Sparse principal component analysis (SPCA) is widely used for dimensionality reduction and feature extraction in high-dimensional data analysis. Despite many methodological and theoretical developments in the past two decades, the theoretical guarantees of the popular SPCA algorithm proposed by Zou, Hastie & Tibshirani (2006) are still unknown. This paper aims to address this critical gap. We first revisit the SPCA algorithm of Zou et al. (2006) and present our implementation. We also study a computationally more efficient variant of the SPCA algorithm in Zou et al. (2006) that can be considered as the limiting case of SPCA. We provide the guarantees of convergence to a stationary point for both algorithms and prove that, under a sparse spiked covariance model, both algorithms can recover the principal subspace consistently under mild regularity conditions. We show that their estimation error bounds match the best available bounds of existing works or the minimax rates up to some logarithmic factors. Moreover, we demonstrate the competitive numerical performance of both algorithms in numerical studies.

Current space-based missions, such as the Transiting Exoplanet Survey Satellite (TESS), provide a large database of light curves that must be analysed efficiently and systematically. In recent years, deep learning (DL) methods, particularly convolutional neural networks (CNN), have been used to classify transit signals of candidate exoplanets automatically. However, CNNs have some drawbacks; for example, they require many layers to capture dependencies on sequential data, such as light curves, making the network so large that it eventually becomes impractical. The self-attention mechanism is a DL technique that attempts to mimic the action of selectively focusing on some relevant things while ignoring others. Models, such as the Transformer architecture, were recently proposed for sequential data with successful results. Based on these successful models, we present a new architecture for the automatic classification of transit signals. Our proposed architecture is designed to capture the most significant features of a transit signal and stellar parameters through the self-attention mechanism. In addition to model prediction, we take advantage of attention map inspection, obtaining a more interpretable DL approach. Thus, we can identify the relevance of each element to differentiate a transit signal from false positives, simplifying the manual examination of candidates. We show that our architecture achieves competitive results concerning the CNNs applied for recognizing exoplanetary transit signals in data from the TESS telescope. Based on these results, we demonstrate that applying this state-of-the-art DL model to light curves can be a powerful technique for transit signal detection while offering a level of interpretability.

This paper uses rule search techniques for the early identification of emergency homeless shelter clients who are at risk of becoming long term or chronic shelter users. Using a data set from a major North American shelter containing 12 years of service interactions with over 40,000 individuals, the optimized pruning for unordered search (OPUS) algorithm is used to develop rules that are both intuitive and effective. The rules are evaluated within a framework compatible with the real-time delivery of a housing program meant to transition high risk clients to supportive housing. Results demonstrate that the median time to identification of clients at risk of chronic shelter use drops from 297 days to 162 days when the methods in this paper are applied.

Sparse model identification enables nonlinear dynamical system discovery from data. However, the control of false discoveries for sparse model identification is challenging, especially in the low-data and high-noise limit. In this paper, we perform a theoretical study on ensemble sparse model discovery, which shows empirical success in terms of accuracy and robustness to noise. In particular, we analyse the bootstrapping-based sequential thresholding least-squares estimator. We show that this bootstrapping-based ensembling technique can perform a provably correct variable selection procedure with an exponential convergence rate of the error rate. In addition, we show that the ensemble sparse model discovery method can perform computationally efficient uncertainty estimation, compared to expensive Bayesian uncertainty quantification methods via MCMC. We demonstrate the convergence properties and connection to uncertainty quantification in various numerical studies on synthetic sparse linear regression and sparse model discovery. The experiments on sparse linear regression support that the bootstrapping-based sequential thresholding least-squares method has better performance for sparse variable selection compared to LASSO, thresholding least-squares, and bootstrapping-based LASSO. In the sparse model discovery experiment, we show that the bootstrapping-based sequential thresholding least-squares method can provide valid uncertainty quantification, converging to a delta measure centered around the true value with increased sample sizes. Finally, we highlight the improved robustness to hyperparameter selection under shifting noise and sparsity levels of the bootstrapping-based sequential thresholding least-squares method compared to other sparse regression methods.

Machine learning algorithms have become increasingly prevalent in multiple domains, such as autonomous driving, healthcare, and finance. In such domains, data preparation remains a significant challenge in developing accurate models, requiring significant expertise and time investment to search the huge search space of well-suited data curation and transformation tools. To address this challenge, we present AutoCure, a novel and configuration-free data curation pipeline that improves the quality of tabular data. Unlike traditional data curation methods, AutoCure synthetically enhances the density of the clean data fraction through an adaptive ensemble-based error detection method and a data augmentation module. In practice, AutoCure can be integrated with open source tools, e.g., Auto-sklearn, H2O, and TPOT, to promote the democratization of machine learning. As a proof of concept, we provide a comparative evaluation of AutoCure against 28 combinations of traditional data curation tools, demonstrating superior performance and predictive accuracy without user intervention. Our evaluation shows that AutoCure is an effective approach to automating data preparation and improving the accuracy of machine learning models.

