pwc-archive/papers-with-abstracts huggingface dataset:
On the Convergence of Min-Max Langevin Dynamics and Algorithm
Authors: Yang Cai, Siddharth Mitra, Xiuyuan Wang, Andre Wibisono
Date: 2024-12-29 00:00:00

We study zero-sum games in the space of probability distributions over the Euclidean space $\mathbb{R}^d$ with entropy regularization, in the setting when the interaction function between the players is smooth and strongly convex-strongly concave. We prove an exponential convergence guarantee for the mean-field min-max Langevin dynamics to compute the equilibrium distribution of the zero-sum game. We also study the finite-particle approximation of the mean-field min-max Langevin dynamics, both in continuous and discrete times. We prove biased convergence guarantees for the continuous-time finite-particle min-max Langevin dynamics to the stationary mean-field equilibrium distribution with an explicit bias term which does not scale with the number of particles. We also prove biased convergence guarantees for the discrete-time finite-particle min-max Langevin algorithm to the stationary mean-field equilibrium distribution with an additional bias term which scales with the step size and the number of particles. This provides an explicit iteration complexity for the average particle along the finite-particle algorithm to approximately compute the equilibrium distribution of the zero-sum game.
Treatment Effect Estimation for Graph-Structured Targets
Authors: Shonosuke Harada, Ryosuke Yoneda, Hisashi Kashima
Date: 2024-12-29 00:00:00

Treatment effect estimation, which helps understand the causality between treatment and outcome variable, is a central task in decision-making across various domains. While most studies focus on treatment effect estimation on individual targets, in specific contexts, there is a necessity to comprehend the treatment effect on a group of targets, especially those that have relationships represented as a graph structure between them. In such cases, the focus of treatment assignment is prone to depend on a particular node of the graph, such as the one with the highest degree, thus resulting in an observational bias from a small part of the entire graph. Whereas a bias tends to be caused by the small part, straightforward extensions of previous studies cannot provide efficient bias mitigation owing to the use of the entire graph information. In this study, we propose Graph-target Treatment Effect Estimation (GraphTEE), a framework designed to estimate treatment effects specifically on graph-structured targets. GraphTEE aims to mitigate observational bias by focusing on confounding variable sets and consider a new regularization framework. Additionally, we provide a theoretical analysis on how GraphTEE performs better in terms of bias mitigation. Experiments on synthetic and semi-synthetic datasets demonstrate the effectiveness of our proposed method.
A Multidisciplinary Approach to Telegram Data Analysis
Authors: Velizar Varbanov, Kalin Kopanov, Tatiana Atanasova
Date: 2024-12-29 00:00:00
Tasks: Sentiment Analysis

This paper presents a multidisciplinary approach to analyzing data from Telegram for early warning information regarding cyber threats. With the proliferation of hacktivist groups utilizing Telegram to disseminate information regarding future cyberattacks or to boast about successful ones, the need for effective data analysis methods is paramount. The primary challenge lies in the vast number of channels and the overwhelming volume of data, necessitating advanced techniques for discerning pertinent risks amidst the noise. To address this challenge, we employ a combination of neural network architectures and traditional machine learning algorithms. These methods are utilized to classify and identify potential cyber threats within the Telegram data. Additionally, sentiment analysis and entity recognition techniques are incorporated to provide deeper insights into the nature and context of the communicated information. The study evaluates the effectiveness of each method in detecting and categorizing cyber threats, comparing their performance and identifying areas for improvement. By leveraging these diverse analytical tools, we aim to enhance early warning systems for cyber threats, enabling more proactive responses to potential security breaches. This research contributes to the ongoing efforts to bolster cybersecurity measures in an increasingly interconnected digital landscape.
A Particle Algorithm for Mean-Field Variational Inference
Authors: Qiang Du, Kaizheng Wang, Edith Zhang, Chenyang Zhong
Date: 2024-12-29 00:00:00
Tasks: Variational Inference

