Learning Graphical Models
Flow Matching with General Discrete Paths: A Kinetic-Optimal Perspective
Shaul, Neta, Gat, Itai, Havasi, Marton, Severo, Daniel, Sriram, Anuroop, Holderrieth, Peter, Karrer, Brian, Lipman, Yaron, Chen, Ricky T. Q.
The design space of discrete-space diffusion or flow generative models are significantly less well-understood than their continuous-space counterparts, with many works focusing only on a simple masked construction. In this work, we aim to take a holistic approach to the construction of discrete generative models based on continuous-time Markov chains, and for the first time, allow the use of arbitrary discrete probability paths, or colloquially, corruption processes. Through the lens of optimizing the symmetric kinetic energy, we propose velocity formulas that can be applied to any given probability path, completely decoupling the probability and velocity, and giving the user the freedom to specify any desirable probability path based on expert knowledge specific to the data domain. Furthermore, we find that a special construction of mixture probability paths optimizes the symmetric kinetic energy for the discrete case. We find that we can outperform the mask construction even in text with kinetic-optimal mixture paths, while we can make use of domain-specific constructions of the probability path over the visual domain. Generative models over discrete spaces have not seen as much progress on the methodology side compared to continuous-space counterparts. For the most part, applications such as large language modeling rely solely on autoregressive models (Radford et al., 2019; Bommasani et al., 2021). The simplicity of autoregressive modeling has also motivated people to use them for multimodal generation, where other modalities, such as images and videos, are tokenized and modeled within an autoregressive framework (Van den Oord et al., 2016; Team, 2024; Sun et al., 2024). A promising framework that brings iterative refinement to the discrete case is to consider the use of Markov chains within a dynamical generative framework.
Multi-Action Restless Bandits with Weakly Coupled Constraints: Simultaneous Learning and Control
Fu, Jing, Moran, Bill, Niño-Mora, José
We study a system with finitely many groups of multi-action bandit processes, each of which is a Markov decision process (MDP) with finite state and action spaces and potentially different transition matrices when taking different actions. The bandit processes of the same group share the same state and action spaces and, given the same action that is taken, the same transition matrix. All the bandit processes across various groups are subject to multiple weakly coupled constraints over their state and action variables. Unlike the past studies that focused on the offline case, we consider the online case without assuming full knowledge of transition matrices and reward functions a priori and propose an effective scheme that enables simultaneous learning and control. We prove the convergence of the relevant processes in both the timeline and the number of the bandit processes, referred to as the convergence in the time and the magnitude dimensions. Moreover, we prove that the relevant processes converge exponentially fast in the magnitude dimension, leading to exponentially diminishing performance deviation between the proposed online algorithms and offline optimality. Jing Fu is with Department of Electrical and Electronic Engineering, School of Engineering, STEM College, RMIT University, Australia (e-mail: jing.fu@rmit.edu.au). Bill Moran is with Department of Electrical and Electronic Engineering, the University of Melbourne, VIC 3010, Australia (e-mail:wmoran@unimelb.edu.au).
UTSD: Unified Time Series Diffusion Model
Ma, Xiangkai, Hong, Xiaobin, Li, Wenzhong, Lu, Sanglu
Transformer-based architectures have achieved unprecedented success in time series analysis. However, facing the challenge of across-domain modeling, existing studies utilize statistical prior as prompt engineering fails under the huge distribution shift among various domains. In this paper, a Unified Time Series Diffusion (UTSD) model is established for the first time to model the multi-domain probability distribution, utilizing the powerful probability distribution modeling ability of Diffusion. Unlike the autoregressive models that capture the conditional probabilities of the prediction horizon to the historical sequence, we use a diffusion denoising process to model the mixture distribution of the cross-domain data and generate the prediction sequence for the target domain directly utilizing conditional sampling. The proposed UTSD contains three pivotal designs: (1) The condition network captures the multi-scale fluctuation patterns from the observation sequence, which are utilized as context representations to guide the denoising network to generate the prediction sequence; (2) Adapter-based fine-tuning strategy, the multi-domain universal representation learned in the pretraining stage is utilized for downstream tasks in target domains; (3) The diffusion and denoising process on the actual sequence space, combined with the improved classifier free guidance as the conditional generation strategy, greatly improves the stability and accuracy of the downstream task. We conduct extensive experiments on mainstream benchmarks, and the pre-trained UTSD outperforms existing foundation models on all data domains, exhibiting superior zero-shot generalization ability. After training from scratch, UTSD achieves comparable performance against domain-specific proprietary models. The empirical results validate the potential of UTSD as a time series foundational model.
