The field of Machine Learning has changed significantly since the 1970s. However, its most basic principle, Empirical Risk Minimization (ERM), remains unchanged. We propose Functional Risk Minimization~(FRM), a general framework where losses compare functions rather than outputs. This results in better performance in supervised, unsupervised, and RL experiments. In the FRM paradigm, for each data point $(x_i,y_i)$ there is function $f_{\theta_i}$ that fits it: $y_i = f_{\theta_i}(x_i)$. This allows FRM to subsume ERM for many common loss functions and to capture more realistic noise processes. We also show that FRM provides an avenue towards understanding generalization in the modern over-parameterized regime, as its objective can be framed as finding the simplest model that fits the training data.

Mobile edge computing (MEC) has empowered mobile devices (MDs) in supporting artificial intelligence (AI) applications through collaborative efforts with proximal MEC servers. Unfortunately, despite the great promise of device-edge cooperative AI inference, data privacy becomes an increasing concern. In this paper, we develop a privacy-aware multi-device cooperative edge inference system for classification tasks, which integrates a distributed bidding mechanism for the MEC server's computational resources. Intermediate feature compression is adopted as a principled approach to minimize data privacy leakage. To determine the bidding values and feature compression ratios in a distributed fashion, we formulate a decentralized partially observable Markov decision process (DEC-POMDP) model, for which, a multi-agent deep deterministic policy gradient (MADDPG)-based algorithm is developed. Simulation results demonstrate the effectiveness of the proposed algorithm in privacy-preserving cooperative edge inference. Specifically, given a sufficient level of data privacy protection, the proposed algorithm achieves 0.31-0.95% improvements in classification accuracy compared to the approach being agnostic to the wireless channel conditions. The performance is further enhanced by 1.54-1.67% by considering the difficulties of inference data.

Deep learning has proven to be a suitable alternative to least-squares (LSQ) fitting for parameter estimation in various quantitative MRI (QMRI) models. However, current deep learning implementations are not robust to changes in MR acquisition protocols. In practice, QMRI acquisition protocols differ substantially between different studies and clinical settings. The lack of generalizability and adoptability of current deep learning approaches for QMRI parameter estimation impedes the implementation of these algorithms in clinical trials and clinical practice. Neural Controlled Differential Equations (NCDEs) allow for the sampling of incomplete and irregularly sampled data with variable length, making them ideal for use in QMRI parameter estimation. In this study, we show that NCDEs can function as a generic tool for the accurate prediction of QMRI parameters, regardless of QMRI sequence length, configuration of independent variables and QMRI forward model (variable flip angle T1-mapping, intravoxel incoherent motion MRI, dynamic contrast-enhanced MRI). NCDEs achieved lower mean squared error than LSQ fitting in low-SNR simulations and in vivo in challenging anatomical regions like the abdomen and leg, but this improvement was no longer evident at high SNR. NCDEs reduce estimation error interquartile range without increasing bias, particularly under conditions of high uncertainty. These findings suggest that NCDEs offer a robust approach for reliable QMRI parameter estimation, especially in scenarios with high uncertainty or low image quality. We believe that with NCDEs, we have solved one of the main challenges for using deep learning for QMRI parameter estimation in a broader clinical and research setting.

Exploration in cooperative multi-agent reinforcement learning (MARL) remains challenging for value-based agents due to the absence of an explicit policy. Existing approaches include individual exploration based on uncertainty towards the system and collective exploration through behavioral diversity among agents. However, the introduction of additional structures often leads to reduced training efficiency and infeasible integration of these methods. In this paper, we propose Adaptive exploration via Identity Recognition (AIR), which consists of two adversarial components: a classifier that recognizes agent identities from their trajectories, and an action selector that adaptively adjusts the mode and degree of exploration. We theoretically prove that AIR can facilitate both individual and collective exploration during training, and experiments also demonstrate the efficiency and effectiveness of AIR across various tasks.

Contaminant observations and outliers often cause problems when estimating the parameters of cognitive models, which are statistical models representing cognitive processes. In this study, we test and improve the robustness of parameter estimation using amortized Bayesian inference (ABI) with neural networks. To this end, we conduct systematic analyses on a toy example and analyze both synthetic and real data using a popular cognitive model, the Drift Diffusion Models (DDM). First, we study the sensitivity of ABI to contaminants with tools from robust statistics: the empirical influence function and the breakdown point. Next, we propose a data augmentation or noise injection approach that incorporates a contamination distribution into the data-generating process during training. We examine several candidate distributions and evaluate their performance and cost in terms of accuracy and efficiency loss relative to a standard estimator. Introducing contaminants from a Cauchy distribution during training considerably increases the robustness of the neural density estimator as measured by bounded influence functions and a much higher breakdown point. Overall, the proposed method is straightforward and practical to implement and has a broad applicability in fields where outlier detection or removal is challenging.