Variational inference is a fast and scalable alternative to Markov chain Monte Carlo and has been widely applied to posterior inference tasks in statistics and machine learning. A traditional approach for implementing mean-field variational inference (MFVI) is coordinate ascent variational inference (CAVI), which relies crucially on parametric assumptions on complete conditionals. In this paper, we introduce a novel particle-based algorithm for mean-field variational inference, which we term PArticle VI (PAVI). Notably, our algorithm does not rely on parametric assumptions on complete conditionals, and it applies to the nonparametric setting. We provide non-asymptotic finite-particle convergence guarantee for our algorithm. To our knowledge, this is the first end-to-end guarantee for particle-based MFVI.
Impact of Data Distribution on Fairness Guarantees in Equitable Deep Learning
Authors: Yan Luo, Congcong Wen, Min Shi, Hao Huang, Yi Fang, Mengyu Wang
Date: 2024-12-29 00:00:00
Tasks: Fairness

We present a comprehensive theoretical framework analyzing the relationship between data distributions and fairness guarantees in equitable deep learning. Our work establishes novel theoretical bounds that explicitly account for data distribution heterogeneity across demographic groups, while introducing a formal analysis framework that minimizes expected loss differences across these groups. We derive comprehensive theoretical bounds for fairness errors and convergence rates, and characterize how distributional differences between groups affect the fundamental trade-off between fairness and accuracy. Through extensive experiments on diverse datasets, including FairVision (ophthalmology), CheXpert (chest X-rays), HAM10000 (dermatology), and FairFace (facial recognition), we validate our theoretical findings and demonstrate that differences in feature distributions across demographic groups significantly impact model fairness, with performance disparities particularly pronounced in racial categories. The theoretical bounds we derive crroborate these empirical observations, providing insights into the fundamental limits of achieving fairness in deep learning models when faced with heterogeneous data distributions. This work advances our understanding of fairness in AI-based diagnosis systems and provides a theoretical foundation for developing more equitable algorithms. The code for analysis is publicly available via \url{https://github.com/Harvard-Ophthalmology-AI-Lab/fairness_guarantees}.
Scalable Bayesian Optimization via Focalized Sparse Gaussian Processes
Authors: Yunyue Wei, Vincent Zhuang, Saraswati Soedarmadji, Yanan Sui
Date: 2024-12-29 00:00:00
Tasks: Bayesian Optimization, Gaussian Processes

Bayesian optimization is an effective technique for black-box optimization, but its applicability is typically limited to low-dimensional and small-budget problems due to the cubic complexity of computing the Gaussian process (GP) surrogate. While various approximate GP models have been employed to scale Bayesian optimization to larger sample sizes, most suffer from overly-smooth estimation and focus primarily on problems that allow for large online samples. In this work, we argue that Bayesian optimization algorithms with sparse GPs can more efficiently allocate their representational power to relevant regions of the search space. To achieve this, we propose focalized GP, which leverages a novel variational loss function to achieve stronger local prediction, as well as FocalBO, which hierarchically optimizes the focalized GP acquisition function over progressively smaller search spaces. Experimental results demonstrate that FocalBO can efficiently leverage large amounts of offline and online data to achieve state-of-the-art performance on robot morphology design and to control a 585-dimensional musculoskeletal system.
Accelerated regularized learning in finite N-person games
Authors: Kyriakos Lotidis, Angeliki Giannou, Panayotis Mertikopoulos, Nicholas Bambos
Date: 2024-12-29 00:00:00

Motivated by the success of Nesterov's accelerated gradient algorithm for convex minimization problems, we examine whether it is possible to achieve similar performance gains in the context of online learning in games. To that end, we introduce a family of accelerated learning methods, which we call "follow the accelerated leader" (FTXL), and which incorporates the use of momentum within the general framework of regularized learning - and, in particular, the exponential/multiplicative weights algorithm and its variants. Drawing inspiration and techniques from the continuous-time analysis of Nesterov's algorithm, we show that FTXL converges locally to strict Nash equilibria at a superlinear rate, achieving in this way an exponential speed-up over vanilla regularized learning methods (which, by comparison, converge to strict equilibria at a geometric, linear rate). Importantly, FTXL maintains its superlinear convergence rate in a broad range of feedback structures, from deterministic, full information models to stochastic, realization-based ones, and even when run with bandit, payoff-based information, where players are only able to observe their individual realized payoffs.
Confidence Interval Construction and Conditional Variance Estimation with Dense ReLU Networks
Authors: Carlos Misael Madrid Padilla, Oscar Hernan Madrid Padilla, Yik Lun Kei, Zhi Zhang, Yanzhen Chen
Date: 2024-12-29 00:00:00
Tasks: Uncertainty Quantification

