arXiv subjects

Xueying Ding

Publications and source records attributed to Xueying Ding.

23 records · Page 2Linked to original sources

arXiv2022

Hyperparameter Sensitivity in Deep Outlier Detection: Analysis and a Scalable Hyper-Ensemble Solution

Outlier detection (OD) literature exhibits numerous algorithms as it applies to diverse domains. However, given a new detection task, it is unclear how to choose an algorithm to use, nor how to set its hyperparameter(s) (HPs) in unsupervised settings. HP tuning is an ever-growing problem with the arrival of many new detectors based on deep learning, which usually come with a long list of HPs. Surprisingly, the issue of model selection in the outlier mining literature has been "the elephant in the room"; a significant factor in unlocking the utmost potential of deep methods, yet little said or done to systematically tackle the issue. In the first part of this paper, we conduct the first large-scale analysis on the HP sensitivity of deep OD methods, and through more than 35,000 trained models, quantitatively demonstrate that model selection is inevitable. Next, we design a HP-robust and scalable deep hyper-ensemble model called ROBOD that assembles models with varying HP configurations, bypassing the choice paralysis. Importantly, we introduce novel strategies to speed up ensemble training, such as parameter sharing, batch/simultaneous training, and data subsampling, that allow us to train fewer models with fewer parameters. Extensive experiments on both image and tabular datasets show that ROBOD achieves and retains robust, state-of-the-art detection performance as compared to its modern counterparts, while taking only $2$-$10$\% of the time by the naive hyper-ensemble with independent training.

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arXiv2022

BOND: Benchmarking Unsupervised Outlier Node Detection on Static Attributed Graphs

Detecting which nodes in graphs are outliers is a relatively new machine learning task with numerous applications. Despite the proliferation of algorithms developed in recent years for this task, there has been no standard comprehensive setting for performance evaluation. Consequently, it has been difficult to understand which methods work well and when under a broad range of settings. To bridge this gap, we present--to the best of our knowledge--the first comprehensive benchmark for unsupervised outlier node detection on static attributed graphs called BOND, with the following highlights. (1) We benchmark the outlier detection performance of 14 methods ranging from classical matrix factorization to the latest graph neural networks. (2) Using nine real datasets, our benchmark assesses how the different detection methods respond to two major types of synthetic outliers and separately to "organic" (real non-synthetic) outliers. (3) Using an existing random graph generation technique, we produce a family of synthetically generated datasets of different graph sizes that enable us to compare the running time and memory usage of the different outlier detection algorithms. Based on our experimental results, we discuss the pros and cons of existing graph outlier detection algorithms, and we highlight opportunities for future research. Importantly, our code is freely available and meant to be easily extendable: https://github.com/pygod-team/pygod/tree/main/benchmark

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arXiv2020

Causal inference using deep neural networks

Causal inference from observation data is a core problem in many scientific fields. Here we present a general supervised deep learning framework that infers causal interactions by transforming the input vectors to an image-like representation for every pair of inputs. Given a training dataset we first construct a normalized empirical probability density distribution (NEPDF) matrix. We then train a convolutional neural network (CNN) on NEPDFs for causality predictions. We tested the method on several different simulated and real world data and compared it to prior methods for causal inference. As we show, the method is general, can efficiently handle very large datasets and improves upon prior methods.

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arXiv2020

SUOD: Toward Scalable Unsupervised Outlier Detection

Outlier detection is a key field of machine learning for identifying abnormal data objects. Due to the high expense of acquiring ground truth, unsupervised models are often chosen in practice. To compensate for the unstable nature of unsupervised algorithms, practitioners from high-stakes fields like finance, health, and security, prefer to build a large number of models for further combination and analysis. However, this poses scalability challenges in high-dimensional large datasets. In this study, we propose a three-module acceleration framework called SUOD to expedite the training and prediction with a large number of unsupervised detection models. SUOD's Random Projection module can generate lower subspaces for high-dimensional datasets while reserving their distance relationship. Balanced Parallel Scheduling module can forecast the training and prediction cost of models with high confidence---so the task scheduler could assign nearly equal amount of taskload among workers for efficient parallelization. SUOD also comes with a Pseudo-supervised Approximation module, which can approximate fitted unsupervised models by lower time complexity supervised regressors for fast prediction on unseen data. It may be considered as an unsupervised model knowledge distillation process. Notably, all three modules are independent with great flexibility to "mix and match"; a combination of modules can be chosen based on use cases. Extensive experiments on more than 30 benchmark datasets have shown the efficacy of SUOD, and a comprehensive future development plan is also presented.

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arXiv2019

Combining Machine Learning Models using combo Library

Model combination, often regarded as a key sub-field of ensemble learning, has been widely used in both academic research and industry applications. To facilitate this process, we propose and implement an easy-to-use Python toolkit, combo, to aggregate models and scores under various scenarios, including classification, clustering, and anomaly detection. In a nutshell, combo provides a unified and consistent way to combine both raw and pretrained models from popular machine learning libraries, e.g., scikit-learn, XGBoost, and LightGBM. With accessibility and robustness in mind, combo is designed with detailed documentation, interactive examples, continuous integration, code coverage, and maintainability check; it can be installed easily through Python Package Index (PyPI) or https://github.com/yzhao062/combo.

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