pwc-archive/papers-with-abstracts huggingface dataset:
Exchangeable Sequence Models Quantify Uncertainty Over Latent Concepts
Authors: Naimeng Ye, Hongseok Namkoong
Date: 2024-08-06 00:00:00
Tasks: Bayesian Inference, Data Augmentation, In-Context Learning, Topic Models, Uncertainty Quantification, valid

Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and sharpening them as it gathers more information. A sequence model learns the relationship between observations, which differs from typical Bayesian models that quantify uncertainty over latent parameters through priors and likelihoods (e.g., topic models). Despite the apparent difference, we illustrate how exchangeable sequence modeling provides a valid Bayesian model by going back to De Finetti's classical predictive view of probabilistic reasoning: uncertainty comes from data that has not been observed yet, rather than latent parameters. From this perspective, pre-training autoregressive models is equivalent to formulating informed beliefs based on prior observations ("empirical Bayes"), and forward generation is equivalent to simulating instantiations of an environment ("posterior inference"). In particular, exchangeable sequence models can explicitly perform statistical inference; epistemic uncertainty over latent environments is captured by variation in predicted future observations. Formally, we show the sequence prediction loss controls the quality of uncertainty quantification, and propose several approaches for encoding exchangeability in sequence model architectures: data augmentation, regularization, and causal masking.
Open Set Recognition for Random Forest
Authors: Guanchao Feng, Dhruv Desai, Stefano Pasquali, Dhagash Mehta
Date: 2024-08-01 00:00:00
Tasks: Classification, Metric Learning, Open Set Learning

In many real-world classification or recognition tasks, it is often difficult to collect training examples that exhaust all possible classes due to, for example, incomplete knowledge during training or ever changing regimes. Therefore, samples from unknown/novel classes may be encountered in testing/deployment. In such scenarios, the classifiers should be able to i) perform classification on known classes, and at the same time, ii) identify samples from unknown classes. This is known as open-set recognition. Although random forest has been an extremely successful framework as a general-purpose classification (and regression) method, in practice, it usually operates under the closed-set assumption and is not able to identify samples from new classes when run out of the box. In this work, we propose a novel approach to enabling open-set recognition capability for random forest classifiers by incorporating distance metric learning and distance-based open-set recognition. The proposed method is validated on both synthetic and real-world datasets. The experimental results indicate that the proposed approach outperforms state-of-the-art distance-based open-set recognition methods.
Randomized Transport Plans via Hierarchical Fully Probabilistic Design
Authors: Sarah Boufelja Y., Anthony Quinn, Robert Shorten
Date: 2024-08-04 00:00:00
Tasks: Fairness

An optimal randomized strategy for design of balanced, normalized mass transport plans is developed. It replaces -- but specializes to -- the deterministic, regularized optimal transport (OT) strategy, which yields only a certainty-equivalent plan. The incompletely specified -- and therefore uncertain -- transport plan is acknowledged to be a random process. Therefore, hierarchical fully probabilistic design (HFPD) is adopted, yielding an optimal hyperprior supported on the set of possible transport plans, and consistent with prior mean constraints on the marginals of the uncertain plan. This Bayesian resetting of the design problem for transport plans -- which we call HFPD-OT -- confers new opportunities. These include (i) a strategy for the generation of a random sample of joint transport plans; (ii) randomized marginal contracts for individual source-target pairs; and (iii) consistent measures of uncertainty in the plan and its contracts. An application in fair market matching is outlined, in which HFPD-OT enables the recruitment of a more diverse subset of contracts -- than is possible in classical OT -- into the delivery of an expected plan.
Classification of Raw MEG/EEG Data with Detach-Rocket Ensemble: An Improved ROCKET Algorithm for Multivariate Time Series Analysis
Authors: Adrià Solana, Erik Fransén, Gonzalo Uribarri
Date: 2024-08-05 00:00:00
Tasks: Classification, EEG, Feature Engineering, Time Series, Time Series Analysis, Time Series Classification

