Robust and scalable probabilistic machine learning methods with applications to the airline industry

Candela, Rosa
Thesis

In the airline industry, price prediction plays a significant role both for customers and travel companies. The former are interested in knowing the price evolution to get the cheapest ticket, the latter want to offer attractive tour packages and maximize their revenue margin. In this work we introduce some practical approaches to help travelers in dealing with uncertainty in ticket price evolution and we propose a data-driven framework to monitor time-series forecasting models' performance.
Stochastic Gradient Descent (SGD) represents the workhorse optimization method in the field of machine learning and this is true also for distributed systems, which in last years are increasingly used for complex models trained on massive datasets. In asynchronous systems workers can use stale versions of the parameters, which slows SGD convergence. In this thesis we fill the gap in the literature and study sparsification methods in asynchronous settings. We provide a concise convergence rate analysis when the joint effects of sparsification and asynchrony are taken into account, and show that sparsified SGD converges at the same rate of standard SGD.

Recently, SGD has played an important role also as a way to perform approximate Bayesian Inference. Stochastic gradient MCMC algorithms use indeed SGD with constant learning rate to obtain samples from the posterior distribution. Despite some promising results restricted to simple models, most of the existing works fall short in easily dealing with the complexity of the loss landscape of deep models.  In this thesis we introduce a practical approach to posterior sampling, which requires weaker assumptions than existing algorithms.

 

Type:
Thèse
Date:
2021-02-21
Department:
Data Science
Eurecom Ref:
6455
Copyright:
© EURECOM. Personal use of this material is permitted. The definitive version of this paper was published in Thesis and is available at :
See also:

PERMALINK : https://www.eurecom.fr/publication/6455