pwc-archive/papers-with-abstracts huggingface dataset:
Robust penalized least squares of depth trimmed residuals regression for high-dimensional data
Authors: Yijun Zuo
Date: 2023-09-04 00:00:00
Tasks: regression

Challenges with data in the big-data era include (i) the dimension $p$ is often larger than the sample size $n$ (ii) outliers or contaminated points are frequently hidden and more difficult to detect. Challenge (i) renders most conventional methods inapplicable. Thus, it attracts tremendous attention from statistics, computer science, and bio-medical communities. Numerous penalized regression methods have been introduced as modern methods for analyzing high-dimensional data. Disproportionate attention has been paid to the challenge (ii) though. Penalized regression methods can do their job very well and are expected to handle the challenge (ii) simultaneously. Most of them, however, can break down by a single outlier (or single adversary contaminated point) as revealed in this article. The latter systematically examines leading penalized regression methods in the literature in terms of their robustness, provides quantitative assessment, and reveals that most of them can break down by a single outlier. Consequently, a novel robust penalized regression method based on the least sum of squares of depth trimmed residuals is proposed and studied carefully. Experiments with simulated and real data reveal that the newly proposed method can outperform some leading competitors in estimation and prediction accuracy in the cases considered.
Locally Stationary Graph Processes
Authors: Abdullah Canbolat, Elif Vural
Date: 2023-09-04 00:00:00
Tasks: valid

Stationary graph process models are commonly used in the analysis and inference of data sets collected on irregular network topologies. While most of the existing methods represent graph signals with a single stationary process model that is globally valid on the entire graph, in many practical problems, the characteristics of the process may be subject to local variations in different regions of the graph. In this work, we propose a locally stationary graph process (LSGP) model that aims to extend the classical concept of local stationarity to irregular graph domains. We characterize local stationarity by expressing the overall process as the combination of a set of component processes such that the extent to which the process adheres to each component varies smoothly over the graph. We propose an algorithm for computing LSGP models from realizations of the process, and also study the approximation of LSGPs locally with WSS processes. Experiments on signal interpolation problems show that the proposed process model provides accurate signal representations competitive with the state of the art.
Expectation propagation for the smoothing distribution in dynamic probit
Authors: Niccolò Anceschi, Augusto Fasano, Giovanni Rebaudo
Date: 2023-09-04 00:00:00

The smoothing distribution of dynamic probit models with Gaussian state dynamics was recently proved to belong to the unified skew-normal family. Although this is computationally tractable in small-to-moderate settings, it may become computationally impractical in higher dimensions. In this work, adapting a recent more general class of expectation propagation (EP) algorithms, we derive an efficient EP routine to perform inference for such a distribution. We show that the proposed approximation leads to accuracy gains over available approximate algorithms in a financial illustration.
Efficient computation of predictive probabilities in probit models via expectation propagation
Authors: Augusto Fasano, Niccolò Anceschi, Beatrice Franzolini, Giovanni Rebaudo
Date: 2023-09-04 00:00:00
Tasks: Binary Classification, Form, regression

Binary regression models represent a popular model-based approach for binary classification. In the Bayesian framework, computational challenges in the form of the posterior distribution motivate still-ongoing fruitful research. Here, we focus on the computation of predictive probabilities in Bayesian probit models via expectation propagation (EP). Leveraging more general results in recent literature, we show that such predictive probabilities admit a closed-form expression. Improvements over state-of-the-art approaches are shown in a simulation study.
Efficient expectation propagation for posterior approximation in high-dimensional probit models
Authors: Augusto Fasano, Niccolò Anceschi, Beatrice Franzolini, Giovanni Rebaudo
Date: 2023-09-04 00:00:00
Tasks: regression

Bayesian binary regression is a prosperous area of research due to the computational challenges encountered by currently available methods either for high-dimensional settings or large datasets, or both. In the present work, we focus on the expectation propagation (EP) approximation of the posterior distribution in Bayesian probit regression under a multivariate Gaussian prior distribution. Adapting more general derivations in Anceschi et al. (2023), we show how to leverage results on the extended multivariate skew-normal distribution to derive an efficient implementation of the EP routine having a per-iteration cost that scales linearly in the number of covariates. This makes EP computationally feasible also in challenging high-dimensional settings, as shown in a detailed simulation study.
Accelerating Markov Chain Monte Carlo sampling with diffusion models
Authors: N. T. Hunt-Smith, W. Melnitchouk, F. Ringer, N. Sato, A. W Thomas, M. J. White
Date: 2023-09-04 00:00:00
Tasks: Image Generation

Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a Metropolis-Hastings algorithm with a diffusion model that can draw global samples with the aim of approximating the posterior. We briefly review diffusion models in the context of image synthesis before providing a streamlined diffusion model tailored towards low-dimensional data arrays. We then present our adapted Metropolis-Hastings algorithm which combines local proposals with global proposals taken from a diffusion model that is regularly trained on the samples produced during the MCMC run. Our approach leads to a significant reduction in the number of likelihood evaluations required to obtain an accurate representation of the Bayesian posterior across several analytic functions, as well as for a physical example based on a global analysis of parton distribution functions. Our method is extensible to other MCMC techniques, and we briefly compare our method to similar approaches based on normalizing flows. A code implementation can be found at https://github.com/NickHunt-Smith/MCMC-diffusion.
Random Projections of Sparse Adjacency Matrices
Authors: Frank Qiu
Date: 2023-09-04 00:00:00

We analyze a random projection method for adjacency matrices, studying its utility in representing sparse graphs. We show that these random projections retain the functionality of their underlying adjacency matrices while having extra properties that make them attractive as dynamic graph representations. In particular, they can represent graphs of different sizes and vertex sets in the same space, allowing for the aggregation and manipulation of graphs in a unified manner. We also provide results on how the size of the projections need to scale in order to preserve accurate graph operations, showing that the size of the projections can scale linearly with the number of vertices while accurately retaining first-order graph information. We conclude by characterizing our random projection as a distance-preserving map of adjacency matrices analogous to the usual Johnson-Lindenstrauss map.
T-Stochastic Graphs
Authors: Sijia Fang, Karl Rohe
Date: 2023-09-04 00:00:00
Tasks: Clustering, Diagnostic

Previous statistical approaches to hierarchical clustering for social network analysis all construct an "ultrametric" hierarchy. While the assumption of ultrametricity has been discussed and studied in the phylogenetics literature, it has not yet been acknowledged in the social network literature. We show that "non-ultrametric structure" in the network introduces significant instabilities in the existing top-down recovery algorithms. To address this issue, we introduce an instability diagnostic plot and use it to examine a collection of empirical networks. These networks appear to violate the "ultrametric" assumption. We propose a deceptively simple and yet general class of probabilistic models called $\mathbb{T}$-Stochastic Graphs which impose no topological restrictions on the latent hierarchy. To illustrate this model, we propose six alternative forms of hierarchical network models and then show that all six are equivalent to the $\mathbb{T}$-Stochastic Graph model. These alternative models motivate a novel approach to hierarchical clustering that combines spectral techniques with the well-known Neighbor-Joining algorithm from phylogenetic reconstruction. We prove this spectral approach is statistically consistent.
Implicit regularization of deep residual networks towards neural ODEs
Authors: Pierre Marion, Yu-Han Wu, Michael E. Sander, Gérard Biau
Date: 2023-09-03 00:00:00
Tasks: valid

Residual neural networks are state-of-the-art deep learning models. Their continuous-depth analog, neural ordinary differential equations (ODEs), are also widely used. Despite their success, the link between the discrete and continuous models still lacks a solid mathematical foundation. In this article, we take a step in this direction by establishing an implicit regularization of deep residual networks towards neural ODEs, for nonlinear networks trained with gradient flow. We prove that if the network is initialized as a discretization of a neural ODE, then such a discretization holds throughout training. Our results are valid for a finite training time, and also as the training time tends to infinity provided that the network satisfies a Polyak-Lojasiewicz condition. Importantly, this condition holds for a family of residual networks where the residuals are two-layer perceptrons with an overparameterization in width that is only linear, and implies the convergence of gradient flow to a global minimum. Numerical experiments illustrate our results.
Tropical Geometric Tools for Machine Learning: the TML package
Authors: David Barnhill, Ruriko Yoshida, Georgios Aliatimis, Keiji Miura
Date: 2023-09-03 00:00:00
Tasks: Density Estimation

In the last decade, developments in tropical geometry have provided a number of uses directly applicable to problems in statistical learning. The TML package is the first R package which contains a comprehensive set of tools and methods used for basic computations related to tropical convexity, visualization of tropically convex sets, as well as supervised and unsupervised learning models using the tropical metric under the max-plus algebra over the tropical projective torus. Primarily, the TML package employs a Hit and Run Markov chain Monte Carlo sampler in conjunction with the tropical metric as its main tool for statistical inference. In addition to basic computation and various applications of the tropical HAR sampler, we also focus on several supervised and unsupervised methods incorporated in the TML package including tropical principal component analysis, tropical logistic regression and tropical kernel density estimation.
Distribution learning via neural differential equations: a nonparametric statistical perspective
Authors: Youssef Marzouk, Zhi Ren, Sven Wang, Jakob Zech
Date: 2023-09-03 00:00:00
Tasks: Density Estimation