Multivariate Time Series Classification (MTSC) is a ubiquitous problem in science and engineering, particularly in neuroscience, where most data acquisition modalities involve the simultaneous time-dependent recording of brain activity in multiple brain regions. In recent years, Random Convolutional Kernel models such as ROCKET and MiniRocket have emerged as highly effective time series classification algorithms, capable of achieving state-of-the-art accuracy results with low computational load. Despite their success, these types of models face two major challenges when employed in neuroscience: 1) they struggle to deal with high-dimensional data such as EEG and MEG, and 2) they are difficult to interpret. In this work, we present a novel ROCKET-based algorithm, named Detach-Rocket Ensemble, that is specifically designed to address these two problems in MTSC. Our algorithm leverages pruning to provide an integrated estimation of channel importance, and ensembles to achieve better accuracy and provide a label probability. Using a synthetic multivariate time series classification dataset in which we control the amount of information carried by each of the channels, we first show that our algorithm is able to correctly recover the channel importance for classification. Then, using two real-world datasets, a MEG dataset and an EEG dataset, we show that Detach-Rocket Ensemble is able to provide both interpretable channel relevance and competitive classification accuracy, even when applied directly to the raw brain data, without the need for feature engineering.
Sparse Deep Learning Models with the $\ell_1$ Regularization
Authors: Lixin Shen, Rui Wang, Yuesheng Xu, Mingsong Yan
Date: 2024-08-05 00:00:00
Tasks: Deep Learning

Sparse neural networks are highly desirable in deep learning in reducing its complexity. The goal of this paper is to study how choices of regularization parameters influence the sparsity level of learned neural networks. We first derive the $\ell_1$-norm sparsity-promoting deep learning models including single and multiple regularization parameters models, from a statistical viewpoint. We then characterize the sparsity level of a regularized neural network in terms of the choice of the regularization parameters. Based on the characterizations, we develop iterative algorithms for selecting regularization parameters so that the weight parameters of the resulting deep neural network enjoy prescribed sparsity levels. Numerical experiments are presented to demonstrate the effectiveness of the proposed algorithms in choosing desirable regularization parameters and obtaining corresponding neural networks having both of predetermined sparsity levels and satisfactory approximation accuracy.
Predictive Performance Test based on the Exhaustive Nested Cross-Validation for High-dimensional data
Authors: Iris Ivy Gauran, Hernando Ombao, Zhaoxia Yu
Date: 2024-08-06 00:00:00

It is crucial to assess the predictive performance of a model in order to establish its practicality and relevance in real-world scenarios, particularly for high-dimensional data analysis. Among data splitting or resampling methods, cross-validation (CV) is extensively used for several tasks such as estimating the prediction error, tuning the regularization parameter, and selecting the most suitable predictive model among competing alternatives. The K-fold cross-validation is a popular CV method but its limitation is that the risk estimates are highly dependent on the partitioning of the data (for training and testing). Here, the issues regarding the reproducibility of the K-fold CV estimator is demonstrated in hypothesis testing wherein different partitions lead to notably disparate conclusions. This study presents an alternative novel predictive performance test and valid confidence intervals based on exhaustive nested cross-validation for determining the difference in prediction error between two model-fitting algorithms. A naive implementation of the exhaustive nested cross-validation is computationally costly. Here, we address concerns regarding computational complexity by devising a computationally tractable closed-form expression for the proposed cross-validation estimator using ridge regularization. Our study also investigates strategies aimed at enhancing statistical power within high-dimensional scenarios while controlling the Type I error rate. To illustrate the practical utility of our method, we apply it to an RNA sequencing study and demonstrate its effectiveness in the context of biological data analysis.
On Biases in a UK Biobank-based Retinal Image Classification Model
Authors: Anissa Alloula, Rima Mustafa, Daniel R McGowan, Bartłomiej W. Papież
Date: 2024-07-30 00:00:00
Tasks: Fairness, image-classification, Image Classification

