pwc-archive/papers-with-abstracts huggingface dataset:
Adaptive time series forecasting with markovian variance switching
Authors: Baptiste Abélès, Joseph de Vilmarest, Olivier Wintemberger
Date: 2024-02-22 00:00:00
Tasks: Learning Theory, Load Forecasting, Time Series, Time Series Forecasting

Adaptive time series forecasting is essential for prediction under regime changes. Several classical methods assume linear Gaussian state space model (LGSSM) with variances constant in time. However, there are many real-world processes that cannot be captured by such models. We consider a state-space model with Markov switching variances. Such dynamical systems are usually intractable because of their computational complexity increasing exponentially with time; Variational Bayes (VB) techniques have been applied to this problem. In this paper, we propose a new way of estimating variances based on online learning theory; we adapt expert aggregation methods to learn the variances over time. We apply the proposed method to synthetic data and to the problem of electricity load forecasting. We show that this method is robust to misspecification and outperforms traditional expert aggregation.
CoLoRA: Continuous low-rank adaptation for reduced implicit neural modeling of parameterized partial differential equations
Authors: Jules Berman, Benjamin Peherstorfer
Date: 2024-02-22 00:00:00

This work introduces reduced models based on Continuous Low Rank Adaptation (CoLoRA) that pre-train neural networks for a given partial differential equation and then continuously adapt low-rank weights in time to rapidly predict the evolution of solution fields at new physics parameters and new initial conditions. The adaptation can be either purely data-driven or via an equation-driven variational approach that provides Galerkin-optimal approximations. Because CoLoRA approximates solution fields locally in time, the rank of the weights can be kept small, which means that only few training trajectories are required offline so that CoLoRA is well suited for data-scarce regimes. Predictions with CoLoRA are orders of magnitude faster than with classical methods and their accuracy and parameter efficiency is higher compared to other neural network approaches.
Sparse Linear Regression and Lattice Problems
Authors: Aparna Gupte, Neekon Vafa, Vinod Vaikuntanathan
Date: 2024-02-22 00:00:00
Tasks: regression

Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq k$) and small, arbitrary noise $w$, and the goal is to find a $k$-sparse $\widehat{\theta} \in \mathbb{R}^n$ that minimizes the mean squared prediction error $\frac{1}{m}\|X\widehat{\theta}-X\theta^*\|^2_2$. While $\ell_1$-relaxation methods such as basis pursuit, Lasso, and the Dantzig selector solve SLR when the design matrix is well-conditioned, no general algorithm is known, nor is there any formal evidence of hardness in an average-case setting with respect to all efficient algorithms. We give evidence of average-case hardness of SLR w.r.t. all efficient algorithms assuming the worst-case hardness of lattice problems. Specifically, we give an instance-by-instance reduction from a variant of the bounded distance decoding (BDD) problem on lattices to SLR, where the condition number of the lattice basis that defines the BDD instance is directly related to the restricted eigenvalue condition of the design matrix, which characterizes some of the classical statistical-computational gaps for sparse linear regression. Also, by appealing to worst-case to average-case reductions from the world of lattices, this shows hardness for a distribution of SLR instances; while the design matrices are ill-conditioned, the resulting SLR instances are in the identifiable regime. Furthermore, for well-conditioned (essentially) isotropic Gaussian design matrices, where Lasso is known to behave well in the identifiable regime, we show hardness of outputting any good solution in the unidentifiable regime where there are many solutions, assuming the worst-case hardness of standard and well-studied lattice problems.
latrend: A Framework for Clustering Longitudinal Data
Authors: Niek Den Teuling, Steffen Pauws, Edwin van den Heuvel
Date: 2024-02-22 00:00:00
Tasks: Clustering