This paper addresses the problems of conditional variance estimation and confidence interval construction in nonparametric regression using dense networks with the Rectified Linear Unit (ReLU) activation function. We present a residual-based framework for conditional variance estimation, deriving nonasymptotic bounds for variance estimation under both heteroscedastic and homoscedastic settings. We relax the sub-Gaussian noise assumption, allowing the proposed bounds to accommodate sub-Exponential noise and beyond. Building on this, for a ReLU neural network estimator, we derive non-asymptotic bounds for both its conditional mean and variance estimation, representing the first result for variance estimation using ReLU networks. Furthermore, we develop a ReLU network based robust bootstrap procedure (Efron, 1992) for constructing confidence intervals for the true mean that comes with a theoretical guarantee on the coverage, providing a significant advancement in uncertainty quantification and the construction of reliable confidence intervals in deep learning settings.
Safe Bayesian Optimization for the Control of High-Dimensional Embodied Systems
Authors: Yunyue Wei, Zeji Yi, Hongda Li, Saraswati Soedarmadji, Yanan Sui
Date: 2024-12-29 00:00:00
Tasks: Bayesian Optimization, Humanoid Control, Safe Exploration

Learning to move is a primary goal for animals and robots, where ensuring safety is often important when optimizing control policies on the embodied systems. For complex tasks such as the control of human or humanoid control, the high-dimensional parameter space adds complexity to the safe optimization effort. Current safe exploration algorithms exhibit inefficiency and may even become infeasible with large high-dimensional input spaces. Furthermore, existing high-dimensional constrained optimization methods neglect safety in the search process. In this paper, we propose High-dimensional Safe Bayesian Optimization with local optimistic exploration (HdSafeBO), a novel approach designed to handle high-dimensional sampling problems under probabilistic safety constraints. We introduce a local optimistic strategy to efficiently and safely optimize the objective function, providing a probabilistic safety guarantee and a cumulative safety violation bound. Through the use of isometric embedding, HdSafeBO addresses problems ranging from a few hundred to several thousand dimensions while maintaining safety guarantees. To our knowledge, HdSafeBO is the first algorithm capable of optimizing the control of high-dimensional musculoskeletal systems with high safety probability. We also demonstrate the real-world applicability of HdSafeBO through its use in the safe online optimization of neural stimulation induced human motion control.
Asynchronous Federated Clustering with Unknown Number of Clusters
Authors: Yunfan Zhang, Yiqun Zhang, Yang Lu, Mengke Li, Xi Chen, Yiu-ming Cheung
Date: 2024-12-29 00:00:00
Tasks: Clustering

Federated Clustering (FC) is crucial to mining knowledge from unlabeled non-Independent Identically Distributed (non-IID) data provided by multiple clients while preserving their privacy. Most existing attempts learn cluster distributions at local clients, and then securely pass the desensitized information to the server for aggregation. However, some tricky but common FC problems are still relatively unexplored, including the heterogeneity in terms of clients' communication capacity and the unknown number of proper clusters $k^*$. To further bridge the gap between FC and real application scenarios, this paper first shows that the clients' communication asynchrony and unknown $k^*$ are complex coupling problems, and then proposes an Asynchronous Federated Cluster Learning (AFCL) method accordingly. It spreads the excessive number of seed points to the clients as a learning medium and coordinates them across the clients to form a consensus. To alleviate the distribution imbalance cumulated due to the unforeseen asynchronous uploading from the heterogeneous clients, we also design a balancing mechanism for seeds updating. As a result, the seeds gradually adapt to each other to reveal a proper number of clusters. Extensive experiments demonstrate the efficacy of AFCL.
Exploiting Hybrid Policy in Reinforcement Learning for Interpretable Temporal Logic Manipulation
Authors: Hao Zhang, Hao Wang, Xiucai Huang, Wenrui Chen, Zhen Kan
Date: 2024-12-29 00:00:00
Tasks: Reinforcement Learning (RL)

