pwc-archive/papers-with-abstracts huggingface dataset:
Efficient Event-based Delay Learning in Spiking Neural Networks
Authors: Balázs Mészáros, James C. Knight, Thomas Nowotny
Date: 2025-01-13 00:00:00

Spiking Neural Networks (SNNs) are attracting increased attention as a more energy-efficient alternative to traditional Artificial Neural Networks. Spiking neurons are stateful and intrinsically recurrent, making them well-suited for spatio-temporal tasks. However, this intrinsic memory is limited by synaptic and membrane time constants. A powerful additional mechanism are delays. In this paper, we propose a novel event-based training method for SNNs with delays, grounded in the EventProp formalism and enabling the calculation of exact gradients with respect to weights and delays. Our method supports multiple spikes per neuron and, to our best knowledge, is the first delay learning algorithm to be applied to recurrent SNNs. We evaluate our method on a simple sequence detection task, and the Yin-Yang, Spiking Heidelberg Digits and Spiking Speech Commands datasets, demonstrating that our algorithm can optimize delays from suboptimal initial conditions and enhance classification accuracy compared to architectures without delays. Finally, we show that our approach uses less than half the memory of the current state-of-the-art delay-learning method and is up to 26x faster.
Multiple-gain Estimation for Running Time of Evolutionary Combinatorial Optimization
Authors: Min Huang, Pengxiang Chen, Han Huang, Tonli He, Yushan Zhang, Zhifeng Hao
Date: 2025-01-13 00:00:00
Tasks: Combinatorial Optimization, Evolutionary Algorithms

The running-time analysis of evolutionary combinatorial optimization is a fundamental topic in evolutionary computation. Its current research mainly focuses on specific algorithms for simplified problems due to the challenge posed by fluctuating fitness values. This paper proposes a multiple-gain model to estimate the fitness trend of population during iterations. The proposed model is an improved version of the average gain model, which is the approach to estimate the running time of evolutionary algorithms for numerical optimization. The improvement yields novel results of evolutionary combinatorial optimization, including a briefer proof for the time complexity upper bound in the case of (1+1) EA for the Onemax problem, two tighter time complexity upper bounds than the known results in the case of (1+$\lambda$) EA for the knapsack problem with favorably correlated weights and a closed-form expression of time complexity upper bound in the case of (1+$\lambda$) EA for general $k$-MAX-SAT problems. The results indicate that the practical running time aligns with the theoretical results, verifying that the multiple-gain model is more general for running-time analysis of evolutionary combinatorial optimization than state-of-the-art methods.
Pareto Optimization with Robust Evaluation for Noisy Subset Selection
Authors: Yi-Heng Xu, Dan-Xuan Liu, Chao Qian
Date: 2025-01-12 00:00:00
Tasks: Combinatorial Optimization, Evolutionary Algorithms, regression

Subset selection is a fundamental problem in combinatorial optimization, which has a wide range of applications such as influence maximization and sparse regression. The goal is to select a subset of limited size from a ground set in order to maximize a given objective function. However, the evaluation of the objective function in real-world scenarios is often noisy. Previous algorithms, including the greedy algorithm and multi-objective evolutionary algorithms POSS and PONSS, either struggle in noisy environments or consume excessive computational resources. In this paper, we focus on the noisy subset selection problem with a cardinality constraint, where the evaluation of a subset is noisy. We propose a novel approach based on Pareto Optimization with Robust Evaluation for noisy subset selection (PORE), which maximizes a robust evaluation function and minimizes the subset size simultaneously. PORE can efficiently identify well-structured solutions and handle computational resources, addressing the limitations observed in PONSS. Our experiments, conducted on real-world datasets for influence maximization and sparse regression, demonstrate that PORE significantly outperforms previous methods, including the classical greedy algorithm, POSS, and PONSS. Further validation through ablation studies confirms the effectiveness of our robust evaluation function.
Improving the adaptive and continuous learning capabilities of artificial neural networks: Lessons from multi-neuromodulatory dynamics
Authors: Jie Mei, Alejandro Rodriguez-Garcia, Daigo Takeuchi, Gabriel Wainstein, Nina Hubig, Yalda Mohsenzadeh, Srikanth Ramaswamy
Date: 2025-01-12 00:00:00

