Industry
Gradient Boosting for Spatial Panel Models with Random and Fixed Effects
Balzer, Michael, Benlahlou, Adhen
Due to the increase in data availability in urban and regional studies, various spatial panel models have emerged to model spatial panel data, which exhibit spatial patterns and spatial dependencies between observations across time. Although estimation is usually based on maximum likelihood or generalized method of moments, these methods may fail to yield unique solutions if researchers are faced with high-dimensional settings. This article proposes a model-based gradient boosting algorithm, which enables estimation with interpretable results that is feasible in low- and high-dimensional settings. Due to its modular nature, the flexible model-based gradient boosting algorithm is suitable for a variety of spatial panel models, which can include random and fixed effects. The general framework also enables data-driven model and variable selection as well as implicit regularization where the bias-variance trade-off is controlled for, thereby enhancing accuracy of prediction on out-of-sample spatial panel data. Monte Carlo experiments concerned with the performance of estimation and variable selection confirm proper functionality in low- and high-dimensional settings while real-world applications including non-life insurance in Italian districts, rice production in Indonesian farms and life expectancy in German districts illustrate the potential application.
Understanding the geometry of deep learning with decision boundary volume
Burfitt, Matthew, Brodzki, Jacek, Dลotko, Pawel
For classification tasks, the performance of a deep neural network is determined by the structure of its decision boundary, whose geometry directly affects essential properties of the model, including accuracy and robustness. Motivated by a classical tube formula due to Weyl, we introduce a method to measure the decision boundary of a neural network through local surface volumes, providing a theoretically justifiable and efficient measure enabling a geometric interpretation of the effectiveness of the model applicable to the high dimensional feature spaces considered in deep learning. A smaller surface volume is expected to correspond to lower model complexity and better generalisation. We verify, on a number of image processing tasks with convolutional architectures that decision boundary volume is inversely proportional to classification accuracy. Meanwhile, the relationship between local surface volume and generalisation for fully connected architecture is observed to be less stable between tasks. Therefore, for network architectures suited to a particular data structure, we demonstrate that smoother decision boundaries lead to better performance, as our intuition would suggest.
Robust Sequential Tracking via Bounded Information Geometry and Non-Parametric Field Actions
Standard sequential inference architectures are compromised by a normalizability crisis when confronted with extreme, structured outliers. By operating on unbounded parameter spaces, state-of-the-art estimators lack the intrinsic geometry required to appropriately sever anomalies, resulting in unbounded covariance inflation and mean divergence. This paper resolves this structural failure by analyzing the abstraction sequence of inference at the meta-prior level (S_2). We demonstrate that extremizing the action over an infinite-dimensional space requires a non-parametric field anchored by a pre-prior, as a uniform volume element mathematically does not exist. By utilizing strictly invariant Delta (or ฮฝ) Information Separations on the statistical manifold, we physically truncate the infinite tails of the spatial distribution. When evaluated as a Radon-Nikodym derivative against the base measure, the active parameter space compresses into a strictly finite, normalizable probability droplet. Empirical benchmarks across three domains--LiDAR maneuvering target tracking, high-frequency cryptocurrency order flow, and quantum state tomography--demonstrate that this bounded information geometry analytically truncates outliers, ensuring robust estimation without relying on infinite-tailed distributional assumptions.
Do Diffusion Models Dream of Electric Planes? Discrete and Continuous Simulation-Based Inference for Aircraft Design
Ghiglino, Aurelien, Elenius, Daniel, Roy, Anirban, Kaur, Ramneet, Acharya, Manoj, Samplawski, Colin, Matejek, Brian, Jha, Susmit, Alonso, Juan, Cobb, Adam
In this paper, we generate conceptual engineering designs of electric vertical take-off and landing (eVTOL) aircraft. We follow the paradigm of simulation-based inference (SBI), whereby we look to learn a posterior distribution over the full eVTOL design space. To learn this distribution, we sample over discrete aircraft configurations (topologies) and their corresponding set of continuous parameters. Therefore, we introduce a hierarchical probabilistic model consisting of two diffusion models. The first model leverages recent work on Riemannian Diffusion Language Modeling (RDLM) and Unified World Models (UWMs) to enable us to sample topologies from a discrete and continuous space. For the second model we introduce a masked diffusion approach to sample the corresponding parameters conditioned on the topology. Our approach rediscovers known trends and governing physical laws in aircraft design, while significantly accelerating design generation.