Reinforcement Learning (RL) based methods have been increasingly explored for robot learning. However, RL based methods often suffer from low sampling efficiency in the exploration phase, especially for long-horizon manipulation tasks, and generally neglect the semantic information from the task level, resulted in a delayed convergence or even tasks failure. To tackle these challenges, we propose a Temporal-Logic-guided Hybrid policy framework (HyTL) which leverages three-level decision layers to improve the agent's performance. Specifically, the task specifications are encoded via linear temporal logic (LTL) to improve performance and offer interpretability. And a waypoints planning module is designed with the feedback from the LTL-encoded task level as a high-level policy to improve the exploration efficiency. The middle-level policy selects which behavior primitives to execute, and the low-level policy specifies the corresponding parameters to interact with the environment. We evaluate HyTL on four challenging manipulation tasks, which demonstrate its effectiveness and interpretability. Our project is available at: https://sites.google.com/view/hytl-0257/.
Zeroth-Order Methods for Nonconvex Stochastic Problems with Decision-Dependent Distributions
Authors: Yuya Hikima, Akiko Takeda
Date: 2024-12-29 00:00:00

In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of the objective function cannot be obtained explicitly because the decision-dependent distribution is unknown. Therefore, several zeroth-order methods have been proposed, which obtain noisy objective values by sampling and update the iterates. Although these existing methods have theoretical convergence for optimization problems with decision-dependent uncertainty, they require strong assumptions about the function and distribution or exhibit large variances in their gradient estimators. To overcome these issues, we propose two zeroth-order methods under mild assumptions. First, we develop a zeroth-order method with a new one-point gradient estimator including a variance reduction parameter. The proposed method updates the decision variables while adjusting the variance reduction parameter. Second, we develop a zeroth-order method with a two-point gradient estimator. There are situations where only one-point estimators can be used, but if both one-point and two-point estimators are available, it is more practical to use the two-point estimator. As theoretical results, we show the convergence of our methods to stationary points and provide the worst-case iteration and sample complexity analysis. Our simulation experiments with real data on a retail service application show that our methods output solutions with lower objective values than the conventional zeroth-order methods.
An experimental study on fairness-aware machine learning for credit scoring problem
Authors: Huyen Giang Thi Thu, Thang Viet Doan, Tai Le Quy
Date: 2024-12-28 00:00:00
Tasks: Fairness

Digitalization of credit scoring is an essential requirement for financial organizations and commercial banks, especially in the context of digital transformation. Machine learning techniques are commonly used to evaluate customers' creditworthiness. However, the predicted outcomes of machine learning models can be biased toward protected attributes, such as race or gender. Numerous fairness-aware machine learning models and fairness measures have been proposed. Nevertheless, their performance in the context of credit scoring has not been thoroughly investigated. In this paper, we present a comprehensive experimental study of fairness-aware machine learning in credit scoring. The study explores key aspects of credit scoring, including financial datasets, predictive models, and fairness measures. We also provide a detailed evaluation of fairness-aware predictive models and fairness measures on widely used financial datasets.
Predicting Customer Lifetime Value Using Recurrent Neural Net
Authors: Huigang Chen, Edwin Ng, Slawek Smyl, Gavin Steininger
Date: 2024-12-28 00:00:00

