data on Japan earthquakes our model predicts occurrence of an earthquake in $10$ to $60$ days from a given moment with magnitude $M_c > 5$ with quality metrics ROC AUC $0.975$ and PR AUC $0.0890$, making $1.18 \cdot 10^3$ correct predictions, while missing $2.09 \cdot 10^3$ earthquakes and making $192 \cdot 10^3$ false alarms. The baseline approach has similar ROC AUC $0.992$, number of correct predictions $1.19 \cdot 10^3$, and missing $2.07 \cdot 10^3$ earthquakes, but significantly worse PR AUC $0.00911$, and number of false alarms $1004 \cdot 10^3$.

cs.LG↗
arXiv2019

Application of Machine Learning to accidents detection at directional drilling

We present a data-driven algorithm and mathematical model for anomaly alarming at directional drilling. The algorithm is based on machine learning. It compares the real-time drilling telemetry with one corresponding to past accidents and analyses the level of similarity. The model performs a time-series comparison using aggregated statistics and Gradient Boosting classification. It is trained on historical data containing the drilling telemetry of $80$ wells drilled within $19$ oilfields. The model can detect an anomaly and identify its type by comparing the real-time measurements while drilling with the ones from the database of past accidents. Validation tests show that our algorithm identifies half of the anomalies with about $0.53$ false alarms per day on average. The model performance ensures sufficient time and cost savings as it enables partial prevention of the failures and accidents at the well construction.

cs.LG↗
arXiv2019

Real-time data-driven detection of the rock type alteration during a directional drilling

During the directional drilling, a bit may sometimes go to a nonproductive rock layer due to the gap about 20m between the bit and high-fidelity rock type sensors. The only way to detect the lithotype changes in time is the usage of Measurements While Drilling (MWD) data. However, there are no general mathematical modeling approaches that both well reconstruct the rock type based on MWD data and correspond to specifics of the oil and gas industry. In this article, we present a data-driven procedure that utilizes MWD data for quick detection of changes in rock type. We propose the approach that combines traditional machine learning based on the solution of the rock type classification problem with change detection procedures rarely used before in the Oil\&Gas industry. The data come from a newly developed oilfield in the north of western Siberia. The results suggest that we can detect a significant part of changes in rock type reducing the change detection delay from $20$ to $1.8$ meters and the number of false-positive alarms from $43$ to $6$ per well.

cs.LG↗
arXiv2019

Data-driven model for the identification of the rock type at a drilling bit

Directional oil well drilling requires high precision of the wellbore positioning inside the productive area. However, due to specifics of engineering design, sensors that explicitly determine the type of the drilled rock are located farther than 15m from the drilling bit. As a result, the target area runaways can be detected only after this distance, which in turn, leads to a loss in well productivity and the risk of the need for an expensive re-boring operation. We present a novel approach for identifying rock type at the drilling bit based on machine learning classification methods and data mining on sensors readings. We compare various machine-learning algorithms, examine extra features coming from mathematical modeling of drilling mechanics, and show that the real-time rock type classification error can be reduced from 13.5 % to 9 %. The approach is applicable for precise directional drilling in relatively thin target intervals of complex shapes and generalizes appropriately to new wells that are different from the ones used for training the machine learning model.

cs.LG↗
arXiv2019

Multifidelity Bayesian Optimization for Binomial Output

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The acquisition function typically depends on the mean and the variance of the surrogate model at a given point. The most common Gaussian process-based surrogate model assumes that the target with fixed parameters is a realization of a Gaussian process. However, often the target function doesn't satisfy this approximation. Here we consider target functions that come from the binomial distribution with the parameter that depends on inputs. Typically we can vary how many Bernoulli samples we obtain during each evaluation. We propose a general Gaussian process model that takes into account Bernoulli outputs. To make things work we consider a simple acquisition function based on Expected Improvement and a heuristic strategy to choose the number of samples at each point thus taking into account precision of the obtained output.

