--We present a comparative study of different probabilistic forecasting techniques on the task of predicting the electrical load of secondary substations and cabinets located in a low voltage distribution grid, as well as their aggregated power profile. The methods are evaluated using standard KPIs for deterministic and probabilistic forecasts. We also compare the ability of different hierarchical techniques in improving the bottom level forecasters' performances. Both the raw and cleaned datasets, including meteorological data, are made publicly available to provide a standard benchmark for evaluating forecasting algorithms for demand-side management applications. The increasing monitoring capacity in low voltage (L V) and medium voltage (MV) distribution systems allows operators to gather power measurements from different levels of aggregation within the power grid. For instance, smart meters provide measurements from single households or buildings, dedicated power meters or phasor measurement units from secondary substations, and remote terminal units from primary substations at the interface between distribution and (sub)transmission systems. E.g., in a radial distribution system, the power flow at the grid connection point is, at the net of grid losses, the sum of the downstream elements. In the case of forecasts, however, the forecasted top-level series computed by using the information at that level of aggregation does not necessarily correspond to the sum of the bottom-level forecasts, thus invalidating the principle of hierarchy.

We propose a novel defense against all existing gradient based adversarial attacks on deep neural networks for image classification problems. Our defense is based on a combination of deep neural networks and simple image transformations. While straight forward in implementation, this defense yields a unique security property which we term buffer zones. In this paper, we formalize the concept of buffer zones. We argue that our defense based on buffer zones is secure against state-of-the-art black box attacks. We are able to achieve this security even when the adversary has access to the {\em entire} original training data set and unlimited query access to the defense. We verify our security claims through experimentation using FashionMNIST, CIFAR-10 and CIFAR-100. We demonstrate $<10\%$ attack success rate -- significantly lower than what other well-known defenses offer -- at only a price of a 15-20\% drop in clean accuracy. By using a new intuitive metric we explain why this trade-off offers a significant improvement over prior work.

The objective of the present paper is to study the Popularity Adjusted Block Model (PABM) in the sparse setting. Unlike in other block models, the flexibility of PABM allows to set some of the connection probabilities to zero while maintaining the rest of the probabilities non-negligible, leading to the Sparse Popularity Adjusted Block Model (SPABM). The latter reduces the size of parameter set and leads to improved precision of estimation and clustering. The theory is complemented by the simulation study and real data examples.

While generative models have shown great success in generating high-dimensional samples conditional on low-dimensional descriptors (learning e.g. stroke thickness in MNIST, hair color in CelebA, or speaker identity in Wavenet), their generation out-of-sample poses fundamental problems. The conditional variational autoencoder (CVAE) as a simple conditional generative model does not explicitly relate conditions during training and, hence, has no incentive of learning a compact joint distribution across conditions. We overcome this limitation by matching their distributions using maximum mean discrepancy (MMD) in the decoder layer that follows the bottleneck. This introduces a strong regularization both for reconstructing samples within the same condition and for transforming samples across conditions, resulting in much improved generalization. We refer to the architecture as \emph{transformer} VAE (trVAE). Benchmarking trVAE on high-dimensional image and tabular data, we demonstrate higher robustness and higher accuracy than existing approaches. In particular, we show qualitatively improved predictions for cellular perturbation response to treatment and disease based on high-dimensional single-cell gene expression data, by tackling previously problematic minority classes and multiple conditions. For generic tasks, we improve Pearson correlations of high-dimensional estimated means and variances with their ground truths from 0.89 to 0.97 and 0.75 to 0.87, respectively.

Precision medicine is becoming a focus in medical research recently, as its implementation brings values to all stakeholders in the healthcare system. Various statistical methodologies have been developed tackling problems in different aspects of this field, e.g., assessing treatment heterogeneity, identifying patient subgroups, or building treatment decision models. However, there is a lack of new tools devoted to selecting and prioritizing predictive biomarkers. We propose a novel tree-based ensemble method, random interaction forest (RIF), to generate predictive importance scores and prioritize candidate biomarkers for constructing refined treatment decision models. RIF was evaluated by comparing with the conventional random forest and univariable regression methods and showed favorable properties under various simulation scenarios. We applied the proposed RIF method to a biomarker dataset from two phase III clinical trials of bezlotoxumab on $\textit{Clostridium difficile}$ infection recurrence and obtained biologically meaningful results.

