Tests of conditional independence (CI) underpin a number of important problems in machine learning and statistics, from causal discovery to evaluation of predictor fairness and out-of-distribution robustness. Shah and Peters (2020) showed that, contrary to the unconditional case, no universally finite-sample valid test can ever achieve nontrivial power. While informative, this result (based on "hiding" dependence) does not seem to explain the frequent practical failures observed with popular CI tests. We investigate the Kernel-based Conditional Independence (KCI) test - of which we show the Generalized Covariance Measure underlying many recent tests is nearly a special case - and identify the major factors underlying its practical behavior. We highlight the key role of errors in the conditional mean embedding estimate for the Type-I error, while pointing out the importance of selecting an appropriate conditioning kernel (not recognized in previous work) as being necessary for good test power but also tending to inflate Type-I error.

Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions. Applying these methods in practice can require discarding valuable data, unnecessarily reducing test power. W e address this long-standing limitation by extending the theory of generalized U-statistics and applying it to the usual MMD estimator, resulting in new characterization of the asymptotic distributions of the MMD estimator with unequal sample sizes (particularly outside the proportional regimes required by previous partial results). This generalization also provides a new criterion for optimizing the power of an MMD test with unequal sample sizes. Our approach preserves all available data, enhancing test accuracy and applicability in realistic settings. Along the way, we give much cleaner characterizations of the variance of MMD estimators, revealing something that might be surprising to those in the area: while zero MMD implies a degenerate estimator, it is sometimes possible to have a degenerate estimator with nonzero MMD as well; we give a construction and a proof that it does not happen in common situations.

In this work, we investigate the existence and effect of percolation in training deep Neural Networks (NNs) with dropout. Dropout methods are regularisation techniques for training NNs, first introduced by G. Hinton et al. (2012). These methods temporarily remove connections in the NN, randomly at each stage of training, and update the remaining subnetwork with Stochastic Gradient Descent (SGD). The process of removing connections from a network at random is similar to percolation, a paradigm model of statistical physics. If dropout were to remove enough connections such that there is no path between the input and output of the NN, then the NN could not make predictions informed by the data. We study new percolation models that mimic dropout in NNs and characterise the relationship between network topology and this path problem. The theory shows the existence of a percolative effect in dropout. We also show that this percolative effect can cause a breakdown when training NNs without biases with dropout; and we argue heuristically that this breakdown extends to NNs with biases.

Satellite data of atmospheric pollutants are often available only at coarse spatial resolution, limiting their applicability in local-scale environmental analysis and decision-making. Spatial downscaling methods aim to transform the coarse satellite data into high-resolution fields. In this work, two widely used deep learning architectures, the super-resolution deep residual network (SRDRN) and the encoder-decoder-based UNet, are considered for spatial downscaling of tropospheric ozone. Both methods are extended with a lightweight temporal module, which encodes observation time using either sinusoidal or radial basis function (RBF) encoding, and fuses the temporal features with the spatial representations in the networks. The proposed time-aware extensions are evaluated against their baseline counterparts in a case study on ozone downscaling over Italy. The results suggest that, while only slightly increasing computational complexity, the temporal modules significantly improve downscaling performance and convergence speed.

Circuits in the brain commonly exhibit modular architectures that factorise complex tasks, resulting in the ability to compositionally generalise and reduce catastrophic forgetting. In contrast, artificial neural networks (ANNs) appear to mix all processing, because modular solutions are difficult to find as they are vanishing subspaces in the space of possible solutions. Here, we draw inspiration from fault-tolerant computation and the Poisson-like firing of real neurons to show that activity-dependent neural noise, combined with nonlinear neural responses, drives the emergence of solutions that reflect an accurate understanding of modular tasks, corresponding to acquisition of a correct world model. We find that noise-driven modularisation can be recapitulated by a deterministic regulariser that multiplicatively combines weights and activations, revealing rich phenomenology not captured in linear networks or by standard regularisation methods. Though the emergence of modular structure requires sufficiently many training samples (exponential in the number of modular task dimensions), we show that pre-modularised ANNs exhibit superior noise-robustness and the ability to generalise and extrapolate well beyond training data, compared to ANNs without such inductive biases. Together, our work demonstrates a regulariser and architectures that could encourage modularity emergence to yield functional benefits.