This paper introduces a recurrent neural network approach for predicting user lifetime value in Software as a Service (SaaS) applications. The approach accounts for three connected time dimensions. These dimensions are the user cohort (the date the user joined), user age-in-system (the time since the user joined the service) and the calendar date the user is an age-in-system (i.e., contemporaneous information).The recurrent neural networks use a multi-cell architecture, where each cell resembles a long short-term memory neural network. The approach is applied to predicting both acquisition (new users) and rolling (existing user) lifetime values for a variety of time horizons. It is found to significantly improve median absolute percent error versus light gradient boost models and Buy Until You Die models.
An analytic theory of creativity in convolutional diffusion models
Authors: Mason Kamb, Surya Ganguli
Date: 2024-12-28 00:00:00

We obtain an analytic, interpretable and predictive theory of creativity in convolutional diffusion models. Indeed, score-matching diffusion models can generate highly original images that lie far from their training data. However, optimal score-matching theory suggests that these models should only be able to produce memorized training examples. To reconcile this theory-experiment gap, we identify two simple inductive biases, locality and equivariance, that: (1) induce a form of combinatorial creativity by preventing optimal score-matching; (2) result in fully analytic, completely mechanistically interpretable, local score (LS) and equivariant local score (ELS) machines that, (3) after calibrating a single time-dependent hyperparameter can quantitatively predict the outputs of trained convolution only diffusion models (like ResNets and UNets) with high accuracy (median $r^2$ of $0.95, 0.94, 0.94, 0.96$ for our top model on CIFAR10, FashionMNIST, MNIST, and CelebA). Our model reveals a locally consistent patch mosaic mechanism of creativity, in which diffusion models create exponentially many novel images by mixing and matching different local training set patches at different scales and image locations. Our theory also partially predicts the outputs of pre-trained self-attention enabled UNets (median $r^2 \sim 0.77$ on CIFAR10), revealing an intriguing role for attention in carving out semantic coherence from local patch mosaics.
Causal Discovery on Dependent Binary Data
Authors: Alex Chen, Qing Zhou
Date: 2024-12-28 00:00:00
Tasks: Causal Discovery, Graph Learning

The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing challenges to accurate structure learning. We propose a decorrelation-based approach for causal graph learning on dependent binary data, where the local conditional distribution is defined by a latent utility model with dependent errors across units. We develop a pairwise maximum likelihood method to estimate the covariance matrix for the dependence among the units. Then, leveraging the estimated covariance matrix, we develop an EM-like iterative algorithm to generate and decorrelate samples of the latent utility variables, which serve as decorrelated data. Any standard causal discovery method can be applied on the decorrelated data to learn the underlying causal graph. We demonstrate that the proposed decorrelation approach significantly improves the accuracy in causal graph learning, through numerical experiments on both synthetic and real-world datasets.
Deep Generalized Schrödinger Bridges: From Image Generation to Solving Mean-Field Games
Authors: Guan-Horng Liu, Tianrong Chen, Evangelos A. Theodorou
Date: 2024-12-28 00:00:00
Tasks: Image Generation, LEMMA

Generalized Schr\"odinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their well-established presence in the theoretical realms of quantum mechanics and optimal transport, this paper focuses on an algorithmic perspective, aiming to enhance practical usage. Our motivated observation is that transportation problems with the optimality structures delineated by GSBs are pervasive across various scientific domains, such as generative modeling in machine learning, mean-field games in stochastic control, and more. Exploring the intrinsic connection between the mathematical modeling of GSBs and the modern algorithmic characterization therefore presents a crucial, yet untapped, avenue. In this paper, we reinterpret GSBs as probabilistic models and demonstrate that, with a delicate mathematical tool known as the nonlinear Feynman-Kac lemma, rich algorithmic concepts, such as likelihoods, variational gaps, and temporal differences, emerge naturally from the optimality structures of GSBs. The resulting computational framework, driven by deep learning and neural networks, operates in a fully continuous state space (i.e., mesh-free) and satisfies distribution constraints, setting it apart from prior numerical solvers relying on spatial discretization or constraint relaxation. We demonstrate the efficacy of our method in generative modeling and mean-field games, highlighting its transformative applications at the intersection of mathematical modeling, stochastic process, control, and machine learning.