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved enormous success in machine learning, particularly for generative modeling and density estimation, little is known about their statistical properties. This work establishes the first general nonparametric statistical convergence analysis for distribution learning via ODE models trained through likelihood maximization. We first prove a convergence theorem applicable to arbitrary velocity field classes $\mathcal{F}$ satisfying certain simple boundary constraints. This general result captures the trade-off between approximation error (`bias') and the complexity of the ODE model (`variance'). We show that the latter can be quantified via the $C^1$-metric entropy of the class $\mathcal F$. We then apply this general framework to the setting of $C^k$-smooth target densities, and establish nearly minimax-optimal convergence rates for two relevant velocity field classes $\mathcal F$: $C^k$ functions and neural networks. The latter is the practically important case of neural ODEs. Our proof techniques require a careful synthesis of (i) analytical stability results for ODEs, (ii) classical theory for sieved M-estimators, and (iii) recent results on approximation rates and metric entropies of neural network classes. The results also provide theoretical insight on how the choice of velocity field class, and the dependence of this choice on sample size $n$ (e.g., the scaling of width, depth, and sparsity of neural network classes), impacts statistical performance.
On the training and generalization of deep operator networks
Authors: SangHyun Lee, Yeonjong Shin
Date: 2023-09-02 00:00:00

We present a novel training method for deep operator networks (DeepONets), one of the most popular neural network models for operators. DeepONets are constructed by two sub-networks, namely the branch and trunk networks. Typically, the two sub-networks are trained simultaneously, which amounts to solving a complex optimization problem in a high dimensional space. In addition, the nonconvex and nonlinear nature makes training very challenging. To tackle such a challenge, we propose a two-step training method that trains the trunk network first and then sequentially trains the branch network. The core mechanism is motivated by the divide-and-conquer paradigm and is the decomposition of the entire complex training task into two subtasks with reduced complexity. Therein the Gram-Schmidt orthonormalization process is introduced which significantly improves stability and generalization ability. On the theoretical side, we establish a generalization error estimate in terms of the number of training data, the width of DeepONets, and the number of input and output sensors. Numerical examples are presented to demonstrate the effectiveness of the two-step training method, including Darcy flow in heterogeneous porous media.
Bayesian sparsity and class sparsity priors for dictionary learning and coding
Authors: Alberto Bocchinfuso, Daniela Calvetti, Erkki Somersalo
Date: 2023-09-02 00:00:00
Tasks: Dictionary Learning

Dictionary learning methods continue to gain popularity for the solution of challenging inverse problems. In the dictionary learning approach, the computational forward model is replaced by a large dictionary of possible outcomes, and the problem is to identify the dictionary entries that best match the data, akin to traditional query matching in search engines. Sparse coding techniques are used to guarantee that the dictionary matching identifies only few of the dictionary entries, and dictionary compression methods are used to reduce the complexity of the matching problem. In this article, we propose a work flow to facilitate the dictionary matching process. First, the full dictionary is divided into subdictionaries that are separately compressed. The error introduced by the dictionary compression is handled in the Bayesian framework as a modeling error. Furthermore, we propose a new Bayesian data-driven group sparsity coding method to help identify subdictionaries that are not relevant for the dictionary matching. After discarding irrelevant subdictionaries, the dictionary matching is addressed as a deflated problem using sparse coding. The compression and deflation steps can lead to substantial decreases of the computational complexity. The effectiveness of compensating for the dictionary compression error and using the novel group sparsity promotion to deflate the original dictionary are illustrated by applying the methodology to real world problems, the glitch detection in the LIGO experiment and hyperspectral remote sensing.
Structured Radial Basis Function Network: Modelling Diversity for Multiple Hypotheses Prediction
Authors: Alejandro Rodriguez Dominguez, Muhammad Shahzad, Xia Hong
Date: 2023-09-02 00:00:00
Tasks: Computational Efficiency, Diversity, Ensemble Learning, regression

Multi-modal problems can be effectively addressed using multiple hypothesis frameworks, but integrating these frameworks into learning models poses significant challenges. This paper introduces a Structured Radial Basis Function Network (s-RBFN) as an ensemble of multiple hypothesis predictors for regression. During the training of the predictors, first the centroidal Voronoi tessellations are formed based on their losses and the true labels, representing geometrically the set of multiple hypotheses. Then, the trained predictors are used to compute a structured dataset with their predictions, including centers and scales for the basis functions. A radial basis function network, with each basis function focused on a particular hypothesis, is subsequently trained using this structured dataset for multiple hypotheses prediction. The s-RBFN is designed to train efficiently while controlling diversity in ensemble learning parametrically. The least-squares approach for training the structured ensemble model provides a closed-form solution for multiple hypotheses and structured predictions. During the formation of the structured dataset, a parameter is employed to avoid mode collapse by controlling tessellation shapes. This parameter provides a mechanism to balance diversity and generalization performance for the s-RBFN. The empirical validation on two multivariate prediction datasets-air quality and energy appliance predictions-demonstrates the superior generalization performance and computational efficiency of the structured ensemble model compared to other models and their single-hypothesis counterparts.
Non-Asymptotic Bounds for Adversarial Excess Risk under Misspecified Models
Authors: Changyu Liu, Yuling Jiao, Junhui Wang, Jian Huang
Date: 2023-09-02 00:00:00
Tasks: Adversarial Attack, regression