Learning Networks from Wide-Sense Stationary Stochastic Processes
Rayas, Anirudh, Cheng, Jiajun, Anguluri, Rajasekhar, Deka, Deepjyoti, Dasarathy, Gautam
Complex networked systems driven by latent inputs are common in fields like neuroscience, finance, and engineering. A key inference problem here is to learn edge connectivity from node outputs (potentials). We focus on systems governed by steady-state linear conservation laws: $X_t = {L^{\ast}}Y_{t}$, where $X_t, Y_t \in \mathbb{R}^p$ denote inputs and potentials, respectively, and the sparsity pattern of the $p \times p$ Laplacian $L^{\ast}$ encodes the edge structure. Assuming $X_t$ to be a wide-sense stationary stochastic process with a known spectral density matrix, we learn the support of $L^{\ast}$ from temporally correlated samples of $Y_t$ via an $\ell_1$-regularized Whittle's maximum likelihood estimator (MLE). The regularization is particularly useful for learning large-scale networks in the high-dimensional setting where the network size $p$ significantly exceeds the number of samples $n$. We show that the MLE problem is strictly convex, admitting a unique solution. Under a novel mutual incoherence condition and certain sufficient conditions on $(n, p, d)$, we show that the ML estimate recovers the sparsity pattern of $L^\ast$ with high probability, where $d$ is the maximum degree of the graph underlying $L^{\ast}$. We provide recovery guarantees for $L^\ast$ in element-wise maximum, Frobenius, and operator norms. Finally, we complement our theoretical results with several simulation studies on synthetic and benchmark datasets, including engineered systems (power and water networks), and real-world datasets from neural systems (such as the human brain).
Bounds in Wasserstein distance for locally stationary processes
Tinio, Jan Nino G., Alaya, Mokhtar Z., Bouzebda, Salim
Locally stationary processes (LSPs) provide a robust framework for modeling time-varying phenomena, allowing for smooth variations in statistical properties such as mean and variance over time. In this paper, we address the estimation of the conditional probability distribution of LSPs using Nadaraya-Watson (NW) type estimators. The NW estimator approximates the conditional distribution of a target variable given covariates through kernel smoothing techniques. We establish the convergence rate of the NW conditional probability estimator for LSPs in the univariate setting under the Wasserstein distance and extend this analysis to the multivariate case using the sliced Wasserstein distance. Theoretical results are supported by numerical experiments on both synthetic and real-world datasets, demonstrating the practical usefulness of the proposed estimators.
Scalable Bayesian Tensor Ring Factorization for Multiway Data Analysis
Tao, Zerui, Tanaka, Toshihisa, Zhao, Qibin
Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates and an effective approach for automatically adapting the tensor ring rank during the learning process. However, previous BTR method employs an Automatic Relevance Determination (ARD) prior, which can lead to sub-optimal solutions. Besides, it solely focuses on continuous data, whereas many applications involve discrete data. More importantly, it relies on the Coordinate-Ascent Variational Inference (CAVI) algorithm, which is inadequate for handling large tensors with extensive observations. These limitations greatly limit its application scales and scopes, making it suitable only for small-scale problems, such as image/video completion. To address these issues, we propose a novel BTR model that incorporates a nonparametric Multiplicative Gamma Process (MGP) prior, known for its superior accuracy in identifying latent structures. To handle discrete data, we introduce the P\'olya-Gamma augmentation for closed-form updates. Furthermore, we develop an efficient Gibbs sampler for consistent posterior simulation, which reduces the computational complexity of previous VI algorithm by two orders, and an online EM algorithm that is scalable to extremely large tensors. To showcase the advantages of our model, we conduct extensive experiments on both simulation data and real-world applications.