Sequential decision making algorithms often struggle to leverage different sources of unstructured offline interaction data. Imitation learning (IL) methods based on supervised learning are robust, but require optimal demonstrations, which are hard to collect. Offline goal-conditioned reinforcement learning (RL) algorithms promise to learn from sub-optimal data, but face optimization challenges especially with high-dimensional data. To bridge the gap between IL and RL, we introduce Distance Weighted Supervised Learning or DWSL, a supervised method for learning goal-conditioned policies from offline data. DWSL models the entire distribution of time-steps between states in offline data with only supervised learning, and uses this distribution to approximate shortest path distances. To extract a policy, we weight actions by their reduction in distance estimates. Theoretically, DWSL converges to an optimal policy constrained to the data distribution, an attractive property for offline learning, without any bootstrapping. Across all datasets we test, DWSL empirically maintains behavior cloning as a lower bound while still exhibiting policy improvement. In high-dimensional image domains, DWSL surpasses the performance of both prior goal-conditioned IL and RL algorithms. Visualizations and code can be found at https://sites.google.com/view/dwsl/home .

Publicly available information contains valuable information for Cyber Threat Intelligence (CTI). This can be used to prevent attacks that have already taken place on other systems. Ideally, only the initial attack succeeds and all subsequent ones are detected and stopped. But while there are different standards to exchange this information, a lot of it is shared in articles or blog posts in non-standardized ways. Manually scanning through multiple online portals and news pages to discover new threats and extracting them is a time-consuming task. To automize parts of this scanning process, multiple papers propose extractors that use Natural Language Processing (NLP) to extract Indicators of Compromise (IOCs) from documents. However, while this already solves the problem of extracting the information out of documents, the search for these documents is rarely considered. In this paper, a new focused crawler is proposed called ThreatCrawl, which uses Bidirectional Encoder Representations from Transformers (BERT)-based models to classify documents and adapt its crawling path dynamically. While ThreatCrawl has difficulties to classify the specific type of Open Source Intelligence (OSINT) named in texts, e.g., IOC content, it can successfully find relevant documents and modify its path accordingly. It yields harvest rates of up to 52%, which are, to the best of our knowledge, better than the current state of the art.

Artificial intelligence (AI) has demonstrated the ability to extract insights from data, but the issue of fairness remains a concern in high-stakes fields such as healthcare. Despite extensive discussion and efforts in algorithm development, AI fairness and clinical concerns have not been adequately addressed. In this paper, we discuss the misalignment between technical and clinical perspectives of AI fairness, highlight the barriers to AI fairness' translation to healthcare, advocate multidisciplinary collaboration to bridge the knowledge gap, and provide possible solutions to address the clinical concerns pertaining to AI fairness.

In recent years, the field of medicine has been increasingly adopting artificial intelligence (AI) technologies to provide faster and more accurate disease detection, prediction, and assessment. In this study, we propose an interpretable AI approach to diagnose patients with neurofibromatosis using blood tests and pathogenic variables. We evaluated the proposed method using a dataset from the AACR GENIE project and compared its performance with modern approaches. Our proposed approach outperformed existing models with 99.86% accuracy. We also conducted NF1 and interpretable AI tests to validate our approach. Our work provides an explainable approach model using logistic regression and explanatory stimulus as well as a black-box model. The explainable models help to explain the predictions of black-box models while the glass-box models provide information about the best-fit features. Overall, our study presents an interpretable AI approach for diagnosing patients with neurofibromatosis and demonstrates the potential of AI in the medical field.

This research seeks to benefit the software engineering society by providing a simple yet effective pre-processing approach to achieve equalized odds fairness in machine learning software. Fairness issues have attracted increasing attention since machine learning software is increasingly used for high-stakes and high-risk decisions. Amongst all the existing fairness notions, this work specifically targets "equalized odds" given its advantage in always allowing perfect classifiers. Equalized odds requires that members of every demographic group do not receive disparate mistreatment. Prior works either optimize for an equalized odds related metric during the learning process like a black-box, or manipulate the training data following some intuition. This work studies the root cause of the violation of equalized odds and how to tackle it. We found that equalizing the class distribution in each demographic group with sample weights is a necessary condition for achieving equalized odds without modifying the normal training process. In addition, an important partial condition for equalized odds (zero average odds difference) can be guaranteed when the class distributions are weighted to be not only equal but also balanced (1:1). Based on these analyses, we proposed FairBalance, a pre-processing algorithm which balances the class distribution in each demographic group by assigning calculated weights to the training data. On eight real-world datasets, our empirical results show that, at low computational overhead, the proposed pre-processing algorithm FairBalance can significantly improve equalized odds without much, if any damage to the utility. FairBalance also outperforms existing state-of-the-art approaches in terms of equalized odds. To facilitate reuse, reproduction, and validation, we made our scripts available at https://github.com/hil-se/FairBalance.