stat.ML↗
arXiv2018

Computing algorithm for reduction type of CM abelian varieties

Let $\mathcal{A}$ be an abelian variety over a number field, with a good reduction at a prime ideal containing a prime number $p$. Denote by ${\rm A}$ an abelian variety over a finite field of characteristic $p$, obtained by the reduction of $\mathcal{A}$ at the prime ideal. In this paper we derive an algorithm which allows to decompose the group scheme ${\rm A}[p]$ into indecomposable quasi-polarized ${\rm BT}_1$-group schemes. This can be done for the unramified $p$ on the basis of its decomposition into prime ideals in the endomorphism algebra of ${\rm A}$. We also compute all types of such correspondence for abelian varieties of dimension up to $5$. As a consequence we establish the relation between the decompositions of prime $p$ and the corresponding pairs of $p$-rank and $a$-number of an abelian variety ${\rm A}$.

math.AG↗
arXiv2017

Minimax Error of Interpolation and Optimal Design of Experiments for Variable Fidelity Data

Engineering problems often involve data sources of variable fidelity with different costs of obtaining an observation. In particular, one can use both a cheap low fidelity function (e.g. a computational experiment with a CFD code) and an expensive high fidelity function (e.g. a wind tunnel experiment) to generate a data sample in order to construct a regression model of a high fidelity function. The key question in this setting is how the sizes of the high and low fidelity data samples should be selected in order to stay within a given computational budget and maximize accuracy of the regression model prior to committing resources on data acquisition. In this paper we obtain minimax interpolation errors for single and variable fidelity scenarios for a multivariate Gaussian process regression. Evaluation of the minimax errors allows us to identify cases when the variable fidelity data provides better interpolation accuracy than the exclusively high fidelity data for the same computational budget. These results allow us to calculate the optimal shares of variable fidelity data samples under the given computational budget constraint. Real and synthetic data experiments suggest that using the obtained optimal shares often outperforms natural heuristics in terms of the regression accuracy.

stat.ML↗
arXiv2017

Large Scale Variable Fidelity Surrogate Modeling

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples generated by a high fidelity function (an expensive and accurate representation of a physical phenomenon) and a low fidelity function (a cheap and coarse approximation of the same physical phenomenon) while constructing a surrogate model. However, if samples sizes are more than few thousands of points, computational costs of the Gaussian process regression become prohibitive both in case of learning and in case of prediction calculation. We propose two approaches to circumvent this computational burden: one approach is based on the Nyström approximation of sample covariance matrices and another is based on an intelligent usage of a blackbox that can evaluate a~low fidelity function on the fly at any point of a design space. We examine performance of the proposed approaches using a number of artificial and real problems, including engineering optimization of a rotating disk shape.

stat.ML↗
arXiv2012

Generalization of Deuring Reduction Theorem

In this paper we generalize the Deuring theorem on a reduction of elliptic curve with complex multiplication. More precisely, for an Abelian variety $A$, arising after reduction of an Abelian variety with complex multiplication by a CM field $K$ over a number field at a pace of good reduction. We establish a connection between a decomposition of the first truncated Barsotti-Tate group scheme $A[p]$ and a decomposition of $p\cO_{K}$ into prime ideals. In particular, we produce these explicit relationships for Abelian varieties of dimensions $1, 2$ and 3.

math.AG↗
arXiv2011

On the Zeta Functions of an optimal tower of function fields over $\FF_4$

In this paper we derive a recursion for the zeta function of each function field in the second Garcia-Stichtenoth tower when $q=2$. We obtain our recursion by applying a theorem of Kani and Rosen that gives information about the decomposition of the Jacobians. This enables us to compute the zeta functions explicitly of the first six function fields.

math.AG↗
arXiv2010

The Number of Rational Points On Genus 4 Hyperelliptic Supersingular Curves in Characteristic 2

One of the big questions in the area of curves over finite fields concerns the distribution of the numbers of points: Which numbers occur as the number of points on a curve of genus $g$? The same question can be asked of various subclasses of curves. In this article we classify the possibilities for the number of points on genus 4 hyperelliptic supersingular curves over finite fields of order $2^n$, $n$ odd.

math.AG↗