Deep Learning, Machine Learning, Advancing Big Data Analytics and Management
Hsieh, Weiche, Bi, Ziqian, Chen, Keyu, Peng, Benji, Zhang, Sen, Xu, Jiawei, Wang, Jinlang, Yin, Caitlyn Heqi, Zhang, Yichao, Feng, Pohsun, Wen, Yizhu, Wang, Tianyang, Li, Ming, Liang, Chia Xin, Ren, Jintao, Niu, Qian, Chen, Silin, Yan, Lawrence K. Q., Xu, Han, Tseng, Hong-Ming, Song, Xinyuan, Jing, Bowen, Yang, Junjie, Song, Junhao, Liu, Junyu, Liu, Ming
Advancements in artificial intelligence, machine learning, and deep learning have catalyzed the transformation of big data analytics and management into pivotal domains for research and application. This work explores the theoretical foundations, methodological advancements, and practical implementations of these technologies, emphasizing their role in uncovering actionable insights from massive, high-dimensional datasets. The study presents a systematic overview of data preprocessing techniques, including data cleaning, normalization, integration, and dimensionality reduction, to prepare raw data for analysis. Core analytics methodologies such as classification, clustering, regression, and anomaly detection are examined, with a focus on algorithmic innovation and scalability. Furthermore, the text delves into state-of-the-art frameworks for data mining and predictive modeling, highlighting the role of neural networks, support vector machines, and ensemble methods in tackling complex analytical challenges. Special emphasis is placed on the convergence of big data with distributed computing paradigms, including cloud and edge computing, to address challenges in storage, computation, and real-time analytics. The integration of ethical considerations, including data privacy and compliance with global standards, ensures a holistic perspective on data management. Practical applications across healthcare, finance, marketing, and policy-making illustrate the real-world impact of these technologies. Through comprehensive case studies and Python-based implementations, this work equips researchers, practitioners, and data enthusiasts with the tools to navigate the complexities of modern data analytics. It bridges the gap between theory and practice, fostering the development of innovative solutions for managing and leveraging data in the era of artificial intelligence.
Nature versus nurture in galaxy formation: the effect of environment on star formation with causal machine learning
Mucesh, Sunil, Hartley, William G., Gilligan-Lee, Ciarán M., Lahav, Ofer
Understanding how galaxies form and evolve is at the heart of modern astronomy. With the advent of large-scale surveys and simulations, remarkable progress has been made in the last few decades. Despite this, the physical processes behind the phenomena, and particularly their importance, remain far from known, as correlations have primarily been established rather than the underlying causality. We address this challenge by applying the causal inference framework. Specifically, we tackle the fundamental open question of whether galaxy formation and evolution depends more on nature (i.e., internal processes) or nurture (i.e., external processes), by estimating the causal effect of environment on star-formation rate in the IllustrisTNG simulations. To do so, we develop a comprehensive causal model and employ cutting-edge techniques from epidemiology to overcome the long-standing problem of disentangling nature and nurture. We find that the causal effect is negative and substantial, with environment suppressing the SFR by a maximal factor of $\sim100$. While the overall effect at $z=0$ is negative, in the early universe, environment is discovered to have a positive impact, boosting star formation by a factor of $\sim10$ at $z\sim1$ and by even greater amounts at higher redshifts. Furthermore, we show that: (i) nature also plays an important role, as ignoring it underestimates the causal effect in intermediate-density environments by a factor of $\sim2$, (ii) controlling for the stellar mass at a snapshot in time, as is common in the literature, is not only insufficient to disentangle nature and nurture but actually has an adverse effect, though (iii) stellar mass is an adequate proxy of the effects of nature. Finally, this work may prove a useful blueprint for extracting causal insights in other fields that deal with dynamical systems with closed feedback loops, such as the Earth's climate.
Modeling and Discovering Direct Causes for Predictive Models
We introduce a causal modeling framework that captures the input-output behavior of predictive models (e.g., machine learning models) by representing it using causal graphs. The framework enables us to define and identify features that directly cause the predictions, which has broad implications for data collection and model evaluation. We show two assumptions under which the direct causes can be discovered from data, one of which further simplifies the discovery process. In addition to providing sound and complete algorithms, we propose an optimization technique based on an independence rule that can be integrated with the algorithms to speed up the discovery process both theoretically and empirically.
Projection Abstractions in Planning Under the Lenses of Abstractions for MDPs
Canonaco, Giuseppe, Pozanco, Alberto, Borrajo, Daniel
The concept of abstraction has been independently developed both in the context of AI Planning and discounted Markov Decision Processes (MDPs). However, the way abstractions are built and used in the context of Planning and MDPs is different even though lots of commonalities can be highlighted. To this day there is no work trying to relate and unify the two fields on the matter of abstractions unraveling all the different assumptions and their effect on the way they can be used. Therefore, in this paper we aim to do so by looking at projection abstractions in Planning through the lenses of discounted MDPs. Starting from a projection abstraction built according to Classical or Probabilistic Planning techniques, we will show how the same abstraction can be obtained under the abstraction frameworks available for discounted MDPs. Along the way, we will focus on computational as well as representational advantages and disadvantages of both worlds pointing out new research directions that are of interest for both fields.