Recent work has uncovered alarming disparities in the performance of machine learning models in healthcare. In this study, we explore whether such disparities are present in the UK Biobank fundus retinal images by training and evaluating a disease classification model on these images. We assess possible disparities across various population groups and find substantial differences despite strong overall performance of the model. In particular, we discover unfair performance for certain assessment centres, which is surprising given the rigorous data standardisation protocol. We compare how these differences emerge and apply a range of existing bias mitigation methods to each one. A key insight is that each disparity has unique properties and responds differently to the mitigation methods. We also find that these methods are largely unable to enhance fairness, highlighting the need for better bias mitigation methods tailored to the specific type of bias.
Patient-centered data science: an integrative framework for evaluating and predicting clinical outcomes in the digital health era
Authors: Mohsen Amoei, Dan Poenaru
Date: 2024-07-31 00:00:00

This study proposes a novel, integrative framework for patient-centered data science in the digital health era. We developed a multidimensional model that combines traditional clinical data with patient-reported outcomes, social determinants of health, and multi-omic data to create comprehensive digital patient representations. Our framework employs a multi-agent artificial intelligence approach, utilizing various machine learning techniques including large language models, to analyze complex, longitudinal datasets. The model aims to optimize multiple patient outcomes simultaneously while addressing biases and ensuring generalizability. We demonstrate how this framework can be implemented to create a learning healthcare system that continuously refines strategies for optimal patient care. This approach has the potential to significantly improve the translation of digital health innovations into real-world clinical benefits, addressing current limitations in AI-driven healthcare models.
Convergence rates of stochastic gradient method with independent sequences of step-size and momentum weight
Authors: Wen-Liang Hwang
Date: 2024-07-31 00:00:00
Tasks: Navigate

In large-scale learning algorithms, the momentum term is usually included in the stochastic sub-gradient method to improve the learning speed because it can navigate ravines efficiently to reach a local minimum. However, step-size and momentum weight hyper-parameters must be appropriately tuned to optimize convergence. We thus analyze the convergence rate using stochastic programming with Polyak's acceleration of two commonly used step-size learning rates: ``diminishing-to-zero" and ``constant-and-drop" (where the sequence is divided into stages and a constant step-size is applied at each stage) under strongly convex functions over a compact convex set with bounded sub-gradients. For the former, we show that the convergence rate can be written as a product of exponential in step-size and polynomial in momentum weight. Our analysis justifies the convergence of using the default momentum weight setting and the diminishing-to-zero step-size sequence in large-scale machine learning software. For the latter, we present the condition for the momentum weight sequence to converge at each stage.
Improving Machine Learning Based Sepsis Diagnosis Using Heart Rate Variability
Authors: Sai Balaji, Christopher Sun, Anaiy Somalwar
Date: 2024-08-01 00:00:00
Tasks: Decision Making, Feature Engineering, Heart Rate Variability

The early and accurate diagnosis of sepsis is critical for enhancing patient outcomes. This study aims to use heart rate variability (HRV) features to develop an effective predictive model for sepsis detection. Critical HRV features are identified through feature engineering methods, including statistical bootstrapping and the Boruta algorithm, after which XGBoost and Random Forest classifiers are trained with differential hyperparameter settings. In addition, ensemble models are constructed to pool the prediction probabilities of high-recall and high-precision classifiers and improve model performance. Finally, a neural network model is trained on the HRV features, achieving an F1 score of 0.805, a precision of 0.851, and a recall of 0.763. The best-performing machine learning model is compared to this neural network through an interpretability analysis, where Local Interpretable Model-agnostic Explanations are implemented to determine decision-making criterion based on numerical ranges and thresholds for specific features. This study not only highlights the efficacy of HRV in automated sepsis diagnosis but also increases the transparency of black box outputs, maximizing clinical applicability.
Artificial Neural Networks for Photonic Applications: From Algorithms to Implementation
Authors: Pedro Freire, Egor Manuylovich, Jaroslaw E. Prilepsky, Sergei K. Turitsy
Date: 2024-08-02 00:00:00
Tasks: Model Compression