We propose a general approach to evaluating the performance of robust estimators based on adversarial losses under misspecified models. We first show that adversarial risk is equivalent to the risk induced by a distributional adversarial attack under certain smoothness conditions. This ensures that the adversarial training procedure is well-defined. To evaluate the generalization performance of the adversarial estimator, we study the adversarial excess risk. Our proposed analysis method includes investigations on both generalization error and approximation error. We then establish non-asymptotic upper bounds for the adversarial excess risk associated with Lipschitz loss functions. In addition, we apply our general results to adversarial training for classification and regression problems. For the quadratic loss in nonparametric regression, we show that the adversarial excess risk bound can be improved over those for a general loss.
Prediction Error Estimation in Random Forests
Authors: Ian Krupkin, Johanna Hardin
Date: 2023-09-01 00:00:00
Tasks: Prediction

In this paper, error estimates of classification Random Forests are quantitatively assessed. Based on the initial theoretical framework built by Bates et al. (2023), the true error rate and expected error rate are theoretically and empirically investigated in the context of a variety of error estimation methods common to Random Forests. We show that in the classification case, Random Forests' estimates of prediction error is closer on average to the true error rate instead of the average prediction error. This is opposite the findings of Bates et al. (2023) which are given for logistic regression. We further show that our result holds across different error estimation strategies such as cross-validation, bagging, and data splitting.
Local and adaptive mirror descents in extensive-form games
Authors: Côme Fiegel, Pierre Ménard, Tadashi Kozuno, Rémi Munos, Vianney Perchet, Michal Valko
Date: 2023-09-01 00:00:00
Tasks: Form

We study how to learn $\epsilon$-optimal strategies in zero-sum imperfect information games (IIG) with trajectory feedback. In this setting, players update their policies sequentially based on their observations over a fixed number of episodes, denoted by $T$. Existing procedures suffer from high variance due to the use of importance sampling over sequences of actions (Steinberger et al., 2020; McAleer et al., 2022). To reduce this variance, we consider a fixed sampling approach, where players still update their policies over time, but with observations obtained through a given fixed sampling policy. Our approach is based on an adaptive Online Mirror Descent (OMD) algorithm that applies OMD locally to each information set, using individually decreasing learning rates and a regularized loss. We show that this approach guarantees a convergence rate of $\tilde{\mathcal{O}}(T^{-1/2})$ with high probability and has a near-optimal dependence on the game parameters when applied with the best theoretical choices of learning rates and sampling policies. To achieve these results, we generalize the notion of OMD stabilization, allowing for time-varying regularization with convex increments.
Analysis of Diagnostics (Part I): Prevalence, Uncertainty Quantification, and Machine Learning
Authors: Paul N. Patrone, Raquel A. Binder, Catherine S. Forconi, Ann M. Moormann, Anthony J. Kearsley
Date: 2023-08-30 00:00:00
Tasks: Diagnostic, LEMMA, Uncertainty Quantification

Diagnostic testing provides a unique setting for studying and developing tools in classification theory. In such contexts, the concept of prevalence, i.e. the number of individuals with a given condition, is fundamental, both as an inherent quantity of interest and as a parameter that controls classification accuracy. This manuscript is the first in a two-part series that studies deeper connections between classification theory and prevalence, showing how the latter establishes a more complete theory of uncertainty quantification (UQ) for certain types of machine learning (ML). We motivate this analysis via a lemma demonstrating that general classifiers minimizing a prevalence-weighted error contain the same probabilistic information as Bayes-optimal classifiers, which depend on conditional probability densities. This leads us to study relative probability level-sets $B^\star (q)$, which are reinterpreted as both classification boundaries and useful tools for quantifying uncertainty in class labels. To realize this in practice, we also propose a numerical, homotopy algorithm that estimates the $B^\star (q)$ by minimizing a prevalence-weighted empirical error. The successes and shortcomings of this method motivate us to revisit properties of the level sets, and we deduce the corresponding classifiers obey a useful monotonicity property that stabilizes the numerics and points to important extensions to UQ of ML. Throughout, we validate our methods in the context of synthetic data and a research-use-only SARS-CoV-2 enzyme-linked immunosorbent (ELISA) assay.