--Graph representation learning, aiming to learn low-dimensional representations which capture the geometric dependencies between nodes in the original graph, has gained increasing popularity in a variety of graph analysis tasks, including node classification and link prediction. Existing representation learning methods based on graph neural networks and their variants rely on the aggregation of neighborhood information, which makes it sensitive to noises in the graph, e.g. In this paper, we propose Graph Denoising Policy Network (short for GDPNet) to learn robust representations from noisy graph data through reinforcement learning. GDPNet first selects signal neighborhoods for each node, and then aggregates the information from the selected neighborhoods to learn node representations for the downstream tasks. Specifically, in the signal neighborhood selection phase, GDPNet optimizes the neighborhood for each target node by formulating the process of removing noisy neighborhoods as a Markov decision process and learning a policy with task-specific rewards received from the representation learning phase. In the representation learning phase, GDPNet aggregates features from signal neighbors to generate node representations for downstream tasks, and provides task-specific rewards to the signal neighbor selection phase. These two phases are jointly trained to select optimal sets of neighbors for target nodes with maximum cumulative task-specific rewards, and to learn robust representations for nodes. Note that GDPNet is naturally an inductive model which can leverage both graph structure and the associated node feature information to efficiently generate representations for unseen nodes. Experimental results on node classification task demonstrate the effectiveness of GDNet, outperforming the state-of-the-art graph representation learning methods on several well-studied datasets. Additionally, we show that, with a carefully designed reward function, GDPNet is mathematically equivalent to solving the submodular maximizing problem, which theoretically guarantees the best approximation to the optimal solution with GDPNet.

Recent advances in pre-training huge models on large amounts of text through self supervision have obtained state-of-the-art results in various natural language processing tasks. However, these huge and expensive models are difficult to use in practise for downstream tasks. Some recent efforts use knowledge distillation to compress these models. However, we see a gap between the performance of the smaller student models as compared to that of the large teacher. In this work, we leverage large amounts of in-domain unlabeled transfer data in addition to a limited amount of labeled training instances to bridge this gap. We show that simple RNN based student models even with hard distillation can perform at par with the huge teachers given the transfer set. The student performance can be further improved with soft distillation and leveraging teacher intermediate representations. We show that our student models can compress the huge teacher by up to 26x while still matching or even marginally exceeding the teacher performance in low-resource settings with small amount of labeled data.

Network data is prevalent in many contemporary big data applications in which a common interest is to unveil important latent links between different pairs of nodes. Yet a simple fundamental question of how to precisely quantify the statistical uncertainty associated with the identification of latent links still remains largely unexplored. In this paper, we propose the method of statistical inference on membership profiles in large networks (SIMPLE) in the setting of degree-corrected mixed membership model, where the null hypothesis assumes that the pair of nodes share the same profile of community memberships. In the simpler case of no degree heterogeneity, the model reduces to the mixed membership model for which an alternative more robust test is also proposed. Both tests are of the Hotelling-type statistics based on the rows of empirical eigenvectors or their ratios, whose asymptotic covariance matrices are very challenging to derive and estimate. Nevertheless, their analytical expressions are unveiled and the unknown covariance matrices are consistently estimated. Under some mild regularity conditions, we establish the exact limiting distributions of the two forms of SIMPLE test statistics under the null hypothesis and contiguous alternative hypothesis. They are the chi-square distributions and the noncentral chi-square distributions, respectively, with degrees of freedom depending on whether the degrees are corrected or not. We also address the important issue of estimating the unknown number of communities and establish the asymptotic properties of the associated test statistics. The advantages and practical utility of our new procedures in terms of both size and power are demonstrated through several simulation examples and real network applications.

Scenario discovery is the process of finding areas of interest, commonly referred to as scenarios, in data spaces resulting from simulations. For instance, one might search for conditions - which are inputs of the simulation model - where the system under investigation is unstable. A commonly used algorithm for scenario discovery is PRIM. It yields scenarios in the form of hyper-rectangles which are human-comprehensible. When the simulation model has many inputs, and the simulations are computationally expensive, PRIM may not produce good results, given the affordable volume of data. So we propose a new procedure for scenario discovery - we train an intermediate statistical model which generalizes fast, and use it to label (a lot of) data for PRIM. We provide the statistical intuition behind our idea. Our experimental study shows that this method is much better than PRIM itself. Specifically, our method reduces the number of simulations runs necessary by 75% on average.

Gradient-based meta-learning has proven to be highly effective at learning model initializations, representations, and update rules that allow fast adaptation from a few samples. The core idea behind these approaches is to use fast adaptation and generalization -- two second-order metrics -- as training signals on a meta-training dataset. However, little attention has been given to other possible second-order metrics. In this paper, we investigate a different training signal -- robustness to catastrophic interference -- and demonstrate that representations learned by directing minimizing interference are more conducive to incremental learning than those learned by just maximizing fast adaptation.