This tutorial-review on applications of artificial neural networks in photonics targets a broad audience, ranging from optical research and engineering communities to computer science and applied mathematics. We focus here on the research areas at the interface between these disciplines, attempting to find the right balance between technical details specific to each domain and overall clarity. First, we briefly recall key properties and peculiarities of some core neural network types, which we believe are the most relevant to photonics, also linking the layer's theoretical design to some photonics hardware realizations. After that, we elucidate the question of how to fine-tune the selected model's design to perform the required task with optimized accuracy. Then, in the review part, we discuss recent developments and progress for several selected applications of neural networks in photonics, including multiple aspects relevant to optical communications, imaging, sensing, and the design of new materials and lasers. In the following section, we put a special emphasis on how to accurately evaluate the complexity of neural networks in the context of the transition from algorithms to hardware implementation. The introduced complexity characteristics are used to analyze the applications of neural networks in optical communications, as a specific, albeit highly important example, comparing those with some benchmark signal processing methods. We combine the description of the well-known model compression strategies used in machine learning, with some novel techniques introduced recently in optical applications of neural networks. It is important to stress that although our focus in this tutorial-review is on photonics, we believe that the methods and techniques presented here can be handy in a much wider range of scientific and engineering applications.
A Systematic Review of Intermediate Fusion in Multimodal Deep Learning for Biomedical Applications
Authors: Valerio Guarrasi, Fatih Aksu, Camillo Maria Caruso, Francesco Di Feola, Aurora Rofena, Filippo Ruffini, Paolo Soda
Date: 2024-08-02 00:00:00
Tasks: Deep Learning, Multimodal Deep Learning

Deep learning has revolutionized biomedical research by providing sophisticated methods to handle complex, high-dimensional data. Multimodal deep learning (MDL) further enhances this capability by integrating diverse data types such as imaging, textual data, and genetic information, leading to more robust and accurate predictive models. In MDL, differently from early and late fusion methods, intermediate fusion stands out for its ability to effectively combine modality-specific features during the learning process. This systematic review aims to comprehensively analyze and formalize current intermediate fusion methods in biomedical applications. We investigate the techniques employed, the challenges faced, and potential future directions for advancing intermediate fusion methods. Additionally, we introduce a structured notation to enhance the understanding and application of these methods beyond the biomedical domain. Our findings are intended to support researchers, healthcare professionals, and the broader deep learning community in developing more sophisticated and insightful multimodal models. Through this review, we aim to provide a foundational framework for future research and practical applications in the dynamic field of MDL.
A probabilistic framework for learning non-intrusive corrections to long-time climate simulations from short-time training data
Authors: Benedikt Barthel Sorensen, Leonardo Zepeda-Núñez, Ignacio Lopez-Gomez, Zhong Yi Wan, Rob Carver, Fei Sha, Themistoklis Sapsis
Date: 2024-08-02 00:00:00

Chaotic systems, such as turbulent flows, are ubiquitous in science and engineering. However, their study remains a challenge due to the large range scales, and the strong interaction with other, often not fully understood, physics. As a consequence, the spatiotemporal resolution required for accurate simulation of these systems is typically computationally infeasible, particularly for applications of long-term risk assessment, such as the quantification of extreme weather risk due to climate change. While data-driven modeling offers some promise of alleviating these obstacles, the scarcity of high-quality simulations results in limited available data to train such models, which is often compounded by the lack of stability for long-horizon simulations. As such, the computational, algorithmic, and data restrictions generally imply that the probability of rare extreme events is not accurately captured. In this work we present a general strategy for training neural network models to non-intrusively correct under-resolved long-time simulations of chaotic systems. The approach is based on training a post-processing correction operator on under-resolved simulations nudged towards a high-fidelity reference. This enables us to learn the dynamics of the underlying system directly, which allows us to use very little training data, even when the statistics thereof are far from converged. Additionally, through the use of probabilistic network architectures we are able to leverage the uncertainty due to the limited training data to further improve extrapolation capabilities. We apply our framework to severely under-resolved simulations of quasi-geostrophic flow and demonstrate its ability to accurately predict the anisotropic statistics over time horizons more than 30 times longer than the data seen in training.
Spatio-Temporal Partial Sensing Forecast for Long-term Traffic
Authors: Zibo Liu, Zhe Jiang, Zelin Xu, Tingsong Xiao, Zhengkun Xiao, Haibo Wang, Shigang Chen
Date: 2024-08-02 00:00:00
Tasks: Traffic Prediction