Continuous, adaptive learning-the ability to adapt to the environment and improve performance-is a hallmark of both natural and artificial intelligence. Biological organisms excel in acquiring, transferring, and retaining knowledge while adapting to dynamic environments, making them a rich source of inspiration for artificial neural networks (ANNs). This study explores how neuromodulation, a fundamental feature of biological learning systems, can help address challenges such as catastrophic forgetting and enhance the robustness of ANNs in continuous learning scenarios. Driven by neuromodulators including dopamine (DA), acetylcholine (ACh), serotonin (5-HT) and noradrenaline (NA), neuromodulatory processes in the brain operate at multiple scales, facilitating dynamic responses to environmental changes through mechanisms ranging from local synaptic plasticity to global network-wide adaptability. Importantly, the relationship between neuromodulators, and their interplay in the modulation of sensory and cognitive processes are more complex than expected, demonstrating a "many-to-one" neuromodulator-to-task mapping. To inspire the design of novel neuromodulation-aware learning rules, we highlight (i) how multi-neuromodulatory interactions enrich single-neuromodulator-driven learning, (ii) the impact of neuromodulators at multiple spatial and temporal scales, and correspondingly, (iii) strategies to integrate neuromodulated learning into or approximate it in ANNs. To illustrate these principles, we present a case study to demonstrate how neuromodulation-inspired mechanisms, such as DA-driven reward processing and NA-based cognitive flexibility, can enhance ANN performance in a Go/No-Go task. By integrating multi-scale neuromodulation, we aim to bridge the gap between biological learning and artificial systems, paving the way for ANNs with greater flexibility, robustness, and adaptability.
How Do Artificial Intelligences Think? The Three Mathematico-Cognitive Factors of Categorical Segmentation Operated by Synthetic Neurons
Authors: Michael Pichat, William Pogrund, Armanush Gasparian, Paloma Pichat, Samuel Demarchi, Michael Veillet-Guillem
Date: 2024-12-26 00:00:00

How do the synthetic neurons in language models create "thought categories" to segment and analyze their informational environment? What are the cognitive characteristics, at the very level of formal neurons, of this artificial categorical thought? Based on the mathematical nature of algebraic operations inherent to neuronal aggregation functions, we attempt to identify mathematico-cognitive factors that genetically shape the categorical reconstruction of the informational world faced by artificial cognition. This study explores these concepts through the notions of priming, attention, and categorical phasing.
disco: Distributional Synthetic Controls
Authors: Florian Gunsilius, David Van Dijcke
Date: 2025-01-13 00:00:00

The method of synthetic controls is widely used for evaluating causal effects of policy changes in settings with observational data. Often, researchers aim to estimate the causal impact of policy interventions on a treated unit at an aggregate level while also possessing data at a finer granularity. In this article, we introduce the new disco command, which implements the Distributional Synthetic Controls method introduced in Gunsilius (2023). This command allows researchers to construct entire synthetic distributions for the treated unit based on an optimally weighted average of the distributions of the control units. Several aggregation schemes are provided to facilitate clear reporting of the distributional effects of the treatment. The package offers both quantile-based and CDF-based approaches, comprehensive inference procedures via bootstrap and permutation methods, and visualization capabilities. We empirically illustrate the use of the package by replicating the results in Van Dijcke et al. (2024).
Communication-Efficient, 2D Parallel Stochastic Gradient Descent for Distributed-Memory Optimization
Authors: Aditya Devarakonda, Ramakrishnan Kannan
Date: 2025-01-13 00:00:00
Tasks: Binary Classification

Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where communication is more expensive than computation, the scalability and performance of these algorithms are limited by communication cost. This work generalizes prior work on 1D $s$-step SGD and 1D Federated SGD with Averaging (FedAvg) to yield a 2D parallel SGD method (HybridSGD) which attains a continuous performance trade off between the two baseline algorithms. We present theoretical analysis which show the convergence, computation, communication, and memory trade offs between $s$-step SGD, FedAvg, 2D parallel SGD, and other parallel SGD variants. We implement all algorithms in C++ and MPI and evaluate their performance on a Cray EX supercomputing system. Our empirical results show that HybridSGD achieves better convergence than FedAvg at similar processor scales while attaining speedups of $5.3\times$ over $s$-step SGD and speedups up to $121\times$ over FedAvg when used to solve binary classification tasks using the convex, logistic regression model on datasets obtained from the LIBSVM repository.
Synthesis and Analysis of Data as Probability Measures with Entropy-Regularized Optimal Transport
Authors: Brendan Mallery, James M. Murphy, Shuchin Aeron
Date: 2025-01-13 00:00:00

We consider synthesis and analysis of probability measures using the entropy-regularized Wasserstein-2 cost and its unbiased version, the Sinkhorn divergence. The synthesis problem consists of computing the barycenter, with respect to these costs, of reference measures given a set of coefficients belonging to the simplex. The analysis problem consists of finding the coefficients for the closest barycenter in the Wasserstein-2 distance to a given measure. Under the weakest assumptions on the measures thus far in the literature, we compute the derivative of the entropy-regularized Wasserstein-2 cost. We leverage this to establish a characterization of barycenters with respect to the entropy-regularized Wasserstein-2 cost as solutions that correspond to a fixed point of an average of the entropy-regularized displacement maps. This characterization yields a finite-dimensional, convex, quadratic program for solving the analysis problem when the measure being analyzed is a barycenter with respect to the entropy-regularized Wasserstein-2 cost. We show that these coefficients, as well as the value of the barycenter functional, can be estimated from samples with dimension-independent rates of convergence, and that barycentric coefficients are stable with respect to perturbations in the Wasserstein-2 metric. We employ the barycentric coefficients as features for classification of corrupted point cloud data, and show that compared to neural network baselines, our approach is more efficient in small training data regimes.
Pairwise Comparisons without Stochastic Transitivity: Model, Theory and Applications
Authors: Sze Ming Lee, Yunxiao Chen
Date: 2025-01-13 00:00:00

Most statistical models for pairwise comparisons, including the Bradley-Terry (BT) and Thurstone models and many extensions, make a relatively strong assumption of stochastic transitivity. This assumption imposes the existence of an unobserved global ranking among all the players/teams/items and monotone constraints on the comparison probabilities implied by the global ranking. However, the stochastic transitivity assumption does not hold in many real-world scenarios of pairwise comparisons, especially games involving multiple skills or strategies. As a result, models relying on this assumption can have suboptimal predictive performance. In this paper, we propose a general family of statistical models for pairwise comparison data without a stochastic transitivity assumption, substantially extending the BT and Thurstone models. In this model, the pairwise probabilities are determined by a (approximately) low-dimensional skew-symmetric matrix. Likelihood-based estimation methods and computational algorithms are developed, which allow for sparse data with only a small proportion of observed pairs. Theoretical analysis shows that the proposed estimator achieves minimax-rate optimality, which adapts effectively to the sparsity level of the data. The spectral theory for skew-symmetric matrices plays a crucial role in the implementation and theoretical analysis. The proposed method's superiority against the BT model, along with its broad applicability across diverse scenarios, is further supported by simulations and real data analysis.
Deep Generative Clustering with VAEs and Expectation-Maximization
Authors: Michael Adipoetra, Ségolène Martin
Date: 2025-01-13 00:00:00
Tasks: Clustering, Deep Clustering

