Performance Analysis
On the instrumental variable estimation with many weak and invalid instruments
Lin, Yiqi, Windmeijer, Frank, Song, Xinyuan, Fan, Qingliang
Recently, estimation of causal effects with high-dimensional observational data has drawn much attention in many research fields such as economics, epidemiology and genomics. The instrumental variable (IV) method is widely used when the treatment variable of interest is endogenous. As shown in Figure 1, the ideal IV needs to be correlated with the endogenous treatment variable (C1), it should not have a direct effect on the outcome (C2) and should not be related to unobserved confounders that affect both outcome and treatment (C3). Figure 1: Relevance and Validity of IVs Our research is motivated by the difficulty of finding IVs that satisfy all the above conditions. In applications, invalid IVs (violation of C2 or C3) (Davey Smith and Ebrahim, 2003; Kang et al., 2016; Windmeijer et al., 2019) and weak IVs (concerning the weak correlation in C1) (Bound et al., 1995; Staiger and Stock, 1997) are prevalent. A strand of literature studies the "many weak IVs" problem (Stock et al., 2002; Chao and Swanson, 2005). With the increasing availability of large datasets, IV models are often high-dimensional (Belloni et al., 2012; Lin et al., 2015; Fan and Zhong, 2018), and have potentially weak IVs (Andrews et al., 2018), and invalid IVs (Guo et al., 2018; Windmeijer et al., 2021). Among those problems, we mainly focus on the invalid IV problem, while allowing for potential high-dimensionality and weak signals.
T-Cal: An optimal test for the calibration of predictive models
Lee, Donghwan, Huang, Xinmeng, Hassani, Hamed, Dobriban, Edgar
The prediction accuracy of machine learning methods is steadily increasing, but the calibration of their uncertainty predictions poses a significant challenge. Numerous works focus on obtaining well-calibrated predictive models, but less is known about reliably assessing model calibration. This limits our ability to know when algorithms for improving calibration have a real effect, and when their improvements are merely artifacts due to random noise in finite datasets. In this work, we consider detecting mis-calibration of predictive models using a finite validation dataset as a hypothesis testing problem. The null hypothesis is that the predictive model is calibrated, while the alternative hypothesis is that the deviation from calibration is sufficiently large. We find that detecting mis-calibration is only possible when the conditional probabilities of the classes are sufficiently smooth functions of the predictions. When the conditional class probabilities are H\"older continuous, we propose T-Cal, a minimax optimal test for calibration based on a debiased plug-in estimator of the $\ell_2$-Expected Calibration Error (ECE). We further propose Adaptive T-Cal, a version that is adaptive to unknown smoothness. We verify our theoretical findings with a broad range of experiments, including with several popular deep neural net architectures and several standard post-hoc calibration methods. T-Cal is a practical general-purpose tool, which -- combined with classical tests for discrete-valued predictors -- can be used to test the calibration of virtually any probabilistic classification method.
Rethinking Performance Measures of RNA Secondary Structure Problems
Runge, Frederic, Franke, Jörg K. H., Fertmann, Daniel, Hutter, Frank
Accurate RNA secondary structure prediction is vital for understanding cellular regulation and disease mechanisms. Deep learning (DL) methods have surpassed traditional algorithms by predicting complex features like pseudoknots and multi-interacting base pairs. However, traditional distance measures can hardly deal with such tertiary interactions and the currently used evaluation measures (F1 score, MCC) have limitations. We propose the Weisfeiler-Lehman graph kernel (WL) as an alternative metric. Embracing graph-based metrics like WL enables fair and accurate evaluation of RNA structure prediction algorithms. Further, WL provides informative guidance, as demonstrated in an RNA design experiment.
Constraint Inference in Control Tasks from Expert Demonstrations via Inverse Optimization
Papadimitriou, Dimitris, Li, Jingqi
Inferring unknown constraints is a challenging and crucial problem in many robotics applications. When only expert demonstrations are available, it becomes essential to infer the unknown domain constraints to deploy additional agents effectively. In this work, we propose an approach to infer affine constraints in control tasks after observing expert demonstrations. We formulate the constraint inference problem as an inverse optimization problem, and we propose an alternating optimization scheme that infers the unknown constraints by minimizing a KKT residual objective. We demonstrate the effectiveness of our method in a number of simulations, and show that our method can infer less conservative constraints than a recent baseline method, while maintaining comparable safety guarantees.
Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices
Wang, Shengkun, Bai, YangXiao, Ji, Taoran, Fu, Kaiqun, Wang, Linhan, Lu, Chang-Tien
Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as government-compiled statistics, to refine stock market predictions. However, prior research using tweet data for stock market prediction faces three challenges. First, the quality of tweets varies widely. While many are filled with noise and irrelevant details, only a few genuinely mirror the actual market scenario. Second, solely focusing on the historical data of a particular stock without considering its sector can lead to oversight. Stocks within the same industry often exhibit correlated price behaviors. Lastly, simply forecasting the direction of price movement without assessing its magnitude is of limited value, as the extent of the rise or fall truly determines profitability. In this paper, diverging from the conventional methods, we pioneer an ECON. The framework has following advantages: First, ECON has an adept tweets filter that efficiently extracts and decodes the vast array of tweet data. Second, ECON discerns multi-level relationships among stocks, sectors, and macroeconomic factors through a self-aware mechanism in semantic space. Third, ECON offers enhanced accuracy in predicting substantial stock price fluctuations by capitalizing on stock price movement. We showcase the state-of-the-art performance of our proposed model using a dataset, specifically curated by us, for predicting stock market movements and volatility.
Near-real-time Earthquake-induced Fatality Estimation using Crowdsourced Data and Large-Language Models
Wang, Chenguang, Engler, Davis, Li, Xuechun, Hou, James, Wald, David J., Jaiswal, Kishor, Xu, Susu
When a damaging earthquake occurs, immediate information about casualties is critical for time-sensitive decision-making by emergency response and aid agencies in the first hours and days. Systems such as Prompt Assessment of Global Earthquakes for Response (PAGER) by the U.S. Geological Survey (USGS) were developed to provide a forecast within about 30 minutes of any significant earthquake globally. Traditional systems for estimating human loss in disasters often depend on manually collected early casualty reports from global media, a process that's labor-intensive and slow with notable time delays. Recently, some systems have employed keyword matching and topic modeling to extract relevant information from social media. However, these methods struggle with the complex semantics in multilingual texts and the challenge of interpreting ever-changing, often conflicting reports of death and injury numbers from various unverified sources on social media platforms. In this work, we introduce an end-to-end framework to significantly improve the timeliness and accuracy of global earthquake-induced human loss forecasting using multi-lingual, crowdsourced social media. Our framework integrates (1) a hierarchical casualty extraction model built upon large language models, prompt design, and few-shot learning to retrieve quantitative human loss claims from social media, (2) a physical constraint-aware, dynamic-truth discovery model that discovers the truthful human loss from massive noisy and potentially conflicting human loss claims, and (3) a Bayesian updating loss projection model that dynamically updates the final loss estimation using discovered truths. We test the framework in real-time on a series of global earthquake events in 2021 and 2022 and show that our framework streamlines casualty data retrieval, achieving speed and accuracy comparable to manual methods by USGS.
Reconsideration on evaluation of machine learning models in continuous monitoring using wearables
Ding, Cheng, Guo, Zhicheng, Rudin, Cynthia, Xiao, Ran, Nahab, Fadi B, Hu, Xiao
Especially with the utilization of photoplethysmography (PPG) signal, these devices have demonstrated significant potential in providing real-time insights into an individual's health status. PPG, due to its non-invasive nature and ease of integration into wearable technology, has become a cornerstone in modern health monitoring systems [5]. Analyzing wearable device signals often involves ML models of different complexities [6, 7]. In the model development phase, typically, continuous signals are cut into discrete segments, and the model's performance is evaluated at the segment level using conventional metrics such as accuracy, sensitivity, specificity, and F1 score [8]. However, relying solely on these conventional metrics at the segment level does not provide a holistic assessment and hurts both consumers by making it impossible to select optimal solution for their needs and innovators by failing to guide their effort towards true progresses. The complex nature of continuous health monitoring using wearable devices introduces unique challenges beyond conventional evaluation approaches' capabilities, as illustrated in Figure 1. Recognizing these challenges is imperative for imbuing continuous health monitoring applications with accurate and reliable ML models to ensure a successful translation of these models into everyday use by millions of people and fulfill the potential of this technology at scale. In the subsequent sections, we outline the challenges in evaluating ML models for continuous health monitoring using wearables, thoroughly review existing evaluation methods and metrics, and propose a standardized evaluation guideline.