IQP Born Machines under Data-dependent and Agnostic Initialization Strategies
Lerch, Sacha, Bowles, Joseph, Puig, Ricard, Armengol, Erik, Holmes, Zoรซ, Thanasilp, Supanut
Quantum circuit Born machines based on instantaneous quantum polynomial-time (IQP) circuits are natural candidates for quantum generative modeling, both because of their probabilistic structure and because IQP sampling is provably classically hard in certain regimes. Recent proposals focus on training IQP-QCBMs using Maximum Mean Discrepancy (MMD) losses built from low-body Pauli-$Z$ correlators, but the effect of initialization on the resulting optimization landscape remains poorly understood. In this work, we address this by first proving that the MMD loss landscape suffers from barren plateaus for random full-angle-range initializations of IQP circuits. We then establish lower bounds on the loss variance for identity and an unbiased data-agnostic initialization. We then additionally consider a data-dependent initialization that is better aligned with the target distribution and, under suitable assumptions, yields provable gradients and generally converges quicker to a good minimum (as indicated by our training of circuits with 150 qubits on genomic data). Finally, as a by-product, the developed variance lower bound framework is applicable to a general class of non-linear losses, offering a broader toolset for analyzing warm-starts in quantum machine learning.
BrainCast: A Spatio-Temporal Forecasting Model for Whole-Brain fMRI Time Series Prediction
Gao, Yunlong, Yang, Jinbo, Xiao, Li, Huo, Haiye, Ji, Yang, Wang, Hao, Zhang, Aiying, Wang, Yu-Ping
Functional magnetic resonance imaging (fMRI) enables noninvasive investigation of brain function, while short clinical scan durations, arising from human and non-human factors, usually lead to reduced data quality and limited statistical power for neuroimaging research. In this paper, we propose BrainCast, a novel spatio-temporal forecasting framework specifically tailored for whole-brain fMRI time series forecasting, to extend informative fMRI time series without additional data acquisition. It formulates fMRI time series forecasting as a multivariate time series prediction task and jointly models temporal dynamics within regions of interest (ROIs) and spatial interactions across ROIs. Specifically, BrainCast integrates a Spatial Interaction Awareness module to characterize inter-ROI dependencies via embedding every ROI time series as a token, a Temporal Feature Refinement module to capture intrinsic neural dynamics within each ROI by enhancing both low- and high-energy temporal components of fMRI time series at the ROI level, and a Spatio-temporal Pattern Alignment module to combine spatial and temporal representations for producing informative whole-brain features. Experimental results on resting-state and task fMRI datasets from the Human Connectome Project demonstrate the superiority of BrainCast over state-of-the-art time series forecasting baselines. Moreover, fMRI time series extended by BrainCast improve downstream cognitive ability prediction, highlighting the clinical and neuroscientific impact brought by whole-brain fMRI time series forecasting in scenarios with restricted scan durations.