We propose a novel deep clustering method that integrates Variational Autoencoders (VAEs) into the Expectation-Maximization (EM) framework. Our approach models the probability distribution of each cluster with a VAE and alternates between updating model parameters by maximizing the Evidence Lower Bound (ELBO) of the log-likelihood and refining cluster assignments based on the learned distributions. This enables effective clustering and generation of new samples from each cluster. Unlike existing VAE-based methods, our approach eliminates the need for a Gaussian Mixture Model (GMM) prior or additional regularization techniques. Experiments on MNIST and FashionMNIST demonstrate superior clustering performance compared to state-of-the-art methods.
A User's Guide to $\texttt{KSig}$: GPU-Accelerated Computation of the Signature Kernel
Authors: Csaba Tóth, Danilo Jr Dela Cruz, Harald Oberhauser
Date: 2025-01-13 00:00:00
Tasks: GPU

The signature kernel is a positive definite kernel for sequential and temporal data that has become increasingly popular in machine learning applications due to powerful theoretical guarantees, strong empirical performance, and recently introduced various scalable variations. In this chapter, we give a short introduction to $\texttt{KSig}$, a $\texttt{Scikit-Learn}$ compatible Python package that implements various GPU-accelerated algorithms for computing signature kernels, and performing downstream learning tasks. We also introduce a new algorithm based on tensor sketches which gives strong performance compared to existing algorithms. The package is available at https://github.com/tgcsaba/ksig.
Differentially Private Kernelized Contextual Bandits
Authors: Nikola Pavlovic, Sudeep Salgia, Qing Zhao
Date: 2025-01-13 00:00:00
Tasks: Multi-Armed Bandits

We consider the problem of contextual kernel bandits with stochastic contexts, where the underlying reward function belongs to a known Reproducing Kernel Hilbert Space (RKHS). We study this problem under the additional constraint of joint differential privacy, where the agents needs to ensure that the sequence of query points is differentially private with respect to both the sequence of contexts and rewards. We propose a novel algorithm that improves upon the state of the art and achieves an error rate of $\mathcal{O}\left(\sqrt{\frac{\gamma_T}{T}} + \frac{\gamma_T}{T \varepsilon}\right)$ after $T$ queries for a large class of kernel families, where $\gamma_T$ represents the effective dimensionality of the kernel and $\varepsilon > 0$ is the privacy parameter. Our results are based on a novel estimator for the reward function that simultaneously enjoys high utility along with a low-sensitivity to observed rewards and contexts, which is crucial to obtain an order optimal learning performance with improved dependence on the privacy parameter.
Advancing Single-Snapshot DOA Estimation with Siamese Neural Networks for Sparse Linear Arrays
Authors: Ruxin Zheng, Shunqiao Sun, Hongshan Liu, Yimin D. Zhang
Date: 2025-01-13 00:00:00

Single-snapshot signal processing in sparse linear arrays has become increasingly vital, particularly in dynamic environments like automotive radar systems, where only limited snapshots are available. These arrays are often utilized either to cut manufacturing costs or result from unintended antenna failures, leading to challenges such as high sidelobe levels and compromised accuracy in direction-of-arrival (DOA) estimation. Despite deep learning's success in tasks such as DOA estimation, the need for extensive training data to increase target numbers or improve angular resolution poses significant challenges. In response, this paper presents a novel Siamese neural network (SNN) featuring a sparse augmentation layer, which enhances signal feature embedding and DOA estimation accuracy in sparse arrays. We demonstrate the enhanced DOA estimation performance of our approach through detailed feature analysis and performance evaluation. The code for this study is available at https://github.com/ruxinzh/SNNS_SLA.
Monotone Curve Estimation via Convex Duality
Authors: Tongseok Lim, Kyeongsik Nam, Jinwon Sohn
Date: 2025-01-12 00:00:00

A principal curve serves as a powerful tool for uncovering underlying structures of data through 1-dimensional smooth and continuous representations. On the basis of optimal transport theories, this paper introduces a novel principal curve framework constrained by monotonicity with rigorous theoretical justifications. We establish statistical guarantees for our monotone curve estimate, including expected empirical and generalized mean squared errors, while proving the existence of such estimates. These statistical foundations justify adopting the popular early stopping procedure in machine learning to implement our numeric algorithm with neural networks. Comprehensive simulation studies reveal that the proposed monotone curve estimate outperforms competing methods in terms of accuracy when the data exhibits a monotonic structure. Moreover, through two real-world applications on future prices of copper, gold, and silver, and avocado prices and sales volume, we underline the robustness of our curve estimate against variable transformation, further confirming its effective applicability for noisy and complex data sets. We believe that this monotone curve-fitting framework offers significant potential for numerous applications where monotonic relationships are intrinsic or need to be imposed.
Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments
Authors: Yikun Zhang, Yen-Chi Chen
Date: 2025-01-12 00:00:00
Tasks: Causal Inference