Traffic forecasting uses recent measurements by sensors installed at chosen locations to forecast the future road traffic. Existing work either assumes all locations are equipped with sensors or focuses on short-term forecast. This paper studies partial sensing traffic forecast of long-term traffic, assuming sensors only at some locations. The study is important in lowering the infrastructure investment cost in traffic management since deploying sensors at all locations could incur prohibitively high cost. However, the problem is challenging due to the unknown distribution at unsensed locations, the intricate spatio-temporal correlation in long-term forecasting, as well as noise in data and irregularities in traffic patterns (e.g., road closure). We propose a Spatio-Temporal Partial Sensing (STPS) forecast model for long-term traffic prediction, with several novel contributions, including a rank-based embedding technique to capture irregularities and overcome noise, a spatial transfer matrix to overcome the spatial distribution shift from permanently sensed locations to unsensed locations, and a multi-step training process that utilizes all available data to successively refine the model parameters for better accuracy. Extensive experiments on several real-world traffic datasets demonstrate that STPS outperforms the state-of-the-art and achieves superior accuracy in partial sensing long-term forecasting.
Attention is all you need for an improved CNN-based flash flood susceptibility modeling. The case of the ungauged Rheraya watershed, Morocco
Authors: Akram Elghouat, Ahmed Algouti, Abdellah Algouti, Soukaina Baid
Date: 2024-08-03 00:00:00
Tasks: All, Management

Effective flood hazard management requires evaluating and predicting flash flood susceptibility. Convolutional neural networks (CNNs) are commonly used for this task but face issues like gradient explosion and overfitting. This study explores the use of an attention mechanism, specifically the convolutional block attention module (CBAM), to enhance CNN models for flash flood susceptibility in the ungauged Rheraya watershed, a flood prone region. We used ResNet18, DenseNet121, and Xception as backbone architectures, integrating CBAM at different locations. Our dataset included 16 conditioning factors and 522 flash flood inventory points. Performance was evaluated using accuracy, precision, recall, F1-score, and the area under the curve (AUC) of the receiver operating characteristic (ROC). Results showed that CBAM significantly improved model performance, with DenseNet121 incorporating CBAM in each convolutional block achieving the best results (accuracy = 0.95, AUC = 0.98). Distance to river and drainage density were identified as key factors. These findings demonstrate the effectiveness of the attention mechanism in improving flash flood susceptibility modeling and offer valuable insights for disaster management.
KAN based Autoencoders for Factor Models
Authors: Tianqi Wang, Shubham Singh
Date: 2024-08-04 00:00:00
Tasks: Kolmogorov-Arnold Networks, Management

Inspired by recent advances in Kolmogorov-Arnold Networks (KANs), we introduce a novel approach to latent factor conditional asset pricing models. While previous machine learning applications in asset pricing have predominantly used Multilayer Perceptrons with ReLU activation functions to model latent factor exposures, our method introduces a KAN-based autoencoder which surpasses MLP models in both accuracy and interpretability. Our model offers enhanced flexibility in approximating exposures as nonlinear functions of asset characteristics, while simultaneously providing users with an intuitive framework for interpreting latent factors. Empirical backtesting demonstrates our model's superior ability to explain cross-sectional risk exposures. Moreover, long-short portfolios constructed using our model's predictions achieve higher Sharpe ratios, highlighting its practical value in investment management.