Clustering of longitudinal data is used to explore common trends among subjects over time for a numeric measurement of interest. Various R packages have been introduced throughout the years for identifying clusters of longitudinal patterns, summarizing the variability in trajectories between subject in terms of one or more trends. We introduce the R package "latrend" as a framework for the unified application of methods for longitudinal clustering, enabling comparisons between methods with minimal coding. The package also serves as an interface to commonly used packages for clustering longitudinal data, including "dtwclust", "flexmix", "kml", "lcmm", "mclust", "mixAK", and "mixtools". This enables researchers to easily compare different approaches, implementations, and method specifications. Furthermore, researchers can build upon the standard tools provided by the framework to quickly implement new cluster methods, enabling rapid prototyping. We demonstrate the functionality and application of the latrend package on a synthetic dataset based on the therapy adherence patterns of patients with sleep apnea.
Bandits with Abstention under Expert Advice
Authors: Stephen Pasteris, Alberto Rumi, Maximilian Thiessen, Shota Saito, Atsushi Miyauchi, Fabio Vitale, Mark Herbster
Date: 2024-02-22 00:00:00

We study the classic problem of prediction with expert advice under bandit feedback. Our model assumes that one action, corresponding to the learner's abstention from play, has no reward or loss on every trial. We propose the CBA algorithm, which exploits this assumption to obtain reward bounds that can significantly improve those of the classical Exp4 algorithm. We can view our problem as the aggregation of confidence-rated predictors when the learner has the option of abstention from play. Importantly, we are the first to achieve bounds on the expected cumulative reward for general confidence-rated predictors. In the special case of specialists we achieve a novel reward bound, significantly improving previous bounds of SpecialistExp (treating abstention as another action). As an example application, we discuss learning unions of balls in a finite metric space. In this contextual setting, we devise an efficient implementation of CBA, reducing the runtime from quadratic to almost linear in the number of contexts. Preliminary experiments show that CBA improves over existing bandit algorithms.
Multivariate Online Linear Regression for Hierarchical Forecasting
Authors: Massil Hihat, Guillaume Garrigos, Adeline Fermanian, Simon Bussy
Date: 2024-02-22 00:00:00
Tasks: regression

In this paper, we consider a deterministic online linear regression model where we allow the responses to be multivariate. To address this problem, we introduce MultiVAW, a method that extends the well-known Vovk-Azoury-Warmuth algorithm to the multivariate setting, and show that it also enjoys logarithmic regret in time. We apply our results to the online hierarchical forecasting problem and recover an algorithm from this literature as a special case, allowing us to relax the hypotheses usually made for its analysis.
A Framework for Variational Inference of Lightweight Bayesian Neural Networks with Heteroscedastic Uncertainties
Authors: David J. Schodt, Ryan Brown, Michael Merritt, Samuel Park, Delsin Menolascino, Mark A. Peot
Date: 2024-02-22 00:00:00
Tasks: Variational Inference

Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means, however doing so may necessitate adding more learnable parameters to the network. In this work, we demonstrate that both the heteroscedastic aleatoric and epistemic variance can be embedded into the variances of learned BNN parameters, improving predictive performance for lightweight networks. By complementing this approach with a moment propagation approach to inference, we introduce a relatively simple framework for sampling-free variational inference suitable for lightweight BNNs.
Federated Learning in Genetics: Extended Analysis of Accuracy, Performance and Privacy Trade-offs
Authors: Anika Hannemann, Jan Ewald, Leo Seeger, Erik Buchmann
Date: 2024-02-22 00:00:00
Tasks: Federated Learning, Prognosis