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its derivative function that signals the treatment effect. In this paper, we investigate nonparametric inference on the derivative of the dose-response curve with and without the positivity condition. Under the positivity and other regularity conditions, we propose a doubly robust (DR) inference method for estimating the derivative of the dose-response curve using kernel smoothing. When the positivity condition is violated, we demonstrate the inconsistency of conventional inverse probability weighting (IPW) and DR estimators, and introduce novel bias-corrected IPW and DR estimators. In all settings, our DR estimator achieves asymptotic normality at the standard nonparametric rate of convergence with nonparametric efficiency guarantees. Additionally, our approach reveals an interesting connection to nonparametric support and level set estimation problems. Finally, we demonstrate the applicability of our proposed estimators through simulations and a case study of evaluating a job training program.
Automatic Double Reinforcement Learning in Semiparametric Markov Decision Processes with Applications to Long-Term Causal Inference
Authors: Lars van der Laan, David Hubbard, Allen Tran, Nathan Kallus, Aurélien Bibaut
Date: 2025-01-12 00:00:00
Tasks: Causal Inference, Dimensionality Reduction, Domain Adaptation, Model Selection

Estimating long-term causal effects from short-term data is essential for decision-making in healthcare, economics, and industry, where long-term follow-up is often infeasible. Markov Decision Processes (MDPs) offer a principled framework for modeling outcomes as sequences of states, actions, and rewards over time. We introduce a semiparametric extension of Double Reinforcement Learning (DRL) for statistically efficient, model-robust inference on linear functionals of the Q-function, such as policy values, in infinite-horizon, time-homogeneous MDPs. By imposing semiparametric structure on the Q-function, our method relaxes the strong state overlap assumptions required by fully nonparametric approaches, improving efficiency and stability. To address computational and robustness challenges of minimax nuisance estimation, we develop a novel debiased plug-in estimator based on isotonic Bellman calibration, which integrates fitted Q-iteration with an isotonic regression step. This procedure leverages the Q-function as a data-driven dimension reduction, debiases all linear functionals of interest simultaneously, and enables nonparametric inference without explicit nuisance function estimation. Bellman calibration generalizes isotonic calibration to MDPs and may be of independent interest for prediction in reinforcement learning. Finally, we show that model selection for the Q-function incurs only second-order bias and extend the adaptive debiased machine learning (ADML) framework to MDPs for data-driven learning of semiparametric structure.
Variable Selection Methods for Multivariate, Functional, and Complex Biomedical Data in the AI Age
Authors: Marcos Matabuena
Date: 2025-01-12 00:00:00
Tasks: Additive models, regression, Variable Selection

Many problems within personalized medicine and digital health rely on the analysis of continuous-time functional biomarkers and other complex data structures emerging from high-resolution patient monitoring. In this context, this work proposes new optimization-based variable selection methods for multivariate, functional, and even more general outcomes in metrics spaces based on best-subset selection. Our framework applies to several types of regression models, including linear, quantile, or non parametric additive models, and to a broad range of random responses, such as univariate, multivariate Euclidean data, functional, and even random graphs. Our analysis demonstrates that our proposed methodology outperforms state-of-the-art methods in accuracy and, especially, in speed-achieving several orders of magnitude improvement over competitors across various type of statistical responses as the case of mathematical functions. While our framework is general and is not designed for a specific regression and scientific problem, the article is self-contained and focuses on biomedical applications. In the clinical areas, serves as a valuable resource for professionals in biostatistics, statistics, and artificial intelligence interested in variable selection problem in this new technological AI-era.