An Interpretable and Stable Framework for Sparse Principal Component Analysis
Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on variables and does not account for differences in variable importance, which may lead to unstable performance in highly noisy or structurally complex settings. We propose SP-SPCA, a method that introduces a single equilibrium parameter into the regularization framework to adaptively adjust variable penalties. This modification of the L2 penalty provides flexible control over the trade-off between sparsity and explained variance while maintaining computational efficiency. Simulation studies show that the proposed method consistently outperforms standard sparse principal component methods in identifying sparse loading patterns, filtering noise variables, and preserving cumulative variance, especially in high-dimensional and noisy settings. Empirical applications to crime and financial market data further demonstrate its practical utility. In real data analyses, the method selects fewer but more relevant variables, thereby reducing model complexity while maintaining explanatory power. Overall, the proposed approach offers a robust and efficient alternative for sparse modeling in complex high-dimensional data, with clear advantages in stability, feature selection, and interpretability
A Hybrid Tsallis-Polarization Impurity Measure for Decision Trees: Theoretical Foundations and Empirical Evaluation
Lansiaux, Edouard, Jairi, Idriss, Zgaya-Biau, Hayfa
We introduce the Integrated Tsallis Combination (ITC), a hybrid impurity measure for decision tree learning that combines normalized Tsallis entropy with an exponential polarization component. While many existing measures sacrifice theoretical soundness for computational efficiency or vice versa, ITC provides a mathematically principled framework that balances both aspects. The core innovation lies in the complementarity between Tsallis entropy's information-theoretic foundations and the polarization component's sensitivity to distributional asymmetry. We establish key theoretical properties-concavity under explicit parameter conditions, proper boundary conditions, and connections to classical measures-and provide a rigorous justification for the hybridization strategy. Through an extensive comparative evaluation on seven benchmark datasets comparing 23 impurity measures with five-fold repetition, we show that simple parametric measures (Tsallis $ฮฑ=0.5$) achieve the highest average accuracy ($91.17\%$), while ITC variants yield competitive results ($88.38-89.16\%$) with strong theoretical guarantees. Statistical analysis (Friedman test: $ฯ^2=3.89$, $p=0.692$) reveals no significant global differences among top performers, indicating practical equivalence for many applications. ITC's value resides in its solid theoretical grounding-proven concavity under suitable conditions, flexible parameterization ($ฮฑ$, $ฮฒ$, $ฮณ$), and computational efficiency $O(K)$-making it a rigorous, generalizable alternative when theoretical guarantees are paramount. We provide guidelines for measure selection based on application priorities and release an open-source implementation to foster reproducibility and further research.
Locally Linear Continual Learning for Time Series based on VC-Theoretical Generalization Bounds
Ferreira, Yan V. G., Lima, Igor B., S., Pedro H. G. Mapa, Campos, Felipe V., Braga, Antonio P.
Most machine learning methods assume fixed probability distributions, limiting their applicability in nonstationary real-world scenarios. While continual learning methods address this issue, current approaches often rely on black-box models or require extensive user intervention for interpretability. We propose SyMPLER (Systems Modeling through Piecewise Linear Evolving Regression), an explainable model for time series forecasting in nonstationary environments based on dynamic piecewise-linear approximations. Unlike other locally linear models, SyMPLER uses generalization bounds from Statistical Learning Theory to automatically determine when to add new local models based on prediction errors, eliminating the need for explicit clustering of the data. Experiments show that SyMPLER can achieve comparable performance to both black-box and existing explainable models while maintaining a human-interpretable structure that reveals insights about the system's behavior. In this sense, our approach conciliates accuracy and interpretability, offering a transparent and adaptive solution for forecasting nonstationary time series.
RFX-Fuse: Breiman and Cutler's Unified ML Engine + Native Explainable Similarity
Breiman and Cutler's original Random Forest was designed as a unified ML engine -- not merely an ensemble predictor. Their implementation included classification, regression, unsupervised learning, proximity-based similarity, outlier detection, missing value imputation, and visualization -- capabilities that modern libraries like scikit-learn never implemented. RFX-Fuse (Random Forests X [X=compression] -- Forest Unified Learning and Similarity Engine) delivers Breiman and Cutler's complete vision with native GPU/CPU support. Modern ML pipelines require 5+ separate tools -- XGBoost for prediction, FAISS for similarity, SHAP for explanations, Isolation Forest for outliers, custom code for importance. RFX-Fuse provides a 1 to 2 model object alternative -- a single set of trees grown once. Novel Contributions: (1) Proximity Importance -- native explainable similarity: proximity measures that samples are similar; proximity importance explains why. (2) Dataset-specific imputation validation for general tabular data -- ranking imputation methods by how real the imputed data looks, without ground truth labels.