Applying Bayesian Ridge Regression AI Modeling in Virus Severity Prediction
Artificial intelligence (AI) is a powerful tool for reshaping healthcare systems. In healthcare, AI is invaluable for its capacity to manage vast amounts of data, which can lead to more accurate and speedy diagnoses, ultimately easing the workload on healthcare professionals. As a result, AI has proven itself to be a power tool across various industries, simplifying complex tasks and pattern recognition that would otherwise be overwhelming for humans or traditional computer algorithms. In this paper, we review the strengths and weaknesses of Bayesian Ridge Regression, an AI model that can be used to bring cutting edge virus analysis to healthcare professionals around the world. The model's accuracy assessment revealed promising results, with room for improvement primarily related to data organization. In addition, the severity index serves as a valuable tool to gain a broad overview of patient care needs, aligning with healthcare professionals' preference for broader categorizations.
AI ensemble for signal detection of higher order gravitational wave modes of quasi-circular, spinning, non-precessing binary black hole mergers
Tian, Minyang, Huerta, E. A., Zheng, Huihuo
We introduce spatiotemporal-graph models that concurrently process data from the twin advanced LIGO detectors and the advanced Virgo detector. We trained these AI classifiers with 2.4 million IMRPhenomXPHM waveforms that describe quasi-circular, spinning, non-precessing binary black hole mergers with component masses $m_{\{1,2\}}\in[3M_\odot, 50 M_\odot]$, and individual spins $s^z_{\{1,2\}}\in[-0.9, 0.9]$; and which include the $(\ell, |m|) = \{(2, 2), (2, 1), (3, 3), (3, 2), (4, 4)\}$ modes, and mode mixing effects in the $\ell = 3, |m| = 2$ harmonics. We trained these AI classifiers within 22 hours using distributed training over 96 NVIDIA V100 GPUs in the Summit supercomputer. We then used transfer learning to create AI predictors that estimate the total mass of potential binary black holes identified by all AI classifiers in the ensemble. We used this ensemble, 3 classifiers for signal detection and 2 total mass predictors, to process a year-long test set in which we injected 300,000 signals. This year-long test set was processed within 5.19 minutes using 1024 NVIDIA A100 GPUs in the Polaris supercomputer (for AI inference) and 128 CPU nodes in the ThetaKNL supercomputer (for post-processing of noise triggers), housed at the Argonne Leadership Computing Facility. These studies indicate that our AI ensemble provides state-of-the-art signal detection accuracy, and reports 2 misclassifications for every year of searched data. This is the first AI ensemble designed to search for and find higher order gravitational wave mode signals.
Bengali Fake Reviews: A Benchmark Dataset and Detection System
Shahariar, G. M., Shawon, Md. Tanvir Rouf, Shah, Faisal Muhammad, Alam, Mohammad Shafiul, Mahbub, Md. Shahriar
The proliferation of fake reviews on various online platforms has created a major concern for both consumers and businesses. Such reviews can deceive customers and cause damage to the reputation of products or services, making it crucial to identify them. Although the detection of fake reviews has been extensively studied in English language, detecting fake reviews in non-English languages such as Bengali is still a relatively unexplored research area. This paper introduces the Bengali Fake Review Detection (BFRD) dataset, the first publicly available dataset for identifying fake reviews in Bengali. The dataset consists of 7710 non-fake and 1339 fake food-related reviews collected from social media posts. To convert non-Bengali words in a review, a unique pipeline has been proposed that translates English words to their corresponding Bengali meaning and also back transliterates Romanized Bengali to Bengali. We have conducted rigorous experimentation using multiple deep learning and pre-trained transformer language models to develop a reliable detection system. Finally, we propose a weighted ensemble model that combines four pre-trained transformers: BanglaBERT, BanglaBERT Base, BanglaBERT Large, and BanglaBERT Generator . According to the experiment results, the proposed ensemble model obtained a weighted F1-score of 0.9843 on 13390 reviews, including 1339 actual fake reviews and 5356 augmented fake reviews generated with the nlpaug library. The remaining 6695 reviews were randomly selected from the 7710 non-fake instances. The model achieved a 0.9558 weighted F1-score when the fake reviews were augmented using the bnaug library.