As the adoption of machine learning models increases, ensuring robust models against adversarial attacks is increasingly important. With unsupervised machine learning gaining more attention, ensuring it is robust against attacks is vital. This paper conducts a systematic literature review on the robustness of unsupervised learning, collecting 86 papers. Our results show that most research focuses on privacy attacks, which have effective defenses; however, many attacks lack effective and general defensive measures. Based on the results, we formulate a model on the properties of an attack on unsupervised learning, contributing to future research by providing a model to use.

Conformal prediction is emerging as a popular paradigm for providing rigorous uncertainty quantification in machine learning since it can be easily applied as a post-processing step to already trained models. In this paper, we extend conformal prediction to the federated learning setting. The main challenge we face is data heterogeneity across the clients - this violates the fundamental tenet of exchangeability required for conformal prediction. We propose a weaker notion of partial exchangeability, better suited to the FL setting, and use it to develop the Federated Conformal Prediction (FCP) framework. We show FCP enjoys rigorous theoretical guarantees and excellent empirical performance on several computer vision and medical imaging datasets. Our results demonstrate a practical approach to incorporating meaningful uncertainty quantification in distributed and heterogeneous environments. We provide code used in our experiments https://github.com/clu5/federated-conformal.

Data valuation is a powerful framework for providing statistical insights into which data are beneficial or detrimental to model training. Many Shapley-based data valuation methods have shown promising results in various downstream tasks, however, they are well known to be computationally challenging as it requires training a large number of models. As a result, it has been recognized as infeasible to apply to large datasets. To address this issue, we propose Data-OOB, a new data valuation method for a bagging model that utilizes the out-of-bag estimate. The proposed method is computationally efficient and can scale to millions of data by reusing trained weak learners. Specifically, Data-OOB takes less than 2.25 hours on a single CPU processor when there are $10^6$ samples to evaluate and the input dimension is 100. Furthermore, Data-OOB has solid theoretical interpretations in that it identifies the same important data point as the infinitesimal jackknife influence function when two different points are compared. We conduct comprehensive experiments using 12 classification datasets, each with thousands of sample sizes. We demonstrate that the proposed method significantly outperforms existing state-of-the-art data valuation methods in identifying mislabeled data and finding a set of helpful (or harmful) data points, highlighting the potential for applying data values in real-world applications.

The use of relative representations for latent embeddings has shown potential in enabling latent space communication and zero-shot model stitching across a wide range of applications. Nevertheless, relative representations rely on a certain amount of parallel anchors to be given as input, which can be impractical to obtain in certain scenarios. To overcome this limitation, we propose an optimization-based method to discover new parallel anchors from a limited known set (seed). Our approach can be used to find semantic correspondence between different domains, align their relative spaces, and achieve competitive results in several tasks.

Water is the lifeblood of river networks, and its quality plays a crucial role in sustaining both aquatic ecosystems and human societies. Real-time monitoring of water quality is increasingly reliant on in-situ sensor technology. Anomaly detection is crucial for identifying erroneous patterns in sensor data, but can be a challenging task due to the complexity and variability of the data, even under normal conditions. This paper presents a solution to the challenging task of anomaly detection for river network sensor data, which is essential for accurate and continuous monitoring. We use a graph neural network model, the recently proposed Graph Deviation Network (GDN), which employs graph attention-based forecasting to capture the complex spatio-temporal relationships between sensors. We propose an alternate anomaly scoring method, GDN+, based on the learned graph. To evaluate the model's efficacy, we introduce new benchmarking simulation experiments with highly-sophisticated dependency structures and subsequence anomalies of various types. We further examine the strengths and weaknesses of this baseline approach, GDN, in comparison to other benchmarking methods on complex real-world river network data. Findings suggest that GDN+ outperforms the baseline approach in high-dimensional data, while also providing improved interpretability. We also introduce software called gnnad.