Recent advances in data collection technology, accompanied by the ever-rising volume and velocity of streaming data, underscore the vital need for time series analytics. In this regard, time-series anomaly detection has been an important activity, entailing various applications in fields such as cyber security, financial markets, law enforcement, and health care. While traditional literature on anomaly detection is centered on statistical measures, the increasing number of machine learning algorithms in recent years call for a structured, general characterization of the research methods for time-series anomaly detection. This survey groups and summarizes anomaly detection existing solutions under a process-centric taxonomy in the time series context. In addition to giving an original categorization of anomaly detection methods, we also perform a meta-analysis of the literature and outline general trends in time-series anomaly detection research.

We propose a decentralized, learning-based framework for dynamic coalition formation in Multi-Robot Task Allocation (MRTA). Our approach extends Multi-Agent Proximal Policy Optimization (MAPPO) by incorporating spatial action maps, robot motion control, task allocation revision, and intention sharing to enable effective coalition formation. Extensive simulations demonstrate that our model significantly outperforms existing methods, including a market-based baseline. Furthermore, we assess the scalability and generalizability of the proposed framework, highlighting its ability to handle large robot populations and adapt to diverse task allocation environments.

The financial industry is increasingly seeking robust methods to address the challenges posed by data scarcity and low signal-to-noise ratios, which limit the application of deep learning techniques in stock market analysis. This paper presents two innovative generative model-based approaches to synthesize stock data, specifically tailored for different scenarios within the A-share market in China. The first method, a sector-based synthesis approach, enhances the signal-to-noise ratio of stock data by classifying the characteristics of stocks from various sectors in China's A-share market. This method employs an Approximate Non-Local Total Variation algorithm to smooth the generated data, a bandpass filtering method based on Fourier Transform to eliminate noise, and Denoising Diffusion Implicit Models to accelerate sampling speed. The second method, a recursive stock data synthesis approach based on pattern recognition, is designed to synthesize data for stocks with short listing periods and limited comparable companies. It leverages pattern recognition techniques and Markov models to learn and generate variable-length stock sequences, while introducing a sub-time-level data augmentation method to alleviate data scarcity issues.We validate the effectiveness of these methods through extensive experiments on various datasets, including those from the main board, STAR Market, Growth Enterprise Market Board, Beijing Stock Exchange, NASDAQ, NYSE, and AMEX. The results demonstrate that our synthesized data not only improve the performance of predictive models but also enhance the signal-to-noise ratio of individual stock signals in price trading strategies. Furthermore, the introduction of sub-time-level data significantly improves the quality of synthesized data.

Understanding the traffic dynamics in networks is a core capability for automated systems to monitor and analyze networking behaviors, reducing expensive human efforts and economic risks through tasks such as traffic classification, congestion prediction, and attack detection. However, it is still challenging to accurately model network traffic with machine learning approaches in an efficient and broadly applicable manner. Task-specific models trained from scratch are used for different networking applications, which limits the efficiency of model development and generalization of model deployment. Furthermore, while networking data is abundant, high-quality task-specific labels are often insufficient for training individual models. Large-scale self-supervised learning on unlabeled data provides a natural pathway for tackling these challenges. We propose to pre-train a general-purpose machine learning model to capture traffic dynamics with only traffic data from NetFlow records, with the goal of fine-tuning for different downstream tasks with small amount of labels. Our presented NetFlowGen framework goes beyond a proof-of-concept for network traffic pre-training and addresses specific challenges such as unifying network feature representations, learning from large unlabeled traffic data volume, and testing on real downstream tasks in DDoS attack detection. Experiments demonstrate promising results of our pre-training framework on capturing traffic dynamics and adapting to different networking tasks.

Time series, as one of the most fundamental representations of sequential data, has been extensively studied across diverse disciplines, including computer science, biology, geology, astronomy, and environmental sciences. The advent of advanced sensing, storage, and networking technologies has resulted in high-dimensional time-series data, however, posing significant challenges for analyzing latent structures over extended temporal scales. Time-series clustering, an established unsupervised learning strategy that groups similar time series together, helps unveil hidden patterns in these complex datasets. In this survey, we trace the evolution of time-series clustering methods from classical approaches to recent advances in neural networks. While previous surveys have focused on specific methodological categories, we bridge the gap between traditional clustering methods and emerging deep learning-based algorithms, presenting a comprehensive, unified taxonomy for this research area. This survey highlights key developments and provides insights to guide future research in time-series clustering.