Kernel density estimation is a key component of a wide variety of algorithms in machine learning, Bayesian inference, stochastic dynamics and signal processing. However, the unsupervised density estimation technique requires tuning a crucial hyperparameter: the kernel bandwidth. The choice of bandwidth is critical as it controls the bias-variance trade-off by over- or under-smoothing the topological features. Topological data analysis provides methods to mathematically quantify topological characteristics, such as connected components, loops, voids et cetera, even in high dimensions where visualization of density estimates is impossible. In this paper, we propose an unsupervised learning approach using a topology-based loss function for the automated and unsupervised selection of the optimal bandwidth and benchmark it against classical techniques -- demonstrating its potential across different dimensions.

Surrogate models (including deep neural networks and other machine learning algorithms in supervised learning) are capable of approximating arbitrarily complex, high-dimensional input-output problems in science and engineering, but require a thorough data-agnostic uncertainty quantification analysis before these can be deployed for any safety-critical application. The standard approach for data-agnostic uncertainty quantification is to use conformal prediction (CP), a well-established framework to build uncertainty models with proven statistical guarantees that do not assume any shape for the error distribution of the surrogate model. However, since the classic statistical guarantee offered by CP is given in terms of bounds for the marginal coverage, for small calibration set sizes (which are frequent in realistic surrogate modelling that aims to quantify error at different regions), the potentially strong dispersion of the coverage distribution around its average negatively impacts the relevance of the uncertainty model's statistical guarantee, often obtaining coverages below the expected value, resulting in a less applicable framework. After providing a gentle presentation of uncertainty quantification for surrogate models for machine learning practitioners, in this paper we bridge the gap by proposing a new statistical guarantee that offers probabilistic information for the coverage of a single conformal predictor. We show that the proposed framework converges to the standard solution offered by CP for large calibration set sizes and, unlike the classic guarantee, still offers relevant information about the coverage of a conformal predictor for small data sizes. We validate the methodology in a suite of examples, and implement an open access software solution that can be used alongside common conformal prediction libraries to obtain uncertainty models that fulfil the new guarantee.

Machine learning on graphs has recently achieved impressive progress in various domains, including molecular property prediction and chip design. However, benchmarking practices remain fragmented, often relying on narrow, task-specific datasets and inconsistent evaluation protocols, which hampers reproducibility and broader progress. To address this, we introduce GraphBench, a comprehensive benchmarking suite that spans diverse domains and prediction tasks, including node-level, edge-level, graph-level, and generative settings. GraphBench provides standardized evaluation protocols -- with consistent dataset splits and performance metrics that account for out-of-distribution generalization -- as well as a unified hyperparameter tuning framework. Additionally, we benchmark GraphBench using message-passing neural networks and graph transformer models, providing principled baselines and establishing a reference performance. See www.graphbench.io for further details.

We study the problem of excess risk evaluation for empirical risk minimization (ERM) under general convex loss functions. Our contribution is an efficient refitting procedure that computes the excess risk and provides high-probability upper bounds under the fixed-design setting. Assuming only black-box access to the training algorithm and a single dataset, we begin by generating two sets of artificially modified pseudo-outcomes--termed wild responses--created by stochastically perturbing the gradient vectors with carefully chosen scaling. Using these two pseudo-labeled datasets, we then refit the black-box procedure twice to obtain two corresponding wild predictors. Finally, leveraging the original predictor, the two wild predictors, and the constructed wild responses, we derive an efficient excess-risk upper bound. A key feature of our analysis is that it requires no prior knowledge of the complexity of the underlying function class. As a result, the method is essentially model-free and holds significant promise for theoretically evaluating modern opaque machine learning systems--such as deep neural networks and generative models--where traditional capacity-based learning theory becomes infeasible due to the extreme complexity of the hypothesis class.

This material may not be published, broadcast, rewritten, or redistributed. Quotes displayed in real-time or delayed by at least 15 minutes. Market data provided by Factset . Powered and implemented by FactSet Digital Solutions . Mutual Fund and ETF data provided by Refinitiv Lipper .