Understanding the performance of machine learning (ML) models across diverse data distributions is critically important for reliable applications. Despite recent empirical studies positing a near-perfect linear correlation between in-distribution (ID) and out-of-distribution (OOD) accuracies, we empirically demonstrate that this correlation is more nuanced under subpopulation shifts. Through rigorous experimentation and analysis across a variety of datasets, models, and training epochs, we demonstrate that OOD performance often has a nonlinear correlation with ID performance in subpopulation shifts. Our findings, which contrast previous studies that have posited a linear correlation in model performance during distribution shifts, reveal a "moon shape" correlation (parabolic uptrend curve) between the test performance on the majority subpopulation and the minority subpopulation. This non-trivial nonlinear correlation holds across model architectures, hyperparameters, training durations, and the imbalance between subpopulations. Furthermore, we found that the nonlinearity of this "moon shape" is causally influenced by the degree of spurious correlations in the training data. Our controlled experiments show that stronger spurious correlation in the training data creates more nonlinear performance correlation. We provide complementary experimental and theoretical analyses for this phenomenon, and discuss its implications for ML reliability and fairness. Our work highlights the importance of understanding the nonlinear effects of model improvement on performance in different subpopulations, and has the potential to inform the development of more equitable and responsible machine learning models.

Autonomous or self-driving networks are expected to provide a solution to the myriad of extremely demanding new applications in the Future Internet. The key to handle complexity is to perform tasks like network optimization and failure recovery with minimal human supervision. For this purpose, the community relies on the development of new Machine Learning (ML) models and techniques. However, ML can only be as good as the data it is fitted with. Datasets provided to the community as benchmarks for research purposes, which have a relevant impact in research findings and directions, are often assumed to be of good quality by default. In this paper, we show that relatively minor modifications on the same benchmark dataset (UGR'16, a flow-based real-traffic dataset for anomaly detection) cause significantly more impact on model performance than the specific ML technique considered. To understand this finding, we contribute a methodology to investigate the root causes for those differences, and to assess the quality of the data labelling. Our findings illustrate the need to devote more attention into (automatic) data quality assessment and optimization techniques in the context of autonomous networks.

Quantum computing is a rapidly evolving field that promises to revolutionize various domains, and finance is no exception. There is a variety of computationally hard financial problems for which quantum algorithms can potentially offer advantages [24, 16, 39, 6], for example in combinatorial optimization [34, 42], convex optimization [30, 43], monte carlo simulations [15, 44, 21], and machine learning [41, 18, 1]. In this work, we explore the potential of quantum machine learning methods in improving the performance of forecasting in finance, specifically focusing on two use cases within the business of Itaú Unibanco, the largest bank in Latin America. In the first use case, we aim to improve the performance of Random Forest methods for churn prediction. We introduce quantum algorithms for Determinantal Point Processes (DPP) sampling [29], and develop a method of DPP sampling to enhance Random Forest models.

In uses of pre-trained machine learning models, it is a known issue that the target population in which the model is being deployed may not have been reflected in the source population with which the model was trained. This can result in a biased model when deployed, leading to a reduction in model performance. One risk is that, as the population changes, certain demographic groups will be under-served or otherwise disadvantaged by the model, even as they become more represented in the target population. The field of domain adaptation proposes techniques for a situation where label data for the target population does not exist, but some information about the target distribution does exist. In this paper we contribute to the domain adaptation literature by introducing domain-adaptive decision trees (DADT). We focus on decision trees given their growing popularity due to their interpretability and performance relative to other more complex models. With DADT we aim to improve the accuracy of models trained in a source domain (or training data) that differs from the target domain (or test data). We propose an in-processing step that adjusts the information gain split criterion with outside information corresponding to the distribution of the target population. We demonstrate DADT on real data and find that it improves accuracy over a standard decision tree when testing in a shifted target population. We also study the change in fairness under demographic parity and equal opportunity. Results show an improvement in fairness with the use of DADT.

As the number of credit card users has increased, detecting fraud in this domain has become a vital issue. Previous literature has applied various supervised and unsupervised machine learning methods to find an effective fraud detection system. However, some of these methods require an enormous amount of time to achieve reasonable accuracy. In this paper, an Asexual Reproduction Optimization (ARO) approach was employed, which is a supervised method to detect credit card fraud. ARO refers to a kind of production in which one parent produces some offspring. By applying this method and sampling just from the majority class, the effectiveness of the classification is increased. A comparison to Artificial Immune Systems (AIS), which is one of the best methods implemented on current datasets, has shown that the proposed method is able to remarkably reduce the required training time and at the same time increase the recall that is important in fraud detection problems. The obtained results show that ARO achieves the best cost in a short time, and consequently, it can be considered a real-time fraud detection system.