Machine learning on large-scale genomic or transcriptomic data is important for many novel health applications. For example, precision medicine tailors medical treatments to patients on the basis of individual biomarkers, cellular and molecular states, etc. However, the data required is sensitive, voluminous, heterogeneous, and typically distributed across locations where dedicated machine learning hardware is not available. Due to privacy and regulatory reasons, it is also problematic to aggregate all data at a trusted third party. Federated learning is a promising solution to this dilemma, because it enables decentralized, collaborative machine learning without exchanging raw data. In this paper, we perform comparative experiments with the federated learning frameworks TensorFlow Federated and Flower. Our test case is the training of disease prognosis and cell type classification models. We train the models with distributed transcriptomic data, considering both data heterogeneity and architectural heterogeneity. We measure model quality, robustness against privacy-enhancing noise and computational performance. We evaluate the resource overhead of a federated system from both client and global perspectives and assess benefits and limitations. Each of the federated learning frameworks has different strengths. However, our experiments confirm that both frameworks can readily build models on transcriptomic data, without transferring personal raw data to a third party with abundant computational resources. This paper is the extended version of https://link.springer.com/chapter/10.1007/978-3-031-63772-8_26.
Kinematically Constrained Human-like Bimanual Robot-to-Human Handovers
Authors: Yasemin Göksu, Antonio De Almeida Correia, Vignesh Prasad, Alap Kshirsagar, Dorothea Koert, Jan Peters, Georgia Chalvatzaki
Date: 2024-02-22 00:00:00

Bimanual handovers are crucial for transferring large, deformable or delicate objects. This paper proposes a framework for generating kinematically constrained human-like bimanual robot motions to ensure seamless and natural robot-to-human object handovers. We use a Hidden Semi-Markov Model (HSMM) to reactively generate suitable response trajectories for a robot based on the observed human partner's motion. The trajectories are adapted with task space constraints to ensure accurate handovers. Results from a pilot study show that our approach is perceived as more human--like compared to a baseline Inverse Kinematics approach.
Towards Unified Task Embeddings Across Multiple Models: Bridging the Gap for Prompt-Based Large Language Models and Beyond
Authors: Xinyu Wang, Hainiu Xu, Lin Gui, Yulan He
Date: 2024-02-22 00:00:00
Tasks: Meta-Learning, Model Editing, Multi-Task Learning

Task embedding, a meta-learning technique that captures task-specific information, has gained popularity, especially in areas such as multi-task learning, model editing, and interpretability. However, it faces challenges with the emergence of prompt-guided Large Language Models (LLMs) operating in a gradient-free manner. Existing task embedding methods rely on fine-tuned, task-specific language models, which hinders the adaptability of task embeddings across diverse models, especially prompt-based LLMs. To hardness the potential of task embeddings in the era of LLMs, we propose a framework for unified task embeddings (FUTE), harmonizing task embeddings from various models, including smaller language models and LLMs with varied prompts, within a single vector space. Such uniformity enables comparison and analysis of similarities amongst different models, broadening the scope and utility of existing task embedding methods in multi-model scenarios, while maintaining their performance comparable to architecture-specific methods.
Spectral invariance and maximality properties of the frequency spectrum of quantum neural networks
Authors: Patrick Holzer, Ivica Turkalj
Date: 2024-02-22 00:00:00
Tasks: Quantum Machine Learning

Quantum Neural Networks (QNNs) are a popular approach in Quantum Machine Learning. We analyze this frequency spectrum using the Minkowski sum for sets and the set of differences, which makes it particularly easy to express and calculate the frequency spectrum algebraically, and prove different maximality results for a large class of models. Furthermore, we prove that under some mild conditions there exists a bijection between classes of models with the same area $A:=R\cdot L$ that preserves the frequency spectrum, where $R$ denotes the number of qubits and $L$ the number of layers, which we consequently call spectral invariance under area-preserving transformations. With this we explain the symmetry in $R$ and $L$ in the results often observed in the literature and show that the maximal frequency spectrum depends only on the area $A=RL$ and not on the individual values of $R$ and $L$. Moreover, we collect and extend existing results and specify the maximum possible frequency spectrum of a QNN with arbitrarily many layers as a function of the spectrum of its generators. In the case of arbitrary dimensional generators, where our two introduces notions of maximality differ, we extend existing results based on the so-called Golomb ruler and introduce a second novel approach based on a variation of the turnpike problem, which we call the relaxed turnpike problem.
Imbalanced Data Clustering using Equilibrium K-Means
Authors: Yudong He
Date: 2024-02-22 00:00:00
Tasks: Clustering, Deep Clustering

Centroid-based clustering algorithms, such as hard K-means (HKM) and fuzzy K-means (FKM), have suffered from learning bias towards large clusters. Their centroids tend to be crowded in large clusters, compromising performance when the true underlying data groups vary in size (i.e., imbalanced data). To address this, we propose a new clustering objective function based on the Boltzmann operator, which introduces a novel centroid repulsion mechanism, where data points surrounding the centroids repel other centroids. Larger clusters repel more, effectively mitigating the issue of large cluster learning bias. The proposed new algorithm, called equilibrium K-means (EKM), is simple, alternating between two steps; resource-saving, with the same time and space complexity as FKM; and scalable to large datasets via batch learning. We substantially evaluate the performance of EKM on synthetic and real-world datasets. The results show that EKM performs competitively on balanced data and significantly outperforms benchmark algorithms on imbalanced data. Deep clustering experiments demonstrate that EKM is a better alternative to HKM and FKM on imbalanced data as more discriminative representation can be obtained. Additionally, we reformulate HKM, FKM, and EKM in a general form of gradient descent and demonstrate how this general form facilitates a uniform study of K-means algorithms.
SpanSeq: Similarity-based sequence data splitting method for improved development and assessment of deep learning projects
Authors: Alfred Ferrer Florensa, Jose Juan Almagro Armenteros, Henrik Nielsen, Frank Møller Aarestrup, Philip Thomas Lanken Conradsen Clausen
Date: 2024-02-22 00:00:00

The use of deep learning models in computational biology has increased massively in recent years, and it is expected to continue with the current advances in the fields such as Natural Language Processing. These models, although able to draw complex relations between input and target, are also inclined to learn noisy deviations from the pool of data used during their development. In order to assess their performance on unseen data (their capacity to generalize), it is common to split the available data randomly into development (train/validation) and test sets. This procedure, although standard, has been shown to produce dubious assessments of generalization due to the existing similarity between samples in the databases used. In this work, we present SpanSeq, a database partition method for machine learning that can scale to most biological sequences (genes, proteins and genomes) in order to avoid data leakage between sets. We also explore the effect of not restraining similarity between sets by reproducing the development of two state-of-the-art models on bioinformatics, not only confirming the consequences of randomly splitting databases on the model assessment, but expanding those repercussions to the model development. SpanSeq is available at https://github.com/genomicepidemiology/SpanSeq.
Towards Automated Causal Discovery: a case study on 5G telecommunication data
Authors: Konstantina Biza, Antonios Ntroumpogiannis, Sofia Triantafillou, Ioannis Tsamardinos
Date: 2024-02-22 00:00:00
Tasks: Causal Discovery

We introduce the concept of Automated Causal Discovery (AutoCD), defined as any system that aims to fully automate the application of causal discovery and causal reasoning methods. AutoCD's goal is to deliver all causal information that an expert human analyst would and answer a user's causal queries. We describe the architecture of such a platform, and illustrate its performance on synthetic data sets. As a case study, we apply it on temporal telecommunication data. The system is general and can be applied to a plethora of causal discovery problems.
DynGMA: a robust approach for learning stochastic differential equations from data
Authors: Aiqing Zhu, Qianxiao Li
Date: 2024-02-22 00:00:00

Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions, and construct likelihood-based loss by approximating the transition density to train these networks. However, these methods often rely on one-step stochastic numerical schemes, necessitating data with sufficiently high time resolution. In this paper, we introduce novel approximations to the transition density of the parameterized SDE: a Gaussian density approximation inspired by the random perturbation theory of dynamical systems, and its extension, the dynamical Gaussian mixture approximation (DynGMA). Benefiting from the robust density approximation, our method exhibits superior accuracy compared to baseline methods in learning the fully unknown drift and diffusion functions and computing the invariant distribution from trajectory data. And it is capable of handling trajectory data with low time resolution and variable, even uncontrollable, time step sizes, such as data generated from Gillespie's stochastic simulations. We then conduct several experiments across various scenarios to verify the advantages and robustness of the proposed method.
Data Science with LLMs and Interpretable Models
Authors: Sebastian Bordt, Ben Lengerich, Harsha Nori, Rich Caruana
Date: 2024-02-22 00:00:00
Tasks: Additive models, Question Answering

Recent years have seen important advances in the building of interpretable models, machine learning models that are designed to be easily understood by humans. In this work, we show that large language models (LLMs) are remarkably good at working with interpretable models, too. In particular, we show that LLMs can describe, interpret, and debug Generalized Additive Models (GAMs). Combining the flexibility of LLMs with the breadth of statistical patterns accurately described by GAMs enables dataset summarization, question answering, and model critique. LLMs can also improve the interaction between domain experts and interpretable models, and generate hypotheses about the underlying phenomenon. We release \url{https://github.com/interpretml/TalkToEBM} as an open-source LLM-GAM interface.
Machine Learning Reveals Large-scale Impact of Posidonia Oceanica on Mediterranean Sea Water
Authors: Celio Trois, Luciana Didonet Del Fabro, Vladimir A. Baulin
Date: 2024-02-22 00:00:00
Tasks: Feature Importance, Management

Posidonia oceanica is a protected endemic seagrass of Mediterranean sea that fosters biodiversity, stores carbon, releases oxygen, and provides habitat to numerous sea organisms. Leveraging augmented research, we collected a comprehensive dataset of 174 features compiled from diverse data sources. Through machine learning analysis, we discovered the existence of a robust correlation between the exact location of P. oceanica and water biogeochemical properties. The model's feature importance, showed that carbon-related variables as net biomass production and downward surface mass flux of carbon dioxide have their values altered in the areas with P. oceanica, which in turn can be used for indirect location of P. oceanica meadows. The study provides the evidence of the plant's ability to exert a global impact on the environment and underscores the crucial role of this plant in sea ecosystems, emphasizing the need for its conservation and management.
Model-Based Reinforcement Learning Control of Reaction-Diffusion Problems
Authors: Christina Schenk, Aditya Vasudevan, Maciej Haranczyk, Ignacio Romero
Date: 2024-02-22 00:00:00
Tasks: Decision Making, Model-based Reinforcement Learning, reinforcement-learning, Reinforcement Learning

Mathematical and computational tools have proven to be reliable in decision-making processes. In recent times, in particular, machine learning-based methods are becoming increasingly popular as advanced support tools. When dealing with control problems, reinforcement learning has been applied to decision-making in several applications, most notably in games. The success of these methods in finding solutions to complex problems motivates the exploration of new areas where they can be employed to overcome current difficulties. In this paper, we explore the use of automatic control strategies to initial boundary value problems in thermal and disease transport. Specifically, in this work, we adapt an existing reinforcement learning algorithm using a stochastic policy gradient method and we introduce two novel reward functions to drive the flow of the transported field. The new model-based framework exploits the interactions between a reaction-diffusion model and the modified agent. The results show that certain controls can be implemented successfully in these applications, although model simplifications had to be assumed.
Parallelized Midpoint Randomization for Langevin Monte Carlo
Authors: Lu Yu, Arnak Dalalyan
Date: 2024-02-22 00:00:00

We study the problem of sampling from a target probability density function in frameworks where parallel evaluations of the log-density gradient are feasible. Focusing on smooth and strongly log-concave densities, we revisit the parallelized randomized midpoint method and investigate its properties using recently developed techniques for analyzing its sequential version. Through these techniques, we derive upper bounds on the Wasserstein distance between sampling and target densities. These bounds quantify the substantial runtime improvements achieved through parallel processing.